From 5273b659e157b99840ffd5d49dfd1faba0944e4a Mon Sep 17 00:00:00 2001 From: "Bobby Abellana (aider)" Date: Thu, 6 Feb 2025 21:54:38 -0800 Subject: [PATCH] feat: Add SunnyBand scanner functionality to screener module --- src/screener/t_sunnyband.py | 139 ++++++++++++++++++++++++++++++++++++ 1 file changed, 139 insertions(+) create mode 100644 src/screener/t_sunnyband.py diff --git a/src/screener/t_sunnyband.py b/src/screener/t_sunnyband.py new file mode 100644 index 0000000..c003514 --- /dev/null +++ b/src/screener/t_sunnyband.py @@ -0,0 +1,139 @@ +from datetime import datetime, timedelta +import pandas as pd +from db.db_connection import create_client +from indicators.sunny_bands import SunnyBands + +def get_stock_data(ticker: str, start_date: datetime, end_date: datetime) -> pd.DataFrame: + """Fetch stock data from the database""" + client = create_client() + + query = f""" + SELECT + date, + open, + high, + low, + close, + volume + FROM stock_db.stock_prices_daily + WHERE ticker = '{ticker}' + AND date BETWEEN '{start_date.date()}' AND '{end_date.date()}' + ORDER BY date ASC + """ + + result = client.query(query) + + return pd.DataFrame( + result.result_rows, + columns=['date', 'open', 'high', 'low', 'close', 'volume'] + ) + +def get_valid_tickers(min_price: float, max_price: float, min_volume: int) -> list: + """Get tickers that meet the price and volume criteria""" + client = create_client() + yesterday = (datetime.now() - timedelta(days=1)).date() + + 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} + """ + + result = client.query(query) + return [row[0] for row in result.result_rows] + +def run_sunny_scanner(min_price: float, max_price: float, min_volume: int) -> None: + """Run the SunnyBand scanner and save results""" + # Get date range (60 days of data for calculations) + end_date = datetime.now() + start_date = end_date - timedelta(days=60) + + # Get valid tickers + tickers = get_valid_tickers(min_price, max_price, min_volume) + + if not tickers: + print("No stocks found matching your criteria.") + return + + print(f"\nScanning {len(tickers)} stocks...") + + # Initialize results lists + bullish_signals = [] + bearish_signals = [] + + # Initialize SunnyBands indicator + sunny = SunnyBands() + + # Scan each ticker + for ticker in tickers: + try: + # Get price data + df = get_stock_data(ticker, start_date, end_date) + + if len(df) < 50: # Need enough data for the indicator + continue + + # Calculate SunnyBands + results = sunny.calculate(df) + + # Check last day's signals + last_day = df.iloc[-1] + + if results['bullish_signal'].iloc[-1]: + bullish_signals.append({ + 'ticker': ticker, + 'price': last_day['close'], + 'volume': last_day['volume'], + 'date': last_day['date'], + 'dma': results['dma'].iloc[-1], + 'lower_band': results['lower_band'].iloc[-1] + }) + + elif results['bearish_signal'].iloc[-1]: + bearish_signals.append({ + 'ticker': ticker, + 'price': last_day['close'], + 'volume': last_day['volume'], + 'date': last_day['date'], + 'dma': results['dma'].iloc[-1], + 'upper_band': results['upper_band'].iloc[-1] + }) + + except Exception as e: + print(f"Error processing {ticker}: {str(e)}") + + # Save and display results + output_date = datetime.now().strftime("%Y%m%d") + + if bullish_signals: + print("\n🟢 Bullish Signals:") + df_bullish = pd.DataFrame(bullish_signals) + bullish_file = f'src/reports/sunny_bullish_{output_date}.csv' + df_bullish.to_csv(bullish_file, index=False) + print(f"\nSaved {len(bullish_signals)} bullish signals to {bullish_file}") + + for signal in bullish_signals: + print(f"\n{signal['ticker']}:") + print(f"Price: ${signal['price']:.2f}") + print(f"Volume: {signal['volume']:,}") + print(f"DMA: ${signal['dma']:.2f}") + print(f"Lower Band: ${signal['lower_band']:.2f}") + + if bearish_signals: + print("\n🔴 Bearish Signals:") + df_bearish = pd.DataFrame(bearish_signals) + bearish_file = f'src/reports/sunny_bearish_{output_date}.csv' + df_bearish.to_csv(bearish_file, index=False) + print(f"\nSaved {len(bearish_signals)} bearish signals to {bearish_file}") + + for signal in bearish_signals: + print(f"\n{signal['ticker']}:") + print(f"Price: ${signal['price']:.2f}") + print(f"Volume: {signal['volume']:,}") + print(f"DMA: ${signal['dma']:.2f}") + print(f"Upper Band: ${signal['upper_band']:.2f}") + + if not bullish_signals and not bearish_signals: + print("\nNo signals found for today.")