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.
72 lines
2.1 KiB
Python
72 lines
2.1 KiB
Python
"""Regulatory data: CFTC COT reports, SEC litigation, institutional data."""
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import asyncio
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import logging
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from typing import Any
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from openbb import obb
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from obb_utils import to_list
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logger = logging.getLogger(__name__)
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async def get_cot(symbol: str) -> list[dict[str, Any]]:
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"""Get Commitment of Traders report for a futures symbol."""
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try:
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result = await asyncio.to_thread(
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obb.regulators.cftc.cot, symbol, provider="cftc"
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)
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return to_list(result)
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except Exception:
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logger.warning("COT failed for %s", symbol, exc_info=True)
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return []
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async def cot_search(query: str) -> list[dict[str, Any]]:
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"""Search COT report symbols."""
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try:
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result = await asyncio.to_thread(
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obb.regulators.cftc.cot_search, query, provider="cftc"
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)
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return to_list(result)
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except Exception:
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logger.warning("COT search failed for %s", query, exc_info=True)
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return []
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async def get_sec_litigation() -> list[dict[str, Any]]:
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"""Get SEC litigation releases."""
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try:
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result = await asyncio.to_thread(
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obb.regulators.sec.rss_litigation, provider="sec"
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)
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return to_list(result)
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except Exception:
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logger.warning("SEC litigation failed", exc_info=True)
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return []
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async def search_institutions(query: str) -> list[dict[str, Any]]:
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"""Search for institutional investors filing with SEC."""
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try:
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result = await asyncio.to_thread(
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obb.regulators.sec.institutions_search, query, provider="sec"
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)
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return to_list(result)
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except Exception:
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logger.warning("Institution search failed for %s", query, exc_info=True)
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return []
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async def get_cik_map(symbol: str) -> list[dict[str, Any]]:
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"""Map ticker symbol to CIK number."""
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try:
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result = await asyncio.to_thread(
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obb.regulators.sec.cik_map, symbol, provider="sec"
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)
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return to_list(result)
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except Exception:
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logger.warning("CIK map failed for %s", symbol, exc_info=True)
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return []
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