-
Notifications
You must be signed in to change notification settings - Fork 231
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
1 parent
f6a96b1
commit ce3a0f1
Showing
3 changed files
with
151 additions
and
119 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
|
|
@@ -12,27 +12,28 @@ | |
| PORT = 8888 | ||
|
|
||
| # Load the lookup_table | ||
| with open('lookup_table.pkl', 'rb') as f: | ||
| with open("lookup_table.pkl", "rb") as f: | ||
| lookup_table = pickle.load(f) | ||
|
|
||
|
|
||
| class handler(http.server.SimpleHTTPRequestHandler): | ||
| def do_GET(self): | ||
| # Parse the path and query parameters | ||
| parsed_path = urlparse(self.path) | ||
| path = parsed_path.path | ||
| query_params = parse_qs(parsed_path.query) | ||
| if path == '/': | ||
|
|
||
| if path == "/": | ||
| # Handle the root path | ||
| # Get the date parameter if provided | ||
| date_param = query_params.get('date', [None])[0] | ||
| date_param = query_params.get("date", [None])[0] | ||
|
|
||
| # Get all dates from the lookup table | ||
| all_dates = set() | ||
| for ticker_data in lookup_table.values(): | ||
| all_dates.update(ticker_data.keys()) | ||
| all_dates = sorted(all_dates) | ||
|
|
||
| # If date is None, get the latest date from the lookup table | ||
| if date_param is None: | ||
| if all_dates: | ||
|
|
@@ -41,109 +42,131 @@ def do_GET(self): | |
| self.send_response(200) | ||
| self.send_header("Content-type", "text/html") | ||
| self.end_headers() | ||
| html_content = '<html><body><h1>No data available.</h1></body></html>' | ||
| html_content = ( | ||
| "<html><body><h1>No data available.</h1></body></html>" | ||
| ) | ||
| self.wfile.write(html_content.encode()) | ||
| return | ||
| else: | ||
| latest_date = date_param | ||
|
|
||
| # Ensure latest_date is in all_dates | ||
| if latest_date not in all_dates: | ||
| # Handle the case where the provided date is invalid | ||
| self.send_response(400) | ||
| self.send_header("Content-type", "text/html") | ||
| self.end_headers() | ||
| error_html = f'<html><body><h1>Error: No data available for date {latest_date}</h1></body></html>' | ||
| error_html = f"<html><body><h1>Error: No data available for date {latest_date}</h1></body></html>" | ||
| self.wfile.write(error_html.encode()) | ||
| return | ||
|
|
||
| # Now, get the anomalies for the latest_date | ||
| anomalies = [] | ||
| for ticker, date_data in lookup_table.items(): | ||
| if latest_date in date_data: | ||
| data = date_data[latest_date] | ||
| trades = data['trades'] | ||
| avg_trades = data['avg_trades'] | ||
| std_trades = data['std_trades'] | ||
| trades = data["trades"] | ||
| avg_trades = data["avg_trades"] | ||
| std_trades = data["std_trades"] | ||
| if ( | ||
| avg_trades is not None and | ||
| std_trades is not None and | ||
| std_trades > 0 | ||
| avg_trades is not None | ||
| and std_trades is not None | ||
| and std_trades > 0 | ||
| ): | ||
| z_score = (trades - avg_trades) / std_trades | ||
| threshold_multiplier = 3 # Adjust as needed | ||
| if z_score > threshold_multiplier: | ||
| anomalies.append({ | ||
| 'ticker': ticker, | ||
| 'date': latest_date, | ||
| 'trades': trades, | ||
| 'avg_trades': avg_trades, | ||
| 'std_trades': std_trades, | ||
| 'z_score': z_score, | ||
| 'close_price': data['close_price'], | ||
| 'price_diff': data['price_diff'] | ||
| }) | ||
| anomalies.append( | ||
| { | ||
| "ticker": ticker, | ||
| "date": latest_date, | ||
| "trades": trades, | ||
| "avg_trades": avg_trades, | ||
| "std_trades": std_trades, | ||
| "z_score": z_score, | ||
| "close_price": data["close_price"], | ||
| "price_diff": data["price_diff"], | ||
| } | ||
| ) | ||
| # Sort anomalies by trades in descending order | ||
| anomalies.sort(key=lambda x: x['trades'], reverse=True) | ||
| anomalies.sort(key=lambda x: x["trades"], reverse=True) | ||
| # Generate the HTML to display the anomalies | ||
| self.send_response(200) | ||
| self.send_header("Content-type", "text/html") | ||
| self.end_headers() | ||
| # Build the HTML content | ||
| html_content = '<html><link href="https://cdn.jsdelivr.net/npm/[email protected]/dist/css/bootstrap.min.css" rel="stylesheet" integrity="sha384-QWTKZyjpPEjISv5WaRU9OFeRpok6YctnYmDr5pNlyT2bRjXh0JMhjY6hW+ALEwIH" crossorigin="anonymous"><script src="https://cdnjs.cloudflare.com/ajax/libs/tablesort/5.2.1/tablesort.min.js" integrity="sha512-F/gIMdDfda6OD2rnzt/Iyp2V9JLHlFQ+EUyixDg9+rkwjqgW1snpkpx7FD5FV1+gG2fmFj7I3r6ReQDUidHelA==" crossorigin="anonymous" referrerpolicy="no-referrer"></script><script src="https://cdnjs.cloudflare.com/ajax/libs/tablesort/5.2.1/sorts/tablesort.number.min.js" integrity="sha512-dRD755QRxlybm0h3LXXIGrFcjNakuxW3reZqnPtUkMv6YsSWoJf+slPjY5v4lZvx2ss+wBZQFegepmA7a2W9eA==" crossorigin="anonymous" referrerpolicy="no-referrer"></script><head><title>Anomalies for {}</title></head><body>'.format(latest_date) | ||
| html_content += '<div id="container" style="padding:4px;"><h1>Anomalies for {}</h1>'.format(latest_date) | ||
| html_content = '<html><link href="https://cdn.jsdelivr.net/npm/[email protected]/dist/css/bootstrap.min.css" rel="stylesheet" integrity="sha384-QWTKZyjpPEjISv5WaRU9OFeRpok6YctnYmDr5pNlyT2bRjXh0JMhjY6hW+ALEwIH" crossorigin="anonymous"><script src="https://cdnjs.cloudflare.com/ajax/libs/tablesort/5.2.1/tablesort.min.js" integrity="sha512-F/gIMdDfda6OD2rnzt/Iyp2V9JLHlFQ+EUyixDg9+rkwjqgW1snpkpx7FD5FV1+gG2fmFj7I3r6ReQDUidHelA==" crossorigin="anonymous" referrerpolicy="no-referrer"></script><script src="https://cdnjs.cloudflare.com/ajax/libs/tablesort/5.2.1/sorts/tablesort.number.min.js" integrity="sha512-dRD755QRxlybm0h3LXXIGrFcjNakuxW3reZqnPtUkMv6YsSWoJf+slPjY5v4lZvx2ss+wBZQFegepmA7a2W9eA==" crossorigin="anonymous" referrerpolicy="no-referrer"></script><head><title>Anomalies for {}</title></head><body>'.format( | ||
| latest_date | ||
| ) | ||
| html_content += '<div id="container" style="padding:4px;"><h1>Anomalies for {}</h1>'.format( | ||
| latest_date | ||
| ) | ||
| # Add navigation links (prev and next dates) | ||
| current_index = all_dates.index(latest_date) | ||
| prev_date = all_dates[current_index - 1] if current_index > 0 else None | ||
| next_date = all_dates[current_index + 1] if current_index < len(all_dates) - 1 else None | ||
| html_content += '<p>' | ||
| next_date = ( | ||
| all_dates[current_index + 1] | ||
| if current_index < len(all_dates) - 1 | ||
| else None | ||
| ) | ||
| html_content += "<p>" | ||
| if prev_date: | ||
| html_content += '<a href="/?date={}">Previous Date</a> '.format(prev_date) | ||
| html_content += '<a href="/?date={}">Previous Date</a> '.format( | ||
| prev_date | ||
| ) | ||
| if next_date: | ||
| html_content += '<a href="/?date={}">Next Date</a> '.format(next_date) | ||
| html_content += '</p>' | ||
| html_content += "</p>" | ||
| # Display the anomalies in a table | ||
| html_content += '<table id="anomalies" class="table table-striped table-hover">' | ||
| html_content += '<thead><tr>' | ||
| html_content += '<th>Ticker</th>' | ||
| html_content += '<th>Trades</th>' | ||
| html_content += '<th>Avg Trades</th>' | ||
| html_content += '<th>Std Dev</th>' | ||
| html_content += '<th>Z-score</th>' | ||
| html_content += '<th>Close Price</th>' | ||
| html_content += '<th>Price Diff</th>' | ||
| html_content += '<th>Chart</th>' | ||
| html_content += '</tr></thead><tbody>' | ||
| html_content += ( | ||
| '<table id="anomalies" class="table table-striped table-hover">' | ||
| ) | ||
| html_content += "<thead><tr>" | ||
| html_content += "<th>Ticker</th>" | ||
| html_content += "<th>Trades</th>" | ||
| html_content += "<th>Avg Trades</th>" | ||
| html_content += "<th>Std Dev</th>" | ||
| html_content += "<th>Z-score</th>" | ||
| html_content += "<th>Close Price</th>" | ||
| html_content += "<th>Price Diff</th>" | ||
| html_content += "<th>Chart</th>" | ||
| html_content += "</tr></thead><tbody>" | ||
| for anomaly in anomalies: | ||
| html_content += '<tr>' | ||
| html_content += '<td>{}</td>'.format(anomaly['ticker']) | ||
| html_content += '<td>{}</td>'.format(anomaly['trades']) | ||
| html_content += '<td>{:.2f}</td>'.format(anomaly['avg_trades']) | ||
| html_content += '<td>{:.2f}</td>'.format(anomaly['std_trades']) | ||
| html_content += '<td>{:.2f}</td>'.format(anomaly['z_score']) | ||
| html_content += '<td>{:.2f}</td>'.format(anomaly['close_price']) | ||
| html_content += '<td>{:.2f}</td>'.format(anomaly['price_diff']) | ||
| html_content += "<tr>" | ||
| html_content += "<td>{}</td>".format(anomaly["ticker"]) | ||
| html_content += "<td>{}</td>".format(anomaly["trades"]) | ||
| html_content += "<td>{:.2f}</td>".format(anomaly["avg_trades"]) | ||
| html_content += "<td>{:.2f}</td>".format(anomaly["std_trades"]) | ||
| html_content += "<td>{:.2f}</td>".format(anomaly["z_score"]) | ||
| html_content += "<td>{:.2f}</td>".format(anomaly["close_price"]) | ||
| html_content += "<td>{:.2f}</td>".format(anomaly["price_diff"]) | ||
| # Add a link to the chart | ||
| html_content += '<td><a href="/chart?ticker={}&date={}">View Chart</a></td>'.format(anomaly['ticker'], latest_date) | ||
| html_content += '</tr>' | ||
| html_content += ( | ||
| '<td><a href="/chart?ticker={}&date={}">View Chart</a></td>'.format( | ||
| anomaly["ticker"], latest_date | ||
| ) | ||
| ) | ||
| html_content += "</tr>" | ||
| html_content += '</tbody></table><script>new Tablesort(document.getElementById("anomalies"));</script>' | ||
| html_content += '</div></body></html>' | ||
| html_content += "</div></body></html>" | ||
| self.wfile.write(html_content.encode()) | ||
| elif path == '/chart': | ||
| elif path == "/chart": | ||
| # Handle the chart page | ||
| # Get 'ticker' and 'date' from query parameters | ||
| ticker = query_params.get('ticker', [None])[0] | ||
| date = query_params.get('date', [None])[0] | ||
| ticker = query_params.get("ticker", [None])[0] | ||
| date = query_params.get("date", [None])[0] | ||
| if ticker is None or date is None: | ||
| # Return an error page | ||
| self.send_response(400) | ||
| self.send_header("Content-type", "text/html") | ||
| self.end_headers() | ||
| error_html = '<html><body><h1>Error: Missing ticker or date parameter</h1></body></html>' | ||
| error_html = "<html><body><h1>Error: Missing ticker or date parameter</h1></body></html>" | ||
| self.wfile.write(error_html.encode()) | ||
| else: | ||
| # Fetch minute aggregates for the ticker and date | ||
| client = RESTClient(trace=True) # POLYGON_API_KEY environment variable is used | ||
| client = RESTClient( | ||
| trace=True | ||
| ) # POLYGON_API_KEY environment variable is used | ||
| try: | ||
| aggs = [] | ||
| date_from = date | ||
|
|
@@ -166,7 +189,7 @@ def do_GET(self): | |
| agg.open, | ||
| agg.high, | ||
| agg.low, | ||
| agg.close | ||
| agg.close, | ||
| ] | ||
| data.append(new_record) | ||
| # Generate the HTML for the chart page | ||
|
|
@@ -239,23 +262,31 @@ def do_GET(self): | |
| </div> | ||
| </body> | ||
| </html> | ||
| """ % (json.dumps(data), ticker, date, ticker) | ||
| """ % ( | ||
| json.dumps(data), | ||
| ticker, | ||
| date, | ||
| ticker, | ||
| ) | ||
| self.send_response(200) | ||
| self.send_header("Content-type", "text/html") | ||
| self.send_header('Access-Control-Allow-Origin', '*') | ||
| self.send_header("Access-Control-Allow-Origin", "*") | ||
| self.end_headers() | ||
| self.wfile.write(chart_html.encode()) | ||
| except Exception as e: | ||
| # Handle exceptions | ||
| self.send_response(500) | ||
| self.send_header("Content-type", "text/html") | ||
| self.end_headers() | ||
| error_html = '<html><body><h1>Error fetching data: {}</h1></body></html>'.format(str(e)) | ||
| error_html = "<html><body><h1>Error fetching data: {}</h1></body></html>".format( | ||
| str(e) | ||
| ) | ||
| self.wfile.write(error_html.encode()) | ||
| else: | ||
| # Serve files from the current directory | ||
| super().do_GET() | ||
|
|
||
|
|
||
| def run_server(): | ||
| with socketserver.TCPServer(("", PORT), handler) as httpd: | ||
| print("serving at port", PORT) | ||
|
|
@@ -266,5 +297,6 @@ def run_server(): | |
| httpd.shutdown() | ||
| httpd.server_close() | ||
|
|
||
| if __name__ == '__main__': | ||
|
|
||
| if __name__ == "__main__": | ||
| run_server() | ||
Oops, something went wrong.