refactor: Update scanner initialization to accept start and end dates as parameters

src/screener/scanner_controller.py

@@ -1,3 +1,4 @@
+from datetime import datetime
 from screener.t_sunnyband import run_sunny_scanner
 from screener.t_atr_ema import run_atr_ema_scanner
 from screener.t_atr_ema_v2 import run_atr_ema_scanner_v2
@@ -18,10 +19,14 @@ def run_technical_scanner(scanner_choice: str, start_date: str, end_date: str,
         portfolio_size (float): Portfolio size for position sizing
         interval (str): Time interval for data (default: "1d")
     """
+    # Convert string dates to datetime objects
+    start_dt = datetime.strptime(start_date, "%Y-%m-%d")
+    end_dt = datetime.strptime(end_date, "%Y-%m-%d")
+    
     scanner_map = {
-        "sunnybands": lambda: run_sunny_scanner(min_price, max_price, min_volume, portfolio_size, interval),
+        "sunnybands": lambda: run_sunny_scanner(min_price, max_price, min_volume, portfolio_size, interval, start_dt, end_dt),
-        "atr-ema": lambda: run_atr_ema_scanner(min_price, max_price, min_volume, portfolio_size, interval),
+        "atr-ema": lambda: run_atr_ema_scanner(min_price, max_price, min_volume, portfolio_size, interval, start_dt, end_dt),
-        "atr-ema_v2": lambda: run_atr_ema_scanner_v2(min_price, max_price, min_volume, portfolio_size, interval)
+        "atr-ema_v2": lambda: run_atr_ema_scanner_v2(min_price, max_price, min_volume, portfolio_size, interval, start_dt, end_dt)
     }
     
     scanner_func = scanner_map.get(scanner_choice)

src/screener/t_atr_ema.py

@@ -56,11 +56,19 @@ def check_entry_signal(df: pd.DataFrame) -> list:
     
     return signals
 
-def run_atr_ema_scanner(min_price: float, max_price: float, min_volume: int, portfolio_size: float = None, interval: str = "1d") -> None:
+def run_atr_ema_scanner(min_price: float, max_price: float, min_volume: int, 
+                        portfolio_size: float = None, interval: str = "1d",
+                        start_date: datetime = None, end_date: datetime = None) -> None:
     try:
-        # Initialize scanner components
+        # Initialize scanner components with all parameters
         interval, start_date, end_date, qualified_stocks, calculator = initialize_scanner(
-            min_price, max_price, min_volume, portfolio_size, interval
+            min_price=min_price,
+            max_price=max_price,
+            min_volume=min_volume,
+            portfolio_size=portfolio_size,
+            interval=interval,
+            start_date=start_date,
+            end_date=end_date
         )
         
         if not qualified_stocks:

src/utils/scanner_utils.py

@@ -3,7 +3,9 @@ from utils.data_utils import get_user_input, get_stock_data, get_qualified_stock
 from screener.user_input import get_interval_choice, get_date_range
 from trading.position_calculator import PositionCalculator
 
-def initialize_scanner(min_price: float, max_price: float, min_volume: int, portfolio_size: float = None, interval: str = "1d") -> tuple:
+def initialize_scanner(min_price: float, max_price: float, min_volume: int, 
+                      portfolio_size: float = None, interval: str = "1d",
+                      start_date: datetime = None, end_date: datetime = None) -> tuple:
     """
     Initialize common scanner components
     
@@ -13,10 +15,14 @@ def initialize_scanner(min_price: float, max_price: float, min_volume: int, port
         min_volume (int): Minimum volume threshold
         portfolio_size (float, optional): Portfolio size for position calculations
         interval (str, optional): Time interval for data (default: "1d")
+        start_date (datetime, optional): Start date for scanning
+        end_date (datetime, optional): End date for scanning
     """
     print(f"\nScanning for stocks ${min_price:.2f}-${max_price:.2f} with min volume {min_volume:,}")
     
-    start_date, end_date = get_date_range()
+    # Remove the get_date_range() call and use the passed parameters
+    if not start_date or not end_date:
+        raise ValueError("start_date and end_date must be provided")
     
     qualified_stocks = get_qualified_stocks(start_date, end_date, min_price, max_price, min_volume)