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signal-platform/app/routers/ingestion.py
T
dennisthiessen 316226096b
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Fix score refresh, add granular fetch and live job status
Scores never updated ("101d ago"): get_score only recomputes stale/
missing dimensions, but nothing marked them stale on new data, and there
was no scheduled scoring job.
- Fetch endpoint force-recomputes dimensions + composite.
- Scheduled scan (scan_all_tickers) refreshes scores per ticker, so
  scores stay current globally, not just on manual fetch.

Granular fetch: /ingestion/fetch accepts a sources filter; the freshness
bar gets a per-row refresh button (OHLCV/Sentiment/Fundamentals fetch
that provider only — marked paid; S/R/Scores recompute for free). Header
button is now "Fetch All".

Job visibility: GET /jobs/running (any user) + sidebar live indicator
showing running scheduled jobs with progress, polled every 10s.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-14 13:10:15 +02:00

234 lines
9.4 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 import delete, select
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.ohlcv import OHLCVRecord
from app.models.settings import IngestionProgress
from app.models.ticker import Ticker
from app.models.user import User
from app.providers.alpaca import AlpacaOHLCVProvider
from app.providers.fundamentals_chain import build_fundamental_provider_chain
from app.services.rr_scanner_service import scan_ticker
from app.services.sentiment_provider_service import build_sentiment_provider
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"])
_PROVIDER_SOURCES = {"ohlcv", "sentiment", "fundamentals"}
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)
def _parse_requested_sources(sources: str | None) -> set[str]:
"""Which provider sources to fetch. None/'all' → every provider source.
Anything else is parsed as a comma list; an empty/recompute-only request
fetches no providers (just refreshes the free derived pipeline).
"""
if sources is None:
return set(_PROVIDER_SOURCES)
parts = {p.strip().lower() for p in sources.split(",") if p.strip()}
if "all" in parts:
return set(_PROVIDER_SOURCES)
return parts & _PROVIDER_SOURCES
@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)"),
force_refetch: bool = Query(False, description="Delete existing OHLCV data and re-fetch split-adjusted history"),
sources: str | None = Query(
None,
description="Comma list of provider sources to fetch (ohlcv,sentiment,fundamentals). "
"Omit for all. The derived pipeline (S/R, scores, scanner) always recomputes — it's free.",
),
_user: User = Depends(require_access),
db: AsyncSession = Depends(get_db),
):
"""Fetch selected data sources for a ticker, then recompute derived data.
Provider calls (which may cost money/quota — sentiment especially) are
limited to ``sources``; the free derived pipeline (S/R, scores, scanner)
always runs so everything stays consistent. Returns a per-source breakdown.
"""
symbol_upper = symbol.strip().upper()
requested = _parse_requested_sources(sources)
sources_out: dict[str, dict] = {}
# If force_refetch is requested, clear old OHLCV and ingestion progress
# so the backfill logic pulls a full year of fresh split-adjusted data.
if force_refetch and "ohlcv" in requested:
try:
result = await db.execute(
select(Ticker).where(Ticker.symbol == symbol_upper)
)
ticker_obj = result.scalar_one_or_none()
if ticker_obj:
await db.execute(
delete(OHLCVRecord).where(OHLCVRecord.ticker_id == ticker_obj.id)
)
await db.execute(
delete(IngestionProgress).where(IngestionProgress.ticker_id == ticker_obj.id)
)
await db.commit()
logger.info("force_refetch: cleared OHLCV and progress for %s", symbol_upper)
except Exception as exc:
logger.error("force_refetch cleanup failed for %s: %s", symbol_upper, exc)
# --- OHLCV ---
if "ohlcv" in requested:
try:
provider = _get_provider()
result = await ingestion_service.fetch_and_ingest(
db, provider, symbol_upper, start_date, end_date
)
sources_out["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_out["ohlcv"] = {"status": "error", "records": 0, "message": str(exc)}
# --- Sentiment ---
if "sentiment" in requested:
try:
sent_provider = await build_sentiment_provider(db)
except ProviderError as exc:
sent_provider = None
sources_out["sentiment"] = {"status": "skipped", "message": str(exc)}
if sent_provider is not None:
try:
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_out["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_out["sentiment"] = {"status": "error", "message": str(exc)}
# --- Fundamentals ---
if "fundamentals" in requested:
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_out["fundamentals"] = {"status": "ok", "message": None}
except Exception as exc:
logger.error("Fundamentals fetch failed for %s: %s", symbol_upper, exc)
sources_out["fundamentals"] = {"status": "error", "message": str(exc)}
else:
sources_out["fundamentals"] = {
"status": "skipped",
"message": "No fundamentals provider key configured",
}
# --- Derived pipeline: S/R levels (free, always) ---
try:
levels = await sr_service.recalculate_sr_levels(db, symbol_upper)
sources_out["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_out["sr_levels"] = {"status": "error", "message": str(exc)}
# --- Derived pipeline: scores (free, always) ---
# Force a full recompute — fetched data doesn't mark old scores stale, so
# get_score alone would keep returning the previously computed values.
try:
await scoring_service.compute_all_dimensions(db, symbol_upper)
await scoring_service.compute_composite_score(db, symbol_upper)
await db.commit()
score_payload = await scoring_service.get_score(db, symbol_upper)
sources_out["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_out["scores"] = {"status": "error", "message": str(exc)}
# --- Derived pipeline: scanner (free, always) ---
try:
setups = await scan_ticker(
db,
symbol_upper,
rr_threshold=settings.default_rr_threshold,
)
sources_out["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_out["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_out},
error=None,
)