olsch01
b7d4e900cc
Full-stack iOS options trading assistant: - Python FastAPI backend with SQLite, APScheduler (15-min position monitor), APNs push notifications, and yfinance market data integration - Signal engine: IV Rank (rolling HV proxy), SMA-50/200, swing-based support/resistance, earnings detection, signal strength scoring and noise-resistant SHA hash for change detection - Recommendation engine: covered call and cash-secured put strike/expiry selection across 0DTE, 1DTE, weekly, and monthly horizons - REST API: /devices, /portfolio, /recommendations, /positions, /signals, /alerts - iOS SwiftUI app (iOS 17+): dashboard, recommendations, trades, portfolio, and alerts tabs with push notification deep-linking - Unit + integration tests for signal engine and API layer Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
103 lines
3.2 KiB
Python
103 lines
3.2 KiB
Python
from datetime import date, timedelta
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import pandas_market_calendars as _mcal # optional dep — fall back gracefully
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from typing import Optional
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import logging
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logger = logging.getLogger(__name__)
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_NYSE_CAL = None
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def _get_nyse():
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global _NYSE_CAL
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if _NYSE_CAL is None:
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try:
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import pandas_market_calendars as mcal
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_NYSE_CAL = mcal.get_calendar("NYSE")
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except ImportError:
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pass
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return _NYSE_CAL
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def is_trading_day(d: date) -> bool:
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"""Return True if d is a NYSE trading day."""
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cal = _get_nyse()
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if cal is None:
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return d.weekday() < 5
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import pandas as pd
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schedule = cal.schedule(start_date=str(d), end_date=str(d))
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return not schedule.empty
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def next_trading_day(d: date) -> date:
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"""Return the next trading day after d."""
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candidate = d + timedelta(days=1)
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while not is_trading_day(candidate):
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candidate += timedelta(days=1)
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return candidate
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def next_friday(from_date: Optional[date] = None) -> date:
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"""Return the next Friday on or after from_date."""
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d = from_date or date.today()
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days_ahead = 4 - d.weekday() # Friday is weekday 4
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if days_ahead < 0:
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days_ahead += 7
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elif days_ahead == 0:
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pass # today is Friday
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return d + timedelta(days=days_ahead)
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def nearest_monthly_expiry(from_date: Optional[date] = None, target_dte: int = 30) -> date:
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"""Return the standard monthly expiry (third Friday) closest to target_dte from from_date."""
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d = from_date or date.today()
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target = d + timedelta(days=target_dte)
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# Find third Friday of that month
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year, month = target.year, target.month
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third_friday = _third_friday(year, month)
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# If the third Friday of target month is already past relative to today, advance one month
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if third_friday <= d:
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if month == 12:
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year += 1
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month = 1
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else:
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month += 1
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third_friday = _third_friday(year, month)
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return third_friday
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def _third_friday(year: int, month: int) -> date:
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"""Return the third Friday of the given month."""
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first = date(year, month, 1)
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# Find first Friday
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days_to_friday = (4 - first.weekday()) % 7
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first_friday = first + timedelta(days=days_to_friday)
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return first_friday + timedelta(weeks=2)
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def market_is_open_now() -> bool:
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"""Best-effort check: is the US market currently open (9:30–16:00 ET)?"""
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from datetime import datetime
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import zoneinfo
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now_et = datetime.now(tz=zoneinfo.ZoneInfo("America/New_York"))
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if not is_trading_day(now_et.date()):
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return False
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open_time = now_et.replace(hour=9, minute=30, second=0, microsecond=0)
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close_time = now_et.replace(hour=16, minute=0, second=0, microsecond=0)
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return open_time <= now_et <= close_time
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def within_dte_window_for_0dte() -> bool:
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"""True if it's a trading day and between 9:30 AM and 2:00 PM ET."""
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from datetime import datetime
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import zoneinfo
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now_et = datetime.now(tz=zoneinfo.ZoneInfo("America/New_York"))
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if not is_trading_day(now_et.date()):
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return False
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open_time = now_et.replace(hour=9, minute=30, second=0, microsecond=0)
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cutoff = now_et.replace(hour=14, minute=0, second=0, microsecond=0)
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return open_time <= now_et <= cutoff
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