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Fix: Analytics Worker berechnet jetzt alle Tabellen pro Tag
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This commit is contained in:
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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25
daemon.py
View File

@@ -9,6 +9,10 @@ from src.exchanges.ls import LSExchange
from src.exchanges.deutsche_boerse import XetraExchange, FrankfurtExchange, QuotrixExchange
from src.exchanges.gettex import GettexExchange
from src.exchanges.stuttgart import StuttgartExchange
from src.exchanges.boersenag import (
DUSAExchange, DUSBExchange, DUSCExchange, DUSDExchange,
HAMAExchange, HAMBExchange, HANAExchange, HANBExchange
)
from src.database.questdb_client import DatabaseClient
logging.basicConfig(
@@ -136,6 +140,16 @@ def run_task(historical=False):
gettex = GettexExchange()
stuttgart = StuttgartExchange()
# Börsenag Exchanges (Düsseldorf, Hamburg, Hannover)
dusa = DUSAExchange()
dusb = DUSBExchange()
dusc = DUSCExchange()
dusd = DUSDExchange()
hama = HAMAExchange()
hamb = HAMBExchange()
hana = HANAExchange()
hanb = HANBExchange()
# Pass last_ts to fetcher to allow smart filtering
# daemon.py runs daily, so we want to fetch everything since DB state
# BUT we need to be careful: eix.py's fetch_latest_trades needs 'since_date' argument
@@ -145,12 +159,21 @@ def run_task(historical=False):
exchanges_to_process = [
(eix, {'limit': None if historical else 5}), # Default limit 5 for safety if no historical
(ls, {'include_yesterday': historical}),
# Neue Exchanges
# Deutsche Börse Exchanges
(xetra, {'include_yesterday': historical}),
(frankfurt, {'include_yesterday': historical}),
(quotrix, {'include_yesterday': historical}),
(gettex, {'include_yesterday': historical}),
(stuttgart, {'include_yesterday': historical}),
# Börsenag Exchanges (Düsseldorf, Hamburg, Hannover)
(dusa, {'include_yesterday': historical}),
(dusb, {'include_yesterday': historical}),
(dusc, {'include_yesterday': historical}),
(dusd, {'include_yesterday': historical}),
(hama, {'include_yesterday': historical}),
(hamb, {'include_yesterday': historical}),
(hana, {'include_yesterday': historical}),
(hanb, {'include_yesterday': historical}),
]
db = DatabaseClient(host="questdb", user=DB_USER, password=DB_PASSWORD)

54
dashboard/public/index.html
View File

@@ -102,6 +102,38 @@
<h4 class="text-md font-bold mb-3 text-pink-400">Quotrix</h4>
<div class="h-48"><canvas id="maChartQUOTRIX"></canvas></div>
</div>
<div class="glass p-4">
<h4 class="text-md font-bold mb-3 text-cyan-400">Düsseldorf Reg. (DUSA)</h4>
<div class="h-48"><canvas id="maChartDUSA"></canvas></div>
</div>
<div class="glass p-4">
<h4 class="text-md font-bold mb-3 text-teal-400">Düsseldorf Frei. (DUSB)</h4>
<div class="h-48"><canvas id="maChartDUSB"></canvas></div>
</div>
<div class="glass p-4">
<h4 class="text-md font-bold mb-3 text-lime-400">Quotrix Reg. (DUSC)</h4>
<div class="h-48"><canvas id="maChartDUSC"></canvas></div>
</div>
<div class="glass p-4">
<h4 class="text-md font-bold mb-3 text-green-400">Quotrix Frei. (DUSD)</h4>
<div class="h-48"><canvas id="maChartDUSD"></canvas></div>
</div>
<div class="glass p-4">
<h4 class="text-md font-bold mb-3 text-indigo-400">Hamburg Reg. (HAMA)</h4>
<div class="h-48"><canvas id="maChartHAMA"></canvas></div>
</div>
<div class="glass p-4">
<h4 class="text-md font-bold mb-3 text-purple-400">Hamburg Frei. (HAMB)</h4>
<div class="h-48"><canvas id="maChartHAMB"></canvas></div>
</div>
<div class="glass p-4">
<h4 class="text-md font-bold mb-3 text-fuchsia-400">Hannover Reg. (HANA)</h4>
<div class="h-48"><canvas id="maChartHANA"></canvas></div>
</div>
<div class="glass p-4">
<h4 class="text-md font-bold mb-3 text-red-400">Hannover Frei. (HANB)</h4>
<div class="h-48"><canvas id="maChartHANB"></canvas></div>
</div>
</div>
</div>
@@ -151,7 +183,7 @@
</div>
<div>
<label class="block text-sm font-bold text-slate-400 mb-2">Exchanges (optional, komma-separiert)</label>
<input type="text" id="customExchanges" class="input-glass" placeholder="z.B. EIX,LS,XETRA,FRA,GETTEX,STU,QUOTRIX" onchange="updateCustomGraph(); updateUrlParams()">
<input type="text" id="customExchanges" class="input-glass" placeholder="z.B. EIX,LS,XETRA,FRA,GETTEX,STU,QUOTRIX,DUSA,HAMA,HANA" onchange="updateCustomGraph(); updateUrlParams()">
</div>
</div>
@@ -283,7 +315,15 @@
'XETRA': { canvasId: 'maChartXETRA' },
'FRA': { canvasId: 'maChartFRA' },
'STU': { canvasId: 'maChartSTU' },
'QUOTRIX': { canvasId: 'maChartQUOTRIX' }
'QUOTRIX': { canvasId: 'maChartQUOTRIX' },
'DUSA': { canvasId: 'maChartDUSA' },
'DUSB': { canvasId: 'maChartDUSB' },
'DUSC': { canvasId: 'maChartDUSC' },
'DUSD': { canvasId: 'maChartDUSD' },
'HAMA': { canvasId: 'maChartHAMA' },
'HAMB': { canvasId: 'maChartHAMB' },
'HANA': { canvasId: 'maChartHANA' },
'HANB': { canvasId: 'maChartHANB' }
};
Object.values(exchangeGroups).forEach(config => {
const canvas = document.getElementById(config.canvasId);
@@ -325,7 +365,15 @@
'XETRA': { exchanges: ['XETRA'], canvasId: 'maChartXETRA' },
'FRA': { exchanges: ['FRA'], canvasId: 'maChartFRA' },
'STU': { exchanges: ['STU'], canvasId: 'maChartSTU' },
'QUOTRIX': { exchanges: ['QUOTRIX'], canvasId: 'maChartQUOTRIX' }
'QUOTRIX': { exchanges: ['QUOTRIX'], canvasId: 'maChartQUOTRIX' },
'DUSA': { exchanges: ['DUSA'], canvasId: 'maChartDUSA' },
'DUSB': { exchanges: ['DUSB'], canvasId: 'maChartDUSB' },
'DUSC': { exchanges: ['DUSC'], canvasId: 'maChartDUSC' },
'DUSD': { exchanges: ['DUSD'], canvasId: 'maChartDUSD' },
'HAMA': { exchanges: ['HAMA'], canvasId: 'maChartHAMA' },
'HAMB': { exchanges: ['HAMB'], canvasId: 'maChartHAMB' },
'HANA': { exchanges: ['HANA'], canvasId: 'maChartHANA' },
'HANB': { exchanges: ['HANB'], canvasId: 'maChartHANB' }
};
// Alle Daten nach Datum sortieren

84
src/exchanges/deutsche_boerse.py
View File

@@ -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:
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 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: