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>
117 lines
3.9 KiB
Python
117 lines
3.9 KiB
Python
"""
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ETF price data collector using pykrx.
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"""
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import logging
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from datetime import datetime, timedelta
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import pandas as pd
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from pykrx import stock as pykrx_stock
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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 ETFPrice, ETF
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logger = logging.getLogger(__name__)
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class ETFPriceCollector(BaseCollector):
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"""Collects daily ETF price data."""
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def __init__(self, db: Session, start_date: str = None, end_date: str = None):
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super().__init__(db)
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self.end_date = end_date or datetime.now().strftime("%Y%m%d")
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self.start_date = start_date or (
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datetime.now() - timedelta(days=7)
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).strftime("%Y%m%d")
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self._validate_dates()
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def _validate_dates(self) -> None:
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"""Validate date formats."""
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for date_str, name in [(self.start_date, "start_date"), (self.end_date, "end_date")]:
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try:
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datetime.strptime(date_str, "%Y%m%d")
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except ValueError:
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raise ValueError(f"Invalid {name} format. Expected YYYYMMDD, got: {date_str}")
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def _safe_float(self, value) -> float | None:
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"""Safely convert value to float."""
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if pd.isna(value):
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return None
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try:
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return float(value)
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except (ValueError, TypeError):
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return None
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def _safe_int(self, value) -> int | None:
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"""Safely convert value to int."""
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if pd.isna(value):
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return None
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try:
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return int(float(value))
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except (ValueError, TypeError):
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return None
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def collect(self) -> int:
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"""Collect price data for all ETFs."""
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tickers = self.db.query(ETF.ticker).all()
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ticker_list = [t[0] for t in tickers]
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if not ticker_list:
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logger.warning("No ETFs found in database. Run ETFCollector first.")
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return 0
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total_records = 0
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logger.info(f"Collecting ETF prices for {len(ticker_list)} ETFs from {self.start_date} to {self.end_date}")
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for ticker in ticker_list:
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try:
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df = pykrx_stock.get_etf_ohlcv_by_date(
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self.start_date, self.end_date, ticker
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)
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if df.empty:
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continue
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df = df.reset_index()
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records = []
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for _, row in df.iterrows():
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close_val = self._safe_float(row.get("종가"))
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if close_val is None:
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continue
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nav_val = self._safe_float(row.get("NAV"))
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volume_val = self._safe_int(row.get("거래량"))
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date_value = row["날짜"].date() if hasattr(row["날짜"], "date") else row["날짜"]
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records.append({
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"ticker": ticker,
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"date": date_value,
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"close": close_val,
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"nav": nav_val,
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"volume": volume_val,
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})
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if records:
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stmt = insert(ETFPrice).values(records)
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stmt = stmt.on_conflict_do_update(
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index_elements=["ticker", "date"],
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set_={
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"close": stmt.excluded.close,
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"nav": stmt.excluded.nav,
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"volume": stmt.excluded.volume,
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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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total_records += len(records)
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except Exception as e:
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self.db.rollback()
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logger.warning(f"Failed to fetch ETF prices for {ticker}: {e}")
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continue
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logger.info(f"Collected {total_records} ETF price records")
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return total_records
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