103 lines
3.0 KiB
Python
103 lines
3.0 KiB
Python
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"""
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Collect KIS intraday minute bars for selected tickers.
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Usage:
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python scripts/collect_minute_data.py --tickers 005930,000660
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python scripts/collect_minute_data.py --top 30
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"""
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import argparse
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import asyncio
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import csv
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import json
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import os
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import sys
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from datetime import datetime
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from pathlib import Path
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ROOT = Path(__file__).resolve().parent.parent
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sys.path.insert(0, str(ROOT))
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from app.main import load_env
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from app.execution.kis_client import KISClient
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OUT_ROOT = ROOT / "data" / "external" / "minute"
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def _date_dir(date_text: str | None) -> str:
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if date_text:
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return date_text.replace("-", "")
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return datetime.now().strftime("%Y%m%d")
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def _load_cached_tickers(limit: int) -> list[str]:
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cache = ROOT / "data" / "universe_cache.json"
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if not cache.exists():
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return []
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data = json.loads(cache.read_text(encoding="utf-8"))
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return list(data.get("tickers", []))[:limit]
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async def _resolve_tickers(kis: KISClient, args) -> list[str]:
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if args.tickers:
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return [t.strip() for t in args.tickers.split(",") if t.strip()]
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cached = _load_cached_tickers(args.top)
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if cached:
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return cached
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rank = await kis.get_volume_rank(top_n=args.top)
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return [r["ticker"] for r in rank]
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def _write_csv(path: Path, rows: list[dict]):
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path.parent.mkdir(parents=True, exist_ok=True)
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with path.open("w", newline="", encoding="utf-8-sig") as f:
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writer = csv.DictWriter(f, fieldnames=["date", "time", "ticker", "open", "high", "low", "close", "volume"])
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writer.writeheader()
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writer.writerows(rows)
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async def main_async(args):
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load_env()
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if args.real_quotes:
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os.environ["KIS_MOCK"] = "false"
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kis = KISClient()
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await kis.get_access_token()
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tickers = await _resolve_tickers(kis, args)
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out_dir = OUT_ROOT / _date_dir(args.date)
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saved = 0
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for ticker in tickers:
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try:
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rows = await kis.get_ohlcv_minute(ticker, hour=args.hour)
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if rows:
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_write_csv(out_dir / f"{ticker}.csv", rows)
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saved += 1
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print(f"saved {ticker}: {len(rows)} rows")
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else:
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print(f"no rows {ticker}")
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except Exception as exc:
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print(f"failed {ticker}: {exc}", file=sys.stderr)
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await asyncio.sleep(args.sleep)
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print(f"minute collection done: saved={saved}/{len(tickers)}, dir={out_dir}")
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def main():
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parser = argparse.ArgumentParser()
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parser.add_argument("--date", help="YYYY-MM-DD or YYYYMMDD. Defaults to today.")
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parser.add_argument("--tickers", help="Comma-separated tickers.")
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parser.add_argument("--top", type=int, default=30)
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parser.add_argument("--hour", default="153000", help="KIS upper-bound time HHMMSS.")
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parser.add_argument("--sleep", type=float, default=1.1)
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parser.add_argument("--real-quotes", action="store_true", help="Use real quote API even if .env is mock.")
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args = parser.parse_args()
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asyncio.run(main_async(args))
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if __name__ == "__main__":
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main()
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