feat: Add SunnyBand scanner functionality to screener module

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Bobby Abellana (aider) 2025-02-06 21:54:38 -08:00
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commit 5273b659e1
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src/screener/t_sunnyband.py Normal file
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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.")