stock-oracle

Commit Graph

Author	SHA1	Message	Date
I Luk Kim	e6ea1abb0e	fix: asyncpg param 한도 초과 — INSERT CHUNK 2900→2300 interval 컬럼 추가로 row당 파라미터 14개로 증가. 2900 × 14 = 40,600 > 32,767 → InterfaceError 발생. 2300 × 14 = 32,200으로 안전 범위 내 수정. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	af26df8895	feat: AlpacaPriceData에 interval 컬럼 추가 — 일봉/분봉 DB 충돌 해결 - alpaca_price_data 테이블에 interval 컬럼 추가 (VARCHAR, default '1d') - unique constraint: (ticker, date) → (ticker, date, interval) - get_or_fetch_multi_bars(): interval 필터로 coverage 체크 및 DB 조회 - insert rows에 interval 포함 - asyncpg param limit 대비 CHUNK 3000→2900 (파라미터 11개/행) - alembic 마이그레이션: h9b0c1d2e3f4 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	800bb9b4a6	fix: /alpaca/intraday/{ticker} SIP 피드로 변경 + 어제까지 날짜 제한 - fetch_bars_raw()에 feed 파라미터 추가 - /intraday/{ticker}: IEX → SIP, end_date >= 오늘이면 400 에러 - 캐시 TTL: 5분 → 24시간 (과거 데이터는 변하지 않음) - openapi.json 업데이트 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	8e58fdffa5	feat: Alpaca intraday 엔드포인트 분리 — /intraday (SIP, 과거) + /intraday/today (IEX, 당일) - GET /alpaca/intraday: SIP 피드로 변경, end_date >= 오늘이면 400 에러, 백테스트용 - GET /alpaca/intraday/today: 신규, IEX 피드, 오늘 당일 실시간 전용, force_refresh=True - AlpacaPriceService.get_or_fetch_multi_bars()에 feed 파라미터 추가 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	2081611884	fix: multi-ticker daily bars — DB storage + DB-first fetch logic - AlpacaPriceService.get_or_fetch_multi_bars(): checks DB max_date per ticker, only fetches missing ranges from Alpaca, upserts with chunking (3000 rows/chunk, asyncpg 32767-param limit) then reads back from DB - GET /price/data endpoint: now uses service + Depends(get_db); subsequent calls for same date range skip Alpaca entirely - force_refresh=true bypasses DB check and re-fetches all from Alpaca Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	2c4b4d583d	perf: API 성능 개선 Round 3 — 8개 항목 (P15-P22) P15: FINRA ingest N+1 쿼리 → chunked batch upsert (on_conflict_do_nothing) P16: Request log 통계 4개 COUNT 쿼리 → 단일 case() 집계 쿼리 P17: stocks/52-week-gainers (1h), stocks/trending (30m) 캐시 추가 P18: Alpaca bars/data 캐시 TTL None→86400 (과거 불변 데이터) P19: Request log flush 배치 100→500, 간격 1s→2s P20: Overlay feature_builder matched_symbols Python 필터 → DB JSONB @> 연산자 P21: with_cache Pydantic 모델 캐시 키에 model_dump_json() 사용 P22: Alpaca price 저장 SELECT+filter → batch upsert (on_conflict_do_nothing) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	5 months ago
I Luk Kim	bf6932ca2f	Add Alpaca-specific DB table and Redis caching for Alpaca/FINRA endpoints Separate Alpaca price data into dedicated AlpacaPriceData table to avoid UniqueConstraint('ticker', 'date') conflicts with Yahoo Finance PriceData. Add Redis caching (build_cache_key/get_cached_response/set_cached_response) to 3 Alpaca endpoints and 2 FINRA query endpoints with appropriate TTLs. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	5 months ago

7 Commits (e6ea1abb0ed71ce8211cafb1aaee99936f4372c9)