Files
OpenFin/backend/services/institutional_scheduler.py
OpenSquared acc8bef29d 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>
2026-06-22 14:26:19 +02:00

132 lines
5.3 KiB
Python

"""
Scheduler for institutional reports:
- CFTC COT: released every Friday ~15:30 ET → fetch Saturday UTC
- EIA Petroleum Weekly: released every Wednesday ~10:30 ET → fetch Wednesday afternoon UTC
- Earnings / VX curve / Central bank RSS / Sentiment: fetch daily (after 8am UTC)
Checks once per hour; only fetches when the day matches and report not yet fetched today.
"""
import logging
import threading
from datetime import datetime, timedelta
from typing import Optional
logger = logging.getLogger(__name__)
_stop_event = threading.Event()
_thread: Optional[threading.Thread] = None
_CHECK_INTERVAL_S = 3600 # check every hour
def _should_fetch_cot() -> bool:
now = datetime.utcnow()
return now.weekday() == 5 # Saturday
def _should_fetch_eia() -> bool:
now = datetime.utcnow()
return now.weekday() == 2 and now.hour >= 16 # Wednesday ≥16:00 UTC
def _should_fetch_daily() -> bool:
"""Earnings, VX, central bank, sentiment — fetch once per day after 8am UTC."""
return datetime.utcnow().hour >= 8
def _last_fetch_date(report_type: str) -> Optional[str]:
try:
from services.database import get_conn
conn = get_conn()
try:
row = conn.execute(
"SELECT MAX(fetch_date) FROM institutional_reports WHERE report_type=?",
(report_type,),
).fetchone()
return (row[0] or "")[:10] if row else None
finally:
conn.close()
except Exception:
return None
def _fetch_and_save(label: str, fetch_fn, *args):
"""Generic helper: call fetch_fn(*args), save result if not None."""
try:
from routers.institutional import save_institutional_report
report = fetch_fn(*args)
if report:
save_institutional_report(report)
logger.info(f"[InstitutionalScheduler] {label} saved: {report['report_date']}")
else:
logger.info(f"[InstitutionalScheduler] {label} returned no data")
except Exception as e:
logger.warning(f"[InstitutionalScheduler] {label} fetch failed: {e}")
def _run_loop():
logger.info("[InstitutionalScheduler] Started")
while not _stop_event.is_set():
try:
today = datetime.utcnow().strftime("%Y-%m-%d")
# ── Weekly: COT (Saturday) ──────────────────────────────────────
if _should_fetch_cot() and _last_fetch_date("cot") != today:
logger.info("[InstitutionalScheduler] Fetching COT...")
from services.cot_fetcher import fetch_cot_report
_fetch_and_save("COT", fetch_cot_report)
# ── Weekly: EIA (Wednesday ≥16:00 UTC) ─────────────────────────
if _should_fetch_eia() and _last_fetch_date("eia") != today:
logger.info("[InstitutionalScheduler] Fetching EIA...")
try:
from services.database import get_config
from services.eia_fetcher import fetch_eia_report
key = get_config("eia_api_key") or ""
if key:
_fetch_and_save("EIA", fetch_eia_report, key)
else:
logger.info("[InstitutionalScheduler] EIA skipped — no API key configured")
except Exception as e:
logger.warning(f"[InstitutionalScheduler] EIA fetch failed: {e}")
# ── Daily: Earnings, VX curve, Central banks, Sentiment ─────────
if _should_fetch_daily():
if _last_fetch_date("earnings") != today:
logger.info("[InstitutionalScheduler] Fetching Earnings...")
from services.earnings_fetcher import fetch_earnings_report
_fetch_and_save("Earnings", fetch_earnings_report)
if _last_fetch_date("vx_curve") != today:
logger.info("[InstitutionalScheduler] Fetching VX term structure...")
from services.vx_fetcher import fetch_vx_report
_fetch_and_save("VX", fetch_vx_report)
if _last_fetch_date("central_bank") != today:
logger.info("[InstitutionalScheduler] Fetching Central Bank RSS...")
from services.central_bank_fetcher import fetch_central_bank_reports
_fetch_and_save("CentralBank", fetch_central_bank_reports)
if _last_fetch_date("sentiment") != today:
logger.info("[InstitutionalScheduler] Fetching Sentiment...")
from services.sentiment_fetcher import fetch_sentiment_report
_fetch_and_save("Sentiment", fetch_sentiment_report)
except Exception as e:
logger.warning(f"[InstitutionalScheduler] Loop error: {e}")
_stop_event.wait(_CHECK_INTERVAL_S)
logger.info("[InstitutionalScheduler] Stopped")
def start_institutional_scheduler():
global _thread
_stop_event.clear()
_thread = threading.Thread(target=_run_loop, daemon=True, name="institutional-scheduler")
_thread.start()
def stop_institutional_scheduler():
_stop_event.set()
if _thread and _thread.is_alive():
_thread.join(timeout=5)