Initial commit of integrated agent system
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cillin
292
backend/data/polling_price_manager.py
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292
backend/data/polling_price_manager.py
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# -*- coding: utf-8 -*-
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"""
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Polling-based Price Manager with provider-aware quote polling.
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Supports Finnhub and yfinance for near real-time price fetching.
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"""
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import logging
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import threading
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import time
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from typing import Callable, Dict, List, Optional
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import finnhub
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import yfinance as yf
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from backend.data.provider_utils import normalize_symbol
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logger = logging.getLogger(__name__)
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_SUPPRESSED_LOG_EVERY = 20
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class PollingPriceManager:
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"""Polling-based price manager using Finnhub or yfinance."""
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def __init__(
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self,
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api_key: Optional[str] = None,
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poll_interval: int = 30,
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provider: str = "finnhub",
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):
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"""
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Args:
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api_key: Finnhub API Key
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poll_interval: Polling interval in seconds (default 30s)
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provider: Quote provider (`finnhub` or `yfinance`)
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"""
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self.api_key = api_key
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self.poll_interval = poll_interval
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self.provider = provider
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self.finnhub_client = (
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finnhub.Client(api_key=api_key)
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if provider == "finnhub" and api_key
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else None
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)
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self.subscribed_symbols: List[str] = []
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self.latest_prices: Dict[str, float] = {}
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self.open_prices: Dict[str, float] = {}
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self.price_callbacks: List[Callable] = []
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self._failure_counts: Dict[str, int] = {}
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self.running = False
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self._thread: Optional[threading.Thread] = None
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logger.info(
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"PollingPriceManager initialized "
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f"(provider: {provider}, interval: {poll_interval}s)",
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)
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def subscribe(self, symbols: List[str]):
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"""Subscribe to stock symbols"""
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for symbol in symbols:
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symbol = normalize_symbol(symbol)
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if symbol not in self.subscribed_symbols:
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self.subscribed_symbols.append(symbol)
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logger.info(f"Subscribed to: {symbol}")
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def unsubscribe(self, symbols: List[str]):
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"""Unsubscribe from symbols"""
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for symbol in symbols:
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symbol = normalize_symbol(symbol)
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if symbol in self.subscribed_symbols:
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self.subscribed_symbols.remove(symbol)
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logger.info(f"Unsubscribed: {symbol}")
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def add_price_callback(self, callback: Callable):
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"""Add price update callback"""
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self.price_callbacks.append(callback)
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def _fetch_prices(self):
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"""Fetch latest prices for all subscribed stocks"""
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for symbol in self.subscribed_symbols:
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try:
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quote_data = self._fetch_quote(symbol)
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if not isinstance(quote_data, dict):
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raise ValueError(f"{symbol}: Empty quote payload")
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current_price = quote_data.get("c")
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open_price = quote_data.get("o")
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timestamp = quote_data.get("t", int(time.time()))
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if not current_price or current_price <= 0:
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logger.warning(f"{symbol}: Invalid price data")
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continue
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# Store open price on first fetch
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if (
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symbol not in self.open_prices
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and open_price
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and open_price > 0
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):
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self.open_prices[symbol] = open_price
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logger.info(f"{symbol} open price: ${open_price:.2f}")
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stored_open = self.open_prices.get(symbol, open_price)
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ret = (
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((current_price - stored_open) / stored_open) * 100
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if stored_open > 0
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else 0
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)
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self.latest_prices[symbol] = current_price
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previous_failures = self._failure_counts.pop(symbol, 0)
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if previous_failures > 0:
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logger.info(
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"%s quote polling recovered after %d consecutive failures",
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symbol,
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previous_failures,
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)
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price_data = {
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"symbol": symbol,
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"price": current_price,
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"timestamp": timestamp * 1000,
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"open": stored_open,
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"high": quote_data.get("h"),
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"low": quote_data.get("l"),
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"previous_close": quote_data.get("pc"),
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"ret": ret,
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"change": quote_data.get("d"),
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"change_percent": quote_data.get("dp"),
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}
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for callback in self.price_callbacks:
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try:
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callback(price_data)
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except Exception as e:
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logger.error(f"Price callback error ({symbol}): {e}")
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logger.debug(
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f"{symbol}: ${current_price:.2f} [ret: {ret:+.2f}%]",
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)
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except Exception as e:
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failure_count = self._failure_counts.get(symbol, 0) + 1
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self._failure_counts[symbol] = failure_count
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message = f"Failed to fetch {symbol} price: {e}"
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if failure_count == 1:
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logger.warning(message)
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elif failure_count % _SUPPRESSED_LOG_EVERY == 0:
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logger.warning(
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"%s (repeated %d times; suppressing intermediate failures)",
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message,
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failure_count,
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)
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else:
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logger.debug(message)
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def _fetch_quote(self, symbol: str) -> Dict[str, float]:
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"""Fetch a normalized quote payload from the configured provider."""
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if self.provider == "yfinance":
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return self._fetch_yfinance_quote(symbol)
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if not self.finnhub_client:
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raise ValueError("Finnhub API key required for finnhub polling")
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quote = self.finnhub_client.quote(symbol)
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if not isinstance(quote, dict):
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raise ValueError(f"{symbol}: Invalid Finnhub quote payload")
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return quote
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def _fetch_yfinance_quote(self, symbol: str) -> Dict[str, float]:
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"""Fetch quote data from yfinance and normalize to Finnhub-like keys."""
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ticker = yf.Ticker(symbol)
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fast_info = dict(getattr(ticker, "fast_info", {}) or {})
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current_price = _coerce_float(
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fast_info.get("lastPrice") or fast_info.get("regularMarketPrice"),
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)
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open_price = _coerce_float(
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fast_info.get("open") or fast_info.get("regularMarketOpen"),
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)
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previous_close = _coerce_float(
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fast_info.get("previousClose")
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or fast_info.get("regularMarketPreviousClose"),
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)
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high_price = _coerce_float(
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fast_info.get("dayHigh") or fast_info.get("regularMarketDayHigh"),
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)
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low_price = _coerce_float(
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fast_info.get("dayLow") or fast_info.get("regularMarketDayLow"),
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)
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if current_price is None:
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history = ticker.history(period="1d", interval="1m", auto_adjust=False)
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if history is None:
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raise ValueError(f"{symbol}: yfinance returned no history frame")
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if history.empty:
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raise ValueError(f"{symbol}: No yfinance quote data")
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latest = history.iloc[-1]
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current_price = _coerce_float(latest.get("Close"))
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open_price = open_price or _coerce_float(history.iloc[0].get("Open"))
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high_price = high_price or _coerce_float(history["High"].max())
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low_price = low_price or _coerce_float(history["Low"].min())
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if current_price is None:
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raise ValueError(f"{symbol}: Invalid yfinance quote data")
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effective_open = open_price or previous_close or current_price
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effective_prev_close = previous_close or effective_open or current_price
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change = current_price - effective_prev_close
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change_percent = (
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(change / effective_prev_close) * 100 if effective_prev_close else 0.0
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)
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return {
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"c": current_price,
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"o": effective_open,
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"h": high_price or max(current_price, effective_open),
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"l": low_price or min(current_price, effective_open),
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"pc": effective_prev_close,
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"d": change,
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"dp": change_percent,
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"t": int(time.time()),
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}
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def _polling_loop(self):
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"""Main polling loop"""
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logger.info(f"Price polling started (interval: {self.poll_interval}s)")
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while self.running:
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try:
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start_time = time.time()
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self._fetch_prices()
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elapsed = time.time() - start_time
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sleep_time = max(0, self.poll_interval - elapsed)
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if sleep_time > 0:
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time.sleep(sleep_time)
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except Exception as e:
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logger.error(f"Polling loop error: {e}")
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time.sleep(5)
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def start(self):
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"""Start price polling"""
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if self.running:
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logger.warning("Price polling already running")
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return
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if not self.subscribed_symbols:
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logger.warning("No stocks subscribed")
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return
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self.running = True
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self._thread = threading.Thread(target=self._polling_loop, daemon=True)
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self._thread.start()
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logger.info(
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f"Price polling started: {', '.join(self.subscribed_symbols)}",
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)
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def stop(self):
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"""Stop price polling"""
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self.running = False
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if self._thread:
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self._thread.join(timeout=5)
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logger.info("Price polling stopped")
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def get_latest_price(self, symbol: str) -> Optional[float]:
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"""Get latest price for symbol"""
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return self.latest_prices.get(symbol)
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def get_all_latest_prices(self) -> Dict[str, float]:
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"""Get all latest prices"""
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return self.latest_prices.copy()
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def get_open_price(self, symbol: str) -> Optional[float]:
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"""Get open price for symbol"""
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return self.open_prices.get(symbol)
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def reset_open_prices(self):
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"""Reset open prices for new trading day"""
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self.open_prices.clear()
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logger.info("Open prices reset")
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def _coerce_float(value) -> Optional[float]:
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try:
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if value is None:
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return None
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return float(value)
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except (TypeError, ValueError):
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return None
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