kuhl-haus-mdp 0.1.2__tar.gz → 0.1.3__tar.gz
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.
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/PKG-INFO +1 -1
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/pyproject.toml +1 -1
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/analyzers/top_stocks.py +3 -151
- kuhl_haus_mdp-0.1.3/src/kuhl_haus/mdp/models/top_stocks_cache_item.py +143 -0
- kuhl_haus_mdp-0.1.3/tests/integ/__init__.py +0 -0
- kuhl_haus_mdp-0.1.3/tests/models/__init__.py +0 -0
- kuhl_haus_mdp-0.1.3/tests/models/test_top_stocks_cache_item.py +109 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/LICENSE.txt +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/README.md +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/analyzers/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/analyzers/analyzer.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/analyzers/massive_data_analyzer.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/components/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/components/market_data_cache.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/components/market_data_scanner.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/components/widget_data_service.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/helpers/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/helpers/process_manager.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/helpers/queue_name_resolver.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/integ/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/integ/massive_data_listener.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/integ/massive_data_processor.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/integ/massive_data_queues.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/integ/utils.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/integ/web_socket_message_serde.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/models/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/models/market_data_analyzer_result.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/models/market_data_cache_keys.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/models/market_data_cache_ttl.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/models/market_data_pubsub_keys.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/models/market_data_scanner_names.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/src/kuhl_haus/mdp/models/massive_data_queue.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/tests/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2/tests/components → kuhl_haus_mdp-0.1.3/tests/analyzers}/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2/tests → kuhl_haus_mdp-0.1.3/tests/analyzers}/test_massive_data_analyzer.py +0 -0
- {kuhl_haus_mdp-0.1.2/tests/helpers → kuhl_haus_mdp-0.1.3/tests/components}/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/tests/components/test_market_data_scanner.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/tests/components/test_widget_data_service.py +0 -0
- {kuhl_haus_mdp-0.1.2/tests/integ → kuhl_haus_mdp-0.1.3/tests/helpers}/__init__.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/tests/helpers/test_process_manager.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/tests/helpers/test_queue_name_resolver.py +0 -0
- {kuhl_haus_mdp-0.1.2 → kuhl_haus_mdp-0.1.3}/tests/integ/test_web_socket_message_serde.py +0 -0
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import logging
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import time
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from collections import defaultdict
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from dataclasses import dataclass, field
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from datetime import datetime, timezone, timedelta
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from typing import
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from typing import Optional, List, Iterator
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from zoneinfo import ZoneInfo
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from massive.exceptions import BadResponse
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from massive.rest import RESTClient
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from massive.rest.models import (
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TickerSnapshot,
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Agg,
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)
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from massive.websocket.models import (
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EquityTrade,
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EquityAgg,
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EventType
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)
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from massive.exceptions import BadResponse
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from kuhl_haus.mdp.analyzers.analyzer import Analyzer
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from kuhl_haus.mdp.models.market_data_analyzer_result import MarketDataAnalyzerResult
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from kuhl_haus.mdp.models.market_data_cache_keys import MarketDataCacheKeys
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from kuhl_haus.mdp.models.market_data_pubsub_keys import MarketDataPubSubKeys
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# docs
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# https://massive.com/docs/stocks/ws_stocks_am
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# https://massive.com/docs/websocket/stocks/trades
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@dataclass()
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class TopStocksCacheItem:
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day_start_time: Optional[float] = 0.0
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# Cached details for each ticker
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symbol_data_cache: Optional[Dict[str, dict]] = field(default_factory=lambda: defaultdict(dict))
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# Top Volume map
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top_volume_map: Optional[Dict[str, float]] = field(default_factory=lambda: defaultdict(dict))
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# Top Gappers map
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top_gappers_map: Optional[Dict[str, float]] = field(default_factory=lambda: defaultdict(dict))
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# Top Gainers map
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top_gainers_map: Optional[Dict[str, float]] = field(default_factory=lambda: defaultdict(dict))
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def to_dict(self):
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ret = {
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# Cache start time
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"day_start_time": self.day_start_time,
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# Maps
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"symbol_data_cache": self.symbol_data_cache,
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"top_volume_map": self.top_volume_map,
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"top_gappers_map": self.top_gappers_map,
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"top_gainers_map": self.top_gainers_map,
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}
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return ret
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def top_volume(self, limit):
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ret = []
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for ticker, volume in sorted(self.top_volume_map.items(), key=lambda x: x[1], reverse=True)[
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:limit
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]:
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try:
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ret.append({
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"symbol": ticker,
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"volume": self.symbol_data_cache[ticker]["volume"],
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"accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
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"relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
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"official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
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"vwap": self.symbol_data_cache[ticker]["vwap"],
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"open": self.symbol_data_cache[ticker]["open"],
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"close": self.symbol_data_cache[ticker]["close"],
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"high": self.symbol_data_cache[ticker]["high"],
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"low": self.symbol_data_cache[ticker]["low"],
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"aggregate_vwap": self.symbol_data_cache[ticker]["aggregate_vwap"],
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"average_size": self.symbol_data_cache[ticker]["average_size"],
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"avg_volume": self.symbol_data_cache[ticker]["avg_volume"],
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"prev_day_close": self.symbol_data_cache[ticker]["prev_day_close"],
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"prev_day_volume": self.symbol_data_cache[ticker]["prev_day_volume"],
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"prev_day_vwap": self.symbol_data_cache[ticker]["prev_day_vwap"],
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"change": self.symbol_data_cache[ticker]["change"],
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"pct_change": self.symbol_data_cache[ticker]["pct_change"],
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"change_since_open": self.symbol_data_cache[ticker]["change_since_open"],
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"pct_change_since_open": self.symbol_data_cache[ticker]["pct_change_since_open"],
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"start_timestamp": self.symbol_data_cache[ticker]["start_timestamp"],
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"end_timestamp": self.symbol_data_cache[ticker]["end_timestamp"],
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})
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except KeyError:
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del self.top_volume_map[ticker]
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return ret
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def top_gappers(self, limit):
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for ticker, pct_change in sorted(self.top_gappers_map.items(), key=lambda x: x[1], reverse=True)[
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:limit
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]:
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try:
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if pct_change <= 0:
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break
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ret.append({
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"symbol": ticker,
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"volume": self.symbol_data_cache[ticker]["volume"],
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"accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
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"relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
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"official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
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"vwap": self.symbol_data_cache[ticker]["vwap"],
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"open": self.symbol_data_cache[ticker]["open"],
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"close": self.symbol_data_cache[ticker]["close"],
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"high": self.symbol_data_cache[ticker]["high"],
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"low": self.symbol_data_cache[ticker]["low"],
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"aggregate_vwap": self.symbol_data_cache[ticker]["aggregate_vwap"],
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"average_size": self.symbol_data_cache[ticker]["average_size"],
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"avg_volume": self.symbol_data_cache[ticker]["avg_volume"],
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"prev_day_close": self.symbol_data_cache[ticker]["prev_day_close"],
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"prev_day_volume": self.symbol_data_cache[ticker]["prev_day_volume"],
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"prev_day_vwap": self.symbol_data_cache[ticker]["prev_day_vwap"],
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"change": self.symbol_data_cache[ticker]["change"],
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"pct_change": self.symbol_data_cache[ticker]["pct_change"],
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"change_since_open": self.symbol_data_cache[ticker]["change_since_open"],
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"pct_change_since_open": self.symbol_data_cache[ticker]["pct_change_since_open"],
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"start_timestamp": self.symbol_data_cache[ticker]["start_timestamp"],
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"end_timestamp": self.symbol_data_cache[ticker]["end_timestamp"],
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})
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del self.top_gappers_map[ticker]
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return ret
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def top_gainers(self, limit):
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for ticker, pct_change in sorted(self.top_gainers_map.items(), key=lambda x: x[1], reverse=True)[
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break
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ret.append({
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"symbol": ticker,
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"volume": self.symbol_data_cache[ticker]["volume"],
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"accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
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"relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
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"official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
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"vwap": self.symbol_data_cache[ticker]["vwap"],
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"open": self.symbol_data_cache[ticker]["open"],
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"close": self.symbol_data_cache[ticker]["close"],
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"high": self.symbol_data_cache[ticker]["high"],
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"low": self.symbol_data_cache[ticker]["low"],
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"aggregate_vwap": self.symbol_data_cache[ticker]["aggregate_vwap"],
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"average_size": self.symbol_data_cache[ticker]["average_size"],
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"avg_volume": self.symbol_data_cache[ticker]["avg_volume"],
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"prev_day_close": self.symbol_data_cache[ticker]["prev_day_close"],
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"prev_day_volume": self.symbol_data_cache[ticker]["prev_day_volume"],
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"prev_day_vwap": self.symbol_data_cache[ticker]["prev_day_vwap"],
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"change": self.symbol_data_cache[ticker]["change"],
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"pct_change": self.symbol_data_cache[ticker]["pct_change"],
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"change_since_open": self.symbol_data_cache[ticker]["change_since_open"],
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"pct_change_since_open": self.symbol_data_cache[ticker]["pct_change_since_open"],
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"start_timestamp": self.symbol_data_cache[ticker]["start_timestamp"],
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"end_timestamp": self.symbol_data_cache[ticker]["end_timestamp"],
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class TopStocksAnalyzer(Analyzer):
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# MarketDataAnalyzerResult(
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# cache_ttl=86400, # 1 day
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# # publish_key=f"{MarketDataCacheKeys.AGGREGATE.value}:{symbol}",
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# ),
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# docs
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# https://massive.com/docs/stocks/ws_stocks_am
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# https://massive.com/docs/websocket/stocks/trades
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@dataclass()
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class TopStocksCacheItem:
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# Cached details for each ticker
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symbol_data_cache: Optional[Dict[str, dict]] = field(default_factory=lambda: defaultdict(dict))
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|
|
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
|
|
File without changes
|
|
File without changes
|
|
@@ -0,0 +1,109 @@
|
|
|
1
|
+
# tests/test_top_stocks_cache_item.py
|
|
2
|
+
import unittest
|
|
3
|
+
from collections import defaultdict
|
|
4
|
+
|
|
5
|
+
from src.kuhl_haus.mdp.models.top_stocks_cache_item import TopStocksCacheItem
|
|
6
|
+
|
|
7
|
+
|
|
8
|
+
class TestTopStocksCacheItem(unittest.TestCase):
|
|
9
|
+
"""Unit tests for the TopStocksCacheItem class."""
|
|
10
|
+
|
|
11
|
+
def setUp(self):
|
|
12
|
+
"""Set up a TopStocksCacheItem instance for testing."""
|
|
13
|
+
self.cache_item = TopStocksCacheItem()
|
|
14
|
+
|
|
15
|
+
def test_initialization(self):
|
|
16
|
+
"""Test the default initialization of TopStocksCacheItem."""
|
|
17
|
+
self.assertEqual(self.cache_item.day_start_time, 0.0)
|
|
18
|
+
self.assertIsInstance(self.cache_item.symbol_data_cache, defaultdict)
|
|
19
|
+
self.assertIsInstance(self.cache_item.top_volume_map, defaultdict)
|
|
20
|
+
self.assertIsInstance(self.cache_item.top_gappers_map, defaultdict)
|
|
21
|
+
self.assertIsInstance(self.cache_item.top_gainers_map, defaultdict)
|
|
22
|
+
|
|
23
|
+
def test_to_dict_method(self):
|
|
24
|
+
"""Test the to_dict method of TopStocksCacheItem."""
|
|
25
|
+
expected_dict = {
|
|
26
|
+
"day_start_time": 0.0,
|
|
27
|
+
"symbol_data_cache": self.cache_item.symbol_data_cache,
|
|
28
|
+
"top_volume_map": self.cache_item.top_volume_map,
|
|
29
|
+
"top_gappers_map": self.cache_item.top_gappers_map,
|
|
30
|
+
"top_gainers_map": self.cache_item.top_gainers_map,
|
|
31
|
+
}
|
|
32
|
+
self.assertEqual(self.cache_item.to_dict(), expected_dict)
|
|
33
|
+
|
|
34
|
+
def test_top_volume_method(self):
|
|
35
|
+
"""Test the top_volume method with a limit."""
|
|
36
|
+
self.cache_item.top_volume_map = {"AAPL": 1200, "GOOG": 600, "AMZN": 500}
|
|
37
|
+
self.cache_item.symbol_data_cache = {
|
|
38
|
+
"AAPL": {"volume": 1000, "accumulated_volume": 1200, "relative_volume": 1.2, "official_open_price": 150,
|
|
39
|
+
"vwap": 155, "open": 145, "close": 152, "high": 160, "low": 142, "aggregate_vwap": 156,
|
|
40
|
+
"average_size": 50, "avg_volume": 1000, "prev_day_close": 148, "prev_day_volume": 900,
|
|
41
|
+
"prev_day_vwap": 154, "change": 4, "pct_change": 2.7, "change_since_open": 7,
|
|
42
|
+
"pct_change_since_open": 4.8, "start_timestamp": 100000, "end_timestamp": 110000},
|
|
43
|
+
"AMZN": {"volume": 300, "accumulated_volume": 500, "relative_volume": 1.2, "official_open_price": 3300,
|
|
44
|
+
"vwap": 3500, "open": 3250, "close": 3520, "high": 3600, "low": 3200, "aggregate_vwap": 3450,
|
|
45
|
+
"average_size": 85, "avg_volume": 4000, "prev_day_close": 3200, "prev_day_volume": 3900,
|
|
46
|
+
"prev_day_vwap": 3400, "change": 200, "pct_change": 10.0, "change_since_open": 270,
|
|
47
|
+
"pct_change_since_open": 8.3, "start_timestamp": 300000, "end_timestamp": 310000},
|
|
48
|
+
"GOOG": {"volume": 500, "accumulated_volume": 600, "relative_volume": 1.0, "official_open_price": 2500,
|
|
49
|
+
"vwap": 2550, "open": 2450, "close": 2520, "high": 2600, "low": 2400, "aggregate_vwap": 2560,
|
|
50
|
+
"average_size": 65, "avg_volume": 2000, "prev_day_close": 2510, "prev_day_volume": 1900,
|
|
51
|
+
"prev_day_vwap": 2530, "change": 10, "pct_change": 0.4, "change_since_open": 70,
|
|
52
|
+
"pct_change_since_open": 2.9, "start_timestamp": 200000, "end_timestamp": 210000},
|
|
53
|
+
}
|
|
54
|
+
result = self.cache_item.top_volume(2)
|
|
55
|
+
self.assertEqual(2, len(result))
|
|
56
|
+
self.assertEqual(result[0]["symbol"], "AAPL")
|
|
57
|
+
self.assertEqual(result[1]["symbol"], "GOOG")
|
|
58
|
+
|
|
59
|
+
def test_top_gappers_method(self):
|
|
60
|
+
"""Test the top_gappers method with a limit."""
|
|
61
|
+
self.cache_item.top_gappers_map = {"AAPL": 5.0, "GOOG": -3.0, "AMZN": 10.0}
|
|
62
|
+
self.cache_item.symbol_data_cache = {
|
|
63
|
+
"AAPL": {"volume": 1000, "accumulated_volume": 1200, "relative_volume": 1.5, "official_open_price": 150,
|
|
64
|
+
"vwap": 155, "open": 145, "close": 152, "high": 160, "low": 142, "aggregate_vwap": 156,
|
|
65
|
+
"average_size": 50, "avg_volume": 1000, "prev_day_close": 148, "prev_day_volume": 900,
|
|
66
|
+
"prev_day_vwap": 154, "change": 4, "pct_change": 5.0, "change_since_open": 7,
|
|
67
|
+
"pct_change_since_open": 2.5, "start_timestamp": 100000, "end_timestamp": 110000},
|
|
68
|
+
"AMZN": {"volume": 300, "accumulated_volume": 500, "relative_volume": 1.2, "official_open_price": 3300,
|
|
69
|
+
"vwap": 3500, "open": 3250, "close": 3520, "high": 3600, "low": 3200, "aggregate_vwap": 3450,
|
|
70
|
+
"average_size": 85, "avg_volume": 4000, "prev_day_close": 3200, "prev_day_volume": 3900,
|
|
71
|
+
"prev_day_vwap": 3400, "change": 200, "pct_change": 10.0, "change_since_open": 270,
|
|
72
|
+
"pct_change_since_open": 8.3, "start_timestamp": 300000, "end_timestamp": 310000},
|
|
73
|
+
"GOOG": {"volume": 500, "accumulated_volume": 600, "relative_volume": 1.0, "official_open_price": 2500,
|
|
74
|
+
"vwap": 2550, "open": 2450, "close": 2520, "high": 2600, "low": 2400, "aggregate_vwap": 2560,
|
|
75
|
+
"average_size": 65, "avg_volume": 2000, "prev_day_close": 2510, "prev_day_volume": 1900,
|
|
76
|
+
"prev_day_vwap": 2530, "change": 10, "pct_change": 0.4, "change_since_open": 70,
|
|
77
|
+
"pct_change_since_open": 2.9, "start_timestamp": 200000, "end_timestamp": 210000},
|
|
78
|
+
}
|
|
79
|
+
result = self.cache_item.top_gappers(1)
|
|
80
|
+
self.assertEqual(len(result), 1)
|
|
81
|
+
self.assertEqual(result[0]["symbol"], "AMZN")
|
|
82
|
+
|
|
83
|
+
def test_top_gainers_method(self):
|
|
84
|
+
"""Test the top_gainers method with a limit."""
|
|
85
|
+
self.cache_item.top_gainers_map = {"AAPL": 2.5, "GOOG": -0.5, "AMZN": 8.3}
|
|
86
|
+
self.cache_item.symbol_data_cache = {
|
|
87
|
+
"AAPL": {"volume": 500, "accumulated_volume": 800, "relative_volume": 1.6, "official_open_price": 140,
|
|
88
|
+
"vwap": 145, "open": 130, "close": 150, "high": 155, "low": 128, "aggregate_vwap": 150,
|
|
89
|
+
"average_size": 45, "avg_volume": 900, "prev_day_close": 142, "prev_day_volume": 850,
|
|
90
|
+
"prev_day_vwap": 145, "change": 8, "pct_change": 2.5, "change_since_open": 20,
|
|
91
|
+
"pct_change_since_open": 15.4, "start_timestamp": 150000, "end_timestamp": 160000},
|
|
92
|
+
"AMZN": {"volume": 800, "accumulated_volume": 1200, "relative_volume": 1.4, "official_open_price": 3200,
|
|
93
|
+
"vwap": 3300, "open": 3150, "close": 3400, "high": 3450, "low": 3100, "aggregate_vwap": 3350,
|
|
94
|
+
"average_size": 70, "avg_volume": 3900, "prev_day_close": 3250, "prev_day_volume": 3800,
|
|
95
|
+
"prev_day_vwap": 3300, "change": 150, "pct_change": 4.6, "change_since_open": 250,
|
|
96
|
+
"pct_change_since_open": 8.3, "start_timestamp": 170000, "end_timestamp": 180000},
|
|
97
|
+
"GOOG": {"volume": 500, "accumulated_volume": 600, "relative_volume": 1.0, "official_open_price": 2500,
|
|
98
|
+
"vwap": 2550, "open": 2450, "close": 2520, "high": 2600, "low": 2400, "aggregate_vwap": 2560,
|
|
99
|
+
"average_size": 65, "avg_volume": 2000, "prev_day_close": 2510, "prev_day_volume": 1900,
|
|
100
|
+
"prev_day_vwap": 2530, "change": 10, "pct_change": 0.4, "change_since_open": 70,
|
|
101
|
+
"pct_change_since_open": 2.9, "start_timestamp": 200000, "end_timestamp": 210000},
|
|
102
|
+
}
|
|
103
|
+
result = self.cache_item.top_gainers(1)
|
|
104
|
+
self.assertEqual(len(result), 1)
|
|
105
|
+
self.assertEqual(result[0]["symbol"], "AMZN")
|
|
106
|
+
|
|
107
|
+
|
|
108
|
+
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