add correct backfile
Signed-off-by: GnomeZworc <nicolas.boufidjeline@g3e.fr>
This commit is contained in:
parent
f862abe5a4
commit
28e082f0fc
GPG key ID:
4406BBBF8845D632
8 changed files with 317 additions and 35 deletions
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@ -6,6 +6,7 @@ import (
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"fmt"
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"net/http"
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"strings"
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"time"
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)
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// ResolveCryptoID résout un ticker crypto (ex: "BTC") en ID CoinGecko (ex: "bitcoin").
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@ -46,6 +47,48 @@ func ResolveCryptoID(ctx context.Context, apiKey, ticker string) (string, error)
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return "", fmt.Errorf("no coingecko match for ticker %s", ticker)
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}
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// FetchCoinGeckoHistory récupère les prix EUR journaliers entre from et to pour un coin.
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func FetchCoinGeckoHistory(ctx context.Context, apiKey, coinID string, from, to time.Time) ([]PricePoint, error) {
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baseURL := "https://api.coingecko.com/api/v3"
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if apiKey != "" {
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baseURL = "https://pro-api.coingecko.com/api/v3"
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}
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url := fmt.Sprintf("%s/coins/%s/market_chart/range?vs_currency=eur&from=%d&to=%d",
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baseURL, coinID, from.Unix(), to.Unix())
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req, err := http.NewRequestWithContext(ctx, http.MethodGet, url, nil)
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if err != nil {
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return nil, err
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}
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if apiKey != "" {
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req.Header.Set("x-cg-pro-api-key", apiKey)
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}
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resp, err := http.DefaultClient.Do(req)
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if err != nil {
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return nil, err
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}
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defer resp.Body.Close()
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// Réponse : {"prices": [[timestamp_ms, price], ...]}
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var raw struct {
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Prices [][2]float64 `json:"prices"`
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}
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if err := json.NewDecoder(resp.Body).Decode(&raw); err != nil {
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return nil, fmt.Errorf("decode coingecko history: %w", err)
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}
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points := make([]PricePoint, 0, len(raw.Prices))
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for _, p := range raw.Prices {
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points = append(points, PricePoint{
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At: time.UnixMilli(int64(p[0])).UTC(),
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Price: p[1],
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})
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}
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return points, nil
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}
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// FetchCoinGeckoPrices récupère les prix EUR pour une liste d'IDs CoinGecko.
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// Le ticker stocké dans instrument_ticker_cache doit être l'ID CoinGecko (ex: "bitcoin", "ethereum").
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func FetchCoinGeckoPrices(ctx context.Context, apiKey string, coinIDs []string) (map[string]float64, error) {
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@ -2,6 +2,7 @@ package pipeline
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import (
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"context"
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"fmt"
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"log/slog"
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"time"
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@ -90,6 +91,54 @@ func (p *Pipeline) FetchAll(ctx context.Context) error {
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return nil
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}
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// BackfillInstrument récupère l'historique de prix d'un instrument entre from et to
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// et upserte chaque point dans price_history. Idempotent.
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func (p *Pipeline) BackfillInstrument(ctx context.Context, instrumentID int32, from, to time.Time) error {
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inst, err := p.store.GetInstrument(ctx, instrumentID)
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if err != nil {
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return fmt.Errorf("get instrument %d: %w", instrumentID, err)
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}
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switch inst.Type {
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case "devise":
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return nil // EUR toujours = 1, pas de backfill nécessaire
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case "action", "etf":
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ticker, err := p.resolveTicker(ctx, inst)
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if err != nil {
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return fmt.Errorf("resolve ticker for %s: %w", inst.Code, err)
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}
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points, err := FetchYahooHistory(ctx, ticker, from, to)
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if err != nil {
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return fmt.Errorf("yahoo history %s: %w", ticker, err)
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}
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for _, pt := range points {
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if err := p.store.UpsertPrice(ctx, inst.ID, pt.At, pt.Price); err != nil {
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p.logger.Error("upsert historical price", "instrument", inst.Code, "date", pt.At, "error", err)
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}
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}
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p.logger.Info("backfill done", "instrument", inst.Code, "points", len(points))
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case "crypto":
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coinID, err := p.resolveCoinID(ctx, inst)
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if err != nil {
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return fmt.Errorf("resolve coin id for %s: %w", inst.Code, err)
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}
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points, err := FetchCoinGeckoHistory(ctx, p.cfg.CoinGeckoKey, coinID, from, to)
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if err != nil {
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return fmt.Errorf("coingecko history %s: %w", coinID, err)
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}
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for _, pt := range points {
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if err := p.store.UpsertPrice(ctx, inst.ID, pt.At, pt.Price); err != nil {
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p.logger.Error("upsert historical price", "instrument", inst.Code, "date", pt.At, "error", err)
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}
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}
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p.logger.Info("backfill done", "instrument", inst.Code, "points", len(points))
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}
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return nil
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}
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// CleanHistory supprime les prix intraday des jours passés, ne gardant que le dernier par instrument.
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func (p *Pipeline) CleanHistory(ctx context.Context) error {
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if err := p.store.CleanPastDays(ctx); err != nil {
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@ -5,6 +5,7 @@ import (
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"encoding/json"
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"fmt"
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"net/http"
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"time"
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)
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type yahooChart struct {
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@ -14,6 +15,12 @@ type yahooChart struct {
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RegularMarketPrice float64 `json:"regularMarketPrice"`
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Currency string `json:"currency"`
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} `json:"meta"`
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Timestamps []int64 `json:"timestamp"`
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Indicators struct {
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Quote []struct {
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Close []*float64 `json:"close"`
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} `json:"quote"`
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} `json:"indicators"`
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} `json:"result"`
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Error *struct{ Description string } `json:"error"`
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} `json:"chart"`
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@ -23,33 +30,79 @@ type yahooChart struct {
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func FetchYahooPrice(ctx context.Context, ticker string) (float64, error) {
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url := fmt.Sprintf(
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"https://query1.finance.yahoo.com/v8/finance/chart/%s?interval=1d&range=1d", ticker)
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return fetchYahoo(ctx, url, ticker)
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}
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req, err := http.NewRequestWithContext(ctx, http.MethodGet, url, nil)
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// FetchYahooHistory récupère les prix de clôture journaliers entre from et to.
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// Retourne une slice de (time, price) pour chaque jour ayant une clôture non nulle.
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func FetchYahooHistory(ctx context.Context, ticker string, from, to time.Time) ([]PricePoint, error) {
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url := fmt.Sprintf(
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"https://query1.finance.yahoo.com/v8/finance/chart/%s?interval=1d&period1=%d&period2=%d",
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ticker, from.Unix(), to.Unix())
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chart, err := fetchYahooChart(ctx, url, ticker)
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if err != nil {
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return nil, err
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}
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if len(chart.Chart.Result) == 0 || len(chart.Chart.Result[0].Indicators.Quote) == 0 {
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return nil, nil
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}
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res := chart.Chart.Result[0]
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closes := res.Indicators.Quote[0].Close
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var points []PricePoint
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for i, ts := range res.Timestamps {
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if i >= len(closes) || closes[i] == nil || *closes[i] == 0 {
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continue
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}
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points = append(points, PricePoint{
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At: time.Unix(ts, 0).UTC(),
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Price: *closes[i],
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})
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}
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return points, nil
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}
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func fetchYahoo(ctx context.Context, url, ticker string) (float64, error) {
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chart, err := fetchYahooChart(ctx, url, ticker)
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if err != nil {
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return 0, err
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}
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req.Header.Set("User-Agent", "Mozilla/5.0")
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resp, err := http.DefaultClient.Do(req)
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if err != nil {
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return 0, err
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}
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defer resp.Body.Close()
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var chart yahooChart
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if err := json.NewDecoder(resp.Body).Decode(&chart); err != nil {
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return 0, fmt.Errorf("decode yahoo response: %w", err)
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}
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if chart.Chart.Error != nil {
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return 0, fmt.Errorf("yahoo error: %s", chart.Chart.Error.Description)
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}
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if len(chart.Chart.Result) == 0 {
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return 0, fmt.Errorf("no result for ticker %s", ticker)
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}
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price := chart.Chart.Result[0].Meta.RegularMarketPrice
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if price == 0 {
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return 0, fmt.Errorf("zero price for ticker %s", ticker)
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}
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return price, nil
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}
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func fetchYahooChart(ctx context.Context, url, ticker string) (*yahooChart, error) {
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req, err := http.NewRequestWithContext(ctx, http.MethodGet, url, nil)
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if err != nil {
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return nil, err
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}
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req.Header.Set("User-Agent", "Mozilla/5.0")
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resp, err := http.DefaultClient.Do(req)
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if err != nil {
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return nil, err
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}
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defer resp.Body.Close()
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var chart yahooChart
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if err := json.NewDecoder(resp.Body).Decode(&chart); err != nil {
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return nil, fmt.Errorf("decode yahoo response: %w", err)
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}
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if chart.Chart.Error != nil {
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return nil, fmt.Errorf("yahoo error: %s", chart.Chart.Error.Description)
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}
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return &chart, nil
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}
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// PricePoint est un prix à un instant donné, partagé entre les providers.
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type PricePoint struct {
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At time.Time
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Price float64
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}
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