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update cron job

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This commit is contained in:
MuslemRahimi 2025-01-22 17:14:12 +01:00
parent 12c37c1fe7
commit d9364bcbc8
2 changed files with 89 additions and 16 deletions
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88
app/cron_options_historical_volume.py
View File

@ -11,9 +11,46 @@ from tqdm import tqdm
from collections import defaultdict
#today = datetime.today()
#N_days_ago = today - timedelta(days=90)
query_template = """
SELECT date, close, change_percent
FROM "{ticker}"
WHERE date BETWEEN ? AND ?
"""
def save_json(data, symbol):
directory_path = f"json/options-historical-data/companies"
os.makedirs(directory_path, exist_ok=True) # Ensure the directory exists
with open(f"{directory_path}/{symbol}.json", 'wb') as file: # Use binary mode for orjson
file.write(orjson.dumps(data))
def prepare_data(data, symbol):
res_list = []
#data = [entry for entry in data if datetime.strptime(entry['date'], "%Y-%m-%d") >= N_days_ago]
data = [entry for entry in data if entry['call_volume'] != 0 or entry['put_volume'] != 0]
data = sorted(data, key=lambda x: x['date'])
for i in range(1, len(data)):
try:
current_open_interest = data[i]['total_open_interest']
previous_open_interest = data[i-1]['total_open_interest']
changes_percentage_oi = round((current_open_interest/previous_open_interest -1)*100,2)
data[i]['changesPercentageOI'] = changes_percentage_oi
data[i]['changeOI'] = current_open_interest-previous_open_interest
except:
data[i]['changesPercentageOI'] = None
data[i]['changeOI'] = None
data = sorted(data, key=lambda x: x['date'], reverse=True)
if data:
save_json(data,symbol)
'''
start_date_str = data[-1]['date']
end_date_str = data[0]['date']
@ -77,6 +114,7 @@ def prepare_data(data, symbol):
if res_list:
save_json(res_list, symbol)
'''
def get_contracts_from_directory(directory: str):
@ -99,8 +137,7 @@ def get_contracts_from_directory(directory):
return [f.split('.')[0] for f in os.listdir(directory) if f.endswith('.json')]
def aggregate_data_by_date():
total_symbols = ['AA']
def aggregate_data_by_date(total_symbols):
data_by_date = defaultdict(lambda: {
"date": "", # Add date field to the dictionary
"call_volume": 0,
@ -108,7 +145,9 @@ def aggregate_data_by_date():
"call_open_interest": 0,
"put_open_interest": 0,
"call_premium": 0,
"call_net_premium": 0,
"put_premium": 0,
"put_net_premium": 0,
})
for symbol in tqdm(total_symbols):
@ -133,7 +172,8 @@ def aggregate_data_by_date():
volume = entry.get('volume',0)
open_interest = entry.get('open_interest',0)
total_premium = entry.get('total_premium',0)
print(total_premium)
if volume is None:
volume = 0
if open_interest is None:
@ -151,6 +191,7 @@ def aggregate_data_by_date():
data_by_date[date]["call_open_interest"] += int(open_interest)
if total_premium is not None:
data_by_date[date]["call_premium"] += int(total_premium)
elif option_type == 'put':
if volume is not None:
data_by_date[date]["put_volume"] += int(volume)
@ -158,6 +199,13 @@ def aggregate_data_by_date():
data_by_date[date]["put_open_interest"] += int(open_interest)
if total_premium is not None:
data_by_date[date]["put_premium"] += int(total_premium)
try:
data_by_date[date]["putCallRatio"] = round(data_by_date[date]["put_volume"]/data_by_date[date]["call_volume"],2)
except:
data_by_date[date]["putCallRatio"] = None
data_by_date[date]["volume"] = data_by_date[date]["call_volume"] + data_by_date[date]["put_volume"]
data_by_date[date]["total_open_interest"] = data_by_date[date]["call_open_interest"] + data_by_date[date]["put_open_interest"]
except Exception as e:
@ -167,16 +215,34 @@ def aggregate_data_by_date():
print(f"Error processing symbol {symbol}: {e}")
continue
# Convert to list of dictionaries and sort by date
result = list(data_by_date.values())
result.sort(key=lambda x: x['date'])
# Convert to list of dictionaries and sort by date
data = list(data_by_date.values())
return result
data = prepare_data(data,symbol)
if __name__ == '__main__':
# Run the aggregation
results = aggregate_data_by_date()
print(results[-1])
# Connect to the databases
con = sqlite3.connect('stocks.db')
etf_con = sqlite3.connect('etf.db')
cursor = con.cursor()
cursor.execute("PRAGMA journal_mode = wal")
#cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%' AND marketCap > 1E9")
cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
stocks_symbols = [row[0] for row in cursor.fetchall()]
etf_cursor = etf_con.cursor()
etf_cursor.execute("PRAGMA journal_mode = wal")
#etf_cursor.execute("SELECT DISTINCT symbol FROM etfs WHERE marketCap > 1E9")
etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
etf_symbols = [row[0] for row in etf_cursor.fetchall()]
total_symbols = stocks_symbols + etf_symbols
total_symbols = ['AA']
data = aggregate_data_by_date(total_symbols)
con.close()
etf_con.close()

13
app/test.py
View File

@ -16,8 +16,15 @@ intrinio.ApiClient().allow_retries(True)
identifier = 'AA250321C00045000'
next_page = ''
#identifier = 'AA250321C00045000'
response = intrinio.OptionsApi().get_options_prices_eod(identifier, next_page=next_page, )
symbol = 'MSFT'
strike = 95
source = ''
stock_price_source = ''
model = ''
show_extended_price = ''
include_related_symbols = False
response = intrinio.OptionsApi().get_option_strikes_realtime(symbol, strike, source=source, stock_price_source=stock_price_source, model=model, show_extended_price=show_extended_price, include_related_symbols=include_related_symbols)
print(response)