import full eventflow project

backend/fastapi_app/services/market_moves.py

@@ -0,0 +1,68 @@
+import json
+import os
+import subprocess
+from typing import Any
+
+
+WATCHLIST_DEFAULT = [
+    # A-share ETF proxies for indices (QFR raw data uses ETF parquets)
+    # HS300
+    "510300.SH",
+    # ZZ500
+    "510500.SH",
+    # ChiNext
+    "159915.SZ",
+    # SSE50 proxy (may not exist in rawdir unless downloaded)
+    "510050.SH",
+
+    # Futures placeholders (not in QFR rawdir by default; will show as errors until sourced)
+    "AU.SHF",
+    "CU.SHF",
+    "M.DCE",
+    "TA.CZCE",
+    "SC.INE",
+]
+
+
+def fetch_moves_via_qfr(*, trade_date: str | None = None, symbols: list[str] | None = None) -> dict[str, Any]:
+    """Fetch day-level moves by shelling out to the existing qfr conda env.
+
+    Reason: eventflow env is kept minimal; qfr env already has pandas/pyarrow.
+    """
+
+    sym_list = symbols or WATCHLIST_DEFAULT
+    rawdir = os.environ.get("QFR_RAWDIR", "/home/openclaw/projects/quant-factor-research/data/raw")
+
+    env = os.environ.copy()
+    env["QFR_RAWDIR"] = rawdir
+    env["QFR_SYMBOLS"] = ",".join(sym_list)
+    if trade_date:
+        env["QFR_TRADE_DATE"] = trade_date
+
+    conda = os.environ.get("CONDA_BIN", "/home/openclaw/miniconda3/bin/conda")
+    script = os.path.join(os.path.dirname(__file__), "market_moves_qfr.py")
+
+    cmd = [conda, "run", "-n", "qfr", "python", script]
+    proc = subprocess.run(cmd, env=env, stdout=subprocess.PIPE, stderr=subprocess.PIPE, text=True)
+
+    if proc.returncode != 0:
+        return {
+            "ok": False,
+            "error": "qfr_subprocess_failed",
+            "returncode": proc.returncode,
+            "stderr": proc.stderr[-4000:],
+        }
+
+    try:
+        data = json.loads(proc.stdout)
+    except json.JSONDecodeError:
+        return {
+            "ok": False,
+            "error": "invalid_json_from_qfr",
+            "stdout": proc.stdout[-2000:],
+            "stderr": proc.stderr[-2000:],
+        }
+
+    data["ok"] = True
+    data["symbols"] = sym_list
+    return data