feat: add price data collector using pykrx

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
This commit is contained in:
zephyrdark 2026-02-02 23:44:04 +09:00
parent aed636f2b3
commit 135d55b488
2 changed files with 100 additions and 1 deletions

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from app.services.collectors.base import BaseCollector
from app.services.collectors.stock_collector import StockCollector
from app.services.collectors.sector_collector import SectorCollector
from app.services.collectors.price_collector import PriceCollector
__all__ = ["BaseCollector", "StockCollector", "SectorCollector"]
__all__ = ["BaseCollector", "StockCollector", "SectorCollector", "PriceCollector"]

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"""
Price data collector using pykrx.
"""
import logging
from datetime import datetime, timedelta
import pandas as pd
from pykrx import stock as pykrx_stock
from sqlalchemy.orm import Session
from sqlalchemy.dialects.postgresql import insert
from app.services.collectors.base import BaseCollector
from app.models.stock import Price, Stock
logger = logging.getLogger(__name__)
class PriceCollector(BaseCollector):
"""Collects daily OHLCV price data."""
def __init__(self, db: Session, start_date: str = None, end_date: str = None):
super().__init__(db)
self.end_date = end_date or datetime.now().strftime("%Y%m%d")
self.start_date = start_date or (
datetime.now() - timedelta(days=7)
).strftime("%Y%m%d")
self._validate_dates()
def _validate_dates(self) -> None:
"""Validate date formats."""
for date_str, name in [(self.start_date, "start_date"), (self.end_date, "end_date")]:
try:
datetime.strptime(date_str, "%Y%m%d")
except ValueError:
raise ValueError(f"Invalid {name} format. Expected YYYYMMDD, got: {date_str}")
def collect(self) -> int:
"""Collect price data for all stocks."""
# Get list of tickers from database
tickers = self.db.query(Stock.ticker).all()
ticker_list = [t[0] for t in tickers]
if not ticker_list:
logger.warning("No stocks found in database. Run StockCollector first.")
return 0
total_records = 0
logger.info(f"Collecting prices for {len(ticker_list)} stocks from {self.start_date} to {self.end_date}")
# Fetch prices in batches
for ticker in ticker_list:
try:
df = pykrx_stock.get_market_ohlcv(
self.start_date, self.end_date, ticker
)
if df.empty:
continue
df = df.reset_index()
df.columns = ["date", "open", "high", "low", "close", "volume",
"value", "change"]
records = []
for _, row in df.iterrows():
records.append({
"ticker": ticker,
"date": row["date"].date() if hasattr(row["date"], "date") else row["date"],
"open": float(row["open"]),
"high": float(row["high"]),
"low": float(row["low"]),
"close": float(row["close"]),
"volume": int(row["volume"]),
})
if records:
stmt = insert(Price).values(records)
stmt = stmt.on_conflict_do_update(
index_elements=["ticker", "date"],
set_={
"open": stmt.excluded.open,
"high": stmt.excluded.high,
"low": stmt.excluded.low,
"close": stmt.excluded.close,
"volume": stmt.excluded.volume,
},
)
self.db.execute(stmt)
total_records += len(records)
except Exception as e:
logger.warning(f"Failed to fetch prices for {ticker}: {e}")
continue
self.db.commit()
logger.info(f"Collected {total_records} price records")
return total_records