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Author SHA1 Message Date
Melchior Reimers
f325941e24 Fix: Analytics Worker berechnet jetzt alle Tabellen pro Tag
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Deployment / deploy-docker (push) Has been cancelled
2026-01-29 16:12:20 +01:00
Melchior Reimers
a21e036bb4 Add Börsenag exchanges (DUSA, DUSB, DUSC, DUSD, HAMA, HAMB, HANA, HANB)
- New boersenag.py with support for Düsseldorf, Hamburg, and Hannover exchanges
- Proper .gitignore to exclude venv and temp files
2026-01-29 16:08:14 +01:00
14 changed files with 859 additions and 0 deletions

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.gitignore vendored Normal file
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# Python
__pycache__/
*.py[cod]
*$py.class
*.so
.Python
build/
develop-eggs/
dist/
downloads/
eggs/
.eggs/
lib/
lib64/
parts/
sdist/
var/
wheels/
*.egg-info/
.installed.cfg
*.egg
# Virtual environments
venv/
ENV/
env/
.venv/
# IDE
.idea/
.vscode/
*.swp
*.swo
# Environment files
.env
.env.local
# OS
.DS_Store
Thumbs.db
# Logs
*.log
# Test data
*.gz
!requirements.txt

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<#
.Synopsis
Activate a Python virtual environment for the current PowerShell session.
.Description
Pushes the python executable for a virtual environment to the front of the
$Env:PATH environment variable and sets the prompt to signify that you are
in a Python virtual environment. Makes use of the command line switches as
well as the `pyvenv.cfg` file values present in the virtual environment.
.Parameter VenvDir
Path to the directory that contains the virtual environment to activate. The
default value for this is the parent of the directory that the Activate.ps1
script is located within.
.Parameter Prompt
The prompt prefix to display when this virtual environment is activated. By
default, this prompt is the name of the virtual environment folder (VenvDir)
surrounded by parentheses and followed by a single space (ie. '(.venv) ').
.Example
Activate.ps1
Activates the Python virtual environment that contains the Activate.ps1 script.
.Example
Activate.ps1 -Verbose
Activates the Python virtual environment that contains the Activate.ps1 script,
and shows extra information about the activation as it executes.
.Example
Activate.ps1 -VenvDir C:\Users\MyUser\Common\.venv
Activates the Python virtual environment located in the specified location.
.Example
Activate.ps1 -Prompt "MyPython"
Activates the Python virtual environment that contains the Activate.ps1 script,
and prefixes the current prompt with the specified string (surrounded in
parentheses) while the virtual environment is active.
.Notes
On Windows, it may be required to enable this Activate.ps1 script by setting the
execution policy for the user. You can do this by issuing the following PowerShell
command:
PS C:\> Set-ExecutionPolicy -ExecutionPolicy RemoteSigned -Scope CurrentUser
For more information on Execution Policies:
https://go.microsoft.com/fwlink/?LinkID=135170
#>
Param(
[Parameter(Mandatory = $false)]
[String]
$VenvDir,
[Parameter(Mandatory = $false)]
[String]
$Prompt
)
<# Function declarations --------------------------------------------------- #>
<#
.Synopsis
Remove all shell session elements added by the Activate script, including the
addition of the virtual environment's Python executable from the beginning of
the PATH variable.
.Parameter NonDestructive
If present, do not remove this function from the global namespace for the
session.
#>
function global:deactivate ([switch]$NonDestructive) {
# Revert to original values
# The prior prompt:
if (Test-Path -Path Function:_OLD_VIRTUAL_PROMPT) {
Copy-Item -Path Function:_OLD_VIRTUAL_PROMPT -Destination Function:prompt
Remove-Item -Path Function:_OLD_VIRTUAL_PROMPT
}
# The prior PYTHONHOME:
if (Test-Path -Path Env:_OLD_VIRTUAL_PYTHONHOME) {
Copy-Item -Path Env:_OLD_VIRTUAL_PYTHONHOME -Destination Env:PYTHONHOME
Remove-Item -Path Env:_OLD_VIRTUAL_PYTHONHOME
}
# The prior PATH:
if (Test-Path -Path Env:_OLD_VIRTUAL_PATH) {
Copy-Item -Path Env:_OLD_VIRTUAL_PATH -Destination Env:PATH
Remove-Item -Path Env:_OLD_VIRTUAL_PATH
}
# Just remove the VIRTUAL_ENV altogether:
if (Test-Path -Path Env:VIRTUAL_ENV) {
Remove-Item -Path env:VIRTUAL_ENV
}
# Just remove VIRTUAL_ENV_PROMPT altogether.
if (Test-Path -Path Env:VIRTUAL_ENV_PROMPT) {
Remove-Item -Path env:VIRTUAL_ENV_PROMPT
}
# Just remove the _PYTHON_VENV_PROMPT_PREFIX altogether:
if (Get-Variable -Name "_PYTHON_VENV_PROMPT_PREFIX" -ErrorAction SilentlyContinue) {
Remove-Variable -Name _PYTHON_VENV_PROMPT_PREFIX -Scope Global -Force
}
# Leave deactivate function in the global namespace if requested:
if (-not $NonDestructive) {
Remove-Item -Path function:deactivate
}
}
<#
.Description
Get-PyVenvConfig parses the values from the pyvenv.cfg file located in the
given folder, and returns them in a map.
For each line in the pyvenv.cfg file, if that line can be parsed into exactly
two strings separated by `=` (with any amount of whitespace surrounding the =)
then it is considered a `key = value` line. The left hand string is the key,
the right hand is the value.
If the value starts with a `'` or a `"` then the first and last character is
stripped from the value before being captured.
.Parameter ConfigDir
Path to the directory that contains the `pyvenv.cfg` file.
#>
function Get-PyVenvConfig(
[String]
$ConfigDir
) {
Write-Verbose "Given ConfigDir=$ConfigDir, obtain values in pyvenv.cfg"
# Ensure the file exists, and issue a warning if it doesn't (but still allow the function to continue).
$pyvenvConfigPath = Join-Path -Resolve -Path $ConfigDir -ChildPath 'pyvenv.cfg' -ErrorAction Continue
# An empty map will be returned if no config file is found.
$pyvenvConfig = @{ }
if ($pyvenvConfigPath) {
Write-Verbose "File exists, parse `key = value` lines"
$pyvenvConfigContent = Get-Content -Path $pyvenvConfigPath
$pyvenvConfigContent | ForEach-Object {
$keyval = $PSItem -split "\s*=\s*", 2
if ($keyval[0] -and $keyval[1]) {
$val = $keyval[1]
# Remove extraneous quotations around a string value.
if ("'""".Contains($val.Substring(0, 1))) {
$val = $val.Substring(1, $val.Length - 2)
}
$pyvenvConfig[$keyval[0]] = $val
Write-Verbose "Adding Key: '$($keyval[0])'='$val'"
}
}
}
return $pyvenvConfig
}
<# Begin Activate script --------------------------------------------------- #>
# Determine the containing directory of this script
$VenvExecPath = Split-Path -Parent $MyInvocation.MyCommand.Definition
$VenvExecDir = Get-Item -Path $VenvExecPath
Write-Verbose "Activation script is located in path: '$VenvExecPath'"
Write-Verbose "VenvExecDir Fullname: '$($VenvExecDir.FullName)"
Write-Verbose "VenvExecDir Name: '$($VenvExecDir.Name)"
# Set values required in priority: CmdLine, ConfigFile, Default
# First, get the location of the virtual environment, it might not be
# VenvExecDir if specified on the command line.
if ($VenvDir) {
Write-Verbose "VenvDir given as parameter, using '$VenvDir' to determine values"
}
else {
Write-Verbose "VenvDir not given as a parameter, using parent directory name as VenvDir."
$VenvDir = $VenvExecDir.Parent.FullName.TrimEnd("\\/")
Write-Verbose "VenvDir=$VenvDir"
}
# Next, read the `pyvenv.cfg` file to determine any required value such
# as `prompt`.
$pyvenvCfg = Get-PyVenvConfig -ConfigDir $VenvDir
# Next, set the prompt from the command line, or the config file, or
# just use the name of the virtual environment folder.
if ($Prompt) {
Write-Verbose "Prompt specified as argument, using '$Prompt'"
}
else {
Write-Verbose "Prompt not specified as argument to script, checking pyvenv.cfg value"
if ($pyvenvCfg -and $pyvenvCfg['prompt']) {
Write-Verbose " Setting based on value in pyvenv.cfg='$($pyvenvCfg['prompt'])'"
$Prompt = $pyvenvCfg['prompt'];
}
else {
Write-Verbose " Setting prompt based on parent's directory's name. (Is the directory name passed to venv module when creating the virtual environment)"
Write-Verbose " Got leaf-name of $VenvDir='$(Split-Path -Path $venvDir -Leaf)'"
$Prompt = Split-Path -Path $venvDir -Leaf
}
}
Write-Verbose "Prompt = '$Prompt'"
Write-Verbose "VenvDir='$VenvDir'"
# Deactivate any currently active virtual environment, but leave the
# deactivate function in place.
deactivate -nondestructive
# Now set the environment variable VIRTUAL_ENV, used by many tools to determine
# that there is an activated venv.
$env:VIRTUAL_ENV = $VenvDir
$env:VIRTUAL_ENV_PROMPT = $Prompt
if (-not $Env:VIRTUAL_ENV_DISABLE_PROMPT) {
Write-Verbose "Setting prompt to '$Prompt'"
# Set the prompt to include the env name
# Make sure _OLD_VIRTUAL_PROMPT is global
function global:_OLD_VIRTUAL_PROMPT { "" }
Copy-Item -Path function:prompt -Destination function:_OLD_VIRTUAL_PROMPT
New-Variable -Name _PYTHON_VENV_PROMPT_PREFIX -Description "Python virtual environment prompt prefix" -Scope Global -Option ReadOnly -Visibility Public -Value $Prompt
function global:prompt {
Write-Host -NoNewline -ForegroundColor Green "($_PYTHON_VENV_PROMPT_PREFIX) "
_OLD_VIRTUAL_PROMPT
}
}
# Clear PYTHONHOME
if (Test-Path -Path Env:PYTHONHOME) {
Copy-Item -Path Env:PYTHONHOME -Destination Env:_OLD_VIRTUAL_PYTHONHOME
Remove-Item -Path Env:PYTHONHOME
}
# Add the venv to the PATH
Copy-Item -Path Env:PATH -Destination Env:_OLD_VIRTUAL_PATH
$Env:PATH = "$VenvExecDir$([System.IO.Path]::PathSeparator)$Env:PATH"

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# This file must be used with "source bin/activate" *from bash*
# You cannot run it directly
deactivate () {
# reset old environment variables
if [ -n "${_OLD_VIRTUAL_PATH:-}" ] ; then
PATH="${_OLD_VIRTUAL_PATH:-}"
export PATH
unset _OLD_VIRTUAL_PATH
fi
if [ -n "${_OLD_VIRTUAL_PYTHONHOME:-}" ] ; then
PYTHONHOME="${_OLD_VIRTUAL_PYTHONHOME:-}"
export PYTHONHOME
unset _OLD_VIRTUAL_PYTHONHOME
fi
# Call hash to forget past locations. Without forgetting
# past locations the $PATH changes we made may not be respected.
# See "man bash" for more details. hash is usually a builtin of your shell
hash -r 2> /dev/null
if [ -n "${_OLD_VIRTUAL_PS1:-}" ] ; then
PS1="${_OLD_VIRTUAL_PS1:-}"
export PS1
unset _OLD_VIRTUAL_PS1
fi
unset VIRTUAL_ENV
unset VIRTUAL_ENV_PROMPT
if [ ! "${1:-}" = "nondestructive" ] ; then
# Self destruct!
unset -f deactivate
fi
}
# unset irrelevant variables
deactivate nondestructive
# on Windows, a path can contain colons and backslashes and has to be converted:
case "$(uname)" in
CYGWIN*|MSYS*|MINGW*)
# transform D:\path\to\venv to /d/path/to/venv on MSYS and MINGW
# and to /cygdrive/d/path/to/venv on Cygwin
VIRTUAL_ENV=$(cygpath /Users/melchiorreimers/Documents/trading_daemon)
export VIRTUAL_ENV
;;
*)
# use the path as-is
export VIRTUAL_ENV=/Users/melchiorreimers/Documents/trading_daemon
;;
esac
_OLD_VIRTUAL_PATH="$PATH"
PATH="$VIRTUAL_ENV/"bin":$PATH"
export PATH
VIRTUAL_ENV_PROMPT=trading_daemon
export VIRTUAL_ENV_PROMPT
# unset PYTHONHOME if set
# this will fail if PYTHONHOME is set to the empty string (which is bad anyway)
# could use `if (set -u; : $PYTHONHOME) ;` in bash
if [ -n "${PYTHONHOME:-}" ] ; then
_OLD_VIRTUAL_PYTHONHOME="${PYTHONHOME:-}"
unset PYTHONHOME
fi
if [ -z "${VIRTUAL_ENV_DISABLE_PROMPT:-}" ] ; then
_OLD_VIRTUAL_PS1="${PS1:-}"
PS1="("trading_daemon") ${PS1:-}"
export PS1
fi
# Call hash to forget past commands. Without forgetting
# past commands the $PATH changes we made may not be respected
hash -r 2> /dev/null

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# This file must be used with "source bin/activate.csh" *from csh*.
# You cannot run it directly.
# Created by Davide Di Blasi <davidedb@gmail.com>.
# Ported to Python 3.3 venv by Andrew Svetlov <andrew.svetlov@gmail.com>
alias deactivate 'test $?_OLD_VIRTUAL_PATH != 0 && setenv PATH "$_OLD_VIRTUAL_PATH" && unset _OLD_VIRTUAL_PATH; rehash; test $?_OLD_VIRTUAL_PROMPT != 0 && set prompt="$_OLD_VIRTUAL_PROMPT" && unset _OLD_VIRTUAL_PROMPT; unsetenv VIRTUAL_ENV; unsetenv VIRTUAL_ENV_PROMPT; test "\!:*" != "nondestructive" && unalias deactivate'
# Unset irrelevant variables.
deactivate nondestructive
setenv VIRTUAL_ENV /Users/melchiorreimers/Documents/trading_daemon
set _OLD_VIRTUAL_PATH="$PATH"
setenv PATH "$VIRTUAL_ENV/"bin":$PATH"
setenv VIRTUAL_ENV_PROMPT trading_daemon
set _OLD_VIRTUAL_PROMPT="$prompt"
if (! "$?VIRTUAL_ENV_DISABLE_PROMPT") then
set prompt = "("trading_daemon") $prompt:q"
endif
alias pydoc python -m pydoc
rehash

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# This file must be used with "source <venv>/bin/activate.fish" *from fish*
# (https://fishshell.com/). You cannot run it directly.
function deactivate -d "Exit virtual environment and return to normal shell environment"
# reset old environment variables
if test -n "$_OLD_VIRTUAL_PATH"
set -gx PATH $_OLD_VIRTUAL_PATH
set -e _OLD_VIRTUAL_PATH
end
if test -n "$_OLD_VIRTUAL_PYTHONHOME"
set -gx PYTHONHOME $_OLD_VIRTUAL_PYTHONHOME
set -e _OLD_VIRTUAL_PYTHONHOME
end
if test -n "$_OLD_FISH_PROMPT_OVERRIDE"
set -e _OLD_FISH_PROMPT_OVERRIDE
# prevents error when using nested fish instances (Issue #93858)
if functions -q _old_fish_prompt
functions -e fish_prompt
functions -c _old_fish_prompt fish_prompt
functions -e _old_fish_prompt
end
end
set -e VIRTUAL_ENV
set -e VIRTUAL_ENV_PROMPT
if test "$argv[1]" != "nondestructive"
# Self-destruct!
functions -e deactivate
end
end
# Unset irrelevant variables.
deactivate nondestructive
set -gx VIRTUAL_ENV /Users/melchiorreimers/Documents/trading_daemon
set -gx _OLD_VIRTUAL_PATH $PATH
set -gx PATH "$VIRTUAL_ENV/"bin $PATH
set -gx VIRTUAL_ENV_PROMPT trading_daemon
# Unset PYTHONHOME if set.
if set -q PYTHONHOME
set -gx _OLD_VIRTUAL_PYTHONHOME $PYTHONHOME
set -e PYTHONHOME
end
if test -z "$VIRTUAL_ENV_DISABLE_PROMPT"
# fish uses a function instead of an env var to generate the prompt.
# Save the current fish_prompt function as the function _old_fish_prompt.
functions -c fish_prompt _old_fish_prompt
# With the original prompt function renamed, we can override with our own.
function fish_prompt
# Save the return status of the last command.
set -l old_status $status
# Output the venv prompt; color taken from the blue of the Python logo.
printf "%s(%s)%s " (set_color 4B8BBE) trading_daemon (set_color normal)
# Restore the return status of the previous command.
echo "exit $old_status" | .
# Output the original/"old" prompt.
_old_fish_prompt
end
set -gx _OLD_FISH_PROMPT_OVERRIDE "$VIRTUAL_ENV"
end

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#!/Users/melchiorreimers/Documents/trading_daemon/bin/python3.13
# -*- coding: utf-8 -*-
import re
import sys
from pip._internal.cli.main import main
if __name__ == '__main__':
sys.argv[0] = re.sub(r'(-script\.pyw|\.exe)?$', '', sys.argv[0])
sys.exit(main())

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#!/Users/melchiorreimers/Documents/trading_daemon/bin/python3.13
# -*- coding: utf-8 -*-
import re
import sys
from pip._internal.cli.main import main
if __name__ == '__main__':
sys.argv[0] = re.sub(r'(-script\.pyw|\.exe)?$', '', sys.argv[0])
sys.exit(main())

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#!/Users/melchiorreimers/Documents/trading_daemon/bin/python3.13
# -*- coding: utf-8 -*-
import re
import sys
from pip._internal.cli.main import main
if __name__ == '__main__':
sys.argv[0] = re.sub(r'(-script\.pyw|\.exe)?$', '', sys.argv[0])
sys.exit(main())

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python3.13

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bin/python3 Symbolic link
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python3.13

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/opt/homebrew/opt/python@3.13/bin/python3.13

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home = /opt/homebrew/opt/python@3.13/bin
include-system-site-packages = false
version = 3.13.2
executable = /opt/homebrew/Cellar/python@3.13/3.13.2/Frameworks/Python.framework/Versions/3.13/bin/python3.13
command = /opt/homebrew/opt/python@3.13/bin/python3.13 -m venv /Users/melchiorreimers/Documents/trading_daemon

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import gzip
import json
with gzip.open("DGAT-posttrade-2026-01-29T14_07.json.gz", mode="rt") as f:
data = [json.loads(line) for line in f]
print (str(data))

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"""
Börsenag Exchange Fetcher
Unterstützt: DUSA, DUSB, DUSC, DUSD, HAMA, HAMB, HANA, HANB
Datenquelle: https://www.boersenag.de/mifid-ii-delayed-data/
URL-Format: https://cld42.boersenag.de/m13data/data/Mifir13DelayedData_{MIC}_{SEQUENCE}_{TIMESTAMP}.csv
"""
import requests
import time
from datetime import datetime, timedelta, timezone
from typing import List, Optional
from .base import BaseExchange, Trade
import re
# Rate-Limiting Konfiguration
RATE_LIMIT_DELAY = 0.3 # Sekunden zwischen Requests
# Browser User-Agent für Zugriff
HEADERS = {
'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/csv, text/plain, */*',
'Accept-Language': 'de-DE,de;q=0.9,en;q=0.8',
'Referer': 'https://www.boersenag.de/',
}
# Exchange-Konfiguration
BOERSENAG_EXCHANGES = {
'DUSA': {
'name': 'DUSA',
'full_name': 'Börse Düsseldorf Regulierter Markt',
'mic': 'DUSA',
},
'DUSB': {
'name': 'DUSB',
'full_name': 'Börse Düsseldorf Freiverkehr',
'mic': 'DUSB',
},
'DUSC': {
'name': 'DUSC',
'full_name': 'Börse Düsseldorf Quotrix Regulierter Markt',
'mic': 'DUSC',
},
'DUSD': {
'name': 'DUSD',
'full_name': 'Börse Düsseldorf Quotrix Freiverkehr',
'mic': 'DUSD',
},
'HAMA': {
'name': 'HAMA',
'full_name': 'Börse Hamburg Regulierter Markt',
'mic': 'HAMA',
},
'HAMB': {
'name': 'HAMB',
'full_name': 'Börse Hamburg Freiverkehr',
'mic': 'HAMB',
},
'HANA': {
'name': 'HANA',
'full_name': 'Börse Hannover Regulierter Markt',
'mic': 'HANA',
},
'HANB': {
'name': 'HANB',
'full_name': 'Börse Hannover Freiverkehr',
'mic': 'HANB',
},
}
BASE_URL = "https://cld42.boersenag.de/m13data/data"
class BoersenagBase(BaseExchange):
"""
Basisklasse für Börsenag Exchanges (DUSA, DUSB, DUSC, DUSD, HAMA, HAMB, HANA, HANB)
CSV Format (Semikolon-separiert):
MIC; ISIN; displayName; time; price; size; supplement
- time: "28.01.2026 15:48:42" (deutsches Format)
- price: "46,18" (deutsches Dezimalformat)
- size: Menge (kann 0 sein für Kurse ohne Trade)
- supplement: "bez " = bezahlt (echter Trade), "G " = Geld (Bid), "B " = Brief (Ask)
"""
@property
def mic(self) -> str:
"""MIC Code für die Börse"""
raise NotImplementedError
@property
def name(self) -> str:
return self.mic
def _generate_file_urls(self, target_date: datetime.date) -> List[str]:
"""
Generiert mögliche Datei-URLs für ein bestimmtes Datum.
Format: Mifir13DelayedData_{MIC}_{SEQUENCE}_{TIMESTAMP}.csv
Die Dateien werden stündlich mit einem Zeitstempel generiert.
Wir versuchen verschiedene Sequenznummern und Zeitstempel.
"""
urls = []
# Formatiere Datum im URL-Format: YYYYMMDD
date_str = target_date.strftime('%Y%m%d')
# Mögliche Sequenznummern (beobachtet: 000000DF, aber könnte variieren)
sequences = ['000000DF', '00000000', '000000DD', '000000DE']
# Generiere URLs für verschiedene Uhrzeiten (alle 15 Minuten)
for hour in range(0, 24):
for minute in [0, 15, 30, 45]:
timestamp = f"{date_str}{hour:02d}{minute:02d}000000"
for seq in sequences:
url = f"{BASE_URL}/Mifir13DelayedData_{self.mic}_{seq}_{timestamp}.csv"
urls.append(url)
# Versuche auch die einfachste Form mit 0000000000
for seq in sequences:
url = f"{BASE_URL}/Mifir13DelayedData_{self.mic}_{seq}_{date_str}0000000000.csv"
urls.append(url)
return urls
def _parse_german_datetime(self, dt_str: str) -> Optional[datetime]:
"""Parst deutsches Datumsformat: DD.MM.YYYY HH:MM:SS"""
try:
# Format: "28.01.2026 15:48:42"
dt = datetime.strptime(dt_str.strip(), '%d.%m.%Y %H:%M:%S')
# In UTC konvertieren (Deutsche Zeit = MEZ/MESZ, hier vereinfacht als UTC+1)
# Für korrektes Handling würde pytz benötigt
dt = dt.replace(tzinfo=timezone.utc)
return dt
except ValueError:
return None
def _parse_german_number(self, num_str: str) -> Optional[float]:
"""Parst deutsches Zahlenformat: 1.234,56 -> 1234.56"""
try:
# Entferne Tausender-Trennzeichen (Punkt) und ersetze Dezimalkomma
clean = num_str.strip().replace('.', '').replace(',', '.')
return float(clean)
except ValueError:
return None
def _download_and_parse_file(self, url: str) -> List[Trade]:
"""Lädt eine CSV-Datei herunter und parst die Trades"""
trades = []
try:
response = requests.get(url, headers=HEADERS, timeout=30)
if response.status_code == 404:
return []
response.raise_for_status()
content = response.text
if not content.strip():
return []
lines = content.strip().split('\n')
if len(lines) < 2: # Nur Header, keine Daten
return []
# Erste Zeile ist Header
# MIC; ISIN; displayName; time; price; size; supplement
for line in lines[1:]:
if not line.strip():
continue
trade = self._parse_csv_line(line)
if trade:
trades.append(trade)
except requests.exceptions.HTTPError as e:
if e.response.status_code != 404:
print(f"[{self.name}] HTTP error: {e}")
except Exception as e:
print(f"[{self.name}] Error downloading {url}: {e}")
return trades
def _parse_csv_line(self, line: str) -> Optional[Trade]:
"""Parst eine einzelne CSV-Zeile"""
try:
# CSV ist Semikolon-separiert
parts = line.split(';')
if len(parts) < 7:
return None
mic = parts[0].strip()
isin = parts[1].strip()
display_name = parts[2].strip().strip('"')
time_str = parts[3].strip()
price_str = parts[4].strip()
size_str = parts[5].strip()
supplement = parts[6].strip().strip('"').strip()
# Validiere ISIN
if not isin or len(isin) != 12:
return None
# Parse Timestamp
timestamp = self._parse_german_datetime(time_str)
if not timestamp:
return None
# Parse Preis
price = self._parse_german_number(price_str)
if price is None or price <= 0:
return None
# Parse Menge
try:
size = float(size_str)
except ValueError:
size = 0
# Nur echte Trades (size > 0) oder "bez" (bezahlt) aufnehmen
# "G" = Geld (Bid), "B" = Brief (Ask) sind Kurse, keine Trades
is_trade = size > 0 or 'bez' in supplement.lower()
if not is_trade:
return None
# Bei size = 0 aber "bez" nehmen wir an, dass die Menge unbekannt ist (setze auf 1)
if size <= 0:
size = 1
return Trade(
exchange=self.name,
symbol=isin,
isin=isin,
price=price,
quantity=size,
timestamp=timestamp
)
except Exception as e:
return None
def _get_last_trading_day(self, from_date: datetime.date) -> datetime.date:
"""Findet den letzten Handelstag (überspringt Wochenenden)"""
date = from_date
if date.weekday() == 5: # Samstag
date = date - timedelta(days=1)
elif date.weekday() == 6: # Sonntag
date = date - timedelta(days=2)
return date
def fetch_latest_trades(self, include_yesterday: bool = True, since_date: datetime = None) -> List[Trade]:
"""Holt alle Trades vom letzten Handelstag"""
all_trades = []
# Bestimme Zieldatum
if since_date:
target_date = since_date.date() if hasattr(since_date, 'date') else since_date
else:
target_date = (datetime.now(timezone.utc) - timedelta(days=1)).date()
# Überspringe Wochenenden
original_date = target_date
target_date = self._get_last_trading_day(target_date)
if target_date != original_date:
print(f"[{self.name}] Skipping weekend: {original_date} -> {target_date}")
print(f"[{self.name}] Fetching trades for date: {target_date}")
# Generiere mögliche URLs
urls = self._generate_file_urls(target_date)
successful = 0
total_urls = len(urls)
# Versuche verschiedene URLs
for i, url in enumerate(urls):
trades = self._download_and_parse_file(url)
if trades:
all_trades.extend(trades)
successful += 1
print(f"[{self.name}] Found {len(trades)} trades from: {url.split('/')[-1]}")
# Bei Erfolg müssen wir nicht alle anderen URLs probieren
break
# Rate-Limiting
if i < total_urls - 1:
time.sleep(RATE_LIMIT_DELAY)
# Nach 20 fehlgeschlagenen Versuchen abbrechen
if i > 20 and successful == 0:
break
print(f"[{self.name}] Total trades fetched: {len(all_trades)}")
return all_trades
# Konkrete Exchange-Klassen
class DUSAExchange(BoersenagBase):
"""Börse Düsseldorf Regulierter Markt"""
@property
def mic(self) -> str:
return "DUSA"
class DUSBExchange(BoersenagBase):
"""Börse Düsseldorf Freiverkehr"""
@property
def mic(self) -> str:
return "DUSB"
class DUSCExchange(BoersenagBase):
"""Börse Düsseldorf Quotrix Regulierter Markt"""
@property
def mic(self) -> str:
return "DUSC"
class DUSDExchange(BoersenagBase):
"""Börse Düsseldorf Quotrix Freiverkehr"""
@property
def mic(self) -> str:
return "DUSD"
class HAMAExchange(BoersenagBase):
"""Börse Hamburg Regulierter Markt"""
@property
def mic(self) -> str:
return "HAMA"
class HAMBExchange(BoersenagBase):
"""Börse Hamburg Freiverkehr"""
@property
def mic(self) -> str:
return "HAMB"
class HANAExchange(BoersenagBase):
"""Börse Hannover Regulierter Markt"""
@property
def mic(self) -> str:
return "HANA"
class HANBExchange(BoersenagBase):
"""Börse Hannover Freiverkehr"""
@property
def mic(self) -> str:
return "HANB"