chart/app/market/yahoo.py

import asyncio
from collections.abc import AsyncIterator
from typing import Any

import httpx
from dataclasses import replace

from app.bars.models import Bar, Timeframe
from app.bars.session import bucket_start

YAHOO_CHART_URL = "https://query1.finance.yahoo.com/v8/finance/chart/{symbol}"
MAX_1M_WINDOW_SECONDS = 8 * 24 * 60 * 60


def parse_chart(payload: dict[str, Any], tf: Timeframe, source: str = "yahoo") -> list[Bar]:
    chart = payload.get("chart", {})
    if chart.get("error"):
        raise ValueError(f"Yahoo chart error: {chart['error']}")
    results = chart.get("result") or []
    if not results:
        return []

    result = results[0]
    timestamps = result.get("timestamp") or []
    quotes = ((result.get("indicators") or {}).get("quote") or [{}])[0]
    symbol = str((result.get("meta") or {}).get("symbol") or "")
    arrays = [quotes.get(key) or [] for key in ("open", "high", "low", "close", "volume")]
    bars: list[Bar] = []
    for values in zip(timestamps, *arrays, strict=False):
        t, open_, high, low, close, volume = values
        if any(value is None for value in (t, open_, high, low, close)):
            continue
        # Yahoo stamps the in-progress candle with the moment of the request,
        # not the start of its bucket. Emitted verbatim, every poll produced a
        # new "1m" bar a few seconds after the last — 04:38:11, 04:38:50,
        # 04:39:15 — instead of revising the current minute. Bucketing makes the
        # partial candle land on its own minute, where the store replaces it.
        t = bucket_start(int(t), tf)
        bars.append(
            Bar(
                tf=tf,
                t=int(t),
                o=float(open_),
                h=float(high),
                l=float(low),
                c=float(close),
                v=int(volume or 0),
                closed=True,
                symbol=symbol,
                source=source,
            )
        )
    return bars


class YahooSource:
    name = "yahoo"
    delay_minutes = 10

    def __init__(self, poll_seconds: float = 20, client: httpx.AsyncClient | None = None):
        self.poll_seconds = poll_seconds
        self._client = client

    def supports_history(self) -> bool:
        return True

    def supports_stream(self) -> bool:
        return True

    async def _fetch(self, symbol: str, params: dict[str, str | int]) -> dict[str, Any]:
        owns_client = self._client is None
        client = self._client or httpx.AsyncClient(
            headers={"User-Agent": "Mozilla/5.0 chart.amow.com"}, timeout=30
        )
        try:
            response = await client.get(YAHOO_CHART_URL.format(symbol=symbol), params=params)
            response.raise_for_status()
            return response.json()
        finally:
            if owns_client:
                await client.aclose()

    async def history(
        self,
        symbol: str,
        tf: Timeframe,
        start: int | None = None,
        end: int | None = None,
        *,
        range_: str | None = None,
    ) -> list[Bar]:
        if tf not in (Timeframe.M1, Timeframe.M30, Timeframe.H1):
            raise ValueError("YahooSource history supports only 1m, 30m and 1h inputs")
        interval = tf.value
        if range_ is not None:
            return parse_chart(
                await self._fetch(symbol, {"interval": interval, "range": range_}), tf
            )
        if start is None or end is None:
            raise ValueError("start/end or range_ is required")
        if end <= start:
            return []

        window = MAX_1M_WINDOW_SECONDS if tf is Timeframe.M1 else end - start
        by_time: dict[int, Bar] = {}
        cursor = start
        while cursor < end:
            window_end = min(cursor + window, end)
            payload = await self._fetch(
                symbol,
                {"interval": interval, "period1": cursor, "period2": window_end},
            )
            by_time.update((bar.t, bar) for bar in parse_chart(payload, tf))
            cursor = window_end
        return [by_time[t] for t in sorted(by_time)]

    async def stream(self, symbol: str) -> AsyncIterator[Bar]:
        last_emitted = -1
        while True:
            bars = await self.history(symbol, Timeframe.M1, range_="1d")
            for index, bar in enumerate(bars):
                # The final candle is still forming. Marked unclosed it revises
                # the last bar and the live price without entering the
                # aggregator, which would otherwise add its volume to every
                # higher timeframe again on every poll. last_emitted tracks the
                # newest *settled* bar, so the forming minute is re-sent each
                # poll and finally sent once more as closed.
                forming = index == len(bars) - 1
                if bar.t < last_emitted or (bar.t == last_emitted and not forming):
                    continue
                yield replace(bar, closed=not forming)
                if not forming:
                    last_emitted = bar.t
            await asyncio.sleep(self.poll_seconds)