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

View File

@@ -161,3 +161,57 @@ async def get_futures_curve(symbol: str) -> list[dict[str, Any]]:
except Exception:
logger.warning("Futures curve failed for %s", symbol, exc_info=True)
return []
# --- Currency Reference Rates (Group H) ---
async def get_currency_reference_rates() -> list[dict[str, Any]]:
"""Get ECB reference exchange rates for major currencies."""
try:
result = await asyncio.to_thread(
obb.currency.reference_rates, provider="ecb"
)
return to_list(result)
except Exception:
logger.warning("Currency reference rates failed", exc_info=True)
return []
# --- Index Enhanced (Group F) ---
async def get_sp500_multiples(series_name: str = "pe_ratio") -> list[dict[str, Any]]:
"""Get historical S&P 500 valuation multiples (PE, Shiller PE, P/B, etc.)."""
try:
result = await asyncio.to_thread(
obb.index.sp500_multiples, series_name=series_name, provider="multpl"
)
return to_list(result)
except Exception:
logger.warning("SP500 multiples failed for %s", series_name, exc_info=True)
return []
async def get_index_constituents(symbol: str) -> list[dict[str, Any]]:
"""Get index member stocks with sector and price data."""
try:
result = await asyncio.to_thread(
obb.index.constituents, symbol, provider="cboe"
)
return to_list(result)
except Exception:
logger.warning("Index constituents failed for %s", symbol, exc_info=True)
return []
async def get_etf_nport(symbol: str) -> list[dict[str, Any]]:
"""Get detailed ETF holdings from SEC N-PORT filings."""
try:
result = await asyncio.to_thread(
obb.etf.nport_disclosure, symbol, provider="sec"
)
return to_list(result)
except Exception:
logger.warning("ETF N-PORT failed for %s", symbol, exc_info=True)
return []