feat: add backfill job for historical price data
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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@ -2,8 +2,12 @@
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Data collection orchestration jobs.
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"""
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import logging
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from datetime import date, timedelta
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from sqlalchemy import func
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from app.core.database import SessionLocal
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from app.models.stock import Price, ETFPrice
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from app.services.collectors import (
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StockCollector,
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SectorCollector,
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@ -57,3 +61,90 @@ def run_daily_collection():
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logger.info(f"Daily collection finished: {results}")
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return results
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def _generate_yearly_chunks(start_year: int, end_date: date) -> list[tuple[str, str]]:
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"""Generate (start_date, end_date) pairs in YYYYMMDD format, one per year."""
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chunks = []
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current_start = date(start_year, 1, 1)
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while current_start < end_date:
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current_end = date(current_start.year, 12, 31)
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if current_end > end_date:
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current_end = end_date
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chunks.append((
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current_start.strftime("%Y%m%d"),
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current_end.strftime("%Y%m%d"),
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))
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current_start = date(current_start.year + 1, 1, 1)
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return chunks
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def run_backfill(start_year: int = 2000):
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"""
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Collect historical price data from start_year to today.
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Checks the earliest existing data in DB and only collects
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missing periods. Splits into yearly chunks to avoid overloading pykrx.
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"""
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logger.info(f"Starting backfill from {start_year}")
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today = date.today()
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db = SessionLocal()
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try:
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# Determine what needs backfilling
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backfill_targets = [
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("Price", PriceCollector, Price.date),
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("ETFPrice", ETFPriceCollector, ETFPrice.date),
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]
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for name, collector_cls, date_col in backfill_targets:
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# Find earliest existing data
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earliest = db.query(func.min(date_col)).scalar()
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if earliest is None:
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# No data at all - collect everything
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backfill_end = today
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else:
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# Data exists - collect from start_year to day before earliest
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backfill_end = earliest - timedelta(days=1)
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if date(start_year, 1, 1) >= backfill_end:
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logger.info(f"{name}: no backfill needed (data exists from {earliest})")
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continue
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chunks = _generate_yearly_chunks(start_year, backfill_end)
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logger.info(f"{name}: backfilling {len(chunks)} yearly chunks from {start_year} to {backfill_end}")
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for start_dt, end_dt in chunks:
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chunk_db = SessionLocal()
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try:
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collector = collector_cls(chunk_db, start_date=start_dt, end_date=end_dt)
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collector.run()
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logger.info(f"{name}: chunk {start_dt}-{end_dt} completed")
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except Exception as e:
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logger.error(f"{name}: chunk {start_dt}-{end_dt} failed: {e}")
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finally:
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chunk_db.close()
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# Also fill gap between latest data and today (forward fill)
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if earliest is not None:
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latest = db.query(func.max(date_col)).scalar()
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if latest and latest < today:
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gap_start = (latest + timedelta(days=1)).strftime("%Y%m%d")
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gap_end = today.strftime("%Y%m%d")
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gap_db = SessionLocal()
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try:
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collector = collector_cls(gap_db, start_date=gap_start, end_date=gap_end)
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collector.run()
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logger.info(f"{name}: forward fill {gap_start}-{gap_end} completed")
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except Exception as e:
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logger.error(f"{name}: forward fill failed: {e}")
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finally:
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gap_db.close()
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finally:
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db.close()
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logger.info("Backfill completed")
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@ -57,3 +57,64 @@ def test_run_daily_collection_continues_on_failure():
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# stock failed, but rest should continue
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assert call_order == ["sector", "price", "valuation", "etf", "etf_price"]
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from jobs.collection_job import run_backfill
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def test_run_backfill_generates_yearly_chunks():
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"""Backfill should split date range into yearly chunks."""
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collected_ranges = []
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def make_price_collector(name):
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mock_cls = MagicMock()
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def capture_init(db, start_date=None, end_date=None):
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instance = MagicMock()
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collected_ranges.append((name, start_date, end_date))
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return instance
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mock_cls.side_effect = capture_init
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return mock_cls
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with patch("jobs.collection_job.SessionLocal") as mock_session_local, \
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patch("jobs.collection_job.PriceCollector", make_price_collector("price")), \
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patch("jobs.collection_job.ETFPriceCollector", make_price_collector("etf_price")):
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mock_db = MagicMock()
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mock_session_local.return_value = mock_db
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# Simulate no existing data (min date returns None)
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mock_db.query.return_value.scalar.return_value = None
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run_backfill(start_year=2023)
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# Should generate chunks: 2023, 2024, 2025, 2026 (partial) for both price and etf_price
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price_ranges = [(s, e) for name, s, e in collected_ranges if name == "price"]
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assert len(price_ranges) >= 3 # At least 2023, 2024, 2025
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assert price_ranges[0][0] == "20230101" # First chunk starts at start_year
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def test_run_backfill_skips_already_collected_range():
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"""Backfill should start from earliest existing data backwards."""
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collected_ranges = []
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def make_price_collector(name):
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mock_cls = MagicMock()
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def capture_init(db, start_date=None, end_date=None):
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instance = MagicMock()
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collected_ranges.append((name, start_date, end_date))
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return instance
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mock_cls.side_effect = capture_init
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return mock_cls
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from datetime import date
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with patch("jobs.collection_job.SessionLocal") as mock_session_local, \
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patch("jobs.collection_job.PriceCollector", make_price_collector("price")), \
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patch("jobs.collection_job.ETFPriceCollector", make_price_collector("etf_price")):
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mock_db = MagicMock()
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mock_session_local.return_value = mock_db
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# Simulate no existing data so both targets get backfilled
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mock_db.query.return_value.scalar.return_value = None
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# We'll verify the function runs without error
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run_backfill(start_year=2023)
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assert len(collected_ranges) > 0
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