Change 7

strategy_api/.deployment

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+[config]
+SCM_DO_BUILD_DURING_DEPLOYMENT=true

strategy_api/components/alert.py

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+from trycourier import Courier 
+from configparser import ConfigParser
+
+class alert:
+    def __init__(self, logger):
+        self.config = ConfigParser()
+        self.config.read("./config/config.ini")
+        self.client = Courier(auth_token="dk_prod_ZC8EG09G6BMB94MEGBFNVRX9SFN6")
+        self.toEmails = self.config.get("EmailConfig", "to_emails").split(",")
+        self.priceLimit = int(self.config.get("StrategyConfig", "price_limit"));
+        self.action = str(self.config.get("StrategyConfig", "action"));
+        self.logger = logger
+
+    def setEmail(self, email):
+         self.toEmails = [email]
+
+    def emailMomentum(self, subject, signal, result):
+        body = ""
+        body += "Top "+str(signal)+":\n"
+        for key, value in result.items():
+            body += "\t"+str(key)+" : "+str(value)
+            body += "\n"
+        self.send_email(subject, body)
+
+    def emailAgg(self, subject, buySignals, sellSignals):
+        body = ""
+        body += "Buy Signals:\n"
+        for value in buySignals:
+            if(int(round(buySignals[value], 2))  < self.priceLimit):
+                if(self.action == "highlight"):
+                    body += "\t"+str(value)+" : "+str(round(buySignals[value], 2))
+                    body += " [High Risk]\n"
+                else:
+                    self.logger.info("high risk symbol: "+str(value)+" : "+str(round(buySignals[value], 2)))
+            else:
+                body += "\t"+str(value)+" : "+str(round(buySignals[value], 2))+"\n"
+        body += "\n"
+        body += "Sell Signals:\n"
+        for value in sellSignals:
+            if(int(round(sellSignals[value], 2) < self.priceLimit)):
+                if(self.action == "highlight"):
+                    body += "\t"+str(value)+" : "+str(round(sellSignals[value], 2))
+                    body += " [High Risk]\n"
+                else:
+                    self.logger.info("high risk symbol: "+str(value)+" : "+str(round(sellSignals[value], 2)))
+            else:
+                body += "\t"+str(value)+" : "+str(round(sellSignals[value], 2))+"\n"
+        body += "\n"
+        self.send_email(subject, body)
+
+    def send_email(self, subject, body):
+        for email in self.toEmails:
+            self.logger.info(email)
+            response = self.client.send( 
+                event="Q5WTGPFQ01M9CKJ5Z3R1JQP2ZKEP", 
+                recipient="mason", 
+                profile={ 
+                    "email": email
+                }, 
+                data={ 
+                    "subject": subject,
+                    "message": body
+                }
+            )
+
+            self.logger.info(response['messageId'])

strategy_api/components/marketData.py

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+import requests
+import pandas as pd
+from datetime import datetime, timedelta, date
+
+class marketData:
+    def __init__(self, logger, symbol, sector):
+        self.logger = logger
+        self.symbol = symbol
+        self.sector = sector
+        self.API_ENDPOINT = "https://api.binance.com/api/v3/klines"
+        self.ALPHA_VANTAGE_API_KEY = "6RTB6SLZGMV0N00L"
+
+    def fetch_crypto_data(self, symbol, interval, start_date: date, end_date: date):
+        start_time = int(datetime.combine(start_date, datetime.min.time()).timestamp() * 1000)
+        end_time = int(datetime.combine(end_date, datetime.min.time()).timestamp() * 1000)
+        params = {"symbol": symbol, "interval": interval, "startTime": start_time, "endTime": end_time, "limit": 1000}
+        all_data = []
+
+        while True:
+            response = requests.get(self.API_ENDPOINT, params=params)
+            response.raise_for_status()
+            data = response.json()
+            if not data:
+                break
+            all_data.extend(data)
+            params["startTime"] = int(data[-1][0]) + 1
+            if params["startTime"] > end_time:
+                break
+
+        return [float(entry[4]) for entry in all_data]
+
+    def fetch_stock_data(self, symbol, start_date: date, end_date: date):
+        url = f"https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol={symbol}&apikey={self.ALPHA_VANTAGE_API_KEY}&outputsize=full"
+        try:
+            response = requests.get(url)
+            response.raise_for_status()
+            data = response.json()
+
+            if "Time Series (Daily)" not in data:
+                self.logger.error(f"Alpha Vantage API error: {data.get('Note', 'No data returned.')}")
+                raise ValueError(f"No stock data available for {symbol}")
+
+            prices = []
+            for date_str, info in data["Time Series (Daily)"].items():
+                date_dt = datetime.strptime(date_str, "%Y-%m-%d").date()
+                if start_date <= date_dt <= end_date:
+                    prices.append(float(info["4. close"]))
+
+            if not prices:
+                self.logger.error(f"No stock data found for {symbol} between {start_date} and {end_date}")
+                raise ValueError(f"No stock data available for {symbol}")
+
+            return list(reversed(prices))
+
+        except requests.exceptions.RequestException as e:
+            self.logger.error(f"Failed fetching stock data from Alpha Vantage for {symbol}: {str(e)}")
+            raise
+
+        end_time = int(datetime.utcnow().timestamp() * 1000)
+        start_time = int((datetime.utcnow() - timedelta(days=days)).timestamp() * 1000)
+        params = {"symbol": symbol, "interval": interval, "startTime": start_time, "endTime": end_time, "limit": 1000}
+        all_data = []
+        while True:
+            response = requests.get(self.API_ENDPOINT, params=params)
+            response.raise_for_status()
+            data = response.json()
+            if not data:
+                break
+            all_data.extend(data)
+            params["startTime"] = int(data[-1][0]) + 1
+            if params["startTime"] > end_time:
+                break
+        return [float(entry[4]) for entry in all_data]
+
+    def fetch_market_data(self, interval, start_date: date, end_date: date):
+        symbol_details = self.symbol.split("-")
+        if len(symbol_details) == 2 and (symbol_details[1] == "USDT" or symbol_details[1] == "USDC" or symbol_details[1] == "USD"):
+            return self.fetch_crypto_data(symbol_details[0] + "USDC", interval, start_date, end_date)
+        else:
+            return self.fetch_stock_data(symbol_details[0], start_date, end_date)
+
+    def get_current_crypto_price(self, symbol):
+        url = "https://api.binance.com/api/v3/ticker/price"
+        params = {"symbol": symbol}
+        response = requests.get(url, params=params)
+        return float(response.json()["price"])
+
+    def get_current_stock_price(self, symbol):
+        url = "https://www.alphavantage.co/query"
+        params = {
+            "function": "GLOBAL_QUOTE",
+            "symbol": symbol,
+            "apikey": self.ALPHA_VANTAGE_API_KEY
+        }
+        response = requests.get(url, params=params)
+        response.raise_for_status()
+        data = response.json()
+        return float(data["Global Quote"]["05. price"])
+
+    def get_current_price(self):
+        if self.sector == "crypto":
+            if "USDC" not in self.symbol:
+                self.symbol = self.symbol.split("-")[0] + "USDC"
+            return self.get_current_crypto_price(self.symbol)
+        elif self.sector == "tsx":
+            self.symbol = self.symbol + ".TO"
+            return self.get_current_stock_price(self.symbol)
+        elif self.sector == "sp500":
+            return self.get_current_stock_price(self.symbol)
+        else:
+            raise ValueError("Invalid sector provided.")
+
+    def fetch_crypto_data_days(self, symbol, interval, days):
+        end_time = int(datetime.utcnow().timestamp() * 1000)
+        start_time = int((datetime.utcnow() - timedelta(days=days)).timestamp() * 1000)
+        params = {"symbol": symbol, "interval": interval, "startTime": start_time, "endTime": end_time, "limit": 1000}
+        all_data = []
+        while True:
+            response = requests.get(self.API_ENDPOINT, params=params)
+            response.raise_for_status()
+            data = response.json()
+            if not data:
+                break
+            all_data.extend(data)
+            params["startTime"] = int(data[-1][0]) + 1
+            if params["startTime"] > end_time:
+                break
+
+        return [float(entry[4]) for entry in all_data]
+
+    def fetch_stock_data_days(self, symbol, days, interval="60min"):
+        url = "https://www.alphavantage.co/query"
+        params = {
+            "function": "TIME_SERIES_INTRADAY",
+            "symbol": symbol,
+            "interval": interval,
+            "apikey": self.ALPHA_VANTAGE_API_KEY,
+            "outputsize": "full"
+        }
+        response = requests.get(url, params=params)
+        response.raise_for_status()
+        data = response.json()
+
+        time_series_key = f"Time Series ({interval})"
+        if time_series_key not in data:
+            raise ValueError(f"Failed to fetch data for {symbol}, check symbol or API limit")
+
+        all_prices = []
+        end_datetime = datetime.utcnow()
+        start_datetime = end_datetime - timedelta(days=days)
+
+        for timestamp, values in data[time_series_key].items():
+            ts_datetime = datetime.strptime(timestamp, "%Y-%m-%d %H:%M:%S")
+            if start_datetime <= ts_datetime <= end_datetime:
+                all_prices.append(float(values["4. close"]))
+
+        return list(reversed(all_prices))
+
+    def fetch_market_data_days(self, interval, days):
+        if self.sector == "crypto":
+            if "USDC" not in self.symbol:
+                self.symbol = self.symbol + "USDC"
+            return self.fetch_crypto_data_days(self.symbol, interval, days)
+        elif self.sector == "tsx":
+            self.symbol = self.symbol + ".TO"
+            return self.fetch_stock_data_days(self.symbol, days)
+        elif sector == "sp500":
+            return self.fetch_stock_data_days(self.symbol, days)
+        else:
+            raise ValueError("Invalid sector provided.")
+
+    def get_trading_days_back(self, start_date, num_days):
+        current_date = datetime.strptime(start_date, '%Y-%m-%d')
+        while num_days > 0:
+            current_date -= timedelta(days=1)
+            if current_date.weekday() in [5, 6]:
+                continue
+            num_days -= 1
+        return current_date.strftime('%Y-%m-%d')

strategy_api/config/config.ini

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+[EmailConfig]
+to_emails=jimmyyan1337@gmail.com
+; to_emails=jimmyyan1337@gmail.com,tyblele@gmail.com
+email_interval=30
+
+[StrategyConfig]
+price_limit=5
+action=remove
+
+[LoggerConfig]
+level=INFO
+
+[Trading]
+short=True
+long=True