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Fix price fetch failing after market hours by adding 5-day daily fallback

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period=1d interval=1m returns empty after NSE closes at 3:30 PM IST.
Fall back to period=5d interval=1d to get last available close price.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Thigazhezhilan J 2026-05-28 18:50:48 +05:30
parent b06f7d4ffa
commit 622a74724b
1 changed files with 34 additions and 13 deletions
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47
indian_paper_trading_strategy/engine/data.py
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@ -1,4 +1,4 @@
# engine/data.py # engine/data.py
from datetime import datetime, timezone from datetime import datetime, timezone
from pathlib import Path from pathlib import Path
import os import os
@ -6,11 +6,11 @@ import threading
import pandas as pd import pandas as pd
import yfinance as yf import yfinance as yf
ENGINE_ROOT = Path(__file__).resolve().parents[1] ENGINE_ROOT = Path(__file__).resolve().parents[1]
HISTORY_DIR = ENGINE_ROOT / "storage" / "history" HISTORY_DIR = ENGINE_ROOT / "storage" / "history"
ALLOW_PRICE_CACHE = os.getenv("ALLOW_PRICE_CACHE", "0").strip().lower() in {"1", "true", "yes"} ALLOW_PRICE_CACHE = os.getenv("ALLOW_PRICE_CACHE", "0").strip().lower() in {"1", "true", "yes"}
_LAST_PRICE: dict[str, dict[str, object]] = {} _LAST_PRICE: dict[str, dict[str, object]] = {}
_LAST_PRICE_LOCK = threading.Lock() _LAST_PRICE_LOCK = threading.Lock()
@ -39,10 +39,10 @@ def _set_last_price(
def get_price_snapshot(ticker: str) -> dict[str, object] | None: def get_price_snapshot(ticker: str) -> dict[str, object] | None:
with _LAST_PRICE_LOCK: with _LAST_PRICE_LOCK:
data = _LAST_PRICE.get(ticker) data = _LAST_PRICE.get(ticker)
if not data: if not data:
return None return None
return dict(data) return dict(data)
@ -78,14 +78,35 @@ def fetch_live_price(
): ):
if allow_cache is None: if allow_cache is None:
allow_cache = ALLOW_PRICE_CACHE allow_cache = ALLOW_PRICE_CACHE
# Try intraday (works during market hours)
try: try:
df = yf.download( df = yf.download(
ticker, ticker,
period="1d", period="1d",
interval="1m", interval="1m",
auto_adjust=True, auto_adjust=True,
progress=False, progress=False,
timeout=5, timeout=5,
)
if df is not None and not df.empty:
close_value = df["Close"].iloc[-1]
if hasattr(close_value, "iloc"):
close_value = close_value.iloc[-1]
price = float(close_value)
_set_last_price(ticker, price, "live", provider="yfinance")
return price
except Exception:
pass
# Fallback: last close from past 5 days (works after market hours)
try:
df = yf.download(
ticker,
period="5d",
interval="1d",
auto_adjust=True,
progress=False,
timeout=5,
) )
if df is not None and not df.empty: if df is not None and not df.empty:
close_value = df["Close"].iloc[-1] close_value = df["Close"].iloc[-1]