feat: intraday hourly price bars via Polygon range endpoint

- New 'intraday_bars' endpoint in PolygonMarketAdapter: fetches hourly
  bars for today using range_bars URL with timespan=hour, sort=asc
- Scheduler expands intraday_bars global source into per-ticker jobs
  for all active companies (every 15 minutes via polling_interval)
- Migration 025 inserts the intraday source with 900s cadence
- Frontend price matching uses closest-timestamp instead of date-string
  matching, with 2h tolerance for intraday and 36h for daily windows
- Bumped market price fetch limit to 200 for intraday granularity
This commit is contained in:
Celes Renata
2026-04-17 01:13:24 +00:00
parent c4206b3f4c
commit 2360c501e4
4 changed files with 70 additions and 15 deletions
+22 -10
View File
@@ -43,7 +43,7 @@ export function CompanyDetailPage() {
const { data: decisions } = useCorporateDecisions(company?.ticker);
const { data: trends } = useTrends({ ticker: company?.ticker, limit: 200 });
const { data: trendHistory } = useTrendHistory({ ticker: company?.ticker, limit: 500 });
const { data: marketPrices } = useMarketPrices(company?.ticker);
const { data: marketPrices } = useMarketPrices(company?.ticker, 200);
const [tab, setTab] = useState<'trends' | 'sources' | 'aliases' | 'macro' | 'competitors' | 'patterns' | 'signals' | 'decisions'>('trends');
if (isLoading || !company) return <LoadingSpinner />;
@@ -595,21 +595,33 @@ function TrendHistoryChart({ trends, latestTrends, ticker, marketPrices }: { tre
.filter((t) => t.entity_id === ticker && t.window === selectedWindow)
.sort((a, b) => new Date(a.generated_at).getTime() - new Date(b.generated_at).getTime());
// Build a price lookup by date (closest price per day)
const priceByDay = new Map<string, number>();
for (const p of marketPrices ?? []) {
if (p.bar_timestamp && p.close != null) {
const d = new Date(p.bar_timestamp).toISOString().slice(0, 10);
priceByDay.set(d, p.close);
// Build a price lookup — match by closest timestamp to each trend point
const sortedPrices = [...(marketPrices ?? [])]
.filter((p) => p.bar_timestamp != null && p.close != null)
.sort((a, b) => a.bar_timestamp - b.bar_timestamp);
function findClosestPrice(ts: number): number | undefined {
if (sortedPrices.length === 0) return undefined;
let best = sortedPrices[0];
let bestDiff = Math.abs(ts - best.bar_timestamp);
for (const p of sortedPrices) {
const diff = Math.abs(ts - p.bar_timestamp);
if (diff < bestDiff) {
best = p;
bestDiff = diff;
}
}
// Only match if within 2 hours (for intraday) or 36 hours (for daily)
const maxGap = selectedWindow === 'intraday' ? 2 * 3600_000 : 36 * 3600_000;
return bestDiff <= maxGap ? best.close : undefined;
}
const chartData: ChartPoint[] = filtered.map((t) => {
const trendDate = new Date(t.generated_at).toISOString().slice(0, 10);
const price = priceByDay.get(trendDate);
const trendTs = new Date(t.generated_at).getTime();
const price = findClosestPrice(trendTs);
return {
time: new Date(t.generated_at).toLocaleDateString('en-US', { month: 'short', day: 'numeric', hour: '2-digit', minute: '2-digit' }),
timestamp: new Date(t.generated_at).getTime(),
timestamp: trendTs,
strength: +(t.trend_strength * 100).toFixed(1),
confidence: +(t.confidence * 100).toFixed(1),
contradiction: +(t.contradiction_score * 100).toFixed(1),