File size: 2,845 Bytes
d325ce4 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 | """Refresh bounded historical dashboard bars; no broker trading calls."""
from pathlib import Path
import hashlib,json,os,sys,time
import pandas as pd
import requests
from dotenv import dotenv_values
ROOT=Path(__file__).resolve().parents[1]
def refresh(start='2026-08-31T00:00:00Z',end='2026-09-12T00:00:00Z'):
values={**dotenv_values(ROOT/'backend/.env'),**os.environ}
headers={'APCA-API-KEY-ID':values['ALPACA_API_KEY'],'APCA-API-SECRET-KEY':values['ALPACA_SECRET_KEY']}
symbols=['TSLA','NVDA','SNDK','PLTR','AAPL','AMD','MSFT','MU']
all_rows={s:[] for s in symbols};token=None;seen=set()
with requests.Session() as client:
while True:
params=dict(symbols=','.join(symbols),start=start,end=end,timeframe='1Min',feed='sip',adjustment='raw',limit=10000,sort='asc')
if token:params['page_token']=token
response=client.get('https://data.alpaca.markets/v2/stocks/bars',headers=headers,params=params,timeout=30)
if response.status_code!=200:raise RuntimeError(f'Historical SIP request returned HTTP {response.status_code}')
payload=response.json()
for s,rows in payload.get('bars',{}).items():all_rows[s].extend(rows)
token=payload.get('next_page_token')
if not token:break
if token in seen:raise RuntimeError('Repeated page token')
seen.add(token);time.sleep(.35)
data={};manifest=dict(source='alpaca_historical_sip',adjustment='raw',start=start,end=end,downloaded_at=pd.Timestamp.now(tz='UTC').isoformat(),symbols={})
for symbol,rows in all_rows.items():
frame=pd.DataFrame(rows)
if frame.empty:raise RuntimeError(f'No historical rows for {symbol}')
frame.index=pd.to_datetime(frame.pop('t'),utc=True).dt.tz_convert('America/New_York')
if frame.index.has_duplicates:raise RuntimeError(f'Duplicate timestamps for {symbol}')
frame=frame.sort_index().between_time('09:30','15:59')
data[symbol]={}
for day,group in frame.groupby(frame.index.strftime('%Y-%m-%d')):
data[symbol][day]=[dict(t=i.isoformat(),o=float(r.o),h=float(r.h),l=float(r.l),c=float(r.c),v=float(r.v)) for i,r in group.iterrows()]
manifest['symbols'][symbol]={day:len(rows) for day,rows in data[symbol].items()}
output=ROOT/'backend/data/market_history/dashboard_bars.json';output.parent.mkdir(parents=True,exist_ok=True)
content=json.dumps(dict(manifest=manifest,bars=data),separators=(',',':'))+'\n'
temp=output.with_suffix('.tmp');temp.write_text(content);temp.replace(output)
print('Saved historical SIP dashboard bars:',sum(sum(v.values()) for v in manifest['symbols'].values()),'one-minute rows')
print('Latest date counts:',{s:manifest['symbols'][s].get('2026-09-11') for s in symbols})
if __name__=='__main__':refresh()
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