Fix daily_update.py: complete rewrite with full update_symbol logic (DOGEUSDT, XRPUSDT, SOLUSDT + others)

scripts/daily_update.py

@@ -1,19 +1,19 @@
 #!/usr/bin/env python3
 """
-Daily updater for commanderzee/1s-crypto-data
-==============================================
-Checks the latest timestamp in each asset's combined Parquet,
-downloads any missing daily 1s files from Binance Vision, and
-appends them to the HuggingFace dataset.
+daily_update.py
+===============
+Checks the latest timestamp in each asset's combined Parquet on HuggingFace,
+downloads any missing daily 1s files from Binance Vision, and appends them.
 
-Run this script daily (e.g. via a cron job, Replit workflow, or HF Space).
+Run this script daily (e.g. via a cron job, Replit workflow, or HF Spaces scheduler).
 
 Binance daily endpoint:
   https://data.binance.vision/data/spot/daily/klines/{SYMBOL}/1s/{SYMBOL}-1s-YYYY-MM-DD.zip
 
 Usage:
-  HF_TOKEN=<your_token> python daily_update.py
-  python daily_update.py --dry-run     # show what would be downloaded, no upload
+  HF_TOKEN=<token> python scripts/daily_update.py
+  python scripts/daily_update.py --dry-run            # show what would be fetched, no upload
+  python scripts/daily_update.py --symbols DOGEUSDT   # update one symbol only
 """
 
 import argparse
@@ -38,7 +38,7 @@ REPO_ID       = "commanderzee/1s-crypto-data"
 HF_TOKEN      = os.environ.get("HF_TOKEN", "")
 BINANCE_DAILY = "https://data.binance.vision/data/spot/daily/klines"
 
-SYMBOLS = ["BTCUSDT", "ETHUSDT", "BNBUSDT", "XRPUSDT", "DOGEUSDT", "SOLUSDT"]
+SYMBOLS = ["DOGEUSDT", "XRPUSDT", "SOLUSDT", "BTCUSDT", "ETHUSDT", "BNBUSDT"]
 
 PA_SCHEMA = pa.schema([
     ("open_time_s", pa.int64()),
@@ -51,14 +51,14 @@ PA_SCHEMA = pa.schema([
 
 
 def download_daily(symbol: str, date: datetime.date, retries: int = 3):
-    """Download one day of 1s data from Binance Vision. Returns DataFrame or None."""
+    """Download one day of 1s OHLCV data from Binance Vision. Returns DataFrame or None."""
     fname = f"{symbol}-1s-{date:%Y-%m-%d}.zip"
     url   = f"{BINANCE_DAILY}/{symbol}/1s/{fname}"
     for attempt in range(retries):
         try:
             r = requests.get(url, timeout=120)
             if r.status_code == 404:
-                return None          # day not published yet
+                return None   # day not published yet
             r.raise_for_status()
             with zipfile.ZipFile(io.BytesIO(r.content)) as z:
                 with z.open(z.namelist()[0]) as f:
@@ -68,13 +68,14 @@ def download_daily(symbol: str, date: datetime.date, retries: int = 3):
                         names=["open_time", "open", "high", "low", "close", "volume"],
                         dtype={
                             "open_time": np.int64,
-                            "open":   np.float64,
-                            "high":   np.float64,
-                            "low":    np.float64,
-                            "close":  np.float64,
-                            "volume": np.float64,
+                            "open":      np.float64,
+                            "high":      np.float64,
+                            "low":       np.float64,
+                            "close":     np.float64,
+                            "volume":    np.float64,
                         }
                     )
+            # Binance timestamps are milliseconds; some older files use microseconds
             sample  = df["open_time"].iloc[0]
             divisor = 1_000_000 if sample > 2e12 else 1_000
             df["open_time_s"] = (df["open_time"] // divisor).astype(np.int64)
@@ -89,13 +90,13 @@ def download_daily(symbol: str, date: datetime.date, retries: int = 3):
 def update_symbol(symbol: str, api: HfApi, dry_run: bool = False) -> int:
     """
     Update one asset's combined Parquet with any missing days.
-    Returns number of new rows appended.
+    Returns number of new rows appended (0 if already up to date or dry-run).
     """
     hf_path = f"data/{symbol}_1s.parquet"
     print(f"\n  {'─'*50}")
     print(f"  {symbol}")
 
-    # Download existing combined Parquet from HF
+    # ── 1. Fetch existing combined Parquet ────────────────────────────────────
     print(f"  Fetching existing parquet from HF...", flush=True)
     try:
         local_existing = hf_hub_download(
@@ -103,83 +104,95 @@ def update_symbol(symbol: str, api: HfApi, dry_run: bool = False) -> int:
             filename=hf_path,
             repo_type="dataset",
             token=HF_TOKEN,
-            force_download=True,    # always get freshest version
+            force_download=True,   # always get freshest version
         )
-        existing = pd.read_parquet(local_existing)
+        existing = pd.read_parquet(local_existing, engine="pyarrow")
     except Exception as e:
         print(f"  Could not fetch existing file: {e}")
+        print(f"  Has the combined file been created yet? Run merge_yearly.py first.")
         return 0
 
-    latest_ts  = existing["open_time_s"].max()
-    latest_dt  = datetime.datetime.utcfromtimestamp(latest_ts).date()
-    print(f"  Latest data: {latest_dt}  ({len(existing):,} rows)")
-
-    # Determine missing days: day after latest through yesterday UTC
-    yesterday = datetime.datetime.utcnow().date() - datetime.timedelta(days=1)
-    missing   = [latest_dt + datetime.timedelta(days=d)
-                 for d in range(1, (yesterday - latest_dt).days + 1)]
-
-    if not missing:
-        print(f"  Already up to date (latest={latest_dt}, yesterday={yesterday})")
+    latest_ts   = int(existing["open_time_s"].max())
+    latest_date = datetime.date.fromtimestamp(latest_ts)
+    print(f"  Existing rows: {len(existing):,}  |  latest: {latest_date}")
+
+    # ── 2. Determine which dates are missing ──────────────────────────────────
+    # Binance publishes the previous day's data with ~1-2 hour delay UTC
+    yesterday     = datetime.date.today() - datetime.timedelta(days=1)
+    missing_dates = []
+    d = latest_date + datetime.timedelta(days=1)
+    while d <= yesterday:
+        missing_dates.append(d)
+        d += datetime.timedelta(days=1)
+
+    if not missing_dates:
+        print(f"  Already up to date through {latest_date}. Nothing to do.")
         return 0
 
-    print(f"  Missing {len(missing)} day(s): {missing[0]} → {missing[-1]}")
+    print(f"  Missing {len(missing_dates)} day(s): {missing_dates[0]} → {missing_dates[-1]}")
+
     if dry_run:
-        print(f"  [DRY RUN] would download {len(missing)} days — no upload")
+        print(f"  [dry-run] Would download {len(missing_dates)} day(s) and append them.")
         return 0
 
-    # Download missing days
+    # ── 3. Download missing daily files ───────────────────────────────────────
     new_frames = []
-    for d in missing:
-        df = download_daily(symbol, d)
-        if df is None:
-            print(f"    {d}: not yet available — stopping here")
-            break
-        new_frames.append(df)
-        print(f"    {d}: {len(df):,} rows downloaded", flush=True)
+    for date in missing_dates:
+        print(f"    Fetching {date}...", flush=True)
+        df = download_daily(symbol, date)
+        if df is not None:
+            print(f"      {len(df):,} rows")
+            new_frames.append(df)
+        else:
+            print(f"      Not available yet — skipping.")
 
     if not new_frames:
-        print(f"  No new data available")
+        print(f"  No new data available for download.")
         return 0
 
-    new_data  = pd.concat(new_frames, ignore_index=True)
-    n_new     = len(new_data)
-    combined  = (pd.concat([existing, new_data], ignore_index=True)
-                   .drop_duplicates("open_time_s")
-                   .sort_values("open_time_s")
-                   .reset_index(drop=True))
-    del existing, new_data, new_frames; gc.collect()
+    # ── 4. Merge and deduplicate ──────────────────────────────────────────────
+    n_new    = sum(len(f) for f in new_frames)
+    new_data = pd.concat(new_frames, ignore_index=True)
+    del new_frames; gc.collect()
 
-    latest_after = datetime.datetime.utcfromtimestamp(
-        combined["open_time_s"].max()).date()
+    combined = pd.concat([existing, new_data], ignore_index=True)
+    del existing, new_data; gc.collect()
+
+    combined = (
+        combined
+        .sort_values("open_time_s")
+        .drop_duplicates("open_time_s")
+        .reset_index(drop=True)
+    )
+    latest_after = datetime.date.fromtimestamp(int(combined["open_time_s"].max()))
 
-    # Write and upload
+    # ── 5. Write and upload ───────────────────────────────────────────────────
     local_out = Path(f"/tmp/{symbol}_1s_updated.parquet")
     table     = pa.Table.from_pandas(combined, schema=PA_SCHEMA, preserve_index=False)
+    del combined; gc.collect()
     pq.write_table(table, local_out, compression="snappy")
-    file_mb   = local_out.stat().st_size / 1e6
-    del combined, table; gc.collect()
+    file_mb = local_out.stat().st_size / 1e6
 
-    print(f"  Uploading {file_mb:.0f} MB ({n_new:+,} new rows, now up to {latest_after})...",
+    print(f"  Uploading {file_mb:.0f} MB (+{n_new:,} new rows, now through {latest_after})...",
           flush=True)
     api.upload_file(
         path_or_fileobj=str(local_out),
         path_in_repo=hf_path,
         repo_id=REPO_ID,
         repo_type="dataset",
-        commit_message=f"Daily update {symbol}: add {n_new:,} rows through {latest_after}",
+        commit_message=f"Daily update {symbol}: +{n_new:,} rows through {latest_after}",
     )
-    local_out.unlink()
-    print(f"  Done: +{n_new:,} rows → {latest_after}")
+    local_out.unlink(missing_ok=True)
+    print(f"  Done: +{n_new:,} rows → data is current through {latest_after}")
     return n_new
 
 
 def main():
     parser = argparse.ArgumentParser(description="Daily updater for 1s crypto dataset")
-    parser.add_argument("--dry-run",  action="store_true",
+    parser.add_argument("--dry-run", action="store_true",
                         help="Show what would be downloaded without uploading")
-    parser.add_argument("--symbols",  nargs="+", default=SYMBOLS,
-                        help="Only update these symbols (default: all 6)")
+    parser.add_argument("--symbols", nargs="+", default=SYMBOLS,
+                        help="Only update these symbols (default: all)")
     args = parser.parse_args()
 
     if not HF_TOKEN and not args.dry_run:
@@ -191,6 +204,8 @@ def main():
     print(f"{'='*55}")
     print(f"  1s Crypto Dataset — Daily Updater")
     print(f"  {datetime.datetime.utcnow().strftime('%Y-%m-%d %H:%M UTC')}")
+    if args.dry_run:
+        print("  Mode: DRY RUN")
     print(f"{'='*55}")
 
     total_new = 0
@@ -199,7 +214,7 @@ def main():
             n = update_symbol(symbol, api, dry_run=args.dry_run)
             total_new += n
         except Exception as e:
-            print(f"  ERROR updating {symbol}: {e}")
+            print(f"  FATAL ERROR updating {symbol}: {e}")
 
     print(f"\n{'='*55}")
     print(f"  Update complete — {total_new:,} total new rows added")