bugfixing

app/cron_dark_pool_flow.py

@@ -23,9 +23,9 @@ def save_json(data):
 
 identifier = 'GME'
 source = 'cta_a_delayed'
-#start_date, end_date = GetStartEndDate().run()
-start_date = '2024-07-22' #start_date.strftime("%Y-%m-%d")
-end_date = '2024-07-22' #end_date.strftime("%Y-%m-%d")
+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'
@@ -34,64 +34,79 @@ def save_json(data):
 min_size = 100
 count = 0
 
-
 def get_data():
-	data = []
-	count = 0
-	while True:
-		if count == 0:
-			next_page = ''
-		try:
-			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:
-				break
-			count +=1
-			print(f'Current length {len(data)}')
-
-		except Exception as e:
-			print(e)
-			break
-
-	return data
+    data = []
+    count = 0
+
+    while True:
+        if count == 0:
+            next_page = ''
+        try:
+            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]
+
+            data.extend(filtered_entries)
+            next_page = response.next_page
+
+            if not next_page:
+                break
+            count += 1
+            print(f'Current length {len(data)}')
+
+        except Exception as e:
+            print(e)
+            break
+
+    return data
+
 
 def run():
-	con = sqlite3.connect('stocks.db')
-	cursor = con.cursor()
-	cursor.execute("SELECT DISTINCT symbol, name FROM stocks")
-	stocks = cursor.fetchall()
-	con.close()
-
-	symbol_name_map = {row[0]: row[1] for row in stocks}
-	stock_symbols = list(symbol_name_map.keys())
-	data = get_data()
-	print(data)
-
-	# Filter the data
-	filtered_data = [entry for entry in data if entry['_symbol'] in stock_symbols]
-	res = [
-	    {
-	        'symbol': entry['_symbol'],
-	        'name': symbol_name_map[entry['_symbol']],
-	        'date': (entry['_timestamp']-timedelta(hours=4)).isoformat(),
-	        'price': entry['_price'],
-	        'volume': entry['_total_volume'],
-	        'size': entry['_size']
-	    }
-	    for entry in filtered_data
-	]
-
-
-	if len(res) > 0:
-		save_json(res)
+    con = sqlite3.connect('stocks.db')
+    cursor = con.cursor()
+    cursor.execute("SELECT DISTINCT symbol, name FROM stocks")
+    stocks = cursor.fetchall()
+    con.close()
+    symbol_name_map = {row[0]: row[1] for row in stocks}
+    stock_symbols = list(symbol_name_map.keys())
+
+    data = get_data()
+    filtered_data = [entry for entry in data if entry['_symbol'] in stock_symbols]
+
+
+    filtered_data = [
+        {
+            'symbol': entry['_symbol'],
+            'name': symbol_name_map[entry['_symbol']],
+            'date': (entry['_timestamp']-timedelta(hours=4)).isoformat(),
+            'price': entry['_price'],
+            'total_volume': entry['_total_volume'],
+            'size': entry['_size']
+        }
+        for entry in filtered_data
+    ]
+
+    sorted_data = sorted(filtered_data, key=lambda x: x['date'])
+
+    previous_total_volume = None
+
+    for entry in sorted_data:
+        if previous_total_volume is not None:
+            entry["volume"] = int(entry["total_volume"]) - previous_total_volume
+        else:
+            entry["volume"] = int(entry["total_volume"]) #if you prefer to keep the first volume as is
+        previous_total_volume = int(entry["total_volume"])
+
+    sorted_data = sorted(sorted_data, key=lambda x: x['date'], reverse=True)
+
+
+    if len(sorted_data) > 0:
+        save_json(sorted_data)
 
 
 if __name__ == "__main__":