3edbd6b0b7
- New institutional_reports table (DB) with importance, signals per asset class, key points, absorption tracking
- cot_fetcher.py: CFTC Socrata API (6dca-aqww), 7 instruments (Gold/Silver/Copper/WTI/NatGas/SP500/EURUSD), net positioning + 52-week z-score
- eia_fetcher.py: EIA API v2, 4 series (crude/Cushing/gasoline/distillates), WoW surprise detection
- institutional.py router: GET /reports, GET /reports/{id}, POST /refresh, GET /stats
- institutional_scheduler.py: weekly auto-fetch (COT Saturdays, EIA Wednesday afternoons)
- ai_analyzer.py: build_institutional_block() + institutional_block param injected into AI scoring prompt
- auto_cycle.py: inject institutional block into suggestion + scoring, absorption tracking via keyword overlap after each cycle commentary
- InstitutionalReports.tsx: full page with filter bar (type/category/importance/period), cards with key point bullets, EXTREME alerts highlighted, signal badges, absorption badge, trading implications, expandable detail
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
105 lines
3.8 KiB
Python
105 lines
3.8 KiB
Python
"""
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Weekly 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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"""
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import logging
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import threading
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from datetime import datetime, timedelta
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from typing import Optional
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logger = logging.getLogger(__name__)
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_stop_event = threading.Event()
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_thread: Optional[threading.Thread] = None
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_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 _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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conn = get_conn()
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try:
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row = conn.execute(
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"SELECT MAX(fetch_date) FROM institutional_reports WHERE report_type=?",
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(report_type,),
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).fetchone()
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return (row[0] or "")[:10] if row else None
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finally:
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conn.close()
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except Exception:
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return None
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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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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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except Exception as e:
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logger.warning(f"[InstitutionalScheduler] Loop error: {e}")
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_stop_event.wait(_CHECK_INTERVAL_S)
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logger.info("[InstitutionalScheduler] Stopped")
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def start_institutional_scheduler():
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global _thread
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_stop_event.clear()
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_thread = threading.Thread(target=_run_loop, daemon=True, name="institutional-scheduler")
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_thread.start()
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def stop_institutional_scheduler():
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_stop_event.set()
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if _thread and _thread.is_alive():
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_thread.join(timeout=5)
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