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update file

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This commit is contained in:
MuslemRahimi 2024-08-15 16:06:58 +02:00
parent e97cf5788d
commit db5704b841
1 changed files with 32 additions and 26 deletions
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54
app/cron_options_bubble.py
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@ -5,8 +5,8 @@ import asyncio
import os import os
from dotenv import load_dotenv from dotenv import load_dotenv
from benzinga import financial_data from benzinga import financial_data
import time from tqdm import tqdm
from concurrent.futures import ThreadPoolExecutor
load_dotenv() load_dotenv()
api_key = os.getenv('BENZINGA_API_KEY') api_key = os.getenv('BENZINGA_API_KEY')
@ -59,7 +59,6 @@ def options_bubble_data(chunk):
if item['ticker'] in ['BRK.A', 'BRK.B']: if item['ticker'] in ['BRK.A', 'BRK.B']:
item['ticker'] = f"BRK-{item['ticker'][-1]}" item['ticker'] = f"BRK-{item['ticker'][-1]}"
#Save raw data for each ticker for options page stack bar chart #Save raw data for each ticker for options page stack bar chart
for ticker in chunk: for ticker in chunk:
ticker_filtered_data = [entry for entry in res_filtered if entry['ticker'] == ticker] ticker_filtered_data = [entry for entry in res_filtered if entry['ticker'] == ticker]
@ -92,7 +91,6 @@ def options_bubble_data(chunk):
filtered_data = [item for item in res_filtered if start_date <= datetime.strptime(item['date'], '%Y-%m-%d').date() <= end_date] filtered_data = [item for item in res_filtered if start_date <= datetime.strptime(item['date'], '%Y-%m-%d').date() <= end_date]
ticker_filtered_data = [entry for entry in filtered_data if entry['ticker'] == ticker] ticker_filtered_data = [entry for entry in filtered_data if entry['ticker'] == ticker]
put_volume, call_volume = calculate_put_call_volumes(ticker_filtered_data) put_volume, call_volume = calculate_put_call_volumes(ticker_filtered_data)
avg_dte = calculate_avg_dte(ticker_filtered_data) avg_dte = calculate_avg_dte(ticker_filtered_data)
@ -105,35 +103,43 @@ def options_bubble_data(chunk):
with open(f"json/options-bubble/{ticker}.json", 'w') as file: with open(f"json/options-bubble/{ticker}.json", 'w') as file:
ujson.dump(bubble_data, file) ujson.dump(bubble_data, file)
except ValueError as ve: except ValueError as ve:
print(ve) print(ve)
except Exception as e: except Exception as e:
print(e) print(e)
try:
stock_con = sqlite3.connect('stocks.db')
stock_cursor = stock_con.cursor()
stock_cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
stock_symbols = [row[0] for row in stock_cursor.fetchall()]
etf_con = sqlite3.connect('etf.db') async def main():
etf_cursor = etf_con.cursor() try:
etf_cursor.execute("SELECT DISTINCT symbol FROM etfs") stock_con = sqlite3.connect('stocks.db')
etf_symbols = [row[0] for row in etf_cursor.fetchall()] stock_cursor = stock_con.cursor()
stock_cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE marketCap >= 500E6 AND symbol NOT LIKE '%.%'")
stock_symbols = [row[0] for row in stock_cursor.fetchall()]
stock_con.close() etf_con = sqlite3.connect('etf.db')
etf_con.close() etf_cursor = etf_con.cursor()
etf_cursor.execute("SELECT DISTINCT symbol FROM etfs WHERE totalAssets >= 10E9")
etf_symbols = [row[0] for row in etf_cursor.fetchall()]
total_symbols = stock_symbols + etf_symbols stock_con.close()
total_symbols = [item.replace("BRK-B", "BRK.B") for item in total_symbols] etf_con.close()
chunk_size = len(total_symbols) // 40 # Divide the list into N chunks total_symbols = stock_symbols + etf_symbols
chunks = [total_symbols[i:i + chunk_size] for i in range(0, len(total_symbols), chunk_size)] total_symbols = [item.replace("BRK-B", "BRK.B") for item in total_symbols]
for chunk in chunks: print(len(total_symbols))
options_bubble_data(chunk)
except Exception as e: chunk_size = len(total_symbols) // 100 # Divide the list into N chunks
print(e) chunks = [total_symbols[i:i + chunk_size] for i in range(0, len(total_symbols), chunk_size)]
loop = asyncio.get_running_loop()
with ThreadPoolExecutor(max_workers=2) as executor:
tasks = [loop.run_in_executor(executor, options_bubble_data, chunk) for chunk in chunks]
for f in tqdm(asyncio.as_completed(tasks), total=len(tasks)):
await f
except Exception as e:
print(e)
if __name__ == "__main__":
asyncio.run(main())