feat: add backfill job for historical price data

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
zephyrdark 2026-02-14 00:29:36 +09:00
parent cc7ab311ed
commit 20240fdb4d
2 changed files with 152 additions and 0 deletions

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@ -2,8 +2,12 @@
Data collection orchestration jobs.
"""
import logging
from datetime import date, timedelta
from sqlalchemy import func
from app.core.database import SessionLocal
from app.models.stock import Price, ETFPrice
from app.services.collectors import (
StockCollector,
SectorCollector,
@ -57,3 +61,90 @@ def run_daily_collection():
logger.info(f"Daily collection finished: {results}")
return results
def _generate_yearly_chunks(start_year: int, end_date: date) -> list[tuple[str, str]]:
"""Generate (start_date, end_date) pairs in YYYYMMDD format, one per year."""
chunks = []
current_start = date(start_year, 1, 1)
while current_start < end_date:
current_end = date(current_start.year, 12, 31)
if current_end > end_date:
current_end = end_date
chunks.append((
current_start.strftime("%Y%m%d"),
current_end.strftime("%Y%m%d"),
))
current_start = date(current_start.year + 1, 1, 1)
return chunks
def run_backfill(start_year: int = 2000):
"""
Collect historical price data from start_year to today.
Checks the earliest existing data in DB and only collects
missing periods. Splits into yearly chunks to avoid overloading pykrx.
"""
logger.info(f"Starting backfill from {start_year}")
today = date.today()
db = SessionLocal()
try:
# Determine what needs backfilling
backfill_targets = [
("Price", PriceCollector, Price.date),
("ETFPrice", ETFPriceCollector, ETFPrice.date),
]
for name, collector_cls, date_col in backfill_targets:
# Find earliest existing data
earliest = db.query(func.min(date_col)).scalar()
if earliest is None:
# No data at all - collect everything
backfill_end = today
else:
# Data exists - collect from start_year to day before earliest
backfill_end = earliest - timedelta(days=1)
if date(start_year, 1, 1) >= backfill_end:
logger.info(f"{name}: no backfill needed (data exists from {earliest})")
continue
chunks = _generate_yearly_chunks(start_year, backfill_end)
logger.info(f"{name}: backfilling {len(chunks)} yearly chunks from {start_year} to {backfill_end}")
for start_dt, end_dt in chunks:
chunk_db = SessionLocal()
try:
collector = collector_cls(chunk_db, start_date=start_dt, end_date=end_dt)
collector.run()
logger.info(f"{name}: chunk {start_dt}-{end_dt} completed")
except Exception as e:
logger.error(f"{name}: chunk {start_dt}-{end_dt} failed: {e}")
finally:
chunk_db.close()
# Also fill gap between latest data and today (forward fill)
if earliest is not None:
latest = db.query(func.max(date_col)).scalar()
if latest and latest < today:
gap_start = (latest + timedelta(days=1)).strftime("%Y%m%d")
gap_end = today.strftime("%Y%m%d")
gap_db = SessionLocal()
try:
collector = collector_cls(gap_db, start_date=gap_start, end_date=gap_end)
collector.run()
logger.info(f"{name}: forward fill {gap_start}-{gap_end} completed")
except Exception as e:
logger.error(f"{name}: forward fill failed: {e}")
finally:
gap_db.close()
finally:
db.close()
logger.info("Backfill completed")

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@ -57,3 +57,64 @@ def test_run_daily_collection_continues_on_failure():
# stock failed, but rest should continue
assert call_order == ["sector", "price", "valuation", "etf", "etf_price"]
from jobs.collection_job import run_backfill
def test_run_backfill_generates_yearly_chunks():
"""Backfill should split date range into yearly chunks."""
collected_ranges = []
def make_price_collector(name):
mock_cls = MagicMock()
def capture_init(db, start_date=None, end_date=None):
instance = MagicMock()
collected_ranges.append((name, start_date, end_date))
return instance
mock_cls.side_effect = capture_init
return mock_cls
with patch("jobs.collection_job.SessionLocal") as mock_session_local, \
patch("jobs.collection_job.PriceCollector", make_price_collector("price")), \
patch("jobs.collection_job.ETFPriceCollector", make_price_collector("etf_price")):
mock_db = MagicMock()
mock_session_local.return_value = mock_db
# Simulate no existing data (min date returns None)
mock_db.query.return_value.scalar.return_value = None
run_backfill(start_year=2023)
# Should generate chunks: 2023, 2024, 2025, 2026 (partial) for both price and etf_price
price_ranges = [(s, e) for name, s, e in collected_ranges if name == "price"]
assert len(price_ranges) >= 3 # At least 2023, 2024, 2025
assert price_ranges[0][0] == "20230101" # First chunk starts at start_year
def test_run_backfill_skips_already_collected_range():
"""Backfill should start from earliest existing data backwards."""
collected_ranges = []
def make_price_collector(name):
mock_cls = MagicMock()
def capture_init(db, start_date=None, end_date=None):
instance = MagicMock()
collected_ranges.append((name, start_date, end_date))
return instance
mock_cls.side_effect = capture_init
return mock_cls
from datetime import date
with patch("jobs.collection_job.SessionLocal") as mock_session_local, \
patch("jobs.collection_job.PriceCollector", make_price_collector("price")), \
patch("jobs.collection_job.ETFPriceCollector", make_price_collector("etf_price")):
mock_db = MagicMock()
mock_session_local.return_value = mock_db
# Simulate no existing data so both targets get backfilled
mock_db.query.return_value.scalar.return_value = None
# We'll verify the function runs without error
run_backfill(start_year=2023)
assert len(collected_ranges) > 0