From b8eaafafd60f0648769ebbf5a45c351f5639a83e Mon Sep 17 00:00:00 2001 From: "Bobby (aider)" Date: Sun, 9 Feb 2025 00:45:19 -0800 Subject: [PATCH] fix: Correct price and volume filtering in get_qualified_stocks query --- src/utils/data_utils.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/src/utils/data_utils.py b/src/utils/data_utils.py index 3cc7c58..3b7a49e 100644 --- a/src/utils/data_utils.py +++ b/src/utils/data_utils.py @@ -68,6 +68,8 @@ def get_qualified_stocks(start_date: datetime, end_date: datetime, min_price: fl FROM stock_db.stock_prices WHERE window_start BETWEEN {start_ts} AND {end_ts} AND toDateTime(window_start/1000000000) <= now() + AND close BETWEEN {min_price} AND {max_price} + AND volume >= {min_volume} ), daily_data AS ( SELECT @@ -77,8 +79,6 @@ def get_qualified_stocks(start_date: datetime, end_date: datetime, min_price: fl sum(volume) as daily_volume FROM filtered_data GROUP BY ticker, toDate(trade_date) - HAVING daily_close BETWEEN {min_price} AND {max_price} - AND daily_volume >= {min_volume} ), latest_data AS ( SELECT @@ -88,6 +88,7 @@ def get_qualified_stocks(start_date: datetime, end_date: datetime, min_price: fl max(toUnixTimestamp(date)) as last_update FROM daily_data GROUP BY ticker + HAVING last_close BETWEEN {min_price} AND {max_price} ) SELECT ticker,