update cron list

app/cron_list.py

@@ -681,6 +681,51 @@ async def get_most_shorted_stocks():
             file.write(orjson.dumps(res_list))
 
 
+async def get_hottest_contracts():
+    with sqlite3.connect('stocks.db') as con:
+        cursor = con.cursor()
+        cursor.execute("PRAGMA journal_mode = wal")
+        cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%' AND symbol NOT LIKE '%-%'")
+        symbols = [row[0] for row in cursor.fetchall()]
+
+    res_list = []
+    for symbol in symbols:
+        try:
+            # Load quote data from JSON file
+            change_oi = stock_screener_data_dict[symbol].get('changeOI',None)
+            if change_oi > 0:
+                quote_data = await get_quote_data(symbol)
+                # Assign price and volume, and check if they meet the penny stock criteria
+                if quote_data:
+                    price = round(quote_data.get('price',None), 2)
+                    changesPercentage = round(quote_data.get('changesPercentage'), 2)
+                    market_cap = round(quote_data.get('marketCap',None), 2)
+                    name = quote_data.get('name')
+
+                    # Append stock data to res_list if it meets the criteria
+                    if changesPercentage != 0:
+                        res_list.append({
+                            'symbol': symbol,
+                            'name': name,
+                            'price': price,
+                            'changesPercentage': changesPercentage,
+                            'changeOI': change_oi,
+                        })
+        except:
+            pass
+
+    if res_list:
+        # Sort by market cap in descending order
+        res_list = sorted(res_list, key=lambda x: x['changeOI'], reverse=True)[:100]
+        
+        # Assign rank to each stock
+        for rank, item in enumerate(res_list, start=1):
+            item['rank'] = rank
+
+        # Write the filtered and ranked penny stocks to a JSON file
+        with open("json/stocks-list/list/hottest-contracts.json", 'wb') as file:
+            file.write(orjson.dumps(res_list))
+
 async def etf_bitcoin_list():
     try:
         with sqlite3.connect('etf.db') as etf_con:
@@ -915,6 +960,7 @@ async def run():
         get_most_employees(),
         get_most_ftd_shares(),
         get_most_shorted_stocks(),
+        get_hottest_contracts(),
     )
 
 

app/cron_options_hottest_contracts.py

@@ -0,0 +1,120 @@
+import requests
+import orjson
+import re
+from datetime import datetime
+from dotenv import load_dotenv
+import os
+import sqlite3
+import time
+from tqdm import tqdm
+
+load_dotenv()
+
+api_key = os.getenv('UNUSUAL_WHALES_API_KEY')
+
+# 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()]
+
+con.close()
+etf_con.close()
+
+# Combine the lists of stock and ETF symbols
+total_symbols = stocks_symbols + etf_symbols
+
+print(len(total_symbols))
+
+def save_json(data, symbol,directory="json/hottest-contracts/companies"):
+    os.makedirs(directory, exist_ok=True)  # Ensure the directory exists
+    with open(f"{directory}/{symbol}.json", 'wb') as file:  # Use binary mode for orjson
+        file.write(orjson.dumps(data))
+
+
+def parse_option_symbol(option_symbol):
+    # Define regex pattern to match the symbol structure
+    match = re.match(r"([A-Z]+)(\d{6})([CP])(\d+)", option_symbol)
+    if not match:
+        raise ValueError(f"Invalid option_symbol format: {option_symbol}")
+    
+    ticker, expiration, option_type, strike_price = match.groups()
+    
+    # Convert expiration to datetime
+    date_expiration = datetime.strptime(expiration, "%y%m%d").date()
+    
+    # Convert strike price to float
+    strike_price = int(strike_price) / 1000
+
+    return date_expiration, option_type, strike_price
+
+def safe_round(value, decimals=2):
+    try:
+        return round(float(value), decimals)
+    except (ValueError, TypeError):
+        return value
+
+
+def prepare_data(data, symbol):
+
+    res_list = []
+    for item in data:
+        if float(item['volume']) > 0:
+            # Parse option_symbol
+            date_expiration, option_type, strike_price = parse_option_symbol(item['option_symbol'])
+
+            # Round numerical and numerical-string values
+            new_item = {
+                key: safe_round(value) if isinstance(value, (int, float, str)) else value
+                for key, value in item.items()
+            }
+
+            # Add parsed fields
+            new_item['date_expiration'] = date_expiration
+            new_item['option_type'] = option_type
+            new_item['strike_price'] = strike_price
+
+            # Calculate open_interest_change
+            new_item['open_interest_change'] = safe_round(
+                new_item.get('open_interest', 0) - new_item.get('prev_oi', 0)
+            )
+
+            res_list.append(new_item)
+
+    if res_list:
+        save_json(res_list, symbol,"json/hottest-contracts/companies")
+
+
+counter = 0
+for symbol in tqdm(total_symbols):
+    try:
+        
+        url = f"https://api.unusualwhales.com/api/stock/{symbol}/option-contracts"
+        
+        headers = {
+            "Accept": "application/json, text/plain",
+            "Authorization": api_key
+        }
+        
+        response = requests.get(url, headers=headers)
+        if response.status_code == 200:
+            data = response.json()['data']
+            prepare_data(data, symbol)
+            counter +=1
+        # If 50 chunks have been processed, sleep for 60 seconds
+        if counter == 100:
+            print("Sleeping...")
+            time.sleep(30)  # Sleep for 60 seconds
+            counter = 0
+        
+    except Exception as e:
+        print(f"Error for {symbol}:{e}")

app/main.py

@@ -4033,7 +4033,7 @@ async def get_statistics(data: FilterStockList, api_key: str = Security(get_api_
         category_type = 'sector'
     elif filter_list == 'reits':
         category_type = 'industry'
-    elif filter_list in ['most-shorted-stocks','most-ftd-shares','highest-income-tax','most-employees','highest-revenue','top-rated-dividend-stocks','penny-stocks','overbought-stocks','oversold-stocks','faang','magnificent-seven','ca','cn','de','gb','il','in','jp','nyse','nasdaq','amex','dowjones','sp500','nasdaq100','all-stock-tickers']:
+    elif filter_list in ['hottest-contracts','most-shorted-stocks','most-ftd-shares','highest-income-tax','most-employees','highest-revenue','top-rated-dividend-stocks','penny-stocks','overbought-stocks','oversold-stocks','faang','magnificent-seven','ca','cn','de','gb','il','in','jp','nyse','nasdaq','amex','dowjones','sp500','nasdaq100','all-stock-tickers']:
         category_type = 'stocks-list'
     elif filter_list in ['dividend-kings','dividend-aristocrats']:
         category_type = 'dividends'

app/primary_cron_job.py

@@ -90,6 +90,7 @@ def run_options_stats():
     week = now.weekday()
     if week <= 5:
         run_command(["python3", "cron_options_stats.py"])
+        run_command(["python3", "cron_options_historical_volume.py"])
 
 def run_fda_calendar():
     now = datetime.now(ny_tz)
@@ -346,7 +347,7 @@ schedule.every().day.at("02:00").do(run_threaded, run_db_schedule_job)
 #schedule.every().day.at("05:00").do(run_threaded, run_options_gex).tag('options_gex_job')
 schedule.every().day.at("05:00").do(run_threaded, run_export_price).tag('export_price_job')
 
-schedule.every().day.at("05:30").do(run_threaded, run_options_stats).tag('options_stats_job')
+schedule.every().day.at("03:30").do(run_threaded, run_options_stats).tag('options_stats_job')
 
 
 schedule.every().day.at("06:00").do(run_threaded, run_historical_price).tag('historical_job')