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AJAY KASU commited on
Commit ·
28bc1a7
1
Parent(s): aa68b93
Fix: Configure Robust Real Data Fetching (Serial+Retry)
Browse files- data/data_manager.py +56 -21
data/data_manager.py
CHANGED
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@@ -96,34 +96,69 @@ class MarketDataEngine:
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def fetch_market_data(self, tickers: List[str], start_date: str = "2023-01-01") -> pd.DataFrame:
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"""
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Fetches adjusted close prices for a list of tickers.
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"""
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return pd.DataFrame()
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logger.info(f"Downloading
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if data.empty:
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logger.error("
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return pd.DataFrame()
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def _clean_data(self, df: pd.DataFrame) -> pd.DataFrame:
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"""
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def fetch_market_data(self, tickers: List[str], start_date: str = "2023-01-01") -> pd.DataFrame:
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"""
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Fetches adjusted close prices for a list of tickers using REAL data logic.
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Uses sequential fetching (threads=False) and retries to handle rate limits.
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"""
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import time
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# Clean tickers
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valid_tickers = [t.strip().upper() for t in tickers if t]
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if not valid_tickers:
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return pd.DataFrame()
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logger.info(f"Downloading prices for {len(valid_tickers)} tickers (Real Data Mode)...")
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data = pd.DataFrame()
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max_retries = 3
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for attempt in range(max_retries):
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try:
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# threads=False is key to avoiding 429 Rate Limit
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data = yf.download(valid_tickers, start=start_date, group_by='ticker', threads=False, progress=False)
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if not data.empty:
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break # Success
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logger.warning(f"Attempt {attempt+1} returned empty. Retrying...")
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time.sleep(2 ** attempt) # Backoff: 1s, 2s, 4s
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except Exception as e:
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logger.error(f"Download attempt {attempt+1} failed: {e}")
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time.sleep(2 ** attempt)
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if data.empty:
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logger.error("All download attempts failed. Returning empty DataFrame.")
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return pd.DataFrame()
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try:
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# Handle MultiIndex
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df_close = pd.DataFrame()
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if len(valid_tickers) == 1:
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t = valid_tickers[0]
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if 'Adj Close' in data.columns:
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df_close[t] = data['Adj Close']
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elif 'Close' in data.columns:
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df_close[t] = data['Close']
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else:
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try:
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df_close = data['Adj Close']
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except KeyError:
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try:
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df_close = data.xs('Adj Close', level=0, axis=1)
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except:
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try:
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df_close = data['Close']
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except:
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return pd.DataFrame()
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# Drop columns with all NaNs
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df_close.dropna(axis=1, how='all', inplace=True)
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return df_close
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except Exception as e:
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logger.error(f"Error processing market data: {e}")
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return pd.DataFrame()
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def _clean_data(self, df: pd.DataFrame) -> pd.DataFrame:
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"""
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