update db with daily stocks price

instance/local.db

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8fd14d31ea743ba8f323922dafbc3e49c2b577a7c84a4c95959e8c8ef3c8effa
-size 2240512
+oid sha256:554c882ab3dd2eb175ca2076ebf2458988340f165620dd03f487d3d23e6f13ea
+size 6856704

pipeline.py

@@ -15,6 +15,7 @@ import api
 import numpy as np
 import pytz
 import table_schema as ts
+import db_operation as db
 # fetch new stock price
 stock_price_stream = Stream()
 
@@ -236,6 +237,28 @@ def update_portfolio_profile_to_db(portfolio_df):
             return False
     # TODO trigger recomputation of analysis
 
+def update_daily_stocks_price():
+    '''
+    update all stocks price until today. used for fetching new stock price
+
+    if no portfolio, terminate without warning
+    default start date is the most recent date in portfolio
+    '''
+    most_recent_portfolio = db.get_most_recent_portfolio_profile()
+    most_recent_stocks_price = db.get_most_recent_stocks_price()
+
+    # fetch all stocks price until today
+    stocks_dates = most_recent_stocks_price.time
+    portfolio_dates = most_recent_portfolio.date
+    if len(portfolio_dates) == 0:
+        return
+    start = stocks_dates[0] if len(stocks_dates) > 0 else portfolio_dates[0]
+    end = utils.time_in_beijing()
+
+    # frequency is set to daily
+    if end - start > dt.timedelta(days=1):
+        new_stocks_price = fetch_all_stocks_price_between(start, end)
+        db.append_to_stocks_price_table(new_stocks_price)
 
 def update_stock_price():
     '''get daily stocks price until today'''
@@ -259,10 +282,10 @@ def update_stock_price():
     return stock_df
 
 
-def patch_stock_prices_db(window):
+def fetch_all_stocks_price_between(start, end):
     '''
     patch stock price db with all daily stock price within window
-
+    inclusive on both start and end date
     Parameters
     ----------
     window: tuple
@@ -272,24 +295,17 @@ def patch_stock_prices_db(window):
     -------
     None
     '''
-    start, end = window
-    # all trading stock between start day and end date
-    with create_engine(db_url).connect() as conn:
-        all_stocks = pd.read_sql('stocks_details', con=conn)
-
+    # all trading stocks available between start day and end date
+    all_stocks = db.get_all_stocks()
     selected_stocks = all_stocks[(all_stocks.start_date <= end) & (
         all_stocks.end_date >= start)]
     tickers = selected_stocks.ticker.to_list()
-
     # fetch stock price and append to db
-    stock_price = api.fetch_stocks_price(tickers, start, end, 'daily')
-    detailed_stock_df = add_details_to_stock_df(stock_price)
+    stock_price = api.fetch_stocks_price(
+        security=tickers, start_date=start, end_date=end, frequency='daily')
     # drop where closing price is null
-    detailed_stock_df.dropna(subset=['close'], inplace=True)
-    with create_engine(db_url).connect() as conn:
-        detailed_stock_df.to_sql(
-            'stocks_price', con=conn, if_exists='append', index=False)
-    return detailed_stock_df
+    stock_price.dropna(subset=['close'], inplace=True)
+    return stock_price
 
 
 def update():

table_schema.py

@@ -1,4 +1,3 @@
-
 '''
 create df schema for db
 '''