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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@@ -135,3 +135,45 @@ async def futures_curve(symbol: str = Path(..., min_length=1, max_length=20)):
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symbol = validate_symbol(symbol)
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data = await market_service.get_futures_curve(symbol)
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return ApiResponse(data=data)
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# --- Currency Reference Rates (Group H) ---
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@router.get("/currency/reference-rates", response_model=ApiResponse)
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@safe
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async def currency_reference_rates():
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"""Get ECB reference exchange rates for 28 major currencies."""
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data = await market_service.get_currency_reference_rates()
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return ApiResponse(data=data)
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# --- Index Enhanced (Group F) ---
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@router.get("/index/sp500-multiples", response_model=ApiResponse)
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@safe
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async def sp500_multiples(
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series: str = Query(default="pe_ratio", pattern="^[a-z_]+$"),
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):
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"""Historical S&P 500 valuation: pe_ratio, shiller_pe_ratio, dividend_yield, etc."""
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data = await market_service.get_sp500_multiples(series)
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return ApiResponse(data=data)
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@router.get("/index/{symbol}/constituents", response_model=ApiResponse)
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@safe
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async def index_constituents(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Get index member stocks with sector and price data."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_index_constituents(symbol)
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return ApiResponse(data=data)
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@router.get("/etf/{symbol}/nport", response_model=ApiResponse)
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@safe
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async def etf_nport(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Detailed ETF holdings from SEC N-PORT filings."""
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symbol = validate_symbol(symbol)
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data = await market_service.get_etf_nport(symbol)
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return ApiResponse(data=data)
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