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fix: Correct datetime handling in scanner queries

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Bobby (aider) 2025-02-09 00:32:20 -08:00
parent c03a361096
commit 0a5ffbcadb
2 changed files with 8 additions and 8 deletions
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8
src/screener/t_atr_ema.py
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@ -79,7 +79,7 @@ def run_atr_ema_scanner(min_price: float, max_price: float, min_volume: int, por
window_start,
close,
volume,
toDate(toDateTime(window_start/1000000000)) as trade_date
toDateTime(toDateTime(window_start/1000000000)) as trade_date
FROM stock_db.stock_prices
WHERE window_start BETWEEN {start_ts} AND {end_ts}
AND toDateTime(window_start/1000000000) <= now()
@ -87,11 +87,11 @@ def run_atr_ema_scanner(min_price: float, max_price: float, min_volume: int, por
daily_data AS (
SELECT
ticker,
trade_date,
toDate(trade_date) as trade_date,
argMax(close, window_start) as daily_close,
sum(volume) as daily_volume
FROM filtered_data
GROUP BY ticker, trade_date
GROUP BY ticker, toDate(trade_date)
HAVING daily_close BETWEEN {min_price} AND {max_price}
AND daily_volume >= {min_volume}
),
@ -100,7 +100,7 @@ def run_atr_ema_scanner(min_price: float, max_price: float, min_volume: int, por
ticker,
argMax(daily_close, trade_date) as last_close,
sum(daily_volume) as total_volume,
max(trade_date) as last_update
max(toUnixTimestamp(trade_date)) as last_update
FROM daily_data
GROUP BY ticker
)

8
src/screener/t_atr_ema_v2.py
View File

@ -88,7 +88,7 @@ def run_atr_ema_scanner_v2(min_price: float, max_price: float, min_volume: int,
window_start,
close,
volume,
toDate(toDateTime(window_start/1000000000)) as trade_date
toDateTime(toDateTime(window_start/1000000000)) as trade_date
FROM stock_db.stock_prices
WHERE window_start BETWEEN {start_ts} AND {end_ts}
AND toDateTime(window_start/1000000000) <= now()
@ -96,11 +96,11 @@ def run_atr_ema_scanner_v2(min_price: float, max_price: float, min_volume: int,
daily_data AS (
SELECT
ticker,
trade_date,
toDate(trade_date) as trade_date,
argMax(close, window_start) as daily_close,
sum(volume) as daily_volume
FROM filtered_data
GROUP BY ticker, trade_date
GROUP BY ticker, toDate(trade_date)
HAVING daily_close BETWEEN {min_price} AND {max_price}
AND daily_volume >= {min_volume}
),
@ -109,7 +109,7 @@ def run_atr_ema_scanner_v2(min_price: float, max_price: float, min_volume: int,
ticker,
argMax(daily_close, trade_date) as last_close,
sum(daily_volume) as total_volume,
max(trade_date) as last_update
max(toUnixTimestamp(trade_date)) as last_update
FROM daily_data
GROUP BY ticker
)