Update app.py

app.py

@@ -1,4 +1,3 @@
-import pytz
 import threading
 import gym
 import numpy as np
@@ -127,12 +126,10 @@ def run_model():
             for signal in new_hold_signals:
                 if signal[0] not in [s[0] for s in hold_signals] and signal[0] not in [s[0] for s in buy_signals] and signal[0] not in [s[0] for s in sell_signals]:
                     hold_signals.append(signal)
-
-            pkt = pytz.timezone('Asia/Karachi')
             
-            buy_signals_data = [{'timestamp': signal[0].astimezone(pkt).strftime('%Y-%m-%d %H:%M:%S'), 'type': 'b', 'price': round(signal[1], 2), 'ema': round(signal[2], 2)} for signal in buy_signals]
-            sell_signals_data = [{'timestamp': signal[0].astimezone(pkt).strftime('%Y-%m-%d %H:%M:%S'), 'type': 's', 'price': round(signal[1], 2), 'ema': round(signal[2], 2)} for signal in sell_signals]
-            hold_signals_data = [{'timestamp': signal[0].astimezone(pkt).strftime('%Y-%m-%d %H:%M:%S'), 'type': 'h', 'price': round(signal[1], 2), 'ema': round(signal[2], 2)} for signal in hold_signals]
+            buy_signals_data = [{'timestamp': signal[0].strftime('%Y-%m-%d %H:%M:%S'), 'type': 'b', 'price': round(signal[1], 2), 'ema': round(signal[2], 2)} for signal in buy_signals]
+            sell_signals_data = [{'timestamp': signal[0].strftime('%Y-%m-%d %H:%M:%S'), 'type': 's', 'price': round(signal[1], 2), 'ema': round(signal[2], 2)} for signal in sell_signals]
+            hold_signals_data = [{'timestamp': signal[0].strftime('%Y-%m-%d %H:%M:%S'), 'type': 'h', 'price': round(signal[1], 2), 'ema': round(signal[2], 2)} for signal in hold_signals]
             all_signals_data = buy_signals_data + sell_signals_data + hold_signals_data
             all_signals_data.sort(key=lambda x: x['timestamp'], reverse=True)