feat: 4 remaining institutional reports — Earnings, VX curve, Central Bank RSS, Sentiment
New fetchers (no API keys required): - earnings_fetcher.py: yfinance EPS calendar + surprise tracking for 23 geo-relevant tickers - vx_fetcher.py: VIX term structure (^VIX/^VXV/^VXMT) + CBOE delayed futures, regime detection - central_bank_fetcher.py: Fed + ECB RSS feeds, keyword-based hawkish/dovish classification - sentiment_fetcher.py: CNN Fear & Greed (primary) + NAAIM + AAII (optional fallbacks) Wiring: - institutional_scheduler.py: all 4 now scheduled daily (≥08:00 UTC), deduplicated per day - institutional.py /refresh: all 6 types handled with _run() helper - ai_analyzer.py build_institutional_block(): limit 6→12, generic header text - InstitutionalReports.tsx: 6-type color map, individual refresh buttons, expanded filters Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
@@ -1,8 +1,9 @@
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"""
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Weekly scheduler for institutional reports:
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Scheduler for institutional reports:
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- CFTC COT: released every Friday ~15:30 ET → fetch Saturday UTC
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- EIA Petroleum Weekly: released every Wednesday ~10:30 ET → fetch Wednesday afternoon UTC
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Checks once per hour; only fetches when the day matches and report not yet fetched this week.
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- Earnings / VX curve / Central bank RSS / Sentiment: fetch daily (after 8am UTC)
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Checks once per hour; only fetches when the day matches and report not yet fetched today.
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"""
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import logging
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import threading
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@@ -17,17 +18,20 @@ _CHECK_INTERVAL_S = 3600 # check every hour
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def _should_fetch_cot() -> bool:
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"""Saturday UTC = day after COT release."""
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now = datetime.utcnow()
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return now.weekday() == 5 # Saturday
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def _should_fetch_eia() -> bool:
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"""Wednesday afternoon UTC."""
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now = datetime.utcnow()
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return now.weekday() == 2 and now.hour >= 16 # Wednesday ≥16:00 UTC
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def _should_fetch_daily() -> bool:
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"""Earnings, VX, central bank, sentiment — fetch once per day after 8am UTC."""
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return datetime.utcnow().hour >= 8
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def _last_fetch_date(report_type: str) -> Optional[str]:
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try:
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from services.database import get_conn
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@@ -44,44 +48,67 @@ def _last_fetch_date(report_type: str) -> Optional[str]:
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return None
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def _fetch_and_save(label: str, fetch_fn, *args):
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"""Generic helper: call fetch_fn(*args), save result if not None."""
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try:
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from routers.institutional import save_institutional_report
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report = fetch_fn(*args)
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if report:
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save_institutional_report(report)
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logger.info(f"[InstitutionalScheduler] {label} saved: {report['report_date']}")
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else:
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logger.info(f"[InstitutionalScheduler] {label} returned no data")
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except Exception as e:
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logger.warning(f"[InstitutionalScheduler] {label} fetch failed: {e}")
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def _run_loop():
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logger.info("[InstitutionalScheduler] Started")
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while not _stop_event.is_set():
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try:
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today = datetime.utcnow().strftime("%Y-%m-%d")
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if _should_fetch_cot():
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last = _last_fetch_date("cot")
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if last != today:
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logger.info("[InstitutionalScheduler] Fetching COT...")
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try:
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from services.cot_fetcher import fetch_cot_report
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from routers.institutional import save_institutional_report
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report = fetch_cot_report()
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if report:
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save_institutional_report(report)
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logger.info(f"[InstitutionalScheduler] COT saved: {report['report_date']}")
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except Exception as e:
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logger.warning(f"[InstitutionalScheduler] COT fetch failed: {e}")
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# ── Weekly: COT (Saturday) ──────────────────────────────────────
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if _should_fetch_cot() and _last_fetch_date("cot") != today:
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logger.info("[InstitutionalScheduler] Fetching COT...")
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from services.cot_fetcher import fetch_cot_report
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_fetch_and_save("COT", fetch_cot_report)
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if _should_fetch_eia():
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last = _last_fetch_date("eia")
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if last != today:
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logger.info("[InstitutionalScheduler] Fetching EIA...")
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try:
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from services.database import get_config
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from services.eia_fetcher import fetch_eia_report
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from routers.institutional import save_institutional_report
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key = get_config("eia_api_key") or ""
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if key:
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report = fetch_eia_report(key)
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if report:
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save_institutional_report(report)
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logger.info(f"[InstitutionalScheduler] EIA saved: {report['report_date']}")
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else:
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logger.info("[InstitutionalScheduler] EIA skipped — no API key configured")
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except Exception as e:
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logger.warning(f"[InstitutionalScheduler] EIA fetch failed: {e}")
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# ── Weekly: EIA (Wednesday ≥16:00 UTC) ─────────────────────────
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if _should_fetch_eia() and _last_fetch_date("eia") != today:
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logger.info("[InstitutionalScheduler] Fetching EIA...")
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try:
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from services.database import get_config
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from services.eia_fetcher import fetch_eia_report
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key = get_config("eia_api_key") or ""
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if key:
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_fetch_and_save("EIA", fetch_eia_report, key)
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else:
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logger.info("[InstitutionalScheduler] EIA skipped — no API key configured")
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except Exception as e:
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logger.warning(f"[InstitutionalScheduler] EIA fetch failed: {e}")
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# ── Daily: Earnings, VX curve, Central banks, Sentiment ─────────
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if _should_fetch_daily():
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if _last_fetch_date("earnings") != today:
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logger.info("[InstitutionalScheduler] Fetching Earnings...")
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from services.earnings_fetcher import fetch_earnings_report
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_fetch_and_save("Earnings", fetch_earnings_report)
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if _last_fetch_date("vx_curve") != today:
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logger.info("[InstitutionalScheduler] Fetching VX term structure...")
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from services.vx_fetcher import fetch_vx_report
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_fetch_and_save("VX", fetch_vx_report)
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if _last_fetch_date("central_bank") != today:
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logger.info("[InstitutionalScheduler] Fetching Central Bank RSS...")
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from services.central_bank_fetcher import fetch_central_bank_reports
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_fetch_and_save("CentralBank", fetch_central_bank_reports)
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if _last_fetch_date("sentiment") != today:
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logger.info("[InstitutionalScheduler] Fetching Sentiment...")
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from services.sentiment_fetcher import fetch_sentiment_report
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_fetch_and_save("Sentiment", fetch_sentiment_report)
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except Exception as e:
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logger.warning(f"[InstitutionalScheduler] Loop error: {e}")
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