OpenFin

admin/OpenFin

Fork 0

Commit Graph

Author	SHA1	Message	Date
OpenSquared	281b7e30ba	fix: forward curve — stop 40+ yfinance errors per cycle, batch downloads Two root causes in the logs: 1. fetch_forward_curves() tried 5 offsets × 8 commodities = 40 individual yfinance requests for monthly contracts (CLN26, GCQ26, etc.) that Yahoo Finance does not support — generating ERROR storm and triggering hard rate limiting that cascades onto front-month CL=F/GC=F calls used by the main cycle. 2. Ticker format lacked exchange suffix (.NYM/.CMX/.CBT). Fix: replace the per-ticker loop with two batch yfinance.download() calls (one for all 8 front-months, one for all deferred candidates). Failed deferred lookups are logged at DEBUG level and reported as structure='unknown' rather than ERROR, since Yahoo Finance does not expose monthly commodity contracts reliably. Added 1s sleep between batches to avoid rate spiking. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-24 08:30:15 +02:00
OpenSquared	3b7fa35456	feat: Specialist Desks v2 — COT, Forward Curves, Surprise Index, Hawk/Dove scorer - COT Positioning: CFTC disaggregated + financial futures (19 markets) via Socrata free API net MM position % OI + weekly change stored in cot_data table - Forward Curves: yfinance front-month vs +3M slope (8 commodities) contango/backwardation/flat stored in forward_curve_data table - Surprise Index: consensus_estimate + actual_value on specialist_reports auto-computes surprise_score = actual - consensus on save - Hawk/Dove Text Scorer: GPT-4o-mini endpoint for CB statements score -1..+1, label, summary, key_phrases (forex/bonds: hawk/dove; commodities: bull/bear) - AI context injection: COT net positioning, forward curve structure, surprise scores, upcoming consensus estimates injected into all desk blocks - Frontend: COT panel (net% bars), Forward Curves panel, SurpriseInput on report cards, Hawk/Dove scorer in forex/bonds config tab - auto_cycle.py: non-blocking COT + curve refresh before each cycle Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-23 18:00:46 +02:00

Author

SHA1

Message

Date

OpenSquared

281b7e30ba

fix: forward curve — stop 40+ yfinance errors per cycle, batch downloads

Two root causes in the logs:
1. fetch_forward_curves() tried 5 offsets × 8 commodities = 40 individual
   yfinance requests for monthly contracts (CLN26, GCQ26, etc.) that Yahoo
   Finance does not support — generating ERROR storm and triggering hard
   rate limiting that cascades onto front-month CL=F/GC=F calls used by
   the main cycle.
2. Ticker format lacked exchange suffix (.NYM/.CMX/.CBT).

Fix: replace the per-ticker loop with two batch yfinance.download() calls
(one for all 8 front-months, one for all deferred candidates). Failed
deferred lookups are logged at DEBUG level and reported as structure='unknown'
rather than ERROR, since Yahoo Finance does not expose monthly commodity
contracts reliably. Added 1s sleep between batches to avoid rate spiking.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-24 08:30:15 +02:00

OpenSquared

3b7fa35456

feat: Specialist Desks v2 — COT, Forward Curves, Surprise Index, Hawk/Dove scorer

- COT Positioning: CFTC disaggregated + financial futures (19 markets) via Socrata free API
  net MM position % OI + weekly change stored in cot_data table
- Forward Curves: yfinance front-month vs +3M slope (8 commodities)
  contango/backwardation/flat stored in forward_curve_data table
- Surprise Index: consensus_estimate + actual_value on specialist_reports
  auto-computes surprise_score = actual - consensus on save
- Hawk/Dove Text Scorer: GPT-4o-mini endpoint for CB statements
  score -1..+1, label, summary, key_phrases (forex/bonds: hawk/dove; commodities: bull/bear)
- AI context injection: COT net positioning, forward curve structure,
  surprise scores, upcoming consensus estimates injected into all desk blocks
- Frontend: COT panel (net% bars), Forward Curves panel, SurpriseInput
  on report cards, Hawk/Dove scorer in forex/bonds config tab
- auto_cycle.py: non-blocking COT + curve refresh before each cycle

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-23 18:00:46 +02:00

2 Commits