bullishpy 0.9.0__py3-none-any.whl → 0.11.0__py3-none-any.whl

bullish/analysis/predefined_filters.py

@@ -4,6 +4,11 @@ from typing import Dict, Any, Optional
 from bullish.analysis.filter import FilterQuery
 from pydantic import BaseModel, Field
 
+DATE_THRESHOLD = [
+    datetime.date.today() - datetime.timedelta(days=10),
+    datetime.date.today(),
+]
+
 
 class NamedFilterQuery(FilterQuery):
     name: str
@@ -35,6 +40,7 @@ STRONG_FUNDAMENTALS = NamedFilterQuery(
         "positive_debt_to_equity",
     ],
     market_capitalization=[1e10, 1e12],  # 1 billion to 1 trillion
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
 )
 
 GOOD_FUNDAMENTALS = NamedFilterQuery(
@@ -51,20 +57,79 @@ GOOD_FUNDAMENTALS = NamedFilterQuery(
         "positive_debt_to_equity",
     ],
     market_capitalization=[1e10, 1e12],  # 1 billion to 1 trillion
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
+)
+
+
+SHOOTING_STARS = NamedFilterQuery(
+    name="Shooting stars",
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    market_capitalization=[1e9, 1e12],  # 1 billion to 1 trillion
+    order_by_desc="median_yearly_growth",
+    order_by_asc="last_price",
+)
+
+RSI_CROSSOVER_TECH = NamedFilterQuery(
+    name="RSI cross-over",
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    return_after_rsi_crossover_45_period_90=[0.0, 100],
+    rsi_bullish_crossover_45=DATE_THRESHOLD,
+    market_capitalization=[5e8, 1e11],  # 1 billion to 1 trillion
+    order_by_desc="market_capitalization",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+    industry=[
+        "Semiconductors",
+        "Software - Application",
+        "Software - Infrastructure",
+        "Biotechnology",
+        "Diagnostics & Research",
+        "Medical Devices",
+        "Health Information Services",
+        "Internet Retail",
+        "Electronic Gaming & Multimedia",
+        "Internet Content & Information",
+        "Solar",
+        "Information Technology Services",
+        "Scientific & Technical Instruments",
+        "Semiconductor Equipment & Materials",
+        "Diagnostics & Research",
+    ],
+)
+RSI_CROSSOVER_TECH_PE = NamedFilterQuery(
+    name="RSI cross-over P/E",
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[5, 30],  # P/E ratio between 10 and 100
+    rsi_bullish_crossover_45=DATE_THRESHOLD,
+    market_capitalization=[5e8, 1e12],  # 1 billion to 1 trillion
+    order_by_desc="market_capitalization",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+    industry=[
+        "Semiconductors",
+        "Software - Application",
+        "Software - Infrastructure",
+        "Biotechnology",
+        "Diagnostics & Research",
+        "Medical Devices",
+        "Health Information Services",
+        "Internet Retail",
+        "Electronic Gaming & Multimedia",
+        "Internet Content & Information",
+        "Solar",
+        "Information Technology Services",
+        "Scientific & Technical Instruments",
+        "Semiconductor Equipment & Materials",
+        "Diagnostics & Research",
+    ],
 )
 
 MICRO_CAP_EVENT_SPECULATION = NamedFilterQuery(
     name="Micro-Cap Event Speculation",
     description="seeks tiny names where unusual volume and price gaps hint at "
     "pending corporate events (patent win, FDA news, buy-out rumors).",
-    positive_adosc_20_day_breakout=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
-    cdltasukigap=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    positive_adosc_20_day_breakout=DATE_THRESHOLD,
     rate_of_change_30=[20, 100],  # 10% to 50% in the last 30 days
     market_capitalization=[0, 5e8],
 )
@@ -78,19 +143,10 @@ MOMENTUM_BREAKOUT_HUNTER = NamedFilterQuery(
         "positive_net_income",
     ],
     cash_flow=["positive_free_cash_flow"],
-    golden_cross=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
-    adx_14_long=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    golden_cross=DATE_THRESHOLD,
+    adx_14_long=DATE_THRESHOLD,
     rate_of_change_30=[0, 100],
-    rsi_neutral=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    rsi_neutral=DATE_THRESHOLD,
 )
 
 DEEP_VALUE_PLUS_CATALYST = NamedFilterQuery(
@@ -101,40 +157,168 @@ DEEP_VALUE_PLUS_CATALYST = NamedFilterQuery(
         "positive_operating_income",
         "positive_net_income",
     ],
-    lower_than_200_day_high=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    lower_than_200_day_high=DATE_THRESHOLD,
     rate_of_change_30=[3, 100],
-    rsi_bullish_crossover=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
-    ],
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
 )
 END_OF_TREND_REVERSAL = NamedFilterQuery(
     name="End of trend reversal",
     description="Layers long-term MA breach with momentum exhaustion and a "
     "bullish candle—classic setup for mean-reversion traders.",
-    death_cross=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
+    death_cross=DATE_THRESHOLD,
+    rsi_oversold=DATE_THRESHOLD,
+    candlesticks=["cdlmorningstart", "cdlabandonedbaby", "cdl3whitesoldiers"],
+)
+
+HIGH_QUALITY_CASH_GENERATOR = NamedFilterQuery(
+    name="High Quality Cash Generator",
+    description="This quartet isolates companies that are profitable, cash-rich, and disciplined with leverage. "
+    "Ideal first pass for “quality” or “compounder” "
+    "portfolios where downside protection matters as much as upside.",
+    income=[
+        "positive_net_income",
+    ],
+    cash_flow=["positive_free_cash_flow"],
+    properties=[
+        "operating_cash_flow_is_higher_than_net_income",
+        "positive_return_on_equity",
+        "positive_return_on_assets",
+        "positive_debt_to_equity",
     ],
-    rsi_oversold=[
-        datetime.date.today() - datetime.timedelta(days=5),
-        datetime.date.today(),
+)
+
+EARNINGS_ACCELERATION_TREND_CONFIRMATION = NamedFilterQuery(
+    name="Earnings Acceleration Trend Confirmation",
+    description="Pairs fundamental acceleration with momentum confirmation. Research shows this “double positive” "
+    "outperforms simple momentum because it filters out purely sentiment-driven rallies.",
+    income=[
+        "growing_operating_income",
+        "positive_net_income",
     ],
-    candlesticks=["cdlmorningstart", "cdlabandonedbaby", "cdl3whitesoldiers"],
+    eps=["growing_basic_eps"],
+    golden_cross=DATE_THRESHOLD,
+    macd_12_26_9_bullish_crossover=DATE_THRESHOLD,
+    adx_14_long=DATE_THRESHOLD,
+)
+DIVIDEND_GROWTH_COMPOUNDER = NamedFilterQuery(
+    name="Dividend-Growth Compounders",
+    description="Separates true dividend growers from high-yield traps. "
+    "Critical for income portfolios that need both yield and growth to beat inflation.",
+    mean_dividend_payout_ratio=[0, 0.6],  # 0% to 60% payout ratio
+    cash_flow=[
+        "positive_free_cash_flow",
+        "quarterly_positive_free_cash_flow",
+        "growing_operating_cash_flow",
+    ],
+    properties=["quarterly_positive_return_on_equity"],
+)
+
+BREAK_OUT_MOMENTUM = NamedFilterQuery(
+    name="Break-out Momentum",
+    description="Combines price, volume, and pattern confirmation. Great for tactical traders seeking "
+    "quick continuation moves with statistically higher follow-through.",
+    adosc_crosses_above_0=DATE_THRESHOLD,
+    positive_adosc_20_day_breakout=DATE_THRESHOLD,
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
+)
+
+OVERSOLD_MEAN_REVERSION = NamedFilterQuery(
+    name="Oversold Mean Reversion",
+    description="Gives contrarian traders a high-probability bounce setup by "
+    "stacking three different oversold measures plus a reversal pattern.",
+    rsi_oversold=DATE_THRESHOLD,
+    stoch_oversold=DATE_THRESHOLD,
+    mfi_oversold=DATE_THRESHOLD,
+    lower_than_200_day_high=DATE_THRESHOLD,
+)
+RSI_CROSSOVER_30_GROWTH_STOCK_STRONG_FUNDAMENTAL = NamedFilterQuery(
+    name="RSI cross-over 30 growth stock strong fundamental",
+    income=[
+        "positive_operating_income",
+        "growing_operating_income",
+        "positive_net_income",
+        "growing_net_income",
+    ],
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[20, 40],
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
+    market_capitalization=[5e8, 1e12],
+    order_by_desc="market_capitalization",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
+RSI_CROSSOVER_40_GROWTH_STOCK_STRONG_FUNDAMENTAL = NamedFilterQuery(
+    name="RSI cross-over 40 growth stock strong fundamental",
+    income=[
+        "positive_operating_income",
+        "growing_operating_income",
+        "positive_net_income",
+        "growing_net_income",
+    ],
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[20, 40],
+    rsi_bullish_crossover_40=DATE_THRESHOLD,
+    market_capitalization=[5e8, 1e12],
+    order_by_desc="market_capitalization",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
+RSI_CROSSOVER_45_GROWTH_STOCK_STRONG_FUNDAMENTAL = NamedFilterQuery(
+    name="RSI cross-over 45 growth stock strong fundamental",
+    income=[
+        "positive_operating_income",
+        "growing_operating_income",
+        "positive_net_income",
+        "growing_net_income",
+    ],
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[20, 40],
+    rsi_bullish_crossover_45=DATE_THRESHOLD,
+    market_capitalization=[5e8, 1e12],
+    order_by_desc="market_capitalization",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
+RSI_CROSSOVER_30_GROWTH_STOCK = NamedFilterQuery(
+    name="RSI cross-over 30 growth stock",
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[20, 40],
+    rsi_bullish_crossover_30=DATE_THRESHOLD,
+    market_capitalization=[5e8, 1e12],
+    order_by_desc="market_capitalization",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
+RSI_CROSSOVER_40_GROWTH_STOCK = NamedFilterQuery(
+    name="RSI cross-over 40 growth stock",
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[20, 40],
+    rsi_bullish_crossover_40=DATE_THRESHOLD,
+    market_capitalization=[5e8, 1e12],
+    order_by_desc="market_capitalization",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
+RSI_CROSSOVER_45_GROWTH_STOCK = NamedFilterQuery(
+    name="RSI cross-over 45 growth stock",
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[20, 40],
+    rsi_bullish_crossover_45=DATE_THRESHOLD,
+    market_capitalization=[5e8, 1e12],
+    order_by_desc="market_capitalization",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
 )
 
 
 def predefined_filters() -> list[NamedFilterQuery]:
     return [
-        STRONG_FUNDAMENTALS,
-        GOOD_FUNDAMENTALS,
-        MICRO_CAP_EVENT_SPECULATION,
-        MOMENTUM_BREAKOUT_HUNTER,
-        DEEP_VALUE_PLUS_CATALYST,
-        END_OF_TREND_REVERSAL,
+        RSI_CROSSOVER_30_GROWTH_STOCK_STRONG_FUNDAMENTAL,
+        RSI_CROSSOVER_40_GROWTH_STOCK_STRONG_FUNDAMENTAL,
+        RSI_CROSSOVER_45_GROWTH_STOCK_STRONG_FUNDAMENTAL,
+        RSI_CROSSOVER_30_GROWTH_STOCK,
+        RSI_CROSSOVER_40_GROWTH_STOCK,
+        RSI_CROSSOVER_45_GROWTH_STOCK,
     ]
 
 

bullish/app/app.py

@@ -1,3 +1,4 @@
+import logging
 import shelve
 import uuid
 from pathlib import Path
@@ -24,7 +25,6 @@ from bullish.analysis.filter import (
     GeneralFilter,
     TechnicalAnalysisFilters,
 )
-from bullish.jobs.models import JobTracker
 from bullish.jobs.tasks import update, news, analysis
 from pydantic import BaseModel
 
@@ -38,6 +38,7 @@ CACHE_SHELVE = "user_cache"
 DB_KEY = "db_path"
 
 st.set_page_config(layout="wide")
+logger = logging.getLogger(__name__)
 
 
 @st.cache_resource
@@ -85,8 +86,9 @@ def on_table_select() -> None:
     query = AssetQuery(symbols=Symbols(equities=[Ticker(symbol=symbol)]))
     prices = db.read_series(query, months=24)
     data = Prices(prices=prices).to_dataframe()
+    dates = db.read_dates(symbol)
 
-    fig = plot(data, symbol)
+    fig = plot(data, symbol, dates=dates)
 
     st.session_state.ticker_figure = fig
 
@@ -145,6 +147,14 @@ def build_filter(model: Type[BaseModel], data: Dict[str, Any]) -> Dict[str, Any]
                 default=default,
                 key=hash((model.__name__, field)),
             )
+        elif info.annotation == Optional[str]:  # type: ignore
+            options = ["", *groups_mapping()[field]]
+            data[field] = st.selectbox(
+                name,
+                options,
+                index=0 if not default else options.index(default),
+                key=hash((model.__name__, field)),
+            )
 
         else:
             ge = next(
@@ -155,18 +165,28 @@ def build_filter(model: Type[BaseModel], data: Dict[str, Any]) -> Dict[str, Any]
                 (item.le for item in info.metadata if hasattr(item, "le")),
                 info.default[1] if info.default and len(info.default) == 2 else None,
             )
-            data[field] = list(
-                st.slider(  # type: ignore
-                    name, ge, le, tuple(default), key=hash((model.__name__, field))
+            if info.annotation == Optional[List[float]]:  # type: ignore
+                ge = int(ge)  # type: ignore
+                le = int(le)  # type: ignore
+                default = [int(d) for d in default]
+            try:
+                data[field] = list(
+                    st.slider(  # type: ignore
+                        name, ge, le, tuple(default), key=hash((model.__name__, field))
+                    )
                 )
-            )
+            except Exception as e:
+                logger.error(
+                    f"Error building filter for {model.__name__}.{field} "
+                    f"with the parameters {(info.annotation, name, ge, le, tuple(default))}: {e}"
+                )
+                raise e
     return data
 
 
 @st.dialog("⏳  Jobs", width="large")
 def jobs() -> None:
     with st.expander("Update data"):
-        bearish_db_ = bearish_db(st.session_state.database_path)
         update_query = sp.pydantic_form(key="update", model=FilterUpdate)
         if (
             update_query
@@ -174,19 +194,20 @@ def jobs() -> None:
             and not st.session_state.data.empty
         ):
             symbols = st.session_state.data["symbol"].unique().tolist()
-            res = update(
+            update(
                 database_path=st.session_state.database_path,
+                job_type="Update data",
                 symbols=symbols,
                 update_query=update_query,
             )  # enqueue & get result-handle
-            bearish_db_.write_job_tracker(
-                JobTracker(job_id=str(res.id), type="Update data")
-            )
+
             st.success("Data update job has been enqueued.")
             st.rerun()
     with st.expander("Update analysis"):
         if st.button("Update analysis"):
-            analysis(st.session_state.database_path)
+            analysis(st.session_state.database_path, job_type="Update analysis")
+            st.success("Data update job has been enqueued.")
+            st.rerun()
 
 
 @st.dialog("📥  Load", width="large")
@@ -284,14 +305,12 @@ def save_filtered_results(bearish_db_: BullishDb) -> None:
             )
 
             bearish_db_.write_filtered_results(filtered_results)
-            res = news(
+            news(
                 database_path=st.session_state.database_path,
+                job_type="Fetching news",
                 symbols=symbols,
                 headless=headless,
             )
-            bearish_db_.write_job_tracker(
-                JobTracker(job_id=str(res.id), type="Fetching news")
-            )
             st.session_state.filter_query = None
             st.session_state.query = None
             st.rerun()

bullish/cli.py

@@ -1,4 +1,6 @@
 from __future__ import annotations
+
+import os
 import subprocess
 import signal
 import sys
@@ -57,6 +59,7 @@ def serve(
                     host,
                     "--server.port",
                     str(port),
+                    os.devnull,
                 ]
             )
         )

bullish/database/alembic/versions/17e51420e7ad_.py

@@ -0,0 +1,85 @@
+"""
+
+Revision ID: 17e51420e7ad
+Revises: d663166c531d
+Create Date: 2025-07-10 17:35:02.376675
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+
+# revision identifiers, used by Alembic.
+revision: str = "17e51420e7ad"
+down_revision: Union[str, None] = "d663166c531d"
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.add_column(
+            sa.Column("rsi_bullish_crossover_30", sa.Date(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column("rsi_bullish_crossover_40", sa.Date(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column("rsi_bullish_crossover_45", sa.Date(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column(
+                "return_after_rsi_crossover_45_period_90", sa.Float(), nullable=True
+            )
+        )
+        batch_op.drop_index(batch_op.f("ix_analysis_rsi_bullish_crossover"))
+        batch_op.create_index(
+            "ix_analysis_return_after_rsi_crossover_45_period_90",
+            ["return_after_rsi_crossover_45_period_90"],
+            unique=False,
+        )
+        batch_op.create_index(
+            "ix_analysis_rsi_bullish_crossover_30",
+            ["rsi_bullish_crossover_30"],
+            unique=False,
+        )
+        batch_op.create_index(
+            "ix_analysis_rsi_bullish_crossover_40",
+            ["rsi_bullish_crossover_40"],
+            unique=False,
+        )
+        batch_op.create_index(
+            "ix_analysis_rsi_bullish_crossover_45",
+            ["rsi_bullish_crossover_45"],
+            unique=False,
+        )
+        batch_op.drop_column("rsi_bullish_crossover")
+
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.add_column(
+            sa.Column("rsi_bullish_crossover", sa.DATE(), nullable=True)
+        )
+        batch_op.drop_index("ix_analysis_rsi_bullish_crossover_45")
+        batch_op.drop_index("ix_analysis_rsi_bullish_crossover_40")
+        batch_op.drop_index("ix_analysis_rsi_bullish_crossover_30")
+        batch_op.drop_index("ix_analysis_return_after_rsi_crossover_45_period_90")
+        batch_op.create_index(
+            batch_op.f("ix_analysis_rsi_bullish_crossover"),
+            ["rsi_bullish_crossover"],
+            unique=False,
+        )
+        batch_op.drop_column("return_after_rsi_crossover_45_period_90")
+        batch_op.drop_column("rsi_bullish_crossover_45")
+        batch_op.drop_column("rsi_bullish_crossover_40")
+        batch_op.drop_column("rsi_bullish_crossover_30")
+
+    # ### end Alembic commands ###

bullish/database/alembic/versions/d663166c531d_.py

@@ -0,0 +1,56 @@
+"""
+
+Revision ID: d663166c531d
+Revises: fc191121f522
+Create Date: 2025-07-09 17:44:25.728075
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+
+# revision identifiers, used by Alembic.
+revision: str = "d663166c531d"
+down_revision: Union[str, None] = "fc191121f522"
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.add_column(
+            sa.Column("median_weekly_growth", sa.Float(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column("median_monthly_growth", sa.Float(), nullable=True)
+        )
+        batch_op.add_column(
+            sa.Column("median_yearly_growth", sa.Float(), nullable=True)
+        )
+        batch_op.create_index(
+            "ix_analysis_median_monthly_growth", ["median_monthly_growth"], unique=False
+        )
+        batch_op.create_index(
+            "ix_analysis_median_weekly_growth", ["median_weekly_growth"], unique=False
+        )
+        batch_op.create_index(
+            "ix_analysis_median_yearly_growth", ["median_yearly_growth"], unique=False
+        )
+
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.drop_index("ix_analysis_median_yearly_growth")
+        batch_op.drop_index("ix_analysis_median_weekly_growth")
+        batch_op.drop_index("ix_analysis_median_monthly_growth")
+        batch_op.drop_column("median_yearly_growth")
+        batch_op.drop_column("median_monthly_growth")
+        batch_op.drop_column("median_weekly_growth")
+    # ### end Alembic commands ###

bullish/database/crud.py

@@ -1,12 +1,15 @@
 import json
 import logging
+from datetime import date
 from functools import cached_property
 from pathlib import Path
+from sqlite3 import OperationalError
 from typing import TYPE_CHECKING, Any, List, Optional
 
 import pandas as pd
 from bearish.database.crud import BearishDb  # type: ignore
 from bearish.models.base import Ticker  # type: ignore
+from bearish.database.schemas import EarningsDateORM  # type: ignore
 from pydantic import ConfigDict
 from sqlalchemy import Engine, create_engine, insert, delete, update
 from sqlmodel import Session, select
@@ -40,7 +43,14 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
         if not self.valid():
             raise DatabaseFileNotFoundError("Database file not found.")
         database_url = f"sqlite:///{Path(self.database_path)}"
-        upgrade(self.database_path)
+        try:
+            upgrade(self.database_path)
+        except OperationalError as e:
+            logger.warning(
+                f"Failed to upgrade the database at {self.database_path}. "
+                f"Reason: {e}"
+                "Skipping upgrade. "
+            )
         engine = create_engine(database_url)
         return engine
 
@@ -101,6 +111,14 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
             session.exec(stmt)  # type: ignore
             session.commit()
 
+    def read_job_tracker(self, task_id: str) -> Optional[JobTracker]:
+        stmt = select(JobTrackerORM).where(JobTrackerORM.job_id == task_id)
+        with Session(self._engine) as session:
+            result = session.execute(stmt).scalar_one_or_none()
+            if result:
+                return JobTracker.model_validate(result.model_dump())
+            return None
+
     def delete_job_trackers(self, job_ids: List[str]) -> None:
         with Session(self._engine) as session:
             stmt = delete(JobTrackerORM).where(JobTrackerORM.job_id.in_(job_ids))  # type: ignore
@@ -156,3 +174,12 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
             )
             session.exec(stmt)  # type: ignore
             session.commit()
+
+    def read_dates(self, symbol: str) -> List[date]:
+        with Session(self._engine) as session:
+            return [
+                r.date()
+                for r in session.exec(
+                    select(EarningsDateORM.date).where(EarningsDateORM.symbol == symbol)
+                )
+            ]