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fix: Improve date handling for stock data retrieval and ticker selection

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Bobby Abellana (aider) 2025-02-06 22:23:16 -08:00
parent 99ea46f6b1
commit 507687dc90
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1 changed files with 30 additions and 17 deletions
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47
src/screener/t_sunnyband.py
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@ -31,9 +31,9 @@ def get_stock_data(ticker: str, start_date: datetime, end_date: datetime, interv
"""Fetch stock data from the database""" """Fetch stock data from the database"""
client = create_client() client = create_client()
# Always look back 60 days for proper DMA calculation # Calculate proper date range (looking back from today)
today = datetime.now().date() end_date = datetime.now()
start_date = today - timedelta(days=60) start_date = end_date - timedelta(days=60) # 60 days of history
if interval == "daily": if interval == "daily":
table = "stock_prices_daily" table = "stock_prices_daily"
@ -113,13 +113,17 @@ def get_stock_data(ticker: str, start_date: datetime, end_date: datetime, interv
def get_valid_tickers(min_price: float, max_price: float, min_volume: int, interval: str) -> list: def get_valid_tickers(min_price: float, max_price: float, min_volume: int, interval: str) -> list:
"""Get tickers that meet the price and volume criteria""" """Get tickers that meet the price and volume criteria"""
client = create_client() client = create_client()
yesterday = (datetime.now() - timedelta(days=1)).date()
# Get the most recent trading day
today = datetime.now().date()
if today.weekday() >= 5: # If it's weekend
today = today - timedelta(days=today.weekday() - 4) # Go back to Friday
# First get valid tickers from daily data # First get valid tickers from daily data
daily_query = f""" daily_query = f"""
SELECT DISTINCT ticker SELECT DISTINCT ticker
FROM stock_db.stock_prices_daily FROM stock_db.stock_prices_daily
WHERE date = '{yesterday}' WHERE date = '{today}'
AND close BETWEEN {min_price} AND {max_price} AND close BETWEEN {min_price} AND {max_price}
AND volume >= {min_volume} AND volume >= {min_volume}
ORDER BY ticker ASC ORDER BY ticker ASC
@ -128,26 +132,35 @@ def get_valid_tickers(min_price: float, max_price: float, min_volume: int, inter
try: try:
result = client.query(daily_query) result = client.query(daily_query)
tickers = [row[0] for row in result.result_rows] tickers = [row[0] for row in result.result_rows]
if not tickers: # If no data for today, try yesterday
yesterday = today - timedelta(days=1)
if yesterday.weekday() >= 5: # If yesterday was weekend
yesterday = yesterday - timedelta(days=yesterday.weekday() - 4) # Go back to Friday
daily_query = f"""
SELECT DISTINCT ticker
FROM stock_db.stock_prices_daily
WHERE date = '{yesterday}'
AND close BETWEEN {min_price} AND {max_price}
AND volume >= {min_volume}
ORDER BY ticker ASC
"""
result = client.query(daily_query)
tickers = [row[0] for row in result.result_rows]
print(f"\nFound {len(tickers)} stocks matching price and volume criteria") print(f"\nFound {len(tickers)} stocks matching price and volume criteria")
if interval != "daily": if interval != "daily":
# Now verify these tickers have intraday data in the last trading day # Now verify these tickers have intraday data
# Get the most recent trading day's timestamp range market_open = int(datetime.combine(today, datetime.strptime("09:30", "%H:%M").time()).timestamp())
today = datetime.now().date() market_close = int(datetime.combine(today, datetime.strptime("16:00", "%H:%M").time()).timestamp())
yesterday_open = int(datetime.combine(yesterday, datetime.strptime("09:30", "%H:%M").time()).timestamp())
yesterday_close = int(datetime.combine(yesterday, datetime.strptime("16:00", "%H:%M").time()).timestamp())
today_open = int(datetime.combine(today, datetime.strptime("09:30", "%H:%M").time()).timestamp())
today_close = int(datetime.combine(today, datetime.strptime("16:00", "%H:%M").time()).timestamp())
intraday_query = f""" intraday_query = f"""
SELECT DISTINCT ticker SELECT DISTINCT ticker
FROM stock_db.stock_prices FROM stock_db.stock_prices
WHERE ticker IN ({','.join([f"'{t}'" for t in tickers])}) WHERE ticker IN ({','.join([f"'{t}'" for t in tickers])})
AND ( AND window_start BETWEEN {market_open - 86400} AND {market_close} -- Include last 24 hours
(window_start BETWEEN {yesterday_open} AND {yesterday_close})
OR
(window_start BETWEEN {today_open} AND {today_close})
)
GROUP BY ticker GROUP BY ticker
HAVING count() >= 10 -- Ensure we have enough data points HAVING count() >= 10 -- Ensure we have enough data points
""" """