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d86b5a2 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 | import asyncio
import json
import logging
from pathlib import Path
import os
import sys
from typing import Dict, Any, List
# Setup logging
logging.basicConfig(level=logging.INFO, format="%(asctime)s [%(levelname)s] %(name)s: %(message)s")
logger = logging.getLogger("Scraper")
# Setup system paths
sys.path.append(str(Path(__file__).resolve().parent.parent))
import config
from core.wq_client import AsyncBrainClient, _parse_retry_after
async def scrape_fields():
# Active regions, universes, and delays to capture all 100k+ fields
regions = ["USA", "GLB", "EUR", "ASI", "CHN", "AMR", "IND", "MEA"]
universes = ["TOP3000", "TOP2000", "TOP1000", "TOP500", "TOP200", "TOPSP500", "GLB3000", "GLB2000"]
delays = [0, 1]
# Load existing cache if any to build on top of it
cache_file = config.DATA_DIR / "data_fields_cache.json"
all_categorized_fields = {}
if cache_file.exists():
try:
with open(cache_file, "r") as f:
all_categorized_fields = json.load(f)
total = sum(len(v) for v in all_categorized_fields.values())
logger.info(f"Loaded existing cache containing {total} fields.")
except Exception:
all_categorized_fields = {}
async with AsyncBrainClient() as client:
# Authenticate first
authenticated = await client.authenticate()
if not authenticated:
logger.error("Authentication with WorldQuant BRAIN failed. Please ensure credentials are set.")
return
session = await client.get_session()
# Track unique field IDs
seen_ids = set()
for cat, fields in all_categorized_fields.items():
for f in fields:
seen_ids.add(f["id"])
logger.info("Starting recursive pagination across all categories, regions, and universes...")
# Paginate through combinations
for region in regions:
for universe in universes:
for delay in delays:
logger.info(f"Scraping Region: {region}, Universe: {universe}, Delay: {delay}...")
offset = 0
limit = 50
consecutive_empty = 0
while True:
url = f"{client.base_url}/data-fields"
params = {
"instrumentType": "EQUITY",
"region": region,
"delay": delay,
"universe": universe,
"limit": limit,
"offset": offset
}
try:
async with session.get(url, params=params) as response:
if response.status == 401:
logger.info("Session expired. Authenticating...")
await client.authenticate()
continue
if response.status == 429 or "Retry-After" in response.headers:
retry_after = _parse_retry_after(response.headers, 15)
logger.warning(f"Rate limited. Waiting {retry_after} seconds...")
await asyncio.sleep(retry_after)
continue
if response.status != 200:
body = await response.text()
logger.error(f"HTTP {response.status}: {body[:200]}")
break
data = await response.json()
results = data.get("results", [])
if not results:
consecutive_empty += 1
if consecutive_empty >= 2:
break
offset += limit
continue
consecutive_empty = 0
new_added = 0
for field in results:
fid = field.get("id")
if not fid or fid in seen_ids:
continue
desc = field.get("description", "")
category = field.get("category", {})
cat_name = category.get("name", "Other") if isinstance(category, dict) else "Other"
field_type = field.get("type", "MATRIX")
if cat_name not in all_categorized_fields:
all_categorized_fields[cat_name] = []
all_categorized_fields[cat_name].append({
"id": fid,
"desc": desc,
"type": field_type
})
seen_ids.add(fid)
new_added += 1
total_now = sum(len(v) for v in all_categorized_fields.values())
logger.info(f"[{region}/{universe}] Fetched {len(results)} fields (offset {offset}). Added {new_added} new. Total Cache Size: {total_now}")
if len(results) < limit:
break
offset += limit
await asyncio.sleep(0.5) # Politeness interval
except Exception as e:
logger.error(f"Network error: {e}")
await asyncio.sleep(5)
break
# Save progress after finishing a universe
if seen_ids:
with open(cache_file, "w") as f:
json.dump(all_categorized_fields, f, indent=2)
total_scraped = sum(len(v) for v in all_categorized_fields.values())
logger.info(f"Fields scrape complete! Total fields saved to cache: {total_scraped}")
if __name__ == "__main__":
asyncio.run(scrape_fields())
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