kuhl-haus-mdp 0.1.8__py3-none-any.whl → 0.1.10__py3-none-any.whl

kuhl_haus/mdp/analyzers/massive_data_analyzer.py

@@ -50,7 +50,7 @@ class MassiveDataAnalyzer:
         return [MarketDataAnalyzerResult(
             data=data,
             cache_key=f"{MarketDataCacheKeys.HALTS.value}:{symbol}",
-            cache_ttl=MarketDataCacheTTL.THREE_DAYS.value,
+            cache_ttl=MarketDataCacheTTL.HALTS.value,
             publish_key=f"{MarketDataCacheKeys.HALTS.value}:{symbol}",
         )]
 
@@ -58,8 +58,8 @@ class MassiveDataAnalyzer:
     def handle_equity_agg_event(data: dict, symbol: str) -> Optional[List[MarketDataAnalyzerResult]]:
         return [MarketDataAnalyzerResult(
             data=data,
-            cache_key=f"{MarketDataCacheKeys.AGGREGATE.value}:{symbol}",
-            cache_ttl=MarketDataCacheTTL.THREE_DAYS.value,
+            # cache_key=f"{MarketDataCacheKeys.AGGREGATE.value}:{symbol}",
+            # cache_ttl=MarketDataCacheTTL.AGGREGATE.value,
             publish_key=f"{MarketDataCacheKeys.AGGREGATE.value}:{symbol}",
         )]
 
@@ -67,8 +67,8 @@ class MassiveDataAnalyzer:
     def handle_equity_trade_event(data: dict, symbol: str) -> Optional[List[MarketDataAnalyzerResult]]:
         return [MarketDataAnalyzerResult(
             data=data,
-            cache_key=f"{MarketDataCacheKeys.TRADES.value}:{symbol}",
-            cache_ttl=MarketDataCacheTTL.EIGHT_HOURS.value,
+            # cache_key=f"{MarketDataCacheKeys.TRADES.value}:{symbol}",
+            # cache_ttl=MarketDataCacheTTL.TRADES.value,
             publish_key=f"{MarketDataCacheKeys.TRADES.value}:{symbol}",
         )]
 
@@ -76,8 +76,8 @@ class MassiveDataAnalyzer:
     def handle_equity_quote_event(data: dict, symbol: str) -> Optional[List[MarketDataAnalyzerResult]]:
         return [MarketDataAnalyzerResult(
             data=data,
-            cache_key=f"{MarketDataCacheKeys.QUOTES.value}:{symbol}",
-            cache_ttl=MarketDataCacheTTL.THREE_DAYS.value,
+            # cache_key=f"{MarketDataCacheKeys.QUOTES.value}:{symbol}",
+            # cache_ttl=MarketDataCacheTTL.QUOTES.value,
             publish_key=f"{MarketDataCacheKeys.QUOTES.value}:{symbol}",
         )]
 
@@ -88,6 +88,6 @@ class MassiveDataAnalyzer:
         return [MarketDataAnalyzerResult(
             data=data,
             cache_key=cache_key,
-            cache_ttl=MarketDataCacheTTL.ONE_DAY.value,
+            cache_ttl=MarketDataCacheTTL.UNKNOWN.value,
             publish_key=f"{MarketDataCacheKeys.UNKNOWN.value}",
         )]

kuhl_haus/mdp/analyzers/top_stocks.py

@@ -1,15 +1,9 @@
 import logging
 import time
-from datetime import datetime, timezone, timedelta
-from typing import Optional, List, Iterator
+from datetime import datetime, timezone
+from typing import Optional, List
 from zoneinfo import ZoneInfo
 
-from massive.exceptions import BadResponse
-from massive.rest import RESTClient
-from massive.rest.models import (
-    TickerSnapshot,
-    Agg,
-)
 from massive.websocket.models import (
     EquityAgg,
     EventType
@@ -19,6 +13,7 @@ from kuhl_haus.mdp.analyzers.analyzer import Analyzer
 from kuhl_haus.mdp.components.market_data_cache import MarketDataCache
 from kuhl_haus.mdp.models.market_data_analyzer_result import MarketDataAnalyzerResult
 from kuhl_haus.mdp.models.market_data_cache_keys import MarketDataCacheKeys
+from kuhl_haus.mdp.models.market_data_cache_ttl import MarketDataCacheTTL
 from kuhl_haus.mdp.models.market_data_pubsub_keys import MarketDataPubSubKeys
 from kuhl_haus.mdp.models.top_stocks_cache_item import TopStocksCacheItem
 
@@ -94,24 +89,24 @@ class TopStocksAnalyzer(Analyzer):
             MarketDataAnalyzerResult(
                 data=self.cache_item.to_dict(),
                 cache_key=self.cache_key,
-                cache_ttl=28500,  # 7 hours, 55 minutes
+                cache_ttl=MarketDataCacheTTL.TOP_STOCKS_SCANNER.value,
             ),
             MarketDataAnalyzerResult(
                 data=self.cache_item.top_volume(100),
                 cache_key=MarketDataPubSubKeys.TOP_VOLUME_SCANNER.value,
-                cache_ttl=259200,  # 3 days
+                cache_ttl=MarketDataCacheTTL.TOP_VOLUME_SCANNER.value,
                 publish_key=MarketDataPubSubKeys.TOP_VOLUME_SCANNER.value,
             ),
             MarketDataAnalyzerResult(
                 data=self.cache_item.top_gainers(500),
                 cache_key=MarketDataPubSubKeys.TOP_GAINERS_SCANNER.value,
-                cache_ttl=259200,  # 3 days
+                cache_ttl=MarketDataCacheTTL.TOP_GAINERS_SCANNER.value,
                 publish_key=MarketDataPubSubKeys.TOP_GAINERS_SCANNER.value,
             ),
             MarketDataAnalyzerResult(
                 data=self.cache_item.top_gappers(500),
                 cache_key=MarketDataPubSubKeys.TOP_GAPPERS_SCANNER.value,
-                cache_ttl=259200,  # 3 days
+                cache_ttl=MarketDataCacheTTL.TOP_GAPPERS_SCANNER.value,
                 publish_key=MarketDataPubSubKeys.TOP_GAPPERS_SCANNER.value,
             )
         ]
@@ -141,10 +136,12 @@ class TopStocksAnalyzer(Analyzer):
                     prev_day_volume = snapshot.prev_day.volume
                     prev_day_vwap = snapshot.prev_day.vwap
                     break
-                except Exception:
+                except Exception as e:
+                    self.logger.error(f"Failed to get snapshot for {event.symbol}: {e}")
                     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.")
+                return
 
             # Get average volume
             retry_count = 0
@@ -154,10 +151,12 @@ class TopStocksAnalyzer(Analyzer):
                 try:
                     avg_volume = await self.cache.get_avg_volume(event.symbol)
                     break
-                except Exception:
+                except Exception as e:
+                    self.logger.error(f"Failed to get average volume for {event.symbol}: {e}")
                     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
@@ -167,7 +166,8 @@ class TopStocksAnalyzer(Analyzer):
                 try:
                     free_float = await self.cache.get_free_float(event.symbol)
                     break
-                except Exception:
+                except Exception as e:
+                    self.logger.error(f"Failed to get free float for {event.symbol}: {e}")
                     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.")

kuhl_haus/mdp/components/market_data_cache.py

@@ -61,7 +61,7 @@ class MarketDataCache:
             await self.cache_data(
                 data=data,
                 cache_key=cache_key,
-                cache_ttl=MarketDataCacheTTL.EIGHT_HOURS.value
+                cache_ttl=MarketDataCacheTTL.TICKER_SNAPSHOTS.value
             )
         return snapshot
 
@@ -109,13 +109,15 @@ class MarketDataCache:
                     periods_calculated += 1
                 else:
                     break
+            if periods_calculated == 0:
+                raise Exception(f"No volume data returned for {ticker}")
             avg_volume = total_volume / periods_calculated
 
         self.logger.info(f"average volume {ticker}: {avg_volume}")
         await self.cache_data(
             data=avg_volume,
             cache_key=cache_key,
-            cache_ttl=MarketDataCacheTTL.TWELVE_HOURS.value
+            cache_ttl=MarketDataCacheTTL.TICKER_AVG_VOLUME.value
         )
         return avg_volume
 
@@ -162,7 +164,7 @@ class MarketDataCache:
         await self.cache_data(
             data=free_float,
             cache_key=cache_key,
-            cache_ttl=MarketDataCacheTTL.TWELVE_HOURS.value
+            cache_ttl=MarketDataCacheTTL.TICKER_FREE_FLOAT.value
         )
         return free_float
 

kuhl_haus/mdp/models/constants.py

@@ -0,0 +1,24 @@
+# Minutes in seconds
+ONE_MINUTE = 60
+FIVE_MINUTES = 300
+TEN_MINUTES = 600
+FIFTEEN_MINUTES = 900
+TWENTY_MINUTES = 1200
+THIRTY_MINUTES = 1800
+
+# Hours in seconds
+ONE_HOUR = 3600
+TWO_HOURS = 7200
+FOUR_HOURS = 14400
+SIX_HOURS = 21600
+EIGHT_HOURS = 28800
+TWELVE_HOURS = 43200
+
+# Days in seconds
+ONE_DAY = 86400
+TWO_DAYS = 172800
+THREE_DAYS = 259200
+FOUR_DAYS = 345600
+FIVE_DAYS = 432000
+SIX_DAYS = 518400
+SEVEN_DAYS = 604800

kuhl_haus/mdp/models/market_data_cache_ttl.py

@@ -1,20 +1,30 @@
 from enum import Enum
+from kuhl_haus.mdp.models.constants import (
+    EIGHT_HOURS,
+    FIVE_MINUTES,
+    ONE_DAY,
+    ONE_HOUR,
+    THREE_DAYS,
+    TWELVE_HOURS,
+)
 
 
 class MarketDataCacheTTL(Enum):
-    # Hours
-    ONE_HOUR = 3600
-    TWO_HOURS = 7200
-    FOUR_HOURS = 14400
-    SIX_HOURS = 21600
-    EIGHT_HOURS = 28800
-    TWELVE_HOURS = 43200
+    # Raw market data caches
+    AGGREGATE = FIVE_MINUTES
+    HALTS = ONE_DAY
+    QUOTES = ONE_HOUR
+    TRADES = ONE_HOUR
+    UNKNOWN = ONE_DAY
+
+    # Ticker caches
+    TICKER_AVG_VOLUME = TWELVE_HOURS
+    TICKER_FREE_FLOAT = TWELVE_HOURS
+    TICKER_SNAPSHOTS = EIGHT_HOURS
+
+    # Scanner caches
+    TOP_STOCKS_SCANNER = EIGHT_HOURS
+    TOP_VOLUME_SCANNER = THREE_DAYS
+    TOP_GAINERS_SCANNER = THREE_DAYS
+    TOP_GAPPERS_SCANNER = THREE_DAYS
 
-    # Days
-    ONE_DAY = 86400
-    TWO_DAYS = 172800
-    THREE_DAYS = 259200
-    FOUR_DAYS = 345600
-    FIVE_DAYS = 432000
-    SIX_DAYS = 518400
-    SEVEN_DAYS = 604800

{kuhl_haus_mdp-0.1.8.dist-info → kuhl_haus_mdp-0.1.10.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: kuhl-haus-mdp
-Version: 0.1.8
+Version: 0.1.10
 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-0.1.8.dist-info → kuhl_haus_mdp-0.1.10.dist-info}/RECORD

@@ -1,10 +1,10 @@
 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=Ms4TXCWCzooZdH7NFIiqMffjAPREDfw04jiWgpx53wQ,9768
+kuhl_haus/mdp/analyzers/massive_data_analyzer.py,sha256=i3XFnornuGGhe6nbk6QqIupND0MYTxwKPjvyFw_UBDU,3863
+kuhl_haus/mdp/analyzers/top_stocks.py,sha256=ZZy7legxmLYad-p_a7N6hqj2mN7bn-ZdPEt9xgk4mrQ,10111
 kuhl_haus/mdp/components/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-kuhl_haus/mdp/components/market_data_cache.py,sha256=LT_yddNwB-l6skJgvDWHmUO6GjdBM0EmlMCGHX5kwKY,7209
+kuhl_haus/mdp/components/market_data_cache.py,sha256=jhBdR8rJEvby7eXTTvXn_PceMSf_gS71oEZV1bK7HdM,7337
 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
@@ -17,15 +17,16 @@ kuhl_haus/mdp/integ/massive_data_processor.py,sha256=H1WlbGtuSF45n7qLTLleuNlG-Ol
 kuhl_haus/mdp/integ/massive_data_queues.py,sha256=zC_uV2vwZCMyVerDQ18RAQwIMMF75iK4qUSqwuWqgwc,5050
 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/constants.py,sha256=t55gVHl3IVDSA5Y-mu7zdA8FXAuw4TbOEkI2r2U__1Y,420
 kuhl_haus/mdp/models/market_data_analyzer_result.py,sha256=iICb5GVCtuqARNbR1JNCAfbxMijM3uppDNdL8_FB3eI,422
 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_cache_ttl.py,sha256=v7tnc7-qaxSIWvpInlxqDDTByHLY2uilCPhnP7UaNR0,643
 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=Zn9LociBatP2a1OUfjXDFlWM7tCudO-CR4oj6jYfEEM,7916
-kuhl_haus_mdp-0.1.8.dist-info/METADATA,sha256=tV0LyosGNJgB53oMi_HAJ2G2XOmu3oyLYaVICVZth8A,8898
-kuhl_haus_mdp-0.1.8.dist-info/WHEEL,sha256=tsUv_t7BDeJeRHaSrczbGeuK-TtDpGsWi_JfpzD255I,90
-kuhl_haus_mdp-0.1.8.dist-info/entry_points.txt,sha256=6OYgBcLyFCUgeqLgnvMyOJxPCWzgy7se4rLPKtNonMs,34
-kuhl_haus_mdp-0.1.8.dist-info/licenses/LICENSE.txt,sha256=DRkJftAJcMqoTkQ_Y6-HtKj3nm4pZah_p8XBZiYnw-c,1079
-kuhl_haus_mdp-0.1.8.dist-info/RECORD,,
+kuhl_haus_mdp-0.1.10.dist-info/METADATA,sha256=Sku0puFIexyTNpzIO8EoUfV8GXQrfw-T6gAREUrqKYs,8888
+kuhl_haus_mdp-0.1.10.dist-info/WHEEL,sha256=tsUv_t7BDeJeRHaSrczbGeuK-TtDpGsWi_JfpzD255I,90
+kuhl_haus_mdp-0.1.10.dist-info/entry_points.txt,sha256=6OYgBcLyFCUgeqLgnvMyOJxPCWzgy7se4rLPKtNonMs,34
+kuhl_haus_mdp-0.1.10.dist-info/licenses/LICENSE.txt,sha256=DRkJftAJcMqoTkQ_Y6-HtKj3nm4pZah_p8XBZiYnw-c,1079
+kuhl_haus_mdp-0.1.10.dist-info/RECORD,,