diff --git a/.gitignore b/.gitignore index 0f18349a8..9eb54d81f 100644 --- a/.gitignore +++ b/.gitignore @@ -6,6 +6,7 @@ .python_coverage.* __pycache__/ infrastructure/Pulumi.infrastructure.yaml -.coverage/ +.envrc .coverage* -coverage.xml \ No newline at end of file +.coverage/ +coverage.xml diff --git a/.mise.toml b/.mise.toml index 726d0875c..b0a6f4bd1 100644 --- a/.mise.toml +++ b/.mise.toml @@ -1,3 +1,6 @@ +[env] +COMPOSE_BAKE=true + [tasks."python:install"] description = "Install Python dependencies" run = "uv sync --all-groups" @@ -29,6 +32,7 @@ ruff check \ description = "Run Python tests" run = "docker compose run tests" + [tasks."application:service:run"] description = "Run the application service" run = """ @@ -38,12 +42,25 @@ docker run \ pocketsizefund/{{arg(name="service_name")}}:latest \ """ +[tasks."application:service:development"] +description = "Run the application service locally with hot reloading" +run = """ +cd application/{{arg(name="service_name")}} +uv run uvicorn src.{{arg(name="service_name")}}.main:application --reload +""" + +[tasks."application:service:test"] +description = "Run integration tests" +run = """ +cd application/{{arg(name="service_name")}} +docker-compose up --build --abort-on-container-exit --remove-orphans +""" [tasks."lint"] depends = ["python:lint"] description = "Run code quality checks" run = """ -yamllint . +yamllint -d "{extends: relaxed, rules: {line-length: {max: 110}}}" . """ [tasks."infrastructure:up"] @@ -52,3 +69,4 @@ run = """ cd infrastructure uv run pulumi up --yes """ + diff --git a/application/datamanager/Dockerfile.test b/application/datamanager/Dockerfile.test new file mode 100644 index 000000000..c03f06455 --- /dev/null +++ b/application/datamanager/Dockerfile.test @@ -0,0 +1,11 @@ +FROM python:3.13-slim +COPY --from=ghcr.io/astral-sh/uv:latest /uv /bin/uv + +WORKDIR /tests + +COPY pyproject.toml . +RUN uv sync --only-group dev + +COPY features /tests + +CMD ["uv", "run", "behave", "features/"] diff --git a/application/datamanager/compose.yaml b/application/datamanager/compose.yaml new file mode 100644 index 000000000..29bd73edf --- /dev/null +++ b/application/datamanager/compose.yaml @@ -0,0 +1,37 @@ +name: Integration Tests for datamanager service + +services: + datamanager: + build: + context: . + dockerfile: Dockerfile + ports: + - 8080:8080 + environment: + - POLYGON_API_KEY=${POLYGON_API_KEY} + - DATA_BUCKET=${DATA_BUCKET} + - GOOGLE_APPLICATION_CREDENTIALS=/root/.config/gcloud/application_default_credentials.json + - DUCKDB_ACCESS_KEY=${DUCKDB_ACCESS_KEY} + - DUCKDB_SECRET=${DUCKDB_SECRET} + volumes: + - ./:/app/datamanager + - ~/.config/gcloud/application_default_credentials.json:/root/.config/gcloud/application_default_credentials.json:ro + healthcheck: + test: ["CMD", "curl", "-f", "http://0.0.0.0:8080/health"] + interval: 10s + timeout: 5s + retries: 3 + start_period: 1s + + tests: + build: + context: . + dockerfile: Dockerfile.test + volumes: + - ./:/app/datamanager + depends_on: + datamanager: + condition: service_healthy + environment: + - BASE_URL=http://datamanager:8080 + command: ["uv", "run", "behave"] diff --git a/application/datamanager/features/environment.py b/application/datamanager/features/environment.py new file mode 100644 index 000000000..a2ceb44d9 --- /dev/null +++ b/application/datamanager/features/environment.py @@ -0,0 +1,6 @@ +import os + + +def before_all(context): + """Set up test environment.""" + context.base_url = os.environ.get("BASE_URL", "http://datamanager:8080") diff --git a/application/datamanager/features/equity_bars.feature b/application/datamanager/features/equity_bars.feature new file mode 100644 index 000000000..9bbe4080f --- /dev/null +++ b/application/datamanager/features/equity_bars.feature @@ -0,0 +1,24 @@ +Feature: Equity Bars Data Management + As a datamanager application + I want to fetch, store, retrieve, and delete equity bars data + So that I can manage market data efficiently + + Background: + Given the datamanager API is running + + Scenario Outline: Manage bucket data for to + Given I have date ranges: + | start_date | end_date | + | | | + When I send a POST request to "/equity-bars" for date range + Then the response status code should be 200 + When I send a GET request to "/equity-bars" for date range + Then the response status code should be 200 + When I send a DELETE request to "/equity-bars" for date "" + Then the response status code should be 204 + + Examples: dates + | start_date | end_date | + | 2025-05-20 | 2025-05-20 | + + Scenario Outline: Skip weekends diff --git a/application/datamanager/features/health.feature b/application/datamanager/features/health.feature new file mode 100644 index 000000000..8a63f0aba --- /dev/null +++ b/application/datamanager/features/health.feature @@ -0,0 +1,11 @@ +Feature: Health Check Endpoint + As a client + I want to check the health of the datamanager API + So that I can ensure the service is running + + Background: + Given the datamanager API is running + + Scenario: Health endpoint responds successfully + When I send a GET request to "/health" + Then the response status code should be 200 \ No newline at end of file diff --git a/application/datamanager/features/steps/equity_bars_steps.py b/application/datamanager/features/steps/equity_bars_steps.py new file mode 100644 index 000000000..5ea39b6f6 --- /dev/null +++ b/application/datamanager/features/steps/equity_bars_steps.py @@ -0,0 +1,63 @@ +import os +import sys +from pathlib import Path + +sys.path.insert(0, str(Path(__file__).parent.parent.parent)) + +import requests +from behave import given, when, then + + +@given("I have date ranges") +def step_impl_date_ranges(context): + for row in context.table: + context.start_date = row["start_date"] + context.end_date = row["end_date"] + + +@given("the datamanager API is running") +def step_impl_api_url(context): + context.api_url = context.base_url + + +@when('I send a POST request to "{endpoint}" for date range') +def step_impl_post_request(context, endpoint): + url = f"{context.api_url}{endpoint}" + response = requests.post(url, json={"date": context.start_date}) + context.response = response + + +@when('I send a GET request to "{endpoint}" for date range') +def step_imp_get_request(context, endpoint): + url = f"{context.api_url}{endpoint}" + response = requests.get( + url, + params={"start_date": context.start_date, "end_date": context.end_date}, + ) + context.response = response + + +@then("the response status code should be {status_code}") +def step_impl_response_status_code(context, status_code): + assert context.response.status_code == int(status_code), ( + f"Expected status code {status_code}, got {context.response.status_code}" + ) + + +@when('I send a DELETE request to "{endpoint}" for date "{date_str}"') +def step_impl(context, endpoint, date_str): + url = f"{context.api_url}{endpoint}" + response = requests.delete(url, json={"date": date_str}) + context.response = response + context.test_date = date_str + + +@then('the equity bars data for "{date_str}" should be deleted') +def step_impl_equity_bars(context, date_str): + if os.environ.get("GCP_GCS_BUCKET"): + assert True, "GCS bucket deletion check would go here" + else: + expected_file = Path(f"equity_bars_{date_str}.parquet") + assert not expected_file.exists(), ( + f"Parquet file {expected_file} still exists after deletion" + ) diff --git a/application/datamanager/features/steps/health_steps.py b/application/datamanager/features/steps/health_steps.py new file mode 100644 index 000000000..14ba44ad0 --- /dev/null +++ b/application/datamanager/features/steps/health_steps.py @@ -0,0 +1,9 @@ +from behave import when +import requests + + +@when('I send a GET request to "{endpoint}"') +def step_impl(context, endpoint): + """Send a GET request to the specified endpoint.""" + url = f"{context.api_url}{endpoint}" + context.response = requests.get(url) diff --git a/application/datamanager/mise.toml b/application/datamanager/mise.toml new file mode 100644 index 000000000..6e7cf7378 --- /dev/null +++ b/application/datamanager/mise.toml @@ -0,0 +1,11 @@ +[tasks."test:docker:behave"] +description = "Run behave tests with Docker Compose" +run = """ +docker-compose up --build --abort-on-container-exit +""" + +[tasks."test:docker:behave:cleanup"] +description = "Clean up after Docker Compose tests" +run = """ +docker-compose down -v +""" \ No newline at end of file diff --git a/application/datamanager/pyproject.toml b/application/datamanager/pyproject.toml index e61bea9b2..7c4f13c2b 100644 --- a/application/datamanager/pyproject.toml +++ b/application/datamanager/pyproject.toml @@ -9,6 +9,9 @@ dependencies = [ "duckdb>=1.2.2", "polars>=1.29.0", "pyarrow>=20.0.0", + "google-cloud-storage>=2.16.0", + "loguru>=0.7.3", + "httpx>=0.28.1", "prometheus-fastapi-instrumentator>=7.1.0", "datamanager" ] @@ -19,3 +22,9 @@ packages = ["datamanager"] [build-system] requires = ["hatchling"] build-backend = "hatchling.build" + +[dependency-groups] +dev = [ + "behave>=1.2.6", + "requests>=2.31.0", +] diff --git a/application/datamanager/src/datamanager/config.py b/application/datamanager/src/datamanager/config.py new file mode 100644 index 000000000..d57ea181d --- /dev/null +++ b/application/datamanager/src/datamanager/config.py @@ -0,0 +1,43 @@ +import os +import json +from functools import cached_property +from pydantic import BaseModel, Field, computed_field + + +class Polygon(BaseModel): + api_key: str = Field(default=os.getenv("POLYGON_API_KEY")) + base_url: str = "https://api.polygon.io" + daily_bars: str = "/v2/aggs/grouped/locale/us/market/stocks/" + + +class Bucket(BaseModel): + name: str = Field(default=os.getenv("DATA_BUCKET")) + project: str = Field(default=os.getenv("GCP_PROJECT")) + + @computed_field + def daily_bars_path(self) -> str: + return f"gs://{self.name}/equity/bars/" + + +class GCP(BaseModel): + bucket: Bucket = Bucket() + credentials_path: str = os.getenv("GOOGLE_APPLICATION_CREDENTIALS", "") + + @cached_property + def _creds(self) -> dict: + with open(self.credentials_path) as f: + creds = json.load(f) + return creds + + @computed_field + def key_id(self) -> str | None: + return self._creds.get("client_email") + + @computed_field + def secret(self) -> str: + return json.dumps(self._creds).replace("'", "\\'") + + +class Settings(BaseModel): + gcp: GCP = GCP() + polygon: Polygon = Polygon() diff --git a/application/datamanager/src/datamanager/main.py b/application/datamanager/src/datamanager/main.py index 805a078f0..ac8860369 100644 --- a/application/datamanager/src/datamanager/main.py +++ b/application/datamanager/src/datamanager/main.py @@ -1,127 +1,171 @@ -from fastapi import FastAPI -import duckdb -import polars as pl -from datetime import datetime, timedelta +import traceback +import pyarrow import os from prometheus_fastapi_instrumentator import Instrumentator +import duckdb +from google.api_core import exceptions +from google.cloud import storage +from contextlib import asynccontextmanager +from datetime import date +import httpx +import polars as pl +from fastapi import FastAPI, Request, Response, status, HTTPException +from .config import Settings +from .models import BarsSummary, SummaryDate +from loguru import logger + + +def bars_query(*, bucket: str, start_date: date, end_date: date) -> str: + path_pattern = f"gs://{bucket}/equity/bars/*/*/*/*" + + return f""" + SELECT * + FROM read_parquet( + '{path_pattern}', + HIVE_PARTITIONING=1 + ) + WHERE + (year > {start_date.year} OR + (year = {start_date.year} AND month > {start_date.month}) OR + (year = {start_date.year} AND month = {start_date.month} AND day >= {start_date.day})) + AND + (year < {end_date.year} OR + (year = {end_date.year} AND month < {end_date.month}) OR + (year = {end_date.year} AND month = {end_date.month} AND day <= {end_date.day})) + """ + + +@asynccontextmanager +async def lifespan(app: FastAPI): + app.state.settings = Settings() + app.state.bucket = storage.Client(os.getenv("GCP_PROJECT")).bucket( + app.state.settings.gcp.bucket.name + ) + + DUCKDB_ACCESS_KEY = os.getenv("DUCKDB_ACCESS_KEY") + DUCKDB_SECRET = os.getenv("DUCKDB_SECRET") + + app.state.connection = duckdb.connect() + app.state.connection.execute(f""" + INSTALL httpfs; + LOAD httpfs; + SET http_keep_alive=true; + SET http_timeout=30000; + CREATE SECRET ( + TYPE GCS, + KEY_ID '{DUCKDB_ACCESS_KEY}', + SECRET '{DUCKDB_SECRET}' + ); + """) + + yield + + +application = FastAPI(lifespan=lifespan) +Instrumentator().instrument(application).expose(application) -class Database: - def __init__( - self, - gcp_key_id: str = "", - gcp_secret: str = "", - gcp_gcs_bucket: str = "", - ): - self.gcp_gcs_bucket = gcp_gcs_bucket - self.connection = None - if gcp_key_id and gcp_secret: - connection = duckdb.connect() - - connection.execute("INSTALL httpfs;") - connection.execute("LOAD httpfs;") - - connection.execute(f"""CREATE SECRET ( - TYPE gcs, - KEY_ID '{gcp_key_id}', - SECRET '{gcp_secret}' - );""") - - self.connection = connection - - else: - connection = duckdb.connect() - - data = { - "timestamp": [ - "2025-05-01T09:30:00Z", - "2025-05-02T09:30:00Z", - "2025-05-03T09:30:00Z", - "2025-05-04T09:30:00Z", - "2025-05-05T09:30:00Z", - ], - "ticker": ["AAPL", "AAPL", "AAPL", "AAPL", "AAPL"], - "open_price": [150.00, 151.80, 152.10, 153.30, 154.60], - "high_price": [152.50, 153.20, 154.00, 155.00, 156.30], - "low_price": [149.00, 150.50, 151.00, 152.20, 153.40], - "close_price": [151.75, 152.00, 153.25, 154.50, 155.75], - "trade_count": [1000, 1200, 1100, 1300, 1400], - "volume": [50000, 55000, 52000, 57000, 60000], - "volume_weighted_average_price": [ - 151.25, - 151.90, - 152.60, - 153.80, - 155.00, - ], - } - - connection.register("equity_bars_data", pl.DataFrame(data)) - - connection.execute( - "CREATE TABLE equity_bars AS SELECT * FROM equity_bars_data" - ) - - self.connection = connection - - def query( - self, - start_date: datetime, - end_date: datetime, - ) -> pl.DataFrame: - if start_date > end_date: - raise ValueError("Start date must be earlier than end date.") - - query_statement = "" - if self.gcp_gcs_bucket: - filepaths = [] - current_date = start_date - while current_date <= end_date: - filepath = f"gs://{self.gcp_gcs_bucket}/equity/bars/{current_date.strftime('%Y-%m-%d')}/data.csv" - filepaths.append(filepath) - current_date += timedelta(days=1) - - query_statement = f"SELECT * FROM read_csv({filepaths})" - - else: - query_statement = "SELECT * FROM equity_bars;" - - return self.connection.execute(query_statement).pl() - - -application = FastAPI() +@application.get("/health") +async def health_check(): + return Response(status_code=status.HTTP_200_OK) -Instrumentator().instrument(application).expose(application) +@application.get("/equity-bars") +async def get_equity_bars( + request: Request, start_date: date, end_date: date +) -> Response: + settings: Settings = request.app.state.settings + + query = bars_query( + bucket=settings.gcp.bucket.name, start_date=start_date, end_date=end_date + ) + + try: + data = request.app.state.connection.execute(query).arrow() + + if data.num_rows == 0: + return Response(status_code=status.HTTP_404_NOT_FOUND) + + logger.info(f"Query returned {data.num_rows} rows") + sink = pyarrow.BufferOutputStream() + with pyarrow.ipc.RecordBatchStreamWriter(sink, data.schema) as writer: + writer.write_table(data) + + return Response( + content=sink.getvalue().to_pybytes(), + media_type="application/vnd.apache.arrow.file", + headers={ + "Content-Disposition": f"attachment; filename=equity_bars_{start_date}_{end_date}.arrow", + "X-Row-Count": str(data.num_rows), + "X-Start-Date": str(start_date), + "X-End-Date": str(end_date), + }, + ) + + except Exception as e: + logger.error(f"Error querying data: {e}") + logger.error(traceback.format_exc()) + return Response(status_code=status.HTTP_500_INTERNAL_SERVER_ERROR) + + +@application.post("/equity-bars", response_model=BarsSummary) +async def fetch_equity_bars(request: Request, summary_date: SummaryDate) -> BarsSummary: + polygon = request.app.state.settings.polygon + bucket = request.app.state.settings.gcp.bucket + + url = f"{polygon.base_url}{polygon.daily_bars}{summary_date.date.strftime('%Y-%m-%d')}" + logger.info(f"polygon_api_endpoint={url}") + + params = {"adjusted": "true", "apiKey": polygon.api_key} + async with httpx.AsyncClient() as client: + response = await client.get( + url, + params=params, + ) + response.raise_for_status() + payload = response.json().get("results", []) + + bars = pl.DataFrame(payload) + count = len(bars) + if count > 0: + try: + bars.with_columns( + [ + pl.from_epoch("t", time_unit="ms").alias("datetime"), + pl.from_epoch("t", time_unit="ms").dt.year().alias("year"), + pl.from_epoch("t", time_unit="ms").dt.month().alias("month"), + pl.from_epoch("t", time_unit="ms").dt.day().alias("day"), + ] + ).write_parquet( + bucket.daily_bars_path, partition_by=["year", "month", "day"] + ) + except Exception as e: + logger.error(f"Error writing parquet file: {e}") + logger.error(traceback.format_exc()) + raise HTTPException( + status_code=status.HTTP_500_INTERNAL_SERVER_ERROR, + detail="Failed to write data", + ) + return BarsSummary(date=summary_date.date.strftime("%Y-%m-%d"), count=count) -gcp_key_id = os.getenv("GCP_KEY_ID") -gcp_secret = os.getenv("GCP_SECRET") -gcp_gcs_bucket = os.getenv("GCP_GCS_BUCKET") -database = Database( - gcp_key_id=gcp_key_id, - gcp_secret=gcp_secret, - gcp_gcs_bucket=gcp_gcs_bucket, -) +@application.delete("/equity-bars") +async def delete_equity_bars(request: Request, summary_date: SummaryDate): + bucket = request.app.state.bucket + year = summary_date.date.year + month = summary_date.date.month + day = summary_date.date.day + prefix = f"equity/bars/{year=}/{month=}/{day=}" -@application.get("/health") -async def get_health(): - return {"status": "healthy"} + try: + blobs = list(bucket.list_blobs(prefix=prefix)) + except exceptions.NotFound: + return Response(status_code=status.HTTP_404_NOT_FOUND) + if not blobs: + return Response(status_code=status.HTTP_404_NOT_FOUND) + logger.info(f"deleting {prefix=}") + bucket.delete_blobs(blobs) -@application.get("/equity-bars") -async def get_equity_bars( - start_date: datetime, - end_date: datetime, -): - results = database.query(start_date, end_date) - - return { - "data": results.to_dicts(), - "metadata": { - "start_date": start_date, - "end_date": end_date, - "count": len(results), - }, - } + return Response(status_code=status.HTTP_204_NO_CONTENT) diff --git a/application/datamanager/src/datamanager/models.py b/application/datamanager/src/datamanager/models.py new file mode 100644 index 000000000..6649f2ed2 --- /dev/null +++ b/application/datamanager/src/datamanager/models.py @@ -0,0 +1,39 @@ +import datetime +from pydantic import BaseModel, Field, field_validator + + +class SummaryDate(BaseModel): + date: datetime.date = Field( + default_factory=lambda: datetime.datetime.utcnow().date() + ) + + @field_validator("date", mode="before") + def parse_date(cls, value): + if isinstance(value, datetime.date): + return value + for fmt in ("%Y-%m-%d", "%Y/%m/%d"): + try: + return datetime.datetime.strptime(value, fmt).date() + except ValueError: + continue + raise ValueError("Invalid date format: expected YYYY-MM-DD or YYYY/MM/DD") + + model_config = {"json_encoders": {datetime.date: lambda d: d.strftime("%Y/%m/%d")}} + + +class DateRange(BaseModel): + start: datetime.date + end: datetime.date + + @field_validator("end") + @classmethod + def check_end_after_start(cls, end_value, info): + start_value = info.data.get("start") + if start_value and end_value <= start_value: + raise ValueError("End date must be after start date.") + return end_value + + +class BarsSummary(BaseModel): + date: str + count: int diff --git a/application/datamanager/tests/test_datamanager_main.py b/application/datamanager/tests/test_datamanager_main.py deleted file mode 100644 index dd0f45e92..000000000 --- a/application/datamanager/tests/test_datamanager_main.py +++ /dev/null @@ -1,10 +0,0 @@ -from fastapi.testclient import TestClient -from application.datamanager.src.datamanager.main import application - -client = TestClient(application) - - -def test_health_check(): - response = client.get("/health") - assert response.status_code == 200 - assert response.json() == {"status": "healthy"} diff --git a/infrastructure/Pulumi.yaml b/infrastructure/Pulumi.yaml index 2bb26c685..a139b0c60 100644 --- a/infrastructure/Pulumi.yaml +++ b/infrastructure/Pulumi.yaml @@ -1,3 +1,4 @@ +--- name: pocketsizefund-infrastructure runtime: python description: Pocket Size Fund Infrastructure diff --git a/infrastructure/buckets.py b/infrastructure/buckets.py index ed0bfef5b..1be03e0dd 100644 --- a/infrastructure/buckets.py +++ b/infrastructure/buckets.py @@ -5,11 +5,9 @@ config = Config() -prod_bucket_name = config.require_secret("prod_bucket_name") - -prod_data_bucket = storage.Bucket( - "prod-data-bucket", - name=prod_bucket_name, +production_data_bucket = storage.Bucket( + "production-data-bucket", + name=config.require_secret("production_data_bucket_name"), location=project.REGION, uniform_bucket_level_access=True, ) diff --git a/infrastructure/cloud_run.py b/infrastructure/cloud_run.py index f323e39c3..58d8c4894 100644 --- a/infrastructure/cloud_run.py +++ b/infrastructure/cloud_run.py @@ -9,6 +9,8 @@ alpaca_api_key = config.require_secret("ALPACA_API_KEY_ID") alpaca_api_secret = config.require_secret("ALPACA_API_SECRET_KEY") +duckdb_access_key = config.require_secret("DUCKDB_ACCESS_KEY") +duckdb_secret = config.require_secret("DUCKDB_SECRET") service = cloudrun.Service( @@ -30,7 +32,19 @@ value=alpaca_api_secret, ), cloudrun.ServiceTemplateSpecContainerEnvArgs( - name="GCP_GCS_BUCKET", value=buckets.prod_data_bucket.name + name="GCP_PROJECT", + value=project.PROJECT, + ), + cloudrun.ServiceTemplateSpecContainerEnvArgs( + name="DATA_BUCKET", + value=buckets.production_data_bucket.name, + ), + cloudrun.ServiceTemplateSpecContainerEnvArgs( + name="DUCKDB_ACCESS_KEY", value=duckdb_access_key + ), + cloudrun.ServiceTemplateSpecContainerEnvArgs( + name="DUCKDB_SECRET", + value=duckdb_secret, ), ], ) diff --git a/infrastructure/main.py b/infrastructure/main.py deleted file mode 100644 index b263f37db..000000000 --- a/infrastructure/main.py +++ /dev/null @@ -1,6 +0,0 @@ -def main(): - print("Hello from infrastructure!") - - -if __name__ == "__main__": - main() diff --git a/infrastructure/pyproject.toml b/infrastructure/pyproject.toml index bfbab8012..df7831b2d 100644 --- a/infrastructure/pyproject.toml +++ b/infrastructure/pyproject.toml @@ -1,8 +1,6 @@ [project] name = "infrastructure" version = "0.1.0" -description = "Add your description here" -readme = "README.md" requires-python = ">=3.13" dependencies = [ "pulumi>=3.169.0", diff --git a/pyproject.toml b/pyproject.toml index 1558eac6d..aac2ec314 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -9,14 +9,16 @@ dependencies = [ [tool.uv.workspace] members = [ - "application/datamanager", "infrastructure", + "application/datamanager", "application/positionmanager", + "workflows", ] [tool.uv.sources] datamanager = { workspace = true } positionmanager = { workspace = true } +workflows = { workspace = true } [tool.hatch.build.targets.wheel] packages = ["pocketsizefund"] diff --git a/uv.lock b/uv.lock index cd62c62e9..ef50dd77a 100644 --- a/uv.lock +++ b/uv.lock @@ -8,6 +8,105 @@ members = [ "infrastructure", "pocketsizefund", "positionmanager", + "workflows", +] + +[[package]] +name = "adlfs" +version = "2024.12.0" +source = { registry = "https://pypi.org/simple" } +dependencies = [ + { name = "aiohttp" }, + { name = "azure-core" }, + { name = "azure-datalake-store" }, + { name = "azure-identity" }, + { name = "azure-storage-blob" }, + { name = "fsspec" }, +] +sdist = { url = "https://files.pythonhosted.org/packages/76/82/e30891af574fb358449fb9436aac53569814452cb88b0cba4f488171b8dc/adlfs-2024.12.0.tar.gz", hash = "sha256:04582bf7461a57365766d01a295a0a88b2b8c42c4fea06e2d673f62675cac5c6", size = 49189, upload-time = "2024-12-15T19:06:30.939Z" } +wheels = [ + { url = 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a/infrastructure/README.md b/workflows/__init__.py similarity index 100% rename from infrastructure/README.md rename to workflows/__init__.py diff --git a/workflows/backfill_datamanager.py b/workflows/backfill_datamanager.py new file mode 100644 index 000000000..c06cf692b --- /dev/null +++ b/workflows/backfill_datamanager.py @@ -0,0 +1,22 @@ +from datetime import date, timedelta +from typing import List + +import httpx +from flytekit import task, workflow + + +@task(retries=3) +def backfill_single_date(base_url: str, day: date) -> int: + response = httpx.post(f"{base_url}/equity-bars", json={"date": day.isoformat()}) + response.raise_for_status() + return response.json().get("count", 0) + + +@workflow +def backfill_equity_bars(base_url: str, start_date: date, end_date: date) -> List[int]: + results: List[int] = [] + current = start_date + while current <= end_date: + results.append(backfill_single_date(base_url=base_url, day=current)) + current += timedelta(days=1) + return results diff --git a/workflows/pyproject.toml b/workflows/pyproject.toml new file mode 100644 index 000000000..1b546a765 --- /dev/null +++ b/workflows/pyproject.toml @@ -0,0 +1,11 @@ +[project] +name = "workflows" +version = "0.1.0" +requires-python = ">=3.13" +dependencies = [ + "flytekit>=1.10.0", + "httpx>=0.28.1", +] + +[tool.hatch.build.targets.wheel] +packages = ["workflows"]