bugfixing

app/cron_implied_volatility.py

@@ -141,20 +141,16 @@ def compute_realized_volatility(data, window_size=20):
     
     # Sort the final list by date in descending order
     rv_list = sorted(rv_list, key=lambda x: x['date'], reverse=True)
-    
     return rv_list
 
 if __name__ == '__main__':
     directory_path = "json/implied-volatility"
-    total_symbols = get_tickers_from_directory(directory_path)
+    total_symbols = stocks_symbols + etf_symbols
-    if len(total_symbols) < 100:
-        total_symbols = stocks_symbols + etf_symbols  # Assuming these are defined elsewhere
 
     for symbol in tqdm(total_symbols):
         try:
             with open(f"json/options-historical-data/companies/{symbol}.json", "r") as file:
                 data = orjson.loads(file.read())
-            
             rv_list = compute_realized_volatility(data)
 
             if rv_list:

app/cron_options_historical_volume.py

@@ -70,8 +70,8 @@ def aggregate_data_by_date(symbol):
                 for entry in data.get('history', []):
                     date = entry.get('date')
                     # Skip entries older than one year
-                    if date < one_year_ago_str:
+                    #if date < one_year_ago_str:
-                        continue
+                    #    continue
                     
                     volume = entry.get('volume', 0) or 0
                     open_interest = entry.get('open_interest', 0) or 0

app/cron_options_hottest_contracts.py

@@ -57,6 +57,8 @@ def save_json(data, symbol, directory="json/hottest-contracts/companies"):
     with open(f"{directory}/{symbol}.json", 'wb') as file:
         file.write(orjson.dumps(data))
 
+
+
 def parse_option_symbol(option_symbol):
     match = re.match(r"([A-Z]+)(\d{6})([CP])(\d+)", option_symbol)
     if not match:
@@ -143,6 +145,14 @@ def get_hottest_contracts(base_dir="json/all-options-contracts"):
                 file_path = os.path.join(symbol_dir, contract_file)
                 with open(file_path, 'rb') as f:
                     data = orjson.loads(f.read())
+
+                #only consider contracts that didn't expire yet
+                expiration_date, _, _ = parse_option_symbol(contract_file.replace(".json",""))
+                    
+                # Check if the contract is expired
+                if expiration_date < today:
+                    continue
+
                 if 'history' not in data:
                     continue
 

app/cron_options_single_contract.py

@@ -48,7 +48,7 @@ class ChainItem:
 intrinio.ApiClient().set_api_key(api_key)
 intrinio.ApiClient().allow_retries(True)
 
-after = datetime.today().strftime('%Y-%m-%d')
+after = (datetime.today()- timedelta(days=365)).strftime('%Y-%m-%d')
 before = '2100-12-31'
 N_year_ago = datetime.now() - timedelta(days=365)
 include_related_symbols = False
@@ -301,7 +301,7 @@ async def process_symbol(symbol):
             expiration_list = get_contracts_from_directory(symbol)
 
         #check existing contracts and delete expired ones
-        check_contract_expiry(symbol)
+        #check_contract_expiry(symbol)
 
         print(f"Found {len(expiration_list)} expiration dates")
         contract_list = await get_data(symbol, expiration_list)