zephyrdark
72c72994b2
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87 lines
2.8 KiB
Python
87 lines
2.8 KiB
Python
"""
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Sector data collector from WISEindex.
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"""
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import logging
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import time
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from datetime import datetime
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import pandas as pd
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import requests
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from sqlalchemy.orm import Session
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from sqlalchemy.dialects.postgresql import insert
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from app.services.collectors.base import BaseCollector
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from app.models.stock import Sector
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logger = logging.getLogger(__name__)
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class SectorCollector(BaseCollector):
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"""Collects WICS sector classification data."""
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SECTOR_CODES = ["G25", "G35", "G50", "G40", "G10", "G20", "G55", "G30", "G15", "G45"]
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def __init__(self, db: Session, biz_day: str = None):
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super().__init__(db)
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self.biz_day = biz_day or self._get_latest_biz_day()
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self._validate_biz_day()
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def _validate_biz_day(self) -> None:
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"""Validate business day format."""
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try:
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datetime.strptime(self.biz_day, "%Y%m%d")
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except ValueError:
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raise ValueError(f"Invalid biz_day format. Expected YYYYMMDD, got: {self.biz_day}")
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def collect(self) -> int:
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"""Collect sector classification data."""
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all_data = []
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for sector_code in self.SECTOR_CODES:
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url = f"http://www.wiseindex.com/Index/GetIndexComponets?ceil_yn=0&dt={self.biz_day}&sec_cd={sector_code}"
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try:
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response = requests.get(url, timeout=10)
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data = response.json()
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if "list" in data and data["list"]:
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df = pd.json_normalize(data["list"])
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all_data.append(df)
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except (requests.RequestException, ValueError, KeyError) as e:
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logger.warning(f"Failed to fetch sector {sector_code}: {e}")
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continue
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time.sleep(1) # Rate limiting
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if not all_data:
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return 0
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sectors = pd.concat(all_data, axis=0)
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sectors = sectors[["IDX_CD", "CMP_CD", "CMP_KOR", "SEC_NM_KOR"]]
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records = []
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base_date = datetime.strptime(self.biz_day, "%Y%m%d").date()
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for _, row in sectors.iterrows():
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records.append({
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"ticker": row["CMP_CD"],
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"sector_code": row["IDX_CD"],
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"company_name": row["CMP_KOR"],
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"sector_name": row["SEC_NM_KOR"],
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"base_date": base_date,
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})
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if records:
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stmt = insert(Sector).values(records)
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stmt = stmt.on_conflict_do_update(
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index_elements=["ticker"],
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set_={
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"sector_code": stmt.excluded.sector_code,
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"company_name": stmt.excluded.company_name,
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"sector_name": stmt.excluded.sector_name,
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"base_date": stmt.excluded.base_date,
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},
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)
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self.db.execute(stmt)
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self.db.commit()
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return len(records)
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