fix: preserve OHLCV stale detection
This commit is contained in:
+8
-1
@@ -512,6 +512,7 @@ async def collect_ohlcv(
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job_name: str = "data_collector",
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*,
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refetch_days: int = 0,
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refresh_sr: bool = True,
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) -> None:
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"""Fetch latest daily OHLCV for all tracked tickers.
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@@ -580,6 +581,7 @@ async def collect_ohlcv(
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try:
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result = await ingestion_service.fetch_and_ingest(
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db, provider, symbol, start_date=backfill_start, end_date=end_date,
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refresh_sr=refresh_sr,
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)
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_last_successful[job_name] = symbol
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processed += 1
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@@ -619,6 +621,11 @@ async def collect_ohlcv(
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_runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc))
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async def collect_ohlcv_for_scan() -> None:
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"""Near-close fetch; the scanner immediately rebuilds S/R per ticker."""
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await collect_ohlcv(refresh_sr=False)
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async def backfill_ohlcv() -> None:
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"""Deep historical backfill: re-fetch the full ``settings.ohlcv_history_days``
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window for every ticker, ignoring incremental resume.
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@@ -1484,7 +1491,7 @@ async def sync_ticker_universe() -> None:
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_FINAL_REFETCH_DAYS = 5
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_DAILY_PIPELINE_STEPS = [
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("data_collector", "collect_ohlcv"),
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("data_collector", "collect_ohlcv_for_scan"),
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("benchmark_collector", "collect_benchmark"),
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("sentiment_collector", "collect_sentiment"),
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("market_regime", "compute_market_regime"),
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@@ -100,6 +100,8 @@ async def fetch_and_ingest(
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symbol: str,
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start_date: date | None = None,
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end_date: date | None = None,
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*,
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refresh_sr: bool = True,
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) -> IngestionResult:
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"""Fetch OHLCV data from provider and upsert into Price Store.
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@@ -244,7 +246,7 @@ async def fetch_and_ingest(
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ticker.symbol,
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ingested_count,
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)
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if ingested_count > 0:
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if ingested_count > 0 and refresh_sr:
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await _refresh_structural_sr(db, ticker.symbol)
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return IngestionResult(
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symbol=ticker.symbol,
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@@ -254,9 +256,28 @@ async def fetch_and_ingest(
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message=f"Rate limited. Ingested {ingested_count} records. Resume available.",
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)
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if ingested_count > 0:
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if ingested_count > 0 and refresh_sr:
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await _refresh_structural_sr(db, ticker.symbol)
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# Incremental fetches deliberately overlap the latest stored session so an
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# in-progress bar can be updated. A halted/delisted symbol can therefore
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# return one old bar forever; non-empty no longer means fresh. Judge stale
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# state from the newest stored session after the upserts instead.
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latest = await _get_latest_ohlcv_date(db, ticker.id)
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gap_days = (end_date - latest).days if latest is not None else None
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if gap_days is not None and gap_days > _STALE_OHLCV_GAP_DAYS:
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return IngestionResult(
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symbol=ticker.symbol,
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records_ingested=ingested_count,
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last_date=latest,
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status="stale",
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message=(
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f"No new bars since {latest.isoformat()} ({gap_days}d gap). "
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"The symbol may be halted, delisted, or renamed under a new ticker — "
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"check the listing and add/fetch the current symbol if it changed."
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),
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)
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return IngestionResult(
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symbol=ticker.symbol,
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records_ingested=ingested_count,
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@@ -77,7 +77,8 @@ function marketDate(date = new Date()): string {
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}
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function formatSessionDate(isoDate: string): string {
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if (isoDate === marketDate()) return 'Today';
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const currentMarketDate = marketDate();
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if (isoDate === currentMarketDate) return 'Today';
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// Parse date-only market sessions explicitly. Parsing YYYY-MM-DD directly as
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// a Date means midnight UTC and makes today's bar look many hours old.
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@@ -86,7 +87,7 @@ function formatSessionDate(isoDate: string): string {
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return new Intl.DateTimeFormat(undefined, {
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month: 'short',
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day: 'numeric',
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year: year === new Date().getFullYear() ? undefined : 'numeric',
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year: year === Number(currentMarketDate.slice(0, 4)) ? undefined : 'numeric',
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timeZone: 'UTC',
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}).format(new Date(Date.UTC(year, month - 1, day)));
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}
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@@ -130,9 +130,34 @@ async def test_empty_fetch_with_stale_history_reports_stale(session):
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]
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await svc.fetch_and_ingest(session, MockMarketDataProvider(ohlcv_data=old), "SATS")
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result = await svc.fetch_and_ingest(session, MockMarketDataProvider(ohlcv_data=[]), "SATS")
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# Incremental overlap means Alpaca can keep returning the final historical
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# bar. That is still stale: the latest session did not advance.
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result = await svc.fetch_and_ingest(
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session,
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MockMarketDataProvider(ohlcv_data=[old[-1]]),
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"SATS",
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)
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assert result.status == "stale"
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assert result.records_ingested == 0
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assert result.records_ingested == 1
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assert result.last_date is not None
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assert "renamed" in (result.message or "").lower() or "halted" in (result.message or "").lower()
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async def test_ingest_can_skip_sr_refresh_when_scanner_follows(session, monkeypatch):
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await _add_ticker(session, "SCAN")
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calls: list[str] = []
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async def fake_refresh(db, symbol):
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calls.append(symbol)
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monkeypatch.setattr(svc, "_refresh_structural_sr", fake_refresh)
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result = await svc.fetch_and_ingest(
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session,
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MockMarketDataProvider(ohlcv_data=_bars("SCAN", 3)),
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"SCAN",
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refresh_sr=False,
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)
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assert result.status == "complete"
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assert calls == []
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