dennisthiessenandClaude Opus 5
3e83d63b05
The A5 cutover has been on and observed in production, so SEC Company Facts + DoltHub earnings are already the live source for `fundamental_data`. This removes everything the legacy path still occupied. Gone: the three providers and their config/env keys; the weekly `fundamental_collector` job; the cutover toggle (SEC + Dolt is now the unconditional path, so `off` can no longer silently freeze scoring inputs); the A5 parity report, whose deltas became structurally zero once the candidate builder started writing the table it compared against; and the FMP tier of universe bootstrap. Two behavioral notes: - Disabling **SEC Fundamentals Import** now stops the SEC network fetch only. The local cache refresh moved outside the job-enable check, because candidates also derive from daily closes and earnings events — freezing those on an ingestion pause would stale scoring with no fallback left to recover from. - `/ingestion/fetch?sources=fundamentals` still accepts the key and reports `skipped`; there is no per-ticker fetch any more. Migration 029 does not blanket-delete the leftover settings rows. Migrations run before the service restart, and pre-A6 code reads an absent `job_*_enabled` row as *enabled* — so the two behavior-bearing keys become tombstones pinned to safe values (hidden in Admin) and only the inert three are deleted. Removing the provider keys from the production `.env` is the matching rollout step. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
72 lines
2.1 KiB
Python
72 lines
2.1 KiB
Python
"""Provider protocols and lightweight data transfer objects.
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Protocols define the interface for external data providers.
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DTOs are simple dataclasses — NOT SQLAlchemy models — used to
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transfer data between providers and the service layer.
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"""
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from __future__ import annotations
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from dataclasses import dataclass, field
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from datetime import date, datetime
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from typing import Protocol
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# ---------------------------------------------------------------------------
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# Data Transfer Objects
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# ---------------------------------------------------------------------------
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@dataclass(frozen=True, slots=True)
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class OHLCVData:
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"""Lightweight OHLCV record returned by market data providers."""
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ticker: str
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date: date
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open: float
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high: float
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low: float
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close: float
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volume: int
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@dataclass(frozen=True, slots=True)
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class SentimentData:
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"""Sentiment analysis result returned by sentiment providers."""
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ticker: str
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classification: str # "bullish" | "bearish" | "neutral"
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confidence: int # 0-100
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source: str
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timestamp: datetime
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reasoning: str = ""
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citations: list[dict[str, str]] = field(default_factory=list) # [{"url": ..., "title": ...}]
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recommendation: str | None = None # "buy" | "hold" | "avoid" — actionable LLM view
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# ---------------------------------------------------------------------------
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# Provider Protocols
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# ---------------------------------------------------------------------------
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class MarketDataProvider(Protocol):
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"""Protocol for OHLCV market data providers."""
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async def fetch_ohlcv(
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self, ticker: str, start_date: date, end_date: date
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) -> list[OHLCVData]:
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"""Fetch OHLCV data for a ticker in a date range."""
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...
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class SentimentProvider(Protocol):
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"""Protocol for sentiment analysis providers."""
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async def fetch_sentiment(self, ticker: str) -> SentimentData:
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"""Fetch current sentiment analysis for a ticker."""
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...
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# No fundamentals provider protocol: since A6 fundamentals come only from the
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# batch SEC/Dolt imports, never from a request-time provider call.
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