o ބj" @sdZddlZddlmZmZmZddlmZddlmZddl m Z ddl m Z ddl Z ddlZedZd efd d Zd efd d Zded efddZd#dededed efddZedkreZeD]#Zeedddedddeddd d!edd"d qbdSdS)$u= premarket_scanner.py Runs at ~09:00 ET. Scans the tradable universe ($5-$15, liquid enough) and produces a ranked list of candidates using scorer.py. Called by monitor.py, but also runnable standalone for testing: python premarket_scanner.py It does NOT buy anything — this module only discovers and ranks. N)datetime timedeltatimezone) get_config) get_logger) get_client)score_premarket_candidatepremarket_scannerreturnc CsJg}|D]}||jt|jt|jt|jt|jt|jdq|S)N)tohlcv)append timestampfloatopenhighlowclosevolume)barsoutbrM/var/www/screener/trade/premarket_backup_2026-09-08_2010/premarket_scanner.py_bars_to_dictss rcstd}|dr|dS|}t|dgfdd|D}t|}tj|dd}td|t|d |d |S) a Pulls active, tradable US equities and applies: 1. the include/exclude_symbols lists from config 2. ETF/fund/trust exclusion (symbol_filters.is_etf_or_fund) 3. leveraged/inverse ("multiplier") product exclusion 4. company-name syllable-count cap Alpaca's asset_class=US_EQUITY includes ETFs/ETNs, so filters 2-4 are done on the asset's `name` field via symbol_filters.py. universeinclude_only_symbolsexclude_symbolscs&g|]}t|ddr|jvr|qS)tradableF)getattrsymbol).0aexcludedrr 6s&z(get_universe_symbols..T)log_rejectionszC[PREMARKET] Symbol filters (ETF/leveraged/name-complexity) removed z of candidates) rgetget_tradable_assetssetlensymbol_filtersfilter_symbol_listloginfo)clientcfgassets candidatesbefore survivorsrr'rget_universe_symbols$s   r:symbolsc Cstd}td}g}||}|s|S|D]M\}}z>|j}|j} |dur*Wqt|j} |d| kr=|dks@nWq| rGt| jnd} | rU| |ddkrUWq||Wqt t fyfYqw|S) z Cheap first pass using snapshot data to cut the universe down to a manageable set before pulling minute bars for full scoring. Filters on price band and a basic volume floor. rpremarket_scoringN price_min price_maxrmin_avg_daily_volumeg?) r get_snapshotsitems latest_trade daily_barrpricerrAttributeError TypeError) r4r;r5 scoring_cfgr9 snapshotsr$snaprBrCrDprev_daily_volrrrprefilter_by_snapshot>s.    rKcandidate_count prefilteredlookback_hoursc Cs&t}|p |dd}t}td|dur5t|}tdt|t||}tdt|dtt j }|t |d}g}|D]} t | | ||} t| d krftd | d t| d qFtd d| D} tdd| D} || } | r| jrt| jnd}| r| jrt| jnd}tdd}t| | | | |||}| |d<| |d<|dddstd | dqF|dddstd | dqF||t| |qF|jdddd|d|}|D]}td |dd|d qtd!t|d"t||S)#a Full premarket scan. Returns a ranked list of scored candidate dicts, truncated to `candidate_count` (defaults to config's premarket_candidate_count, i.e. 20). [FEATURE 2026-08-17] `prefiltered` lets a caller (monitor.py) supply an already-computed universe+snapshot-filtered symbol list instead of this function pulling and filtering the full tradable-asset list again. monitor.py caches this list once at 09:00 and reuses it for every subsequent 30-minute intraday full rescan, so the expensive get_tradable_assets() + bulk snapshot call only ever happens once per day rather than once per rescan. `lookback_hours` defaults to 6 (covers the overnight/premarket session) but monitor.py's intraday rescans pass a much shorter window (intraday_health. full_rescan_lookback_hours, default 1) since a 6-hour window is unnecessary once the regular session is already underway. r7premarket_candidate_countz[PREMARKET] Starting scanNz1[PREMARKET] Universe size after asset filtering: zREMARKET] Prefiltered to z symbols in price/volume band)hoursz [PREMARKET] z" rejected: insufficient bar data (z bars)cs|]}|dVqdS)r Nrr%rrrr zscan..csrS)rNrrTrrrrUrVrr?pm_highpm_lowflagsmeets_min_volumeFz% rejected: below min premarket volume spread_okTz rejected: spread too widecSs|dS)N total_scorer)rrrrszscan..)keyreverser$ score=r\z[PREMARKET] Selected r+)rrr2r3r:r/rKrnowrutcrrget_minute_barsdebugmaxminget_latest_quote bid_pricer ask_pricerr,r data_storeappend_premarket_snapshotsortwrite_premarket_candidates)rMrNrOr5r4rrbstartscoredr$rrWrXquotebidaskavg_vol_baselineresulttopr]rrrscan`sR         rw__main__r$6srar\z6.2fz price=metricsrDz.2fz rvol=rvol)NNrL)__doc__sysrrr config_loaderr logger_setupr alpaca_clientrscorerrr0rkr2listrr:rKintrrw__name__resultsr]printrrrrs0      "J