temporary fix

app/cron_dark_pool_flow.py

@@ -1,17 +1,14 @@
 import time
-from datetime import datetime
+from datetime import datetime, timedelta
 from GetStartEndDate import GetStartEndDate
-
+from concurrent.futures import ThreadPoolExecutor, TimeoutError
 import intrinio_sdk as intrinio
 import ujson
 import sqlite3
-import pytz
 
 from dotenv import load_dotenv
 import os
 
-ny_tz = pytz.timezone('America/New_York')
-
 
 load_dotenv()
 api_key = os.getenv('INTRINIO_API_KEY')
@@ -37,21 +34,31 @@ count = 0
 
 def get_data():
 	data = []
-	count = 0
+	#count = 0
+	next_page = ''
+	try:
+		response = intrinio.SecurityApi().get_security_trades(source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, darkpool_only=darkpool_only, min_size=min_size, next_page=next_page)
+		data = response.trades
+	except Exception as e:
+		print(e)
+
+	'''
 	while True:
 		if count == 0:
 			next_page = ''
 		try:
 			response = intrinio.SecurityApi().get_security_trades(source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, darkpool_only=darkpool_only, min_size=min_size, next_page=next_page)
 			data += response.trades
-
+			print(data)
 			next_page = response.next_page
-			if not next_page or count == 10:
+			if not next_page or count == 0:
 				break
 			count +=1
-		except:
-			pass
 
+		except Exception as e:
+			print(e)
+			break
+	'''
 	return data
 
 def run():
@@ -65,7 +72,6 @@ def run():
 	stock_symbols = list(symbol_name_map.keys())
 	data = get_data()
 
-	print(len(data))
 	# Convert each SecurityTrades object to a dictionary
 	data_dicts = [entry.__dict__ for entry in data]
 	# Filter the data
@@ -74,7 +80,7 @@ def run():
 	    {
 	        'symbol': entry['_symbol'],
 	        'name': symbol_name_map[entry['_symbol']],
-	        'date': entry['_timestamp'].astimezone(ny_tz).isoformat(),
+	        'date': (entry['_timestamp']).isoformat(),
 	        'price': entry['_price'],
 	        'volume': entry['_total_volume'],
 	        'size': entry['_size']
@@ -87,7 +93,14 @@ def run():
 
 
 if __name__ == "__main__":
+    executor = ThreadPoolExecutor(max_workers=1)
+    future = executor.submit(run)
     try:
-        run()
+        # Wait for the result with a timeout of 300 seconds (5 minutes)
+        future.result(timeout=300)
+    except TimeoutError:
+        print("The operation timed out.")
     except Exception as e:
         print(f"An error occurred: {e}")
+    finally:
+        executor.shutdown()

app/primary_cron_job.py

@@ -477,7 +477,7 @@ schedule.every(15).minutes.do(run_threaded, run_cron_heatmap).tag('heatmap_job')
 schedule.every(1).minutes.do(run_threaded, run_cron_quote).tag('quote_job')
 schedule.every(1).minutes.do(run_threaded, run_cron_price_alert).tag('price_alert_job')
 schedule.every(15).minutes.do(run_threaded, run_market_moods).tag('market_moods_job')
-schedule.every(20).minutes.do(run_threaded, run_dark_pool_flow).tag('dark_pool_flow_job')
+#schedule.every(20).minutes.do(run_threaded, run_dark_pool_flow).tag('dark_pool_flow_job')
 
 schedule.every(2).hours.do(run_threaded, run_fda_calendar).tag('fda_calendar_job')
 schedule.every(3).hours.do(run_threaded, run_json_job).tag('json_job')

app/test.py

@@ -0,0 +1,78 @@
+import time
+from datetime import datetime
+from GetStartEndDate import GetStartEndDate
+from tqdm import tqdm
+import concurrent.futures
+
+import intrinio_sdk as intrinio
+import ujson
+import sqlite3
+import pytz
+
+from dotenv import load_dotenv
+import os
+from threading import Lock
+
+ny_tz = pytz.timezone('America/New_York')
+
+load_dotenv()
+api_key = os.getenv('INTRINIO_API_KEY')
+
+intrinio.ApiClient().set_api_key(api_key)
+intrinio.ApiClient().allow_retries(True)
+
+def save_json(data):
+    with open(f"json/dark-pool/flow/data.json", 'w') as file:
+        ujson.dump(data, file)
+
+source = 'cta_a_delayed'
+start_date = ''
+end_date = ''
+start_time = ''
+end_time = ''
+timezone = 'UTC'
+page_size = 100
+darkpool_only = True
+min_size = 100
+next_page = ''
+
+api_call_counter = 0
+lock = Lock()
+
+def get_data(symbol):
+    global api_call_counter
+    try:
+        response = intrinio.SecurityApi().get_security_trades_by_symbol(
+            identifier=symbol, source=source, start_date=start_date, start_time=start_time, 
+            end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, 
+            darkpool_only=darkpool_only, min_size=min_size, next_page=next_page
+        )
+        data = response.trades
+        
+        with lock:
+            api_call_counter += 1
+            if api_call_counter % 1600 == 0:
+                #print("API call limit reached, sleeping for 60 seconds...")
+                time.sleep(60)
+
+    except:
+        pass
+
+def run():
+    con = sqlite3.connect('stocks.db')
+    cursor = con.cursor()
+    cursor.execute("SELECT DISTINCT symbol, name FROM stocks")
+    stocks = cursor.fetchall()
+    con.close()
+
+    symbol_name_map = {row[0]: row[1] for row in stocks}
+    stock_symbols = list(symbol_name_map.keys())
+
+    with concurrent.futures.ThreadPoolExecutor(max_workers=10) as executor:
+        list(tqdm(executor.map(get_data, stock_symbols), total=len(stock_symbols)))
+
+if __name__ == "__main__":
+    try:
+        run()
+    except Exception as e:
+        print(f"An error occurred: {e}")

requirements.txt

@@ -34,3 +34,4 @@ backtesting
 ujson
 faker
 finnhub-python
+intrinio_sdk