feat: integrate quantitative, calendar, market data endpoints
Add 3 new service layers and route modules: - quantitative_service: Sharpe ratio, CAPM, normality tests, unit root tests - calendar_service: earnings/dividends/IPO/splits calendars, estimates, SEC ownership - market_service: ETF, index, crypto, forex, options, futures data Total endpoints: 50. All use free providers (yfinance, SEC). Update README with comprehensive endpoint documentation.
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routes_quantitative.py
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routes_quantitative.py
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"""Routes for quantitative analysis: risk metrics, CAPM, normality, unit root."""
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import functools
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import logging
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from collections.abc import Awaitable, Callable
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from typing import ParamSpec, TypeVar
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from fastapi import APIRouter, HTTPException, Path, Query
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from models import SYMBOL_PATTERN, ApiResponse
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import quantitative_service
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logger = logging.getLogger(__name__)
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router = APIRouter(prefix="/api/v1")
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P = ParamSpec("P")
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R = TypeVar("R")
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def _validate_symbol(symbol: str) -> str:
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if not SYMBOL_PATTERN.match(symbol):
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raise HTTPException(status_code=400, detail="Invalid symbol format")
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return symbol.upper()
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def _safe(fn: Callable[P, Awaitable[R]]) -> Callable[P, Awaitable[R]]:
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@functools.wraps(fn)
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async def wrapper(*args: P.args, **kwargs: P.kwargs) -> R:
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try:
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return await fn(*args, **kwargs)
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except HTTPException:
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raise
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except Exception:
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logger.exception("Upstream data error")
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raise HTTPException(
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status_code=502,
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detail="Data provider error. Check server logs.",
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)
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return wrapper # type: ignore[return-value]
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@router.get("/stock/{symbol}/performance", response_model=ApiResponse)
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@_safe
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async def stock_performance(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=30, le=3650),
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):
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"""Performance metrics: Sharpe, Sortino, max drawdown, volatility."""
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symbol = _validate_symbol(symbol)
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data = await quantitative_service.get_performance_metrics(symbol, days=days)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/capm", response_model=ApiResponse)
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@_safe
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async def stock_capm(symbol: str = Path(..., min_length=1, max_length=20)):
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"""CAPM: beta, alpha, systematic and idiosyncratic risk."""
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symbol = _validate_symbol(symbol)
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data = await quantitative_service.get_capm(symbol)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/normality", response_model=ApiResponse)
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@_safe
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async def stock_normality(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=30, le=3650),
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):
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"""Normality tests: Jarque-Bera, Shapiro-Wilk on returns."""
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symbol = _validate_symbol(symbol)
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data = await quantitative_service.get_normality_test(symbol, days=days)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/unitroot", response_model=ApiResponse)
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@_safe
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async def stock_unitroot(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=30, le=3650),
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):
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"""Unit root tests: ADF, KPSS for stationarity."""
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symbol = _validate_symbol(symbol)
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data = await quantitative_service.get_unitroot_test(symbol, days=days)
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return ApiResponse(data=data)
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