fixed deutsche boerse

dashboard/public/index.html

@@ -71,7 +71,7 @@
                 </div>
                 
                 <div class="glass p-8 mb-8">
-                    <h3 class="text-lg font-bold mb-6 text-slate-300">Moving Average: Tradezahlen & Volumen je Exchange</h3>
+                    <h3 class="text-lg font-bold mb-6 text-slate-300">Moving Average: Tradezahlen & Volumen (alle Exchanges)</h3>
                     <div class="h-96"><canvas id="movingAverageChart"></canvas></div>
                 </div>
                 
@@ -251,61 +251,81 @@
                 if (charts.movingAverage) charts.movingAverage.destroy();
                 
                 const dateIdx = columns.findIndex(c => c.name === 'date' || c.name === 'timestamp');
-                const exchangeIdx = columns.findIndex(c => c.name === 'exchange');
                 const countIdx = columns.findIndex(c => c.name === 'trade_count');
                 const volumeIdx = columns.findIndex(c => c.name === 'volume');
-                const maCountIdx = columns.findIndex(c => c.name === 'ma_count');
-                const maVolumeIdx = columns.findIndex(c => c.name === 'ma_volume');
                 
-                const exchanges = [...new Set(data.map(r => r[exchangeIdx]))];
+                // Alle Daten nach Datum aggregieren (über alle Exchanges summieren)
                 const dates = [...new Set(data.map(r => r[dateIdx]))].sort();
                 
-                const datasets = [];
+                // Summiere Trade Count und Volume pro Tag (alle Exchanges zusammen)
-                // Erweiterte Farben für mehr Exchanges (EIX, LS, XETRA, FRA, GETTEX, STU, QUOTRIX)
+                const dailyTotals = {};
-                const colors = ['#38bdf8', '#f43f5e', '#10b981', '#fbbf24', '#8b5cf6', '#f97316', '#ec4899', '#14b8a6', '#84cc16', '#a855f7'];
+                dates.forEach(date => {
-                
+                    const dayRows = data.filter(r => r[dateIdx] === date);
-                exchanges.forEach((exchange, idx) => {
+                    dailyTotals[date] = {
-                    datasets.push({
+                        tradeCount: dayRows.reduce((sum, r) => sum + (r[countIdx] || 0), 0),
-                        label: `${exchange} - Trade Count`,
+                        volume: dayRows.reduce((sum, r) => sum + (r[volumeIdx] || 0), 0)
-                        data: dates.map(d => {
+                    };
-                            const row = data.find(r => r[dateIdx] === d && r[exchangeIdx] === exchange);
-                            return row ? (row[countIdx] || 0) : 0;
-                        }),
-                        borderColor: colors[idx % colors.length],
-                        backgroundColor: colors[idx % colors.length] + '33',
-                        borderWidth: 2,
-                        yAxisID: 'y',
-                        tension: 0.3
-                    });
-                    
-                    datasets.push({
-                        label: `${exchange} - MA Count`,
-                        data: dates.map(d => {
-                            const row = data.find(r => r[dateIdx] === d && r[exchangeIdx] === exchange);
-                            return row ? (row[maCountIdx] || 0) : 0;
-                        }),
-                        borderColor: colors[idx % colors.length],
-                        backgroundColor: 'transparent',
-                        borderWidth: 2,
-                        borderDash: [5, 5],
-                        yAxisID: 'y',
-                        tension: 0.3
-                    });
-                    
-                    datasets.push({
-                        label: `${exchange} - Volume`,
-                        data: dates.map(d => {
-                            const row = data.find(r => r[dateIdx] === d && r[exchangeIdx] === exchange);
-                            return row ? (row[volumeIdx] || 0) : 0;
-                        }),
-                        borderColor: colors[(idx + 2) % colors.length],
-                        backgroundColor: colors[(idx + 2) % colors.length] + '33',
-                        borderWidth: 2,
-                        yAxisID: 'y1',
-                        tension: 0.3
-                    });
                 });
                 
+                // Moving Average berechnen (7-Tage gleitender Durchschnitt)
+                const maWindow = 7;
+                const tradeCountData = dates.map(d => dailyTotals[d].tradeCount);
+                const volumeData = dates.map(d => dailyTotals[d].volume);
+                
+                const calculateMA = (data, window) => {
+                    return data.map((val, idx) => {
+                        if (idx < window - 1) return null;
+                        const slice = data.slice(idx - window + 1, idx + 1);
+                        return slice.reduce((a, b) => a + b, 0) / window;
+                    });
+                };
+                
+                const maTradeCount = calculateMA(tradeCountData, maWindow);
+                const maVolume = calculateMA(volumeData, maWindow);
+                
+                const datasets = [
+                    {
+                        label: 'Trades (täglich)',
+                        data: tradeCountData,
+                        borderColor: '#38bdf8',
+                        backgroundColor: '#38bdf833',
+                        borderWidth: 1,
+                        yAxisID: 'y',
+                        tension: 0.3,
+                        pointRadius: 2
+                    },
+                    {
+                        label: `Trades (${maWindow}-Tage MA)`,
+                        data: maTradeCount,
+                        borderColor: '#38bdf8',
+                        backgroundColor: 'transparent',
+                        borderWidth: 3,
+                        yAxisID: 'y',
+                        tension: 0.4,
+                        pointRadius: 0
+                    },
+                    {
+                        label: 'Volumen (täglich)',
+                        data: volumeData,
+                        borderColor: '#10b981',
+                        backgroundColor: '#10b98133',
+                        borderWidth: 1,
+                        yAxisID: 'y1',
+                        tension: 0.3,
+                        pointRadius: 2
+                    },
+                    {
+                        label: `Volumen (${maWindow}-Tage MA)`,
+                        data: maVolume,
+                        borderColor: '#10b981',
+                        backgroundColor: 'transparent',
+                        borderWidth: 3,
+                        yAxisID: 'y1',
+                        tension: 0.4,
+                        pointRadius: 0
+                    }
+                ];
+                
                 charts.movingAverage = new Chart(ctx, {
                     type: 'line',
                     data: {
@@ -321,7 +341,7 @@
                                 type: 'linear',
                                 display: true,
                                 position: 'left',
-                                title: { display: true, text: 'Trade Count', color: '#94a3b8' },
+                                title: { display: true, text: 'Anzahl Trades', color: '#94a3b8' },
                                 grid: { color: 'rgba(255,255,255,0.05)' },
                                 ticks: { color: '#64748b' }
                             },
@@ -329,13 +349,20 @@
                                 type: 'linear',
                                 display: true,
                                 position: 'right',
-                                title: { display: true, text: 'Volume (€)', color: '#94a3b8' },
+                                title: { display: true, text: 'Volumen (€)', color: '#94a3b8' },
                                 grid: { drawOnChartArea: false },
-                                ticks: { color: '#64748b' }
+                                ticks: { 
+                                    color: '#64748b',
+                                    callback: function(value) {
+                                        if (value >= 1e6) return (value / 1e6).toFixed(1) + 'M';
+                                        if (value >= 1e3) return (value / 1e3).toFixed(0) + 'k';
+                                        return value;
+                                    }
+                                }
                             },
                             x: {
                                 grid: { display: false },
-                                ticks: { color: '#64748b' }
+                                ticks: { color: '#64748b', maxRotation: 45 }
                             }
                         },
                         plugins: {
@@ -343,6 +370,22 @@
                                 display: true,
                                 position: 'bottom',
                                 labels: { color: '#94a3b8', boxWidth: 12, usePointStyle: true, padding: 15 }
+                            },
+                            tooltip: {
+                                callbacks: {
+                                    label: function(context) {
+                                        let label = context.dataset.label || '';
+                                        if (label) label += ': ';
+                                        if (context.parsed.y !== null) {
+                                            if (context.dataset.yAxisID === 'y1') {
+                                                label += '€' + context.parsed.y.toLocaleString();
+                                            } else {
+                                                label += context.parsed.y.toLocaleString();
+                                            }
+                                        }
+                                        return label;
+                                    }
+                                }
                             }
                         }
                     }

src/exchanges/deutsche_boerse.py

@@ -28,20 +28,44 @@ class DeutscheBoerseBase(BaseExchange):
     
     def _get_file_list(self) -> List[str]:
         """Parst die Verzeichnisseite und extrahiert alle Dateinamen"""
+        import re
         try:
             response = requests.get(self.base_url, headers=HEADERS, timeout=30)
             response.raise_for_status()
             
-            soup = BeautifulSoup(response.text, 'html.parser')
             files = []
             
-            # Deutsche Börse listet Dateien als Links auf
+            # Primär: Regex-basierte Extraktion (zuverlässiger)
-            for link in soup.find_all('a'):
+            # Pattern: PREFIX-posttrade-YYYY-MM-DDTHH_MM.json.gz
-                href = link.get('href', '')
+            # Das Prefix wird aus der base_url extrahiert (z.B. DETR, DFRA, DGAT)
-                # Nur posttrade JSON.gz Dateien
+            prefix_match = re.search(r'/([A-Z]{4})-posttrade', self.base_url)
-                if 'posttrade' in href and href.endswith('.json.gz'):
+            if prefix_match:
-                    files.append(href)
+                prefix = prefix_match.group(1)
+                # Suche nach Dateinamen mit diesem Prefix
+                pattern = f'{prefix}-posttrade-\\d{{4}}-\\d{{2}}-\\d{{2}}T\\d{{2}}_\\d{{2}}\\.json\\.gz'
+            else:
+                # Generisches Pattern
+                pattern = r'[A-Z]{4}-posttrade-\d{4}-\d{2}-\d{2}T\d{2}_\d{2}\.json\.gz'
             
+            matches = re.findall(pattern, response.text)
+            files = list(set(matches))
+            
+            # Sekundär: BeautifulSoup für Links (falls Regex nichts findet)
+            if not files:
+                soup = BeautifulSoup(response.text, 'html.parser')
+                for link in soup.find_all('a'):
+                    href = link.get('href', '')
+                    text = link.get_text(strip=True)
+                    
+                    # Prüfe href und Text für posttrade Dateien
+                    if href and 'posttrade' in href.lower() and '.json.gz' in href.lower():
+                        # Extrahiere nur den Dateinamen
+                        filename = href.split('/')[-1] if '/' in href else href
+                        files.append(filename)
+                    elif text and 'posttrade' in text.lower() and '.json.gz' in text.lower():
+                        files.append(text)
+            
+            print(f"[{self.name}] Found {len(files)} files via regex/soup")
             return files
         except Exception as e:
             print(f"Error fetching file list from {self.base_url}: {e}")
@@ -50,11 +74,12 @@ class DeutscheBoerseBase(BaseExchange):
     def _filter_files_for_date(self, files: List[str], target_date: datetime.date) -> List[str]:
         """
         Filtert Dateien für ein bestimmtes Datum.
-        Dateiformat: *posttrade-YYYY-MM-DDTHH:MM:SS*.json.gz
+        Dateiformat: DETR-posttrade-YYYY-MM-DDTHH_MM.json.gz (mit Unterstrich!)
         
         Da Handel bis 22:00 MEZ geht (21:00/20:00 UTC), müssen wir auch
         Dateien nach Mitternacht UTC berücksichtigen.
         """
+        import re
         filtered = []
         
         # Für den Vortag: Dateien vom target_date UND vom Folgetag (bis ~02:00 UTC)
@@ -64,18 +89,17 @@ class DeutscheBoerseBase(BaseExchange):
         
         for file in files:
             # Extrahiere Datum aus Dateiname
-            # Format: posttrade-2026-01-26T21:30:00.json.gz
+            # Format: DETR-posttrade-2026-01-26T21_30.json.gz
             if target_str in file:
                 filtered.append(file)
             elif next_day_str in file:
                 # Prüfe ob es eine frühe Datei vom nächsten Tag ist (< 03:00 UTC)
                 try:
-                    # Finde Timestamp im Dateinamen
+                    # Finde Timestamp im Dateinamen mit Unterstrich für Minuten
-                    parts = file.split('posttrade-')
+                    match = re.search(r'posttrade-(\d{4}-\d{2}-\d{2})T(\d{2})_(\d{2})', file)
-                    if len(parts) > 1:
+                    if match:
-                        ts_part = parts[1].split('.json.gz')[0]
+                        hour = int(match.group(2))
-                        file_dt = datetime.fromisoformat(ts_part)
+                        if hour < 3:  # Frühe Morgenstunden gehören noch zum Vortag
-                        if file_dt.hour < 3:  # Frühe Morgenstunden gehören noch zum Vortag
                             filtered.append(file)
                 except Exception:
                     pass
@@ -88,13 +112,22 @@ class DeutscheBoerseBase(BaseExchange):
         
         try:
             # Vollständige URL erstellen
+            # Format: https://mfs.deutsche-boerse.com/DETR-posttrade/DETR-posttrade-2026-01-27T08_53.json.gz
             if not file_url.startswith('http'):
-                full_url = f"{self.base_url.rstrip('/')}/{file_url.lstrip('/')}"
+                # Entferne führenden Slash falls vorhanden
+                filename = file_url.lstrip('/')
+                full_url = f"{self.base_url}/{filename}"
             else:
                 full_url = file_url
             
             response = requests.get(full_url, headers=HEADERS, timeout=60)
+            
+            if response.status_code == 404:
+                print(f"[{self.name}] File not found: {full_url}")
+                return []
+            
             response.raise_for_status()
+            print(f"[{self.name}] Downloaded: {full_url} ({len(response.content)} bytes)")
             
             # Gzip entpacken
             with gzip.GzipFile(fileobj=io.BytesIO(response.content)) as f:

src/exchanges/gettex.py

@@ -17,7 +17,9 @@ HEADERS = {
 
 # gettex Download-Basis-URLs
 GETTEX_PAGE_URL = "https://www.gettex.de/handel/delayed-data/posttrade-data/"
-GETTEX_DOWNLOAD_BASE = "https://erdk.bayerische-boerse.de:8000/delayed-data/MUNC-MUND/posttrade/"
+# Die Download-URL ist auf der gettex-Webseite als Direkt-Link verfügbar
+# Basis-URL für fileadmin Downloads (gefunden durch Seitenanalyse)
+GETTEX_DOWNLOAD_BASE = "https://www.gettex.de/fileadmin/posttrade-data/"
 
 
 class GettexExchange(BaseExchange):
@@ -32,9 +34,10 @@ class GettexExchange(BaseExchange):
     def name(self) -> str:
         return "GETTEX"
     
-    def _get_file_list_from_page(self) -> List[str]:
+    def _get_file_list_from_page(self) -> List[dict]:
         """
         Parst die gettex Seite und extrahiert Download-Links.
+        Gibt Liste von dicts mit 'filename' und 'url' zurück.
         """
         files = []
         
@@ -47,16 +50,32 @@ class GettexExchange(BaseExchange):
             # Suche nach Links zu CSV.gz Dateien
             for link in soup.find_all('a'):
                 href = link.get('href', '')
-                if href and 'posttrade' in href.lower() and href.endswith('.csv.gz'):
+                text = link.get_text(strip=True)
-                    files.append(href)
+                
+                # Prüfe den Link-Text oder href auf posttrade CSV.gz Dateien
+                if href and 'posttrade' in href.lower() and '.csv.gz' in href.lower():
+                    # Vollständige URL erstellen
+                    if not href.startswith('http'):
+                        url = f"https://www.gettex.de{href}" if href.startswith('/') else f"https://www.gettex.de/{href}"
+                    else:
+                        url = href
+                    filename = href.split('/')[-1]
+                    files.append({'filename': filename, 'url': url})
+                    
+                elif text and 'posttrade' in text.lower() and '.csv.gz' in text.lower():
+                    # Link-Text ist der Dateiname, href könnte die URL sein
+                    filename = text
+                    if href:
+                        if not href.startswith('http'):
+                            url = f"https://www.gettex.de{href}" if href.startswith('/') else f"https://www.gettex.de/{href}"
+                        else:
+                            url = href
+                    else:
+                        # Fallback: Versuche verschiedene URL-Patterns
+                        url = f"https://www.gettex.de/fileadmin/posttrade-data/{filename}"
+                    files.append({'filename': filename, 'url': url})
             
-            # Falls keine Links gefunden, versuche alternative Struktur
+            print(f"[GETTEX] Found {len(files)} files on page")
-            if not files:
-                # Manchmal sind Links in data-Attributen versteckt
-                for elem in soup.find_all(attrs={'data-href': True}):
-                    href = elem.get('data-href', '')
-                    if 'posttrade' in href.lower() and href.endswith('.csv.gz'):
-                        files.append(href)
             
         except Exception as e:
             print(f"[GETTEX] Error fetching page: {e}")
@@ -211,19 +230,95 @@ class GettexExchange(BaseExchange):
         
         print(f"[{self.name}] Fetching trades for date: {target_date}")
         
-        # Generiere erwartete Dateinamen
+        # Versuche zuerst, Dateien von der Webseite zu laden
-        expected_files = self._generate_expected_files(target_date)
+        page_files = self._get_file_list_from_page()
-        print(f"[{self.name}] Trying {len(expected_files)} potential files")
         
-        # Versuche Dateien herunterzuladen
+        if page_files:
-        successful_files = 0
+            # Filtere Dateien für das Zieldatum
-        for filename in expected_files:
+            target_str = target_date.strftime('%Y%m%d')
-            trades = self._download_and_parse_file(filename)
+            next_day = target_date + timedelta(days=1)
-            if trades:
+            next_day_str = next_day.strftime('%Y%m%d')
-                all_trades.extend(trades)
+            
-                successful_files += 1
+            target_files = []
+            for f in page_files:
+                filename = f['filename']
+                # Dateien vom Zieldatum oder frühe Morgenstunden des nächsten Tages
+                if target_str in filename:
+                    target_files.append(f)
+                elif next_day_str in filename:
+                    # Frühe Morgenstunden (00:00 - 02:45) gehören zum Vortag
+                    try:
+                        # Format: posttrade.YYYYMMDD.HH.MM.{munc|mund}.csv.gz
+                        parts = filename.split('.')
+                        if len(parts) >= 4:
+                            hour = int(parts[2])
+                            if hour < 3:
+                                target_files.append(f)
+                    except:
+                        pass
+            
+            print(f"[{self.name}] Found {len(target_files)} files for target date from page")
+            
+            # Lade Dateien von der Webseite
+            for f in target_files:
+                trades = self._download_file_by_url(f['url'], f['filename'])
+                if trades:
+                    all_trades.extend(trades)
+        
+        # Fallback: Versuche erwartete Dateinamen
+        if not all_trades:
+            print(f"[{self.name}] No files from page, trying generated filenames...")
+            expected_files = self._generate_expected_files(target_date)
+            print(f"[{self.name}] Trying {len(expected_files)} potential files")
+            
+            successful_files = 0
+            for filename in expected_files:
+                trades = self._download_and_parse_file(filename)
+                if trades:
+                    all_trades.extend(trades)
+                    successful_files += 1
+            
+            print(f"[{self.name}] Successfully downloaded {successful_files} files")
         
-        print(f"[{self.name}] Successfully downloaded {successful_files} files")
         print(f"[{self.name}] Total trades fetched: {len(all_trades)}")
         
         return all_trades
+    
+    def _download_file_by_url(self, url: str, filename: str) -> List[Trade]:
+        """Lädt eine Datei direkt von einer URL"""
+        trades = []
+        
+        try:
+            print(f"[{self.name}] Downloading: {url}")
+            response = requests.get(url, headers=HEADERS, timeout=60)
+            
+            if response.status_code == 404:
+                return []
+            
+            response.raise_for_status()
+            
+            # Gzip entpacken
+            with gzip.GzipFile(fileobj=io.BytesIO(response.content)) as f:
+                csv_text = f.read().decode('utf-8')
+            
+            # CSV parsen
+            reader = csv.DictReader(io.StringIO(csv_text), delimiter=';')
+            
+            for row in reader:
+                try:
+                    trade = self._parse_csv_row(row)
+                    if trade:
+                        trades.append(trade)
+                except Exception as e:
+                    print(f"[{self.name}] Error parsing row: {e}")
+                    continue
+            
+            print(f"[{self.name}] Parsed {len(trades)} trades from {filename}")
+                    
+        except requests.exceptions.HTTPError as e:
+            if e.response.status_code != 404:
+                print(f"[{self.name}] HTTP error downloading {url}: {e}")
+        except Exception as e:
+            print(f"[{self.name}] Error downloading {url}: {e}")
+        
+        return trades

src/exchanges/stuttgart.py

@@ -8,12 +8,22 @@ from typing import List, Optional
 from .base import BaseExchange, Trade
 from bs4 import BeautifulSoup
 
-# Browser User-Agent
+# Browser User-Agent (Vollständiger Browser-Fingerprint für Stuttgart)
 HEADERS = {
-    'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36',
+    'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36',
-    'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8',
+    'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8',
-    'Accept-Language': 'de-DE,de;q=0.9,en;q=0.8',
+    'Accept-Language': 'de-DE,de;q=0.9,en-US;q=0.8,en;q=0.7',
-    'Referer': 'https://www.boerse-stuttgart.de/'
+    'Accept-Encoding': 'gzip, deflate, br',
+    'Referer': 'https://www.boerse-stuttgart.de/de-de/fuer-geschaeftspartner/reports/mifir-ii-delayed-data/',
+    'Sec-Ch-Ua': '"Not_A Brand";v="8", "Chromium";v="120", "Google Chrome";v="120"',
+    'Sec-Ch-Ua-Mobile': '?0',
+    'Sec-Ch-Ua-Platform': '"Windows"',
+    'Sec-Fetch-Dest': 'document',
+    'Sec-Fetch-Mode': 'navigate',
+    'Sec-Fetch-Site': 'same-origin',
+    'Sec-Fetch-User': '?1',
+    'Upgrade-Insecure-Requests': '1',
+    'Cache-Control': 'max-age=0'
 }
 
 # Börse Stuttgart URLs