momentum devandClaude Opus 4.8
007cd95c79
Snapshot before the DuckDB->PostgreSQL migration. data/, archive/, the 232MB rebuild zip, the Windows .venv, and .env are excluded via .gitignore. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
52 lines
1.8 KiB
Python
52 lines
1.8 KiB
Python
"""Fetch 1-minute Alpaca bars into the research market database.
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python fetch_minute_bars.py AAPL TSLA --lookback 390
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python fetch_minute_bars.py SNDL --daily-days 30
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"""
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from __future__ import annotations
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import argparse
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import sys
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from dotenv import load_dotenv
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from alpaca_paper.client import AlpacaPaperClient
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from alpaca_paper.settings import AlpacaPaperSettings
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from research.ingestion.market_data import ingest_daily_history, ingest_live_minute_bars
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from research.multi_schema import open_research_db
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def main(argv: list[str] | None = None) -> int:
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load_dotenv()
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parser = argparse.ArgumentParser(description=__doc__)
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parser.add_argument("symbols", nargs="+", help="ticker symbols")
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parser.add_argument("--lookback", type=int, default=390, help="minutes of 1-min bars")
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parser.add_argument("--daily-days", type=int, default=30, help="days of daily backfill")
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parser.add_argument("--feed", default=None, help="alpaca feed (default: settings/iex)")
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args = parser.parse_args(argv)
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settings = AlpacaPaperSettings.from_env()
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if not settings.is_configured:
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print("error: set ALPACA_API_KEY and ALPACA_SECRET_KEY (see .env.example)")
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return 1
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client = AlpacaPaperClient(settings)
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con = open_research_db("market")
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symbols = [s.upper() for s in args.symbols]
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daily = ingest_daily_history(con, client, symbols, days=args.daily_days)
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print(f"daily bars: {daily.daily_rows} rows" + (f" errors={daily.errors}" if daily.errors else ""))
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minute = ingest_live_minute_bars(
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con, client, symbols, lookback_minutes=args.lookback, feed=args.feed
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)
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print(f"minute bars: {minute.minute_rows} rows for {sorted(set(minute.symbols))}"
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+ (f" errors={minute.errors}" if minute.errors else ""))
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con.close()
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return 0
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if __name__ == "__main__":
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sys.exit(main())
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