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Daily embedding update script.
Run: python -m scripts.update_embeddings
Saves embeddings to models/embeddings.json
"""
import os
import sys
import json
import numpy as np
sys.path.insert(0, os.path.join(os.path.dirname(__file__), ".."))
from app.services.data_fetcher import LQ45_TICKERS, fetch_ohlcv
from app.models.embeddings import compute_embedding
MODEL_DIR = os.path.join(os.path.dirname(__file__), "..", "models")
EMBEDDINGS_PATH = os.path.join(MODEL_DIR, "embeddings.json")
os.makedirs(MODEL_DIR, exist_ok=True)
# Rough sector mapping for LQ45 tickers (IDX sector codes 1-12)
SECTOR_MAP: dict[str, int] = {
"BBCA": 4, "BBRI": 4, "BBNI": 4, "BMRI": 4, "BBTN": 4, # banking
"TLKM": 7, "EXCL": 7, "TBIG": 7, "TOWR": 7, # telecom
"ASII": 3, "ICBP": 2, "INDF": 2, "UNVR": 2, "SIDO": 2, # consumer
"ANTM": 5, "TINS": 5, "PTBA": 5, "ADRO": 5, "ITMG": 5, # mining
"INCO": 5, "MDKA": 5, "HRUM": 5, "MEDC": 5,
"SMGR": 1, "INTP": 1, # cement/basic materials
"KLBF": 6, "MIKA": 6, # healthcare
"JSMR": 8, "WIKA": 8, "WSKT": 8, # infra
"AALI": 9, "CPIN": 9, "JPFA": 9, # agri
"MAPI": 2, "AMRT": 2, "ERAA": 2, # retail
"PGAS": 10, "PGEO": 10, # energy
"BUKA": 11, "GOTO": 11, "EMTK": 11, # tech
"BRPT": 1, "INKP": 1, # chemicals/paper
"SRTG": 12, "MNCN": 12, # conglomerate/media
"MBMA": 5, "SMRA": 8,
}
def update():
embeddings: dict[str, list[float]] = {}
# Load existing to preserve tickers not in current batch
if os.path.exists(EMBEDDINGS_PATH):
with open(EMBEDDINGS_PATH) as f:
embeddings = json.load(f)
print(f"Updating embeddings for {len(LQ45_TICKERS)} tickers...")
updated = 0
for i, ticker in enumerate(LQ45_TICKERS):
data = fetch_ohlcv(ticker, period="2y")
if data is None:
print(f" [{i+1}/{len(LQ45_TICKERS)}] {ticker}: no data, skipping")
continue
sector_id = SECTOR_MAP.get(ticker, 0)
emb = compute_embedding(data["closes"], data["volumes"], sector_id)
key = f"{ticker}.JK"
embeddings[key] = emb.tolist()
updated += 1
print(f" [{i+1}/{len(LQ45_TICKERS)}] {ticker}: ok")
with open(EMBEDDINGS_PATH, "w") as f:
json.dump(embeddings, f)
print(f"\nDone. {updated} embeddings saved to {EMBEDDINGS_PATH}")
if __name__ == "__main__":
update()
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