179 lines
6.5 KiB
Python
179 lines
6.5 KiB
Python
"""Ingestion router: trigger data fetches from the market data provider.
|
|
|
|
Provides both a single-source OHLCV endpoint and a comprehensive
|
|
fetch-all endpoint that collects OHLCV + sentiment + fundamentals
|
|
in one call with per-source status reporting.
|
|
"""
|
|
|
|
from __future__ import annotations
|
|
|
|
import logging
|
|
from datetime import date
|
|
|
|
from fastapi import APIRouter, Depends, Query
|
|
from sqlalchemy.ext.asyncio import AsyncSession
|
|
|
|
from app.config import settings
|
|
from app.dependencies import get_db, require_access
|
|
from app.exceptions import ProviderError
|
|
from app.models.user import User
|
|
from app.providers.alpaca import AlpacaOHLCVProvider
|
|
from app.providers.fundamentals_chain import build_fundamental_provider_chain
|
|
from app.providers.openai_sentiment import OpenAISentimentProvider
|
|
from app.services.rr_scanner_service import scan_ticker
|
|
from app.schemas.common import APIEnvelope
|
|
from app.services import (
|
|
fundamental_service,
|
|
ingestion_service,
|
|
scoring_service,
|
|
sentiment_service,
|
|
sr_service,
|
|
)
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
router = APIRouter(tags=["ingestion"])
|
|
|
|
|
|
def _get_provider() -> AlpacaOHLCVProvider:
|
|
"""Build the OHLCV provider from current settings."""
|
|
if not settings.alpaca_api_key or not settings.alpaca_api_secret:
|
|
raise ProviderError("Alpaca API credentials not configured")
|
|
return AlpacaOHLCVProvider(settings.alpaca_api_key, settings.alpaca_api_secret)
|
|
|
|
|
|
@router.post("/ingestion/fetch/{symbol}", response_model=APIEnvelope)
|
|
async def fetch_symbol(
|
|
symbol: str,
|
|
start_date: date | None = Query(None, description="Start date (YYYY-MM-DD)"),
|
|
end_date: date | None = Query(None, description="End date (YYYY-MM-DD)"),
|
|
_user: User = Depends(require_access),
|
|
db: AsyncSession = Depends(get_db),
|
|
):
|
|
"""Fetch all data sources for a ticker: OHLCV, sentiment, and fundamentals.
|
|
|
|
Returns a per-source breakdown so the frontend can show exactly what
|
|
succeeded and what failed.
|
|
"""
|
|
symbol_upper = symbol.strip().upper()
|
|
sources: dict[str, dict] = {}
|
|
|
|
# --- OHLCV ---
|
|
try:
|
|
provider = _get_provider()
|
|
result = await ingestion_service.fetch_and_ingest(
|
|
db, provider, symbol_upper, start_date, end_date
|
|
)
|
|
sources["ohlcv"] = {
|
|
"status": "ok" if result.status in ("complete", "partial") else "error",
|
|
"records": result.records_ingested,
|
|
"message": result.message,
|
|
}
|
|
except Exception as exc:
|
|
logger.error("OHLCV fetch failed for %s: %s", symbol_upper, exc)
|
|
sources["ohlcv"] = {"status": "error", "records": 0, "message": str(exc)}
|
|
|
|
# --- Sentiment ---
|
|
if settings.openai_api_key:
|
|
try:
|
|
sent_provider = OpenAISentimentProvider(
|
|
settings.openai_api_key, settings.openai_model
|
|
)
|
|
data = await sent_provider.fetch_sentiment(symbol_upper)
|
|
await sentiment_service.store_sentiment(
|
|
db,
|
|
symbol=symbol_upper,
|
|
classification=data.classification,
|
|
confidence=data.confidence,
|
|
source=data.source,
|
|
timestamp=data.timestamp,
|
|
reasoning=data.reasoning,
|
|
citations=data.citations,
|
|
)
|
|
sources["sentiment"] = {
|
|
"status": "ok",
|
|
"classification": data.classification,
|
|
"confidence": data.confidence,
|
|
"message": None,
|
|
}
|
|
except Exception as exc:
|
|
logger.error("Sentiment fetch failed for %s: %s", symbol_upper, exc)
|
|
sources["sentiment"] = {"status": "error", "message": str(exc)}
|
|
else:
|
|
sources["sentiment"] = {
|
|
"status": "skipped",
|
|
"message": "OpenAI API key not configured",
|
|
}
|
|
|
|
# --- Fundamentals ---
|
|
if settings.fmp_api_key or settings.finnhub_api_key or settings.alpha_vantage_api_key:
|
|
try:
|
|
fundamentals_provider = build_fundamental_provider_chain()
|
|
fdata = await fundamentals_provider.fetch_fundamentals(symbol_upper)
|
|
await fundamental_service.store_fundamental(
|
|
db,
|
|
symbol=symbol_upper,
|
|
pe_ratio=fdata.pe_ratio,
|
|
revenue_growth=fdata.revenue_growth,
|
|
earnings_surprise=fdata.earnings_surprise,
|
|
market_cap=fdata.market_cap,
|
|
unavailable_fields=fdata.unavailable_fields,
|
|
)
|
|
sources["fundamentals"] = {"status": "ok", "message": None}
|
|
except Exception as exc:
|
|
logger.error("Fundamentals fetch failed for %s: %s", symbol_upper, exc)
|
|
sources["fundamentals"] = {"status": "error", "message": str(exc)}
|
|
else:
|
|
sources["fundamentals"] = {
|
|
"status": "skipped",
|
|
"message": "No fundamentals provider key configured",
|
|
}
|
|
|
|
# --- Derived pipeline: S/R levels ---
|
|
try:
|
|
levels = await sr_service.recalculate_sr_levels(db, symbol_upper)
|
|
sources["sr_levels"] = {
|
|
"status": "ok",
|
|
"count": len(levels),
|
|
"message": None,
|
|
}
|
|
except Exception as exc:
|
|
logger.error("S/R recalc failed for %s: %s", symbol_upper, exc)
|
|
sources["sr_levels"] = {"status": "error", "message": str(exc)}
|
|
|
|
# --- Derived pipeline: scores ---
|
|
try:
|
|
score_payload = await scoring_service.get_score(db, symbol_upper)
|
|
sources["scores"] = {
|
|
"status": "ok",
|
|
"composite_score": score_payload.get("composite_score"),
|
|
"missing_dimensions": score_payload.get("missing_dimensions", []),
|
|
"message": None,
|
|
}
|
|
except Exception as exc:
|
|
logger.error("Score recompute failed for %s: %s", symbol_upper, exc)
|
|
sources["scores"] = {"status": "error", "message": str(exc)}
|
|
|
|
# --- Derived pipeline: scanner ---
|
|
try:
|
|
setups = await scan_ticker(
|
|
db,
|
|
symbol_upper,
|
|
rr_threshold=settings.default_rr_threshold,
|
|
)
|
|
sources["scanner"] = {
|
|
"status": "ok",
|
|
"setups_found": len(setups),
|
|
"message": None,
|
|
}
|
|
except Exception as exc:
|
|
logger.error("Scanner run failed for %s: %s", symbol_upper, exc)
|
|
sources["scanner"] = {"status": "error", "message": str(exc)}
|
|
|
|
# Always return success — per-source breakdown tells the full story
|
|
return APIEnvelope(
|
|
status="success",
|
|
data={"symbol": symbol_upper, "sources": sources},
|
|
error=None,
|
|
)
|