484 lines
17 KiB
Python
484 lines
17 KiB
Python
from fastapi import FastAPI, HTTPException
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from fastapi.middleware.cors import CORSMiddleware
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from fastapi.staticfiles import StaticFiles
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from fastapi.responses import FileResponse
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import requests
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import os
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from typing import Optional, Dict, Any
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app = FastAPI(title="Trading Dashboard API")
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app.add_middleware(
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CORSMiddleware,
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allow_origins=["*"],
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allow_methods=["*"],
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allow_headers=["*"],
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)
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# Serve static files
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app.mount("/static", StaticFiles(directory="dashboard/public"), name="static")
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@app.get("/")
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async def read_index():
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return FileResponse('dashboard/public/index.html')
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# QuestDB Konfiguration
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DB_USER = os.getenv("DB_USER", "admin")
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DB_PASSWORD = os.getenv("DB_PASSWORD", "quest")
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DB_AUTH = (DB_USER, DB_PASSWORD) if DB_USER and DB_PASSWORD else None
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DB_HOST = os.getenv("DB_HOST", "questdb")
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DB_URL = f"http://{DB_HOST}:9000"
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# Hilfsfunktionen
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def query_questdb(query: str, timeout: int = 10) -> Optional[Dict[str, Any]]:
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"""Zentrale QuestDB-Abfrage-Funktion"""
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try:
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response = requests.get(f"{DB_URL}/exec", params={'query': query}, auth=DB_AUTH, timeout=timeout)
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if response.status_code == 200:
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return response.json()
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else:
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raise HTTPException(status_code=response.status_code, detail=f"QuestDB error: {response.text}")
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except requests.exceptions.Timeout:
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raise HTTPException(status_code=504, detail="QuestDB query timeout")
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except requests.exceptions.RequestException as e:
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raise HTTPException(status_code=500, detail=f"QuestDB connection error: {str(e)}")
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def format_questdb_response(data: Dict[str, Any]) -> Dict[str, Any]:
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"""Einheitliche Formatierung der QuestDB-Antworten"""
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if not data:
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return {'columns': [], 'dataset': []}
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return data
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# API Endpunkte
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@app.get("/api/trades")
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async def get_trades(isin: str = None, days: int = 7):
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"""
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Gibt aggregierte Analyse aller Trades zurück (nicht einzelne Trades).
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Nutzt vorberechnete Daten aus analytics_exchange_daily.
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"""
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if isin:
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# Für spezifische ISIN: hole aus trades Tabelle
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query = f"""
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select
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date_trunc('day', timestamp) as date,
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count(*) as trade_count,
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sum(price * quantity) as volume,
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avg(price) as avg_price
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from trades
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where isin = '{isin}'
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and timestamp > dateadd('d', -{days}, now())
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group by date
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order by date desc
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"""
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else:
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# Aggregierte Daten aus analytics_exchange_daily
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query = f"""
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select
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timestamp as date,
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exchange,
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trade_count,
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volume
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from analytics_exchange_daily
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where timestamp >= dateadd('d', -{days}, now())
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order by date desc, exchange asc
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"""
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data = query_questdb(query)
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return format_questdb_response(data)
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@app.get("/api/metadata")
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async def get_metadata():
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"""Gibt alle Metadata zurück"""
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query = "select * from metadata"
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data = query_questdb(query)
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return format_questdb_response(data)
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@app.get("/api/summary")
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async def get_summary(days: int = None):
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"""
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Gibt Zusammenfassung zurück. Nutzt analytics_daily_summary für total_trades.
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Optional: days Parameter für Zeitraum-basierte Zusammenfassung.
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"""
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if days:
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# Zeitraum-basierte Zusammenfassung
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query = f"""
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select
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sum(total_trades) as total_trades,
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sum(total_volume) as total_volume
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from analytics_daily_summary
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where timestamp >= dateadd('d', -{days}, now())
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"""
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else:
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# Gesamtzahl aller Trades
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query = """
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select
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sum(total_trades) as total_trades,
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sum(total_volume) as total_volume
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from analytics_daily_summary
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"""
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data = query_questdb(query)
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if data and data.get('dataset') and data['dataset']:
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total_trades = data['dataset'][0][0] if data['dataset'][0][0] else 0
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total_volume = data['dataset'][0][1] if data['dataset'][0][1] else 0.0
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# Formatiere für Kompatibilität
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return {
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'columns': [
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{'name': 'continent'},
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{'name': 'trade_count'},
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{'name': 'total_volume'}
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],
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'dataset': [['All', total_trades, total_volume]]
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}
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# Fallback: Original Query
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query = """
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select
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coalesce(m.continent, 'Unknown') as continent,
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count(*) as trade_count,
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sum(t.price * t.quantity) as total_volume
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from trades t
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left join metadata m on t.isin = m.isin
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group by continent
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"""
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data = query_questdb(query)
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return format_questdb_response(data)
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@app.get("/api/statistics/total-trades")
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async def get_total_trades(days: int = None):
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"""Gibt Gesamtzahl aller Trades zurück (aus analytics_daily_summary). Optional: days Parameter für Zeitraum."""
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if days:
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query = f"select sum(total_trades) as total from analytics_daily_summary where timestamp >= dateadd('d', -{days}, now())"
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else:
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query = "select sum(total_trades) as total from analytics_daily_summary"
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data = query_questdb(query)
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if data and data.get('dataset') and data['dataset']:
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total = data['dataset'][0][0] if data['dataset'][0][0] else 0
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return {'total_trades': total}
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return {'total_trades': 0}
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@app.get("/api/custom-analytics")
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async def get_custom_analytics(
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date_from: str,
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date_to: str,
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x_axis: str = "date",
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y_axis: str = "volume",
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group_by: str = "exchange",
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exchanges: str = None
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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) - 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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"""
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# Validiere Parameter
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valid_x_axis = ["date", "exchange", "isin"]
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valid_y_axis = ["volume", "trade_count", "avg_price"]
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valid_group_by = ["exchange", "isin", "date"]
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if x_axis not in valid_x_axis:
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raise HTTPException(status_code=400, detail=f"Invalid x_axis. Must be one of: {valid_x_axis}")
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if y_axis not in valid_y_axis:
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raise HTTPException(status_code=400, detail=f"Invalid y_axis. Must be one of: {valid_y_axis}")
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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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# 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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# 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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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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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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return format_questdb_response(data)
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@app.get("/api/statistics/moving-average")
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async def get_moving_average(days: int = 7, exchange: str = None):
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"""
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Gibt Moving Average Daten für Tradezahlen und Volumen je Exchange zurück.
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Unterstützte Zeiträume: 7, 30, 42, 69, 180, 365 Tage
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"""
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if days not in [7, 30, 42, 69, 180, 365]:
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raise HTTPException(status_code=400, detail="Invalid days parameter. Must be one of: 7, 30, 42, 69, 180, 365")
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query = f"""
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select
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timestamp as date,
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exchange,
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trade_count,
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volume,
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ma{days}_count as ma_count,
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ma{days}_volume as ma_volume
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from analytics_exchange_daily
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where timestamp >= dateadd('d', -{days}, now())
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"""
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if exchange:
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query += f" and exchange = '{exchange}'"
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query += " order by date asc, exchange asc"
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data = query_questdb(query, timeout=5)
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return format_questdb_response(data)
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@app.get("/api/statistics/volume-changes")
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async def get_volume_changes(days: int = 7):
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"""
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Gibt Änderungen in Volumen und Anzahl je Exchange zurück.
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Unterstützte Zeiträume: 7, 30, 42, 69, 180, 365 Tage
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"""
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if days not in [7, 30, 42, 69, 180, 365]:
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raise HTTPException(status_code=400, detail="Invalid days parameter. Must be one of: 7, 30, 42, 69, 180, 365")
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query = f"""
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select
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timestamp as date,
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exchange,
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trade_count,
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volume,
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count_change_pct,
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volume_change_pct,
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trend
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from analytics_volume_changes
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where period_days = {days}
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and timestamp >= dateadd('d', -{days}, now())
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order by date desc, exchange asc
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"""
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data = query_questdb(query, timeout=5)
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return format_questdb_response(data)
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@app.get("/api/statistics/stock-trends")
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async def get_stock_trends(days: int = 7, limit: int = 20):
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"""
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Gibt Trendanalyse für häufig gehandelte Aktien zurück.
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Unterstützte Zeiträume: 7, 30, 42, 69, 180, 365 Tage
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"""
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if days not in [7, 30, 42, 69, 180, 365]:
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raise HTTPException(status_code=400, detail="Invalid days parameter. Must be one of: 7, 30, 42, 69, 180, 365")
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query = f"""
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select
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timestamp as date,
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isin,
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trade_count,
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volume,
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count_change_pct,
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volume_change_pct
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from analytics_stock_trends
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where period_days = {days}
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and timestamp >= dateadd('d', -{days}, now())
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order by volume desc
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limit {limit}
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"""
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data = query_questdb(query, timeout=5)
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return format_questdb_response(data)
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@app.get("/api/analytics")
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async def get_analytics(
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metric: str = "volume",
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group_by: str = "day",
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sub_group_by: str = None,
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date_from: str = None,
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date_to: str = None,
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isins: str = None,
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continents: str = None
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):
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"""Analytics Endpunkt für Report Builder"""
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composite_keys = ["exchange_continent", "exchange_sector"]
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needs_metadata = any([
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group_by in ["name", "continent", "sector"] + composite_keys,
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sub_group_by in ["name", "continent", "sector"] + composite_keys,
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continents is not None
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])
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t_prefix = "t." if needs_metadata else ""
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m_prefix = "m." if needs_metadata else ""
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metrics_map = {
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"volume": f"sum({t_prefix}price * {t_prefix}quantity)",
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"count": f"count(*)",
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"avg_price": f"avg({t_prefix}price)"
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}
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groups_map = {
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"day": f"date_trunc('day', {t_prefix}timestamp)",
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"month": f"date_trunc('month', {t_prefix}timestamp)",
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"exchange": f"{t_prefix}exchange",
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"isin": f"{t_prefix}isin",
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"name": f"coalesce({m_prefix}name, {t_prefix}isin)" if needs_metadata else "isin",
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"continent": f"coalesce({m_prefix}continent, 'Unknown')" if needs_metadata else "'Unknown'",
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"sector": f"coalesce({m_prefix}sector, 'Unknown')" if needs_metadata else "'Unknown'",
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"exchange_continent": f"concat({t_prefix}exchange, ' - ', coalesce({m_prefix}continent, 'Unknown'))" if needs_metadata else "'Unknown'",
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"exchange_sector": f"concat({t_prefix}exchange, ' - ', coalesce({m_prefix}sector, 'Unknown'))" if needs_metadata else "'Unknown'"
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}
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selected_metric = metrics_map.get(metric, metrics_map["volume"])
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selected_group = groups_map.get(group_by, groups_map["day"])
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query = f"select {selected_group} as label"
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if sub_group_by and sub_group_by in groups_map:
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query += f", {groups_map[sub_group_by]} as sub_label"
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if metric == 'all':
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query += f", count(*) as value_count, sum({t_prefix}price * {t_prefix}quantity) as value_volume from trades"
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else:
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query += f", {selected_metric} as value from trades"
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if needs_metadata:
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query += " t left join metadata m on t.isin = m.isin"
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query += " where 1=1"
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if date_from:
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query += f" and {t_prefix}timestamp >= '{date_from}'"
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if date_to:
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query += f" and {t_prefix}timestamp <= '{date_to}'"
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if isins:
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isins_list = ",".join([f"'{i.strip()}'" for i in isins.split(",")])
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query += f" and {t_prefix}isin in ({isins_list})"
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if continents and needs_metadata:
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cont_list = ",".join([f"'{c.strip()}'" for c in continents.split(",")])
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query += f" and {m_prefix}continent in ({cont_list})"
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query += f" group by {selected_group}"
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if sub_group_by and sub_group_by in groups_map:
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query += f", {groups_map[sub_group_by]}"
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query += " order by label asc"
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data = query_questdb(query)
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return format_questdb_response(data)
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@app.get("/api/metadata/search")
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async def search_metadata(q: str):
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"""Case-insensitive search for ISIN or Name"""
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query = f"select isin, name from metadata where isin ilike '%{q}%' or name ilike '%{q}%' limit 10"
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data = query_questdb(query)
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return format_questdb_response(data)
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if __name__ == "__main__":
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import uvicorn
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uvicorn.run(app, host="0.0.0.0", port=8000)
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