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refactor: Filter stock data before aggregation in scanner queries

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This commit is contained in:
Bobby (aider) 2025-02-09 00:15:02 -08:00
parent a9d380897a
commit cd7a33cb7e
3 changed files with 42 additions and 18 deletions
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20
src/screener/t_atr_ema.py
View File

@ -73,18 +73,26 @@ def run_atr_ema_scanner(min_price: float, max_price: float, min_volume: int, por
try:
with create_client() as client:
query = f"""
WITH latest_data AS (
WITH filtered_data AS (
SELECT
ticker,
window_start,
close,
volume
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}
),
latest_data AS (
SELECT
ticker,
argMax(close, window_start) as last_close,
sum(volume) as total_volume,
max(window_start) as last_update
FROM stock_db.stock_prices
WHERE window_start BETWEEN {start_ts} AND {end_ts}
AND toDateTime(window_start/1000000000) <= now()
FROM filtered_data
GROUP BY ticker
HAVING last_close BETWEEN {min_price} AND {max_price}
AND total_volume >= {min_volume}
)
SELECT
ticker,

20
src/screener/t_atr_ema_v2.py
View File

@ -82,18 +82,26 @@ def run_atr_ema_scanner_v2(min_price: float, max_price: float, min_volume: int,
with create_client() as client:
# Query to get qualified stocks
query = f"""
WITH latest_data AS (
WITH filtered_data AS (
SELECT
ticker,
window_start,
close,
volume
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}
),
latest_data AS (
SELECT
ticker,
argMax(close, window_start) as last_close,
sum(volume) as total_volume,
max(window_start) as last_update
FROM stock_db.stock_prices
WHERE window_start BETWEEN {start_ts} AND {end_ts}
AND toDateTime(window_start/1000000000) <= now()
FROM filtered_data
GROUP BY ticker
HAVING last_close BETWEEN {min_price} AND {max_price}
AND total_volume >= {min_volume}
)
SELECT
ticker,

20
src/screener/t_sunnyband.py
View File

@ -216,18 +216,26 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf
with create_client() as client:
# Query to get stocks meeting criteria with their latest data
query = f"""
WITH latest_data AS (
WITH filtered_data AS (
SELECT
ticker,
window_start,
close,
volume
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}
),
latest_data AS (
SELECT
ticker,
argMax(close, window_start) as last_close,
sum(volume) as total_volume,
max(window_start) as last_update
FROM stock_db.stock_prices
WHERE window_start BETWEEN {start_ts} AND {end_ts}
AND toDateTime(window_start/1000000000) <= now()
FROM filtered_data
GROUP BY ticker
HAVING last_close BETWEEN {min_price} AND {max_price}
AND total_volume >= {min_volume}
)
SELECT
ticker,