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
2.0 KiB
Python
72 lines
2.0 KiB
Python
"""Economy surveys: Michigan, SLOOS, NFP, Empire State, BLS."""
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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_michigan() -> list[dict[str, Any]]:
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"""Get University of Michigan Consumer Sentiment + inflation expectations."""
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try:
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result = await asyncio.to_thread(
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obb.economy.survey.university_of_michigan, provider="fred"
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)
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return to_list(result)
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except Exception:
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logger.warning("Michigan survey failed", exc_info=True)
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return []
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async def get_sloos() -> list[dict[str, Any]]:
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"""Get Senior Loan Officer Opinion Survey (recession predictor)."""
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try:
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result = await asyncio.to_thread(
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obb.economy.survey.sloos, provider="fred"
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)
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return to_list(result)
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except Exception:
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logger.warning("SLOOS failed", exc_info=True)
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return []
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async def get_nonfarm_payrolls() -> list[dict[str, Any]]:
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"""Get detailed employment data (NFP)."""
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try:
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result = await asyncio.to_thread(
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obb.economy.survey.nonfarm_payrolls, provider="fred"
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)
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return to_list(result)
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except Exception:
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logger.warning("NFP failed", exc_info=True)
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return []
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async def get_empire_state() -> list[dict[str, Any]]:
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"""Get Empire State Manufacturing Survey."""
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try:
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result = await asyncio.to_thread(
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obb.economy.survey.manufacturing_outlook_ny, provider="fred"
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)
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return to_list(result)
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except Exception:
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logger.warning("Empire State failed", exc_info=True)
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return []
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async def bls_search(query: str) -> list[dict[str, Any]]:
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"""Search BLS data series."""
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try:
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result = await asyncio.to_thread(
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obb.economy.survey.bls_search, query, provider="bls"
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)
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return to_list(result)
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except Exception:
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logger.warning("BLS search failed for %s", query, exc_info=True)
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return []
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