kuhl-haus-mdp 0.1.7__py3-none-any.whl → 0.1.9__py3-none-any.whl

kuhl_haus/mdp/analyzers/top_stocks.py

@@ -126,6 +126,7 @@ class TopStocksAnalyzer(Analyzer):
             prev_day_close = cached_data["prev_day_close"]
             prev_day_volume = cached_data["prev_day_volume"]
             prev_day_vwap = cached_data["prev_day_vwap"]
+            free_float = cached_data["free_float"]
         else:
             # Get snapshot for previous day's data
             retry_count = 0
@@ -140,8 +141,7 @@ class TopStocksAnalyzer(Analyzer):
                     prev_day_volume = snapshot.prev_day.volume
                     prev_day_vwap = snapshot.prev_day.vwap
                     break
-                except BadResponse as e:
-                    self.logger.error(f"Error getting snapshot for {event.symbol}: {repr(e)}", exc_info=e, stack_info=True)
+                except Exception:
                     retry_count += 1
             if retry_count == max_tries and prev_day_close == 0:
                 self.logger.error(f"Failed to get snapshot for {event.symbol} after {max_tries} tries.")
@@ -155,13 +155,25 @@ class TopStocksAnalyzer(Analyzer):
                 try:
                     avg_volume = await self.cache.get_avg_volume(event.symbol)
                     break
-                except (BadResponse, ZeroDivisionError) as e:
-                    self.logger.error(f"Error getting average volume for {event.symbol}: {repr(e)}", exc_info=e, stack_info=True)
+                except Exception:
                     retry_count += 1
             if retry_count == max_tries and avg_volume == 0:
                 self.logger.error(f"Failed to get average volume for {event.symbol} after {max_tries} tries.")
                 return
 
+            # Get free float - this uses an experimental API
+            retry_count = 0
+            max_tries = 2
+            free_float = 0
+            while retry_count < max_tries:
+                try:
+                    free_float = await self.cache.get_free_float(event.symbol)
+                    break
+                except Exception:
+                    retry_count += 1
+            if retry_count == max_tries and free_float == 0:
+                self.logger.error(f"Failed to get free float for {event.symbol} after {max_tries} tries.")
+
         # Calculate relative volume
         if avg_volume == 0:
             relative_volume = 0
@@ -196,6 +208,7 @@ class TopStocksAnalyzer(Analyzer):
         self.cache_item.symbol_data_cache[event.symbol] = {
             "symbol": event.symbol,
             "volume": event.volume,
+            "free_float": free_float,
             "accumulated_volume": event.accumulated_volume,
             "relative_volume": relative_volume,
             "official_open_price": event.official_open_price,

kuhl_haus/mdp/components/market_data_cache.py

@@ -57,77 +57,6 @@ class MarketDataCache:
                 ticker=ticker
             )
             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=data,

kuhl_haus/mdp/helpers/utils.py

@@ -1,5 +1,6 @@
 import logging
 import os
+from typing import Dict, Any
 
 from massive.rest.models import TickerSnapshot
 
@@ -38,7 +39,7 @@ def get_massive_api_key():
     return api_key
 
 
-def ticker_snapshot_to_dict(snapshot: TickerSnapshot) -> dict:
+def ticker_snapshot_to_dict(snapshot: TickerSnapshot) -> Dict[str, Any]:
     """
     Convert a TickerSnapshot instance into a JSON-serializable dictionary.
 

kuhl_haus/mdp/models/market_data_cache_keys.py

@@ -15,10 +15,10 @@ class MarketDataCacheKeys(Enum):
     UNKNOWN = 'unknown'
 
     # MARKET DATA CACHE
-    DAILY_AGGREGATES = 'aggregate:daily'
-    TICKER_SNAPSHOTS = 'snapshots'
-    TICKER_AVG_VOLUME = 'avg_volume'
-    TICKER_FREE_FLOAT = 'free_float'
+    DAILY_AGGREGATES = 'mdc:aggregate:daily'
+    TICKER_SNAPSHOTS = 'mdc:snapshots'
+    TICKER_AVG_VOLUME = 'mdc:avg_volume'
+    TICKER_FREE_FLOAT = 'mdc:free_float'
 
     # MARKET DATA PROCESSOR CACHE
     TOP_TRADES_SCANNER = f'cache:{MarketDataScannerNames.TOP_TRADES.value}'

kuhl_haus/mdp/models/top_stocks_cache_item.py

@@ -45,6 +45,7 @@ class TopStocksCacheItem:
                 ret.append({
                     "symbol": ticker,
                     "volume": self.symbol_data_cache[ticker]["volume"],
+                    "free_float": self.symbol_data_cache[ticker]["free_float"],
                     "accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
                     "relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
                     "official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
@@ -81,6 +82,7 @@ class TopStocksCacheItem:
                 ret.append({
                     "symbol": ticker,
                     "volume": self.symbol_data_cache[ticker]["volume"],
+                    "free_float": self.symbol_data_cache[ticker]["free_float"],
                     "accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
                     "relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
                     "official_open_price": self.symbol_data_cache[ticker]["official_open_price"],
@@ -117,6 +119,7 @@ class TopStocksCacheItem:
                 ret.append({
                     "symbol": ticker,
                     "volume": self.symbol_data_cache[ticker]["volume"],
+                    "free_float": self.symbol_data_cache[ticker]["free_float"],
                     "accumulated_volume": self.symbol_data_cache[ticker]["accumulated_volume"],
                     "relative_volume": self.symbol_data_cache[ticker]["relative_volume"],
                     "official_open_price": self.symbol_data_cache[ticker]["official_open_price"],

{kuhl_haus_mdp-0.1.7.dist-info → kuhl_haus_mdp-0.1.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: kuhl-haus-mdp
-Version: 0.1.7
+Version: 0.1.9
 Summary: Market data processing pipeline for stock market scanner
 Author-Email: Tom Pounders <git@oldschool.engineer>
 License: The MIT License (MIT)
@@ -28,7 +28,7 @@ License: The MIT License (MIT)
 Classifier: Development Status :: 4 - Beta
 Classifier: Programming Language :: Python
 Project-URL: Homepage, https://github.com/kuhl-haus/kuhl-haus-mdp
-Project-URL: Documentation, https://github.com/kuhl-haus/kuhl-haus-mdp/wiki
+Project-URL: Documentation, https://kuhl-haus-mdp.readthedocs.io
 Project-URL: Source, https://github.com/kuhl-haus/kuhl-haus-mdp.git
 Project-URL: Changelog, https://github.com/kuhl-haus/kuhl-haus-mdp/commits
 Project-URL: Tracker, https://github.com/kuhl-haus/kuhl-haus-mdp/issues

{kuhl_haus_mdp-0.1.7.dist-info → kuhl_haus_mdp-0.1.9.dist-info}/RECORD

@@ -2,15 +2,15 @@ kuhl_haus/mdp/__init__.py,sha256=5dEpAdB3kypH8tCRECoXwbly1WV9kFU5kh8ldGSa0VI,349
 kuhl_haus/mdp/analyzers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 kuhl_haus/mdp/analyzers/analyzer.py,sha256=rIU1lcHwP2IBai0QLt0y-4ySg_ibWsutNU8JUgSxa1U,471
 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/analyzers/top_stocks.py,sha256=s4xI6_S7K3CxUm3jtMi4BPD17v2T1URTMgKIRK85V_s,9814
 kuhl_haus/mdp/components/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-kuhl_haus/mdp/components/market_data_cache.py,sha256=qc19TN05efgdpqobcF9rlNL8D8ZFDVYfKN-flTaZLks,11086
+kuhl_haus/mdp/components/market_data_cache.py,sha256=LT_yddNwB-l6skJgvDWHmUO6GjdBM0EmlMCGHX5kwKY,7209
 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=i6ILSa884jp7ijBsP_wBT3yHsUa91xSQEFkDhzqe1aQ,5164
+kuhl_haus/mdp/helpers/utils.py,sha256=2jECmezuDBABcB1Fhe1_GPnlEAFnld2bZ1vSdaCZApg,5203
 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
@@ -18,14 +18,14 @@ kuhl_haus/mdp/integ/massive_data_queues.py,sha256=zC_uV2vwZCMyVerDQ18RAQwIMMF75i
 kuhl_haus/mdp/integ/web_socket_message_serde.py,sha256=XdaoaByc7IhtzbPDXBtXKOTjyDzfPSDuZVCoHSIaTl4,5468
 kuhl_haus/mdp/models/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 kuhl_haus/mdp/models/market_data_analyzer_result.py,sha256=iICb5GVCtuqARNbR1JNCAfbxMijM3uppDNdL8_FB3eI,422
-kuhl_haus/mdp/models/market_data_cache_keys.py,sha256=04nFRdNZtvEeKFnpjZ6CNSu-4MiUgifPXPHGAZhZRsE,1051
+kuhl_haus/mdp/models/market_data_cache_keys.py,sha256=_CSPtwvZo5W6cuj9vb7lRTu6MMuRGASe_VigAaOQXwE,1067
 kuhl_haus/mdp/models/market_data_cache_ttl.py,sha256=a43ys3S61Y0ADdb03ThgrRd9x7B1EsI6FplCjecdNLY,373
 kuhl_haus/mdp/models/market_data_pubsub_keys.py,sha256=PEIPXK9jBehJB7G4pqoSuQZcfMZgOQq8Yho1itqv-1A,1306
 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-0.1.7.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,,
+kuhl_haus/mdp/models/top_stocks_cache_item.py,sha256=Zn9LociBatP2a1OUfjXDFlWM7tCudO-CR4oj6jYfEEM,7916
+kuhl_haus_mdp-0.1.9.dist-info/METADATA,sha256=iwhFbwovPdoPkMO2vMr-9KroOXZ5vNGhz4YMPcjYIpk,8887
+kuhl_haus_mdp-0.1.9.dist-info/WHEEL,sha256=tsUv_t7BDeJeRHaSrczbGeuK-TtDpGsWi_JfpzD255I,90
+kuhl_haus_mdp-0.1.9.dist-info/entry_points.txt,sha256=6OYgBcLyFCUgeqLgnvMyOJxPCWzgy7se4rLPKtNonMs,34
+kuhl_haus_mdp-0.1.9.dist-info/licenses/LICENSE.txt,sha256=DRkJftAJcMqoTkQ_Y6-HtKj3nm4pZah_p8XBZiYnw-c,1079
+kuhl_haus_mdp-0.1.9.dist-info/RECORD,,