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refactor: Update date range and intraday data query for accurate stock scanning

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Bobby Abellana (aider) 2025-02-06 22:31:05 -08:00
parent 62b63388a8
commit 843f78851f
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1 changed files with 12 additions and 26 deletions
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38
src/screener/t_sunnyband.py
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@ -118,14 +118,13 @@ def get_valid_tickers(min_price: float, max_price: float, min_volume: int, inter
# 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
yesterday = today - timedelta(days=1)
# First get valid tickers from daily data
daily_query = f"""
SELECT DISTINCT ticker
FROM stock_db.stock_prices_daily
WHERE date = '{today}'
WHERE date = '{yesterday}'
AND close BETWEEN {min_price} AND {max_price}
AND volume >= {min_volume}
ORDER BY ticker ASC
@ -135,36 +134,21 @@ def get_valid_tickers(min_price: float, max_price: float, min_volume: int, inter
result = client.query(daily_query)
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")
if interval != "daily":
# Now verify these tickers have intraday data
market_open = int(datetime.combine(today, datetime.strptime("09:30", "%H:%M").time()).timestamp() * 1000000000)
market_close = int(datetime.combine(today, datetime.strptime("16:00", "%H:%M").time()).timestamp() * 1000000000)
# Convert to Unix timestamp in nanoseconds
start_ts = int(datetime.combine(yesterday, datetime.strptime("09:30", "%H:%M").time()).timestamp() * 1000000000)
end_ts = int(datetime.combine(yesterday, datetime.strptime("16:00", "%H:%M").time()).timestamp() * 1000000000)
intraday_query = f"""
SELECT DISTINCT ticker
FROM stock_db.stock_prices
WHERE ticker IN ({','.join([f"'{t}'" for t in tickers])})
AND window_start BETWEEN {market_open - 86400000000000} AND {market_close} -- Include last 24 hours
AND window_start BETWEEN {start_ts} AND {end_ts}
GROUP BY ticker
HAVING count() >= 10 -- Ensure we have enough data points
HAVING count() >= 50 -- Ensure we have enough data points for the indicator
"""
result = client.query(intraday_query)
@ -292,11 +276,13 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int) -> No
# Get user's preferred interval
interval = get_interval_choice()
# Set date range to 60 days for proper DMA calculation
# Set date range to look back from current time
end_date = datetime.now()
start_date = end_date - timedelta(days=60)
start_date = end_date - timedelta(days=1) # Look at last trading day for signals
lookback_start = end_date - timedelta(days=60) # For DMA calculation
print(f"\nAnalyzing data from {start_date.date()} to {end_date.date()}")
print(f"\nAnalyzing data from {lookback_start.date()} to {end_date.date()}")
print(f"Looking for signals in the last trading day")
# Get valid tickers
print("\nFetching qualified stocks...")