| """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() |
|
|
