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update iv cronjob

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This commit is contained in:
MuslemRahimi 2024-08-02 17:27:37 +02:00
parent 8d03ab6451
commit e577eb72a4
1 changed files with 7 additions and 2 deletions
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9
app/cron_implied_volatility.py
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@ -9,14 +9,17 @@ import time
from dotenv import load_dotenv from dotenv import load_dotenv
import os import os
keys_to_keep = {'date','stockpx', 'iv60', 'iv90', '252dclshv','60dorhv'}
load_dotenv() load_dotenv()
api_key = os.getenv('NASDAQ_API_KEY') api_key = os.getenv('NASDAQ_API_KEY')
# Get today's date # Get today's date
today = datetime.today() today = datetime.today()
# Calculate the date six months ago # Calculate the date 12 months ago
dates = [today - timedelta(days=i) for i in range(365)] #six months ago dates = [today - timedelta(days=i) for i in range(365)]
date_str = ','.join(date.strftime('%Y-%m-%d') for date in dates) date_str = ','.join(date.strftime('%Y-%m-%d') for date in dates)
async def save_json(symbol, data): async def save_json(symbol, data):
@ -77,6 +80,8 @@ async def run():
# Assuming the number of columns matches the length of each element in `data` # Assuming the number of columns matches the length of each element in `data`
filtered_data.append({columns[i]["name"]: element[i] for i in range(len(columns))}) filtered_data.append({columns[i]["name"]: element[i] for i in range(len(columns))})
filtered_data = [{k: v for k, v in item.items() if k in keys_to_keep} for item in filtered_data]
try: try:
sorted_data = sorted(filtered_data, key=lambda x: datetime.strptime(x['date'], '%Y-%m-%d')) sorted_data = sorted(filtered_data, key=lambda x: datetime.strptime(x['date'], '%Y-%m-%d'))
if len(sorted_data) > 0: if len(sorted_data) > 0: