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fix: Update ClickHouse queries to use window_start column correctly

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Bobby (aider) 2025-02-08 11:15:21 -08:00
parent b820c5a5b2
commit 196ca39e63
1 changed files with 12 additions and 6 deletions
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18
src/screener/t_atr_ema_v2.py
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@ -56,18 +56,24 @@ def run_atr_ema_target_scanner(min_price: float, max_price: float, min_volume: i
SELECT ticker SELECT ticker
FROM ( FROM (
SELECT ticker, count() as cnt SELECT ticker, count() as cnt
FROM stock_db.stock_prices_daily FROM (
WHERE date BETWEEN '{start_date.date()}' AND '{end_date.date()}' SELECT
ticker,
toDate(window_start) as date
FROM stock_db.stock_prices
WHERE window_start BETWEEN {start_ts} AND {end_ts}
GROUP BY ticker, date
)
GROUP BY ticker GROUP BY ticker
HAVING cnt >= 50 HAVING count() >= 50
UNION ALL UNION ALL
SELECT ticker, count() as cnt SELECT ticker, count() as cnt
FROM stock_db.stock_prices FROM stock_db.stock_prices_daily
WHERE window_start BETWEEN {start_ts} AND {end_ts} WHERE date BETWEEN '{start_date.date()}' AND '{end_date.date()}'
GROUP BY ticker GROUP BY ticker
HAVING cnt >= 250 # 50 days * average 50 bars/day HAVING cnt >= 50
) )
GROUP BY ticker GROUP BY ticker
HAVING sum(cnt) >= 50 HAVING sum(cnt) >= 50