update sector flow

This commit is contained in:
MuslemRahimi 2024-12-28 01:37:46 +01:00
parent 37dd342e22
commit e251488614
4 changed files with 93 additions and 51 deletions

View File

@ -351,26 +351,8 @@ async def fetch_tickers():
db = StockDatabase('backup_db/stocks.db') db = StockDatabase('backup_db/stocks.db')
loop = asyncio.get_event_loop() loop = asyncio.get_event_loop()
all_tickers = loop.run_until_complete(fetch_tickers()) all_tickers = loop.run_until_complete(fetch_tickers())
all_tickers = [item for item in all_tickers if '-' not in item['symbol'] or item['symbol'] in ['BRK-A', 'BRK-B']] all_tickers = [item for item in all_tickers if '-' not in item['symbol'] or item['symbol'] in ['BRK-A', 'BRK-B']]
#all_tickers = [item for item in all_tickers if item['symbol'] == 'ZJK']
'''
existing_names = set()
filtered_data = []
for item in all_tickers:
if '.' not in item['symbol'] and item['name'] not in existing_names:
filtered_data.append(item)
existing_names.add(item['name'])
print(len(filtered_data))
for item in filtered_data:
if 'RHM.DE' in item['symbol']:
print(item)
time.sleep(1000)
'''
loop.run_until_complete(db.save_stocks(all_tickers)) loop.run_until_complete(db.save_stocks(all_tickers))
db.close_connection() db.close_connection()

View File

@ -109,12 +109,15 @@ def get_sector_data():
new_item['changesPercentage'] = round(quote_data.get('changesPercentage', 0), 2) new_item['changesPercentage'] = round(quote_data.get('changesPercentage', 0), 2)
#get prem tick data: #get prem tick data:
'''
if symbol != 'SPY': if symbol != 'SPY':
prem_tick_history = get_net_prem_ticks(symbol) prem_tick_history = get_net_prem_ticks(symbol)
#if symbol == 'XLB': #if symbol == 'XLB':
# print(prem_tick_history[10]) # print(prem_tick_history[10])
new_item['premTickHistory'] = prem_tick_history new_item['premTickHistory'] = prem_tick_history
'''
processed_data.append(new_item) processed_data.append(new_item)
return processed_data return processed_data
@ -197,13 +200,82 @@ def get_net_prem_ticks(symbol):
return populated_data if matched else [] return populated_data if matched else []
def get_top_sector_tickers():
keep_elements = ['price', 'ticker', 'name', 'changesPercentage','netPremium','netCallPremium','netPutPremium','gexRatio','gexNetChange','ivRank']
sector_list = [
"Basic Materials",
"Communication Services",
"Consumer Cyclical",
"Consumer Defensive",
"Energy",
"Financial Services",
"Healthcare",
"Industrials",
"Real Estate",
"Technology",
"Utilities",
]
headers = {
"Accept": "application/json, text/plain",
"Authorization": api_key
}
url = "https://api.unusualwhales.com/api/screener/stocks"
res_list = {}
for sector in sector_list:
querystring = {
'order': 'net_premium',
'order_direction': 'desc',
'sectors[]': sector
}
response = requests.get(url, headers=headers, params=querystring)
data = response.json().get('data', [])
updated_data = []
for item in data[:10]:
try:
new_item = {key: safe_round(value) for key, value in item.items()}
with open(f"json/quote/{item['ticker']}.json") as file:
quote_data = orjson.loads(file.read())
new_item['name'] = quote_data['name']
new_item['price'] = round(float(quote_data['price']), 2)
new_item['changesPercentage'] = round(float(quote_data['changesPercentage']), 2)
new_item['ivRank'] = int(new_item['iv_rank'])
new_item['gexRatio'] = new_item['gex_ratio']
new_item['gexNetChange'] = new_item['gex_net_change']
new_item['netCallPremium'] = new_item['net_call_premium']
new_item['netPutPremium'] = new_item['net_put_premium']
new_item['netPremium'] = abs(new_item['netCallPremium'] - new_item['netPutPremium'])
# Filter new_item to keep only specified elements
filtered_item = {key: new_item[key] for key in keep_elements if key in new_item}
updated_data.append(filtered_item)
except Exception as e:
print(f"Error processing ticker {item.get('ticker', 'unknown')}: {e}")
# Add rank to each item
for rank, item in enumerate(updated_data, 1):
item['rank'] = rank
res_list[sector] = updated_data
return res_list
def main(): def main():
'''
sector_data = get_sector_data() sector_data = get_sector_data()
if len(sector_data) > 0: top_sector_tickers = get_top_sector_tickers()
save_json(sector_data) data = {'sectorData': sector_data, 'topSectorTickers': top_sector_tickers}
''' if len(data) > 0:
get_net_prem_ticks('XLB') save_json(data)
#get_net_prem_ticks('XLB')
if __name__ == '__main__': if __name__ == '__main__':

View File

@ -170,12 +170,12 @@ stock_screener_data_dict = {item['symbol']: item for item in stock_screener_data
#------Init Searchbar Data------------# #------Init Searchbar Data------------#
searchbar_data = stock_list_data + etf_list_data searchbar_data = stock_list_data + etf_list_data
for item in searchbar_data: for item in searchbar_data:
try: try:
# Look up the symbol in the stock_screener_data_dict # Look up the symbol in the stock_screener_data_dict
symbol = item['symbol'] symbol = item['symbol']
item['isin'] = stock_screener_data_dict[symbol]['isin'] item['isin'] = stock_screener_data_dict[symbol]['isin']
except Exception as e: except Exception as e:
item['isin'] = None item['isin'] = None

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@ -5,36 +5,24 @@ import os
load_dotenv() load_dotenv()
api_key = os.getenv('UNUSUAL_WHALES_API_KEY') api_key = os.getenv('UNUSUAL_WHALES_API_KEY')
url = 'https://api.unusualwhales.com/api/stock/XLB/net-prem-ticks' url = "https://api.unusualwhales.com/api/screener/stocks"
headers = {
'Accept': 'application/json', querystring = {
'Authorization': api_key 'order': 'net_premium',
'order_direction': 'desc',
'sectors[]': 'Technology'
} }
response = requests.get(url, headers=headers) headers = {
"Accept": "application/json, text/plain",
"Authorization": api_key
}
response = requests.get(url, headers=headers, params=querystring)
data = response.json()['data'] data = response.json()['data']
fields_to_sum = [
"net_call_premium",
"net_call_volume",
"net_put_premium",
"net_put_volume"
]
result = [] print(data[0])
for idx, e in enumerate(data): print(len(data))
e['net_call_premium'] = float(e['net_call_premium'])
e['net_put_premium'] = float(e['net_put_premium'])
#e['net_call_volume'] = float(e['net_call_volume'])
#e['net_put_volume'] = float(e['net_put_volume'])
if idx != 0:
for field in fields_to_sum:
e[field] += result[idx-1].get(field, 0)
result.append(e)
#print(result)
print(result[-1]['net_put_volume']*result[-1]['net_put_premium']*10**(-6))