add insider tracker

This commit is contained in:
MuslemRahimi 2024-10-24 21:39:06 +02:00
parent 50b9bc72a9
commit fe3ab4899e
4 changed files with 133 additions and 3 deletions

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@ -0,0 +1,90 @@
import ujson
import asyncio
import aiohttp
import sqlite3
from datetime import datetime
from aiofiles import open as async_open
from tqdm import tqdm
from dotenv import load_dotenv
import os
load_dotenv()
api_key = os.getenv('FMP_API_KEY')
async def save_json(data):
async with async_open(f"json/tracker/insider/data.json", 'w') as file:
await file.write(ujson.dumps(data))
async def get_data(session, symbols):
res_list = []
for page in range(0, 3): # Adjust the number of pages as needed
url = f"https://financialmodelingprep.com/api/v4/insider-trading?page={page}&apikey={api_key}"
async with session.get(url) as response:
try:
if response.status == 200:
data = await response.json()
# Filter and adjust transactionType based on acquistionOrDisposition
filtered_data = [
{
"reportingName": item.get("reportingName"),
"symbol": item.get("symbol"),
"filingDate": item.get("filingDate"),
"value": round(item.get("securitiesTransacted") * item.get("price"),2),
"transactionType": "Buy" if item.get("acquistionOrDisposition") == "A"
else "Sell" if item.get("acquistionOrDisposition") == "D"
else None, # None if neither "A" nor "D"
}
for item in data
if item.get("acquistionOrDisposition") in ["A", "D"] and item.get('price') > 0 and item.get("securitiesTransacted") > 0 # Filter out if not "A" or "D"
]
res_list += filtered_data
else:
print(f"Failed to fetch data. Status code: {response.status}")
except Exception as e:
print(f"Error while fetching data: {e}")
break
new_data = []
for item in res_list:
try:
symbol = item['symbol']
with open(f"json/quote/{symbol}.json") as file:
stock_data = ujson.load(file)
item['marketCap'] = stock_data['marketCap']
item['price'] = round(stock_data['price'],2)
item['changesPercentage'] = round(stock_data['changesPercentage'],2)
new_data.append({**item})
except:
pass
return new_data
async def run():
# Connect to SQLite
con = sqlite3.connect('stocks.db')
cursor = con.cursor()
cursor.execute("PRAGMA journal_mode = wal")
# Fetch stock symbols
cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
stock_symbols = [row[0] for row in cursor.fetchall()]
con.close()
# Fetch data asynchronously using aiohttp
async with aiohttp.ClientSession() as session:
data = await get_data(session, stock_symbols)
if len(data) > 0:
print(data)
print(f"Fetched {len(data)} records.")
await save_json(data)
try:
asyncio.run(run())
except Exception as e:
print(f"Error: {e}")

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@ -13,7 +13,7 @@ load_dotenv()
api_key = os.getenv('FMP_API_KEY')
async def save_json(data):
with open(f"json/sentiment-tracker/data.json", 'wb') as file:
with open(f"json/tracker/sentiment/data.json", 'wb') as file:
file.write(orjson.dumps(data))
@ -60,6 +60,11 @@ async def get_data(session, total_symbols):
# Convert the result_data dictionary to a list of items
final_result = list(result_data.values())
final_result = sorted(final_result, key=lambda x: x['sentiment'], reverse=True)
for index, stock in enumerate(final_result, start=1):
stock['rank'] = index
# Save the combined result as a single JSON file
if final_result:

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@ -4037,7 +4037,7 @@ async def get_fomc_impact(api_key: str = Security(get_api_key)):
headers={"Content-Encoding": "gzip"}
)
try:
with open(f"json/sentiment-tracker/data.json", 'rb') as file:
with open(f"json/tracker/sentiment/data.json", 'rb') as file:
res = orjson.loads(file.read())
except:
res = []
@ -4083,6 +4083,36 @@ async def get_fomc_impact(data: TickerData, api_key: str = Security(get_api_key)
headers={"Content-Encoding": "gzip"}
)
@app.get("/insider-tracker")
async def get_insider_tracker(api_key: str = Security(get_api_key)):
cache_key = f"insider-tracker"
cached_result = redis_client.get(cache_key)
if cached_result:
return StreamingResponse(
io.BytesIO(cached_result),
media_type="application/json",
headers={"Content-Encoding": "gzip"}
)
try:
with open(f"json/tracker/insider/data.json", 'rb') as file:
res = orjson.loads(file.read())
except:
res = []
data = orjson.dumps(res)
compressed_data = gzip.compress(data)
redis_client.set(cache_key, compressed_data)
redis_client.expire(cache_key,3600*3600)
return StreamingResponse(
io.BytesIO(compressed_data),
media_type="application/json",
headers={"Content-Encoding": "gzip"}
)
@app.get("/newsletter")
async def get_newsletter():
try:

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@ -79,7 +79,12 @@ def get_data(ticker):
ticker_data = get_data(ticker)
ticker_data = [item for item in ticker_data if datetime.strptime(item['date_expiration'], '%Y-%m-%d') >= datetime.now()]
ticker_data = [
item for item in ticker_data
if datetime.strptime(item['date_expiration'], '%Y-%m-%d') >= datetime.now() and
datetime.strptime(item['date_expiration'], '%Y-%m-%d') <= datetime.now() + timedelta(days=5)
]
print(len(ticker_data))
def calculate_option_greeks(S, K, T, r, sigma, option_type='CALL'):