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Fix: Analytics Worker berechnet jetzt alle Tabellen pro Tag
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Melchior Reimers
2026-01-29 16:00:09 +01:00
parent 79a80141e9
commit a07319d957
3 changed files with 129 additions and 34 deletions
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84
src/exchanges/deutsche_boerse.py
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@@ -173,25 +173,30 @@ class DeutscheBoerseBase(BaseExchange):
def _parse_trade_record(self, record: dict) -> Optional[Trade]:
"""
Parst einen einzelnen Trade-Record aus dem JSON.
Deutsche Börse verwendet RTS1/RTS2 Format.
Wichtige Felder:
- TrdDt: Trading Date (YYYY-MM-DD)
- TrdTm: Trading Time (HH:MM:SS.ffffff)
- ISIN: Instrument Identifier
- FinInstrmId.Id: Alternative ISIN Feld
- Pric.Pric.MntryVal.Amt: Preis
- Qty.Unit: Menge
Aktuelles JSON-Format (NDJSON):
{
"messageId": "posttrade",
"sourceName": "GAT",
"isin": "US00123Q1040",
"lastTradeTime": "2026-01-29T14:07:00.419000000Z",
"lastTrade": 10.145,
"lastQty": 500.0,
"currency": "EUR",
...
}
"""
try:
# ISIN extrahieren
isin = record.get('ISIN') or record.get('FinInstrmId', {}).get('Id', '')
# ISIN extrahieren - neues Format verwendet 'isin' lowercase
isin = record.get('isin') or record.get('ISIN') or record.get('instrumentId') or record.get('FinInstrmId', {}).get('Id', '')
if not isin:
return None
# Preis extrahieren (verschiedene mögliche Pfade)
# Preis extrahieren - neues Format: 'lastTrade'
price = None
if 'Pric' in record:
if 'lastTrade' in record:
price = float(record['lastTrade'])
elif 'Pric' in record:
pric = record['Pric']
if isinstance(pric, dict):
if 'Pric' in pric:
@@ -208,9 +213,11 @@ class DeutscheBoerseBase(BaseExchange):
if price is None or price <= 0:
return None
# Menge extrahieren
# Menge extrahieren - neues Format: 'lastQty'
quantity = None
if 'Qty' in record:
if 'lastQty' in record:
quantity = float(record['lastQty'])
elif 'Qty' in record:
qty = record['Qty']
if isinstance(qty, dict):
quantity = float(qty.get('Unit', qty.get('Qty', 0)))
@@ -220,29 +227,46 @@ class DeutscheBoerseBase(BaseExchange):
if quantity is None or quantity <= 0:
return None
# Timestamp extrahieren
trd_dt = record.get('TrdDt', '')
trd_tm = record.get('TrdTm', '00:00:00')
# Timestamp extrahieren - neues Format: 'lastTradeTime'
timestamp = None
if 'lastTradeTime' in record:
ts_str = record['lastTradeTime']
# Format: "2026-01-29T14:07:00.419000000Z"
# Python kann max 6 Dezimalstellen, also kürzen
if '.' in ts_str:
parts = ts_str.replace('Z', '').split('.')
if len(parts) == 2 and len(parts[1]) > 6:
ts_str = parts[0] + '.' + parts[1][:6] + '+00:00'
else:
ts_str = ts_str.replace('Z', '+00:00')
else:
ts_str = ts_str.replace('Z', '+00:00')
timestamp = datetime.fromisoformat(ts_str)
else:
# Fallback für altes Format
trd_dt = record.get('TrdDt', '')
trd_tm = record.get('TrdTm', '00:00:00')
if not trd_dt:
return None
ts_str = f"{trd_dt}T{trd_tm}"
if '.' in ts_str:
parts = ts_str.split('.')
if len(parts[1]) > 6:
ts_str = parts[0] + '.' + parts[1][:6]
timestamp = datetime.fromisoformat(ts_str)
if not trd_dt:
if timestamp is None:
return None
# Kombiniere Datum und Zeit
ts_str = f"{trd_dt}T{trd_tm}"
# Entferne Mikrosekunden wenn zu lang
if '.' in ts_str:
parts = ts_str.split('.')
if len(parts[1]) > 6:
ts_str = parts[0] + '.' + parts[1][:6]
# Parse als UTC (Deutsche Börse liefert UTC)
timestamp = datetime.fromisoformat(ts_str)
if timestamp.tzinfo is None:
timestamp = timestamp.replace(tzinfo=timezone.utc)
return Trade(
exchange=self.name,
symbol=isin, # Symbol = ISIN
symbol=isin,
isin=isin,
price=price,
quantity=quantity,
@@ -250,7 +274,7 @@ class DeutscheBoerseBase(BaseExchange):
)
except Exception as e:
print(f"Error parsing record: {e}")
# Debug: Zeige ersten fehlgeschlagenen Record
return None
def _get_last_trading_day(self, from_date: datetime.date) -> datetime.date: