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bugfixing

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This commit is contained in:
MuslemRahimi 2025-02-10 10:02:06 +01:00
parent c535d24a1c
commit ef5171fc2c
1 changed files with 4 additions and 2 deletions
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6
app/cron_options_gex_dex.py
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@ -35,7 +35,7 @@ index_symbols =["^SPX","^VIX"]
con.close() con.close()
etf_con.close() etf_con.close()
total_symbols = index_symbols #stocks_symbols+etf_symbols+index_symbols total_symbols = stocks_symbols+etf_symbols+index_symbols
def save_json(data, symbol, directory_path): def save_json(data, symbol, directory_path):
os.makedirs(directory_path, exist_ok=True) # Ensure the directory exists os.makedirs(directory_path, exist_ok=True) # Ensure the directory exists
@ -67,6 +67,7 @@ def get_contracts_from_directory(directory: str):
def get_expiration_date(option_symbol): def get_expiration_date(option_symbol):
# Define regex pattern to match the symbol structure # Define regex pattern to match the symbol structure
match = re.match(r"(\^?[A-Z]+)(\d{6})([CP])(\d+)", option_symbol) match = re.match(r"(\^?[A-Z]+)(\d{6})([CP])(\d+)", option_symbol)
if not match: if not match:
raise ValueError(f"Invalid option_symbol format: {option_symbol}") raise ValueError(f"Invalid option_symbol format: {option_symbol}")
@ -74,6 +75,7 @@ def get_expiration_date(option_symbol):
# Convert expiration to datetime # Convert expiration to datetime
date_expiration = datetime.strptime(expiration, "%y%m%d").date() date_expiration = datetime.strptime(expiration, "%y%m%d").date()
return date_expiration return date_expiration
def aggregate_data_by_strike(symbol): def aggregate_data_by_strike(symbol):
@ -90,7 +92,6 @@ def aggregate_data_by_strike(symbol):
# Only consider contracts that haven't expired # Only consider contracts that haven't expired
contract_list = [item for item in contract_list if get_expiration_date(item) >= today] contract_list = [item for item in contract_list if get_expiration_date(item) >= today]
# Load historical price data # Load historical price data
with open(f"json/historical-price/max/{symbol}.json", "r") as file: with open(f"json/historical-price/max/{symbol}.json", "r") as file:
price_list = orjson.loads(file.read()) price_list = orjson.loads(file.read())
@ -119,6 +120,7 @@ def aggregate_data_by_strike(symbol):
gamma = latest_entry.get("gamma", 0) or 0 gamma = latest_entry.get("gamma", 0) or 0
delta = latest_entry.get("delta", 0) or 0 delta = latest_entry.get("delta", 0) or 0
# Find the matching spot price for the date # Find the matching spot price for the date
matching_price = next((p for p in price_list if p.get("time") == date), None) matching_price = next((p for p in price_list if p.get("time") == date), None)
spot_price = matching_price["close"] if matching_price else 0 spot_price = matching_price["close"] if matching_price else 0