from __future__ import annotations import collections import dataclasses import datetime import typing import cache def main() -> None: 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) 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:9,.0f}', ' '.join(f'{mover.ticker}.{mover.exchange_code}' for mover in commodity)) 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 (current_vwap7d := current_price['VWAP7D']) is None or (old_vwap7d := old_price['VWAP7D']) is None: return 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 AverageTraded30D: float | None # averaged daily traded volume over last 30 days @dataclasses.dataclass(eq=False, frozen=True, slots=True) class Mover: exchange_code: str ticker: str score: float def __lt__(self, other: Mover) -> bool: return self.score < other.score if __name__ == '__main__': main()