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feat: Add stock type to qualified stocks query and output

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Bobby (aider) 2025-02-09 12:10:02 -08:00
parent b8eaafafd6
commit a80a4b12e5
2 changed files with 18 additions and 12 deletions
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3
src/screener/t_atr_ema.py
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@ -91,7 +91,7 @@ def run_atr_ema_scanner(min_price: float, max_price: float, min_volume: int, por
bullish_signals = []
for ticker, current_price, current_volume, last_update in qualified_stocks:
for ticker, current_price, current_volume, last_update, stock_type in qualified_stocks:
try:
# Get historical data based on interval
df = get_stock_data(ticker, start_date, end_date, interval)
@ -110,6 +110,7 @@ def run_atr_ema_scanner(min_price: float, max_price: float, min_volume: int, por
'target_price': signal_data['ema'],
'volume': current_volume,
'signal_date': signal_date,
'stock_type': stock_type, # Add stock type
'last_update': datetime.fromtimestamp(last_update/1000000000)
}

27
src/utils/data_utils.py
View File

@ -28,7 +28,7 @@ def print_signal(signal_data: dict, signal_type: str = "🔍") -> None:
signal_type (str): Emoji indicator for signal type (default: 🔍)
"""
try:
print(f"\n{signal_type} {signal_data['ticker']} @ ${signal_data['entry_price']:.2f} on {signal_data['signal_date'].strftime('%Y-%m-%d %H:%M')}")
print(f"\n{signal_type} {signal_data['ticker']} ({signal_data['stock_type']}) @ ${signal_data['entry_price']:.2f} on {signal_data['signal_date'].strftime('%Y-%m-%d %H:%M')}")
print(f" Size: {signal_data['shares']} shares (${signal_data['position_size']:.2f})")
print(f" Stop: ${signal_data['stop_loss']:.2f} (7%) | Target: ${signal_data['target_price']:.2f}")
print(f" Risk/Reward: 1:{signal_data['risk_reward_ratio']:.1f} | Risk: ${abs(signal_data['risk_amount']):.2f}")
@ -50,7 +50,7 @@ def get_qualified_stocks(start_date: datetime, end_date: datetime, min_price: fl
min_volume (int): Minimum trading volume
Returns:
list: List of tuples (ticker, price, volume, last_update)
list: List of tuples (ticker, price, volume, last_update, type)
"""
try:
start_ts = int(start_date.timestamp() * 1000000000)
@ -60,12 +60,14 @@ def get_qualified_stocks(start_date: datetime, end_date: datetime, min_price: fl
query = f"""
WITH filtered_data AS (
SELECT
ticker,
window_start,
close,
volume,
toDateTime(toDateTime(window_start/1000000000)) as trade_date
FROM stock_db.stock_prices
sp.ticker,
sp.window_start,
sp.close,
sp.volume,
t.type as stock_type,
toDateTime(toDateTime(sp.window_start/1000000000)) as trade_date
FROM stock_db.stock_prices sp
JOIN stock_db.stock_tickers t ON sp.ticker = t.ticker
WHERE window_start BETWEEN {start_ts} AND {end_ts}
AND toDateTime(window_start/1000000000) <= now()
AND close BETWEEN {min_price} AND {max_price}
@ -74,15 +76,17 @@ def get_qualified_stocks(start_date: datetime, end_date: datetime, min_price: fl
daily_data AS (
SELECT
ticker,
stock_type,
toDate(trade_date) as date,
argMax(close, window_start) as daily_close,
sum(volume) as daily_volume
FROM filtered_data
GROUP BY ticker, toDate(trade_date)
GROUP BY ticker, stock_type, toDate(trade_date)
),
latest_data AS (
SELECT
ticker,
any(stock_type) as stock_type,
argMax(daily_close, date) as last_close,
sum(daily_volume) as total_volume,
max(toUnixTimestamp(date)) as last_update
@ -94,13 +98,14 @@ def get_qualified_stocks(start_date: datetime, end_date: datetime, min_price: fl
ticker,
last_close,
total_volume,
last_update
last_update,
stock_type
FROM latest_data
ORDER BY ticker
"""
result = client.query(query)
qualified_stocks = [(row[0], row[1], row[2], row[3]) for row in result.result_rows]
qualified_stocks = [(row[0], row[1], row[2], row[3], row[4]) for row in result.result_rows]
return qualified_stocks