o
    %mi)                     @   sF  d dl Z d dlZd dlZd dlZd dlZd dlmZmZ d dlZe j	e j
eZe jedZe jedZe jedZdd ZdZd	Zd
ZdadefddZdedefddZdefddZdd Zdd Zdd Zdd Zdd Zdd  Z d!d" Z!d#d$ Z"d%d& Z#eej$e# eej%e# d'd( Z&e'd)kre&  dS dS )*    N)datetimetimezonezconfig.jsonz
state.jsonz
engine.logc                  C   sF   t ti } | di }|d}|d}|r|std dS ||fS )Nalpacakeysecret3[FATAL] Alpaca credentials missing from config.json)NN)	load_jsonCONFIG_PATHgetlog)cfgalpr   r    r   "/var/www/screener/engine/engine.pyload_alpaca_creds   s   


r   zhttps://data.alpaca.markets   (   Tmsgc                 C   s\   dt tj  d|  d}ttddd}|| W d    d S 1 s'w   Y  d S )N[z] 
autf-8encoding)r   nowr   utc	isoformatopenLOG_PATHwrite)r   linefr   r   r   r      s   "r   pathobjc                 C   sV   | d }t |ddd}tj||dd W d    n1 sw   Y  t||  d S )Nz.tmpwr   r      )indent)r   jsondumposreplace)r"   r#   tmpr!   r   r   r   atomic_write_json!   s
   r,   c                 C   sX   z t | ddd}t|W  d    W S 1 sw   Y  W d S  ty+   | Y S w )Nrr   r   )r   r'   load	Exception)r"   defaultr!   r   r   r   r   '   s   (r   c                   C   s   t tj S N)r   r   r   r   r   r   r   r   r   utc_now.   s   r2   c                  C   s   t tj} | dS )Nz%Y-%m-%d)r   r   r   r   strftime)dr   r   r   	today_key1   s   
r5   c                 C   sf   t  d}dd| i}||d}tj|||dd}|jdkr/td|j d	|jd d  | S )
Nz/v2/stocks/snapshotssymbols,)zAPCA-API-KEY-IDzAPCA-API-SECRET-KEY   )paramsheaderstimeout   zAlpaca HTTP z: )DATA_URLjoinrequestsr
   status_codeRuntimeErrortextr'   )r6   
alpaca_keyalpaca_secreturlr9   r:   r-   r   r   r   alpaca_snapshots5   s   

 rF   c                 C   sB  | dpi }| dpi }| dpi }| dpi }t| dp#d}t| dp,d}|r:|r:|| | d nd	}| d
}	| d}
t|	ttfrQt|	nd }	t|
ttfr^t|
nd }
|	d url|
d url|
|	 nd }| |t|t| dpzd|	|
|d urt|nd t| dpdt| dpd| dpd d
}|S )NlatestTradelatestQuotedailyBarprevDailyBarpr   cd           bpapvhlt)
symbolprice
change_pctvolumebidaskspreadday_highday_lowts)r
   float
isinstanceint)symsnaptradequotedailyprevrV   
prev_closechgrY   rZ   r[   rowr   r   r   	parse_rowE   s0   

rk   c                 C   s"   | r|d u rdS |t d| d kS )NFQ?g{Gzd?)max)rV   r[   r   r   r   spread_gated   s   rn   c                 C   s   t | dkp	|dkS )N   i )abs)chg_pctrX   r   r   r   unusual_rulei   s   rr   c                 C   sB   t | |sdS |r|r|| nd}|dko t|dko || d kS )NFr   iq    rl   )rn   rp   )rV   r[   rX   rq   r\   r]   rngr   r   r   strict_rulel   s   


ru   c                 C   s&   t | |k rd S t| | d  | S r1   )lensum)arrnr   r   r   smav   s   rz   c                  G   s   da d S )NF)running)_r   r   r   handle_sigterm{   s   r}   c            #      C   s  t  \} }| r	|std d S td ttt ddi t d}trttd }|r/|dsGd|d< t |d	< t	t| td
 t
t q |d }t|dd}|dt kret d|i t d}|D ]}||d vrddd d d d d d ddg dd|d |< qgzt|| |}W n( ty } ztd|  t |d	< t	t| t
t W Y d }~q d }~ww |D ] }||}	|	sq|	d}
|	d}|	d}t||	}|d }|d }|d }|d }|d }|d }|d | }||d< |dpg }|| t|tkr|t d  }||d< |d dkr|d p"|}t|d  p*d}|d! d u r5|ntt|d! ||d!< ||d" kra|d! d# }|d$ d u rV|ntt|d$ ||d$< || | |d%< t|d&}t|d'}|d ur|d ur||k rt|d(dd) |d(< nd|d(< |d* d uo|t|d* k}|d+ d uo|t|d+ k}|d$ d uo|t|d$ k}t|d(dd,k}|s|s|s|rt|d-d|| |  |d-< d|d< d|d < d |d< d |d*< d |d+< d |d$< d |d!< d|d%< d|d(< td.| d/|d0 q|r/t||r/t||r/t||||||s0qt|d&}t|d'}|d u sD|d u rEq||k}t|d1krV|d2d  n|} | r_t| nd }!|!d uok||!d3 k}"|r|"rtt|| }|dkrqd|d< ||d < ||d< |d4 |d*< |d5 |d+< d |d$< ||d!< d|d%< d|d(< td6| d/|d0d7|  qd|d< ||d< t |d	< t	t| t
t ts#d|d< t |d	< t	t| td8 d S )9Nr   z[START] engine.py startingTi  )dayr{   budget_per_stockr6   
updated_atr6   Fr{   r   z)[WAIT] No config symbols found. Sleeping.r   r~   WAITr   rN   )statussharesentrystoptargettrailhighlast
unrealizedrealizedhistory
trend_failz![ERROR] Alpaca snapshots failed: rG   rH   rI   rV   rW   rX   r[   r\   r]   r   r   r   IN_TRADEr   r   r   g=
ףp=?gV-?r   r   ro      r      r   r   r%   r   z[EXIT] z @ z.4f
   igjt?gQ?g{Gz?z[ENTRY] z shares=z[STOP] engine.py stopped)r   r   r   
STATE_PATHr5   r2   r{   r	   r
   r,   timesleepPOLL_SECONDSr_   rF   r/   rk   appendrv   MAX_HISTORYra   rm   rz   rn   rr   ru   mathfloor)#
ALPACA_KEYALPACA_SECRETstater   r6   budgetrb   snapserc   latest_tradelatest_quote	daily_barrj   rV   ri   volsprhilosthistr   r   	new_trailfastslowhit_stop
hit_target	hit_trailr   trend_uplast10recent_highbreakoutr   r   r   main   s   




	









((

 2





  #

r   __main__)(r)   r'   r   r   signalr   r   r?   r"   dirnameabspath__file__BASE_DIRr>   r	   r   r   r   r=   r   r   r{   strr   dictr,   r   r2   r5   rF   rk   rn   rr   ru   rz   r}   SIGTERMSIGINTr   __name__r   r   r   r   <module>   s>   (

 <
