feat: add 67 new endpoints across 10 feature groups

Prerequisite refactor:
- Consolidate duplicate _to_dicts into shared obb_utils.to_list
- Add fetch_historical and first_or_empty helpers to obb_utils

Phase 1 - Local computation (no provider risk):
- Group I: 12 technical indicators (ATR, ADX, Stoch, OBV, Ichimoku,
  Donchian, Aroon, CCI, Keltner, Fibonacci, A/D, Volatility Cones)
- Group J: Sortino, Omega ratios + rolling stats (variance, stdev,
  mean, skew, kurtosis, quantile via generic endpoint)
- Group H: ECB currency reference rates

Phase 2 - FRED/Federal Reserve providers:
- Group C: 10 fixed income endpoints (treasury rates, yield curve,
  auctions, TIPS, EFFR, SOFR, HQM, commercial paper, spot rates,
  spreads)
- Group D: 11 economy endpoints (CPI, GDP, unemployment, PCE, money
  measures, CLI, HPI, FRED search, balance of payments, Fed holdings,
  FOMC documents)
- Group E: 5 survey endpoints (Michigan, SLOOS, NFP, Empire State,
  BLS search)

Phase 3 - SEC/stockgrid/FINRA providers:
- Group B: 4 equity fundamental endpoints (management, dividends,
  SEC filings, company search)
- Group A: 4 shorts/dark pool endpoints (short volume, FTD, short
  interest, OTC dark pool)
- Group F: 3 index/ETF enhanced (S&P 500 multiples, index
  constituents, ETF N-PORT)

Phase 4 - Regulators:
- Group G: 5 regulatory endpoints (COT report, COT search, SEC
  litigation, institution search, CIK mapping)

Security hardening:
- Service-layer allowlists for all getattr dynamic dispatch
- Regex validation on date, country, security_type, form_type params
- Exception handling in fetch_historical
- Callable guard on rolling stat dispatch

Total: 32 existing + 67 new = 99 endpoints, all free providers.
This commit is contained in:
Yaojia Wang
2026-03-19 17:28:31 +01:00
parent b6f49055ad
commit 87260f4b10
24 changed files with 1877 additions and 64 deletions

156
economy_service.py Normal file
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"""Economy data: FRED search, regional data, Fed holdings, FOMC documents."""
import asyncio
import logging
from typing import Any
from openbb import obb
from obb_utils import to_list
logger = logging.getLogger(__name__)
async def get_cpi(country: str = "united_states") -> list[dict[str, Any]]:
"""Get Consumer Price Index data."""
try:
result = await asyncio.to_thread(
obb.economy.cpi, country=country, provider="fred"
)
return to_list(result)
except Exception:
logger.warning("CPI failed for %s", country, exc_info=True)
return []
_VALID_GDP_TYPES = {"nominal", "real", "forecast"}
async def get_gdp(gdp_type: str = "real") -> list[dict[str, Any]]:
"""Get GDP data (nominal, real, or forecast)."""
if gdp_type not in _VALID_GDP_TYPES:
return []
try:
fn = getattr(obb.economy.gdp, gdp_type, None)
if fn is None:
return []
result = await asyncio.to_thread(fn, provider="oecd")
return to_list(result)
except Exception:
logger.warning("GDP %s failed", gdp_type, exc_info=True)
return []
async def get_unemployment(country: str = "united_states") -> list[dict[str, Any]]:
"""Get unemployment rate data."""
try:
result = await asyncio.to_thread(
obb.economy.unemployment, country=country, provider="oecd"
)
return to_list(result)
except Exception:
logger.warning("Unemployment failed for %s", country, exc_info=True)
return []
async def get_composite_leading_indicator(
country: str = "united_states",
) -> list[dict[str, Any]]:
"""Get Composite Leading Indicator (recession predictor)."""
try:
result = await asyncio.to_thread(
obb.economy.composite_leading_indicator, country=country, provider="oecd"
)
return to_list(result)
except Exception:
logger.warning("CLI failed for %s", country, exc_info=True)
return []
async def get_house_price_index(
country: str = "united_states",
) -> list[dict[str, Any]]:
"""Get housing price index."""
try:
result = await asyncio.to_thread(
obb.economy.house_price_index, country=country, provider="oecd"
)
return to_list(result)
except Exception:
logger.warning("HPI failed for %s", country, exc_info=True)
return []
async def get_pce() -> list[dict[str, Any]]:
"""Get Personal Consumption Expenditures (Fed preferred inflation)."""
try:
result = await asyncio.to_thread(
obb.economy.pce, provider="fred"
)
return to_list(result)
except Exception:
logger.warning("PCE failed", exc_info=True)
return []
async def get_money_measures() -> list[dict[str, Any]]:
"""Get M1/M2 money supply data."""
try:
result = await asyncio.to_thread(
obb.economy.money_measures, provider="federal_reserve"
)
return to_list(result)
except Exception:
logger.warning("Money measures failed", exc_info=True)
return []
async def fred_search(query: str) -> list[dict[str, Any]]:
"""Search FRED series by keyword."""
try:
result = await asyncio.to_thread(
obb.economy.fred_search, query, provider="fred"
)
return to_list(result)
except Exception:
logger.warning("FRED search failed for %s", query, exc_info=True)
return []
async def get_balance_of_payments() -> list[dict[str, Any]]:
"""Get balance of payments (current/capital/financial account)."""
try:
result = await asyncio.to_thread(
obb.economy.balance_of_payments, provider="fred"
)
return to_list(result)
except Exception:
logger.warning("Balance of payments failed", exc_info=True)
return []
async def get_central_bank_holdings() -> list[dict[str, Any]]:
"""Get Fed SOMA portfolio holdings."""
try:
result = await asyncio.to_thread(
obb.economy.central_bank_holdings, provider="federal_reserve"
)
return to_list(result)
except Exception:
logger.warning("Central bank holdings failed", exc_info=True)
return []
async def get_fomc_documents(year: int | None = None) -> list[dict[str, Any]]:
"""Get FOMC meeting documents (minutes, projections, etc.)."""
try:
kwargs: dict[str, Any] = {"provider": "federal_reserve"}
if year:
kwargs["year"] = year
result = await asyncio.to_thread(
obb.economy.fomc_documents, **kwargs
)
return to_list(result)
except Exception:
logger.warning("FOMC documents failed", exc_info=True)
return []