87260f4b10
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.
156 lines
5.5 KiB
Python
156 lines
5.5 KiB
Python
"""Routes for technical analysis indicators."""
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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 technical_service
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router = APIRouter(prefix="/api/v1")
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@router.get("/stock/{symbol}/technical", response_model=ApiResponse)
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@safe
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async def stock_technical(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Get technical indicators: RSI, MACD, SMA, EMA, Bollinger Bands + signal interpretation."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_technical_indicators(symbol)
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return ApiResponse(data=data)
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# --- Individual Technical Indicators (Group I) ---
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@router.get("/stock/{symbol}/technical/atr", response_model=ApiResponse)
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@safe
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async def stock_atr(
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symbol: str = Path(..., min_length=1, max_length=20),
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length: int = Query(default=14, ge=1, le=100),
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):
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"""Average True Range -- volatility for position sizing and stop-loss."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_atr(symbol, length=length)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/adx", response_model=ApiResponse)
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@safe
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async def stock_adx(
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symbol: str = Path(..., min_length=1, max_length=20),
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length: int = Query(default=14, ge=1, le=100),
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):
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"""Average Directional Index -- trend strength (>25 strong, <20 range-bound)."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_adx(symbol, length=length)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/stoch", response_model=ApiResponse)
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@safe
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async def stock_stoch(
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symbol: str = Path(..., min_length=1, max_length=20),
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fast_k: int = Query(default=14, ge=1, le=100),
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slow_d: int = Query(default=3, ge=1, le=100),
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slow_k: int = Query(default=3, ge=1, le=100),
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):
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"""Stochastic Oscillator -- overbought/oversold momentum signal."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_stoch(symbol, fast_k=fast_k, slow_d=slow_d, slow_k=slow_k)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/obv", response_model=ApiResponse)
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@safe
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async def stock_obv(symbol: str = Path(..., min_length=1, max_length=20)):
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"""On-Balance Volume -- cumulative volume for divergence detection."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_obv(symbol)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/ichimoku", response_model=ApiResponse)
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@safe
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async def stock_ichimoku(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Ichimoku Cloud -- comprehensive trend system with support/resistance."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_ichimoku(symbol)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/donchian", response_model=ApiResponse)
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@safe
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async def stock_donchian(
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symbol: str = Path(..., min_length=1, max_length=20),
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length: int = Query(default=20, ge=1, le=100),
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):
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"""Donchian Channels -- breakout detection system."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_donchian(symbol, length=length)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/aroon", response_model=ApiResponse)
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@safe
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async def stock_aroon(
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symbol: str = Path(..., min_length=1, max_length=20),
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length: int = Query(default=25, ge=1, le=100),
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):
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"""Aroon Indicator -- identifies trend direction and potential changes."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_aroon(symbol, length=length)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/cci", response_model=ApiResponse)
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@safe
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async def stock_cci(
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symbol: str = Path(..., min_length=1, max_length=20),
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length: int = Query(default=14, ge=1, le=100),
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):
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"""Commodity Channel Index -- cyclical trend identification."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_cci(symbol, length=length)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/kc", response_model=ApiResponse)
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@safe
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async def stock_kc(
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symbol: str = Path(..., min_length=1, max_length=20),
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length: int = Query(default=20, ge=1, le=100),
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):
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"""Keltner Channels -- ATR-based volatility bands."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_kc(symbol, length=length)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/fib", response_model=ApiResponse)
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@safe
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async def stock_fib(
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symbol: str = Path(..., min_length=1, max_length=20),
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days: int = Query(default=120, ge=5, le=365),
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):
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"""Fibonacci Retracement -- key support/resistance levels."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_fib(symbol, days=days)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/ad", response_model=ApiResponse)
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@safe
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async def stock_ad(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Accumulation/Distribution Line -- volume-based trend indicator."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_ad(symbol)
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return ApiResponse(data=data)
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@router.get("/stock/{symbol}/technical/cones", response_model=ApiResponse)
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@safe
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async def stock_cones(symbol: str = Path(..., min_length=1, max_length=20)):
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"""Volatility Cones -- realized vol quantiles for options analysis."""
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symbol = validate_symbol(symbol)
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data = await technical_service.get_cones(symbol)
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return ApiResponse(data=data)
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