dennisthiessenandClaude Opus 4.8
5939be7b7f
Addresses the slice-1 review: 1. Resolution is now read-only (A1 transaction contract). resolve_ciks / fetch_sic_updates compute proposals and mutate nothing; a new apply_ticker_updates issues the writes, called only in promote — so a failed validation can't leak ticker changes on the framework's failure commit. 2. Only 404 means "missing". Added SecNotFoundError; daily_index / latest_index_date catch only that. 403, exhausted 429, 5xx, timeouts, and transport/parse errors now propagate instead of looking like "no index". 3. Fair-access enforced when opening a REAL client (transport=None): reject blank/placeholder/non-email User-Agent and sub-0.11s spacing. Mock transports skip it (tests use 0 spacing). 4. submissions(include_history=False) by default — only the one-time full backfill fetches the history shards; SIC/incremental work makes no extra requests. Plus: retry transient 5xx/network errors and honor Retry-After during the 1 GB backfill; compose_revision rejects a missing index date (no "None:..." revision). Re-verified live vs real SEC (fair-access validation passes, shard merge intact). Tests: 18 (added error propagation, read-only resolution, fair-access, recent-only submissions, reject-None revision). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
351 lines
13 KiB
Python
351 lines
13 KiB
Python
"""Async SEC EDGAR client for the fundamentals importer (workstream A).
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All access is batch (never at request time). This wraps the three SEC products
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the A3 design uses — `company_tickers.json`, `submissions/`, `companyfacts/`, and
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the daily filing index — behind one client that honors SEC's fair-access policy:
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- an identifying ``User-Agent`` with a contact email on every request (config);
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- request spacing well under the 10 req/s limit;
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- exponential backoff + retry on 429;
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- **403 → alert and stop** (raise ``SecForbiddenError``), never a retry-loop — a
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403 means the UA or request pattern is wrong and retrying won't fix it.
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Parsing lives here (index fixed-width, submissions pagination); DB writes and the
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snapshot mapping live in the importer. No conditional GETs — the companyfacts
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endpoint exposes no ETag/Last-Modified (verified), which is why the importer is
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daily-index driven rather than polling archives.
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"""
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from __future__ import annotations
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import asyncio
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import logging
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import os
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import re
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from datetime import date, datetime
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from pathlib import Path
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from typing import Any
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import httpx
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from app.config import settings
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from app.exceptions import ProviderError
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from app.services.earnings_alignment import normalise_symbol
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logger = logging.getLogger(__name__)
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_WWW = "https://www.sec.gov"
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_DATA = "https://data.sec.gov"
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# Resolve CA bundle for explicit httpx verify (matches app/providers/fmp.py).
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_CA = os.environ.get("SSL_CERT_FILE", "")
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_CA_VERIFY: str | bool = _CA if _CA and Path(_CA).exists() else True
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_FORMS_10 = frozenset({"10-K", "10-Q", "10-K/A", "10-Q/A"})
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class SecError(ProviderError):
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"""SEC request failed (403, exhausted 429/5xx, timeout, transport, parse)."""
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class SecForbiddenError(SecError):
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"""SEC returned 403 — User-Agent/pattern rejected. Alert and stop."""
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class SecNotFoundError(SecError):
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"""SEC returned 404 — the resource does not exist (e.g. no index for a day).
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The *only* error a caller may treat as 'missing' — every other SecError
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(403, exhausted retries, 5xx, timeout) must propagate so a fetch failure is
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never mistaken for an empty result."""
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def _looks_like_contact_email(ua: str) -> bool:
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if "example.com" in ua.lower() or "set-a-real-email" in ua.lower():
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return False
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return re.search(r"[^@\s]+@[^@\s]+\.[^@\s]+", ua) is not None
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# SEC asks callers to stay well under 10 req/s; enforce a floor on real clients.
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_MIN_PROD_SPACING = 0.11
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def cik10(cik: int | str) -> str:
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"""Zero-pad a CIK to the 10-digit form SEC URLs use (320193 -> 0000320193)."""
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return str(int(cik)).zfill(10)
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class SecClient:
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"""Fair-access SEC HTTP client. Use as ``async with SecClient() as c:``."""
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def __init__(
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self,
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*,
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user_agent: str | None = None,
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spacing_seconds: float | None = None,
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max_retries: int | None = None,
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timeout: float | None = None,
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transport: httpx.AsyncBaseTransport | None = None,
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) -> None:
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self._ua = user_agent or settings.sec_user_agent
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self._spacing = (
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spacing_seconds if spacing_seconds is not None else settings.sec_request_spacing_seconds
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)
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self._max_retries = (
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max_retries if max_retries is not None else settings.sec_max_retries
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)
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self._timeout = timeout if timeout is not None else settings.sec_request_timeout_seconds
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self._transport = transport # injectable for tests
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self._client: httpx.AsyncClient | None = None
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self._lock = asyncio.Lock()
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self._last_request = 0.0
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def _validate_fair_access(self) -> None:
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"""On a real (non-mocked) client, enforce SEC fair-access preconditions
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so we can't accidentally hammer SEC or get 403'd: a genuine contact-email
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User-Agent and a spacing floor. Mock transports skip this (tests use 0)."""
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if not _looks_like_contact_email(self._ua):
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raise SecError(
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"sec_user_agent must contain a real contact email (got "
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f"{self._ua!r}) — SEC fair-access requires it"
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)
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if self._spacing < _MIN_PROD_SPACING:
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raise SecError(
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f"sec_request_spacing_seconds {self._spacing} is below the "
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f"{_MIN_PROD_SPACING}s fair-access floor"
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)
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async def __aenter__(self) -> "SecClient":
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if self._transport is None:
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self._validate_fair_access()
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self._client = httpx.AsyncClient(
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headers={"User-Agent": self._ua, "Accept-Encoding": "gzip, deflate"},
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timeout=self._timeout,
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verify=_CA_VERIFY,
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transport=self._transport,
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)
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return self
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async def __aexit__(self, *exc) -> None:
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if self._client is not None:
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await self._client.aclose()
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self._client = None
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async def _throttle(self) -> None:
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async with self._lock:
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now = asyncio.get_event_loop().time()
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wait = self._spacing - (now - self._last_request)
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if wait > 0:
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await asyncio.sleep(wait)
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self._last_request = asyncio.get_event_loop().time()
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async def _get(self, url: str) -> httpx.Response:
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assert self._client is not None, "use `async with SecClient()`"
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attempt = 0
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while True:
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await self._throttle()
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try:
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resp = await self._client.get(url)
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except (httpx.TimeoutException, httpx.TransportError) as exc:
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attempt += 1
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if attempt > self._max_retries:
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raise SecError(f"SEC network error for {url}: {exc}") from exc
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await asyncio.sleep(min(2.0**attempt, 30.0))
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continue
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code = resp.status_code
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if code == 403:
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raise SecForbiddenError(
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f"SEC 403 for {url} — User-Agent/pattern rejected; set a real "
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"sec_user_agent contact email"
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)
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if code == 404:
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raise SecNotFoundError(f"SEC 404 for {url}")
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# 429 and 5xx are transient — retry with backoff, honoring Retry-After.
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if code == 429 or 500 <= code < 600:
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attempt += 1
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if attempt > self._max_retries:
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raise SecError(f"SEC {code} after {self._max_retries} retries: {url}")
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delay = _retry_after_seconds(resp) or min(2.0**attempt, 30.0)
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logger.warning("SEC %d for %s — backoff %.1fs (attempt %d)", code, url, delay, attempt)
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await asyncio.sleep(delay)
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continue
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if code >= 400:
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raise SecError(f"SEC {code} for {url}")
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return resp
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async def get_json(self, url: str) -> Any:
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return (await self._get(url)).json()
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async def get_text(self, url: str) -> str:
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return (await self._get(url)).text
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# -- domain fetchers ---------------------------------------------------
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async def company_tickers(self) -> dict[str, int]:
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"""Map normalised ticker -> CIK (int). Multi-class tickers share a CIK."""
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data = await self.get_json(f"{_WWW}/files/company_tickers.json")
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out: dict[str, int] = {}
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for row in data.values():
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sym = normalise_symbol(row.get("ticker"))
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if sym:
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out[sym] = int(row["cik_str"])
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return out
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async def submissions(self, cik: int | str, *, include_history: bool = False) -> dict[str, Any]:
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"""Issuer metadata + filing list.
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``filings.recent`` caps at 1000; older accessions live in
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``filings.files[]`` shards. Only ``include_history=True`` (the one-time
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full backfill) fetches those shards — SIC refresh and incremental runs
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use the recent list alone and make no extra requests.
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"""
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base = await self.get_json(f"{_DATA}/submissions/CIK{cik10(cik)}.json")
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filings = _rows_from_arrays(base["filings"]["recent"])
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if include_history:
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for shard in base["filings"].get("files") or []:
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shard_data = await self.get_json(f"{_DATA}/submissions/{shard['name']}")
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filings.extend(_rows_from_arrays(shard_data))
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return {
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"cik": int(base["cik"]),
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"name": base.get("name"),
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"sic": base.get("sic"),
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"sic_description": base.get("sicDescription"),
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"fiscal_year_end": base.get("fiscalYearEnd"),
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"tickers": base.get("tickers") or [],
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"filings": filings,
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}
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async def companyfacts(self, cik: int | str) -> dict[str, Any]:
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"""Raw companyfacts JSON ({cik, entityName, facts})."""
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return await self.get_json(f"{_DATA}/api/xbrl/companyfacts/CIK{cik10(cik)}.json")
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async def latest_index_date(self, today: date | None = None) -> date | None:
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"""The most recent published daily-index date (drives the revision). Checks
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the current quarter, falling back to the previous one at a quarter boundary."""
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today = today or date.today()
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for year, qtr in _quarters_back(today, 2):
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url = f"{_WWW}/Archives/edgar/daily-index/{year}/QTR{qtr}/index.json"
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try:
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idx = await self.get_json(url)
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except SecNotFoundError:
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continue # quarter dir absent — only 404 is "missing"
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dates = [
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d
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for item in idx.get("directory", {}).get("item", [])
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if (d := _index_file_date(item.get("name", ""))) is not None
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and d <= today
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]
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if dates:
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return max(dates)
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return None
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async def daily_index(self, day: date) -> list[dict[str, Any]]:
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"""Parse the daily form index into 10-K/10-Q(/A) rows for all issuers.
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Returns [{form, cik, accession, company}]. The caller filters to the
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tracked universe. A missing index (weekend/holiday/not-yet-published)
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returns [] rather than raising.
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"""
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qtr = (day.month - 1) // 3 + 1
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url = f"{_WWW}/Archives/edgar/daily-index/{day.year}/QTR{qtr}/form.{day:%Y%m%d}.idx"
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try:
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text = await self.get_text(url)
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except SecNotFoundError:
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logger.info("no daily index for %s (404)", day)
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return [] # weekend/holiday/not-yet-published; other errors propagate
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return _parse_form_index(text)
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def _rows_from_arrays(arrays: dict[str, list]) -> list[dict[str, Any]]:
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"""Turn SEC's parallel-array filing block into row dicts (keeping only 10-K/10-Q
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family filings — the ones that carry XBRL fundamentals)."""
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forms = arrays.get("form", [])
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out: list[dict[str, Any]] = []
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for i, form in enumerate(forms):
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if form not in _FORMS_10:
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continue
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out.append(
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{
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"accession": arrays["accessionNumber"][i],
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"form": form,
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"report_date": arrays["reportDate"][i] or None,
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"acceptance_datetime": arrays["acceptanceDateTime"][i] or None,
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"is_xbrl": bool(arrays.get("isXBRL", [0] * len(forms))[i]),
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}
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)
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return out
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def _parse_form_index(text: str) -> list[dict[str, Any]]:
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"""Parse a daily ``form.YYYYMMDD.idx`` (fixed columns: Form / Company / CIK /
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Date Filed / File Name-with-accession)."""
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rows: list[dict[str, Any]] = []
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started = False
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for line in text.splitlines():
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if not started:
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if set(line.strip()) == {"-"}: # the dashed separator row
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started = True
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continue
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parts = line.split()
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if len(parts) < 5:
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continue
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form = parts[0]
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if form not in _FORMS_10:
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continue
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path = parts[-1] # edgar/data/<cik>/<accession>.txt
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cik = _cik_from_path(path)
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accession = _accession_from_path(path)
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if cik is None or accession is None:
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continue
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rows.append({"form": form, "cik": cik, "accession": accession, "path": path})
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return rows
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def _retry_after_seconds(resp: httpx.Response) -> float | None:
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"""Parse a numeric-seconds Retry-After header (SEC uses seconds), capped."""
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raw = resp.headers.get("Retry-After")
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if not raw:
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return None
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try:
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return min(float(raw), 60.0)
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except (TypeError, ValueError):
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return None
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def _index_file_date(name: str) -> date | None:
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if name.startswith("form.") and name.endswith(".idx"):
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try:
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return datetime.strptime(name[5:13], "%Y%m%d").date()
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except ValueError:
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return None
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return None
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def _quarters_back(today: date, n: int) -> list[tuple[int, int]]:
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"""(year, quarter) for `today`'s quarter and the previous n-1, newest first."""
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q = (today.month - 1) // 3 + 1
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out = []
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y = today.year
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for _ in range(n):
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out.append((y, q))
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q -= 1
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if q == 0:
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q = 4
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y -= 1
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return out
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def _cik_from_path(path: str) -> int | None:
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segs = path.split("/")
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if len(segs) >= 3 and segs[2].isdigit():
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return int(segs[2])
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return None
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def _accession_from_path(path: str) -> str | None:
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stem = path.rsplit("/", 1)[-1]
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if stem.endswith(".txt"):
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stem = stem[:-4]
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return stem or None
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