This commit is contained in:
Melchior Reimers
@@ -169,11 +169,12 @@ async def get_custom_analytics(
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):
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"""
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Flexibler Analytics-Endpunkt für custom Graphen.
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Nutzt vorberechnete Daten aus analytics_custom für bessere Performance.
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Parameters:
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- date_from: Startdatum (YYYY-MM-DD)
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- date_to: Enddatum (YYYY-MM-DD)
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- x_axis: X-Achse (date, exchange, isin)
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- x_axis: X-Achse (date, exchange, isin) - aktuell nur "date" unterstützt
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- y_axis: Y-Achse (volume, trade_count, avg_price)
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- group_by: Gruppierung (exchange, isin, date)
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- exchanges: Komma-separierte Liste von Exchanges (optional)
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@@ -190,46 +191,123 @@ async def get_custom_analytics(
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if group_by not in valid_group_by:
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raise HTTPException(status_code=400, detail=f"Invalid group_by. Must be one of: {valid_group_by}")
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# Baue Query auf
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y_axis_map = {
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"volume": "sum(price * quantity)",
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"trade_count": "count(*)",
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"avg_price": "avg(price)"
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}
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# Für Custom Analytics: x_axis muss "date" sein (wird täglich vorberechnet)
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if x_axis != "date":
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# Fallback auf direkte Query für nicht-date x_axis
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y_axis_map = {
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"volume": "sum(price * quantity)",
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"trade_count": "count(*)",
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"avg_price": "avg(price)"
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}
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x_axis_map = {
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"exchange": "exchange",
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"isin": "isin"
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}
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group_by_map = {
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"exchange": "exchange",
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"isin": "isin",
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"date": "date_trunc('day', timestamp)"
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}
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y_metric = y_axis_map[y_axis]
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x_label = x_axis_map[x_axis]
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group_by_field = group_by_map[group_by]
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query = f"""
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select
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{x_label} as x_value,
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{group_by_field} as group_value,
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{y_metric} as y_value
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from trades
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where timestamp >= '{date_from}'
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and timestamp <= '{date_to}'
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"""
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if exchanges:
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exchange_list = ",".join([f"'{e.strip()}'" for e in exchanges.split(",")])
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query += f" and exchange in ({exchange_list})"
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query += f" group by {x_label}, {group_by_field} order by {x_label} asc, {group_by_field} asc"
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data = query_questdb(query, timeout=15)
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return format_questdb_response(data)
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x_axis_map = {
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"date": "date_trunc('day', timestamp)",
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"exchange": "exchange",
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"isin": "isin"
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}
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group_by_map = {
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"exchange": "exchange",
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"isin": "isin",
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"date": "date_trunc('day', timestamp)"
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}
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y_metric = y_axis_map[y_axis]
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x_label = x_axis_map[x_axis]
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group_by_field = group_by_map[group_by]
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# Nutze vorberechnete Daten aus analytics_custom
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exchange_filter = "all"
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if exchanges:
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# Wenn mehrere Exchanges angegeben, müssen wir kombinieren
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# Für jetzt: nutze nur wenn ein Exchange angegeben ist
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exchange_list = [e.strip() for e in exchanges.split(",")]
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if len(exchange_list) == 1:
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exchange_filter = exchange_list[0]
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# Bei mehreren Exchanges: Fallback auf direkte Query
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else:
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query = f"""
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select
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timestamp as x_value,
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{group_by} as group_value,
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{'sum(price * quantity)' if y_axis == 'volume' else 'count(*)' if y_axis == 'trade_count' else 'avg(price)'} as y_value
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from trades
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where timestamp >= '{date_from}'
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and timestamp <= '{date_to}'
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and exchange in ({','.join([f"'{e}'" for e in exchange_list])})
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group by timestamp, {group_by}
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order by timestamp asc, {group_by} asc
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"""
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data = query_questdb(query, timeout=15)
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return format_questdb_response(data)
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# Query für vorberechnete Daten
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query = f"""
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select
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{x_label} as x_value,
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{group_by_field} as group_value,
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{y_metric} as y_value
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from trades
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timestamp as x_value,
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group_value,
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y_value
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from analytics_custom
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where timestamp >= '{date_from}'
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and timestamp <= '{date_to}'
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and y_axis = '{y_axis}'
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and group_by = '{group_by}'
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and exchange_filter = '{exchange_filter}'
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order by timestamp asc, group_value asc
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"""
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if exchanges:
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exchange_list = ",".join([f"'{e.strip()}'" for e in exchanges.split(",")])
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query += f" and exchange in ({exchange_list})"
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data = query_questdb(query, timeout=5)
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if not data or not data.get('dataset'):
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# Fallback: direkte Query wenn keine vorberechneten Daten vorhanden
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logger.warning(f"No pre-calculated data found, falling back to direct query")
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y_axis_map = {
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"volume": "sum(price * quantity)",
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"trade_count": "count(*)",
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"avg_price": "avg(price)"
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}
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group_by_map = {
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"exchange": "exchange",
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"isin": "isin",
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"date": "date_trunc('day', timestamp)"
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}
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y_metric = y_axis_map[y_axis]
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group_by_field = group_by_map[group_by]
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query = f"""
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select
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date_trunc('day', timestamp) as x_value,
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{group_by_field} as group_value,
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{y_metric} as y_value
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from trades
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where timestamp >= '{date_from}'
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and timestamp <= '{date_to}'
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"""
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if exchanges:
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exchange_list = ",".join([f"'{e.strip()}'" for e in exchanges.split(",")])
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query += f" and exchange in ({exchange_list})"
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query += f" group by date_trunc('day', timestamp), {group_by_field} order by x_value asc, group_value asc"
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data = query_questdb(query, timeout=15)
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query += f" group by {x_label}, {group_by_field} order by {x_label} asc, {group_by_field} asc"
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data = query_questdb(query, timeout=15)
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return format_questdb_response(data)
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@app.get("/api/statistics/moving-average")
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