update cron swap
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@ -3,6 +3,7 @@ import numpy as np
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import glob
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import requests
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import os
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import sqlite3
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from zipfile import ZipFile
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import datetime
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from concurrent.futures import ThreadPoolExecutor, as_completed
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@ -11,18 +12,25 @@ from tqdm import tqdm
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# Define some configuration variables
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OUTPUT_PATH = r"./json/swap"
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COMPANIES_PATH = r"./json/swap/companies"
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MAX_WORKERS = 1
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MAX_WORKERS = 4
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CHUNK_SIZE = 1000 # Adjust this value based on your system's RAM
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executor = ThreadPoolExecutor(max_workers=MAX_WORKERS)
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# Ensure the companies directory exists
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os.makedirs(COMPANIES_PATH, exist_ok=True)
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# List of stock symbols you're interested in
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stock_symbols = ['AAPL', 'GME', 'AMD'] # Add more symbols as needed
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con = sqlite3.connect('stocks.db')
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cursor = con.cursor()
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cursor.execute("PRAGMA journal_mode = wal")
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cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
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stock_symbols = [row[0] for row in cursor.fetchall()]
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con.close()
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start = datetime.datetime.today() - datetime.timedelta(days=30)
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start = datetime.datetime.today() - datetime.timedelta(days=180)
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end = datetime.datetime.today()
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dates = [start + datetime.timedelta(days=i) for i in range((end - start).days + 1)]
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@ -37,6 +45,11 @@ filenames = [
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def download_and_process(filename):
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csv_output_filename = os.path.join(OUTPUT_PATH, filename.replace('.zip', '.csv'))
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if os.path.exists(csv_output_filename ):
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print(f"{csv_output_filename} already exists. Skipping download and processing.")
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return
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url = f"https://pddata.dtcc.com/ppd/api/report/cumulative/sec/{filename}"
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req = requests.get(url)
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if req.status_code != 200:
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