fix: move backfill logic to standalone script (fixes YAML parse error)
ci/woodpecker/push/test Pipeline was successful
ci/woodpecker/push/build-1 Pipeline was successful
ci/woodpecker/push/build-2 Pipeline was successful
ci/woodpecker/push/build-3 Pipeline was successful
ci/woodpecker/push/finalize Pipeline was successful
Build and Push / lint-and-test (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.adapters.broker_adapter name:broker-adapter]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.aggregation.worker name:aggregation]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.extractor.worker name:extractor]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.ingestion.worker name:ingestion]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.lake_publisher.worker name:lake-publisher]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.parser.worker name:parser]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.recommendation.worker name:recommendation]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.scheduler.app name:scheduler]) (push) Has been cancelled
Build and Push / build-services (map[cmd:uvicorn services.api.app:app --host 0.0.0.0 --port 8000 name:query-api]) (push) Has been cancelled
Build and Push / build-services (map[cmd:uvicorn services.risk.app:app --host 0.0.0.0 --port 8000 name:risk]) (push) Has been cancelled
Build and Push / build-services (map[cmd:uvicorn services.symbol_registry.app:app --host 0.0.0.0 --port 8000 name:symbol-registry]) (push) Has been cancelled
Build and Push / build-services (map[cmd:uvicorn services.trading.app:app --host 0.0.0.0 --port 8000 name:trading-engine]) (push) Has been cancelled
Build and Push / build-dashboard (push) Has been cancelled
Build and Push / build-superset (push) Has been cancelled
Build and Push / integration-test (push) Has been cancelled
Build and Push / beta-gate (push) Has been cancelled
ci/woodpecker/push/test Pipeline was successful
ci/woodpecker/push/build-1 Pipeline was successful
ci/woodpecker/push/build-2 Pipeline was successful
ci/woodpecker/push/build-3 Pipeline was successful
ci/woodpecker/push/finalize Pipeline was successful
Build and Push / lint-and-test (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.adapters.broker_adapter name:broker-adapter]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.aggregation.worker name:aggregation]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.extractor.worker name:extractor]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.ingestion.worker name:ingestion]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.lake_publisher.worker name:lake-publisher]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.parser.worker name:parser]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.recommendation.worker name:recommendation]) (push) Has been cancelled
Build and Push / build-services (map[cmd:python -m services.scheduler.app name:scheduler]) (push) Has been cancelled
Build and Push / build-services (map[cmd:uvicorn services.api.app:app --host 0.0.0.0 --port 8000 name:query-api]) (push) Has been cancelled
Build and Push / build-services (map[cmd:uvicorn services.risk.app:app --host 0.0.0.0 --port 8000 name:risk]) (push) Has been cancelled
Build and Push / build-services (map[cmd:uvicorn services.symbol_registry.app:app --host 0.0.0.0 --port 8000 name:symbol-registry]) (push) Has been cancelled
Build and Push / build-services (map[cmd:uvicorn services.trading.app:app --host 0.0.0.0 --port 8000 name:trading-engine]) (push) Has been cancelled
Build and Push / build-dashboard (push) Has been cancelled
Build and Push / build-superset (push) Has been cancelled
Build and Push / integration-test (push) Has been cancelled
Build and Push / beta-gate (push) Has been cancelled
Inline Python with f-strings and colons broke Helm YAML parsing. Moved to scripts/backfill_market_data.py and call it directly from the init container command.
This commit is contained in:
@@ -93,62 +93,7 @@ spec:
|
|||||||
- name: backfill-market-data
|
- name: backfill-market-data
|
||||||
image: {{ $root.Values.image.registry }}/{{ $svc.image }}:{{ $root.Values.image.tag }}
|
image: {{ $root.Values.image.registry }}/{{ $svc.image }}:{{ $root.Values.image.tag }}
|
||||||
imagePullPolicy: {{ $root.Values.image.pullPolicy }}
|
imagePullPolicy: {{ $root.Values.image.pullPolicy }}
|
||||||
command: ["sh", "-c"]
|
command: ["python", "/app/scripts/backfill_market_data.py"]
|
||||||
args:
|
|
||||||
- |
|
|
||||||
COUNT=$(PGPASSWORD="$POSTGRES_PASSWORD" psql \
|
|
||||||
-h "$POSTGRES_HOST" -p "$POSTGRES_PORT" \
|
|
||||||
-U "$POSTGRES_USER" -d "$POSTGRES_DB" \
|
|
||||||
-tAc "SELECT count(*) FROM market_snapshots WHERE snapshot_type = 'bar'" 2>/dev/null || echo "0")
|
|
||||||
if [ "$COUNT" -lt "50" ] && [ -n "$MARKET_DATA_API_KEY" ]; then
|
|
||||||
echo "Only $COUNT market bars found — backfilling 90 days from Polygon..."
|
|
||||||
python -c "
|
|
||||||
import asyncio, asyncpg, hashlib, httpx, json, os
|
|
||||||
from datetime import date, datetime, timedelta, timezone
|
|
||||||
|
|
||||||
async def backfill():
|
|
||||||
api_key = os.environ.get('MARKET_DATA_API_KEY', '')
|
|
||||||
base_url = os.environ.get('MARKET_DATA_BASE_URL', 'https://api.polygon.io')
|
|
||||||
dsn = f'postgresql://{os.environ[\"POSTGRES_USER\"]}:{os.environ[\"POSTGRES_PASSWORD\"]}@{os.environ[\"POSTGRES_HOST\"]}:{os.environ[\"POSTGRES_PORT\"]}/{os.environ[\"POSTGRES_DB\"]}'
|
|
||||||
pool = await asyncpg.create_pool(dsn=dsn)
|
|
||||||
tickers = [r['ticker'] for r in await pool.fetch('SELECT ticker FROM companies WHERE active = TRUE ORDER BY ticker')]
|
|
||||||
to_d = date.today().isoformat()
|
|
||||||
from_d = (date.today() - timedelta(days=90)).isoformat()
|
|
||||||
total = 0
|
|
||||||
async with httpx.AsyncClient(timeout=30) as client:
|
|
||||||
for ticker in tickers:
|
|
||||||
url = f'{base_url}/v2/aggs/ticker/{ticker}/range/1/day/{from_d}/{to_d}'
|
|
||||||
try:
|
|
||||||
resp = await client.get(url, params={'apiKey': api_key, 'adjusted': 'true', 'sort': 'asc', 'limit': '500'})
|
|
||||||
resp.raise_for_status()
|
|
||||||
bars = resp.json().get('results', [])
|
|
||||||
except Exception as e:
|
|
||||||
print(f' {ticker}: fetch failed ({e})')
|
|
||||||
continue
|
|
||||||
existing = {r['bar_ts'] for r in await pool.fetch(\"SELECT DISTINCT (data->>'t')::bigint AS bar_ts FROM market_snapshots WHERE ticker = \$1 AND snapshot_type = 'bar'\", ticker) if r['bar_ts']}
|
|
||||||
co = await pool.fetchrow('SELECT id FROM companies WHERE ticker = \$1', ticker)
|
|
||||||
cid = co['id'] if co else None
|
|
||||||
inserted = 0
|
|
||||||
for bar in bars:
|
|
||||||
bar_ts = bar.get('t')
|
|
||||||
if not bar_ts or bar_ts in existing:
|
|
||||||
continue
|
|
||||||
bj = json.dumps(bar)
|
|
||||||
ch = hashlib.sha256(bj.encode()).hexdigest()
|
|
||||||
ca = datetime.fromtimestamp(bar_ts / 1000, tz=timezone.utc)
|
|
||||||
await pool.execute('INSERT INTO market_snapshots (company_id, ticker, snapshot_type, data, source_provider, captured_at, content_hash) VALUES (\$1, \$2, \'bar\', \$3::jsonb, \'polygon_backfill\', \$4, \$5)', cid, ticker, bj, ca, ch)
|
|
||||||
existing.add(bar_ts)
|
|
||||||
inserted += 1
|
|
||||||
total += inserted
|
|
||||||
if inserted:
|
|
||||||
print(f' {ticker}: {inserted} bars')
|
|
||||||
await pool.close()
|
|
||||||
print(f'Backfill complete: {total} bars across {len(tickers)} tickers')
|
|
||||||
asyncio.run(backfill())
|
|
||||||
"
|
|
||||||
else
|
|
||||||
echo "Market data has $COUNT bars — skipping backfill."
|
|
||||||
fi
|
|
||||||
securityContext:
|
securityContext:
|
||||||
{{- include "stonks.containerSecurityContext" $root | nindent 12 }}
|
{{- include "stonks.containerSecurityContext" $root | nindent 12 }}
|
||||||
envFrom:
|
envFrom:
|
||||||
|
|||||||
@@ -0,0 +1,125 @@
|
|||||||
|
"""Backfill 90 days of daily OHLCV bars from Polygon into market_snapshots.
|
||||||
|
|
||||||
|
Run as: python scripts/backfill_market_data.py
|
||||||
|
Requires env vars: POSTGRES_USER, POSTGRES_PASSWORD, POSTGRES_HOST,
|
||||||
|
POSTGRES_PORT, POSTGRES_DB, MARKET_DATA_API_KEY,
|
||||||
|
MARKET_DATA_BASE_URL (optional, defaults to polygon).
|
||||||
|
|
||||||
|
Skips if market_snapshots already has >= 50 bars.
|
||||||
|
"""
|
||||||
|
|
||||||
|
import asyncio
|
||||||
|
import hashlib
|
||||||
|
import json
|
||||||
|
import os
|
||||||
|
import sys
|
||||||
|
from datetime import date, datetime, timedelta, timezone
|
||||||
|
|
||||||
|
import asyncpg
|
||||||
|
import httpx
|
||||||
|
|
||||||
|
|
||||||
|
async def backfill() -> None:
|
||||||
|
api_key = os.environ.get("MARKET_DATA_API_KEY", "")
|
||||||
|
if not api_key:
|
||||||
|
print("No MARKET_DATA_API_KEY set — skipping backfill.")
|
||||||
|
return
|
||||||
|
|
||||||
|
base_url = os.environ.get("MARKET_DATA_BASE_URL", "https://api.polygon.io")
|
||||||
|
dsn = (
|
||||||
|
f"postgresql://{os.environ['POSTGRES_USER']}:{os.environ['POSTGRES_PASSWORD']}"
|
||||||
|
f"@{os.environ['POSTGRES_HOST']}:{os.environ['POSTGRES_PORT']}"
|
||||||
|
f"/{os.environ['POSTGRES_DB']}"
|
||||||
|
)
|
||||||
|
pool = await asyncpg.create_pool(dsn=dsn)
|
||||||
|
|
||||||
|
# Check if backfill is needed
|
||||||
|
count = await pool.fetchval(
|
||||||
|
"SELECT count(*) FROM market_snapshots WHERE snapshot_type = 'bar'"
|
||||||
|
)
|
||||||
|
if count >= 50:
|
||||||
|
print(f"Market data has {count} bars — skipping backfill.")
|
||||||
|
await pool.close()
|
||||||
|
return
|
||||||
|
|
||||||
|
print(f"Only {count} market bars found — backfilling 90 days from Polygon...")
|
||||||
|
|
||||||
|
tickers = [
|
||||||
|
r["ticker"]
|
||||||
|
for r in await pool.fetch(
|
||||||
|
"SELECT ticker FROM companies WHERE active = TRUE ORDER BY ticker"
|
||||||
|
)
|
||||||
|
]
|
||||||
|
to_d = date.today().isoformat()
|
||||||
|
from_d = (date.today() - timedelta(days=90)).isoformat()
|
||||||
|
total = 0
|
||||||
|
|
||||||
|
async with httpx.AsyncClient(timeout=30) as client:
|
||||||
|
for ticker in tickers:
|
||||||
|
url = f"{base_url}/v2/aggs/ticker/{ticker}/range/1/day/{from_d}/{to_d}"
|
||||||
|
try:
|
||||||
|
resp = await client.get(
|
||||||
|
url,
|
||||||
|
params={
|
||||||
|
"apiKey": api_key,
|
||||||
|
"adjusted": "true",
|
||||||
|
"sort": "asc",
|
||||||
|
"limit": "500",
|
||||||
|
},
|
||||||
|
)
|
||||||
|
resp.raise_for_status()
|
||||||
|
bars = resp.json().get("results", [])
|
||||||
|
except Exception as e:
|
||||||
|
print(f" {ticker}: fetch failed ({e})")
|
||||||
|
continue
|
||||||
|
|
||||||
|
existing = {
|
||||||
|
r["bar_ts"]
|
||||||
|
for r in await pool.fetch(
|
||||||
|
"SELECT DISTINCT (data->>'t')::bigint AS bar_ts "
|
||||||
|
"FROM market_snapshots WHERE ticker = $1 AND snapshot_type = 'bar'",
|
||||||
|
ticker,
|
||||||
|
)
|
||||||
|
if r["bar_ts"]
|
||||||
|
}
|
||||||
|
co = await pool.fetchrow(
|
||||||
|
"SELECT id FROM companies WHERE ticker = $1", ticker
|
||||||
|
)
|
||||||
|
cid = co["id"] if co else None
|
||||||
|
inserted = 0
|
||||||
|
|
||||||
|
for bar in bars:
|
||||||
|
bar_ts = bar.get("t")
|
||||||
|
if not bar_ts or bar_ts in existing:
|
||||||
|
continue
|
||||||
|
bj = json.dumps(bar)
|
||||||
|
ch = hashlib.sha256(bj.encode()).hexdigest()
|
||||||
|
ca = datetime.fromtimestamp(bar_ts / 1000, tz=timezone.utc)
|
||||||
|
await pool.execute(
|
||||||
|
"INSERT INTO market_snapshots "
|
||||||
|
"(company_id, ticker, snapshot_type, data, source_provider, "
|
||||||
|
"captured_at, content_hash) "
|
||||||
|
"VALUES ($1, $2, 'bar', $3::jsonb, 'polygon_backfill', $4, $5)",
|
||||||
|
cid,
|
||||||
|
ticker,
|
||||||
|
bj,
|
||||||
|
ca,
|
||||||
|
ch,
|
||||||
|
)
|
||||||
|
existing.add(bar_ts)
|
||||||
|
inserted += 1
|
||||||
|
|
||||||
|
total += inserted
|
||||||
|
if inserted:
|
||||||
|
print(f" {ticker}: {inserted} bars")
|
||||||
|
|
||||||
|
await pool.close()
|
||||||
|
print(f"Backfill complete: {total} bars across {len(tickers)} tickers")
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
try:
|
||||||
|
asyncio.run(backfill())
|
||||||
|
except Exception as e:
|
||||||
|
print(f"Backfill failed: {e}", file=sys.stderr)
|
||||||
|
sys.exit(0) # Don't block startup on backfill failure
|
||||||
Reference in New Issue
Block a user