add cron job

app/cron_implied_volatility.py

@@ -0,0 +1,112 @@
+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')
+querystring = {"timeframe":"5Y"}
+headers = {"Accept": "application/json, text/plain", "Authorization": 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()
+
+
+def get_tickers_from_directory(directory: str):
+    try:
+        # Ensure the directory exists
+        if not os.path.exists(directory):
+            raise FileNotFoundError(f"The directory '{directory}' does not exist.")
+        
+        # Get all tickers from filenames
+        return [file.replace(".json", "") for file in os.listdir(directory) if file.endswith(".json")]
+    
+    except Exception as e:
+        print(f"An error occurred: {e}")
+        return []
+
+
+def save_json(data, symbol, directory_path):
+    os.makedirs(directory_path, exist_ok=True)  # Ensure the directory exists
+    with open(f"{directory_path}/{symbol}.json", 'wb') as file:  # Use binary mode for orjson
+        file.write(orjson.dumps(data))
+
+
+def safe_round(value, decimals=2):
+    try:
+        return round(float(value), decimals)
+    except (ValueError, TypeError):
+        return value
+
+
+def prepare_data(data, symbol, directory_path, sort_by = "date"):
+    res_list = []
+    for item in data:
+        try:
+            new_item = {
+                key: safe_round(value) if isinstance(value, (int, float, str)) else value
+                for key, value in item.items()
+            }
+
+            res_list.append(new_item)
+        except:
+            pass
+
+    if res_list:
+        res_list = sorted(res_list, key=lambda x: x[sort_by], reverse=True)
+        save_json(res_list, symbol, directory_path)
+
+
+def get_iv_data():
+    print("Starting to download iv data...")
+    directory_path = "json/implied-volatility"
+    total_symbols = get_tickers_from_directory(directory_path)
+    if len(total_symbols) < 100:
+        total_symbols = stocks_symbols+etf_symbols
+
+    counter = 0
+
+    for symbol in tqdm(total_symbols):
+        try:
+            url = f"https://api.unusualwhales.com/api/stock/{symbol}/volatility/realized"
+            
+            response = requests.get(url, headers=headers, params=querystring)
+            if response.status_code == 200:
+                data = response.json()['data']
+                prepare_data(data, symbol, directory_path)
+            
+            counter +=1
+            
+            # If 50 chunks have been processed, sleep for 60 seconds
+            if counter == 260:
+                print("Sleeping...")
+                time.sleep(60)
+                counter = 0
+            
+        except Exception as e:
+            print(f"Error for {symbol}:{e}")
+
+
+if __name__ == '__main__':
+    get_iv_data()

app/primary_cron_job.py

@@ -362,6 +362,7 @@ schedule.every().day.at("06:00").do(run_threaded, run_historical_price).tag('his
 schedule.every().day.at("06:30").do(run_threaded, run_ai_score).tag('ai_score_job')
 
 schedule.every().day.at("07:00").do(run_threaded, run_ta_rating).tag('ta_rating_job')
+schedule.every().day.at("08:00").do(run_threaded, run_price_reaction).tag('price_reaction_job')
 schedule.every().day.at("08:00").do(run_threaded, run_dark_pool_ticker).tag('dark_pool_ticker_job')
 schedule.every().day.at("09:00").do(run_threaded, run_hedge_fund).tag('hedge_fund_job')
 schedule.every().day.at("07:30").do(run_threaded, run_financial_statements).tag('financial_statements_job')
@@ -370,7 +371,6 @@ schedule.every().day.at("08:00").do(run_threaded, run_cron_insider_trading).tag(
 schedule.every().day.at("08:30").do(run_threaded, run_dividends).tag('dividends_job')
 schedule.every().day.at("09:00").do(run_threaded, run_shareholders).tag('shareholders_job')
 schedule.every().day.at("09:30").do(run_threaded, run_profile).tag('profile_job')
-schedule.every().day.at("09:30").do(run_threaded, run_price_reaction).tag('price_reaction_job')
 
 #schedule.every().day.at("10:30").do(run_threaded, run_sec_filings).tag('sec_filings_job')
 #schedule.every().day.at("11:00").do(run_threaded, run_executive).tag('executive_job')