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@@ -22,7 +22,7 @@ def main() -> None:
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top_movers = sorted(movers.values(), key=lambda m: m[0].score, reverse=True)
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for commodity in top_movers:
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- print(f'{commodity[0].score:9,.0f}', ' '.join(f'{mover.ticker}.{mover.exchange_code}' for mover in commodity))
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+ print(f'{commodity[0].price_change:5,.2f}', ' '.join(f'{mover.ticker}.{mover.exchange_code}' for mover in commodity))
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def get_old_prices() -> typing.Mapping[str, RawPrice]:
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week_ago = datetime.datetime.now(datetime.UTC) - datetime.timedelta(days=14)
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@@ -35,9 +35,10 @@ def analyze_raw_price(current_price: RawPrice, old_price: RawPrice) -> Mover | N
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return
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if (current_vwap7d := current_price['VWAP7D']) is None or (old_vwap7d := old_price['VWAP7D']) is None:
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return
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- diff = abs(current_vwap7d - old_vwap7d)
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- if diff / min(current_vwap7d, old_vwap7d) > 0.15:
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- return Mover(current_price['ExchangeCode'], current_price['MaterialTicker'], diff * traded)
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+ diff = current_vwap7d - old_vwap7d
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+ if abs(diff) / min(current_vwap7d, old_vwap7d) > 0.15:
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+ return Mover(current_price['ExchangeCode'], current_price['MaterialTicker'], abs(diff) * traded,
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+ diff / old_vwap7d)
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class RawPrice(typing.TypedDict):
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FullTicker: str
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@@ -51,6 +52,7 @@ class Mover:
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exchange_code: str
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ticker: str
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score: float
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+ price_change: float
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def __lt__(self, other: Mover) -> bool:
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return self.score < other.score
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