Spaces:
Sleeping
Sleeping
File size: 81,397 Bytes
a8f56ca c7fa0d0 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca c7fa0d0 a8f56ca c7fa0d0 a8f56ca 5827878 a8f56ca bcfa529 a8f56ca bcfa529 a8f56ca bcfa529 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca c7fa0d0 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca c815950 a8f56ca c815950 a8f56ca c815950 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca c7fa0d0 a8f56ca bcfa529 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca 5827878 a8f56ca c7fa0d0 a8f56ca f70897f a8f56ca bcfa529 a8f56ca |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 |
# api/index.py
import os
import logging
import time
from datetime import datetime, timedelta
from datetime import date as datetime_date
from typing import List, Dict, Any, Optional, AsyncGenerator
import asyncio
from contextlib import asynccontextmanager
import yaml
import importlib.metadata
import pytz
from fastapi import FastAPI, HTTPException, BackgroundTasks, Depends, Security, Request, Response
from fastapi.security import HTTPBearer, HTTPAuthorizationCredentials
from pydantic import BaseModel, Field
from sqlalchemy.ext.asyncio import create_async_engine, AsyncSession, async_sessionmaker
from sqlalchemy.orm import DeclarativeBase, Mapped, mapped_column
from sqlalchemy import String, Integer, DateTime, select, delete, Float, Index
from sqlalchemy.types import Date as SQLAlchemyDate
from dotenv import load_dotenv, find_dotenv
from sqlalchemy.pool import NullPool
import requests
import pandas as pd
from io import StringIO
import ssl
import certifi
import aiohttp
import platform
import yfinance as yf
from fastapi.responses import JSONResponse
# --- MODELS ---
class Base(DeclarativeBase):
pass
class Ticker(Base):
__tablename__ = "tickers"
ticker: Mapped[str] = mapped_column(String(10), primary_key=True)
name: Mapped[str] = mapped_column(String(255), nullable=False)
sector: Mapped[Optional[str]] = mapped_column(String(128), nullable=True)
subindustry: Mapped[Optional[str]] = mapped_column(String(128), nullable=True)
is_sp500: Mapped[int] = mapped_column(Integer, default=0)
is_nasdaq100: Mapped[int] = mapped_column(Integer, default=0)
last_updated: Mapped[datetime] = mapped_column(DateTime)
class TickerData(Base):
__tablename__ = "ticker_data"
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
ticker: Mapped[str] = mapped_column(String(10), nullable=False)
date: Mapped[datetime_date] = mapped_column(SQLAlchemyDate, nullable=False)
open: Mapped[float] = mapped_column(Float, nullable=False)
high: Mapped[float] = mapped_column(Float, nullable=False)
low: Mapped[float] = mapped_column(Float, nullable=False)
close: Mapped[float] = mapped_column(Float, nullable=False)
volume: Mapped[int] = mapped_column(Integer, nullable=False)
sma_fast: Mapped[Optional[float]] = mapped_column(Float, nullable=True) # SMA 10
sma_med: Mapped[Optional[float]] = mapped_column(Float, nullable=True) # SMA 20
sma_slow: Mapped[Optional[float]] = mapped_column(Float, nullable=True) # SMA 50
created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False)
__table_args__ = (
Index('idx_ticker_date', 'ticker', 'date', unique=True),
Index('idx_ticker', 'ticker'),
Index('idx_date', 'date'),
)
# --- PYDANTIC MODELS ---
class TickerResponse(BaseModel):
ticker: str
name: str
sector: Optional[str]
subindustry: Optional[str]
is_sp500: bool
is_nasdaq100: bool
last_updated: datetime
class UpdateTickersRequest(BaseModel):
force_refresh: bool = Field(default=False, description="Force refresh even if data is recent")
class UpdateTickersResponse(BaseModel):
success: bool
message: str
total_tickers: int
sp500_count: int
nasdaq100_count: int
updated_at: datetime
class TaskStatus(BaseModel):
task_id: str
status: str # pending, running, completed, failed
message: Optional[str] = None
result: Optional[Dict[str, Any]] = None
created_at: datetime
class TickerDataResponse(BaseModel):
ticker: str
date: datetime_date
open: float
high: float
low: float
close: float
volume: int
sma_fast: Optional[float] = None # SMA 10
sma_med: Optional[float] = None # SMA 20
sma_slow: Optional[float] = None # SMA 50
created_at: datetime
class DownloadDataRequest(BaseModel):
tickers: Optional[List[str]] = Field(default=None, description="Specific tickers to download. If not provided, downloads all available tickers")
force_refresh: bool = Field(default=False, description="Force refresh even if data exists")
force_indicators: bool = Field(default=False, description="Force calculation of technical indicators even if data is fresh")
class DownloadDataResponse(BaseModel):
success: bool
message: str
tickers_processed: int
records_created: int
records_updated: int
date_range: Dict[str, str] # start_date, end_date
updated_at: datetime
class FinancialDataRequest(BaseModel):
tickers: List[str] = Field(..., description="Stock ticker symbols (e.g., ['AAPL', 'MSFT', 'GOOGL'])")
period: str = Field(default="3mo", description="Data period: 1d,5d,1mo,3mo,6mo,1y,2y,5y,10y,ytd,max")
intraday: bool = Field(default=False, description="Enable intraday data (pre-market to post-market)")
interval: str = Field(default="1d", description="Data interval: 1m,2m,5m,15m,30m,60m,90m,1h,4h,1d,5d,1wk,1mo,3mo")
class TechnicalIndicatorData(BaseModel):
ticker: str
datetime: str # Changed from 'date' to 'datetime' for intraday support
open: float
high: float
low: float
close: float
volume: int
sma_fast: Optional[float] = None # SMA 10
sma_med: Optional[float] = None # SMA 20
sma_slow: Optional[float] = None # SMA 50
class MarketStatus(BaseModel):
is_open: bool
market_state: str # REGULAR, PREPRE, PRE, POST, POSTPOST, CLOSED
timezone: str
class FinancialDataResponse(BaseModel):
success: bool
tickers: List[str]
period: str
interval: str
intraday: bool
total_data_points: int
date_range: Dict[str, str] # start_date, end_date
market_status: Optional[MarketStatus] = None
data: List[TechnicalIndicatorData]
calculated_at: datetime
# --- AUTHENTICATION ---
security = HTTPBearer()
async def verify_api_key(credentials: HTTPAuthorizationCredentials = Security(security)):
"""
Verify API key from Authorization header.
Expected format: Authorization: Bearer <api_key>
"""
api_key = os.getenv("API_KEY")
if not api_key:
raise HTTPException(
status_code=500,
detail="API key not configured on server"
)
if credentials.credentials != api_key:
raise HTTPException(
status_code=401,
detail="Invalid API key"
)
return credentials.credentials
# --- RATE LIMITING ---
class RateLimiter:
def __init__(self):
self.requests = {} # {ip_address: {endpoint: [(timestamp, count), ...]}}
self.limits = {
"/data/analyze": {"requests": 20, "window": 60}, # 20 requests per minute
"default": {"requests": 100, "window": 60} # 100 requests per minute default
}
def is_allowed(self, client_ip: str, endpoint: str) -> tuple[bool, dict]:
"""
Check if request is within rate limits.
Returns (is_allowed, rate_info)
"""
current_time = time.time()
# Get limits for this endpoint
limit_config = self.limits.get(endpoint, self.limits["default"])
max_requests = limit_config["requests"]
window_seconds = limit_config["window"]
# Initialize tracking for this IP if needed
if client_ip not in self.requests:
self.requests[client_ip] = {}
if endpoint not in self.requests[client_ip]:
self.requests[client_ip][endpoint] = []
# Clean old requests outside the window
cutoff_time = current_time - window_seconds
self.requests[client_ip][endpoint] = [
(timestamp, count) for timestamp, count in self.requests[client_ip][endpoint]
if timestamp > cutoff_time
]
# Count current requests in window
current_count = sum(count for _, count in self.requests[client_ip][endpoint])
# Check if limit exceeded
if current_count >= max_requests:
return False, {
"allowed": False,
"current_count": current_count,
"limit": max_requests,
"window_seconds": window_seconds,
"reset_time": max(timestamp for timestamp, _ in self.requests[client_ip][endpoint]) + window_seconds
}
# Allow request and record it
self.requests[client_ip][endpoint].append((current_time, 1))
return True, {
"allowed": True,
"current_count": current_count + 1,
"limit": max_requests,
"window_seconds": window_seconds,
"remaining": max_requests - current_count - 1
}
# Global rate limiter instance
rate_limiter = RateLimiter()
async def check_rate_limit(request: Request, endpoint: str = "/data/analyze"):
"""
Dependency to check rate limits for endpoints.
"""
# Get client IP (handle proxies)
client_ip = request.headers.get("x-forwarded-for", "").split(",")[0].strip()
if not client_ip:
client_ip = request.headers.get("x-real-ip", "")
if not client_ip:
client_ip = getattr(request.client, "host", "unknown")
is_allowed, rate_info = rate_limiter.is_allowed(client_ip, endpoint)
if not is_allowed:
reset_time = int(rate_info["reset_time"])
logger = logging.getLogger(__name__)
logger.warning(f"rate_limit_exceeded client_ip={client_ip} endpoint={endpoint} count={rate_info['current_count']} limit={rate_info['limit']}")
raise HTTPException(
status_code=429,
detail={
"error": "Rate limit exceeded",
"limit": rate_info["limit"],
"window_seconds": rate_info["window_seconds"],
"reset_time": reset_time,
"current_count": rate_info["current_count"]
},
headers={
"X-RateLimit-Limit": str(rate_info["limit"]),
"X-RateLimit-Remaining": "0",
"X-RateLimit-Reset": str(reset_time),
"Retry-After": str(int(rate_info["reset_time"] - time.time()))
}
)
return rate_info
async def add_security_headers(response: Response, rate_info: dict = None):
"""
Add security headers to response.
"""
response.headers["X-Content-Type-Options"] = "nosniff"
response.headers["X-Frame-Options"] = "DENY"
response.headers["X-XSS-Protection"] = "1; mode=block"
if rate_info:
response.headers["X-RateLimit-Limit"] = str(rate_info["limit"])
response.headers["X-RateLimit-Remaining"] = str(rate_info.get("remaining", 0))
return response
# --- CONFIGURATION ---
class Config:
def __init__(self):
load_dotenv(find_dotenv())
self.config = self._load_yaml_config()
self._setup_logging()
def _load_yaml_config(self, config_path='config.yaml'):
try:
with open(config_path, 'r') as f:
return yaml.safe_load(f)
except FileNotFoundError:
logger = logging.getLogger(__name__)
logger.warning(f"config_file_not_found path={config_path} using_defaults=true")
return self._get_default_config()
def _get_default_config(self):
return {
'logging': {'level': 'INFO', 'log_file': 'logs/api.log'},
'data_sources': {
'sp500': {
'url': 'https://en.wikipedia.org/wiki/List_of_S%26P_500_companies',
'ticker_column': 'Symbol',
'name_column': 'Security'
},
'nasdaq100': {
'url': 'https://en.wikipedia.org/wiki/Nasdaq-100',
'ticker_column': 'Ticker',
'name_column': 'Company'
}
},
'database': {'pool_size': 5, 'max_overflow': 10}
}
def _setup_logging(self):
log_config = self.config.get('logging', {})
log_file = log_config.get('log_file', 'logs/api.log')
# Detecta si estamos en HF Spaces usando SPACE_ID
is_hf_spaces = os.getenv("SPACE_ID") is not None
handlers = [logging.StreamHandler()]
if not is_hf_spaces:
os.makedirs(os.path.dirname(log_file), exist_ok=True)
handlers.insert(0, logging.FileHandler(log_file))
logging.basicConfig(
level=getattr(logging, log_config.get('level', 'INFO').upper()),
format='%(asctime)s [%(levelname)s] %(name)s: %(message)s',
handlers=handlers,
datefmt='%Y-%m-%d %H:%M:%S'
)
self.logger = logging.getLogger(__name__)
self.logger.info(f"logging_configured level={log_config.get('level', 'INFO')} hf_spaces={os.getenv('SPACE_ID') is not None}")
@property
def database_url(self) -> str:
user = os.getenv("MYSQL_USER")
password = os.getenv("MYSQL_PASSWORD")
host = os.getenv("MYSQL_HOST")
port = os.getenv("MYSQL_PORT")
db = os.getenv("MYSQL_DB")
if not all([user, password]):
raise ValueError("MySQL credentials not found in environment variables")
return f"mysql+aiomysql://{user}:{password}@{host}:{port}/{db}"
# --- SERVICES ---
class TickerService:
def __init__(self, config: Config):
self.config = config
self.logger = logging.getLogger(__name__)
async def get_tickers_from_wikipedia(
self, url: str, ticker_column: str, name_column: str,
sector_column: Optional[str] = None, subindustry_column: Optional[str] = None
) -> List[tuple[str, str, Optional[str], Optional[str]]]:
"""Async version fetching ticker, name, sector, and subindustry from Wikipedia."""
try:
ssl_context = ssl.create_default_context(cafile=certifi.where())
connector = aiohttp.TCPConnector(ssl=ssl_context)
async with aiohttp.ClientSession(connector=connector) as session:
headers = {'User-Agent': 'Mozilla/5.0 (compatible; MarketDataAPI/1.0)'}
async with session.get(url, headers=headers) as response:
response.raise_for_status()
html_content = await response.text()
tables = pd.read_html(StringIO(html_content))
columns_needed = [ticker_column, name_column]
if sector_column:
columns_needed.append(sector_column)
if subindustry_column:
columns_needed.append(subindustry_column)
df = next((table for table in tables if all(col in table.columns for col in columns_needed)), None)
if df is None:
self.logger.error(f"wikipedia_parsing_failed url={url} required_columns={columns_needed}")
return []
entries = df[columns_needed].dropna(subset=[ticker_column])
self.logger.info(f"wikipedia_data_fetched url={url} rows={len(entries)}")
results: List[tuple[str, str, Optional[str], Optional[str]]] = []
for _, row in entries.iterrows():
ticker = str(row[ticker_column]).strip()
name = str(row[name_column]).strip()
sector = str(row[sector_column]).strip() if sector_column and sector_column in row and pd.notna(row[sector_column]) else None
subindustry = str(row[subindustry_column]).strip() if subindustry_column and subindustry_column in row and pd.notna(row[subindustry_column]) else None
results.append((ticker, name, sector, subindustry))
return results
except Exception as e:
self.logger.error(f"wikipedia_fetch_failed url={url} error={str(e)}")
return []
async def get_sp500_tickers(self) -> List[tuple[str, str, Optional[str], Optional[str]]]:
cfg = self.config.config.get('data_sources', {}).get('sp500', {})
return await self.get_tickers_from_wikipedia(
cfg.get('url'),
cfg.get('ticker_column'),
cfg.get('name_column'),
cfg.get('sector_column'),
cfg.get('subindustry_column')
)
async def get_nasdaq100_tickers(self) -> List[tuple[str, str, Optional[str], Optional[str]]]:
cfg = self.config.config.get('data_sources', {}).get('nasdaq100', {})
return await self.get_tickers_from_wikipedia(
cfg.get('url'),
cfg.get('ticker_column'),
cfg.get('name_column'),
cfg.get('sector_column'),
cfg.get('subindustry_column')
)
async def update_tickers_in_db(self, session: AsyncSession, force_refresh: bool = False) -> Dict[str, Any]:
"""
Updates tickers table with latest data from Wikipedia sources, unless data is less than 1 day old (unless force_refresh).
"""
try:
# Check if tickers were updated in the last 24h
now = datetime.now(pytz.UTC)
result = await session.execute(select(Ticker.last_updated).order_by(Ticker.last_updated.desc()).limit(1))
last = result.scalar()
if last and not force_refresh:
# Ensure 'last' is timezone aware
if last.tzinfo is None:
last = pytz.UTC.localize(last)
delta = now - last
if delta.total_seconds() < 86400:
self.logger.info(f"tickers_update_skipped last_update={last.isoformat()} reason=fresh_data")
from sqlalchemy import func
total_tickers = await session.scalar(select(func.count()).select_from(Ticker))
sp500_count = await session.scalar(select(func.count()).select_from(Ticker).where(Ticker.is_sp500 == 1))
nasdaq100_count = await session.scalar(select(func.count()).select_from(Ticker).where(Ticker.is_nasdaq100 == 1))
return {
"total_tickers": total_tickers,
"sp500_count": sp500_count,
"nasdaq100_count": nasdaq100_count,
"updated_at": last,
"not_updated_reason": "Tickers not updated: last update was less than 1 day ago. Use force_refresh to override."
}
sp500_list = await self.get_sp500_tickers()
nasdaq_list = await self.get_nasdaq100_tickers()
combined = sp500_list + nasdaq_list
ticker_dict = {}
for t, n, s, sub in combined:
ticker_dict[t] = {
"name": n,
"sector": s,
"subindustry": sub,
"is_sp500": 1 if t in [x[0] for x in sp500_list] else 0,
"is_nasdaq100": 1 if t in [x[0] for x in nasdaq_list] else 0
}
all_tickers = sorted(ticker_dict.keys())
current_time = now
await session.execute(delete(Ticker))
ticker_objects = [
Ticker(
ticker=t,
name=ticker_dict[t]["name"],
sector=ticker_dict[t]["sector"],
subindustry=ticker_dict[t]["subindustry"],
is_sp500=ticker_dict[t]["is_sp500"],
is_nasdaq100=ticker_dict[t]["is_nasdaq100"],
last_updated=current_time
)
for t in all_tickers
]
session.add_all(ticker_objects)
await session.commit()
result = {
"total_tickers": len(all_tickers),
"sp500_count": len(sp500_list),
"nasdaq100_count": len(nasdaq_list),
"updated_at": current_time
}
self.logger.info(f"tickers_updated total={result['total_tickers']} sp500={result['sp500_count']} nasdaq100={result['nasdaq100_count']} timestamp={result['updated_at'].isoformat()}")
return result
except Exception as e:
await session.rollback()
self.logger.error(f"tickers_update_failed error={str(e)}")
raise
class YFinanceService:
def __init__(self, config: Config):
self.config = config
self.logger = logging.getLogger(__name__)
def get_market_status(self, ticker: str) -> MarketStatus:
"""
Get current market status using yfinance's most reliable endpoints.
Uses multiple methods for accuracy: info, calendar, and recent data.
"""
try:
ticker_obj = yf.Ticker(ticker)
# Method 1: Try to get current data with 1-minute interval
# This is the most reliable way to check if market is currently active
current_data = None
market_state = 'UNKNOWN'
timezone_name = 'America/New_York'
try:
# Get very recent data to check market activity
current_data = ticker_obj.history(period="1d", interval="1m", prepost=True)
if not current_data.empty:
last_timestamp = current_data.index[-1]
now = datetime.now(last_timestamp.tz)
time_diff = (now - last_timestamp).total_seconds()
# If last data is within 5 minutes, market is likely active
if time_diff <= 300: # 5 minutes
# Check if it's during regular hours, pre-market, or post-market
hour = last_timestamp.hour
if 9 <= hour < 16: # Regular hours (9:30 AM - 4:00 PM ET, roughly)
market_state = 'REGULAR'
elif 4 <= hour < 9: # Pre-market (4:00 AM - 9:30 AM ET)
market_state = 'PRE'
elif 16 <= hour <= 20: # Post-market (4:00 PM - 8:00 PM ET)
market_state = 'POST'
else:
market_state = 'CLOSED'
else:
market_state = 'CLOSED'
except Exception as hist_error:
self.logger.debug(f"history_method_failed ticker={ticker} error={str(hist_error)}")
# Method 2: Use ticker.info as backup/validation
try:
info = ticker_obj.info
info_market_state = info.get('marketState', 'UNKNOWN')
timezone_name = info.get('exchangeTimezoneName', 'America/New_York')
# If history method failed, use info method
if market_state == 'UNKNOWN' and info_market_state != 'UNKNOWN':
market_state = info_market_state
except Exception as info_error:
self.logger.debug(f"info_method_failed ticker={ticker} error={str(info_error)}")
# Determine if market is open
is_open = market_state in ['REGULAR', 'PRE', 'POST']
self.logger.info(f"market_status_determined ticker={ticker} state={market_state} is_open={is_open} timezone={timezone_name}")
return MarketStatus(
is_open=is_open,
market_state=market_state,
timezone=timezone_name
)
except Exception as e:
self.logger.warning(f"market_status_check_failed ticker={ticker} error={str(e)}")
# Return conservative default status
return MarketStatus(
is_open=False,
market_state='UNKNOWN',
timezone='America/New_York'
)
def calculate_technical_indicators(self, df: pd.DataFrame) -> pd.DataFrame:
"""
Calculate technical indicators for a ticker's data.
Adds SMA columns: sma_fast (10), sma_med (20), sma_slow (50)
"""
if df.empty or 'Close' not in df.columns:
return df
start_time = time.perf_counter()
records_count = len(df)
# Sort by date to ensure proper calculation
df = df.sort_index()
# Calculate Simple Moving Averages
df['sma_fast'] = df['Close'].rolling(window=10, min_periods=10).mean()
df['sma_med'] = df['Close'].rolling(window=20, min_periods=20).mean()
df['sma_slow'] = df['Close'].rolling(window=50, min_periods=50).mean()
end_time = time.perf_counter()
duration = end_time - start_time
self.logger.info(f"technical_indicators_calculated records={records_count} duration_ms={duration*1000:.2f}")
return df
async def check_tickers_freshness(self, session: AsyncSession) -> bool:
"""
Check if tickers were updated within the last week (7 days).
Returns True if fresh, False if need update.
"""
try:
now = datetime.now(pytz.UTC)
result = await session.execute(
select(Ticker.last_updated).order_by(Ticker.last_updated.desc()).limit(1)
)
last_update = result.scalar()
if not last_update:
self.logger.info("ticker_freshness_check result=no_tickers_found")
return False
# Ensure timezone awareness
if last_update.tzinfo is None:
last_update = pytz.UTC.localize(last_update)
delta = now - last_update
is_fresh = delta.total_seconds() < (7 * 24 * 3600) # 7 days
self.logger.info(f"ticker_freshness_check last_update={last_update.isoformat()} is_fresh={is_fresh}")
return is_fresh
except Exception as e:
self.logger.error(f"ticker_freshness_check_failed error={str(e)}")
return False
async def check_ticker_data_freshness(self, session: AsyncSession) -> bool:
"""
Check if ticker data was updated within the last day (24 hours).
Returns True if fresh, False if need update.
"""
try:
now = datetime.now(pytz.UTC)
result = await session.execute(
select(TickerData.created_at).order_by(TickerData.created_at.desc()).limit(1)
)
last_update = result.scalar()
if not last_update:
self.logger.info("ticker_data_freshness_check result=no_data_found")
return False
# Ensure timezone awareness
if last_update.tzinfo is None:
last_update = pytz.UTC.localize(last_update)
delta = now - last_update
is_fresh = delta.total_seconds() < (24 * 3600) # 24 hours
self.logger.info(f"ticker_data_freshness_check last_update={last_update.isoformat()} is_fresh={is_fresh}")
return is_fresh
except Exception as e:
self.logger.error(f"ticker_data_freshness_check_failed error={str(e)}")
return False
async def clear_and_bulk_insert_ticker_data(self, session: AsyncSession, ticker_list: List[str]) -> Dict[str, Any]:
"""
Clear all ticker data and insert new data in bulk with chunking for better performance.
Uses bulk delete and bulk insert with chunks of 500 records.
"""
try:
# Start timing for total end-to-end process
total_start_time = time.perf_counter()
self.logger.info(f"bulk_refresh_started tickers_count={len(ticker_list)} operation=clear_and_insert")
# Start timing for data download
download_start_time = time.perf_counter()
# Download data for all tickers at once using period
data = yf.download(ticker_list, period='3mo', group_by='ticker', progress=True, auto_adjust=True)
download_end_time = time.perf_counter()
download_duration = download_end_time - download_start_time
self.logger.info(f"data_download_completed tickers_count={len(ticker_list)} duration_ms={download_duration*1000:.2f}")
if data.empty:
self.logger.warning("data_download_empty reason=no_data_for_any_tickers")
return {
"created": 0,
"updated": 0,
"date_range": {"start_date": "", "end_date": ""}
}
# Start timing for database operations
db_start_time = time.perf_counter()
# Clear all existing ticker data using TRUNCATE for speed
self.logger.info("database_clear_started operation=truncate_ticker_data")
clear_start = time.perf_counter()
from sqlalchemy import text
# Use TRUNCATE for faster clearing and avoid long-running DELETE
await session.execute(text("TRUNCATE TABLE ticker_data"))
await session.commit() # commit immediately to reset the connection
clear_end = time.perf_counter()
self.logger.info(f"database_truncate_completed duration_ms={(clear_end - clear_start)*1000:.2f}")
# Prepare data for bulk insert
current_time = datetime.now(pytz.UTC)
all_records = []
# Get actual date range from the data
all_dates = data.index.tolist()
start_date = min(all_dates).date() if all_dates else datetime.now().date()
end_date = max(all_dates).date() if all_dates else datetime.now().date()
# Handle both single ticker and multi-ticker cases
if len(ticker_list) == 1:
# Single ticker case - data is not grouped
ticker = ticker_list[0]
# Calculate technical indicators
data_with_indicators = self.calculate_technical_indicators(data)
for date_idx, row in data_with_indicators.iterrows():
if pd.isna(row['Close']):
continue
trade_date = date_idx.date()
record = {
'ticker': ticker,
'date': trade_date,
'open': float(row['Open']),
'high': float(row['High']),
'low': float(row['Low']),
'close': float(row['Close']),
'volume': int(row['Volume']),
'sma_fast': float(row['sma_fast']) if pd.notna(row['sma_fast']) else None,
'sma_med': float(row['sma_med']) if pd.notna(row['sma_med']) else None,
'sma_slow': float(row['sma_slow']) if pd.notna(row['sma_slow']) else None,
'created_at': current_time
}
all_records.append(record)
else:
# Multiple tickers case - data is grouped by ticker
for ticker in ticker_list:
if ticker not in data.columns.get_level_values(0):
self.logger.warning(f"ticker_data_missing ticker={ticker} reason=not_in_downloaded_data")
continue
ticker_data = data[ticker]
if ticker_data.empty:
continue
# Calculate technical indicators for this ticker
ticker_data_with_indicators = self.calculate_technical_indicators(ticker_data)
for date_idx, row in ticker_data_with_indicators.iterrows():
if pd.isna(row['Close']):
continue
trade_date = date_idx.date()
record = {
'ticker': ticker,
'date': trade_date,
'open': float(row['Open']),
'high': float(row['High']),
'low': float(row['Low']),
'close': float(row['Close']),
'volume': int(row['Volume']),
'sma_fast': float(row['sma_fast']) if pd.notna(row['sma_fast']) else None,
'sma_med': float(row['sma_med']) if pd.notna(row['sma_med']) else None,
'sma_slow': float(row['sma_slow']) if pd.notna(row['sma_slow']) else None,
'created_at': current_time
}
all_records.append(record)
# Bulk insert in chunks of 1000 (optimized for MySQL performance)
chunk_size = 1000
total_records = len(all_records)
inserted_count = 0
self.logger.info(f"database_insert_started total_records={total_records} chunk_size={chunk_size}")
for i in range(0, total_records, chunk_size):
chunk = all_records[i:i + chunk_size]
chunk_start = time.perf_counter()
# Create TickerData objects for bulk insert
ticker_objects = [TickerData(**record) for record in chunk]
session.add_all(ticker_objects)
chunk_end = time.perf_counter()
inserted_count += len(chunk)
self.logger.info(f"database_chunk_inserted chunk={i//chunk_size + 1}/{(total_records + chunk_size - 1)//chunk_size} records={len(chunk)} duration_ms={(chunk_end - chunk_start)*1000:.2f}")
# Commit all changes
commit_start = time.perf_counter()
await session.commit()
commit_end = time.perf_counter()
self.logger.info(f"database_commit_completed duration_ms={(commit_end - commit_start)*1000:.2f}")
db_end_time = time.perf_counter()
db_duration = db_end_time - db_start_time
self.logger.info(f"database_operations_completed records_inserted={inserted_count} duration_ms={db_duration*1000:.2f}")
# Calculate total end-to-end duration
total_end_time = time.perf_counter()
total_duration = total_end_time - total_start_time
self.logger.info(f"bulk_refresh_completed total_duration_ms={total_duration*1000:.2f} download_ms={download_duration*1000:.2f} database_ms={db_duration*1000:.2f}")
self.logger.info(f"bulk_refresh_summary records_inserted={inserted_count} operation=completed")
return {
"created": inserted_count,
"updated": 0,
"date_range": {
"start_date": start_date.isoformat(),
"end_date": end_date.isoformat()
}
}
except Exception as e:
await session.rollback()
self.logger.error(f"bulk_refresh_failed error={str(e)}")
raise
async def download_all_tickers_data(self, session: AsyncSession, ticker_list: Optional[List[str]] = None, force_refresh: bool = False, force_indicators: bool = False) -> Dict[str, Any]:
"""
Download data for all or specified tickers for the last 3 months.
Uses smart strategy: checks data freshness, if > 24h, clears DB and bulk inserts new data.
Calculates technical indicators (SMA 10, 20, 50) for all data.
"""
try:
# Check ticker freshness and update if needed
if not await self.check_tickers_freshness(session):
self.logger.info("tickers_update_required reason=stale_data")
ticker_service = TickerService(self.config)
await ticker_service.update_tickers_in_db(session, force_refresh=True)
# Get tickers to process
if ticker_list:
# Validate provided tickers exist in database
result = await session.execute(
select(Ticker.ticker).where(Ticker.ticker.in_(ticker_list))
)
valid_tickers = [row[0] for row in result.fetchall()]
invalid_tickers = set(ticker_list) - set(valid_tickers)
if invalid_tickers:
self.logger.warning(f"invalid_tickers_ignored count={len(invalid_tickers)} tickers={list(invalid_tickers)}")
tickers_to_process = valid_tickers
else:
# Get all tickers from database
result = await session.execute(select(Ticker.ticker))
tickers_to_process = [row[0] for row in result.fetchall()]
if not tickers_to_process:
return {
"tickers_processed": 0,
"records_created": 0,
"records_updated": 0,
"date_range": {"start_date": "", "end_date": ""},
"message": "No valid tickers found to process"
}
# Check if ticker data is fresh (less than 24h old) unless force_refresh
if not force_refresh and await self.check_ticker_data_freshness(session):
if not force_indicators:
self.logger.info("data_download_skipped reason=fresh_data age_limit=24h")
return {
"tickers_processed": len(tickers_to_process),
"records_created": 0,
"records_updated": 0,
"date_range": {"start_date": "", "end_date": ""},
"message": f"Data is fresh, no update needed for {len(tickers_to_process)} tickers"
}
else:
# Data is fresh but force_indicators is True - only recalculate indicators
self.logger.info("indicators_recalculation_requested reason=force_indicators_flag data_age=fresh")
# TODO: Implement indicators-only recalculation
return {
"tickers_processed": len(tickers_to_process),
"records_created": 0,
"records_updated": 0,
"date_range": {"start_date": "", "end_date": ""},
"message": f"Indicators recalculation for {len(tickers_to_process)} tickers (not implemented yet)"
}
# Data is stale - use bulk refresh strategy
self.logger.info("bulk_refresh_strategy_selected reason=stale_data age_limit=24h")
result = await self.clear_and_bulk_insert_ticker_data(session, tickers_to_process)
total_created = result["created"]
total_updated = result["updated"]
successful_tickers = len(tickers_to_process)
return {
"tickers_processed": successful_tickers,
"records_created": total_created,
"records_updated": total_updated,
"date_range": result["date_range"],
"message": f"Successfully processed {successful_tickers} tickers using bulk refresh"
}
except Exception as e:
self.logger.error(f"download_all_tickers_failed error={str(e)}")
raise
# --- DATABASE ---
class Database:
def __init__(self, config: Config):
self.config = config
# Filter out pool params not supported by NullPool
db_opts = self.config.config.get('database', {}).copy()
db_opts.pop('pool_size', None)
db_opts.pop('max_overflow', None)
self.engine = create_async_engine(
config.database_url,
pool_pre_ping=True,
poolclass=NullPool,
**db_opts
)
self.async_session = async_sessionmaker(
self.engine,
class_=AsyncSession,
expire_on_commit=False
)
async def create_tables(self):
async with self.engine.begin() as conn:
await conn.run_sync(Base.metadata.create_all)
# --- TASK MANAGER ---
from sqlalchemy import JSON as SQLAlchemyJSON
class Task(Base):
__tablename__ = "tasks"
task_id: Mapped[str] = mapped_column(String(64), primary_key=True)
status: Mapped[str] = mapped_column(String(32), nullable=False)
message: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
result: Mapped[Optional[dict]] = mapped_column(SQLAlchemyJSON, nullable=True)
created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False)
class TaskManager:
def __init__(self, database: Database):
self.database = database
async def create_table_if_not_exists(self):
async with self.database.engine.begin() as conn:
await conn.run_sync(Base.metadata.create_all)
async def create_task(self, task_id: str) -> TaskStatus:
async with self.database.async_session() as session:
now = datetime.utcnow()
db_task = Task(
task_id=task_id,
status="pending",
message=None,
result=None,
created_at=now
)
session.add(db_task)
await session.commit()
return TaskStatus(
task_id=task_id,
status="pending",
message=None,
result=None,
created_at=now
)
async def update_task(self, task_id: str, status: str, message: str = None, result: Dict = None):
def serialize_datetimes(obj):
if isinstance(obj, dict):
return {k: serialize_datetimes(v) for k, v in obj.items()}
elif isinstance(obj, list):
return [serialize_datetimes(v) for v in obj]
elif isinstance(obj, datetime):
return obj.isoformat()
else:
return obj
async with self.database.async_session() as session:
db_task = await session.get(Task, task_id)
if db_task:
db_task.status = status
db_task.message = message
db_task.result = serialize_datetimes(result) if result is not None else None
await session.commit()
async def get_task(self, task_id: str) -> Optional[TaskStatus]:
async with self.database.async_session() as session:
db_task = await session.get(Task, task_id)
if db_task:
return TaskStatus(
task_id=db_task.task_id,
status=db_task.status,
message=db_task.message,
result=db_task.result,
created_at=db_task.created_at
)
return None
async def list_tasks(self) -> list[TaskStatus]:
async with self.database.async_session() as session:
result = await session.execute(select(Task))
tasks = result.scalars().all()
return [
TaskStatus(
task_id=t.task_id,
status=t.status,
message=t.message,
result=t.result,
created_at=t.created_at
) for t in tasks
]
async def delete_old_tasks(self, older_than_seconds: int = 3600) -> int:
cutoff = datetime.utcnow() - timedelta(seconds=older_than_seconds)
async with self.database.async_session() as session:
result = await session.execute(select(Task).where(Task.created_at < cutoff))
old_tasks = result.scalars().all()
count = len(old_tasks)
for t in old_tasks:
await session.delete(t)
await session.commit()
return count
# --- APP SETUP ---
# Global instances
config = Config()
database = Database(config)
ticker_service = TickerService(config)
yfinance_service = YFinanceService(config)
task_manager = TaskManager(database)
# Dependency function
async def get_db_session() -> AsyncGenerator[AsyncSession, None]:
async with database.async_session() as session:
yield session
@asynccontextmanager
async def lifespan(app: FastAPI):
# Startup
await database.create_tables()
await task_manager.create_table_if_not_exists()
logger = logging.getLogger(__name__)
logger.info("database_lifecycle event=tables_created_verified")
yield
# Shutdown
await database.engine.dispose()
logger.info("database_lifecycle event=connections_closed")
# --------------------------
# --- Create FastAPI app ---
app = FastAPI(
title="Stock Monitoring API",
description="API for managing S&P 500 and Nasdaq 100 ticker data",
version="0.2.0",
lifespan=lifespan,
)
# --- API ENDPOINTS ---
@app.get("/")
async def root_info():
"""
Get API health status, current timestamp, versions, and DB/tables check.
**Logic**:
- Returns a JSON object with:
- **status**: Health status of the API
- **timestamp**: Current time in UTC timezone
- **versions**: Dictionary with Python and main library versions
- **database**: Connection status and existence of 'tickers' and 'tasks' tables
**Args**: None
**Example response:**
```json
{
"status": "healthy",
"timestamp": "2025-07-19T19:38:26+02:00",
"versions": { ... },
"database": {
"connected": true,
"tickers_table": true,
"tasks_table": true
}
}
```
"""
now_utc = datetime.now(pytz.UTC)
versions = {}
versions["python"] = platform.python_version()
packages = ["uvicorn", "fastapi", "sqlalchemy", "pandas"]
for pkg in packages:
try:
versions[pkg] = importlib.metadata.version(pkg)
except Exception:
versions[pkg] = None
db_status = {
"connected": False,
"tickers_table": False,
"tasks_table": False
}
db_check_time = None
start = time.perf_counter()
try:
async with database.engine.connect() as conn:
db_status["connected"] = True
insp = await conn.run_sync(lambda c: c.dialect.get_table_names(c))
db_status["tickers_table"] = "tickers" in insp
db_status["tasks_table"] = "tasks" in insp
except Exception as e:
db_status["connected"] = False
finally:
db_check_time = time.perf_counter() - start
return {
"status": "healthy" if db_status["connected"] and db_status["tickers_table"] and db_status["tasks_table"] else "degraded",
"timestamp": now_utc.isoformat(),
"versions": versions,
"database": db_status,
"db_check_seconds": round(db_check_time, 4) if db_check_time is not None else None
}
@app.get("/tickers", response_model=List[TickerResponse])
async def get_tickers(
is_sp500: Optional[bool] = None,
is_nasdaq: Optional[bool] = None,
limit: int = 1000,
session: AsyncSession = Depends(get_db_session)
):
"""
Get all tickers from database with optional filtering.
**Logic**:
- No parameters: Return all tickers
- is_sp500=true: Only S&P 500 tickers
- is_sp500=false: Only NON-S&P 500 tickers
- is_nasdaq=true: Only Nasdaq 100 tickers
- is_nasdaq=false: Only NON-Nasdaq 100 tickers
- Both parameters: Apply AND logic (intersection of conditions)
**Args (all optional)**:
- **is_sp500** (optional): Filter for S&P 500 membership (true/false/None)
- **is_nasdaq** (optional): Filter for Nasdaq 100 membership (true/false/None)
- **limit** (optional): Maximum number of results to return
**Examples:**
- `GET /tickers` - All tickers
- `GET /tickers?is_sp500=true` - Only S&P 500
- `GET /tickers?is_nasdaq=true&is_sp500=false` - Only Nasdaq 100 but not S&P 500
- `GET /tickers?is_sp500=true&is_nasdaq=false` - S&P 500 but not Nasdaq 100
"""
try:
query = select(Ticker)
# Build conditions based on explicit flag values
conditions = []
if is_sp500 is not None:
if is_sp500:
conditions.append(Ticker.is_sp500 == 1)
else:
conditions.append(Ticker.is_sp500 == 0)
if is_nasdaq is not None:
if is_nasdaq:
conditions.append(Ticker.is_nasdaq100 == 1)
else:
conditions.append(Ticker.is_nasdaq100 == 0)
# Apply filtering if we have conditions
if conditions:
from sqlalchemy import and_
query = query.where(and_(*conditions))
query = query.limit(limit).order_by(Ticker.ticker)
result = await session.execute(query)
tickers = result.scalars().all()
return [
TickerResponse(
ticker=t.ticker,
name=t.name,
sector=t.sector,
subindustry=t.subindustry,
is_sp500=bool(t.is_sp500),
is_nasdaq100=bool(t.is_nasdaq100),
last_updated=t.last_updated
)
for t in tickers
]
except Exception as e:
logger = logging.getLogger(__name__)
logger.error(f"endpoint_error endpoint=get_tickers error={str(e)}")
raise HTTPException(status_code=500, detail="Failed to fetch tickers")
@app.post("/tickers/update", response_model=UpdateTickersResponse)
async def update_tickers(
request: UpdateTickersRequest,
background_tasks: BackgroundTasks,
session: AsyncSession = Depends(get_db_session),
api_key: str = Depends(verify_api_key)
):
"""
Update tickers from Wikipedia sources (S&P 500 and Nasdaq 100).
**Logic**:
- Fetches latest tickers from Wikipedia (S&P 500 and Nasdaq 100).
- Updates the database with the new tickers.
- Returns summary of update (counts, timestamp).
**Args**:
- **request**: UpdateTickersRequest (force_refresh: bool)
- **background_tasks**: FastAPI BackgroundTasks (unused)
- **session**: AsyncSession (DB session, injected)
**Example request:**
```json
{ "force_refresh": false }
{ "force_refresh": true }
```
**Example response:**
```json
{
"success": true,
"message": "Tickers updated successfully",
"total_tickers": 517,
"sp500_count": 500,
"nasdaq100_count": 100,
"updated_at": "2025-07-19T19:38:26+02:00"
}
```
"""
try:
result = await ticker_service.update_tickers_in_db(session, force_refresh=request.force_refresh)
message = result.pop("not_updated_reason", None)
if message:
return UpdateTickersResponse(
success=True,
message=message,
**result
)
return UpdateTickersResponse(
success=True,
message="Tickers updated successfully",
**result
)
except Exception as e:
logger = logging.getLogger(__name__)
logger.error(f"endpoint_error endpoint=update_tickers error={str(e)}")
raise HTTPException(status_code=500, detail=f"Failed to update tickers: {str(e)}")
@app.post("/tickers/update-async")
async def update_tickers_async(
request: UpdateTickersRequest,
background_tasks: BackgroundTasks,
api_key: str = Depends(verify_api_key)
):
"""
Start async ticker update task (background).
**Logic**:
- Launches a background task to update tickers from Wikipedia.
- Returns a task_id and status for tracking.
**Args**:
- **request**: UpdateTickersRequest (force_refresh: bool)
**Example request:**
```json
{ "force_refresh": false }
{ "force_refresh": true }
```
**Example response:**
```json
{
"task_id": "c1a2b3d4-5678-90ab-cdef-1234567890ab",
"status": "started"
}
```
"""
import uuid
task_id = str(uuid.uuid4())
await task_manager.create_task(task_id)
async def update_task():
try:
await task_manager.update_task(task_id, "running", "Updating tickers...")
async with database.async_session() as session:
result = await ticker_service.update_tickers_in_db(session, force_refresh=request.force_refresh)
message = result.pop("not_updated_reason", None)
if message:
await task_manager.update_task(task_id, "completed", message, result)
else:
await task_manager.update_task(task_id, "completed", "Update successful", result)
except Exception as e:
await task_manager.update_task(task_id, "failed", str(e))
background_tasks.add_task(update_task)
return {"task_id": task_id, "status": "started"}
@app.get("/tasks", response_model=List[TaskStatus])
async def list_all_tasks(api_key: str = Depends(verify_api_key)):
"""
List all background tasks and their status.
**Logic**:
- Returns a list of all tasks created via async update endpoint, with their status and result.
**Args**: None
**Example response:**
```json
[
{
"task_id": "c1a2b3d4-5678-90ab-cdef-1234567890ab",
"status": "completed",
"message": "Tickers updated successfully",
"result": {
"total_tickers": 517,
"sp500_count": 500,
"nasdaq100_count": 100,
"updated_at": "2025-07-19T19:38:26+02:00"
},
"created_at": "2025-07-19T19:38:26+02:00"
},
...
]
```
"""
return await task_manager.list_tasks()
@app.get("/tasks/{task_id}", response_model=TaskStatus)
async def get_task_status(task_id: str, api_key: str = Depends(verify_api_key)):
"""
Get status and result of a background update task by task_id.
**Logic**:
- Returns the status and result of a background update task by task_id.
- If not found, returns 404.
**Args**:
- **task_id**: str (UUID of the task)
**Example response:**
```json
{
"task_id": "c1a2b3d4-5678-90ab-cdef-1234567890ab",
"status": "completed",
"message": "Tickers updated successfully",
"result": {
"total_tickers": 517,
"sp500_count": 500,
"nasdaq100_count": 100,
"updated_at": "2025-07-19T19:38:26+02:00"
},
"created_at": "2025-07-19T19:38:26+02:00"
}
```
"""
task = await task_manager.get_task(task_id)
if not task:
raise HTTPException(status_code=404, detail="Task not found")
return task
# Endpoint to delete tasks older than 1 hour
@app.delete("/tasks/old", response_model=dict)
async def delete_old_tasks(api_key: str = Depends(verify_api_key)):
"""
Delete tasks older than 1 hour (3600 seconds).
**Logic**:
- Deletes all tasks in the database older than 1 hour.
- Returns the number of deleted tasks.
**Args**: None
**Example response:**
```json
{ "deleted": 5 }
```
"""
deleted_count = await task_manager.delete_old_tasks(older_than_seconds=3600)
return {"deleted": deleted_count}
@app.post("/data/download-all", response_model=DownloadDataResponse)
async def download_all_tickers_data(
request: DownloadDataRequest = DownloadDataRequest(),
session: AsyncSession = Depends(get_db_session),
api_key: str = Depends(verify_api_key)
):
"""
Download daily ticker data for the last 3 months for ALL tickers in database.
**Logic**:
- Automatically downloads data for all tickers stored in the tickers table
- Checks if tickers were updated within the last week, updates if needed
- Only downloads if ticker data is older than 24 hours (unless force_refresh=true)
- Downloads daily data for the last 3 months for all available tickers
- Calculates technical indicators: SMA 10 (fast), SMA 20 (med), SMA 50 (slow)
- Uses bulk delete and insert strategy for optimal performance
- Returns summary with counts and date range
**Args**:
- **request**: DownloadDataRequest (force_refresh, force_indicators flags)
- **session**: AsyncSession (DB session, injected)
- **api_key**: str (API key for authentication, injected)
**Example request:**
```bash
curl -X POST "http://localhost:${PORT}/data/download-all" \
-H "Authorization: Bearer your_api_key" \
-H "Content-Type: application/json" \
-d '{"force_refresh": false, "force_indicators": true}'
```
**Example response:**
```json
{
"success": true,
"message": "Successfully processed 503 tickers using bulk refresh",
"tickers_processed": 503,
"records_created": 12075,
"records_updated": 0,
"date_range": {
"start_date": "2025-06-30",
"end_date": "2025-07-30"
},
"updated_at": "2025-07-30T14:15:26+00:00"
}
```
"""
try:
# Use existing service without specifying ticker list (downloads all)
result = await yfinance_service.download_all_tickers_data(
session,
ticker_list=request.tickers, # None means download all tickers
force_refresh=request.force_refresh,
force_indicators=request.force_indicators
)
return DownloadDataResponse(
success=True,
message=result["message"],
tickers_processed=result["tickers_processed"],
records_created=result["records_created"],
records_updated=result["records_updated"],
date_range=result["date_range"],
updated_at=datetime.now(pytz.UTC)
)
except Exception as e:
logger = logging.getLogger(__name__)
logger.error(f"endpoint_error endpoint=download_all_tickers error={str(e)}")
raise HTTPException(status_code=500, detail=f"Failed to download all ticker data: {str(e)}")
@app.get("/data/tickers/{ticker}", response_model=List[TickerDataResponse])
async def get_ticker_data(
ticker: str,
days: int = 30,
session: AsyncSession = Depends(get_db_session)
):
"""
Get historical data for a specific ticker.
**Logic**:
- Returns historical data for the specified ticker
- Defaults to last 30 days if no days parameter provided
- Data is ordered by date descending (most recent first)
**Args**:
- **ticker**: str (Ticker symbol, e.g., "AAPL")
- **days**: int (Number of days to retrieve, default 30)
- **session**: AsyncSession (DB session, injected)
**Example response:**
```json
[
{
"ticker": "AAPL",
"date": "2025-07-30",
"open": 150.25,
"high": 152.80,
"low": 149.50,
"close": 151.75,
"volume": 45123000,
"created_at": "2025-07-30T13:45:26+00:00"
}
]
```
"""
try:
# Calculate date range
end_date = datetime_date.today()
start_date = end_date - timedelta(days=days)
# Query ticker data
query = select(TickerData).where(
TickerData.ticker == ticker.upper(),
TickerData.date >= start_date,
TickerData.date <= end_date
).order_by(TickerData.date.desc())
result = await session.execute(query)
ticker_data = result.scalars().all()
if not ticker_data:
raise HTTPException(
status_code=404,
detail=f"No data found for ticker {ticker.upper()} in the last {days} days"
)
return [
TickerDataResponse(
ticker=data.ticker,
date=data.date,
open=data.open,
high=data.high,
low=data.low,
close=data.close,
volume=data.volume,
sma_fast=data.sma_fast,
sma_med=data.sma_med,
sma_slow=data.sma_slow,
created_at=data.created_at
)
for data in ticker_data
]
except HTTPException:
raise
except Exception as e:
logger = logging.getLogger(__name__)
logger.error(f"endpoint_error endpoint=get_ticker_data ticker={ticker} error={str(e)}")
raise HTTPException(status_code=500, detail="Failed to fetch ticker data")
@app.post("/data/analyze")
async def analyze_financial_data(
request: FinancialDataRequest,
http_request: Request,
api_key: str = Depends(verify_api_key),
rate_info: dict = Depends(check_rate_limit)
):
"""
Download financial data for multiple tickers and calculate technical indicators without database storage.
**Security Features**:
- **API Key Required**: Must provide valid API key in Authorization header
- **Rate Limited**: Maximum 20 requests per minute per IP address
- **Input Validation**: Comprehensive validation of ticker symbols and parameters
- **Request Logging**: All requests are logged with IP address and timing
**Logic**:
- Downloads real-time data from Yahoo Finance for the specified tickers and period
- Optimized for multiple tickers by downloading them in a single batch request
- Calculates technical indicators: SMA 10 (fast), SMA 20 (med), SMA 50 (slow)
- Returns the data with technical indicators without storing in database
- Useful for real-time analysis and testing without persisting data
**Authentication**:
- **Header**: `Authorization: Bearer <your_api_key>`
**Rate Limits**:
- **Limit**: 20 requests per minute per IP address
- **Headers**: Response includes rate limit headers (X-RateLimit-*)
**Args**:
- **request**: FinancialDataRequest (list of ticker symbols and period)
- **http_request**: Request object (auto-injected for IP tracking)
- **api_key**: API key for authentication (auto-injected)
- **rate_info**: Rate limiting info (auto-injected)
**Supported periods**:
- 1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, 10y, ytd, max
**Supported intervals**:
- 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 4h, 1d, 5d, 1wk, 1mo, 3mo
**Intraday Features**:
- **Pre/Post Market**: Include extended hours data when `intraday=true`
- **Market Status**: Real-time market status checking
- **High Frequency**: Support for 5m to 4h intervals
- **Restrictions**: Intraday limited to 1d/5d/1mo periods with 5m-4h intervals
**Example requests:**
```bash
# Daily data (default)
curl -X POST "http://localhost:7860/data/analyze" \\
-H "Authorization: Bearer your_api_key" \\
-H "Content-Type: application/json" \\
-d '{"tickers": ["AAPL", "MSFT"], "period": "3mo"}'
# Intraday 15-minute data with pre/post market
curl -X POST "http://localhost:7860/data/analyze" \\
-H "Authorization: Bearer your_api_key" \\
-H "Content-Type: application/json" \\
-d '{"tickers": ["AAPL"], "period": "1d", "interval": "15m", "intraday": true}'
# Hourly data for current week
curl -X POST "http://localhost:7860/data/analyze" \\
-H "Authorization: Bearer your_api_key" \\
-H "Content-Type: application/json" \\
-d '{"tickers": ["TSLA", "NVDA"], "period": "5d", "interval": "1h", "intraday": true}'
```
**Example request body**:
```json
{
"tickers": ["TSLA", "NVDA"],
"period": "5d",
"interval": "1h",
"intraday": true
}
```
**Example response:**
```json
{
"success": true,
"tickers": ["AAPL", "MSFT", "GOOGL"],
"period": "3mo",
"total_data_points": 195,
"date_range": {
"start_date": "2025-04-30",
"end_date": "2025-07-31"
},
"data": [
{
"ticker": "AAPL",
"date": "2025-07-31",
"open": 150.25,
"high": 152.80,
"low": 149.50,
"close": 151.75,
"volume": 45123000,
"sma_fast": 150.85,
"sma_med": 149.92,
"sma_slow": 148.15
}
],
"calculated_at": "2025-07-31T14:15:26+00:00"
}
```
**Error Responses**:
- **401**: Invalid or missing API key
- **429**: Rate limit exceeded (includes Retry-After header)
- **400**: Invalid input parameters
- **404**: No data found for requested tickers
- **500**: Internal server error
"""
try:
logger = logging.getLogger(__name__)
start_time = time.perf_counter()
# Security logging - get client IP for audit trail
client_ip = http_request.headers.get("x-forwarded-for", "").split(",")[0].strip()
if not client_ip:
client_ip = http_request.headers.get("x-real-ip", "")
if not client_ip:
client_ip = getattr(http_request.client, "host", "unknown")
user_agent = http_request.headers.get("user-agent", "unknown")
# Enhanced input validation and security checks
if not request.tickers or len(request.tickers) == 0:
logger.warning(f"security_validation_failed client_ip={client_ip} reason=empty_tickers_list user_agent={user_agent}")
raise HTTPException(
status_code=400,
detail="At least one ticker symbol is required."
)
if len(request.tickers) > 50:
logger.warning(f"security_validation_failed client_ip={client_ip} reason=too_many_tickers count={len(request.tickers)} user_agent={user_agent}")
raise HTTPException(
status_code=400,
detail="Maximum 50 tickers allowed per request."
)
# Clean and validate ticker symbols with enhanced security
ticker_symbols = []
for ticker in request.tickers:
ticker_clean = str(ticker).upper().strip()
# Security: Check for malicious patterns
if not ticker_clean or len(ticker_clean) > 10:
logger.warning(f"security_validation_failed client_ip={client_ip} reason=invalid_ticker_length ticker={ticker} user_agent={user_agent}")
raise HTTPException(
status_code=400,
detail=f"Invalid ticker symbol '{ticker}'. Must be 1-10 characters."
)
# Security: Only allow alphanumeric characters and common symbols
import re
if not re.match(r'^[A-Z0-9\.\-\^]+$', ticker_clean):
logger.warning(f"security_validation_failed client_ip={client_ip} reason=invalid_ticker_chars ticker={ticker} user_agent={user_agent}")
raise HTTPException(
status_code=400,
detail=f"Invalid ticker symbol '{ticker}'. Only alphanumeric characters, dots, hyphens, and carets allowed."
)
ticker_symbols.append(ticker_clean)
# Remove duplicates while preserving order
seen = set()
ticker_symbols = [x for x in ticker_symbols if not (x in seen or seen.add(x))]
# Validate period and interval with security logging
valid_periods = ['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']
valid_intervals = ['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '4h', '1d', '5d', '1wk', '1mo', '3mo']
if request.period not in valid_periods:
logger.warning(f"security_validation_failed client_ip={client_ip} reason=invalid_period period={request.period} user_agent={user_agent}")
raise HTTPException(
status_code=400,
detail=f"Invalid period. Must be one of: {', '.join(valid_periods)}"
)
if request.interval not in valid_intervals:
logger.warning(f"security_validation_failed client_ip={client_ip} reason=invalid_interval interval={request.interval} user_agent={user_agent}")
raise HTTPException(
status_code=400,
detail=f"Invalid interval. Must be one of: {', '.join(valid_intervals)}"
)
# Validate intraday configuration
if request.intraday:
# For intraday data, restrict to shorter periods and specific intervals
intraday_periods = ['1d', '5d', '1mo']
intraday_intervals = ['5m', '15m', '30m', '60m', '90m', '1h', '4h']
if request.period not in intraday_periods:
logger.warning(f"security_validation_failed client_ip={client_ip} reason=invalid_intraday_period period={request.period} user_agent={user_agent}")
raise HTTPException(
status_code=400,
detail=f"For intraday data, period must be one of: {', '.join(intraday_periods)}"
)
if request.interval not in intraday_intervals:
logger.warning(f"security_validation_failed client_ip={client_ip} reason=invalid_intraday_interval interval={request.interval} user_agent={user_agent}")
raise HTTPException(
status_code=400,
detail=f"For intraday data, interval must be one of: {', '.join(intraday_intervals)}"
)
# Security audit log for successful request start
logger.info(f"financial_data_analysis_started client_ip={client_ip} tickers={ticker_symbols} period={request.period} interval={request.interval} intraday={request.intraday} count={len(ticker_symbols)} api_key_valid=true user_agent={user_agent}")
logger.info(f"rate_limit_info client_ip={client_ip} current_count={rate_info['current_count']} limit={rate_info['limit']} remaining={rate_info.get('remaining', 0)}")
# Get market status for the first ticker (representative)
market_status = None
if request.intraday or request.interval in ['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '4h']:
yfinance_svc = YFinanceService(config)
market_status = yfinance_svc.get_market_status(ticker_symbols[0])
logger.info(f"market_status_check ticker={ticker_symbols[0]} state={market_status.market_state} is_open={market_status.is_open}")
# Download data from Yahoo Finance - optimized for multiple tickers with interval support
download_start = time.perf_counter()
# Configure download parameters
download_params = {
'period': request.period,
'progress': False,
'auto_adjust': True
}
# Only group by ticker if we have multiple tickers
if len(ticker_symbols) > 1:
download_params['group_by'] = 'ticker'
# Add interval if different from default
if request.interval != '1d':
download_params['interval'] = request.interval
# For intraday data, include pre/post market data
if request.intraday:
download_params['prepost'] = True
logger.info(f"intraday_download_enabled prepost=true interval={request.interval}")
data = yf.download(ticker_symbols, **download_params)
download_end = time.perf_counter()
if data.empty:
logger.warning(f"no_data_found tickers={ticker_symbols} period={request.period}")
raise HTTPException(
status_code=404,
detail=f"No financial data found for tickers {ticker_symbols} with period {request.period}"
)
logger.info(f"data_downloaded tickers_count={len(ticker_symbols)} rows={len(data)} duration_ms={(download_end-download_start)*1000:.2f}")
# Calculate technical indicators and convert to response format
calc_start = time.perf_counter()
if 'yfinance_svc' not in locals():
yfinance_svc = YFinanceService(config)
result_data = []
all_dates = []
# Handle both single ticker and multi-ticker cases
if len(ticker_symbols) == 1:
# Single ticker case - flatten multi-level columns if they exist
ticker = ticker_symbols[0]
# Check if we have multi-level columns and flatten them
if isinstance(data.columns, pd.MultiIndex):
# Flatten the multi-level columns by taking the first level (the actual column names)
data.columns = data.columns.get_level_values(0)
data_with_indicators = yfinance_svc.calculate_technical_indicators(data)
all_dates.extend(data_with_indicators.index.tolist())
for date_idx, row in data_with_indicators.iterrows():
try:
close_val = row['Close']
if pd.isna(close_val):
continue
except (KeyError, ValueError):
continue
# Format datetime based on data type (intraday vs daily)
if request.intraday or request.interval in ['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '4h']:
datetime_str = date_idx.isoformat()
else:
datetime_str = date_idx.date().isoformat()
result_data.append(TechnicalIndicatorData(
ticker=ticker,
datetime=datetime_str,
open=float(row['Open']),
high=float(row['High']),
low=float(row['Low']),
close=float(row['Close']),
volume=int(row['Volume']),
sma_fast=float(row['sma_fast']) if pd.notna(row['sma_fast']) else None,
sma_med=float(row['sma_med']) if pd.notna(row['sma_med']) else None,
sma_slow=float(row['sma_slow']) if pd.notna(row['sma_slow']) else None
))
else:
# Multiple tickers case - data is grouped by ticker
processed_tickers = []
for ticker in ticker_symbols:
if ticker not in data.columns.get_level_values(0):
logger.warning(f"ticker_data_missing ticker={ticker} reason=not_in_downloaded_data")
continue
ticker_data = data[ticker]
if ticker_data.empty:
logger.warning(f"ticker_data_empty ticker={ticker}")
continue
# Calculate technical indicators for this ticker
ticker_data_with_indicators = yfinance_svc.calculate_technical_indicators(ticker_data)
all_dates.extend(ticker_data_with_indicators.index.tolist())
processed_tickers.append(ticker)
for date_idx, row in ticker_data_with_indicators.iterrows():
try:
close_val = row['Close']
if pd.isna(close_val):
continue
except (KeyError, ValueError):
continue
# Format datetime based on data type (intraday vs daily)
if request.intraday or request.interval in ['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '4h']:
datetime_str = date_idx.isoformat()
else:
datetime_str = date_idx.date().isoformat()
result_data.append(TechnicalIndicatorData(
ticker=ticker,
datetime=datetime_str,
open=float(row['Open']),
high=float(row['High']),
low=float(row['Low']),
close=float(row['Close']),
volume=int(row['Volume']),
sma_fast=float(row['sma_fast']) if pd.notna(row['sma_fast']) else None,
sma_med=float(row['sma_med']) if pd.notna(row['sma_med']) else None,
sma_slow=float(row['sma_slow']) if pd.notna(row['sma_slow']) else None
))
if not processed_tickers:
raise HTTPException(
status_code=404,
detail=f"No valid data found for any of the requested tickers: {ticker_symbols}"
)
calc_end = time.perf_counter()
logger.info(f"indicators_calculated tickers_count={len(ticker_symbols)} duration_ms={(calc_end-calc_start)*1000:.2f}")
# Calculate date range
start_date = min(all_dates).date() if all_dates else datetime.now().date()
end_date = max(all_dates).date() if all_dates else datetime.now().date()
# Sort by ticker and datetime (most recent first)
result_data.sort(key=lambda x: (x.ticker, x.datetime), reverse=True)
end_time = time.perf_counter()
total_duration = end_time - start_time
# Security audit log for successful completion
logger.info(f"financial_data_analysis_completed client_ip={client_ip} tickers={ticker_symbols} data_points={len(result_data)} total_duration_ms={total_duration*1000:.2f} status=success")
# Create response with security headers
from fastapi.responses import JSONResponse
# Create response data
response_data = {
"success": True,
"tickers": ticker_symbols,
"period": request.period,
"interval": request.interval,
"intraday": request.intraday,
"total_data_points": len(result_data),
"date_range": {
"start_date": start_date.isoformat(),
"end_date": end_date.isoformat()
},
"market_status": {
"is_open": market_status.is_open,
"market_state": market_status.market_state,
"timezone": market_status.timezone
} if market_status else None,
"data": [
{
"ticker": item.ticker,
"datetime": item.datetime,
"open": item.open,
"high": item.high,
"low": item.low,
"close": item.close,
"volume": item.volume,
"sma_fast": item.sma_fast,
"sma_med": item.sma_med,
"sma_slow": item.sma_slow
}
for item in result_data
],
"calculated_at": datetime.now(pytz.UTC).isoformat()
}
# Return JSONResponse with security headers
return JSONResponse(
content=response_data,
headers={
"X-RateLimit-Limit": str(rate_info["limit"]),
"X-RateLimit-Remaining": str(rate_info.get("remaining", 0)),
"X-Content-Type-Options": "nosniff",
"X-Frame-Options": "DENY",
"X-XSS-Protection": "1; mode=block"
}
)
except HTTPException:
raise
except Exception as e:
logger = logging.getLogger(__name__)
# Security audit log for errors
client_ip = http_request.headers.get("x-forwarded-for", "").split(",")[0].strip()
if not client_ip:
client_ip = getattr(http_request.client, "host", "unknown")
logger.error(f"financial_data_analysis_failed client_ip={client_ip} tickers={request.tickers} error={str(e)} status=error")
raise HTTPException(
status_code=500,
detail=f"Failed to analyze financial data for tickers {request.tickers}: {str(e)}"
)
# Local execution configuration
if __name__ == "__main__":
import uvicorn
HOST = os.getenv("HOST", "0.0.0.0")
PORT = int(os.getenv("PORT", 7860))
# Determina el valor de reload según si estamos en HF Spaces
RELOAD = os.getenv("SPACE_ID") is None
# Start the Uvicorn server
uvicorn.run("index:app", host=HOST, port=PORT, reload=RELOAD)
|