movers: look at prices from 2 weeks ago

movers.py

@@ -1,58 +1,50 @@
 from __future__ import annotations
 
 import collections
-import concurrent.futures
 import dataclasses
+import datetime
 import typing
 
 import cache
 
 def main() -> None:
-	raw_prices: list[RawPrice] = cache.get('https://refined-prun.github.io/refined-prices/all.json')
+	current_prices: typing.Sequence[RawPrice] = cache.get('https://refined-prun.github.io/refined-prices/all.json')
+	old_prices = get_old_prices()
 
 	movers: dict[str, list[Mover]] = collections.defaultdict(list)
-	with concurrent.futures.ThreadPoolExecutor(max_workers=2) as executor:
-		futures: list[concurrent.futures.Future[Mover | None]] = []
-		for price in raw_prices:
-			futures.append(executor.submit(analyze_raw_price, price))
-		for future in futures:
-			if (mover := future.result()) is not None:
-				movers[mover.ticker].append(mover)
-		executor.shutdown()
+	for current_price in current_prices:
+		old_price = old_prices[current_price['FullTicker']]
+		if (mover := analyze_raw_price(current_price, old_price)) is not None:
+			movers[mover.ticker].append(mover)
 
 	for ticker_movers in movers.values():
 		ticker_movers.sort(reverse=True)
 	top_movers = sorted(movers.values(), key=lambda m: m[0].score, reverse=True)
 
 	for commodity in top_movers:
-		print(f'{commodity[0].score:7.1f}', ' '.join(f'{mover.ticker}.{mover.exchange_code}' for mover in commodity))
+		print(f'{commodity[0].score:9,.0f}', ' '.join(f'{mover.ticker}.{mover.exchange_code}' for mover in commodity))
 
-def analyze_raw_price(price: RawPrice) -> Mover | None:
-	if (traded := price['AverageTraded7D']) is None:
-		return
-	if (vwap7d := price['VWAP7D']) is None or (vwap30d := price['VWAP30D']) is None:
+def get_old_prices() -> typing.Mapping[str, RawPrice]:
+	week_ago = datetime.datetime.now(datetime.UTC) - datetime.timedelta(days=14)
+	commits = cache.get(f'https://api.github.com/repos/refined-prun/refined-prices/commits?until={week_ago.isoformat()}&per_page=1')
+	return {p['FullTicker']: p
+			for p in cache.get(f'https://raw.githubusercontent.com/refined-prun/refined-prices/{commits[0]["sha"]}/all.json')}
+
+def analyze_raw_price(current_price: RawPrice, old_price: RawPrice) -> Mover | None:
+	if (traded := current_price['AverageTraded30D']) is None:
 		return
-	if (bid := price['Bid']) is None or (ask := price['Ask']) is None:
+	if (current_vwap7d := current_price['VWAP7D']) is None or (old_vwap7d := old_price['VWAP7D']) is None:
 		return
-	scores = [
-		(bid - vwap30d) / bid,
-		(vwap30d - ask) / vwap30d,
-		abs(vwap7d - vwap30d) / max(vwap7d, vwap30d),
-	]
-	score = max(scores) * traded
-	if score > 100:
-		return Mover(price['ExchangeCode'], price['MaterialTicker'], score)
+	diff = abs(current_vwap7d - old_vwap7d)
+	if diff / min(current_vwap7d, old_vwap7d) > 0.15:
+		return Mover(current_price['ExchangeCode'], current_price['MaterialTicker'], diff * traded)
 
 class RawPrice(typing.TypedDict):
+	FullTicker: str
 	ExchangeCode: str
 	MaterialTicker: str
 	VWAP7D: float | None # volume-weighted average price over last 7 days
-	AverageTraded7D: float | None # averaged daily traded volume over last 7 days
-	VWAP30D: float | None
-	Bid: float | None
-	Ask: float | None
-	HighYesterday: float | None
-	LowYesterday: float | None
+	AverageTraded30D: float | None # averaged daily traded volume over last 30 days
 
 @dataclasses.dataclass(eq=False, frozen=True, slots=True)
 class Mover: