diff --git a/apps/intraday_bt/scripts/diag_orb_trending_features.py b/apps/intraday_bt/scripts/diag_orb_trending_features.py index 683181e..1810d96 100644 --- a/apps/intraday_bt/scripts/diag_orb_trending_features.py +++ b/apps/intraday_bt/scripts/diag_orb_trending_features.py @@ -342,9 +342,13 @@ def main() -> None: # gap_vs_market: stock gap_pct - QQQ gap_pct on trade day enrich_day = enrichment.get(ticker, {}).get(date, {}) - stock_gap = enrich_day.get("gap_pct") + s_open = enrich_day.get("today_open") + s_prev = enrich_day.get("prev_close") + stock_gap = ((s_open - s_prev) / s_prev) if (s_open and s_prev and s_prev > 0) else None qqq_day_enrich = qqq_enrich.get(date, {}) - qqq_gap = qqq_day_enrich.get("gap_pct") + q_open = qqq_day_enrich.get("today_open") + q_prev = qqq_day_enrich.get("prev_close") + qqq_gap = ((q_open - q_prev) / q_prev) if (q_open and q_prev and q_prev > 0) else None f_gap_vs_mkt = (stock_gap - qqq_gap) if (stock_gap is not None and qqq_gap is not None) else None avg_vol = enrich_day.get("avg_daily_vol_14d")