updated

dashboard/server.py

@@ -1,10 +1,10 @@
-from fastapi import FastAPI, HTTPException, Depends
+from fastapi import FastAPI, HTTPException
 from fastapi.middleware.cors import CORSMiddleware
 from fastapi.staticfiles import StaticFiles
 from fastapi.responses import FileResponse
 import requests
 import os
-import pandas as pd
+from typing import Optional, Dict, Any
 
 app = FastAPI(title="Trading Dashboard API")
 
@@ -22,97 +22,210 @@ app.mount("/static", StaticFiles(directory="dashboard/public"), name="static")
 async def read_index():
     return FileResponse('dashboard/public/index.html')
 
+# QuestDB Konfiguration
 DB_USER = os.getenv("DB_USER", "admin")
 DB_PASSWORD = os.getenv("DB_PASSWORD", "quest")
 DB_AUTH = (DB_USER, DB_PASSWORD) if DB_USER and DB_PASSWORD else None
 DB_HOST = os.getenv("DB_HOST", "questdb")
+DB_URL = f"http://{DB_HOST}:9000"
 
-@app.get("/api/trades")
-async def get_trades(isin: str = None, days: int = 7, limit: int = 1000):
-    """
-    Gibt Trades zurück. Standardmäßig limitiert auf 1000 für Performance.
-    Für Dashboard-Übersicht werden nur die neuesten Trades benötigt.
-    """
-    query = f"select * from trades where timestamp > dateadd('d', -{days}, now())"
-    if isin:
-        query += f" and isin = '{isin}'"
-    query += f" order by timestamp desc limit {limit}"
-    
+# Hilfsfunktionen
+def query_questdb(query: str, timeout: int = 10) -> Optional[Dict[str, Any]]:
+    """Zentrale QuestDB-Abfrage-Funktion"""
     try:
-        response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH)
+        response = requests.get(f"{DB_URL}/exec", params={'query': query}, auth=DB_AUTH, timeout=timeout)
         if response.status_code == 200:
             return response.json()
-        throw_http_error(response)
-    except Exception as e:
-        raise HTTPException(status_code=500, detail=str(e))
+        else:
+            raise HTTPException(status_code=response.status_code, detail=f"QuestDB error: {response.text}")
+    except requests.exceptions.Timeout:
+        raise HTTPException(status_code=504, detail="QuestDB query timeout")
+    except requests.exceptions.RequestException as e:
+        raise HTTPException(status_code=500, detail=f"QuestDB connection error: {str(e)}")
+
+def format_questdb_response(data: Dict[str, Any]) -> Dict[str, Any]:
+    """Einheitliche Formatierung der QuestDB-Antworten"""
+    if not data:
+        return {'columns': [], 'dataset': []}
+    return data
+
+# API Endpunkte
+@app.get("/api/trades")
+async def get_trades(isin: str = None, days: int = 7):
+    """
+    Gibt aggregierte Analyse aller Trades zurück (nicht einzelne Trades).
+    Nutzt vorberechnete Daten aus analytics_exchange_daily.
+    """
+    if isin:
+        # Für spezifische ISIN: hole aus trades Tabelle
+        query = f"""
+        select 
+            date_trunc('day', timestamp) as date,
+            count(*) as trade_count,
+            sum(price * quantity) as volume,
+            avg(price) as avg_price
+        from trades
+        where isin = '{isin}'
+        and timestamp > dateadd('d', -{days}, now())
+        group by date
+        order by date desc
+        """
+    else:
+        # Aggregierte Daten aus analytics_exchange_daily
+        query = f"""
+        select 
+            timestamp as date,
+            exchange,
+            trade_count,
+            volume
+        from analytics_exchange_daily
+        where timestamp >= dateadd('d', -{days}, now())
+        order by date desc, exchange asc
+        """
+    
+    data = query_questdb(query)
+    return format_questdb_response(data)
 
 @app.get("/api/metadata")
 async def get_metadata():
+    """Gibt alle Metadata zurück"""
     query = "select * from metadata"
-    try:
-        response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH)
-        if response.status_code == 200:
-            return response.json()
-        throw_http_error(response)
-    except Exception as e:
-        raise HTTPException(status_code=500, detail=str(e))
+    data = query_questdb(query)
+    return format_questdb_response(data)
 
 @app.get("/api/summary")
-async def get_summary(days: int = 7):
+async def get_summary():
     """
-    Gibt Zusammenfassung zurück. Optimiert für schnelle Abfrage.
-    Falls vorberechnete Daten verfügbar sind, verwende diese.
+    Gibt Zusammenfassung zurück. Nutzt analytics_daily_summary für total_trades (alle Trades).
+    """
+    # Hole Gesamtzahl aller Trades aus analytics_daily_summary
+    query = """
+    select 
+        sum(total_trades) as total_trades,
+        sum(total_volume) as total_volume
+    from analytics_daily_summary
     """
-    # Versuche zuerst, aus analytics_exchange_daily zu aggregieren (schneller)
-    # Falls das nicht funktioniert, falle auf die ursprüngliche Query zurück
-    try:
-        # Aggregiere aus analytics_exchange_daily für die letzten N Tage
-        # Dies ist schneller als eine JOIN-Query auf alle Trades
-        query = f"""
-        select 
-            'All' as continent,
-            sum(trade_count) as trade_count,
-            sum(volume) as total_volume
-        from analytics_exchange_daily
-        where timestamp >= dateadd('d', -{days}, now())
-        """
-        response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH, timeout=5)
-        if response.status_code == 200:
-            data = response.json()
-            # Wenn Daten vorhanden, verwende diese
-            if data.get('dataset') and len(data['dataset']) > 0:
-                # Formatiere für Kompatibilität mit dem Frontend
-                result = {
-                    'columns': [
-                        {'name': 'continent'},
-                        {'name': 'trade_count'},
-                        {'name': 'total_volume'}
-                    ],
-                    'dataset': [[row[0], row[1], row[2]] for row in data['dataset']]
-                }
-                return result
-    except Exception:
-        # Fallback auf ursprüngliche Query
-        pass
     
-    # Fallback: Original Query mit Limit für Performance
-    query = f"""
+    data = query_questdb(query)
+    if data and data.get('dataset') and data['dataset']:
+        total_trades = data['dataset'][0][0] if data['dataset'][0][0] else 0
+        total_volume = data['dataset'][0][1] if data['dataset'][0][1] else 0.0
+        
+        # Formatiere für Kompatibilität
+        return {
+            'columns': [
+                {'name': 'continent'},
+                {'name': 'trade_count'},
+                {'name': 'total_volume'}
+            ],
+            'dataset': [['All', total_trades, total_volume]]
+        }
+    
+    # Fallback: Original Query
+    query = """
     select 
         coalesce(m.continent, 'Unknown') as continent, 
         count(*) as trade_count, 
         sum(t.price * t.quantity) as total_volume
     from trades t
     left join metadata m on t.isin = m.isin
-    where t.timestamp > dateadd('d', -{days}, now())
     group by continent
     """
-    try:
-        response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH, timeout=10)
-        if response.status_code == 200:
-            return response.json()
-        throw_http_error(response)
-    except Exception as e:
-        raise HTTPException(status_code=500, detail=str(e))
+    data = query_questdb(query)
+    return format_questdb_response(data)
+
+@app.get("/api/statistics/total-trades")
+async def get_total_trades():
+    """Gibt Gesamtzahl aller Trades zurück (aus analytics_daily_summary)"""
+    query = "select sum(total_trades) as total from analytics_daily_summary"
+    data = query_questdb(query)
+    if data and data.get('dataset') and data['dataset']:
+        total = data['dataset'][0][0] if data['dataset'][0][0] else 0
+        return {'total_trades': total}
+    return {'total_trades': 0}
+
+@app.get("/api/statistics/moving-average")
+async def get_moving_average(days: int = 7, exchange: str = None):
+    """
+    Gibt Moving Average Daten für Tradezahlen und Volumen je Exchange zurück.
+    Unterstützte Zeiträume: 7, 30, 42, 69, 180, 365 Tage
+    """
+    if days not in [7, 30, 42, 69, 180, 365]:
+        raise HTTPException(status_code=400, detail="Invalid days parameter. Must be one of: 7, 30, 42, 69, 180, 365")
+    
+    query = f"""
+    select 
+        timestamp as date,
+        exchange,
+        trade_count,
+        volume,
+        ma{days}_count as ma_count,
+        ma{days}_volume as ma_volume
+    from analytics_exchange_daily
+    where timestamp >= dateadd('d', -{days}, now())
+    """
+    
+    if exchange:
+        query += f" and exchange = '{exchange}'"
+    
+    query += " order by date asc, exchange asc"
+    
+    data = query_questdb(query, timeout=5)
+    return format_questdb_response(data)
+
+@app.get("/api/statistics/volume-changes")
+async def get_volume_changes(days: int = 7):
+    """
+    Gibt Änderungen in Volumen und Anzahl je Exchange zurück.
+    Unterstützte Zeiträume: 7, 30, 42, 69, 180, 365 Tage
+    """
+    if days not in [7, 30, 42, 69, 180, 365]:
+        raise HTTPException(status_code=400, detail="Invalid days parameter. Must be one of: 7, 30, 42, 69, 180, 365")
+    
+    query = f"""
+    select 
+        timestamp as date,
+        exchange,
+        trade_count,
+        volume,
+        count_change_pct,
+        volume_change_pct,
+        trend
+    from analytics_volume_changes
+    where period_days = {days}
+    and timestamp >= dateadd('d', -{days}, now())
+    order by date desc, exchange asc
+    """
+    
+    data = query_questdb(query, timeout=5)
+    return format_questdb_response(data)
+
+@app.get("/api/statistics/stock-trends")
+async def get_stock_trends(days: int = 7, limit: int = 20):
+    """
+    Gibt Trendanalyse für häufig gehandelte Aktien zurück.
+    Unterstützte Zeiträume: 7, 30, 42, 69, 180, 365 Tage
+    """
+    if days not in [7, 30, 42, 69, 180, 365]:
+        raise HTTPException(status_code=400, detail="Invalid days parameter. Must be one of: 7, 30, 42, 69, 180, 365")
+    
+    query = f"""
+    select 
+        timestamp as date,
+        isin,
+        trade_count,
+        volume,
+        count_change_pct,
+        volume_change_pct
+    from analytics_stock_trends
+    where period_days = {days}
+    and timestamp >= dateadd('d', -{days}, now())
+    order by volume desc
+    limit {limit}
+    """
+    
+    data = query_questdb(query, timeout=5)
+    return format_questdb_response(data)
 
 @app.get("/api/analytics")
 async def get_analytics(
@@ -124,8 +237,7 @@ async def get_analytics(
     isins: str = None,
     continents: str = None
 ):
-    # Determine if we need to join metadata
-    # Determine if we need to join metadata
+    """Analytics Endpunkt für Report Builder"""
     composite_keys = ["exchange_continent", "exchange_sector"]
     needs_metadata = any([
         group_by in ["name", "continent", "sector"] + composite_keys,
@@ -133,7 +245,6 @@ async def get_analytics(
         continents is not None
     ])
     
-    # Use prefixes only if joining
     t_prefix = "t." if needs_metadata else ""
     m_prefix = "m." if needs_metadata else ""
     
@@ -191,129 +302,15 @@ async def get_analytics(
     
     query += " order by label asc"
     
-    try:
-        response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH)
-        if response.status_code == 200:
-            return response.json()
-        throw_http_error(response)
-    except Exception as e:
-        raise HTTPException(status_code=500, detail=str(e))
+    data = query_questdb(query)
+    return format_questdb_response(data)
 
 @app.get("/api/metadata/search")
 async def search_metadata(q: str):
-    # Case-insensitive search for ISIN or Name
+    """Case-insensitive search for ISIN or Name"""
     query = f"select isin, name from metadata where isin ilike '%{q}%' or name ilike '%{q}%' limit 10"
-    try:
-        response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH)
-        if response.status_code == 200:
-            return response.json()
-        throw_http_error(response)
-    except Exception as e:
-        raise HTTPException(status_code=500, detail=str(e))
-
-@app.get("/api/statistics/moving-average")
-async def get_moving_average(days: int = 7, exchange: str = None):
-    """
-    Gibt Moving Average Daten für Tradezahlen und Volumen je Exchange zurück.
-    Unterstützte Zeiträume: 7, 30, 42, 69, 180, 365 Tage
-    Verwendet vorberechnete Daten aus analytics_exchange_daily für schnelle Antwortzeiten.
-    """
-    if days not in [7, 30, 42, 69, 180, 365]:
-        raise HTTPException(status_code=400, detail="Invalid days parameter. Must be one of: 7, 30, 42, 69, 180, 365")
-    
-    # Hole Daten aus der vorberechneten analytics_exchange_daily Tabelle
-    query = f"""
-    select 
-        timestamp as date,
-        exchange,
-        trade_count,
-        volume,
-        ma{days}_count as ma_count,
-        ma{days}_volume as ma_volume
-    from analytics_exchange_daily
-    where timestamp >= dateadd('d', -{days}, now())
-    """
-    
-    if exchange:
-        query += f" and exchange = '{exchange}'"
-    
-    query += " order by date asc, exchange asc"
-    
-    try:
-        response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH, timeout=5)
-        if response.status_code == 200:
-            return response.json()
-        throw_http_error(response)
-    except Exception as e:
-        raise HTTPException(status_code=500, detail=str(e))
-
-@app.get("/api/statistics/volume-changes")
-async def get_volume_changes(days: int = 7):
-    """
-    Gibt Änderungen in Volumen und Anzahl je Exchange zurück.
-    Unterstützte Zeiträume: 7, 30, 42, 69, 180, 365 Tage
-    Verwendet vorberechnete Daten aus analytics_volume_changes für schnelle Antwortzeiten.
-    """
-    if days not in [7, 30, 42, 69, 180, 365]:
-        raise HTTPException(status_code=400, detail="Invalid days parameter. Must be one of: 7, 30, 42, 69, 180, 365")
-    
-    query = f"""
-    select 
-        timestamp as date,
-        exchange,
-        trade_count,
-        volume,
-        count_change_pct,
-        volume_change_pct,
-        trend
-    from analytics_volume_changes
-    where period_days = {days}
-    order by date desc, exchange asc
-    """
-    
-    try:
-        response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH, timeout=5)
-        if response.status_code == 200:
-            return response.json()
-        throw_http_error(response)
-    except Exception as e:
-        raise HTTPException(status_code=500, detail=str(e))
-
-@app.get("/api/statistics/stock-trends")
-async def get_stock_trends(days: int = 7, limit: int = 20):
-    """
-    Gibt Trendanalyse für häufig gehandelte Aktien zurück.
-    Unterstützte Zeiträume: 7, 30, 42, 69, 180, 365 Tage
-    Verwendet vorberechnete Daten aus analytics_stock_trends für schnelle Antwortzeiten.
-    """
-    if days not in [7, 30, 42, 69, 180, 365]:
-        raise HTTPException(status_code=400, detail="Invalid days parameter. Must be one of: 7, 30, 42, 69, 180, 365")
-    
-    # Hole Top-Aktien nach Volumen für den Zeitraum
-    query = f"""
-    select 
-        timestamp as date,
-        isin,
-        trade_count,
-        volume,
-        count_change_pct,
-        volume_change_pct
-    from analytics_stock_trends
-    where period_days = {days}
-    order by volume desc
-    limit {limit}
-    """
-    
-    try:
-        response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH, timeout=5)
-        if response.status_code == 200:
-            return response.json()
-        throw_http_error(response)
-    except Exception as e:
-        raise HTTPException(status_code=500, detail=str(e))
-
-def throw_http_error(res):
-    raise HTTPException(status_code=res.status_code, detail=f"QuestDB error: {res.text}")
+    data = query_questdb(query)
+    return format_questdb_response(data)
 
 if __name__ == "__main__":
     import uvicorn

src/analytics/worker.py

@@ -3,8 +3,9 @@ import logging
 import datetime
 import os
 import requests
-from typing import Dict, List, Tuple, Optional
+from typing import Dict, List, Optional
 import pandas as pd
+import json
 
 logging.basicConfig(
     level=logging.INFO,
@@ -23,9 +24,8 @@ TIME_PERIODS = [7, 30, 42, 69, 180, 365]
 
 class AnalyticsWorker:
     def __init__(self):
-        self.last_processed_timestamp = None
         self.db_url = DB_URL
-    
+        
     def wait_for_questdb(self, max_retries: int = 30, retry_delay: int = 2):
         """Wartet bis QuestDB verfügbar ist"""
         logger.info("Waiting for QuestDB to be available...")
@@ -40,281 +40,317 @@ class AnalyticsWorker:
                 time.sleep(retry_delay)
         logger.error("QuestDB did not become available after waiting")
         return False
-        
-    def get_last_processed_timestamp(self) -> Optional[datetime.datetime]:
-        """Holt den letzten verarbeiteten Timestamp aus der Analytics-Tabelle"""
-        try:
-            query = "select max(timestamp) as last_ts from analytics_exchange_daily"
-            response = requests.get(f"{self.db_url}/exec", params={'query': query}, auth=DB_AUTH)
-            if response.status_code == 200:
-                data = response.json()
-                if data.get('dataset') and data['dataset'] and len(data['dataset']) > 0 and data['dataset'][0][0]:
-                    ts_value = data['dataset'][0][0]
-                    if isinstance(ts_value, str):
-                        return datetime.datetime.fromisoformat(ts_value.replace('Z', '+00:00'))
-                    elif isinstance(ts_value, (int, float)):
-                        # QuestDB gibt Timestamps in Mikrosekunden zurück
-                        return datetime.datetime.fromtimestamp(ts_value / 1000000, tz=datetime.timezone.utc)
-        except Exception as e:
-            logger.debug(f"Could not get last processed timestamp: {e}")
-        return None
     
-    def get_new_trades(self, since: Optional[datetime.datetime] = None) -> List[Dict]:
-        """Holt neue Trades seit dem letzten Verarbeitungszeitpunkt"""
-        if since:
-            since_str = since.strftime('%Y-%m-%d %H:%M:%S')
-            query = f"select timestamp, exchange, isin, price, quantity from trades where timestamp > '{since_str}' order by timestamp asc"
+    def query_questdb(self, query: str, timeout: int = 30) -> Optional[Dict]:
+        """Zentrale QuestDB-Abfrage-Funktion"""
+        try:
+            response = requests.get(f"{self.db_url}/exec", params={'query': query}, auth=DB_AUTH, timeout=timeout)
+            if response.status_code == 200:
+                return response.json()
+            else:
+                logger.error(f"QuestDB query failed: {response.status_code} - {response.text}")
+                return None
+        except Exception as e:
+            logger.error(f"Error querying QuestDB: {e}")
+            return None
+    
+    def get_existing_dates(self, table_name: str) -> set:
+        """Holt alle bereits berechneten Daten aus einer Analytics-Tabelle"""
+        query = f"select distinct date_trunc('day', timestamp) as date from {table_name}"
+        data = self.query_questdb(query)
+        if not data or not data.get('dataset'):
+            return set()
+        
+        dates = set()
+        for row in data['dataset']:
+            if row[0]:
+                if isinstance(row[0], str):
+                    dates.add(datetime.datetime.fromisoformat(row[0].replace('Z', '+00:00')).date())
+                elif isinstance(row[0], (int, float)):
+                    dates.add(datetime.datetime.fromtimestamp(row[0] / 1000000, tz=datetime.timezone.utc).date())
+        return dates
+    
+    def get_missing_dates(self) -> List[datetime.date]:
+        """Ermittelt fehlende Tage, die noch berechnet werden müssen"""
+        # Hole das Datum des ersten Trades
+        query = "select min(date_trunc('day', timestamp)) as first_date from trades"
+        data = self.query_questdb(query)
+        if not data or not data.get('dataset') or not data['dataset'][0][0]:
+            logger.info("No trades found in database")
+            return []
+        
+        first_date_value = data['dataset'][0][0]
+        if isinstance(first_date_value, str):
+            first_date = datetime.datetime.fromisoformat(first_date_value.replace('Z', '+00:00')).date()
         else:
-            # Erste Ausführung: nur die letzten 7 Tage
-            query = f"select timestamp, exchange, isin, price, quantity from trades where timestamp > dateadd('d', -7, now()) order by timestamp asc"
+            first_date = datetime.datetime.fromtimestamp(first_date_value / 1000000, tz=datetime.timezone.utc).date()
         
-        try:
-            response = requests.get(f"{self.db_url}/exec", params={'query': query}, auth=DB_AUTH)
-            if response.status_code == 200:
-                data = response.json()
-                columns = data.get('columns', [])
-                dataset = data.get('dataset', [])
-                
-                trades = []
-                for row in dataset:
-                    trade = {}
-                    for i, col in enumerate(columns):
-                        trade[col['name']] = row[i]
-                    trades.append(trade)
-                return trades
-        except Exception as e:
-            logger.error(f"Error fetching new trades: {e}")
-        return []
+        # Hole bereits berechnete Daten
+        existing_dates = self.get_existing_dates('analytics_daily_summary')
+        
+        # Generiere alle Tage vom ersten Trade bis gestern
+        yesterday = datetime.date.today() - datetime.timedelta(days=1)
+        all_dates = []
+        current = first_date
+        while current <= yesterday:
+            all_dates.append(current)
+            current += datetime.timedelta(days=1)
+        
+        # Finde fehlende Tage
+        missing_dates = [d for d in all_dates if d not in existing_dates]
+        logger.info(f"Found {len(missing_dates)} missing dates to calculate (from {len(all_dates)} total dates)")
+        return sorted(missing_dates)
     
-    def calculate_exchange_daily_aggregations(self, days_back: int = 365) -> List[Dict]:
-        """Berechnet tägliche Aggregationen je Exchange mit Moving Averages"""
-        end_date = datetime.datetime.now(datetime.timezone.utc)
-        start_date = end_date - datetime.timedelta(days=days_back)
-        
+    def calculate_daily_summary(self, date: datetime.date) -> Optional[Dict]:
+        """Berechnet tägliche Zusammenfassung für einen Tag"""
+        date_str = date.strftime('%Y-%m-%d')
+        query = f"""
+        select 
+            count(*) as total_trades,
+            sum(price * quantity) as total_volume,
+            exchange,
+            count(*) as exchange_trades
+        from trades
+        where date_trunc('day', timestamp) = '{date_str}'
+        group by exchange
+        """
+        
+        data = self.query_questdb(query)
+        if not data or not data.get('dataset'):
+            return None
+        
+        total_trades = 0
+        total_volume = 0.0
+        exchanges = {}
+        
+        for row in data['dataset']:
+            exchange = row[2]
+            trades = row[3] if row[3] else 0
+            volume = row[1] if row[1] else 0.0
+            
+            total_trades += trades
+            total_volume += volume
+            exchanges[exchange] = {'trades': trades, 'volume': volume}
+        
+        return {
+            'date': date,
+            'total_trades': total_trades,
+            'total_volume': total_volume,
+            'exchanges': json.dumps(exchanges)
+        }
+    
+    def calculate_exchange_daily(self, date: datetime.date) -> List[Dict]:
+        """Berechnet tägliche Exchange-Statistiken mit Moving Averages"""
+        date_str = date.strftime('%Y-%m-%d')
+        
+        # Hole Daten für diesen Tag
         query = f"""
         select 
-            date_trunc('day', timestamp) as date,
             exchange,
             count(*) as trade_count,
             sum(price * quantity) as volume
         from trades
-        where timestamp >= '{start_date.strftime('%Y-%m-%d')}'
-        group by date, exchange
-        order by date asc, exchange asc
+        where date_trunc('day', timestamp) = '{date_str}'
+        group by exchange
         """
         
-        try:
-            response = requests.get(f"{self.db_url}/exec", params={'query': query}, auth=DB_AUTH)
-            if response.status_code == 200:
-                data = response.json()
-                columns = data.get('columns', [])
-                dataset = data.get('dataset', [])
+        data = self.query_questdb(query)
+        if not data or not data.get('dataset'):
+            return []
+        
+        results = []
+        for row in data['dataset']:
+            exchange = row[0]
+            trade_count = row[1] if row[1] else 0
+            volume = row[2] if row[2] else 0.0
+            
+            # Berechne Moving Averages für alle Zeiträume
+            ma_values = {}
+            for period in TIME_PERIODS:
+                # Hole Daten der letzten N Tage inklusive heute
+                end_date = date
+                start_date = end_date - datetime.timedelta(days=period-1)
                 
-                results = []
-                for row in dataset:
-                    result = {}
-                    for i, col in enumerate(columns):
-                        result[col['name']] = row[i]
-                    results.append(result)
+                ma_query = f"""
+                select 
+                    count(*) as ma_count,
+                    sum(price * quantity) as ma_volume
+                from trades
+                where exchange = '{exchange}'
+                and date_trunc('day', timestamp) >= '{start_date.strftime('%Y-%m-%d')}'
+                and date_trunc('day', timestamp) <= '{end_date.strftime('%Y-%m-%d')}'
+                """
                 
-                # Berechne Moving Averages für alle Zeiträume
-                df = pd.DataFrame(results)
-                if df.empty:
-                    return []
-                
-                # Pivot für einfachere MA-Berechnung
-                df['date'] = pd.to_datetime(df['date'])
-                df = df.sort_values(['date', 'exchange'])
-                
-                # Berechne MA für jeden Zeitraum
-                for period in TIME_PERIODS:
-                    df[f'ma{period}_count'] = df.groupby('exchange')['trade_count'].transform(
-                        lambda x: x.rolling(window=period, min_periods=1).mean()
-                    )
-                    df[f'ma{period}_volume'] = df.groupby('exchange')['volume'].transform(
-                        lambda x: x.rolling(window=period, min_periods=1).mean()
-                    )
-                
-                # Konvertiere zurück zu Dict-Liste
-                return df.to_dict('records')
-        except Exception as e:
-            logger.error(f"Error calculating exchange daily aggregations: {e}")
-        return []
+                ma_data = self.query_questdb(ma_query)
+                if ma_data and ma_data.get('dataset') and ma_data['dataset'][0]:
+                    ma_values[f'ma{period}_count'] = ma_data['dataset'][0][0] if ma_data['dataset'][0][0] else 0
+                    ma_values[f'ma{period}_volume'] = ma_data['dataset'][0][1] if ma_data['dataset'][0][1] else 0.0
+                else:
+                    ma_values[f'ma{period}_count'] = 0
+                    ma_values[f'ma{period}_volume'] = 0.0
+            
+            results.append({
+                'date': date,
+                'exchange': exchange,
+                'trade_count': trade_count,
+                'volume': volume,
+                **ma_values
+            })
+        
+        return results
     
-    def calculate_stock_trends(self, days: int = 365) -> List[Dict]:
-        """Berechnet Trenddaten je ISIN mit Änderungsprozenten"""
-        end_date = datetime.datetime.now(datetime.timezone.utc)
-        start_date = end_date - datetime.timedelta(days=days)
+    def calculate_stock_trends(self, date: datetime.date) -> List[Dict]:
+        """Berechnet Stock-Trends für alle Zeiträume für einen Tag"""
+        results = []
         
-        # Aktuelle Periode
-        query_current = f"""
-        select 
-            date_trunc('day', timestamp) as date,
-            isin,
-            count(*) as trade_count,
-            sum(price * quantity) as volume
-        from trades
-        where timestamp >= '{start_date.strftime('%Y-%m-%d')}'
-        group by date, isin
-        order by date asc, isin asc
-        """
+        for period in TIME_PERIODS:
+            end_date = date
+            start_date = end_date - datetime.timedelta(days=period-1)
+            
+            # Aktuelle Periode
+            query = f"""
+            select 
+                isin,
+                count(*) as trade_count,
+                sum(price * quantity) as volume
+            from trades
+            where date_trunc('day', timestamp) >= '{start_date.strftime('%Y-%m-%d')}'
+            and date_trunc('day', timestamp) <= '{end_date.strftime('%Y-%m-%d')}'
+            group by isin
+            """
+            
+            data = self.query_questdb(query)
+            if not data or not data.get('dataset'):
+                continue
+            
+            for row in data['dataset']:
+                isin = row[0]
+                current_count = row[1] if row[1] else 0
+                current_volume = row[2] if row[2] else 0.0
+                
+                # Vorherige Periode für Vergleich
+                prev_start = start_date - datetime.timedelta(days=period)
+                prev_end = start_date - datetime.timedelta(days=1)
+                
+                prev_query = f"""
+                select 
+                    count(*) as trade_count,
+                    sum(price * quantity) as volume
+                from trades
+                where isin = '{isin}'
+                and date_trunc('day', timestamp) >= '{prev_start.strftime('%Y-%m-%d')}'
+                and date_trunc('day', timestamp) <= '{prev_end.strftime('%Y-%m-%d')}'
+                """
+                
+                prev_data = self.query_questdb(prev_query)
+                prev_count = 0
+                prev_volume = 0.0
+                
+                if prev_data and prev_data.get('dataset') and prev_data['dataset'][0]:
+                    prev_count = prev_data['dataset'][0][0] if prev_data['dataset'][0][0] else 0
+                    prev_volume = prev_data['dataset'][0][1] if prev_data['dataset'][0][1] else 0.0
+                
+                # Berechne Änderungen
+                count_change_pct = ((current_count - prev_count) / prev_count * 100) if prev_count > 0 else 0
+                volume_change_pct = ((current_volume - prev_volume) / prev_volume * 100) if prev_volume > 0 else 0
+                
+                results.append({
+                    'date': date,
+                    'period_days': period,
+                    'isin': isin,
+                    'trade_count': current_count,
+                    'volume': current_volume,
+                    'count_change_pct': count_change_pct,
+                    'volume_change_pct': volume_change_pct
+                })
         
-        try:
-            response = requests.get(f"{self.db_url}/exec", params={'query': query_current}, auth=DB_AUTH)
-            if response.status_code == 200:
-                data = response.json()
-                columns = data.get('columns', [])
-                dataset = data.get('dataset', [])
-                
-                results = []
-                for row in dataset:
-                    result = {}
-                    for i, col in enumerate(columns):
-                        result[col['name']] = row[i]
-                    results.append(result)
-                
-                if not results:
-                    return []
-                
-                df = pd.DataFrame(results)
-                df['date'] = pd.to_datetime(df['date'])
-                
-                # Aggregiere je ISIN über den gesamten Zeitraum
-                df_agg = df.groupby('isin').agg({
-                    'trade_count': 'sum',
-                    'volume': 'sum'
-                }).reset_index()
-                
-                # Berechne Änderungen: Vergleich mit vorheriger Periode
-                # Für jede ISIN: aktueller Zeitraum vs. vorheriger Zeitraum
-                trends = []
-                for isin in df_agg['isin'].unique():
-                    isin_data = df[df['isin'] == isin].sort_values('date')
-                    
-                    # Teile in zwei Hälften für Vergleich
-                    mid_point = len(isin_data) // 2
-                    if mid_point > 0:
-                        first_half = isin_data.iloc[:mid_point]
-                        second_half = isin_data.iloc[mid_point:]
-                        
-                        first_count = first_half['trade_count'].sum()
-                        first_volume = first_half['volume'].sum()
-                        second_count = second_half['trade_count'].sum()
-                        second_volume = second_half['volume'].sum()
-                        
-                        count_change = ((second_count - first_count) / first_count * 100) if first_count > 0 else 0
-                        volume_change = ((second_volume - first_volume) / first_volume * 100) if first_volume > 0 else 0
-                    else:
-                        count_change = 0
-                        volume_change = 0
-                    
-                    total_count = isin_data['trade_count'].sum()
-                    total_volume = isin_data['volume'].sum()
-                    
-                    trends.append({
-                        'isin': isin,
-                        'date': isin_data['date'].max(),
-                        'trade_count': total_count,
-                        'volume': total_volume,
-                        'count_change_pct': count_change,
-                        'volume_change_pct': volume_change
-                    })
-                
-                return trends
-        except Exception as e:
-            logger.error(f"Error calculating stock trends: {e}")
-        return []
+        return results
     
-    def calculate_volume_changes(self, days: int = 365) -> List[Dict]:
-        """Berechnet Volumen- und Anzahl-Änderungen je Exchange"""
-        end_date = datetime.datetime.now(datetime.timezone.utc)
-        start_date = end_date - datetime.timedelta(days=days)
+    def calculate_volume_changes(self, date: datetime.date) -> List[Dict]:
+        """Berechnet Volumen-Änderungen für alle Zeiträume für einen Tag"""
+        results = []
         
-        query = f"""
-        select 
-            date_trunc('day', timestamp) as date,
-            exchange,
-            count(*) as trade_count,
-            sum(price * quantity) as volume
-        from trades
-        where timestamp >= '{start_date.strftime('%Y-%m-%d')}'
-        group by date, exchange
-        order by date asc, exchange asc
-        """
+        for period in TIME_PERIODS:
+            end_date = date
+            start_date = end_date - datetime.timedelta(days=period-1)
+            
+            # Hole alle Exchanges
+            exchanges_query = "select distinct exchange from trades"
+            exchanges_data = self.query_questdb(exchanges_query)
+            if not exchanges_data or not exchanges_data.get('dataset'):
+                continue
+            
+            for exchange_row in exchanges_data['dataset']:
+                exchange = exchange_row[0]
+                
+                # Aktuelle Periode
+                query = f"""
+                select 
+                    count(*) as trade_count,
+                    sum(price * quantity) as volume
+                from trades
+                where exchange = '{exchange}'
+                and date_trunc('day', timestamp) >= '{start_date.strftime('%Y-%m-%d')}'
+                and date_trunc('day', timestamp) <= '{end_date.strftime('%Y-%m-%d')}'
+                """
+                
+                data = self.query_questdb(query)
+                if not data or not data.get('dataset') or not data['dataset'][0]:
+                    continue
+                
+                current_count = data['dataset'][0][0] if data['dataset'][0][0] else 0
+                current_volume = data['dataset'][0][1] if data['dataset'][0][1] else 0.0
+                
+                # Vorherige Periode
+                prev_start = start_date - datetime.timedelta(days=period)
+                prev_end = start_date - datetime.timedelta(days=1)
+                
+                prev_query = f"""
+                select 
+                    count(*) as trade_count,
+                    sum(price * quantity) as volume
+                from trades
+                where exchange = '{exchange}'
+                and date_trunc('day', timestamp) >= '{prev_start.strftime('%Y-%m-%d')}'
+                and date_trunc('day', timestamp) <= '{prev_end.strftime('%Y-%m-%d')}'
+                """
+                
+                prev_data = self.query_questdb(prev_query)
+                prev_count = 0
+                prev_volume = 0.0
+                
+                if prev_data and prev_data.get('dataset') and prev_data['dataset'][0]:
+                    prev_count = prev_data['dataset'][0][0] if prev_data['dataset'][0][0] else 0
+                    prev_volume = prev_data['dataset'][0][1] if prev_data['dataset'][0][1] else 0.0
+                
+                # Berechne Änderungen
+                count_change_pct = ((current_count - prev_count) / prev_count * 100) if prev_count > 0 else 0
+                volume_change_pct = ((current_volume - prev_volume) / prev_volume * 100) if prev_volume > 0 else 0
+                
+                # Bestimme Trend
+                if count_change_pct > 5 and volume_change_pct > 5:
+                    trend = "mehr_trades_mehr_volumen"
+                elif count_change_pct > 5 and volume_change_pct < -5:
+                    trend = "mehr_trades_weniger_volumen"
+                elif count_change_pct < -5 and volume_change_pct > 5:
+                    trend = "weniger_trades_mehr_volumen"
+                elif count_change_pct < -5 and volume_change_pct < -5:
+                    trend = "weniger_trades_weniger_volumen"
+                else:
+                    trend = "stabil"
+                
+                results.append({
+                    'date': date,
+                    'period_days': period,
+                    'exchange': exchange,
+                    'trade_count': current_count,
+                    'volume': current_volume,
+                    'count_change_pct': count_change_pct,
+                    'volume_change_pct': volume_change_pct,
+                    'trend': trend
+                })
         
-        try:
-            response = requests.get(f"{self.db_url}/exec", params={'query': query}, auth=DB_AUTH)
-            if response.status_code == 200:
-                data = response.json()
-                columns = data.get('columns', [])
-                dataset = data.get('dataset', [])
-                
-                results = []
-                for row in dataset:
-                    result = {}
-                    for i, col in enumerate(columns):
-                        result[col['name']] = row[i]
-                    results.append(result)
-                
-                if not results:
-                    return []
-                
-                df = pd.DataFrame(results)
-                df['date'] = pd.to_datetime(df['date'])
-                df = df.sort_values(['date', 'exchange'])
-                
-                # Berechne Änderungen je Exchange
-                changes = []
-                for exchange in df['exchange'].unique():
-                    exchange_data = df[df['exchange'] == exchange].sort_values('date')
-                    
-                    # Teile in zwei Hälften
-                    mid_point = len(exchange_data) // 2
-                    if mid_point > 0:
-                        first_half = exchange_data.iloc[:mid_point]
-                        second_half = exchange_data.iloc[mid_point:]
-                        
-                        first_count = first_half['trade_count'].sum()
-                        first_volume = first_half['volume'].sum()
-                        second_count = second_half['trade_count'].sum()
-                        second_volume = second_half['volume'].sum()
-                        
-                        count_change = ((second_count - first_count) / first_count * 100) if first_count > 0 else 0
-                        volume_change = ((second_volume - first_volume) / first_volume * 100) if first_volume > 0 else 0
-                        
-                        # Bestimme Trend
-                        if count_change > 5 and volume_change > 5:
-                            trend = "mehr_trades_mehr_volumen"
-                        elif count_change > 5 and volume_change < -5:
-                            trend = "mehr_trades_weniger_volumen"
-                        elif count_change < -5 and volume_change > 5:
-                            trend = "weniger_trades_mehr_volumen"
-                        elif count_change < -5 and volume_change < -5:
-                            trend = "weniger_trades_weniger_volumen"
-                        else:
-                            trend = "stabil"
-                    else:
-                        count_change = 0
-                        volume_change = 0
-                        trend = "stabil"
-                    
-                    total_count = exchange_data['trade_count'].sum()
-                    total_volume = exchange_data['volume'].sum()
-                    
-                    changes.append({
-                        'date': exchange_data['date'].max(),
-                        'exchange': exchange,
-                        'trade_count': total_count,
-                        'volume': total_volume,
-                        'count_change_pct': count_change,
-                        'volume_change_pct': volume_change,
-                        'trend': trend
-                    })
-                
-                return changes
-        except Exception as e:
-            logger.error(f"Error calculating volume changes: {e}")
-        return []
+        return results
     
     def save_analytics_data(self, table_name: str, data: List[Dict]):
         """Speichert aggregierte Daten in QuestDB via ILP"""
@@ -326,10 +362,10 @@ class AnalyticsWorker:
             try:
                 # Konvertiere Datum zu Timestamp
                 if 'date' in row:
-                    if isinstance(row['date'], str):
+                    if isinstance(row['date'], datetime.date):
+                        dt = datetime.datetime.combine(row['date'], datetime.time.min).replace(tzinfo=datetime.timezone.utc)
+                    elif isinstance(row['date'], str):
                         dt = datetime.datetime.fromisoformat(row['date'].replace('Z', '+00:00'))
-                    elif isinstance(row['date'], pd.Timestamp):
-                        dt = row['date'].to_pydatetime()
                     else:
                         dt = row['date']
                     timestamp_ns = int(dt.timestamp() * 1e9)
@@ -350,6 +386,10 @@ class AnalyticsWorker:
                     isin = str(row['isin']).replace(' ', '\\ ').replace(',', '\\,')
                     tags.append(f"isin={isin}")
                 
+                # Period als Tag
+                if 'period_days' in row and row['period_days']:
+                    tags.append(f"period_days={row['period_days']}")
+                
                 # Trend als Tag
                 if 'trend' in row and row['trend']:
                     trend = str(row['trend']).replace(' ', '\\ ').replace(',', '\\,')
@@ -357,16 +397,19 @@ class AnalyticsWorker:
                 
                 # Numerische Felder
                 for key, value in row.items():
-                    if key in ['date', 'exchange', 'isin', 'trend']:
+                    if key in ['date', 'exchange', 'isin', 'trend', 'period_days', 'exchanges']:
                         continue
                     if value is not None:
                         if isinstance(value, (int, float)):
                             fields.append(f"{key}={value}")
                         elif isinstance(value, str):
-                            # String-Felder in Anführungszeichen
                             escaped = value.replace('"', '\\"').replace(' ', '\\ ')
                             fields.append(f'{key}="{escaped}"')
                 
+                # Exchanges als JSON-Feld
+                if 'exchanges' in row and row['exchanges']:
+                    fields.append(f'exchanges="{row["exchanges"]}"')
+                
                 if tags and fields:
                     line = f"{table_name},{','.join(tags)} {','.join(fields)} {timestamp_ns}"
                     lines.append(line)
@@ -393,37 +436,46 @@ class AnalyticsWorker:
         except Exception as e:
             logger.error(f"Error connecting to QuestDB: {e}")
     
-    def process_all_analytics(self):
-        """Verarbeitet alle Analytics für alle Zeiträume"""
-        logger.info("Starting analytics processing...")
+    def process_date(self, date: datetime.date):
+        """Verarbeitet alle Analytics für einen bestimmten Tag"""
+        logger.info(f"Processing analytics for {date}")
         
-        # 1. Exchange Daily Aggregations (für alle Zeiträume)
-        logger.info("Calculating exchange daily aggregations...")
-        exchange_data = self.calculate_exchange_daily_aggregations(days_back=365)
+        # 1. Daily Summary
+        summary = self.calculate_daily_summary(date)
+        if summary:
+            self.save_analytics_data('analytics_daily_summary', [summary])
+        
+        # 2. Exchange Daily
+        exchange_data = self.calculate_exchange_daily(date)
         if exchange_data:
             self.save_analytics_data('analytics_exchange_daily', exchange_data)
         
-        # 2. Stock Trends (für alle Zeiträume)
-        logger.info("Calculating stock trends...")
-        for days in TIME_PERIODS:
-            trends = self.calculate_stock_trends(days=days)
-            if trends:
-                # Füge Zeitraum als Tag hinzu
-                for trend in trends:
-                    trend['period_days'] = days
-                self.save_analytics_data('analytics_stock_trends', trends)
+        # 3. Stock Trends
+        stock_trends = self.calculate_stock_trends(date)
+        if stock_trends:
+            self.save_analytics_data('analytics_stock_trends', stock_trends)
         
-        # 3. Volume Changes (für alle Zeiträume)
-        logger.info("Calculating volume changes...")
-        for days in TIME_PERIODS:
-            changes = self.calculate_volume_changes(days=days)
-            if changes:
-                # Füge Zeitraum als Tag hinzu
-                for change in changes:
-                    change['period_days'] = days
-                self.save_analytics_data('analytics_volume_changes', changes)
+        # 4. Volume Changes
+        volume_changes = self.calculate_volume_changes(date)
+        if volume_changes:
+            self.save_analytics_data('analytics_volume_changes', volume_changes)
         
-        logger.info("Analytics processing completed.")
+        logger.info(f"Completed processing for {date}")
+    
+    def process_missing_dates(self):
+        """Berechnet alle fehlenden Tage"""
+        missing_dates = self.get_missing_dates()
+        if not missing_dates:
+            logger.info("No missing dates to process")
+            return
+        
+        logger.info(f"Processing {len(missing_dates)} missing dates...")
+        for i, date in enumerate(missing_dates, 1):
+            logger.info(f"Processing date {i}/{len(missing_dates)}: {date}")
+            self.process_date(date)
+            # Kleine Pause zwischen den Berechnungen
+            if i % 10 == 0:
+                time.sleep(1)
     
     def run(self):
         """Hauptschleife des Workers"""
@@ -434,32 +486,30 @@ class AnalyticsWorker:
             logger.error("Failed to connect to QuestDB. Exiting.")
             return
         
-        # Initiale Verarbeitung
-        self.process_all_analytics()
-        self.last_processed_timestamp = datetime.datetime.now(datetime.timezone.utc)
+        # Initiale Berechnung fehlender Tage
+        logger.info("Checking for missing dates...")
+        self.process_missing_dates()
         
-        # Polling-Schleife
+        # Hauptschleife: Warte auf Mitternacht
+        logger.info("Waiting for midnight to process yesterday's data...")
         while True:
-            try:
-                # Prüfe auf neue Trades
-                last_ts = self.get_last_processed_timestamp()
-                new_trades = self.get_new_trades(since=last_ts)
-                
-                if new_trades:
-                    logger.info(f"Found {len(new_trades)} new trades, reprocessing analytics...")
-                    self.process_all_analytics()
-                    self.last_processed_timestamp = datetime.datetime.now(datetime.timezone.utc)
-                else:
-                    logger.debug("No new trades found.")
-                
-                # Warte 30 Sekunden vor nächster Prüfung
-                time.sleep(30)
-            except requests.exceptions.ConnectionError as e:
-                logger.warning(f"Connection error to QuestDB, retrying in 60s: {e}")
-                time.sleep(60)  # Längere Pause bei Verbindungsfehler
-            except Exception as e:
-                logger.error(f"Error in worker loop: {e}", exc_info=True)
-                time.sleep(60)  # Längere Pause bei Fehler
+            now = datetime.datetime.now()
+            
+            # Prüfe ob es Mitternacht ist (00:00)
+            if now.hour == 0 and now.minute == 0:
+                yesterday = (now - datetime.timedelta(days=1)).date()
+                logger.info(f"Processing yesterday's data: {yesterday}")
+                self.process_date(yesterday)
+                # Warte 61s, um Mehrfachausführung zu verhindern
+                time.sleep(61)
+            
+            # Prüfe auch auf fehlende Tage (alle 6 Stunden)
+            if now.hour % 6 == 0 and now.minute == 0:
+                logger.info("Checking for missing dates...")
+                self.process_missing_dates()
+                time.sleep(61)
+            
+            time.sleep(30)
 
 def main():
     worker = AnalyticsWorker()

systemd/analytics-worker.service

@@ -1,18 +0,0 @@
-[Unit]
-Description=Trading Analytics Worker
-After=network.target questdb.service
-
-[Service]
-Type=simple
-User=melchiorreimers
-WorkingDirectory=/Users/melchiorreimers/Documents/trading_daemon
-Environment="PYTHONUNBUFFERED=1"
-Environment="DB_USER=admin"
-Environment="DB_PASSWORD=quest"
-Environment="DB_HOST=localhost"
-ExecStart=/usr/bin/python3 -m src.analytics.worker
-Restart=always
-RestartSec=10
-
-[Install]
-WantedBy=multi-user.target