fix: preserve TPEx OHLCV market on Yahoo fallback

src/openclaw/market_data_fetcher.py

@@ -253,20 +253,52 @@ def save_margin_data(
 # ── Yahoo Finance fallback ────────────────────────────────────────────────────
 
 _YAHOO_CHART_URL = (
-    "https://query1.finance.yahoo.com/v8/finance/chart/{symbol}.TW"
+    "https://query1.finance.yahoo.com/v8/finance/chart/{symbol}.{suffix}"
     "?interval=1d&range=5d"
 )
 
 
-def fetch_ohlcv_yahoo(symbols: List[str], sleep_sec: float = 1.0) -> Dict[str, List[Dict]]:
+def _get_symbol_markets(
+    conn: sqlite3.Connection,
+    symbols: List[str],
+) -> Dict[str, str]:
+    """Best-effort lookup of each symbol's market from existing eod_prices rows."""
+    unique_symbols = sorted({str(sym).upper() for sym in symbols if sym})
+    if not unique_symbols:
+        return {}
+
+    placeholders = ",".join("?" for _ in unique_symbols)
+    rows = conn.execute(
+        f"""
+        SELECT symbol, market
+        FROM eod_prices
+        WHERE symbol IN ({placeholders})
+        ORDER BY trade_date DESC
+        """,
+        unique_symbols,
+    ).fetchall()
+
+    result: Dict[str, str] = {}
+    for symbol, market in rows:
+        result.setdefault(str(symbol).upper(), str(market))
+    return result
+
+
+def fetch_ohlcv_yahoo(
+    symbols: List[str],
+    market_by_symbol: Optional[Dict[str, str]] = None,
+    sleep_sec: float = 1.0,
+) -> Dict[str, List[Dict]]:
     """
     Fetch recent OHLCV from Yahoo Finance as fallback when TWSE API is unavailable.
 
     Returns {symbol: [{trade_date, open, high, low, close, volume}, ...]}
     """
     result: Dict[str, List[Dict]] = {}
     for sym in symbols:
-        url = _YAHOO_CHART_URL.format(symbol=sym)
+        market = (market_by_symbol or {}).get(str(sym).upper(), "TWSE")
+        suffix = "TWO" if market == "TPEx" else "TW"
+        url = _YAHOO_CHART_URL.format(symbol=sym, suffix=suffix)
         req = urllib.request.Request(url, headers={
             "User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7)",
         })
@@ -447,10 +479,15 @@ def run_daily_fetch(
         time.sleep(1)
         ohlcv_count = 0
         twse_failed_symbols: List[str] = []
+        market_by_symbol = _get_symbol_markets(conn, ohlcv_symbols)
         today = datetime.date.today()
 
         # Try TWSE STOCK_DAY first (current month only)
         for sym in ohlcv_symbols:
+            market = market_by_symbol.get(str(sym).upper(), "TWSE")
+            if market == "TPEx":
+                twse_failed_symbols.append(sym)
+                continue
             try:
                 rows = fetch_ohlcv_month(sym, today.year, today.month)
                 if rows:
@@ -479,19 +516,23 @@ def run_daily_fetch(
                 "[market_data_fetcher] TWSE failed for %d symbols, trying Yahoo Finance",
                 len(twse_failed_symbols),
             )
-            yahoo_data = fetch_ohlcv_yahoo(twse_failed_symbols)
+            yahoo_data = fetch_ohlcv_yahoo(
+                twse_failed_symbols,
+                market_by_symbol=market_by_symbol,
+            )
             for sym, rows in yahoo_data.items():
                 if rows:
+                    market = market_by_symbol.get(str(sym).upper(), "TWSE")
                     conn.executemany(
                         """
                         INSERT OR REPLACE INTO eod_prices
                             (trade_date, market, symbol, name, open, high, low, close, volume,
                              source_url, ingested_at)
                         VALUES
-                            (:trade_date, 'TWSE', :symbol, NULL, :open, :high, :low, :close, :volume,
+                            (:trade_date, :market, :symbol, NULL, :open, :high, :low, :close, :volume,
                              'Yahoo Finance', datetime('now'))
                         """,
-                        [{"symbol": sym.upper(), **r} for r in rows],
+                        [{"symbol": sym.upper(), "market": market, **r} for r in rows],
                     )
                     conn.commit()
                     ohlcv_count += len(rows)

src/tests/test_market_data_fetcher.py

@@ -14,6 +14,7 @@
 
 import pytest
 
+import openclaw.market_data_fetcher as mdf
 from openclaw.market_data_fetcher import (
     _parse_num,
     _to_api_date,
@@ -542,3 +543,76 @@ def test_non_trading_day_returns_zero(self, conn):
 
         assert result["institution_flows"] == 0
         assert result["margin_data"] == 0
+
+    def test_tpex_symbols_skip_twse_and_use_tpex_yahoo_suffix(self, conn, monkeypatch):
+        conn.execute(
+            """
+            CREATE TABLE eod_prices (
+                trade_date TEXT NOT NULL,
+                market TEXT NOT NULL,
+                symbol TEXT NOT NULL,
+                name TEXT,
+                open REAL,
+                high REAL,
+                low REAL,
+                close REAL,
+                volume REAL,
+                source_url TEXT,
+                ingested_at TEXT,
+                PRIMARY KEY (trade_date, market, symbol)
+            )
+            """
+        )
+        conn.execute(
+            """
+            INSERT INTO eod_prices
+                (trade_date, market, symbol, name, open, high, low, close, volume, source_url, ingested_at)
+            VALUES
+                ('2026-03-20', 'TPEx', '8444', '綠河-KY', 10, 11, 9, 10.5, 1000, 'seed', datetime('now'))
+            """
+        )
+        conn.commit()
+
+        twse_calls = []
+
+        monkeypatch.setattr(mdf, "fetch_institution_flows", lambda trade_date: [])
+        monkeypatch.setattr(mdf, "save_institution_flows", lambda conn, trade_date, rows: 0)
+        monkeypatch.setattr(mdf, "fetch_margin_data", lambda trade_date: [])
+        monkeypatch.setattr(mdf, "save_margin_data", lambda conn, trade_date, rows: 0)
+
+        def fake_fetch_ohlcv_month(symbol, year, month):
+            twse_calls.append((symbol, year, month))
+            return []
+
+        def fake_fetch_ohlcv_yahoo(symbols, market_by_symbol=None, sleep_sec=1.0):
+            assert symbols == ["8444"]
+            assert market_by_symbol == {"8444": "TPEx"}
+            return {
+                "8444": [{
+                    "trade_date": "2026-03-21",
+                    "open": 10.0,
+                    "high": 11.0,
+                    "low": 9.5,
+                    "close": 10.8,
+                    "volume": 1234.0,
+                }]
+            }
+
+        monkeypatch.setattr(mdf, "fetch_ohlcv_month", fake_fetch_ohlcv_month)
+        monkeypatch.setattr(mdf, "fetch_ohlcv_yahoo", fake_fetch_ohlcv_yahoo)
+        monkeypatch.setattr(mdf.time, "sleep", lambda *_args, **_kwargs: None)
+
+        result = run_daily_fetch("2026-03-21", conn, ohlcv_symbols=["8444"])
+
+        row = conn.execute(
+            """
+            SELECT market, symbol, close, source_url
+            FROM eod_prices
+            WHERE trade_date='2026-03-21' AND symbol='8444'
+            """
+        ).fetchone()
+        assert result["ohlcv"] == 1
+        assert twse_calls == []
+        assert row["market"] == "TPEx"
+        assert row["source_url"] == "Yahoo Finance"
+        assert row["close"] == 10.8