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