zephyrdark
ecb3dca571
Add ETFCollector (KRX master data) and ETFPriceCollector (pykrx OHLCV) with corresponding admin API endpoints and frontend collection UI buttons. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
93 lines
3.0 KiB
Python
93 lines
3.0 KiB
Python
"""
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ETF master data collector from KRX.
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"""
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import logging
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import pandas as pd
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from pykrx.website.krx.etf.core import ETF_전종목기본종목
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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 ETF, AssetClass
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logger = logging.getLogger(__name__)
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class ETFCollector(BaseCollector):
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"""Collects ETF master data from KRX."""
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def __init__(self, db: Session):
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super().__init__(db)
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def _classify_asset_class(self, asset_class_str: str, name: str) -> str:
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"""Classify ETF asset class."""
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if not asset_class_str or pd.isna(asset_class_str):
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return AssetClass.MIXED.value
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if "주식" in asset_class_str:
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return AssetClass.EQUITY.value
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elif "채권" in asset_class_str:
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return AssetClass.BOND.value
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elif "부동산" in asset_class_str:
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return AssetClass.EQUITY.value
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elif "원자재" in asset_class_str:
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name_lower = name if name else ""
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if "금" in name_lower or "골드" in name_lower:
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return AssetClass.GOLD.value
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return AssetClass.MIXED.value
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else:
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return AssetClass.MIXED.value
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def collect(self) -> int:
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"""Collect ETF master data."""
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df = ETF_전종목기본종목().read()
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if df.empty:
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logger.warning("No ETF data returned from KRX.")
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return 0
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records = []
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for _, row in df.iterrows():
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ticker = row.get("ISU_SRT_CD")
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name = row.get("ISU_ABBRV")
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if not ticker or pd.isna(ticker) or not name or pd.isna(name):
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continue
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asset_class_str = row.get("IDX_ASST_CLSS_NM", "")
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market = row.get("IDX_MKT_CLSS_NM", "")
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expense_ratio_raw = row.get("ETF_TOT_FEE")
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expense_ratio = None
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if expense_ratio_raw and not pd.isna(expense_ratio_raw):
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try:
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expense_ratio = float(expense_ratio_raw)
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except (ValueError, TypeError):
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pass
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records.append({
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"ticker": ticker,
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"name": name,
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"asset_class": self._classify_asset_class(asset_class_str, name),
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"market": market if market and not pd.isna(market) else "",
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"expense_ratio": expense_ratio,
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})
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if records:
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stmt = insert(ETF).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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"name": stmt.excluded.name,
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"asset_class": stmt.excluded.asset_class,
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"market": stmt.excluded.market,
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"expense_ratio": stmt.excluded.expense_ratio,
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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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logger.info(f"Collected {len(records)} ETF records")
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return len(records)
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