import ujson import orjson import asyncio import aiohttp import sqlite3 from datetime import datetime, timedelta, time import pandas as pd from GetStartEndDate import GetStartEndDate from dotenv import load_dotenv import os load_dotenv() api_key = os.getenv('FMP_API_KEY') market_caps = {} async def save_price_data(symbol, data): with open(f"json/one-day-price/{symbol}.json", 'w') as file: ujson.dump(data, file) async def fetch_and_save_symbols_data(symbols): tasks = [] for symbol in symbols: task = asyncio.create_task(get_todays_data(symbol)) tasks.append(task) responses = await asyncio.gather(*tasks) for symbol, response in zip(symbols, responses): if len(response) > 0: await save_price_data(symbol, response) async def get_todays_data(ticker): # Assuming GetStartEndDate().run() returns today's start and end datetime objects start_date_1d, end_date_1d = GetStartEndDate().run() # Format today's date as string "YYYY-MM-DD" today_str = start_date_1d.strftime("%Y-%m-%d") current_weekday = end_date_1d.weekday() start_date = start_date_1d.strftime("%Y-%m-%d") end_date = end_date_1d.strftime("%Y-%m-%d") # Make sure your URL is correctly constructed (note: query parameter concatenation may need adjustment) url = f"https://financialmodelingprep.com/stable/historical-chart/1min?symbol={ticker}&from={start_date}&to={end_date}&apikey={api_key}" df_1d = pd.DataFrame() current_date = start_date_1d target_time = time(9, 30) # Async HTTP request async with aiohttp.ClientSession() as session: responses = await asyncio.gather(session.get(url)) for response in responses: try: json_data = await response.json() # Create DataFrame and reverse order if needed df_1d = pd.DataFrame(json_data).iloc[::-1].reset_index(drop=True) # Filter out rows not matching today's date. # If the column is "date": df_1d = df_1d[df_1d['date'].str.startswith(today_str)] # If you want to rename "date" to "time", do that after filtering: df_1d = df_1d.drop(['volume'], axis=1) df_1d = df_1d.round(2).rename(columns={"date": "time"}) # Update the first row 'close' with previousClose from your stored json if available try: with open(f"json/quote/{ticker}.json", 'r') as file: res = ujson.load(file) df_1d.loc[df_1d.index[0], 'close'] = res['previousClose'] except Exception as e: pass # The following block handles non-weekend logic and appends additional rows if needed. ''' if current_weekday not in (5, 6): if current_date.time() >= target_time: extract_date = current_date.strftime('%Y-%m-%d') end_time = pd.to_datetime(f'{extract_date} 16:00:00') new_index = pd.date_range(start=df_1d['time'].iloc[-1], end=end_time, freq='1min') remaining_df = pd.DataFrame(index=new_index, columns=['open', 'high', 'low', 'close']) remaining_df = remaining_df.reset_index().rename(columns={"index": "time"}) remaining_df['time'] = remaining_df['time'].dt.strftime('%Y-%m-%d %H:%M:%S') remaining_df = remaining_df.set_index('time') # Concatenate the remaining_df (skipping the first row as in your original code) df_1d = pd.concat([df_1d, remaining_df[1::]], ignore_index=True) ''' # Convert DataFrame back to JSON list format df_1d = ujson.loads(df_1d.to_json(orient="records")) except Exception as e: print(e) df_1d = [] return df_1d async def run(): 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") 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") etf_symbols = [row[0] for row in etf_cursor.fetchall()] con.close() etf_con.close() index_symbols = ['^SPX','^VIX'] for symbol in stocks_symbols: try: with open(f"json/quote/{symbol}.json", "r") as file: quote_data = orjson.loads(file.read()) # Get market cap (default to 0 if not found) market_caps[symbol] = quote_data.get('marketCap', 0) except FileNotFoundError: market_caps[symbol] = 0 # Sort symbols by market cap in descending order (largest first) stocks_symbols = sorted(stocks_symbols, key=lambda s: market_caps[s], reverse=True) stocks_symbols = sorted(stocks_symbols, key=lambda x: '.' in x) total_symbols = stocks_symbols+ etf_symbols + index_symbols chunk_size = 500 for i in range(0, len(total_symbols), chunk_size): symbols_chunk = total_symbols[i:i+chunk_size] await fetch_and_save_symbols_data(symbols_chunk) print('sleeping...') await asyncio.sleep(30) # Wait for 60 seconds between chunks try: asyncio.run(run()) except Exception as e: print(e)