diff options
Diffstat (limited to 'services/strategy-engine/src/strategy_engine/stock_selector.py')
| -rw-r--r-- | services/strategy-engine/src/strategy_engine/stock_selector.py | 13 |
1 files changed, 7 insertions, 6 deletions
diff --git a/services/strategy-engine/src/strategy_engine/stock_selector.py b/services/strategy-engine/src/strategy_engine/stock_selector.py index e1f2fe7..268d557 100644 --- a/services/strategy-engine/src/strategy_engine/stock_selector.py +++ b/services/strategy-engine/src/strategy_engine/stock_selector.py @@ -4,17 +4,14 @@ import json import logging import re from datetime import datetime, timezone -from decimal import Decimal -from typing import Optional import aiohttp -import pandas as pd from shared.alpaca import AlpacaClient from shared.broker import RedisBroker from shared.db import Database from shared.models import OrderSide -from shared.sentiment_models import Candidate, MarketSentiment, SelectedStock, SymbolScore +from shared.sentiment_models import Candidate, MarketSentiment, SelectedStock logger = logging.getLogger(__name__) @@ -325,7 +322,9 @@ class StockSelector: ema20 = sum(closes[-20:]) / 20 # simple approximation current_price = closes[-1] if current_price <= ema20: - logger.debug("%s price %.2f <= EMA20 %.2f", candidate.symbol, current_price, ema20) + logger.debug( + "%s price %.2f <= EMA20 %.2f", candidate.symbol, current_price, ema20 + ) continue avg_volume = sum(volumes[:-1]) / max(len(volumes) - 1, 1) @@ -333,7 +332,9 @@ class StockSelector: if current_volume <= 0.5 * avg_volume: logger.debug( "%s volume %.0f <= 50%% avg %.0f", - candidate.symbol, current_volume, avg_volume, + candidate.symbol, + current_volume, + avg_volume, ) continue |