From 01c187a91c91860bdecc52dca55bcf37bb324ba2 Mon Sep 17 00:00:00 2001
From: MuslemRahimi <moslem_rahimi@hotmail.de>
Date: Tue, 23 Jul 2024 10:27:06 +0200
Subject: [PATCH] update dark pool flow

---
 app/cron_dark_pool_flow.py | 46 ++++++++++++++++++--------------------
 1 file changed, 22 insertions(+), 24 deletions(-)

diff --git a/app/cron_dark_pool_flow.py b/app/cron_dark_pool_flow.py
index a063300..d49a4bc 100644
--- a/app/cron_dark_pool_flow.py
+++ b/app/cron_dark_pool_flow.py
@@ -1,5 +1,5 @@
-import time
-from datetime import datetime, timedelta
+
+from datetime import timedelta
 from GetStartEndDate import GetStartEndDate
 from concurrent.futures import ThreadPoolExecutor, TimeoutError
 import intrinio_sdk as intrinio
@@ -21,10 +21,11 @@ def save_json(data):
         ujson.dump(data, file)
 
 
+identifier = 'GME'
 source = 'cta_a_delayed'
-#start_date, end_date = GetStartEndDate().run()
-start_date = ''
-end_date = ''
+start_date, end_date = GetStartEndDate().run()
+start_date = start_date.strftime("%Y-%m-%d")
+end_date = end_date.strftime("%Y-%m-%d")
 start_time = ''
 end_time = ''
 timezone = 'UTC'
@@ -36,31 +37,30 @@ def save_json(data):
 
 def get_data():
 	data = []
-	#count = 0
-	next_page = ''
-	try:
-		response = intrinio.SecurityApi().get_security_trades(source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, darkpool_only=darkpool_only, min_size=min_size, next_page=next_page)
-		data = response.trades
-	except Exception as e:
-		print(e)
-
-	'''
+	count = 0
 	while True:
 		if count == 0:
 			next_page = ''
 		try:
-			response = intrinio.SecurityApi().get_security_trades(source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, darkpool_only=darkpool_only, min_size=min_size, next_page=next_page)
-			data += response.trades
-			print(data)
+			response = intrinio.SecurityApi().get_security_trades_by_symbol(identifier, source, start_date=start_date, start_time=start_time, end_date=end_date, end_time=end_time, timezone=timezone, page_size=page_size, darkpool_only=darkpool_only, min_size=min_size, next_page=next_page)
+			
+			filtered_entries = [
+                entry.__dict__ for entry in response.trades 
+                if int(entry._price * entry._total_volume) >= 2E9
+            ]
+
+			data.extend(filtered_entries)
 			next_page = response.next_page
-			if not next_page or count == 0:
+			
+			if not next_page:
 				break
 			count +=1
+			print(f'Current length {len(data)}')
 
 		except Exception as e:
 			print(e)
 			break
-	'''
+
 	return data
 
 def run():
@@ -73,11 +73,10 @@ def run():
 	symbol_name_map = {row[0]: row[1] for row in stocks}
 	stock_symbols = list(symbol_name_map.keys())
 	data = get_data()
+	print(data)
 
-	# Convert each SecurityTrades object to a dictionary
-	data_dicts = [entry.__dict__ for entry in data]
 	# Filter the data
-	filtered_data = [entry for entry in data_dicts if entry['_symbol'] in stock_symbols]
+	filtered_data = [entry for entry in data if entry['_symbol'] in stock_symbols]
 	res = [
 	    {
 	        'symbol': entry['_symbol'],
@@ -90,7 +89,6 @@ def run():
 	    for entry in filtered_data
 	]
 
-	print(res)
 
 	if len(res) > 0:
 		save_json(res)
@@ -101,7 +99,7 @@ def run():
     future = executor.submit(run)
     try:
         # Wait for the result with a timeout of 300 seconds (5 minutes)
-        future.result(timeout=10)
+        future.result(timeout=1000)
     except TimeoutError:
         print("The operation timed out.")
     except Exception as e: