kuhl-haus-mdp 0.1.6__py3-none-any.whl → 0.1.7__py3-none-any.whl

kuhl_haus/mdp/components/market_data_cache.py

@@ -1,6 +1,8 @@
 import json
 import logging
 from typing import Any, Optional, Iterator, List
+from datetime import datetime, timezone, timedelta
+from zoneinfo import ZoneInfo
 
 import aiohttp
 import redis.asyncio as aioredis
@@ -8,8 +10,10 @@ from massive.rest import RESTClient
 from massive.rest.models import (
     TickerSnapshot,
     FinancialRatio,
+    Agg,
 )
 
+from kuhl_haus.mdp.helpers.utils import ticker_snapshot_to_dict
 from kuhl_haus.mdp.models.market_data_cache_keys import MarketDataCacheKeys
 from kuhl_haus.mdp.models.market_data_cache_ttl import MarketDataCacheTTL
 
@@ -34,49 +38,151 @@ class MarketDataCache:
             await self.redis_client.setex(cache_key, cache_ttl, json.dumps(data))
         else:
             await self.redis_client.set(cache_key, json.dumps(data))
-        self.logger.debug(f"Cached data for {cache_key}")
+        self.logger.info(f"Cached data for {cache_key}")
 
     async def publish_data(self, data: Any, publish_key: str = None):
         await self.redis_client.publish(publish_key, json.dumps(data))
-        self.logger.debug(f"Published data for {publish_key}")
+        self.logger.info(f"Published data for {publish_key}")
 
     async def get_ticker_snapshot(self, ticker: str) -> TickerSnapshot:
-        self.logger.debug(f"Getting snapshot for {ticker}")
+        self.logger.info(f"Getting snapshot for {ticker}")
         cache_key = f"{MarketDataCacheKeys.TICKER_SNAPSHOTS.value}:{ticker}"
         result = await self.get_cache(cache_key=cache_key)
         if result:
-            snapshot = TickerSnapshot.from_dict(**result)
+            self.logger.info(f"Returning cached snapshot for {ticker}")
+            snapshot = TickerSnapshot(**result)
         else:
             snapshot: TickerSnapshot = self.rest_client.get_snapshot_ticker(
                 market_type="stocks",
                 ticker=ticker
             )
-            self.logger.debug(f"Snapshot result: {snapshot}")
+            self.logger.info(f"Snapshot result: {snapshot}")
+            # data = {
+            #     "day": {
+            #         "open": snapshot.day.open,
+            #         "high": snapshot.day.high,
+            #         "low": snapshot.day.low,
+            #         "close": snapshot.day.close,
+            #         "volume": snapshot.day.volume,
+            #         "vwap": snapshot.day.vwap,
+            #         "timestamp": snapshot.day.timestamp,
+            #         "transactions": snapshot.day.transactions,
+            #         "otc": snapshot.day.otc,
+            #     },
+            #     "last_quote": {
+            #         "ticker": snapshot.last_quote.ticker,
+            #         "trf_timestamp": snapshot.last_quote.trf_timestamp,
+            #         "sequence_number": snapshot.last_quote.sequence_number,
+            #         "sip_timestamp": snapshot.last_quote.sip_timestamp,
+            #         "participant_timestamp": snapshot.last_quote.participant_timestamp,
+            #         "ask_price": snapshot.last_quote.ask_price,
+            #         "ask_size": snapshot.last_quote.ask_size,
+            #         "ask_exchange": snapshot.last_quote.ask_exchange,
+            #         "conditions": snapshot.last_quote.conditions,
+            #         "indicators": snapshot.last_quote.indicators,
+            #         "bid_price": snapshot.last_quote.bid_price,
+            #         "bid_size": snapshot.last_quote.bid_size,
+            #         "bid_exchange": snapshot.last_quote.bid_exchange,
+            #         "tape": snapshot.last_quote.tape,
+            #     },
+            #     "last_trade": {
+            #         "ticker": snapshot.last_trade.ticker,
+            #         "trf_timestamp": snapshot.last_trade.trf_timestamp,
+            #         "sequence_number": snapshot.last_trade.sequence_number,
+            #         "sip_timestamp": snapshot.last_trade.sip_timestamp,
+            #         "participant_timestamp": snapshot.last_trade.participant_timestamp,
+            #         "conditions": snapshot.last_trade.conditions,
+            #         "correction": snapshot.last_trade.correction,
+            #         "id": snapshot.last_trade.id,
+            #         "price": snapshot.last_trade.price,
+            #         "trf_id": snapshot.last_trade.trf_id,
+            #         "size": snapshot.last_trade.size,
+            #         "exchange": snapshot.last_trade.exchange,
+            #         "tape": snapshot.last_trade.tape,
+            #     },
+            #     "min": {
+            #         "accumulated_volume": snapshot.min.accumulated_volume,
+            #         "open": snapshot.min.open,
+            #         "high": snapshot.min.high,
+            #         "low": snapshot.min.low,
+            #         "close": snapshot.min.close,
+            #         "volume": snapshot.min.volume,
+            #         "vwap": snapshot.min.vwap,
+            #         "otc": snapshot.min.otc,
+            #         "timestamp": snapshot.min.timestamp,
+            #         "transactions": snapshot.min.transactions,
+            #     },
+            #     "prev_day": {
+            #         "open": snapshot.prev_day.open,
+            #         "high": snapshot.prev_day.high,
+            #         "low": snapshot.prev_day.low,
+            #         "close": snapshot.prev_day.close,
+            #         "volume": snapshot.prev_day.volume,
+            #         "vwap": snapshot.prev_day.vwap,
+            #         "timestamp": snapshot.prev_day.timestamp,
+            #         "transactions": snapshot.prev_day.transactions,
+            #         "otc": snapshot.prev_day.otc,
+            #     },
+            #     "ticker": snapshot.ticker,
+            #     "todaysChange": snapshot.todays_change,
+            #     "todaysChangePerc": snapshot.todays_change_percent,
+            #     "updated": snapshot.updated,
+            # }
+            data = ticker_snapshot_to_dict(snapshot)
             await self.cache_data(
-                data=snapshot,
+                data=data,
                 cache_key=cache_key,
                 cache_ttl=MarketDataCacheTTL.EIGHT_HOURS.value
             )
         return snapshot
 
     async def get_avg_volume(self, ticker: str):
-        self.logger.debug(f"Getting average volume for {ticker}")
+        self.logger.info(f"Getting average volume for {ticker}")
         cache_key = f"{MarketDataCacheKeys.TICKER_AVG_VOLUME.value}:{ticker}"
         avg_volume = await self.get_cache(cache_key=cache_key)
         if avg_volume:
-            self.logger.debug(f"Returning cached value for {ticker}: {avg_volume}")
+            self.logger.info(f"Returning cached value for {ticker}: {avg_volume}")
             return avg_volume
 
+        # Experimental version - unreliable
         results: Iterator[FinancialRatio] = self.rest_client.list_financials_ratios(ticker=ticker)
         ratios: List[FinancialRatio] = []
         for financial_ratio in results:
             ratios.append(financial_ratio)
+
+        # If there is only one financial ratio, use it's average volume.
+        # Otherwise, calculate average volume from 30 trading sessions.'
         if len(ratios) == 1:
             avg_volume = ratios[0].average_volume
         else:
-            raise Exception(f"Unexpected number of financial ratios for {ticker}: {len(ratios)}")
+            # Get date string in YYYY-MM-DD format
+            end_date = datetime.now(timezone.utc).strftime("%Y-%m-%d")
+            # Get date from 30 trading sessions ago in YYYY-MM-DD format
+            start_date = (datetime.now(timezone.utc) - timedelta(days=42)).strftime("%Y-%m-%d")
+
+            result: Iterator[Agg] = self.rest_client.list_aggs(
+                ticker=ticker,
+                multiplier=1,
+                timespan="day",
+                from_=start_date,
+                to=end_date,
+                adjusted=True,
+                sort="desc"
+            )
+            self.logger.info(f"average volume result: {result}")
+
+            total_volume = 0
+            max_periods = 30
+            periods_calculated = 0
+            for agg in result:
+                if periods_calculated < max_periods:
+                    total_volume += agg.volume
+                    periods_calculated += 1
+                else:
+                    break
+            avg_volume = total_volume / periods_calculated
 
-        self.logger.debug(f"average volume {ticker}: {avg_volume}")
+        self.logger.info(f"average volume {ticker}: {avg_volume}")
         await self.cache_data(
             data=avg_volume,
             cache_key=cache_key,
@@ -85,11 +191,11 @@ class MarketDataCache:
         return avg_volume
 
     async def get_free_float(self, ticker: str):
-        self.logger.debug(f"Getting free float for {ticker}")
+        self.logger.info(f"Getting free float for {ticker}")
         cache_key = f"{MarketDataCacheKeys.TICKER_FREE_FLOAT.value}:{ticker}"
         free_float = await self.get_cache(cache_key=cache_key)
         if free_float:
-            self.logger.debug(f"Returning cached value for {ticker}: {free_float}")
+            self.logger.info(f"Returning cached value for {ticker}: {free_float}")
             return free_float
 
         # NOTE: This endpoint is experimental and the interface may change.
@@ -123,7 +229,7 @@ class MarketDataCache:
             self.logger.error(f"Error fetching free float for {ticker}: {e}")
             raise
 
-        self.logger.debug(f"free float {ticker}: {free_float}")
+        self.logger.info(f"free float {ticker}: {free_float}")
         await self.cache_data(
             data=free_float,
             cache_key=cache_key,

kuhl_haus/mdp/helpers/utils.py

@@ -1,6 +1,7 @@
 import logging
 import os
 
+from massive.rest.models import TickerSnapshot
 
 logging.basicConfig(
     level=logging.INFO,
@@ -35,3 +36,101 @@ def get_massive_api_key():
         raise ValueError("MASSIVE_API_KEY environment variable not set")
     logger.info("Done.")
     return api_key
+
+
+def ticker_snapshot_to_dict(snapshot: TickerSnapshot) -> dict:
+    """
+    Convert a TickerSnapshot instance into a JSON-serializable dictionary.
+
+    Args:
+        snapshot: TickerSnapshot instance to convert
+
+    Returns:
+        Dictionary with keys matching the from_dict format (camelCase)
+    """
+    data = {
+        "ticker": snapshot.ticker,
+        "todays_change": snapshot.todays_change,
+        "todays_change_perc": snapshot.todays_change_percent,
+        "updated": snapshot.updated,
+    }
+
+    if snapshot.day is not None:
+        data["day"] = {
+            "open": snapshot.day.open,
+            "high": snapshot.day.high,
+            "low": snapshot.day.low,
+            "close": snapshot.day.close,
+            "volume": snapshot.day.volume,
+            "vwap": snapshot.day.vwap,
+            "timestamp": snapshot.day.timestamp,
+            "transactions": snapshot.day.transactions,
+            "otc": snapshot.day.otc,
+        }
+
+    if snapshot.last_quote is not None:
+        data["last_quote"] = {
+            "ticker": snapshot.last_quote.ticker,
+            "trf_timestamp": snapshot.last_quote.trf_timestamp,
+            "sequence_number": snapshot.last_quote.sequence_number,
+            "sip_timestamp": snapshot.last_quote.sip_timestamp,
+            "participant_timestamp": snapshot.last_quote.participant_timestamp,
+            "ask_price": snapshot.last_quote.ask_price,
+            "ask_size": snapshot.last_quote.ask_size,
+            "ask_exchange": snapshot.last_quote.ask_exchange,
+            "conditions": snapshot.last_quote.conditions,
+            "indicators": snapshot.last_quote.indicators,
+            "bid_price": snapshot.last_quote.bid_price,
+            "bid_size": snapshot.last_quote.bid_size,
+            "bid_exchange": snapshot.last_quote.bid_exchange,
+            "tape": snapshot.last_quote.tape,
+        }
+
+    if snapshot.last_trade is not None:
+        data["last_trade"] = {
+            "ticker": snapshot.last_trade.ticker,
+            "trf_timestamp": snapshot.last_trade.trf_timestamp,
+            "sequence_number": snapshot.last_trade.sequence_number,
+            "sip_timestamp": snapshot.last_trade.sip_timestamp,
+            "participant_timestamp": snapshot.last_trade.participant_timestamp,
+            "conditions": snapshot.last_trade.conditions,
+            "correction": snapshot.last_trade.correction,
+            "id": snapshot.last_trade.id,
+            "price": snapshot.last_trade.price,
+            "trf_id": snapshot.last_trade.trf_id,
+            "size": snapshot.last_trade.size,
+            "exchange": snapshot.last_trade.exchange,
+            "tape": snapshot.last_trade.tape,
+        }
+
+    if snapshot.min is not None:
+        data["min"] = {
+            "accumulated_volume": snapshot.min.accumulated_volume,
+            "open": snapshot.min.open,
+            "high": snapshot.min.high,
+            "low": snapshot.min.low,
+            "close": snapshot.min.close,
+            "volume": snapshot.min.volume,
+            "vwap": snapshot.min.vwap,
+            "otc": snapshot.min.otc,
+            "timestamp": snapshot.min.timestamp,
+            "transactions": snapshot.min.transactions,
+        }
+
+    if snapshot.prev_day is not None:
+        data["prev_day"] = {
+            "open": snapshot.prev_day.open,
+            "high": snapshot.prev_day.high,
+            "low": snapshot.prev_day.low,
+            "close": snapshot.prev_day.close,
+            "volume": snapshot.prev_day.volume,
+            "vwap": snapshot.prev_day.vwap,
+            "timestamp": snapshot.prev_day.timestamp,
+            "transactions": snapshot.prev_day.transactions,
+            "otc": snapshot.prev_day.otc,
+        }
+
+    if snapshot.fair_market_value is not None:
+        data["fmv"] = snapshot.fair_market_value
+
+    return data

{kuhl_haus_mdp-0.1.6.dist-info → kuhl_haus_mdp-0.1.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: kuhl-haus-mdp
-Version: 0.1.6
+Version: 0.1.7
 Summary: Market data processing pipeline for stock market scanner
 Author-Email: Tom Pounders <git@oldschool.engineer>
 License: The MIT License (MIT)

{kuhl_haus_mdp-0.1.6.dist-info → kuhl_haus_mdp-0.1.7.dist-info}/RECORD

@@ -4,13 +4,13 @@ kuhl_haus/mdp/analyzers/analyzer.py,sha256=rIU1lcHwP2IBai0QLt0y-4ySg_ibWsutNU8JU
 kuhl_haus/mdp/analyzers/massive_data_analyzer.py,sha256=WSb7T8X4u2ue7Du7sf_fqxjgjEbR6ThllSNT1CncIM0,3866
 kuhl_haus/mdp/analyzers/top_stocks.py,sha256=GvNSa7yWZZ7WUgpaV2t1nVOxWA2R2qpISy16x2RGaQ8,9463
 kuhl_haus/mdp/components/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-kuhl_haus/mdp/components/market_data_cache.py,sha256=EmRDlh_GTKyYDvAbbAPQrE8n91JKNFKH8myAM4UTPLM,5835
+kuhl_haus/mdp/components/market_data_cache.py,sha256=qc19TN05efgdpqobcF9rlNL8D8ZFDVYfKN-flTaZLks,11086
 kuhl_haus/mdp/components/market_data_scanner.py,sha256=45MgprFlq03MvmIRYXENsrc7UlTcBE_hIsPyOvNs1zc,9745
 kuhl_haus/mdp/components/widget_data_service.py,sha256=ikygD9NRpidcXBEqft5Q11rHy_eUOwKGyOLEezo-Dd4,7439
 kuhl_haus/mdp/helpers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 kuhl_haus/mdp/helpers/process_manager.py,sha256=Is3Jx8nlBWvywQ1acdsdaSJTAG0olKskpPvrRB4VMDE,9024
 kuhl_haus/mdp/helpers/queue_name_resolver.py,sha256=l_zfRLxrjR9uwRCV2VDO4vPWLK_lj5KVG2p4Lh8xWiw,770
-kuhl_haus/mdp/helpers/utils.py,sha256=9JEpl2yr2LghOLrJUDxi-4dtDK3DZ1wBTZ1uxBJsFbQ,1309
+kuhl_haus/mdp/helpers/utils.py,sha256=i6ILSa884jp7ijBsP_wBT3yHsUa91xSQEFkDhzqe1aQ,5164
 kuhl_haus/mdp/integ/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 kuhl_haus/mdp/integ/massive_data_listener.py,sha256=fPEYc6zZzHzFFjbP3zFInajKtEGInj8UQKKo3nKQEwQ,5098
 kuhl_haus/mdp/integ/massive_data_processor.py,sha256=H1WlbGtuSF45n7qLTLleuNlG-OlIXz4llJ7q3XRSS-s,8605
@@ -24,8 +24,8 @@ kuhl_haus/mdp/models/market_data_pubsub_keys.py,sha256=PEIPXK9jBehJB7G4pqoSuQZcf
 kuhl_haus/mdp/models/market_data_scanner_names.py,sha256=BYn1C0rYgGF1Sq583BkHADKUu-28ytNZQ-XgptuCH-Y,260
 kuhl_haus/mdp/models/massive_data_queue.py,sha256=MfYBcjVc4Fi61DWIvvhhWLUOiLmRpE9egtW-2KH6FTE,188
 kuhl_haus/mdp/models/top_stocks_cache_item.py,sha256=4vwwPTMkRRf1ct6iFInJnLSbBadM-tRk-zhqdD_ITE0,7676
-kuhl_haus_mdp-0.1.6.dist-info/METADATA,sha256=ecQ-j_82U-8JfxrpBMpJovbruVY2VSitRS-BgzG_cb8,8898
-kuhl_haus_mdp-0.1.6.dist-info/WHEEL,sha256=tsUv_t7BDeJeRHaSrczbGeuK-TtDpGsWi_JfpzD255I,90
-kuhl_haus_mdp-0.1.6.dist-info/entry_points.txt,sha256=6OYgBcLyFCUgeqLgnvMyOJxPCWzgy7se4rLPKtNonMs,34
-kuhl_haus_mdp-0.1.6.dist-info/licenses/LICENSE.txt,sha256=DRkJftAJcMqoTkQ_Y6-HtKj3nm4pZah_p8XBZiYnw-c,1079
-kuhl_haus_mdp-0.1.6.dist-info/RECORD,,
+kuhl_haus_mdp-0.1.7.dist-info/METADATA,sha256=YbJ2dQ8MBJrdtgCtDtfuWYEtX7FZDCF-gilSTjxDTmw,8898
+kuhl_haus_mdp-0.1.7.dist-info/WHEEL,sha256=tsUv_t7BDeJeRHaSrczbGeuK-TtDpGsWi_JfpzD255I,90
+kuhl_haus_mdp-0.1.7.dist-info/entry_points.txt,sha256=6OYgBcLyFCUgeqLgnvMyOJxPCWzgy7se4rLPKtNonMs,34
+kuhl_haus_mdp-0.1.7.dist-info/licenses/LICENSE.txt,sha256=DRkJftAJcMqoTkQ_Y6-HtKj3nm4pZah_p8XBZiYnw-c,1079
+kuhl_haus_mdp-0.1.7.dist-info/RECORD,,