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
@@ -5,36 +5,18 @@ from typing import Any
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from openbb import obb
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from obb_utils import to_list, first_or_empty
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logger = logging.getLogger(__name__)
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PROVIDER = "yfinance"
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def _to_dicts(result: Any) -> list[dict[str, Any]]:
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"""Convert OBBject results to list of dicts."""
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if result is None or result.results is None:
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return []
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if isinstance(result.results, list):
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return [
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item.model_dump() if hasattr(item, "model_dump") else vars(item)
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for item in result.results
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]
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if hasattr(result.results, "model_dump"):
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return [result.results.model_dump()]
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return [vars(result.results)]
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def _first_or_empty(result: Any) -> dict[str, Any]:
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"""Get first result as dict, or empty dict."""
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items = _to_dicts(result)
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return items[0] if items else {}
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async def get_quote(symbol: str) -> dict:
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result = await asyncio.to_thread(
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obb.equity.price.quote, symbol, provider=PROVIDER
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)
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return _first_or_empty(result)
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return first_or_empty(result)
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async def get_historical(symbol: str, days: int = 365) -> list[dict]:
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@@ -45,7 +27,7 @@ async def get_historical(symbol: str, days: int = 365) -> list[dict]:
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start_date=start,
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provider=PROVIDER,
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)
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items = _to_dicts(result)
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items = to_list(result)
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return [
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{**item, "date": str(item["date"])}
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if "date" in item and not isinstance(item["date"], str)
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@@ -58,35 +40,35 @@ async def get_profile(symbol: str) -> dict:
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result = await asyncio.to_thread(
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obb.equity.profile, symbol, provider=PROVIDER
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)
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return _first_or_empty(result)
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return first_or_empty(result)
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async def get_metrics(symbol: str) -> dict:
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result = await asyncio.to_thread(
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obb.equity.fundamental.metrics, symbol, provider=PROVIDER
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)
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return _first_or_empty(result)
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return first_or_empty(result)
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async def get_income(symbol: str) -> list[dict]:
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result = await asyncio.to_thread(
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obb.equity.fundamental.income, symbol, provider=PROVIDER
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)
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return _to_dicts(result)
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return to_list(result)
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async def get_balance(symbol: str) -> list[dict]:
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result = await asyncio.to_thread(
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obb.equity.fundamental.balance, symbol, provider=PROVIDER
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)
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return _to_dicts(result)
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return to_list(result)
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async def get_cash_flow(symbol: str) -> list[dict]:
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result = await asyncio.to_thread(
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obb.equity.fundamental.cash, symbol, provider=PROVIDER
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)
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return _to_dicts(result)
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return to_list(result)
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async def get_financials(symbol: str) -> dict:
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@@ -122,7 +104,7 @@ async def get_news(symbol: str) -> list[dict]:
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result = await asyncio.to_thread(
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obb.news.company, symbol, provider=PROVIDER
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)
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return _to_dicts(result)
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return to_list(result)
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async def get_summary(symbol: str) -> dict:
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@@ -144,35 +126,35 @@ async def get_gainers() -> list[dict]:
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result = await asyncio.to_thread(
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obb.equity.discovery.gainers, provider=PROVIDER
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)
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return _to_dicts(result)
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return to_list(result)
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async def get_losers() -> list[dict]:
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result = await asyncio.to_thread(
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obb.equity.discovery.losers, provider=PROVIDER
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)
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return _to_dicts(result)
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return to_list(result)
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async def get_active() -> list[dict]:
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result = await asyncio.to_thread(
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obb.equity.discovery.active, provider=PROVIDER
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)
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return _to_dicts(result)
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return to_list(result)
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async def get_undervalued() -> list[dict]:
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result = await asyncio.to_thread(
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obb.equity.discovery.undervalued_large_caps, provider=PROVIDER
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)
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return _to_dicts(result)
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return to_list(result)
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async def get_growth() -> list[dict]:
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result = await asyncio.to_thread(
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obb.equity.discovery.growth_tech, provider=PROVIDER
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)
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return _to_dicts(result)
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return to_list(result)
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async def get_upgrades_downgrades(symbol: str, limit: int = 20) -> list[dict]:
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@@ -200,3 +182,37 @@ async def get_upgrades_downgrades(symbol: str, limit: int = 20) -> list[dict]:
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]
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return await asyncio.to_thread(_fetch)
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# --- Equity Fundamentals Extended (Group B) ---
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async def get_management(symbol: str) -> list[dict]:
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"""Get executive team info (name, title, compensation)."""
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result = await asyncio.to_thread(
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obb.equity.fundamental.management, symbol, provider=PROVIDER
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)
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return to_list(result)
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async def get_dividends(symbol: str) -> list[dict]:
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"""Get historical dividend records."""
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result = await asyncio.to_thread(
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obb.equity.fundamental.dividends, symbol, provider=PROVIDER
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)
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return to_list(result)
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async def get_filings(symbol: str, form_type: str | None = None) -> list[dict]:
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"""Get SEC filings (10-K, 10-Q, 8-K, etc.)."""
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kwargs: dict[str, Any] = {"symbol": symbol, "provider": "sec"}
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if form_type:
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kwargs["type"] = form_type
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result = await asyncio.to_thread(obb.equity.fundamental.filings, **kwargs)
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return to_list(result)
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async def search_company(query: str) -> list[dict]:
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"""Search for companies by name."""
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result = await asyncio.to_thread(obb.equity.search, query, provider="sec")
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return to_list(result)
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