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Enhance API tests for new /data/analyze endpoint
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# 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)