06/01 Optimize porfolio page

app/services/investment_service.py

@@ -111,13 +111,81 @@ TIMEFRAME_MAP = {
 }
 
 
+def _extract_day_change_from_meta(meta):
+    """
+    Extract open-to-current day change from a Yahoo Finance v8 meta block.
+    Returns (open_price, current_price, day_change, day_change_pct) or (None,)*4.
+
+    Yahoo Finance always includes regularMarketOpen (session open) and
+    regularMarketPrice (latest trade), so this gives the true intraday move
+    rather than the previous-close-to-latest approximation.
+    """
+    try:
+        open_price    = float(meta['regularMarketOpen'])
+        current_price = float(meta['regularMarketPrice'])
+        day_change    = round(current_price - open_price, 4)
+        day_change_pct = round(day_change / open_price * 100, 2) if open_price != 0 else 0
+        return open_price, current_price, day_change, day_change_pct
+    except (KeyError, TypeError, ValueError):
+        return None, None, None, None
+
+
+def fetch_day_change(ticker):
+    """
+    Lightweight call: fetch today's open price and current price only.
+    Uses meta.regularMarketOpen / meta.regularMarketPrice from Yahoo Finance.
+
+    Returns dict: {ticker, open, current, day_change, day_change_pct}
+    or None on failure.
+    """
+    if not ticker:
+        return None
+    ticker = ticker.upper().strip()
+
+    for subdomain in ('query1', 'query2'):
+        url = (
+            f'https://{subdomain}.finance.yahoo.com/v8/finance/chart/{ticker}'
+            f'?range=1d&interval=1d&includePrePost=false'
+        )
+        try:
+            resp = requests.get(url, headers=HEADERS, timeout=10)
+            if resp.status_code != 200:
+                continue
+            result = resp.json().get('chart', {}).get('result')
+            if not result:
+                return None
+
+            meta = result[0].get('meta', {})
+            open_p, curr, chg, chg_pct = _extract_day_change_from_meta(meta)
+            if open_p is None:
+                return None
+
+            log.info('[investment] %s day change: open=%.4f current=%.4f chg=%.4f (%.2f%%)',
+                     ticker, open_p, curr, chg, chg_pct)
+            return {
+                'ticker':         ticker,
+                'open':           open_p,
+                'current':        curr,
+                'day_change':     chg,
+                'day_change_pct': chg_pct,
+            }
+        except Exception as exc:
+            log.warning('[investment] %s day-change fetch failed (%s): %s', ticker, subdomain, exc)
+
+    return None
+
+
 def fetch_price_history(ticker, timeframe='1M'):
     """
     Fetch historical closing prices for a ticker via Yahoo Finance v8 API.
     timeframe: '1W' | '1M' | '3M' | '6M' | '1Y'
 
+    day_change / day_change_pct reflect the true intraday move
+    (regularMarketOpen → regularMarketPrice) from the response meta,
+    not the close-to-close approximation.
+
     Returns dict:
-      ticker, current, prev_close, day_change, day_change_pct,
+      ticker, current, open_price, day_change, day_change_pct,
       period_change, period_change_pct, dates, closes, timeframe
     Returns None on failure.
     """
@@ -141,6 +209,7 @@ def fetch_price_history(ticker, timeframe='1M'):
             if not result:
                 return None
 
+            meta        = result[0].get('meta', {})
             timestamps  = result[0].get('timestamp', [])
             closes_raw  = result[0]['indicators']['quote'][0].get('close', [])
             pairs       = [(t, c) for t, c in zip(timestamps, closes_raw) if c is not None]
@@ -150,18 +219,26 @@ def fetch_price_history(ticker, timeframe='1M'):
             dates  = [datetime.utcfromtimestamp(t).strftime('%Y-%m-%d') for t, _ in pairs]
             closes = [round(float(c), 4) for _, c in pairs]
 
-            current          = closes[-1]
-            prev             = closes[-2] if len(closes) > 1 else current
-            day_change       = round(current - prev, 4)
-            day_change_pct   = round(day_change / prev * 100, 2) if prev != 0 else 0
+            # Use meta for accurate day change (open → current), fall back to
+            # close-to-close only when meta fields are absent.
+            open_p, curr, day_change, day_change_pct = _extract_day_change_from_meta(meta)
+            if open_p is None:
+                curr          = closes[-1]
+                prev          = closes[-2] if len(closes) > 1 else curr
+                day_change    = round(curr - prev, 4)
+                day_change_pct = round(day_change / prev * 100, 2) if prev != 0 else 0
+                open_p        = prev
+
+            current           = curr if curr is not None else closes[-1]
             period_change     = round(current - closes[0], 4)
             period_change_pct = round(period_change / closes[0] * 100, 2) if closes[0] != 0 else 0
 
-            log.info('[investment] %s history: %d points (%s)', ticker, len(closes), timeframe)
+            log.info('[investment] %s history: %d points (%s) day_chg=%.2f%%',
+                     ticker, len(closes), timeframe, day_change_pct)
             return {
                 'ticker':             ticker,
                 'current':            current,
-                'prev_close':         prev,
+                'open_price':         open_p,
                 'day_change':         day_change,
                 'day_change_pct':     day_change_pct,
                 'period_change':      period_change,