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

107
routes_economy.py Normal file
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"""Routes for expanded economy data."""
from fastapi import APIRouter, Query
from models import ApiResponse
from route_utils import safe
import economy_service
router = APIRouter(prefix="/api/v1")
# --- Structured macro indicators (Group D) ---
@router.get("/macro/cpi", response_model=ApiResponse)
@safe
async def macro_cpi(country: str = Query(default="united_states", max_length=50, pattern=r"^[a-z_]+$")):
"""Consumer Price Index (multi-country)."""
data = await economy_service.get_cpi(country=country)
return ApiResponse(data=data)
@router.get("/macro/gdp", response_model=ApiResponse)
@safe
async def macro_gdp(
type: str = Query(default="real", pattern="^(nominal|real|forecast)$"),
):
"""GDP: nominal, real, or forecast."""
data = await economy_service.get_gdp(gdp_type=type)
return ApiResponse(data=data)
@router.get("/macro/unemployment", response_model=ApiResponse)
@safe
async def macro_unemployment(
country: str = Query(default="united_states", max_length=50, pattern=r"^[a-z_]+$"),
):
"""Unemployment rate (multi-country, with demographic breakdowns)."""
data = await economy_service.get_unemployment(country=country)
return ApiResponse(data=data)
@router.get("/macro/pce", response_model=ApiResponse)
@safe
async def macro_pce():
"""Personal Consumption Expenditures (Fed preferred inflation measure)."""
data = await economy_service.get_pce()
return ApiResponse(data=data)
@router.get("/macro/money-measures", response_model=ApiResponse)
@safe
async def macro_money_measures():
"""M1/M2 money supply, currency in circulation."""
data = await economy_service.get_money_measures()
return ApiResponse(data=data)
@router.get("/macro/cli", response_model=ApiResponse)
@safe
async def macro_cli(country: str = Query(default="united_states", max_length=50, pattern=r"^[a-z_]+$")):
"""Composite Leading Indicator (predicts recessions 6-9 months ahead)."""
data = await economy_service.get_composite_leading_indicator(country=country)
return ApiResponse(data=data)
@router.get("/macro/house-price-index", response_model=ApiResponse)
@safe
async def macro_hpi(country: str = Query(default="united_states", max_length=50, pattern=r"^[a-z_]+$")):
"""Housing price index (multi-country)."""
data = await economy_service.get_house_price_index(country=country)
return ApiResponse(data=data)
# --- Economy data endpoints ---
@router.get("/economy/fred-search", response_model=ApiResponse)
@safe
async def economy_fred_search(query: str = Query(..., min_length=1, max_length=100)):
"""Search FRED series by keyword (800K+ economic series)."""
data = await economy_service.fred_search(query=query)
return ApiResponse(data=data)
@router.get("/economy/balance-of-payments", response_model=ApiResponse)
@safe
async def economy_bop():
"""Balance of payments: current/capital/financial account."""
data = await economy_service.get_balance_of_payments()
return ApiResponse(data=data)
@router.get("/economy/central-bank-holdings", response_model=ApiResponse)
@safe
async def economy_fed_holdings():
"""Fed SOMA portfolio: holdings by security type."""
data = await economy_service.get_central_bank_holdings()
return ApiResponse(data=data)
@router.get("/economy/fomc-documents", response_model=ApiResponse)
@safe
async def economy_fomc(year: int = Query(default=None, ge=2000, le=2099)):
"""FOMC meeting documents: minutes, projections, press conferences."""
data = await economy_service.get_fomc_documents(year=year)
return ApiResponse(data=data)