kuhl-haus-mdp 0.1.2__py3-none-any.whl → 0.1.3__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (7) hide show
  1. kuhl_haus/mdp/analyzers/top_stocks.py +3 -151
  2. kuhl_haus/mdp/models/top_stocks_cache_item.py +143 -0
  3. {kuhl_haus_mdp-0.1.2.dist-info → kuhl_haus_mdp-0.1.3.dist-info}/METADATA +1 -1
  4. {kuhl_haus_mdp-0.1.2.dist-info → kuhl_haus_mdp-0.1.3.dist-info}/RECORD +7 -6
  5. {kuhl_haus_mdp-0.1.2.dist-info → kuhl_haus_mdp-0.1.3.dist-info}/WHEEL +0 -0
  6. {kuhl_haus_mdp-0.1.2.dist-info → kuhl_haus_mdp-0.1.3.dist-info}/entry_points.txt +0 -0
  7. {kuhl_haus_mdp-0.1.2.dist-info → kuhl_haus_mdp-0.1.3.dist-info}/licenses/LICENSE.txt +0 -0
kuhl_haus/mdp/analyzers/top_stocks.py CHANGED
@@ -1,167 +1,25 @@
1
1
  import logging
2
2
  import time
3
- from collections import defaultdict
4
- from dataclasses import dataclass, field
5
3
  from datetime import datetime, timezone, timedelta
6
- from typing import Dict, Optional, List, Iterator
4
+ from typing import Optional, List, Iterator
7
5
  from zoneinfo import ZoneInfo
8
6
 
7
+ from massive.exceptions import BadResponse
9
8
  from massive.rest import RESTClient
10
9
  from massive.rest.models import (
11
10
  TickerSnapshot,
12
11
  Agg,
13
12
  )
14
13
  from massive.websocket.models import (
15
- EquityTrade,
16
14
  EquityAgg,
17
15
  EventType
18
16
  )
19
- from massive.exceptions import BadResponse
20
17
 
21
18
  from kuhl_haus.mdp.analyzers.analyzer import Analyzer
22
19
  from kuhl_haus.mdp.models.market_data_analyzer_result import MarketDataAnalyzerResult
23
20
  from kuhl_haus.mdp.models.market_data_cache_keys import MarketDataCacheKeys
24
21
  from kuhl_haus.mdp.models.market_data_pubsub_keys import MarketDataPubSubKeys
25
-
26
-
27
- # docs
28
- # https://massive.com/docs/stocks/ws_stocks_am
29
- # https://massive.com/docs/websocket/stocks/trades
30
-
31
- @dataclass()
32
- class TopStocksCacheItem:
33
- day_start_time: Optional[float] = 0.0
34
-
35
- # Cached details for each ticker
36
- symbol_data_cache: Optional[Dict[str, dict]] = field(default_factory=lambda: defaultdict(dict))
37
-
38
- # Top Volume map
39
- top_volume_map: Optional[Dict[str, float]] = field(default_factory=lambda: defaultdict(dict))
40
-
41
- # Top Gappers map
42
- top_gappers_map: Optional[Dict[str, float]] = field(default_factory=lambda: defaultdict(dict))
43
-
44
- # Top Gainers map
45
- top_gainers_map: Optional[Dict[str, float]] = field(default_factory=lambda: defaultdict(dict))
46
-
47
- def to_dict(self):
48
- ret = {
49
- # Cache start time
50
- "day_start_time": self.day_start_time,
51
-
52
- # Maps
53
- "symbol_data_cache": self.symbol_data_cache,
54
- "top_volume_map": self.top_volume_map,
55
- "top_gappers_map": self.top_gappers_map,
56
- "top_gainers_map": self.top_gainers_map,
57
- }
58
- return ret
59
-
60
- def top_volume(self, limit):
61
- ret = []
62
- for ticker, volume in sorted(self.top_volume_map.items(), key=lambda x: x[1], reverse=True)[
63
- :limit
64
- ]:
65
- try:
66
- ret.append({
67
- "symbol": ticker,
68
- "volume": self.symbol_data_cache[ticker]["volume"],
69
- "accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
70
- "relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
71
- "official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
72
- "vwap": self.symbol_data_cache[ticker]["vwap"],
73
- "open": self.symbol_data_cache[ticker]["open"],
74
- "close": self.symbol_data_cache[ticker]["close"],
75
- "high": self.symbol_data_cache[ticker]["high"],
76
- "low": self.symbol_data_cache[ticker]["low"],
77
- "aggregate_vwap": self.symbol_data_cache[ticker]["aggregate_vwap"],
78
- "average_size": self.symbol_data_cache[ticker]["average_size"],
79
- "avg_volume": self.symbol_data_cache[ticker]["avg_volume"],
80
- "prev_day_close": self.symbol_data_cache[ticker]["prev_day_close"],
81
- "prev_day_volume": self.symbol_data_cache[ticker]["prev_day_volume"],
82
- "prev_day_vwap": self.symbol_data_cache[ticker]["prev_day_vwap"],
83
- "change": self.symbol_data_cache[ticker]["change"],
84
- "pct_change": self.symbol_data_cache[ticker]["pct_change"],
85
- "change_since_open": self.symbol_data_cache[ticker]["change_since_open"],
86
- "pct_change_since_open": self.symbol_data_cache[ticker]["pct_change_since_open"],
87
- "start_timestamp": self.symbol_data_cache[ticker]["start_timestamp"],
88
- "end_timestamp": self.symbol_data_cache[ticker]["end_timestamp"],
89
- })
90
- except KeyError:
91
- del self.top_volume_map[ticker]
92
- return ret
93
-
94
- def top_gappers(self, limit):
95
- ret = []
96
- for ticker, pct_change in sorted(self.top_gappers_map.items(), key=lambda x: x[1], reverse=True)[
97
- :limit
98
- ]:
99
- try:
100
- if pct_change <= 0:
101
- break
102
- ret.append({
103
- "symbol": ticker,
104
- "volume": self.symbol_data_cache[ticker]["volume"],
105
- "accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
106
- "relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
107
- "official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
108
- "vwap": self.symbol_data_cache[ticker]["vwap"],
109
- "open": self.symbol_data_cache[ticker]["open"],
110
- "close": self.symbol_data_cache[ticker]["close"],
111
- "high": self.symbol_data_cache[ticker]["high"],
112
- "low": self.symbol_data_cache[ticker]["low"],
113
- "aggregate_vwap": self.symbol_data_cache[ticker]["aggregate_vwap"],
114
- "average_size": self.symbol_data_cache[ticker]["average_size"],
115
- "avg_volume": self.symbol_data_cache[ticker]["avg_volume"],
116
- "prev_day_close": self.symbol_data_cache[ticker]["prev_day_close"],
117
- "prev_day_volume": self.symbol_data_cache[ticker]["prev_day_volume"],
118
- "prev_day_vwap": self.symbol_data_cache[ticker]["prev_day_vwap"],
119
- "change": self.symbol_data_cache[ticker]["change"],
120
- "pct_change": self.symbol_data_cache[ticker]["pct_change"],
121
- "change_since_open": self.symbol_data_cache[ticker]["change_since_open"],
122
- "pct_change_since_open": self.symbol_data_cache[ticker]["pct_change_since_open"],
123
- "start_timestamp": self.symbol_data_cache[ticker]["start_timestamp"],
124
- "end_timestamp": self.symbol_data_cache[ticker]["end_timestamp"],
125
- })
126
- except KeyError:
127
- del self.top_gappers_map[ticker]
128
- return ret
129
-
130
- def top_gainers(self, limit):
131
- ret = []
132
- for ticker, pct_change in sorted(self.top_gainers_map.items(), key=lambda x: x[1], reverse=True)[
133
- :limit
134
- ]:
135
- try:
136
- if pct_change <= 0:
137
- break
138
- ret.append({
139
- "symbol": ticker,
140
- "volume": self.symbol_data_cache[ticker]["volume"],
141
- "accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
142
- "relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
143
- "official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
144
- "vwap": self.symbol_data_cache[ticker]["vwap"],
145
- "open": self.symbol_data_cache[ticker]["open"],
146
- "close": self.symbol_data_cache[ticker]["close"],
147
- "high": self.symbol_data_cache[ticker]["high"],
148
- "low": self.symbol_data_cache[ticker]["low"],
149
- "aggregate_vwap": self.symbol_data_cache[ticker]["aggregate_vwap"],
150
- "average_size": self.symbol_data_cache[ticker]["average_size"],
151
- "avg_volume": self.symbol_data_cache[ticker]["avg_volume"],
152
- "prev_day_close": self.symbol_data_cache[ticker]["prev_day_close"],
153
- "prev_day_volume": self.symbol_data_cache[ticker]["prev_day_volume"],
154
- "prev_day_vwap": self.symbol_data_cache[ticker]["prev_day_vwap"],
155
- "change": self.symbol_data_cache[ticker]["change"],
156
- "pct_change": self.symbol_data_cache[ticker]["pct_change"],
157
- "change_since_open": self.symbol_data_cache[ticker]["change_since_open"],
158
- "pct_change_since_open": self.symbol_data_cache[ticker]["pct_change_since_open"],
159
- "start_timestamp": self.symbol_data_cache[ticker]["start_timestamp"],
160
- "end_timestamp": self.symbol_data_cache[ticker]["end_timestamp"],
161
- })
162
- except KeyError:
163
- del self.top_gainers_map[ticker]
164
- return ret
22
+ from kuhl_haus.mdp.models.top_stocks_cache_item import TopStocksCacheItem
165
23
 
166
24
 
167
25
  class TopStocksAnalyzer(Analyzer):
@@ -233,12 +91,6 @@ class TopStocksAnalyzer(Analyzer):
233
91
  self.last_update_time = current_time
234
92
 
235
93
  result = [
236
- # MarketDataAnalyzerResult(
237
- # data=data,
238
- # cache_key=f"{MarketDataCacheKeys.AGGREGATE.value}:{symbol}",
239
- # cache_ttl=86400, # 1 day
240
- # # publish_key=f"{MarketDataCacheKeys.AGGREGATE.value}:{symbol}",
241
- # ),
242
94
  MarketDataAnalyzerResult(
243
95
  data=self.cache_item.to_dict(),
244
96
  cache_key=self.cache_key,
kuhl_haus/mdp/models/top_stocks_cache_item.py ADDED
@@ -0,0 +1,143 @@
1
+ from collections import defaultdict
2
+ from dataclasses import dataclass, field
3
+ from typing import Dict, Optional
4
+
5
+
6
+ # docs
7
+ # https://massive.com/docs/stocks/ws_stocks_am
8
+ # https://massive.com/docs/websocket/stocks/trades
9
+
10
+ @dataclass()
11
+ class TopStocksCacheItem:
12
+ day_start_time: Optional[float] = 0.0
13
+
14
+ # Cached details for each ticker
15
+ symbol_data_cache: Optional[Dict[str, dict]] = field(default_factory=lambda: defaultdict(dict))
16
+
17
+ # Top Volume map
18
+ top_volume_map: Optional[Dict[str, float]] = field(default_factory=lambda: defaultdict(dict))
19
+
20
+ # Top Gappers map
21
+ top_gappers_map: Optional[Dict[str, float]] = field(default_factory=lambda: defaultdict(dict))
22
+
23
+ # Top Gainers map
24
+ top_gainers_map: Optional[Dict[str, float]] = field(default_factory=lambda: defaultdict(dict))
25
+
26
+ def to_dict(self):
27
+ ret = {
28
+ # Cache start time
29
+ "day_start_time": self.day_start_time,
30
+
31
+ # Maps
32
+ "symbol_data_cache": self.symbol_data_cache,
33
+ "top_volume_map": self.top_volume_map,
34
+ "top_gappers_map": self.top_gappers_map,
35
+ "top_gainers_map": self.top_gainers_map,
36
+ }
37
+ return ret
38
+
39
+ def top_volume(self, limit):
40
+ ret = []
41
+ for ticker, volume in sorted(self.top_volume_map.items(), key=lambda x: x[1], reverse=True)[
42
+ :limit
43
+ ]:
44
+ try:
45
+ ret.append({
46
+ "symbol": ticker,
47
+ "volume": self.symbol_data_cache[ticker]["volume"],
48
+ "accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
49
+ "relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
50
+ "official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
51
+ "vwap": self.symbol_data_cache[ticker]["vwap"],
52
+ "open": self.symbol_data_cache[ticker]["open"],
53
+ "close": self.symbol_data_cache[ticker]["close"],
54
+ "high": self.symbol_data_cache[ticker]["high"],
55
+ "low": self.symbol_data_cache[ticker]["low"],
56
+ "aggregate_vwap": self.symbol_data_cache[ticker]["aggregate_vwap"],
57
+ "average_size": self.symbol_data_cache[ticker]["average_size"],
58
+ "avg_volume": self.symbol_data_cache[ticker]["avg_volume"],
59
+ "prev_day_close": self.symbol_data_cache[ticker]["prev_day_close"],
60
+ "prev_day_volume": self.symbol_data_cache[ticker]["prev_day_volume"],
61
+ "prev_day_vwap": self.symbol_data_cache[ticker]["prev_day_vwap"],
62
+ "change": self.symbol_data_cache[ticker]["change"],
63
+ "pct_change": self.symbol_data_cache[ticker]["pct_change"],
64
+ "change_since_open": self.symbol_data_cache[ticker]["change_since_open"],
65
+ "pct_change_since_open": self.symbol_data_cache[ticker]["pct_change_since_open"],
66
+ "start_timestamp": self.symbol_data_cache[ticker]["start_timestamp"],
67
+ "end_timestamp": self.symbol_data_cache[ticker]["end_timestamp"],
68
+ })
69
+ except KeyError:
70
+ del self.top_volume_map[ticker]
71
+ return ret
72
+
73
+ def top_gappers(self, limit):
74
+ ret = []
75
+ for ticker, pct_change in sorted(self.top_gappers_map.items(), key=lambda x: x[1], reverse=True)[
76
+ :limit
77
+ ]:
78
+ try:
79
+ if pct_change <= 0:
80
+ break
81
+ ret.append({
82
+ "symbol": ticker,
83
+ "volume": self.symbol_data_cache[ticker]["volume"],
84
+ "accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
85
+ "relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
86
+ "official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
87
+ "vwap": self.symbol_data_cache[ticker]["vwap"],
88
+ "open": self.symbol_data_cache[ticker]["open"],
89
+ "close": self.symbol_data_cache[ticker]["close"],
90
+ "high": self.symbol_data_cache[ticker]["high"],
91
+ "low": self.symbol_data_cache[ticker]["low"],
92
+ "aggregate_vwap": self.symbol_data_cache[ticker]["aggregate_vwap"],
93
+ "average_size": self.symbol_data_cache[ticker]["average_size"],
94
+ "avg_volume": self.symbol_data_cache[ticker]["avg_volume"],
95
+ "prev_day_close": self.symbol_data_cache[ticker]["prev_day_close"],
96
+ "prev_day_volume": self.symbol_data_cache[ticker]["prev_day_volume"],
97
+ "prev_day_vwap": self.symbol_data_cache[ticker]["prev_day_vwap"],
98
+ "change": self.symbol_data_cache[ticker]["change"],
99
+ "pct_change": self.symbol_data_cache[ticker]["pct_change"],
100
+ "change_since_open": self.symbol_data_cache[ticker]["change_since_open"],
101
+ "pct_change_since_open": self.symbol_data_cache[ticker]["pct_change_since_open"],
102
+ "start_timestamp": self.symbol_data_cache[ticker]["start_timestamp"],
103
+ "end_timestamp": self.symbol_data_cache[ticker]["end_timestamp"],
104
+ })
105
+ except KeyError:
106
+ del self.top_gappers_map[ticker]
107
+ return ret
108
+
109
+ def top_gainers(self, limit):
110
+ ret = []
111
+ for ticker, pct_change in sorted(self.top_gainers_map.items(), key=lambda x: x[1], reverse=True)[
112
+ :limit
113
+ ]:
114
+ try:
115
+ if pct_change <= 0:
116
+ break
117
+ ret.append({
118
+ "symbol": ticker,
119
+ "volume": self.symbol_data_cache[ticker]["volume"],
120
+ "accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
121
+ "relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
122
+ "official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
123
+ "vwap": self.symbol_data_cache[ticker]["vwap"],
124
+ "open": self.symbol_data_cache[ticker]["open"],
125
+ "close": self.symbol_data_cache[ticker]["close"],
126
+ "high": self.symbol_data_cache[ticker]["high"],
127
+ "low": self.symbol_data_cache[ticker]["low"],
128
+ "aggregate_vwap": self.symbol_data_cache[ticker]["aggregate_vwap"],
129
+ "average_size": self.symbol_data_cache[ticker]["average_size"],
130
+ "avg_volume": self.symbol_data_cache[ticker]["avg_volume"],
131
+ "prev_day_close": self.symbol_data_cache[ticker]["prev_day_close"],
132
+ "prev_day_volume": self.symbol_data_cache[ticker]["prev_day_volume"],
133
+ "prev_day_vwap": self.symbol_data_cache[ticker]["prev_day_vwap"],
134
+ "change": self.symbol_data_cache[ticker]["change"],
135
+ "pct_change": self.symbol_data_cache[ticker]["pct_change"],
136
+ "change_since_open": self.symbol_data_cache[ticker]["change_since_open"],
137
+ "pct_change_since_open": self.symbol_data_cache[ticker]["pct_change_since_open"],
138
+ "start_timestamp": self.symbol_data_cache[ticker]["start_timestamp"],
139
+ "end_timestamp": self.symbol_data_cache[ticker]["end_timestamp"],
140
+ })
141
+ except KeyError:
142
+ del self.top_gainers_map[ticker]
143
+ return ret
{kuhl_haus_mdp-0.1.2.dist-info → kuhl_haus_mdp-0.1.3.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: kuhl-haus-mdp
3
- Version: 0.1.2
3
+ Version: 0.1.3
4
4
  Summary: Market data processing pipeline for stock market scanner
5
5
  Author-Email: Tom Pounders <git@oldschool.engineer>
6
6
  License: The MIT License (MIT)
{kuhl_haus_mdp-0.1.2.dist-info → kuhl_haus_mdp-0.1.3.dist-info}/RECORD RENAMED
@@ -2,7 +2,7 @@ kuhl_haus/mdp/__init__.py,sha256=5dEpAdB3kypH8tCRECoXwbly1WV9kFU5kh8ldGSa0VI,349
2
2
  kuhl_haus/mdp/analyzers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
3
3
  kuhl_haus/mdp/analyzers/analyzer.py,sha256=eluYM2Iib5kgbpNZUSk2qEUL-j83ZTb3zmEmRazrmiM,404
4
4
  kuhl_haus/mdp/analyzers/massive_data_analyzer.py,sha256=WSb7T8X4u2ue7Du7sf_fqxjgjEbR6ThllSNT1CncIM0,3866
5
- kuhl_haus/mdp/analyzers/top_stocks.py,sha256=AbRnPHSVrJgUq3CDV8SaNstldqoimlI23gpG69lzYBM,18759
5
+ kuhl_haus/mdp/analyzers/top_stocks.py,sha256=nvNA-NkxMjVO0MqFuAvG-v3UdSP7iWDRGI7GxpPBzWw,10876
6
6
  kuhl_haus/mdp/components/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
7
7
  kuhl_haus/mdp/components/market_data_cache.py,sha256=r5sJHuSuLiw9BVckW--aWZHHIMqOTCf-pFURA7kef3Q,1070
8
8
  kuhl_haus/mdp/components/market_data_scanner.py,sha256=vA0HPqVIvuZb93wzJhtER6fcH6bf85AgXCbu7yVFOFE,9152
@@ -23,8 +23,9 @@ kuhl_haus/mdp/models/market_data_cache_ttl.py,sha256=4KvsPeg84-sp4viUX6reN8CZYiM
23
23
  kuhl_haus/mdp/models/market_data_pubsub_keys.py,sha256=PEIPXK9jBehJB7G4pqoSuQZcfMZgOQq8Yho1itqv-1A,1306
24
24
  kuhl_haus/mdp/models/market_data_scanner_names.py,sha256=BYn1C0rYgGF1Sq583BkHADKUu-28ytNZQ-XgptuCH-Y,260
25
25
  kuhl_haus/mdp/models/massive_data_queue.py,sha256=MfYBcjVc4Fi61DWIvvhhWLUOiLmRpE9egtW-2KH6FTE,188
26
- kuhl_haus_mdp-0.1.2.dist-info/METADATA,sha256=iOqk7u1RoyY-mBiIDGVI06TSDGulUuHo0GF9G6JYcdQ,8688
27
- kuhl_haus_mdp-0.1.2.dist-info/WHEEL,sha256=tsUv_t7BDeJeRHaSrczbGeuK-TtDpGsWi_JfpzD255I,90
28
- kuhl_haus_mdp-0.1.2.dist-info/entry_points.txt,sha256=6OYgBcLyFCUgeqLgnvMyOJxPCWzgy7se4rLPKtNonMs,34
29
- kuhl_haus_mdp-0.1.2.dist-info/licenses/LICENSE.txt,sha256=DRkJftAJcMqoTkQ_Y6-HtKj3nm4pZah_p8XBZiYnw-c,1079
30
- kuhl_haus_mdp-0.1.2.dist-info/RECORD,,
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+ kuhl_haus/mdp/models/top_stocks_cache_item.py,sha256=4vwwPTMkRRf1ct6iFInJnLSbBadM-tRk-zhqdD_ITE0,7676
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+ kuhl_haus_mdp-0.1.3.dist-info/WHEEL,sha256=tsUv_t7BDeJeRHaSrczbGeuK-TtDpGsWi_JfpzD255I,90
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+ kuhl_haus_mdp-0.1.3.dist-info/entry_points.txt,sha256=6OYgBcLyFCUgeqLgnvMyOJxPCWzgy7se4rLPKtNonMs,34
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+ kuhl_haus_mdp-0.1.3.dist-info/licenses/LICENSE.txt,sha256=DRkJftAJcMqoTkQ_Y6-HtKj3nm4pZah_p8XBZiYnw-c,1079
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+ kuhl_haus_mdp-0.1.3.dist-info/RECORD,,