003c1d6ffc
- Extract shared route_utils.py (validate_symbol, safe decorator)
removing duplication from 6 route files
- Extract shared obb_utils.py (to_list, extract_single, safe_last)
removing duplication from calendar_service and market_service
- Fix _to_list dict mutation during iteration (use comprehension)
- Fix double vars() call and live __dict__ mutation risk
- Fix route ordering: /etf/search and /crypto/search now registered
before /{symbol} path params to prevent shadowing
- Add date format validation (YYYY-MM-DD pattern) on calendar routes
- Use timezone-aware datetime.now(tz=timezone.utc) in all services
- Add explicit type annotation for asyncio.gather results
55 lines
1.9 KiB
Python
55 lines
1.9 KiB
Python
"""Routes for quantitative analysis: risk metrics, CAPM, normality, unit root."""
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from fastapi import APIRouter, Path, Query
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from models import ApiResponse
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from route_utils import safe, validate_symbol
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import quantitative_service
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router = APIRouter(prefix="/api/v1")
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@router.get("/stock/{symbol}/performance", response_model=ApiResponse)
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@safe
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async def stock_performance(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=30, le=3650),
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):
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"""Performance metrics: Sharpe, Sortino, max drawdown, volatility."""
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symbol = validate_symbol(symbol)
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data = await quantitative_service.get_performance_metrics(symbol, days=days)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/capm", response_model=ApiResponse)
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@safe
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async def stock_capm(symbol: str = Path(..., min_length=1, max_length=20)):
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"""CAPM: beta, alpha, systematic and idiosyncratic risk."""
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symbol = validate_symbol(symbol)
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data = await quantitative_service.get_capm(symbol)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/normality", response_model=ApiResponse)
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@safe
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async def stock_normality(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=30, le=3650),
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):
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"""Normality tests: Jarque-Bera, Shapiro-Wilk on returns."""
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symbol = validate_symbol(symbol)
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data = await quantitative_service.get_normality_test(symbol, days=days)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/unitroot", response_model=ApiResponse)
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@safe
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async def stock_unitroot(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=365, ge=30, le=3650),
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):
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"""Unit root tests: ADF, KPSS for stationarity."""
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symbol = validate_symbol(symbol)
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data = await quantitative_service.get_unitroot_test(symbol, days=days)
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return ApiResponse(data=data)
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