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
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@@ -44,6 +44,7 @@ class PolygonMarketAdapter(MarketDataAdapter):
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PREV_BARS = "/v2/aggs/ticker/{ticker}/prev"
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RANGE_BARS = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_date}/{to_date}"
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GROUPED_DAILY = "/v2/aggs/grouped/locale/us/market/stocks/{date}"
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INTRADAY_BARS = "/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_date}/{to_date}"
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TICKER_DETAILS = "/v3/reference/tickers/{ticker}"
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def __init__(self, api_key: str, base_url: str = "https://api.polygon.io") -> None:
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@@ -133,6 +134,22 @@ class PolygonMarketAdapter(MarketDataAdapter):
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params["sort"] = config["sort"]
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if config.get("limit"):
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params["limit"] = str(config["limit"])
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elif endpoint_key == "intraday_bars":
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# Intraday: fetch hourly bars for today
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from datetime import date as date_cls
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today = date_cls.today().isoformat()
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multiplier = str(config.get("multiplier", 1))
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timespan = config.get("timespan", "hour")
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path = self.INTRADAY_BARS.format(
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ticker=ticker,
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multiplier=multiplier,
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timespan=timespan,
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from_date=today,
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to_date=today,
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)
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params["adjusted"] = str(config.get("adjusted", True)).lower()
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params["sort"] = "asc"
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params["limit"] = str(config.get("limit", 50))
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elif endpoint_key == "grouped_daily":
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# Grouped daily: returns bars for ALL tickers for a given date
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target_date = config.get("date", "")
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