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

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# Progress Log
## Session 2026-03-19
### Completed
- [x] Fixed Dockerfile SSL issue (libssl3 runtime dep)
- [x] Fixed curl_cffi TLS error (pin 0.7.4, safari fingerprint patch)
- [x] Registered FRED API key with OpenBB credentials
- [x] Fixed macro_service to return latest data (not oldest)
- [x] Switched upgrades endpoint from Finnhub to yfinance
- [x] Switched price_target from FMP to yfinance
- [x] Tested all 32 endpoints locally and on deployed environment
- [x] Updated README
- [x] Researched OpenBB features for expansion (67 new endpoints identified)
- [x] Architecture analysis complete
- [x] Implementation plan created (task_plan.md)
### Implementation Progress
- [x] P0: Consolidated `_to_dicts` -> `obb_utils.to_list` in openbb_service.py and macro_service.py
- [x] P0: Added `fetch_historical` and `first_or_empty` to obb_utils.py
- [x] P0: Updated technical_service.py and quantitative_service.py to use shared helpers
- [x] Phase 1 Group I: 12 new technical indicators (ATR, ADX, Stoch, OBV, Ichimoku, Donchian, Aroon, CCI, KC, Fib, A/D, Cones)
- [x] Phase 1 Group J: Sortino, Omega, rolling stats (6 stats via generic endpoint)
- [x] Phase 1 Group H: Currency reference rates (ECB)
- [x] Phase 2 Group C: Fixed income (10 endpoints) - new service + routes
- [x] Phase 2 Group D: Economy expanded (11 endpoints) - new service + routes
- [x] Phase 2 Group E: Surveys (5 endpoints) - new service + routes
- [x] Phase 3 Group B: Equity fundamentals (4 endpoints) - management, dividends, filings, search
- [x] Phase 3 Group A: Shorts & dark pool (4 endpoints) - new service + routes
- [x] Phase 3 Group F: Index/ETF enhanced (3 endpoints) - sp500 multiples, constituents, nport
- [x] Phase 4 Group G: Regulators (5 endpoints) - COT, SEC litigation, institutions
- [x] All 5 new routers registered in main.py
- [x] App imports verified: 108 routes total
### Current State
- 108 total routes (including OpenAPI/docs)
- Code reviewer and security reviewer running in background
- Pending: review feedback, testing, commit