diff --git a/src/screener/t_sunnyband.py b/src/screener/t_sunnyband.py index 21cfb9f..a8263fb 100644 --- a/src/screener/t_sunnyband.py +++ b/src/screener/t_sunnyband.py @@ -265,7 +265,9 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf bullish_signals.append(signal_data) # Update print output format dollar_risk = position['potential_loss'] * -1 - print(f"\n🟢 {ticker} @ ${current_price:.2f}") + signal_date = df.iloc[-1]['date'] # Get the date of the signal + signal_data['signal_date'] = signal_date # Add to signal data + print(f"\n🟢 {ticker} @ ${current_price:.2f} on {signal_date.strftime('%Y-%m-%d %H:%M')}") print(f" Size: {position['shares']} shares (${position['position_value']:.2f})") print(f" Stop: ${signal_data['stop_loss']:.2f} (-7%) | Target: ${target_price:.2f}") print(f" Risk/Reward: 1:{position['risk_reward_ratio']:.1f} | Risk: ${dollar_risk:.2f}") @@ -274,13 +276,15 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf continue elif results['bearish_signal'].iloc[-1]: + signal_date = df.iloc[-1]['date'] bearish_signals.append({ 'ticker': ticker, 'price': current_price, 'volume': current_volume, + 'signal_date': signal_date, 'last_update': datetime.fromtimestamp(last_update/1000000000) }) - print(f"\n🔴 {ticker} at ${current_price:.2f}") + print(f"\n🔴 {ticker} @ ${current_price:.2f} on {signal_date.strftime('%Y-%m-%d %H:%M')}") except Exception as e: print(f"Error processing {ticker}: {str(e)}")