fix: price_data_service null/zero close 자동 재수집 + Yahoo rate limit 429 + earnings 캐시

- price_data_service: null/zero close를 missing으로 처리 → 재수집 트리거
  UTC 자정 정규화로 yf.history / yf.download 중복 방지
  get_quote fallback: .info 실패 시 fast_info + history('2d') 체인
  historical upsert: close IS NULL/0인 경우만 덮어쓰기 (정상 데이터 보호)
- price.py: Yahoo rate limit → HTTP 429 + Retry-After: 30 응답
- earnings.py: bulk calendar 엔드포인트 캐시 1시간 추가

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

app/api/v1/endpoints/earnings.py

@@ -102,6 +102,7 @@ async def get_earnings_calendar(
         "Useful for checking upcoming earnings of sector peers or candidates."
     ),
 )
+@with_cache(namespace="earnings:calendar_bulk", ttl=3600, key_params=["request"])
 async def get_bulk_earnings_calendar(
     request: BulkEarningsCalendarRequest,
     response: Response,

app/api/v1/endpoints/price.py

@@ -641,8 +641,18 @@ async def get_quote(
     use_prepost: bool = Query(True, description="Include pre/post market prices if available"),
 ):
     svc = PriceDataService()
+    try:
         data = await svc.get_quote(ticker, use_prepost=use_prepost)
         return QuoteResponse(**data)
+    except Exception as e:
+        err = str(e).lower()
+        if "rate limit" in err or "too many requests" in err or "429" in err or "ratelimit" in err:
+            raise HTTPException(
+                status_code=429,
+                detail={"error_type": "RATE_LIMIT_ERROR", "message": "Yahoo Finance rate limit. Retry after a short delay."},
+                headers={"Retry-After": "30"},
+            )
+        raise HTTPException(status_code=500, detail={"error_type": "SERVER_ERROR", "message": str(e)})
 
 @router.get(
     "/intraday",
@@ -729,6 +739,7 @@ async def get_intraday(
     period: str = Query("1d"),
 ):
     svc = PriceDataService()
+    try:
         candles = await svc.get_intraday(ticker, interval=interval, period=period)
         return IntradayResponse(
             ticker=ticker.upper(),
@@ -737,6 +748,11 @@ async def get_intraday(
             candles=[IntradayCandle(**c) for c in candles],
             metadata={"count": len(candles)}
         )
+    except Exception as e:
+        err = str(e).lower()
+        if "rate limit" in err or "too many requests" in err or "429" in err or "ratelimit" in err:
+            raise HTTPException(status_code=429, detail={"error_type": "RATE_LIMIT_ERROR", "message": "Yahoo Finance rate limit. Retry after a short delay."}, headers={"Retry-After": "30"})
+        raise HTTPException(status_code=500, detail={"error_type": "SERVER_ERROR", "message": str(e)})
 
 @router.get(
     "/today/{ticker}",
@@ -748,5 +764,11 @@ async def get_today_ohlc(
     ticker: str,
 ):
     svc = PriceDataService()
+    try:
         data = await svc.get_today_ohlc(ticker)
         return TodayOHLCResponse(**data)
+    except Exception as e:
+        err = str(e).lower()
+        if "rate limit" in err or "too many requests" in err or "429" in err or "ratelimit" in err:
+            raise HTTPException(status_code=429, detail={"error_type": "RATE_LIMIT_ERROR", "message": "Yahoo Finance rate limit. Retry after a short delay."}, headers={"Retry-After": "30"})
+        raise HTTPException(status_code=500, detail={"error_type": "SERVER_ERROR", "message": str(e)})

app/services/price_data_service.py

@@ -6,7 +6,7 @@ from datetime import datetime, timezone, timedelta, date
 from typing import Dict, List, Optional, Tuple, Union
 import logging
 from sqlalchemy.ext.asyncio import AsyncSession
-from sqlalchemy import select, and_, desc
+from sqlalchemy import select, and_, desc, or_
 import asyncio
 import sys
 import os
@@ -120,14 +120,16 @@ class PriceDataService:
         if end_date.date() >= today:
             return [datetime.now()]
 
-        # Check if we have any data for this ticker and interval
+        # Count only rows with valid close (null/0 rows are treated as missing)
         result = await db.execute(
             select(PriceData.date)
             .where(
                 and_(
                     PriceData.ticker == ticker,
                     PriceData.date >= start_date,
-                    PriceData.date <= end_date
+                    PriceData.date <= end_date,
+                    PriceData.close.is_not(None),
+                    PriceData.close > 0,
                 )
             )
             .order_by(PriceData.date)
@@ -228,22 +230,28 @@ class PriceDataService:
         return hist_data
 
     async def get_quote(self, ticker: str, use_prepost: bool = True) -> Dict:
-        """Get latest quote using yfinance-plus .info fields with fallback to fast history last row."""
+        """Get latest quote using yfinance-plus .info fields with fallback to fast_info + history."""
         if not self.yf_available:
             raise ValueError("Yahoo Finance (yfinance-plus) data source not available")
-        try:
+
         yf_ticker = yf.Ticker(ticker)
         loop = asyncio.get_event_loop()
+
+        # Try .info first; fall back to fast_info + history on timeout/error
+        info = None
+        try:
             info = await _run_with_timeout(
                 loop.run_in_executor(None, lambda: yf_ticker.info),
                 timeout_seconds=20,
                 description=f"info {ticker}"
             )
-            # Prefer regular/post/pre values
+        except Exception as e:
+            logger.warning(f"get_quote .info failed for {ticker}: {e}, falling back to fast_info")
+
+        if info:
             regular = info.get("regularMarketPrice")
             post = info.get("postMarketPrice") if use_prepost else None
             pre = info.get("preMarketPrice") if use_prepost else None
-            price = post or pre or regular
             currency = info.get("currency")
             exchange = info.get("exchange") or info.get("fullExchangeName")
             market_state = info.get("marketState")
@@ -255,12 +263,60 @@ class PriceDataService:
                     ts = ts.replace(tzinfo=timezone.utc)
             else:
                 ts = datetime.now(timezone.utc)
+            pre_val = float(pre) if pre is not None else None
+            post_val = float(post) if post is not None else None
+            regular_val = float(regular) if regular is not None else None
+            price_val = post_val or pre_val or regular_val
+        else:
+            # Fallback: fast_info for price/currency/exchange, history for timestamp
+            try:
+                fast = await _run_with_timeout(
+                    loop.run_in_executor(None, lambda: yf_ticker.fast_info),
+                    timeout_seconds=10,
+                    description=f"fast_info {ticker}"
+                )
+                regular_val = getattr(fast, "last_price", None)
+                if regular_val is None and isinstance(fast, dict):
+                    regular_val = fast.get("lastPrice") or fast.get("last_price")
+                currency = getattr(fast, "currency", None) or (fast.get("currency") if isinstance(fast, dict) else None)
+                exchange = getattr(fast, "exchange", None) or (fast.get("exchange") if isinstance(fast, dict) else None)
+            except Exception as e2:
+                logger.error(f"get_quote fast_info also failed for {ticker}: {e2}")
+                raise
+
+            # Try to get last close from recent history for timestamp
+            try:
+                df = await _run_with_timeout(
+                    loop.run_in_executor(
+                        None,
+                        lambda: yf_ticker.history(period="2d", interval="1d", auto_adjust=True)
+                    ),
+                    timeout_seconds=15,
+                    description=f"history fallback {ticker}"
+                )
+                if not df.empty:
+                    last_row = df.iloc[-1]
+                    if regular_val is None:
+                        regular_val = float(last_row.get("Close", 0)) or None
+                    ts = df.index[-1].to_pydatetime()
+                    if ts.tzinfo is None:
+                        ts = ts.replace(tzinfo=timezone.utc)
+                else:
+                    ts = datetime.now(timezone.utc)
+            except Exception:
+                ts = datetime.now(timezone.utc)
+
+            pre_val = None
+            post_val = None
+            price_val = regular_val
+            market_state = None
+
         return {
             "ticker": ticker.upper(),
-                "price": float(price) if price is not None else None,
+            "price": float(price_val) if price_val is not None else None,
-                "regular_price": float(regular) if regular is not None else None,
+            "regular_price": float(regular_val) if regular_val is not None else None,
-                "pre_market_price": float(pre) if pre is not None else None,
+            "pre_market_price": pre_val,
-                "post_market_price": float(post) if post is not None else None,
+            "post_market_price": post_val,
             "currency": currency,
             "exchange": exchange,
             "market_state": market_state,
@@ -268,9 +324,6 @@ class PriceDataService:
             "source": DataSource.YAHOO_FINANCE,
             "delayed": True,
         }
-        except Exception as e:
-            logger.error(f"Error fetching quote for {ticker}: {str(e)}")
-            raise
 
     async def get_intraday(self, ticker: str, interval: str = "1m", period: str = "1d") -> List[Dict]:
         """Get intraday candles using yfinance-plus history with period/interval."""
@@ -487,6 +540,15 @@ class PriceDataService:
             price_date = date_idx.to_pydatetime()
             if price_date.tzinfo is None:
                 price_date = price_date.replace(tzinfo=timezone.utc)
+            # Normalize to UTC midnight so uq_price_data(ticker, date) deduplicates
+            # correctly regardless of whether data came from yf.Ticker().history()
+            # (returns Eastern midnight = UTC 04:00) or yf.download() (returns UTC 00:00).
+            price_date = price_date.replace(hour=0, minute=0, second=0, microsecond=0,
+                                            tzinfo=timezone.utc)
+
+            close_val = _safe(row.get('Close'))
+            if close_val is None:  # Skip rows with no valid close price
+                continue
 
             target_rows = live_rows if price_date.date() >= today else historical_rows
             target_rows.append({
@@ -496,9 +558,9 @@ class PriceDataService:
                 'open': _safe(row.get('Open')),
                 'high': _safe(row.get('High')),
                 'low': _safe(row.get('Low')),
-                'close': _safe(row.get('Close')) or 0.0,
+                'close': close_val,
                 'volume': _safe(row.get('Volume')),
-                'adjusted_close': _safe(row.get('Close')),
+                'adjusted_close': close_val,
                 'data_source': DataSource.YAHOO_FINANCE.value,
                 'created_at': now,
                 'updated_at': now,
@@ -507,13 +569,23 @@ class PriceDataService:
         if not historical_rows and not live_rows:
             return
 
-        # Yahoo-adjusted historical prices are not point-in-time stable: future
+        # Historical rows: preserve valid data but overwrite null/zero-close garbage
-        # dividends/splits can rewrite old OHLC values. Preserve existing
+        # (yf.download MultiIndex parse failures leave close=0 rows that must self-heal).
-        # historical rows and only update today's row, where intraday partials
-        # legitimately need EOD replacement.
         if historical_rows:
             stmt = pg_insert(PriceData).values(historical_rows)
-            stmt = stmt.on_conflict_do_nothing(constraint='uq_price_data')
+            stmt = stmt.on_conflict_do_update(
+                constraint='uq_price_data',
+                set_={
+                    'open': stmt.excluded.open,
+                    'high': stmt.excluded.high,
+                    'low': stmt.excluded.low,
+                    'close': stmt.excluded.close,
+                    'volume': stmt.excluded.volume,
+                    'adjusted_close': stmt.excluded.adjusted_close,
+                    'updated_at': stmt.excluded.updated_at,
+                },
+                where=or_(PriceData.close.is_(None), PriceData.close == 0.0),
+            )
             await db.execute(stmt)
 
         if live_rows:
@@ -794,7 +866,7 @@ class PriceDataService:
             logger.debug(f"_batch_check_missing_periods: end_date includes today — forcing re-fetch for all {len(tickers)} tickers")
             return list(tickers)
 
-        # Single query to check all tickers at once
+        # Single query to check all tickers at once — count only valid rows
         from sqlalchemy import func, case
 
         result = await db.execute(
@@ -808,7 +880,9 @@ class PriceDataService:
                 and_(
                     PriceData.ticker.in_(tickers),
                     PriceData.date >= start_date,
-                    PriceData.date <= end_date
+                    PriceData.date <= end_date,
+                    PriceData.close.is_not(None),
+                    PriceData.close > 0,
                 )
             )
             .group_by(PriceData.ticker)
@@ -918,8 +992,15 @@ class PriceDataService:
         
         # Handle different data structures from yfinance bulk download
         if len(tickers) == 1:
-            # Single ticker - data is a simple DataFrame
+            # yf.download with group_by='ticker' returns MultiIndex columns even for a
-            await self._store_ticker_data(db, tickers[0], bulk_data, interval)
+            # single ticker: [('SGOV', 'Open'), ('SGOV', 'Close'), ...].  Extract the
+            # ticker slice so _store_ticker_data receives a flat DataFrame.
+            ticker = tickers[0]
+            if hasattr(bulk_data.columns, 'levels') and ticker in bulk_data.columns.get_level_values(0):
+                ticker_data = bulk_data[ticker]
+            else:
+                ticker_data = bulk_data
+            await self._store_ticker_data(db, ticker, ticker_data, interval)
         else:
             # Multiple tickers - data is grouped by ticker
             for ticker in tickers:
@@ -960,6 +1041,13 @@ class PriceDataService:
             price_date = date_idx.to_pydatetime()
             if price_date.tzinfo is None:
                 price_date = price_date.replace(tzinfo=timezone.utc)
+            # Normalize to UTC midnight (same logic as _store_price_data)
+            price_date = price_date.replace(hour=0, minute=0, second=0, microsecond=0,
+                                            tzinfo=timezone.utc)
+
+            close_val = _safe(row.get('Close'))
+            if close_val is None:  # Skip rows with no valid close price
+                continue
 
             target_rows = live_rows if price_date.date() >= today else historical_rows
             target_rows.append({
@@ -969,9 +1057,9 @@ class PriceDataService:
                 'open': _safe(row.get('Open')),
                 'high': _safe(row.get('High')),
                 'low': _safe(row.get('Low')),
-                'close': _safe(row.get('Close')) or 0.0,
+                'close': close_val,
                 'volume': _safe(row.get('Volume')),
-                'adjusted_close': _safe(row.get('Close')),
+                'adjusted_close': close_val,
                 'data_source': DataSource.YAHOO_FINANCE.value,
                 'created_at': now,
                 'updated_at': now,
@@ -982,7 +1070,19 @@ class PriceDataService:
 
         if historical_rows:
             stmt = pg_insert(PriceData).values(historical_rows)
-            stmt = stmt.on_conflict_do_nothing(constraint='uq_price_data')
+            stmt = stmt.on_conflict_do_update(
+                constraint='uq_price_data',
+                set_={
+                    'open': stmt.excluded.open,
+                    'high': stmt.excluded.high,
+                    'low': stmt.excluded.low,
+                    'close': stmt.excluded.close,
+                    'volume': stmt.excluded.volume,
+                    'adjusted_close': stmt.excluded.adjusted_close,
+                    'updated_at': stmt.excluded.updated_at,
+                },
+                where=or_(PriceData.close.is_(None), PriceData.close == 0.0),
+            )
             await db.execute(stmt)
 
         if live_rows:
@@ -1002,7 +1102,7 @@ class PriceDataService:
             )
             await db.execute(stmt)
         logger.info(
-            "Stored price records for %s: historical_insert_only=%d live_upsert=%d",
+            "Stored price records for %s: historical=%d live=%d",
             ticker,
             len(historical_rows),
             len(live_rows),