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FinData OS: phase 0–4 foundation (discovery, lakehouse, ingest, API, SDK, tests)

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
Simon-Pierre Boucher committed (Nov 1, 2026) Browse files

135 changed files +17,015 −0

135 changed files
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added .env.example +22 −0
@@ -0,0 +1,22 @@
1 +# FinData OS — runtime configuration (copy to .env on the node; mode 600; never commit)
2 +FINDATA_ENV=production
3 +FINDATA_ROOT=/Users/simon-pierreboucher/apps/findata
4 +FINDATA_LAKE=/Users/simon-pierreboucher/findata-lake
5 +FINDATA_DATABASE_URL=postgresql://findata:CHANGE_ME@127.0.0.1:5432/findata
6 +FINDATA_BIND_HOST=127.0.0.1
7 +FINDATA_BIND_PORT=8600
8 +FINDATA_PUBLIC_URL=https://findata.spboucher.ai
9 +# 32+ random bytes, base64 — session cookie signing
10 +FINDATA_SECRET_KEY=CHANGE_ME
11 +# Vendor credentials (FirstRate Data customer id). Never logged, never sent to the browser.
12 +FRD_USERID=CHANGE_ME
13 +# SEC EDGAR fair-access User-Agent (name + contact email). Leave empty to keep the connector "pending configuration".
14 +SEC_EDGAR_USER_AGENT=
15 +# Optional AI assistant (phase 2) — server-side BYOK only
16 +ANTHROPIC_API_KEY=
17 +OPENAI_API_KEY=
18 +# Lake budget (GB)
19 +FINDATA_LAKE_SOFT_LIMIT_GB=250
20 +FINDATA_LAKE_HARD_MIN_FREE_GB=60
21 +# Backup target (rsync over SSH, LAN)
22 +FINDATA_BACKUP_TARGET=M4M64a:~/backups/findata
added .gitignore +18 −0
@@ -0,0 +1,18 @@
1 +.venv/
2 +__pycache__/
3 +*.pyc
4 +.pytest_cache/
5 +.ruff_cache/
6 +.env
7 +.env.*
8 +!.env.example
9 +*.secret
10 +node_modules/
11 +apps/web/.next/
12 +apps/web/out/
13 +apps/web/next-env.d.ts
14 +data/
15 +logs/
16 +backups/
17 +.DS_Store
18 +/tests/_tmp/
added Makefile +10 −0
@@ -0,0 +1,10 @@
1 +.PHONY: sync test lint web migrate api worker status audit
2 +sync: ; uv sync
3 +test: ; uv run pytest -q
4 +lint: ; uv run ruff check .
5 +audit: ; uv run pip-audit --strict || true
6 +web: ; cd apps/web && pnpm install --frozen-lockfile && pnpm build
7 +migrate: ; uv run findata migrate
8 +api: ; uv run uvicorn findata_api.main:app --host 127.0.0.1 --port 8600 --reload
9 +worker: ; uv run findata worker
10 +status: ; uv run findata status
added README.md +14 −0
@@ -0,0 +1,14 @@
1 +# FinData OS
2 +
3 +Private, research-grade financial data lakehouse for the MacLustr cluster — https://findata.spboucher.ai (owner only).
4 +
5 +- Vendor: **FirstRate Data** (market data bundles + US fundamentals API). License: private use, no redistribution.
6 +- Node: M3U96a (1 TB NVMe), lake `~/findata-lake`, PostgreSQL 17 metadata, DuckDB reads, FastAPI `/api/v1`, Next.js console.
7 +- Docs: `docs/DISCOVERY.md` (phase 0 evidence), `docs/ARCHITECTURE.md`, `docs/DATA_DICTIONARY.md`, `docs/OPERATIONS.md`, `docs/SECURITY.md`, `docs/STATUS.md`.
8 +
9 +```bash
10 +uv sync && make test # 36 tests (unit + integration against local Postgres `findata_test`)
11 +make web # build the console (apps/web/out)
12 +uv run findata --help # operator CLI
13 +```
14 +Python SDK: `packages/python-sdk` — `from findata_sdk import FinData`.
added apps/web/.gitignore +6 −0
@@ -0,0 +1,6 @@
1 +node_modules/
2 +.next/
3 +out/
4 +next-env.d.ts
5 +*.tsbuildinfo
6 +.DS_Store
added apps/web/.npmrc +1 −0
@@ -0,0 +1 @@
1 +node-linker=hoisted
added apps/web/next.config.ts +23 −0
@@ -0,0 +1,23 @@
1 +import type { NextConfig } from "next";
2 +
3 +const isDev = process.env.NODE_ENV === "development";
4 +
5 +const nextConfig: NextConfig = {
6 + // Static export: the Python API (FastAPI StaticFiles, html=True) serves apps/web/out
7 + // with directory index.html fallback, so every route must end with a slash.
8 + output: "export",
9 + trailingSlash: true,
10 + images: { unoptimized: true },
11 + reactStrictMode: true,
12 + poweredByHeader: false,
13 + // Dev only: proxy the API to the local FastAPI instance. Ignored by `next build` (static export).
14 + ...(isDev
15 + ? {
16 + async rewrites() {
17 + return [{ source: "/api/:path*", destination: "http://127.0.0.1:8600/api/:path*" }];
18 + },
19 + }
20 + : {}),
21 +};
22 +
23 +export default nextConfig;
added apps/web/package.json +31 −0
@@ -0,0 +1,31 @@
1 +{
2 + "name": "findata-web",
3 + "version": "1.0.0",
4 + "private": true,
5 + "description": "FinData OS — private web console (static export served by the Python API)",
6 + "scripts": {
7 + "dev": "next dev -p 3000",
8 + "build": "next build",
9 + "typecheck": "tsc --noEmit",
10 + "lint": "next lint"
11 + },
12 + "dependencies": {
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14 + "lucide-react": "^1.66.0",
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27 + },
28 + "engines": {
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30 + }
31 +}
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1078 + d3-time: 3.1.0
1079 + d3-time-format: 4.1.0
1080 +
1081 + d3-shape@3.2.0:
1082 + dependencies:
1083 + d3-path: 3.1.0
1084 +
1085 + d3-time-format@4.1.0:
1086 + dependencies:
1087 + d3-time: 3.1.0
1088 +
1089 + d3-time@3.1.0:
1090 + dependencies:
1091 + d3-array: 3.2.4
1092 +
1093 + d3-timer@3.0.1: {}
1094 +
1095 + decimal.js-light@2.5.1: {}
1096 +
1097 + detect-libc@2.1.2: {}
1098 +
1099 + enhanced-resolve@5.26.0:
1100 + dependencies:
1101 + graceful-fs: 4.2.11
1102 + tapable: 2.3.3
1103 +
1104 + es-toolkit@1.53.1: {}
1105 +
1106 + eventemitter3@5.0.4: {}
1107 +
1108 + graceful-fs@4.2.11: {}
1109 +
1110 + immer@11.2.9: {}
1111 +
1112 + internmap@2.0.3: {}
1113 +
1114 + jiti@2.7.0: {}
1115 +
1116 + lightningcss-android-arm64@1.32.0:
1117 + optional: true
1118 +
1119 + lightningcss-darwin-arm64@1.32.0:
1120 + optional: true
1121 +
1122 + lightningcss-darwin-x64@1.32.0:
1123 + optional: true
1124 +
1125 + lightningcss-freebsd-x64@1.32.0:
1126 + optional: true
1127 +
1128 + lightningcss-linux-arm-gnueabihf@1.32.0:
1129 + optional: true
1130 +
1131 + lightningcss-linux-arm64-gnu@1.32.0:
1132 + optional: true
1133 +
1134 + lightningcss-linux-arm64-musl@1.32.0:
1135 + optional: true
1136 +
1137 + lightningcss-linux-x64-gnu@1.32.0:
1138 + optional: true
1139 +
1140 + lightningcss-linux-x64-musl@1.32.0:
1141 + optional: true
1142 +
1143 + lightningcss-win32-arm64-msvc@1.32.0:
1144 + optional: true
1145 +
1146 + lightningcss-win32-x64-msvc@1.32.0:
1147 + optional: true
1148 +
1149 + lightningcss@1.32.0:
1150 + dependencies:
1151 + detect-libc: 2.1.2
1152 + optionalDependencies:
1153 + lightningcss-android-arm64: 1.32.0
1154 + lightningcss-darwin-arm64: 1.32.0
1155 + lightningcss-darwin-x64: 1.32.0
1156 + lightningcss-freebsd-x64: 1.32.0
1157 + lightningcss-linux-arm-gnueabihf: 1.32.0
1158 + lightningcss-linux-arm64-gnu: 1.32.0
1159 + lightningcss-linux-arm64-musl: 1.32.0
1160 + lightningcss-linux-x64-gnu: 1.32.0
1161 + lightningcss-linux-x64-musl: 1.32.0
1162 + lightningcss-win32-arm64-msvc: 1.32.0
1163 + lightningcss-win32-x64-msvc: 1.32.0
1164 +
1165 + lucide-react@1.66.0(@types/react@19.3.0)(react@19.3.1):
1166 + dependencies:
1167 + react: 19.3.1
1168 + optionalDependencies:
1169 + '@types/react': 19.3.0
1170 +
1171 + magic-string@0.30.21:
1172 + dependencies:
1173 + '@jridgewell/sourcemap-codec': 1.6.0
1174 +
1175 + nanoid@3.3.20: {}
1176 +
1177 + next@15.5.28(@types/node@22.20.5)(react-dom@19.3.1(react@19.3.1))(react@19.3.1):
1178 + dependencies:
1179 + '@next/env': 15.5.28
1180 + '@swc/helpers': 0.5.15
1181 + caniuse-lite: 1.0.30001820
1182 + postcss: 8.4.31
1183 + react: 19.3.1
1184 + react-dom: 19.3.1(react@19.3.1)
1185 + styled-jsx: 5.1.6(react@19.3.1)
1186 + optionalDependencies:
1187 + '@next/swc-darwin-arm64': 15.5.28
1188 + '@next/swc-darwin-x64': 15.5.28
1189 + '@next/swc-linux-arm64-gnu': 15.5.28
1190 + '@next/swc-linux-arm64-musl': 15.5.28
1191 + '@next/swc-linux-x64-gnu': 15.5.28
1192 + '@next/swc-linux-x64-musl': 15.5.28
1193 + '@next/swc-win32-arm64-msvc': 15.5.28
1194 + '@next/swc-win32-x64-msvc': 15.5.28
1195 + sharp: 0.35.5(@types/node@22.20.5)
1196 + transitivePeerDependencies:
1197 + - '@babel/core'
1198 + - '@types/node'
1199 + - babel-plugin-macros
1200 +
1201 + picocolors@1.1.1: {}
1202 +
1203 + postcss@8.4.31:
1204 + dependencies:
1205 + nanoid: 3.3.20
1206 + picocolors: 1.1.1
1207 + source-map-js: 1.2.2
1208 +
1209 + postcss@8.5.32:
1210 + dependencies:
1211 + nanoid: 3.3.20
1212 + picocolors: 1.1.1
1213 + source-map-js: 1.2.2
1214 +
1215 + react-dom@19.3.1(react@19.3.1):
1216 + dependencies:
1217 + react: 19.3.1
1218 + scheduler: 0.28.0
1219 +
1220 + react-is@18.3.1: {}
1221 +
1222 + react-redux@9.3.1(@types/react@19.3.0)(react@19.3.1)(redux@5.0.1):
1223 + dependencies:
1224 + '@types/use-sync-external-store': 0.0.6
1225 + react: 19.3.1
1226 + use-sync-external-store: 1.7.0(react@19.3.1)
1227 + optionalDependencies:
1228 + '@types/react': 19.3.0
1229 + redux: 5.0.1
1230 +
1231 + react@19.3.1: {}
1232 +
1233 + recharts@3.10.1(@types/react@19.3.0)(react-dom@19.3.1(react@19.3.1))(react-is@18.3.1)(react@19.3.1)(redux@5.0.1):
1234 + dependencies:
1235 + '@reduxjs/toolkit': 2.13.0(react-redux@9.3.1(@types/react@19.3.0)(react@19.3.1)(redux@5.0.1))(react@19.3.1)
1236 + clsx: 2.1.1
1237 + decimal.js-light: 2.5.1
1238 + es-toolkit: 1.53.1
1239 + eventemitter3: 5.0.4
1240 + immer: 11.2.9
1241 + react: 19.3.1
1242 + react-dom: 19.3.1(react@19.3.1)
1243 + react-is: 18.3.1
1244 + react-redux: 9.3.1(@types/react@19.3.0)(react@19.3.1)(redux@5.0.1)
1245 + reselect: 5.2.0
1246 + tiny-invariant: 1.3.3
1247 + use-sync-external-store: 1.7.0(react@19.3.1)
1248 + victory-vendor: 37.4.1
1249 + transitivePeerDependencies:
1250 + - '@types/react'
1251 + - redux
1252 +
1253 + redux-thunk@3.1.0(redux@5.0.1):
1254 + dependencies:
1255 + redux: 5.0.1
1256 +
1257 + redux@5.0.1: {}
1258 +
1259 + reselect@5.2.0: {}
1260 +
1261 + scheduler@0.28.0: {}
1262 +
1263 + semver@7.8.5:
1264 + optional: true
1265 +
1266 + sharp@0.35.5(@types/node@22.20.5):
1267 + dependencies:
1268 + '@img/colour': 1.1.0
1269 + detect-libc: 2.1.2
1270 + semver: 7.8.5
1271 + optionalDependencies:
1272 + '@img/sharp-darwin-arm64': 0.35.5
1273 + '@img/sharp-darwin-x64': 0.35.5
1274 + '@img/sharp-freebsd-wasm32': 0.35.5
1275 + '@img/sharp-libvips-darwin-arm64': 1.3.4
1276 + '@img/sharp-libvips-darwin-x64': 1.3.4
1277 + '@img/sharp-libvips-linux-arm': 1.3.4
1278 + '@img/sharp-libvips-linux-arm64': 1.3.4
1279 + '@img/sharp-libvips-linux-ppc64': 1.3.4
1280 + '@img/sharp-libvips-linux-riscv64': 1.3.4
1281 + '@img/sharp-libvips-linux-s390x': 1.3.4
1282 + '@img/sharp-libvips-linux-x64': 1.3.4
1283 + '@img/sharp-libvips-linuxmusl-arm64': 1.3.4
1284 + '@img/sharp-libvips-linuxmusl-x64': 1.3.4
1285 + '@img/sharp-linux-arm': 0.35.5
1286 + '@img/sharp-linux-arm64': 0.35.5
1287 + '@img/sharp-linux-ppc64': 0.35.5
1288 + '@img/sharp-linux-riscv64': 0.35.5
1289 + '@img/sharp-linux-s390x': 0.35.5
1290 + '@img/sharp-linux-x64': 0.35.5
1291 + '@img/sharp-linuxmusl-arm64': 0.35.5
1292 + '@img/sharp-linuxmusl-x64': 0.35.5
1293 + '@img/sharp-webcontainers-wasm32': 0.35.5
1294 + '@img/sharp-win32-arm64': 0.35.5
1295 + '@img/sharp-win32-ia32': 0.35.5
1296 + '@img/sharp-win32-x64': 0.35.5
1297 + '@types/node': 22.20.5
1298 + optional: true
1299 +
1300 + source-map-js@1.2.2: {}
1301 +
1302 + styled-jsx@5.1.6(react@19.3.1):
1303 + dependencies:
1304 + client-only: 0.0.1
1305 + react: 19.3.1
1306 +
1307 + tailwindcss@4.3.3: {}
1308 +
1309 + tapable@2.3.3: {}
1310 +
1311 + tiny-invariant@1.3.3: {}
1312 +
1313 + tslib@2.9.1: {}
1314 +
1315 + typescript@5.9.3: {}
1316 +
1317 + undici-types@6.21.0: {}
1318 +
1319 + use-sync-external-store@1.7.0(react@19.3.1):
1320 + dependencies:
1321 + react: 19.3.1
1322 +
1323 + victory-vendor@37.4.1:
1324 + dependencies:
1325 + '@types/d3-array': 3.2.2
1326 + '@types/d3-ease': 3.0.2
1327 + '@types/d3-interpolate': 3.0.4
1328 + '@types/d3-scale': 4.0.9
1329 + '@types/d3-shape': 3.2.0
1330 + '@types/d3-time': 3.0.4
1331 + '@types/d3-timer': 3.0.2
1332 + d3-array: 3.2.4
1333 + d3-ease: 3.0.1
1334 + d3-interpolate: 3.0.1
1335 + d3-scale: 4.0.2
1336 + d3-shape: 3.2.0
1337 + d3-time: 3.1.0
1338 + d3-timer: 3.0.1
added apps/web/postcss.config.mjs +2 −0
@@ -0,0 +1,2 @@
1 +const config = { plugins: { "@tailwindcss/postcss": {} } };
2 +export default config;
added apps/web/public/favicon.svg +1 −0
@@ -0,0 +1 @@
1 +<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 32 32"><rect width="32" height="32" rx="7" fill="#2a78d6"/><path d="M8 22V10h4v12zm6 0V14h4v8zm6 0v-5h4v5z" fill="#fff"/></svg>
added apps/web/public/robots.txt +2 −0
@@ -0,0 +1,2 @@
1 +User-agent: *
2 +Disallow: /
added apps/web/src/app/bars/page.tsx +237 −0
@@ -0,0 +1,237 @@
1 +"use client";
2 +import Link from "next/link";
3 +import { useEffect, useMemo, useState, type FormEvent } from "react";
4 +import { Download, Play } from "lucide-react";
5 +import { api, isApiError, type Bar, type BarsOut } from "@/lib/api";
6 +import { useQueryParam } from "@/lib/hooks";
7 +import { useToast } from "@/lib/toast";
8 +import { daysAgo, downloadText, fmtInt, fmtNum, fmtTs, toCsv, today } from "@/lib/format";
9 +import { Banner, Card, Empty, ErrorState, Field, PageHeader, Tabs } from "@/components/ui";
10 +import { DataTable } from "@/components/DataTable";
11 +import { CloseLineChart, VolumeBarChart } from "@/components/charts";
12 +
13 +const MAX_SPAN: Record<string, number> = { "1m": 31, "5m": 186, "1d": 3660 };
14 +
15 +export default function BarsPage() {
16 + const qSymbol = useQueryParam("symbol");
17 + const qInterval = useQueryParam("interval");
18 + const [symbol, setSymbol] = useState("AAPL");
19 + const [interval, setInterval_] = useState<"1m" | "5m" | "1d">("1m");
20 + const [start, setStart] = useState(daysAgo(7));
21 + const [end, setEnd] = useState(today());
22 + const [adjustment, setAdjustment] = useState<"raw" | "split" | "split_div">("raw");
23 + const [limit, setLimit] = useState(2000);
24 + const [out, setOut] = useState<BarsOut | null>(null);
25 + const [rows, setRows] = useState<Bar[]>([]);
26 + const [busy, setBusy] = useState(false);
27 + const [error, setError] = useState<unknown>(null);
28 + const [view, setView] = useState<"chart" | "table">("chart");
29 + const toast = useToast();
30 +
31 + useEffect(() => {
32 + if (qSymbol) setSymbol(qSymbol.toUpperCase());
33 + }, [qSymbol]);
34 + useEffect(() => {
35 + if (qInterval === "1m" || qInterval === "5m" || qInterval === "1d") setInterval_(qInterval);
36 + }, [qInterval]);
37 +
38 + const spanDays = useMemo(() => Math.round((new Date(end).getTime() - new Date(start).getTime()) / 86_400_000), [start, end]);
39 + const tooLarge = spanDays > (MAX_SPAN[interval] ?? 31);
40 +
41 + async function run(e?: FormEvent) {
42 + e?.preventDefault();
43 + setBusy(true);
44 + setError(null);
45 + try {
46 + const o = await api.get<BarsOut>("/market/bars", { symbol: symbol.trim().toUpperCase(), interval, start, end, adjustment, limit });
47 + setOut(o);
48 + setRows(o.data);
49 + } catch (err) {
50 + setError(err);
51 + setOut(null);
52 + setRows([]);
53 + } finally {
54 + setBusy(false);
55 + }
56 + }
57 +
58 + async function loadMore() {
59 + if (!out?.next_cursor) return;
60 + setBusy(true);
61 + try {
62 + const o = await api.get<BarsOut>("/market/bars", { symbol: symbol.trim().toUpperCase(), interval, start, end, adjustment, limit, cursor: out.next_cursor });
63 + setOut({ ...o, data: [] });
64 + setRows((r) => [...r, ...o.data]);
65 + } catch (err) {
66 + toast.error(err);
67 + } finally {
68 + setBusy(false);
69 + }
70 + }
71 +
72 + const chart = useMemo(
73 + () =>
74 + rows.map((b) => ({
75 + t: fmtTs(b.timestamp_utc),
76 + label: interval === "1d" ? b.session_date : fmtTs(b.timestamp_utc).slice(5, 16),
77 + close: b.close,
78 + open: b.open,
79 + high: b.high,
80 + low: b.low,
81 + volume: b.volume,
82 + })),
83 + [rows, interval],
84 + );
85 + const flagged = useMemo(() => rows.filter((b) => b.quality_flags && b.quality_flags.length > 0).length, [rows]);
86 + const flagCounts = useMemo(() => {
87 + const m = new Map<string, number>();
88 + for (const b of rows) for (const f of b.quality_flags ?? []) m.set(f, (m.get(f) ?? 0) + 1);
89 + return Array.from(m.entries()).sort((a, b) => b[1] - a[1]);
90 + }, [rows]);
91 +
92 + const rangeErr = isApiError(error) && error.code === "range_too_large";
93 +
94 + return (
95 + <>
96 + <PageHeader title="Bars explorer" subtitle="OHLCV bars stamped at bar open (UTC). Adjustments are applied at query time from corporate actions." />
97 + <Card className="mb-4">
98 + <form onSubmit={run} className="grid grid-cols-2 gap-3 md:grid-cols-3 lg:grid-cols-6 lg:items-end">
99 + <Field label="Symbol">
100 + <input className="input font-mono uppercase" value={symbol} onChange={(e) => setSymbol(e.target.value)} required />
101 + </Field>
102 + <Field label="Interval">
103 + <select className="input" value={interval} onChange={(e) => setInterval_(e.target.value as typeof interval)}>
104 + <option value="1m">1 minute</option>
105 + <option value="5m">5 minutes</option>
106 + <option value="1d">1 day</option>
107 + </select>
108 + </Field>
109 + <Field label="Start">
110 + <input type="date" className="input" value={start} max={end} onChange={(e) => setStart(e.target.value)} required />
111 + </Field>
112 + <Field label="End">
113 + <input type="date" className="input" value={end} min={start} onChange={(e) => setEnd(e.target.value)} required />
114 + </Field>
115 + <Field label="Adjustment">
116 + <select className="input" value={adjustment} onChange={(e) => setAdjustment(e.target.value as typeof adjustment)}>
117 + <option value="raw">raw (as traded)</option>
118 + <option value="split">split-adjusted</option>
119 + <option value="split_div">split + dividend</option>
120 + </select>
121 + </Field>
122 + <div className="flex items-end gap-2">
123 + <Field label="Page size" className="w-24">
124 + <input type="number" className="input" min={100} max={10000} step={100} value={limit} onChange={(e) => setLimit(Number(e.target.value) || 2000)} />
125 + </Field>
126 + <button className="btn btn-primary flex-1" disabled={busy || !symbol}>
127 + <Play className="h-3.5 w-3.5" /> {busy ? "Loading…" : "Load"}
128 + </button>
129 + </div>
130 + </form>
131 + <p className={tooLarge ? "mt-2 text-xs text-warn-ink" : "mt-2 text-xs text-ink-3"}>
132 + Range: {spanDays} day{spanDays === 1 ? "" : "s"} · limit for {interval}: {MAX_SPAN[interval]} days per call (HTTP 413 <code>range_too_large</code> beyond). Larger ranges →{" "}
133 + <Link href="/exports/" className="text-accent-ink hover:underline">
134 + Exports
135 + </Link>{" "}
136 + (async Parquet/CSV).
137 + </p>
138 + </Card>
139 +
140 + {error && !rangeErr && <ErrorState error={error} retry={() => void run()} />}
141 + {rangeErr && (
142 + <Banner tone="warn" className="mb-4">
143 + <div className="font-medium">Range too large for {interval}</div>
144 + <div className="text-xs">
145 + {(error as Error).message} Use{" "}
146 + <Link href={`/exports/?symbols=${encodeURIComponent(symbol)}&start=${start}&end=${end}&adjustment=${adjustment}`} className="underline">
147 + an export
148 + </Link>{" "}
149 + for {spanDays} days, or shorten the window.
150 + </div>
151 + </Banner>
152 + )}
153 +
154 + {out && (
155 + <>
156 + <div className="mb-3 flex flex-wrap items-center gap-2 text-xs text-ink-2">
157 + <span className="pill bg-surface-2">{out.meta.symbol}</span>
158 + <span className="pill bg-surface-2">{out.meta.interval}</span>
159 + <span className="pill bg-surface-2">{out.meta.adjustment}</span>
160 + {out.meta.version !== undefined && <span className="pill bg-surface-2">dataset v{String(out.meta.version)}</span>}
161 + <span className="tnum">
162 + {fmtInt(rows.length)} of {fmtInt(out.meta.rows_matching || rows.length)} rows
163 + </span>
164 + {flagged > 0 && <span className="pill bg-warn-soft text-warn-ink">{fmtInt(flagged)} flagged bars</span>}
165 + <span className="ml-auto">
166 + <Tabs value={view} onChange={setView} items={[{ value: "chart", label: "Chart" }, { value: "table", label: "Table" }]} />
167 + </span>
168 + </div>
169 + {out.meta.adjustment_notes?.length > 0 && (
170 + <Banner tone="accent" className="mb-3">
171 + <div className="text-xs font-medium">Adjustment notes</div>
172 + <ul className="list-disc pl-4 text-xs">
173 + {out.meta.adjustment_notes.map((n, i) => (
174 + <li key={i}>{n}</li>
175 + ))}
176 + </ul>
177 + </Banner>
178 + )}
179 + {flagCounts.length > 0 && (
180 + <div className="mb-3 flex flex-wrap gap-1 text-xs">
181 + <span className="text-ink-3">quality_flags:</span>
182 + {flagCounts.map(([f, n]) => (
183 + <span key={f} className="pill bg-warn-soft text-warn-ink">
184 + {f} × {fmtInt(n)}
185 + </span>
186 + ))}
187 + </div>
188 + )}
189 + {rows.length === 0 ? (
190 + <Empty>No bars for this range. Zero-volume bars are not stored; check the session coverage.</Empty>
191 + ) : view === "chart" ? (
192 + <Card title={`Close · ${out.meta.symbol} (${out.meta.adjustment})`}>
193 + <CloseLineChart data={chart} height={280} />
194 + <div className="mt-2 text-xs font-semibold text-ink-2">Volume</div>
195 + <VolumeBarChart data={chart} height={110} />
196 + <p className="mt-2 text-[11px] text-ink-3">Hover for OHLCV. Single series per chart — close and volume use separate axes by design.</p>
197 + </Card>
198 + ) : (
199 + <Card
200 + actions={
201 + <button className="btn btn-sm" onClick={() => downloadText(`${out.meta.symbol}_${interval}_${start}_${end}.csv`, toCsv(["timestamp_utc", "session_date", "open", "high", "low", "close", "volume", "vwap", "trade_count", "quality_flags"], rows.map((r) => ({ ...r, quality_flags: (r.quality_flags ?? []).join("|") }))))}>
202 + <Download className="h-3.5 w-3.5" /> CSV (loaded rows)
203 + </button>
204 + }
205 + >
206 + <DataTable
207 + rows={rows}
208 + rowKey={(r) => r.timestamp_utc}
209 + mobile="scroll"
210 + maxHeight="60dvh"
211 + columns={[
212 + { key: "timestamp_utc", header: "Timestamp (UTC, bar open)", render: (r) => <span className="tnum font-mono text-xs">{fmtTs(r.timestamp_utc)}</span> },
213 + { key: "session_date", header: "Session", hideSm: true, render: (r) => <span className="tnum">{r.session_date}</span> },
214 + { key: "open", header: "Open", num: true, render: (r) => fmtNum(r.open, 4) },
215 + { key: "high", header: "High", num: true, render: (r) => fmtNum(r.high, 4) },
216 + { key: "low", header: "Low", num: true, render: (r) => fmtNum(r.low, 4) },
217 + { key: "close", header: "Close", num: true, render: (r) => fmtNum(r.close, 4) },
218 + { key: "volume", header: "Volume", num: true, render: (r) => fmtInt(r.volume) },
219 + { key: "vwap", header: "VWAP", num: true, hideSm: true, render: (r) => (r.vwap === null || r.vwap === undefined ? "—" : fmtNum(r.vwap, 4)) },
220 + { key: "quality_flags", header: "Flags", render: (r) => (r.quality_flags?.length ? r.quality_flags.map((f) => <span key={f} className="pill mr-1 bg-warn-soft text-warn-ink">{f}</span>) : <span className="text-ink-3">—</span>) },
221 + ]}
222 + />
223 + </Card>
224 + )}
225 + <div className="mt-3 flex items-center justify-between text-xs text-ink-3">
226 + <span>{out.meta.license} · timestamps = {out.meta.timestamp_convention}</span>
227 + {out.next_cursor && (
228 + <button className="btn btn-sm" onClick={loadMore} disabled={busy}>
229 + {busy ? "Loading…" : `Load next ${fmtInt(limit)}`}
230 + </button>
231 + )}
232 + </div>
233 + </>
234 + )}
235 + </>
236 + );
237 +}
added apps/web/src/app/coverage/page.tsx +134 −0
@@ -0,0 +1,134 @@
1 +"use client";
2 +import Link from "next/link";
3 +import { useEffect, useMemo, useState } from "react";
4 +import { api, type Dataset, type Heatmap, type SessionRow } from "@/lib/api";
5 +import { useAsync, useDebounced, useQueryParam } from "@/lib/hooks";
6 +import { daysAgo, fmtCompact, fmtInt, fmtPct, fmtTime, today } from "@/lib/format";
7 +import { Card, ErrorState, Field, PageHeader, Skeleton } from "@/components/ui";
8 +import { DataTable } from "@/components/DataTable";
9 +import { DateRange } from "@/components/DateRange";
10 +import { CompletenessHeatmap, VolumeBarChart } from "@/components/charts";
11 +
12 +const DEFAULT_DS = "market_bars.stock.1m.raw";
13 +
14 +export default function CoveragePage() {
15 + const qDs = useQueryParam("dataset_id");
16 + const qSym = useQueryParam("symbol");
17 + const [datasetId, setDatasetId] = useState(DEFAULT_DS);
18 + const [start, setStart] = useState(daysAgo(120));
19 + const [end, setEnd] = useState(today());
20 + const [symbol, setSymbol] = useState("");
21 + const dsym = useDebounced(symbol.trim().toUpperCase(), 400);
22 +
23 + useEffect(() => {
24 + if (qDs) setDatasetId(qDs);
25 + }, [qDs]);
26 + useEffect(() => {
27 + if (qSym) setSymbol(qSym.toUpperCase());
28 + }, [qSym]);
29 +
30 + const datasets = useAsync((s) => api.get<{ data: Dataset[] }>("/catalog/datasets", undefined, s), []);
31 + const heat = useAsync((s) => api.get<Heatmap>("/coverage/heatmap", { dataset_id: datasetId, start, end }, s), [datasetId, start, end]);
32 + const interval = datasetId.includes(".5m.") ? "5m" : "1m";
33 + const sessions = useAsync((s) => api.get<{ data: SessionRow[]; meta: { dataset_id: string; symbol: string } }>("/market/sessions", { symbol: dsym, interval, start, end }, s), [dsym, interval, start, end], { enabled: dsym.length > 0 });
34 +
35 + const barData = useMemo(() => (heat.data?.sessions ?? []).map((s) => ({ label: s.session_date, t: s.session_date, symbols: s.symbols, bars: s.bars })), [heat.data]);
36 + const totals = useMemo(() => {
37 + const ss = heat.data?.sessions ?? [];
38 + const bars = ss.reduce((a, s) => a + Number(s.bars ?? 0), 0);
39 + const comp = ss.filter((s) => s.completeness !== null);
40 + const avg = comp.length ? comp.reduce((a, s) => a + Number(s.completeness), 0) / comp.length : null;
41 + return { sessions: ss.length, bars, avg, maxSymbols: Math.max(0, ...ss.map((s) => s.symbols)) };
42 + }, [heat.data]);
43 +
44 + const candidates = (datasets.data?.data ?? []).filter((d) => d.kind === "market_bars" || d.kind === "derived");
45 +
46 + return (
47 + <>
48 + <PageHeader title="Coverage" subtitle="Sessions × completeness (bars ÷ expected regular-hours bars, capped at 100 %)" />
49 + <Card className="mb-4">
50 + <div className="flex flex-col gap-3 lg:flex-row lg:items-end lg:justify-between">
51 + <DateRange start={start} end={end} onChange={(s, e) => { setStart(s); setEnd(e); }} />
52 + <Field label="Dataset" className="lg:w-80">
53 + <select className="input font-mono text-xs" value={datasetId} onChange={(e) => setDatasetId(e.target.value)}>
54 + {!candidates.some((d) => d.id === datasetId) && <option value={datasetId}>{datasetId}</option>}
55 + {candidates.map((d) => (
56 + <option key={d.id} value={d.id}>
57 + {d.id} {d.status !== "active" ? `(${d.status})` : ""}
58 + </option>
59 + ))}
60 + </select>
61 + </Field>
62 + </div>
63 + </Card>
64 +
65 + {heat.error && <ErrorState error={heat.error} retry={heat.reload} />}
66 + <div className="mb-4 grid grid-cols-2 gap-3 md:grid-cols-4">
67 + <div className="card"><div className="text-xs text-ink-2">Sessions in range</div><div className="mt-1 text-2xl font-semibold">{fmtInt(totals.sessions)}</div></div>
68 + <div className="card"><div className="text-xs text-ink-2">Bars in range</div><div className="mt-1 text-2xl font-semibold" title={fmtInt(totals.bars)}>{fmtCompact(totals.bars)}</div></div>
69 + <div className="card"><div className="text-xs text-ink-2">Mean completeness</div><div className="mt-1 text-2xl font-semibold">{fmtPct(totals.avg)}</div></div>
70 + <div className="card"><div className="text-xs text-ink-2">Max symbols / session</div><div className="mt-1 text-2xl font-semibold">{fmtInt(totals.maxSymbols)}</div></div>
71 + </div>
72 +
73 + <div className="grid gap-4 lg:grid-cols-[1fr_minmax(300px,0.7fr)]">
74 + <div className="flex flex-col gap-4">
75 + <Card title="Completeness per session" className={heat.loading ? "opacity-70" : undefined}>
76 + {heat.loading && !heat.data ? <Skeleton rows={4} /> : heat.data ? <CompletenessHeatmap cells={heat.data.sessions} start={start} end={end} /> : null}
77 + </Card>
78 + <Card title="Bars per session">
79 + {heat.data && barData.length > 0 ? <VolumeBarChart data={barData} valueKey="bars" title="bars" height={140} /> : <div className="text-sm text-ink-3">No sessions in range.</div>}
80 + </Card>
81 + <Card title="Symbols per session">
82 + {heat.data && barData.length > 0 ? <VolumeBarChart data={barData} valueKey="symbols" title="symbols" height={120} color="var(--series-3)" /> : <div className="text-sm text-ink-3">No sessions in range.</div>}
83 + </Card>
84 + </div>
85 + <Card title={`Top symbols by bars (${heat.data?.top_symbols.length ?? 0})`}>
86 + <DataTable
87 + rows={heat.data?.top_symbols}
88 + loading={heat.loading}
89 + rowKey={(r) => r.symbol}
90 + mobile="scroll"
91 + maxHeight="32rem"
92 + onRowClick={(r) => setSymbol(r.symbol)}
93 + columns={[
94 + { key: "symbol", header: "Symbol", render: (r) => <Link href={`/symbols/detail/?symbol=${encodeURIComponent(r.symbol)}`} className="font-mono font-medium text-accent-ink hover:underline" onClick={(e) => e.stopPropagation()}>{r.symbol}</Link> },
95 + { key: "sessions", header: "Sessions", num: true, render: (r) => fmtInt(r.sessions) },
96 + { key: "bars", header: "Bars", num: true, render: (r) => fmtCompact(r.bars) },
97 + { key: "completeness", header: "Compl.", num: true, render: (r) => fmtPct(r.completeness) },
98 + ]}
99 + empty="No coverage rows in this range."
100 + />
101 + </Card>
102 + </div>
103 +
104 + <Card title="Per-symbol sessions" className="mt-4" actions={<span className="text-xs text-ink-3">click a top symbol or type one</span>}>
105 + <Field label="Symbol" className="mb-3 max-w-xs">
106 + <input className="input font-mono uppercase" placeholder="AAPL" value={symbol} onChange={(e) => setSymbol(e.target.value)} />
107 + </Field>
108 + {sessions.error && <ErrorState error={sessions.error} retry={sessions.reload} />}
109 + {dsym ? (
110 + <DataTable
111 + rows={sessions.data?.data}
112 + loading={sessions.loading}
113 + rowKey={(r) => r.session_date}
114 + mobile="scroll"
115 + maxHeight="28rem"
116 + columns={[
117 + { key: "session_date", header: "Session", render: (r) => <span className="tnum">{r.session_date}</span> },
118 + { key: "bar_count", header: "Bars", num: true, render: (r) => fmtInt(r.bar_count) },
119 + { key: "expected_bars", header: "Expected", num: true, render: (r) => fmtInt(r.expected_bars) },
120 + { key: "completeness", header: "Compl.", num: true, render: (r) => (r.expected_bars ? fmtPct(Math.min(1, r.bar_count / r.expected_bars)) : "—") },
121 + { key: "first_ts", header: "First (UTC)", render: (r) => <span className="tnum">{fmtTime(r.first_ts)}</span> },
122 + { key: "last_ts", header: "Last (UTC)", render: (r) => <span className="tnum">{fmtTime(r.last_ts)}</span> },
123 + { key: "flags", header: "Flags", render: (r) => (r.flags?.length ? r.flags.map((f) => <span key={f} className="pill mr-1 bg-warn-soft text-warn-ink">{f}</span>) : <span className="text-ink-3">—</span>) },
124 + ]}
125 + empty={`No sessions for ${dsym} in this range.`}
126 + footer={<span>{fmtInt(sessions.data?.data.length ?? 0)} sessions · dataset {sessions.data?.meta.dataset_id}</span>}
127 + />
128 + ) : (
129 + <div className="text-sm text-ink-3">Enter a symbol to list its sessions.</div>
130 + )}
131 + </Card>
132 + </>
133 + );
134 +}
added apps/web/src/app/datasets/detail/page.tsx +128 −0
@@ -0,0 +1,128 @@
1 +"use client";
2 +import Link from "next/link";
3 +import { ArrowLeft } from "lucide-react";
4 +import { api, type DatasetDetail } from "@/lib/api";
5 +import { useAsync, useQueryParam } from "@/lib/hooks";
6 +import { fmtBytes, fmtInt, fmtTs } from "@/lib/format";
7 +import { Card, Empty, ErrorState, KV, PageHeader, Skeleton, StatusBadge } from "@/components/ui";
8 +import { DataTable } from "@/components/DataTable";
9 +import { JsonView } from "@/components/JsonView";
10 +
11 +export default function DatasetDetailPage() {
12 + const id = useQueryParam("id");
13 + const { data, error, loading, reload } = useAsync((s) => api.get<DatasetDetail>(`/catalog/datasets/${encodeURIComponent(id!)}`, undefined, s), [id], { enabled: !!id });
14 + const d = data?.data;
15 +
16 + return (
17 + <>
18 + <Link href="/datasets/" className="mb-2 inline-flex items-center gap-1 text-xs text-ink-2 hover:text-ink-1">
19 + <ArrowLeft className="h-3.5 w-3.5" /> Datasets
20 + </Link>
21 + <PageHeader
22 + title={d?.name ?? id ?? "Dataset"}
23 + subtitle={<span className="font-mono">{id}</span>}
24 + actions={
25 + d && (
26 + <>
27 + <StatusBadge status={d.status} />
28 + {d.status === "active" && d.kind === "market_bars" && (
29 + <Link href={`/bars/?interval=${d.interval ?? "1m"}`} className="btn btn-sm">
30 + Explore bars
31 + </Link>
32 + )}
33 + {d.status === "active" && (
34 + <Link href={`/coverage/?dataset_id=${encodeURIComponent(d.id)}`} className="btn btn-sm">
35 + Coverage
36 + </Link>
37 + )}
38 + </>
39 + )
40 + }
41 + />
42 + {!id && <Empty>Missing <code>?id=</code> parameter.</Empty>}
43 + {error && <ErrorState error={error} retry={reload} />}
44 + {loading && !data && <Skeleton rows={8} />}
45 + {d && (
46 + <div className="grid gap-4 lg:grid-cols-2">
47 + <Card title="Description">
48 + <p className="text-sm text-ink-1 whitespace-pre-wrap">{d.description || <span className="text-ink-3">No description.</span>}</p>
49 + {d.notes && <p className="mt-2 text-xs text-ink-2 whitespace-pre-wrap">{d.notes}</p>}
50 + <KV
51 + className="mt-3"
52 + items={[
53 + ["Kind", d.kind],
54 + ["Asset class", d.asset_class ?? "—"],
55 + ["Interval", d.interval ?? "—"],
56 + ["Source", `${d.source_name ?? d.source_id ?? "—"}${d.vendor ? ` · ${d.vendor}` : ""}`],
57 + ]}
58 + />
59 + </Card>
60 + <Card title="Data contract">
61 + <KV
62 + items={[
63 + ["Timestamp convention", d.timestamp_convention ?? "bar_open"],
64 + ["Storage timezone", d.timezone ?? "UTC"],
65 + ["Stored adjustment", d.adjustment ?? "raw"],
66 + ["Current version", d.current_version !== null && d.current_version !== undefined ? `v${d.current_version}` : "—"],
67 + ["License class", d.license_class],
68 + ]}
69 + />
70 + <p className="mt-3 rounded-md border border-warn/50 bg-warn-soft p-2 text-xs text-warn-ink">{d.license_text || "License not yet determined."}</p>
71 + </Card>
72 +
73 + <Card title={`Version history (${data.versions.length})`} className="lg:col-span-2">
74 + <DataTable
75 + rows={data.versions}
76 + rowKey={(v) => v.version}
77 + mobile="scroll"
78 + columns={[
79 + { key: "version", header: "Version", render: (v) => <span className="font-medium tnum">v{v.version}</span> },
80 + { key: "snapshot_id", header: "Snapshot", mono: true },
81 + { key: "row_count", header: "Rows", num: true, render: (v) => fmtInt(v.row_count) },
82 + { key: "file_count", header: "Files", num: true, render: (v) => fmtInt(v.file_count) },
83 + { key: "bytes", header: "Bytes", num: true, render: (v) => fmtBytes(v.bytes) },
84 + { key: "created_at", header: "Created", render: (v) => <span className="tnum text-xs">{fmtTs(v.created_at)}</span> },
85 + { key: "note", header: "Note", render: (v) => <span className="text-xs text-ink-2">{v.note ?? "—"}</span> },
86 + ]}
87 + empty="No version published yet."
88 + />
89 + </Card>
90 +
91 + <Card title="Live files (current layout)">
92 + <DataTable
93 + rows={data.files}
94 + rowKey={(f) => f.layout}
95 + mobile="scroll"
96 + columns={[
97 + { key: "layout", header: "Layout", render: (f) => <span className="font-medium">{f.layout}</span> },
98 + { key: "n", header: "Files", num: true, render: (f) => fmtInt(f.n) },
99 + { key: "rows", header: "Rows", num: true, render: (f) => fmtInt(f.rows) },
100 + { key: "bytes", header: "Bytes", num: true, render: (f) => fmtBytes(f.bytes) },
101 + { key: "d0", header: "From", render: (f) => f.d0 ?? "—" },
102 + { key: "d1", header: "To", render: (f) => f.d1 ?? "—" },
103 + ]}
104 + empty="No files registered."
105 + />
106 + </Card>
107 + <Card title={`Checkpoints (${data.checkpoints.length})`}>
108 + {data.checkpoints.length === 0 ? (
109 + <Empty>No checkpoints.</Empty>
110 + ) : (
111 + <ul className="flex flex-col gap-2">
112 + {data.checkpoints.map((c) => (
113 + <li key={c.key} className="text-sm">
114 + <div className="flex items-center justify-between gap-2">
115 + <code className="text-xs">{c.key}</code>
116 + <span className="tnum text-xs text-ink-3">{fmtTs(c.updated_at)}</span>
117 + </div>
118 + <JsonView value={c.value} collapsed />
119 + </li>
120 + ))}
121 + </ul>
122 + )}
123 + </Card>
124 + </div>
125 + )}
126 + </>
127 + );
128 +}
added apps/web/src/app/datasets/page.tsx +94 −0
@@ -0,0 +1,94 @@
1 +"use client";
2 +import Link from "next/link";
3 +import { useMemo, useState } from "react";
4 +import clsx from "clsx";
5 +import { api, type Dataset } from "@/lib/api";
6 +import { useAsync } from "@/lib/hooks";
7 +import { fmtBytes, fmtCompact, fmtInt } from "@/lib/format";
8 +import { Card, ErrorState, PageHeader, Skeleton, StatusBadge, Tabs } from "@/components/ui";
9 +
10 +const ORDER = ["active", "paused", "pending_configuration", "planned", "unsupported"];
11 +
12 +export default function DatasetsPage() {
13 + const { data, error, loading, reload } = useAsync((s) => api.get<{ data: Dataset[] }>("/catalog/datasets", undefined, s), []);
14 + const [filter, setFilter] = useState<"all" | "active" | "other">("all");
15 + const rows = useMemo(() => {
16 + const r = (data?.data ?? []).slice().sort((a, b) => ORDER.indexOf(a.status) - ORDER.indexOf(b.status) || a.id.localeCompare(b.id));
17 + if (filter === "active") return r.filter((d) => d.status === "active");
18 + if (filter === "other") return r.filter((d) => d.status !== "active");
19 + return r;
20 + }, [data, filter]);
21 +
22 + return (
23 + <>
24 + <PageHeader
25 + title="Datasets"
26 + subtitle="Catalog of curated datasets, their contract and current version"
27 + actions={
28 + <Tabs
29 + value={filter}
30 + onChange={setFilter}
31 + items={[
32 + { value: "all", label: `All (${data?.data.length ?? 0})` },
33 + { value: "active", label: "Active" },
34 + { value: "other", label: "Planned / other" },
35 + ]}
36 + />
37 + }
38 + />
39 + {error && <ErrorState error={error} retry={reload} />}
40 + {loading && !data && <Skeleton rows={6} />}
41 + <div className="grid gap-3 md:grid-cols-2 xl:grid-cols-3">
42 + {rows.map((d) => (
43 + <Link key={d.id} href={`/datasets/detail/?id=${encodeURIComponent(d.id)}`} className={clsx("card flex flex-col gap-2 transition hover:border-accent/60", d.status !== "active" && "opacity-90")}>
44 + <div className="flex items-start justify-between gap-2">
45 + <div className="min-w-0">
46 + <div className="truncate font-semibold">{d.name}</div>
47 + <div className="truncate font-mono text-xs text-ink-3">{d.id}</div>
48 + </div>
49 + <StatusBadge status={d.status} />
50 + </div>
51 + {d.description && <p className="line-clamp-2 text-xs text-ink-2">{d.description}</p>}
52 + <div className="flex flex-wrap gap-1 text-[11px]">
53 + <span className="pill bg-surface-2 text-ink-2">{d.kind}</span>
54 + {d.asset_class && <span className="pill bg-surface-2 text-ink-2">{d.asset_class}</span>}
55 + {d.interval && <span className="pill bg-surface-2 text-ink-2">{d.interval}</span>}
56 + {d.adjustment && <span className="pill bg-surface-2 text-ink-2">{d.adjustment}</span>}
57 + <span className={clsx("pill", d.license_class === "public-domain" ? "bg-ok-soft text-ok-ink" : d.license_class === "pending" ? "bg-warn-soft text-warn-ink" : "bg-accent-soft text-accent-ink")} title={d.license_text}>
58 + {d.license_class}
59 + </span>
60 + </div>
61 + {d.status === "active" && (
62 + <dl className="mt-1 grid grid-cols-3 gap-2 text-xs">
63 + <div>
64 + <dt className="text-ink-3">Version</dt>
65 + <dd className="tnum">v{d.current_version ?? "—"}</dd>
66 + </div>
67 + <div>
68 + <dt className="text-ink-3">Rows</dt>
69 + <dd className="tnum" title={fmtInt(d.row_count)}>
70 + {fmtCompact(d.row_count)}
71 + </dd>
72 + </div>
73 + <div>
74 + <dt className="text-ink-3">Size</dt>
75 + <dd className="tnum">{fmtBytes(d.bytes)}</dd>
76 + </div>
77 + <div>
78 + <dt className="text-ink-3">Symbols</dt>
79 + <dd className="tnum">{fmtInt(d.symbols)}</dd>
80 + </div>
81 + <div className="col-span-2">
82 + <dt className="text-ink-3">Sessions</dt>
83 + <dd className="tnum">{d.first_session && d.last_session ? `${d.first_session} → ${d.last_session}` : "—"}</dd>
84 + </div>
85 + </dl>
86 + )}
87 + {d.source_name && <div className="text-[11px] text-ink-3">Source: {d.source_name}{d.vendor ? ` (${d.vendor})` : ""}</div>}
88 + </Link>
89 + ))}
90 + </div>
91 + {data && rows.length === 0 && <Card>No dataset matches this filter.</Card>}
92 + </>
93 + );
94 +}
added apps/web/src/app/exports/page.tsx +160 −0
@@ -0,0 +1,160 @@
1 +"use client";
2 +import { useEffect, useMemo, useState, type FormEvent } from "react";
3 +import { Download, RefreshCw } from "lucide-react";
4 +import { api, type Dataset, type ExportRow } from "@/lib/api";
5 +import { useAsync, useInterval } from "@/lib/hooks";
6 +import { useToast } from "@/lib/toast";
7 +import { daysAgo, fmtBytes, fmtInt, fmtRelative, fmtTs, splitList, today } from "@/lib/format";
8 +import { Banner, Card, ErrorState, Field, PageHeader, StatusBadge } from "@/components/ui";
9 +import { DataTable } from "@/components/DataTable";
10 +import { JsonView } from "@/components/JsonView";
11 +
12 +export default function ExportsPage() {
13 + const toast = useToast();
14 + const datasets = useAsync((s) => api.get<{ data: Dataset[] }>("/catalog/datasets", undefined, s), []);
15 + const list = useAsync((s) => api.get<{ data: ExportRow[] }>("/exports", undefined, s), []);
16 + const live = useMemo(() => (list.data?.data ?? []).some((e) => e.status === "queued" || e.status === "running"), [list.data]);
17 + useInterval(list.reload, live ? 3000 : null);
18 +
19 + const [datasetId, setDatasetId] = useState("market_bars.stock.1m.raw");
20 + const [symbols, setSymbols] = useState("");
21 + const [start, setStart] = useState(daysAgo(365));
22 + const [end, setEnd] = useState(today());
23 + const [adjustment, setAdjustment] = useState<"raw" | "split" | "split_div">("raw");
24 + const [format, setFormat] = useState<"parquet" | "csv">("parquet");
25 + const [busy, setBusy] = useState(false);
26 +
27 + // Prefill from the Bars explorer (range too large)
28 + useEffect(() => {
29 + const p = new URLSearchParams(window.location.search);
30 + if (p.get("symbols")) setSymbols(p.get("symbols")!.replace(/,/g, "\n"));
31 + if (p.get("start")) setStart(p.get("start")!);
32 + if (p.get("end")) setEnd(p.get("end")!);
33 + const a = p.get("adjustment");
34 + if (a === "raw" || a === "split" || a === "split_div") setAdjustment(a);
35 + }, []);
36 +
37 + const syms = splitList(symbols);
38 +
39 + async function submit(e: FormEvent) {
40 + e.preventDefault();
41 + setBusy(true);
42 + try {
43 + const out = await api.post<{ id: string; status: string; poll: string }>("/exports", { dataset_id: datasetId, symbols: syms, start, end, adjustment, format });
44 + toast.success("Export queued", out.id);
45 + list.reload();
46 + } catch (err) {
47 + toast.error(err);
48 + } finally {
49 + setBusy(false);
50 + }
51 + }
52 +
53 + return (
54 + <>
55 + <PageHeader
56 + title="Exports"
57 + subtitle="Asynchronous Parquet/CSV extracts for ranges larger than the live API allows. Dataset version is pinned at submission."
58 + actions={
59 + <button className="btn btn-sm" onClick={list.reload}>
60 + <RefreshCw className="h-3.5 w-3.5" /> Refresh{live ? " (auto 3 s)" : ""}
61 + </button>
62 + }
63 + />
64 + <div className="grid gap-4 lg:grid-cols-[360px_minmax(0,1fr)]">
65 + <Card title="New export">
66 + <form onSubmit={submit} className="flex flex-col gap-3">
67 + <Field label="Dataset">
68 + <select className="input font-mono text-xs" value={datasetId} onChange={(e) => setDatasetId(e.target.value)}>
69 + {!(datasets.data?.data ?? []).some((d) => d.id === datasetId) && <option value={datasetId}>{datasetId}</option>}
70 + {(datasets.data?.data ?? []).filter((d) => d.status === "active").map((d) => (
71 + <option key={d.id} value={d.id}>
72 + {d.id}
73 + </option>
74 + ))}
75 + </select>
76 + </Field>
77 + <Field label={`Symbols (${syms.length}/500)`} hint="comma, space or newline separated">
78 + <textarea className="input min-h-24 font-mono uppercase" value={symbols} onChange={(e) => setSymbols(e.target.value)} placeholder={"AAPL\nMSFT\nSPY"} required />
79 + </Field>
80 + <div className="grid grid-cols-2 gap-2">
81 + <Field label="Start">
82 + <input type="date" className="input" value={start} max={end} onChange={(e) => setStart(e.target.value)} required />
83 + </Field>
84 + <Field label="End">
85 + <input type="date" className="input" value={end} min={start} onChange={(e) => setEnd(e.target.value)} required />
86 + </Field>
87 + <Field label="Adjustment">
88 + <select className="input" value={adjustment} onChange={(e) => setAdjustment(e.target.value as typeof adjustment)}>
89 + <option value="raw">raw</option>
90 + <option value="split">split</option>
91 + <option value="split_div">split + dividend</option>
92 + </select>
93 + </Field>
94 + <Field label="Format">
95 + <select className="input" value={format} onChange={(e) => setFormat(e.target.value as typeof format)}>
96 + <option value="parquet">Parquet (zstd)</option>
97 + <option value="csv">CSV</option>
98 + </select>
99 + </Field>
100 + </div>
101 + <button className="btn btn-primary" disabled={busy || syms.length === 0 || syms.length > 500}>
102 + {busy ? "Submitting…" : "Queue export"}
103 + </button>
104 + <p className="text-[11px] text-ink-3">Limits: 500 symbols, 12 years, 3 concurrent exports per principal. Files expire after ~72 h. Private use only — do not redistribute.</p>
105 + </form>
106 + </Card>
107 +
108 + <Card title={`Exports (${list.data?.data.length ?? 0})`}>
109 + {list.error && <ErrorState error={list.error} retry={list.reload} />}
110 + <DataTable
111 + rows={list.data?.data}
112 + loading={list.loading}
113 + rowKey={(e) => e.id}
114 + mobile="cards"
115 + columns={[
116 + { key: "created_at", header: "Created", render: (e) => <span className="tnum text-xs" title={fmtTs(e.created_at)}>{fmtRelative(e.created_at)}</span> },
117 + { key: "status", header: "Status", render: (e) => <StatusBadge status={isExpired(e) ? "expired" : e.status} label={isExpired(e) ? "expired" : e.status} /> },
118 + {
119 + key: "request",
120 + header: "Request",
121 + render: (e) => (
122 + <div className="text-xs">
123 + <div className="font-mono">{e.request.dataset_id}{e.request.version !== undefined ? ` v${e.request.version}` : ""}</div>
124 + <div className="text-ink-2">
125 + {e.request.symbols.length} symbol{e.request.symbols.length === 1 ? "" : "s"} · {e.request.start} → {e.request.end} · {e.request.adjustment} · {e.format}
126 + </div>
127 + <div className="line-clamp-1 font-mono text-[11px] text-ink-3">{e.request.symbols.join(", ")}</div>
128 + </div>
129 + ),
130 + },
131 + { key: "row_count", header: "Rows", num: true, hideSm: true, render: (e) => fmtInt(e.row_count) },
132 + { key: "bytes", header: "Size", num: true, render: (e) => fmtBytes(e.bytes) },
133 + { key: "expires_at", header: "Expires", hideSm: true, render: (e) => <span className="tnum text-xs">{e.expires_at ? fmtRelative(e.expires_at) : "—"}</span> },
134 + {
135 + key: "download",
136 + header: "",
137 + render: (e) =>
138 + e.status === "ready" && !isExpired(e) ? (
139 + <a className="btn btn-sm btn-primary" href={`/api/v1/exports/${e.id}/download`} target="_blank" rel="noopener">
140 + <Download className="h-3.5 w-3.5" /> Download
141 + </a>
142 + ) : e.status === "failed" && e.error ? (
143 + <JsonView value={e.error} collapsed />
144 + ) : null,
145 + },
146 + ]}
147 + empty="No exports yet."
148 + />
149 + </Card>
150 + </div>
151 + <Banner tone="warn" className="mt-4">
152 + Exported files contain FirstRate Data bars licensed for <strong>private use by the subscriber only</strong>. Do not share, publish or re-host them.
153 + </Banner>
154 + </>
155 + );
156 +}
157 +
158 +function isExpired(e: ExportRow): boolean {
159 + return e.status === "expired" || (!!e.expires_at && new Date(e.expires_at).getTime() < Date.now());
160 +}
added apps/web/src/app/globals.css +153 −0
@@ -0,0 +1,153 @@
1 +@import "tailwindcss";
2 +
3 +/* ------------------------------------------------------------------ design tokens
4 + Brand-neutral palette (validated with the dataviz skill in light & dark).
5 + Everything is referenced by role; the dark values swap in one place. */
6 +:root {
7 + color-scheme: light;
8 + --surface-0: #f4f4f1; /* page plane */
9 + --surface-1: #fcfcfb; /* cards, chart surface */
10 + --surface-2: #f0efec; /* table header, inset */
11 + --surface-3: #e6e5df; /* hover wash */
12 + --ink-1: #0b0b0b;
13 + --ink-2: #52514e;
14 + --ink-3: #898781;
15 + --hairline: #e1e0d9;
16 + --axis: #c3c2b7;
17 + --border: rgba(11, 11, 11, 0.10);
18 + --accent: #2a78d6;
19 + --accent-ink: #1c5cab;
20 + --accent-soft: #cde2fb;
21 + --series-1: #2a78d6;
22 + --series-2: #eb6834;
23 + --series-3: #1baf7a;
24 + --seq-100: #cde2fb; --seq-200: #9ec5f4; --seq-300: #6da7ec; --seq-400: #3987e5;
25 + --seq-500: #256abf; --seq-600: #184f95; --seq-700: #0d366b;
26 + --ok: #0ca30c; --ok-ink: #006300; --ok-soft: #dcf3dc;
27 + --warn: #fab219; --warn-ink: #7a4f00; --warn-soft: #fdf0cc;
28 + --serious: #ec835a; --serious-ink: #8a3a1a; --serious-soft: #fde3d8;
29 + --crit: #d03b3b; --crit-ink: #a02020; --crit-soft: #f8dada;
30 + --focus: #2a78d6;
31 +}
32 +@media (prefers-color-scheme: dark) {
33 + :root {
34 + color-scheme: dark;
35 + --surface-0: #0d0d0d;
36 + --surface-1: #1a1a19;
37 + --surface-2: #222220;
38 + --surface-3: #2c2c2a;
39 + --ink-1: #f0efec;
40 + --ink-2: #c3c2b7;
41 + --ink-3: #898781;
42 + --hairline: #2c2c2a;
43 + --axis: #383835;
44 + --border: rgba(255, 255, 255, 0.10);
45 + --accent: #3987e5;
46 + --accent-ink: #86b6ef;
47 + --accent-soft: #184f95;
48 + --series-1: #3987e5;
49 + --series-2: #d95926;
50 + --series-3: #199e70;
51 + --seq-100: #0d366b; --seq-200: #184f95; --seq-300: #256abf; --seq-400: #2a78d6;
52 + --seq-500: #3987e5; --seq-600: #6da7ec; --seq-700: #9ec5f4;
53 + --ok: #0ca30c; --ok-ink: #5fd15f; --ok-soft: #10321a;
54 + --warn: #fab219; --warn-ink: #fab219; --warn-soft: #3a2b05;
55 + --serious: #ec835a; --serious-ink: #f3a483; --serious-soft: #3d1f12;
56 + --crit: #d03b3b; --crit-ink: #ef7a7a; --crit-soft: #3d1414;
57 + --focus: #6da7ec;
58 + }
59 +}
60 +
61 +@theme inline {
62 + --color-surface-0: var(--surface-0);
63 + --color-surface-1: var(--surface-1);
64 + --color-surface-2: var(--surface-2);
65 + --color-surface-3: var(--surface-3);
66 + --color-ink-1: var(--ink-1);
67 + --color-ink-2: var(--ink-2);
68 + --color-ink-3: var(--ink-3);
69 + --color-hairline: var(--hairline);
70 + --color-axis: var(--axis);
71 + --color-border: var(--border);
72 + --color-accent: var(--accent);
73 + --color-accent-ink: var(--accent-ink);
74 + --color-accent-soft: var(--accent-soft);
75 + --color-ok: var(--ok);
76 + --color-ok-ink: var(--ok-ink);
77 + --color-ok-soft: var(--ok-soft);
78 + --color-warn: var(--warn);
79 + --color-warn-ink: var(--warn-ink);
80 + --color-warn-soft: var(--warn-soft);
81 + --color-serious: var(--serious);
82 + --color-serious-ink: var(--serious-ink);
83 + --color-serious-soft: var(--serious-soft);
84 + --color-crit: var(--crit);
85 + --color-crit-ink: var(--crit-ink);
86 + --color-crit-soft: var(--crit-soft);
87 + --font-sans: system-ui, -apple-system, "Segoe UI", Roboto, "Helvetica Neue", Arial, sans-serif;
88 + --font-mono: ui-monospace, SFMono-Regular, Menlo, Monaco, Consolas, "Liberation Mono", monospace;
89 +}
90 +
91 +/* ------------------------------------------------------------------ base */
92 +html, body { height: 100%; }
93 +body {
94 + background: var(--surface-0);
95 + color: var(--ink-1);
96 + font-family: var(--font-sans);
97 + font-size: 14px;
98 + line-height: 1.45;
99 + -webkit-font-smoothing: antialiased;
100 + text-rendering: optimizeLegibility;
101 +}
102 +* { border-color: var(--border); }
103 +:focus-visible { outline: 2px solid var(--focus); outline-offset: 2px; }
104 +::selection { background: var(--accent-soft); }
105 +a { color: inherit; }
106 +code, pre, kbd, .mono { font-family: var(--font-mono); }
107 +.tnum { font-variant-numeric: tabular-nums; }
108 +
109 +/* ------------------------------------------------------------------ components */
110 +@layer components {
111 + .card { @apply rounded-lg border border-border bg-surface-1 p-4; }
112 + .card-title { @apply mb-3 flex items-center justify-between gap-2 text-sm font-semibold text-ink-1; }
113 + .muted { @apply text-ink-3; }
114 + .label { @apply mb-1 block text-xs font-medium text-ink-2; }
115 + .input {
116 + @apply w-full rounded-md border border-border bg-surface-1 px-2.5 py-1.5 text-sm text-ink-1 placeholder:text-ink-3;
117 + @apply focus:border-accent focus:outline-none focus:ring-2 focus:ring-accent/30 disabled:opacity-60;
118 + }
119 + select.input { @apply pr-7; }
120 + .btn {
121 + @apply inline-flex items-center justify-center gap-1.5 rounded-md border border-border bg-surface-1 px-3 py-1.5 text-sm font-medium text-ink-1;
122 + @apply hover:bg-surface-3 disabled:cursor-not-allowed disabled:opacity-50 active:translate-y-px;
123 + }
124 + .btn-primary { @apply border-transparent bg-accent text-white hover:bg-accent hover:brightness-110; }
125 + .btn-danger { @apply border-transparent bg-crit text-white hover:brightness-110; }
126 + .btn-sm { @apply px-2 py-1 text-xs; }
127 + .btn-ghost { @apply border-transparent bg-transparent; }
128 + .pill { @apply inline-flex items-center gap-1 rounded-full px-2 py-0.5 text-xs font-medium whitespace-nowrap; }
129 + .table-wrap { @apply -mx-4 overflow-x-auto px-4 sm:mx-0 sm:px-0; }
130 + .table { @apply w-full border-collapse text-sm; }
131 + .table th { @apply sticky top-0 z-[1] border-b border-hairline bg-surface-2 px-2.5 py-2 text-left text-xs font-semibold text-ink-2 whitespace-nowrap; }
132 + .table td { @apply border-b border-hairline px-2.5 py-1.5 align-top text-ink-1; }
133 + .table tbody tr:hover td { background: var(--surface-2); }
134 + .table .num { @apply text-right tnum; }
135 + .kbd { @apply rounded border border-border bg-surface-2 px-1 py-px font-mono text-[11px] text-ink-2; }
136 + .banner { @apply rounded-md border px-3 py-2 text-sm; }
137 + .nav-link { @apply flex items-center gap-2.5 rounded-md px-2.5 py-1.5 text-sm text-ink-2 hover:bg-surface-3 hover:text-ink-1; }
138 + .nav-link[aria-current="page"] { @apply bg-accent-soft text-accent-ink font-medium; }
139 + .section-title { @apply text-lg font-semibold tracking-tight text-ink-1; }
140 + .skeleton { @apply animate-pulse rounded bg-surface-3; }
141 +}
142 +
143 +/* recharts chrome */
144 +.recharts-cartesian-grid line { stroke: var(--hairline); }
145 +.recharts-cartesian-axis line, .recharts-cartesian-axis-tick-line { stroke: var(--axis); }
146 +.recharts-text { fill: var(--ink-3); font-size: 11px; }
147 +.recharts-tooltip-cursor { stroke: var(--axis); }
148 +
149 +/* dialog backdrop */
150 +dialog::backdrop { background: rgba(0, 0, 0, 0.45); }
151 +
152 +/* hide number spinners for dense forms */
153 +input[type="number"]::-webkit-inner-spin-button { opacity: 0.4; }
added apps/web/src/app/ingestion/page.tsx +350 −0
@@ -0,0 +1,350 @@
1 +"use client";
2 +import { useMemo, useState, type FormEvent } from "react";
3 +import { Plus, RefreshCw, RotateCcw, XCircle } from "lucide-react";
4 +import { api, type Dataset, type HealthReport, type Job } from "@/lib/api";
5 +import { useAsync, useInterval } from "@/lib/hooks";
6 +import { useToast } from "@/lib/toast";
7 +import { useAuth } from "@/lib/auth";
8 +import { daysAgo, fmtDuration, fmtInt, fmtTs, splitList, today } from "@/lib/format";
9 +import { Banner, Card, Empty, ErrorState, Field, PageHeader, StatusBadge } from "@/components/ui";
10 +import { DataTable } from "@/components/DataTable";
11 +import { JsonView } from "@/components/JsonView";
12 +import { ConfirmDialog, Modal } from "@/components/ConfirmDialog";
13 +
14 +const KINDS = ["incremental", "metadata", "backfill", "fundamentals", "derive", "compaction", "quality", "backup", "gc"] as const;
15 +type Kind = (typeof KINDS)[number];
16 +const STATUSES = ["", "queued", "running", "succeeded", "failed", "dead", "cancelled"];
17 +
18 +const KIND_HELP: Record<Kind, string> = {
19 + incremental: "Fetch the vendor's latest day or week of bars and append (idempotent).",
20 + metadata: "Refresh the instrument master, corporate actions and vendor checkpoints.",
21 + backfill: "Full-history download for a ticker range (first letter). Heavy on disk and bandwidth.",
22 + fundamentals: "Ingest point-in-time fundamentals for the given tickers (or the tracked list).",
23 + derive: "Rebuild derived datasets (5m / 1d) from 1-minute bars.",
24 + compaction: "Merge delta files into base files and publish a new dataset version.",
25 + quality: "Run the quality checks and record anomalies.",
26 + backup: "pg_dump + rsync of the lake metadata to the backup target.",
27 + gc: "Garbage-collect retired files and expired exports.",
28 +};
29 +
30 +export default function IngestionPage() {
31 + const { isOwner } = useAuth();
32 + const toast = useToast();
33 + const [status, setStatus] = useState("");
34 + const [kind, setKind] = useState("");
35 + const jobs = useAsync((s) => api.get<{ data: Job[] }>("/admin/jobs", { status, kind, limit: 300 }, s), [status, kind], { enabled: isOwner });
36 + const dead = useAsync((s) => api.get<{ data: Job[] }>("/admin/jobs", { status: "dead", limit: 100 }, s), [], { enabled: isOwner });
37 + const failed = useAsync((s) => api.get<{ data: Job[] }>("/admin/jobs", { status: "failed", limit: 100 }, s), [], { enabled: isOwner });
38 + const datasets = useAsync((s) => api.get<{ data: Dataset[] }>("/catalog/datasets", undefined, s), []);
39 + const health = useAsync((s) => api.get<HealthReport>("/health", undefined, s), []);
40 + const [inspect, setInspect] = useState<Job | null>(null);
41 + const [showForm, setShowForm] = useState(false);
42 +
43 + const reloadAll = () => {
44 + jobs.reload();
45 + dead.reload();
46 + failed.reload();
47 + };
48 + const hasLive = (jobs.data?.data ?? []).some((j) => j.status === "queued" || j.status === "running");
49 + useInterval(reloadAll, hasLive ? 5000 : 30000);
50 +
51 + async function act(j: Job, action: "retry" | "cancel") {
52 + try {
53 + await api.post(`/admin/jobs/${j.id}/${action}`);
54 + toast.success(`Job ${action === "retry" ? "re-queued" : "cancelled"}`, j.id);
55 + reloadAll();
56 + } catch (e) {
57 + toast.error(e);
58 + }
59 + }
60 +
61 + const counts = useMemo(() => {
62 + const m: Record<string, number> = {};
63 + for (const j of jobs.data?.data ?? []) m[j.status] = (m[j.status] ?? 0) + 1;
64 + return m;
65 + }, [jobs.data]);
66 +
67 + if (!isOwner) return <Banner tone="warn">Ingestion controls require the owner role.</Banner>;
68 +
69 + const columns = [
70 + { key: "kind", header: "Kind", render: (j: Job) => <span className="font-medium">{j.kind}</span> },
71 + { key: "dataset_id", header: "Dataset", mono: true, hideSm: true, render: (j: Job) => <span className="font-mono text-xs">{j.dataset_id ?? "—"}</span> },
72 + { key: "status", header: "Status", render: (j: Job) => <StatusBadge status={j.status} /> },
73 + { key: "attempts", header: "Att.", num: true, hideSm: true, render: (j: Job) => `${j.attempts ?? 0}/${j.max_attempts ?? "—"}` },
74 + { key: "created_at", header: "Created", hideSm: true, render: (j: Job) => <span className="tnum text-xs">{fmtTs(j.created_at)}</span> },
75 + { key: "duration", header: "Duration", render: (j: Job) => <span className="tnum text-xs">{j.started_at ? fmtDuration(j.started_at, j.finished_at) : "—"}</span> },
76 + { key: "progress", header: "Progress", render: (j: Job) => (j.progress ? <JsonView value={j.progress} collapsed /> : <span className="text-ink-3">—</span>) },
77 + { key: "last_error", header: "Error", render: (j: Job) => (j.last_error ? <span className="line-clamp-2 text-xs text-crit-ink">{j.last_error}</span> : <span className="text-ink-3">—</span>) },
78 + {
79 + key: "actions",
80 + header: "",
81 + render: (j: Job) => (
82 + <div className="flex gap-1" onClick={(e) => e.stopPropagation()}>
83 + {(j.status === "failed" || j.status === "dead" || j.status === "cancelled") && (
84 + <button className="btn btn-sm" onClick={() => void act(j, "retry")} title="Retry">
85 + <RotateCcw className="h-3.5 w-3.5" /> Retry
86 + </button>
87 + )}
88 + {j.status === "queued" && (
89 + <button className="btn btn-sm" onClick={() => void act(j, "cancel")} title="Cancel">
90 + <XCircle className="h-3.5 w-3.5" /> Cancel
91 + </button>
92 + )}
93 + </div>
94 + ),
95 + },
96 + ];
97 +
98 + return (
99 + <>
100 + <PageHeader
101 + title="Ingestion"
102 + subtitle={<>Job queue · {Object.entries(counts).map(([k, v]) => `${k} ${v}`).join(" · ") || "no jobs"} · refresh every {hasLive ? 5 : 30} s</>}
103 + actions={
104 + <>
105 + <button className="btn btn-sm" onClick={reloadAll}>
106 + <RefreshCw className="h-3.5 w-3.5" /> Refresh
107 + </button>
108 + <button className="btn btn-sm btn-primary" onClick={() => setShowForm(true)}>
109 + <Plus className="h-3.5 w-3.5" /> Enqueue job
110 + </button>
111 + </>
112 + }
113 + />
114 +
115 + {health.data?.components.ingest_worker && health.data.components.ingest_worker !== "running" && (
116 + <Banner tone="crit" className="mb-4">
117 + The ingest worker is <strong>{health.data.components.ingest_worker}</strong> — queued jobs will not start until it holds the lake lock.
118 + </Banner>
119 + )}
120 +
121 + {(dead.data?.data.length ?? 0) + (failed.data?.data.length ?? 0) > 0 && (
122 + <Card title={`Dead-letter & failed (${(dead.data?.data.length ?? 0) + (failed.data?.data.length ?? 0)})`} className="mb-4 border-crit/40">
123 + <DataTable rows={[...(dead.data?.data ?? []), ...(failed.data?.data ?? [])]} rowKey={(j) => j.id} mobile="scroll" columns={columns} onRowClick={setInspect} />
124 + </Card>
125 + )}
126 +
127 + <Card
128 + title="Jobs"
129 + actions={
130 + <div className="flex gap-2">
131 + <select className="input w-auto py-1 text-xs" value={status} onChange={(e) => setStatus(e.target.value)} aria-label="Status filter">
132 + {STATUSES.map((s) => (
133 + <option key={s} value={s}>
134 + {s || "any status"}
135 + </option>
136 + ))}
137 + </select>
138 + <select className="input w-auto py-1 text-xs" value={kind} onChange={(e) => setKind(e.target.value)} aria-label="Kind filter">
139 + <option value="">any kind</option>
140 + {KINDS.map((k) => (
141 + <option key={k} value={k}>
142 + {k}
143 + </option>
144 + ))}
145 + </select>
146 + </div>
147 + }
148 + >
149 + {jobs.error && <ErrorState error={jobs.error} retry={jobs.reload} />}
150 + <DataTable rows={jobs.data?.data} loading={jobs.loading} rowKey={(j) => j.id} mobile="scroll" columns={columns} onRowClick={setInspect} empty="No jobs match." footer={<span>{fmtInt(jobs.data?.data.length ?? 0)} jobs (max 300)</span>} />
151 + </Card>
152 +
153 + <Modal open={!!inspect} title={inspect ? `${inspect.kind} · ${inspect.id}` : ""} onClose={() => setInspect(null)} wide>
154 + {inspect && (
155 + <div className="grid gap-3 md:grid-cols-2">
156 + <div className="md:col-span-2 flex flex-wrap items-center gap-2 text-sm">
157 + <StatusBadge status={inspect.status} />
158 + <span className="font-mono text-xs">{inspect.dataset_id}</span>
159 + <span className="text-xs text-ink-3">priority {inspect.priority} · attempts {inspect.attempts}/{inspect.max_attempts} · by {inspect.created_by ?? "—"}</span>
160 + </div>
161 + <div className="text-xs">
162 + <div className="text-ink-3">created</div>
163 + {fmtTs(inspect.created_at)}
164 + <div className="mt-1 text-ink-3">started</div>
165 + {fmtTs(inspect.started_at)}
166 + <div className="mt-1 text-ink-3">finished</div>
167 + {fmtTs(inspect.finished_at)}
168 + <div className="mt-1 text-ink-3">next run</div>
169 + {fmtTs(inspect.next_run_at)}
170 + </div>
171 + <div>
172 + <div className="mb-1 text-xs text-ink-3">params</div>
173 + <JsonView value={inspect.params ?? {}} />
174 + </div>
175 + <div>
176 + <div className="mb-1 text-xs text-ink-3">progress</div>
177 + <JsonView value={inspect.progress ?? {}} />
178 + </div>
179 + <div>
180 + <div className="mb-1 text-xs text-ink-3">result</div>
181 + <JsonView value={inspect.result ?? {}} />
182 + </div>
183 + {inspect.last_error && (
184 + <div className="md:col-span-2">
185 + <div className="mb-1 text-xs text-ink-3">last_error</div>
186 + <pre className="overflow-auto rounded-md border border-crit/40 bg-crit-soft p-2 text-xs text-crit-ink whitespace-pre-wrap">{inspect.last_error}</pre>
187 + </div>
188 + )}
189 + </div>
190 + )}
191 + </Modal>
192 +
193 + <Modal open={showForm} title="Enqueue a job" onClose={() => setShowForm(false)}>
194 + <EnqueueForm
195 + datasets={datasets.data?.data ?? []}
196 + lake={health.data?.components.lake}
197 + onDone={() => {
198 + setShowForm(false);
199 + reloadAll();
200 + }}
201 + />
202 + </Modal>
203 + </>
204 + );
205 +}
206 +
207 +function EnqueueForm({ datasets, lake, onDone }: { datasets: Dataset[]; lake?: HealthReport["components"]["lake"]; onDone: () => void }) {
208 + const toast = useToast();
209 + const [kind, setKind] = useState<Kind>("incremental");
210 + const [datasetId, setDatasetId] = useState("market_bars.stock.1m.raw");
211 + const [period, setPeriod] = useState<"day" | "week">("day");
212 + const [letter, setLetter] = useState("A");
213 + const [tickers, setTickers] = useState("");
214 + const [start, setStart] = useState(daysAgo(30));
215 + const [end, setEnd] = useState(today());
216 + const [priority, setPriority] = useState(50);
217 + const [extra, setExtra] = useState("{}");
218 + const [confirm, setConfirm] = useState(false);
219 + const [busy, setBusy] = useState(false);
220 +
221 + const needsDataset = ["incremental", "backfill", "derive", "compaction", "quality"].includes(kind);
222 +
223 + function buildParams(): Record<string, unknown> {
224 + let base: Record<string, unknown> = {};
225 + try {
226 + base = extra.trim() ? (JSON.parse(extra) as Record<string, unknown>) : {};
227 + } catch {
228 + throw new Error("Extra params must be valid JSON");
229 + }
230 + if (kind === "incremental") base = { period, ...base };
231 + if (kind === "backfill") base = { ticker_range: letter.toUpperCase(), ...base };
232 + if (kind === "fundamentals") {
233 + const t = splitList(tickers);
234 + if (t.length) base = { tickers: t, ...base };
235 + }
236 + if (kind === "quality" || kind === "derive") base = { start, end, ...base };
237 + return base;
238 + }
239 +
240 + async function submit(e?: FormEvent) {
241 + e?.preventDefault();
242 + if (kind === "backfill" && !confirm) {
243 + setConfirm(true);
244 + return;
245 + }
246 + setBusy(true);
247 + try {
248 + const params = buildParams();
249 + const out = await api.post<{ id: string }>("/admin/jobs", { kind, dataset_id: needsDataset || kind === "fundamentals" ? datasetId || null : null, params, priority });
250 + toast.success("Job enqueued", `${kind} · ${out.id}`);
251 + onDone();
252 + } catch (err) {
253 + toast.error(err);
254 + } finally {
255 + setBusy(false);
256 + setConfirm(false);
257 + }
258 + }
259 +
260 + return (
261 + <form onSubmit={submit} className="flex flex-col gap-3">
262 + <Field label="Kind">
263 + <select className="input" value={kind} onChange={(e) => setKind(e.target.value as Kind)}>
264 + {KINDS.map((k) => (
265 + <option key={k} value={k}>
266 + {k}
267 + </option>
268 + ))}
269 + </select>
270 + </Field>
271 + <p className="text-xs text-ink-2">{KIND_HELP[kind]}</p>
272 + {needsDataset && (
273 + <Field label="Dataset">
274 + <select className="input font-mono text-xs" value={datasetId} onChange={(e) => setDatasetId(e.target.value)}>
275 + {!datasets.some((d) => d.id === datasetId) && <option value={datasetId}>{datasetId}</option>}
276 + {datasets.map((d) => (
277 + <option key={d.id} value={d.id}>
278 + {d.id}
279 + </option>
280 + ))}
281 + </select>
282 + </Field>
283 + )}
284 + {kind === "incremental" && (
285 + <Field label="Period">
286 + <select className="input" value={period} onChange={(e) => setPeriod(e.target.value as "day" | "week")}>
287 + <option value="day">latest day</option>
288 + <option value="week">latest week</option>
289 + </select>
290 + </Field>
291 + )}
292 + {kind === "backfill" && (
293 + <Field label="Ticker range (first letter)" hint="One letter A–Z or 0 (numeric tickers). One backfill per letter.">
294 + <select className="input" value={letter} onChange={(e) => setLetter(e.target.value)}>
295 + {"ABCDEFGHIJKLMNOPQRSTUVWXYZ0".split("").map((l) => (
296 + <option key={l} value={l}>
297 + {l}
298 + </option>
299 + ))}
300 + </select>
301 + </Field>
302 + )}
303 + {kind === "fundamentals" && (
304 + <Field label="Tickers" hint="Comma / newline separated. Leave empty to use the tracked list from Settings.">
305 + <textarea className="input min-h-20 font-mono uppercase" value={tickers} onChange={(e) => setTickers(e.target.value)} placeholder="AAPL, MSFT" />
306 + </Field>
307 + )}
308 + {(kind === "quality" || kind === "derive") && (
309 + <div className="grid grid-cols-2 gap-2">
310 + <Field label="Start">
311 + <input type="date" className="input" value={start} onChange={(e) => setStart(e.target.value)} />
312 + </Field>
313 + <Field label="End">
314 + <input type="date" className="input" value={end} onChange={(e) => setEnd(e.target.value)} />
315 + </Field>
316 + </div>
317 + )}
318 + <div className="grid grid-cols-2 gap-2">
319 + <Field label="Priority" hint="lower runs first (default 50)">
320 + <input type="number" className="input" min={1} max={100} value={priority} onChange={(e) => setPriority(Number(e.target.value) || 50)} />
321 + </Field>
322 + <Field label="Extra params (JSON)">
323 + <input className="input font-mono text-xs" value={extra} onChange={(e) => setExtra(e.target.value)} />
324 + </Field>
325 + </div>
326 + <div className="flex justify-end gap-2 pt-1">
327 + <button className="btn btn-primary" disabled={busy}>
328 + {busy ? "Enqueuing…" : kind === "backfill" ? "Review & enqueue" : "Enqueue"}
329 + </button>
330 + </div>
331 + <ConfirmDialog
332 + open={confirm}
333 + title={`Start backfill for tickers “${letter.toUpperCase()}…”?`}
334 + confirmLabel="Start backfill"
335 + danger
336 + busy={busy}
337 + onCancel={() => setConfirm(false)}
338 + onConfirm={() => void submit()}
339 + >
340 + <p>A backfill downloads the full 1-minute history for every ticker starting with <strong>{letter.toUpperCase()}</strong>. This can take hours and add tens of GB.</p>
341 + {lake && (
342 + <p className="mt-2 rounded-md border border-warn/50 bg-warn-soft p-2 text-xs text-warn-ink">
343 + Disk budget: <strong>{lake.free_gb} GB free</strong> · curated {lake.curated_gb} GB of a {lake.soft_limit_gb} GB soft limit · hard minimum {lake.hard_min_free_gb} GB free. The API refuses backfills under {(lake.hard_min_free_gb * 1.5).toFixed(0)} GB free.
344 + </p>
345 + )}
346 + </ConfirmDialog>
347 + </form>
348 + );
349 +}
350 +
added apps/web/src/app/keys/page.tsx +209 −0
@@ -0,0 +1,209 @@
1 +"use client";
2 +import { useMemo, useState, type FormEvent } from "react";
3 +import { KeyRound, Plus, Trash2 } from "lucide-react";
4 +import { api, type ApiKey, type UsageRow } from "@/lib/api";
5 +import { useAsync } from "@/lib/hooks";
6 +import { useAuth } from "@/lib/auth";
7 +import { useToast } from "@/lib/toast";
8 +import { fmtBytes, fmtCompact, fmtInt, fmtRelative, fmtTs } from "@/lib/format";
9 +import { Banner, Card, ErrorState, Field, PageHeader, StatusBadge } from "@/components/ui";
10 +import { DataTable } from "@/components/DataTable";
11 +import { ConfirmDialog, Modal } from "@/components/ConfirmDialog";
12 +import { CopyButton } from "@/components/CopyButton";
13 +
14 +const SCOPES: { id: string; help: string }[] = [
15 + { id: "read:market", help: "bars, sessions, coverage, catalog, instruments" },
16 + { id: "read:fundamentals", help: "point-in-time fundamentals" },
17 + { id: "query", help: "SQL playground (DuckDB, read-only)" },
18 + { id: "export", help: "async Parquet/CSV exports" },
19 + { id: "admin", help: "jobs, keys, storage, settings — owner only" },
20 +];
21 +
22 +export default function KeysPage() {
23 + const { isOwner } = useAuth();
24 + const toast = useToast();
25 + const { data, error, loading, reload } = useAsync((s) => api.get<{ data: ApiKey[]; usage: UsageRow[] }>("/admin/keys", undefined, s), [], { enabled: isOwner });
26 + const [create, setCreate] = useState(false);
27 + const [revoke, setRevoke] = useState<ApiKey | null>(null);
28 + const [busy, setBusy] = useState(false);
29 + const [token, setToken] = useState<{ token: string; name: string } | null>(null);
30 +
31 + const usageByPrincipal = useMemo(() => {
32 + const m = new Map<string, { requests: number; rows: number; bytes: number; last: string }>();
33 + for (const u of data?.usage ?? []) {
34 + const e = m.get(u.principal) ?? { requests: 0, rows: 0, bytes: 0, last: u.day };
35 + e.requests += Number(u.requests);
36 + e.rows += Number(u.rows_returned);
37 + e.bytes += Number(u.bytes_exported);
38 + if (u.day > e.last) e.last = u.day;
39 + m.set(u.principal, e);
40 + }
41 + return m;
42 + }, [data]);
43 +
44 + if (!isOwner) return <Banner tone="warn">API keys are managed by the owner.</Banner>;
45 +
46 + async function doRevoke() {
47 + if (!revoke) return;
48 + setBusy(true);
49 + try {
50 + await api.del(`/admin/keys/${revoke.id}`);
51 + toast.success("Key revoked", revoke.name);
52 + setRevoke(null);
53 + reload();
54 + } catch (e) {
55 + toast.error(e);
56 + } finally {
57 + setBusy(false);
58 + }
59 + }
60 +
61 + return (
62 + <>
63 + <PageHeader
64 + title="API keys"
65 + subtitle="Bearer tokens for the SDK and scripts. Usage is aggregated per day (last 14 days)."
66 + actions={
67 + <button className="btn btn-sm btn-primary" onClick={() => setCreate(true)}>
68 + <Plus className="h-3.5 w-3.5" /> New key
69 + </button>
70 + }
71 + />
72 + {error && <ErrorState error={error} retry={reload} />}
73 + <Card>
74 + <DataTable
75 + rows={data?.data}
76 + loading={loading}
77 + rowKey={(k) => k.id}
78 + mobile="cards"
79 + columns={[
80 + { key: "name", header: "Name", render: (k) => (<div><div className="font-medium">{k.name}</div><div className="font-mono text-[11px] text-ink-3">{k.prefix}…</div></div>) },
81 + { key: "scopes", header: "Scopes", render: (k) => <div className="flex flex-wrap gap-1">{k.scopes.map((s) => <span key={s} className="pill bg-surface-2 text-ink-2">{s}</span>)}</div> },
82 + { key: "rate_limit_per_minute", header: "Rate/min", num: true, hideSm: true, render: (k) => fmtInt(k.rate_limit_per_minute) },
83 + { key: "last_used_at", header: "Last used", render: (k) => <span className="tnum text-xs" title={fmtTs(k.last_used_at)}>{k.last_used_at ? fmtRelative(k.last_used_at) : "never"}</span> },
84 + {
85 + key: "usage",
86 + header: "Usage (14 d)",
87 + render: (k) => {
88 + const u = usageByPrincipal.get(`key:${k.prefix}`) ?? usageByPrincipal.get(k.prefix) ?? usageByPrincipal.get(k.name);
89 + return u ? <span className="tnum text-xs">{fmtInt(u.requests)} req · {fmtCompact(u.rows)} rows · {fmtBytes(u.bytes)}</span> : <span className="text-ink-3">—</span>;
90 + },
91 + },
92 + { key: "expires_at", header: "Expires", hideSm: true, render: (k) => <span className="tnum text-xs">{k.expires_at ? fmtTs(k.expires_at) : "never"}</span> },
93 + { key: "status", header: "Status", render: (k) => <StatusBadge status={k.revoked_at ? "error" : k.expires_at && new Date(k.expires_at) < new Date() ? "expired" : "active"} label={k.revoked_at ? "revoked" : k.expires_at && new Date(k.expires_at) < new Date() ? "expired" : "active"} /> },
94 + { key: "actions", header: "", render: (k) => (!k.revoked_at ? (<button className="btn btn-sm" onClick={() => setRevoke(k)}><Trash2 className="h-3.5 w-3.5" /> Revoke</button>) : null) },
95 + ]}
96 + empty="No API keys yet."
97 + />
98 + </Card>
99 +
100 + <Card title="Daily usage (all principals, 14 days)" className="mt-4">
101 + <DataTable
102 + rows={data?.usage}
103 + loading={loading}
104 + rowKey={(u) => `${u.principal}-${u.day}`}
105 + mobile="scroll"
106 + maxHeight="20rem"
107 + columns={[
108 + { key: "day", header: "Day", render: (u) => <span className="tnum">{u.day}</span> },
109 + { key: "principal", header: "Principal", mono: true },
110 + { key: "requests", header: "Requests", num: true, render: (u) => fmtInt(u.requests) },
111 + { key: "rows_returned", header: "Rows", num: true, render: (u) => fmtInt(u.rows_returned) },
112 + { key: "bytes_exported", header: "Exported", num: true, render: (u) => fmtBytes(u.bytes_exported) },
113 + ]}
114 + empty="No usage recorded."
115 + />
116 + </Card>
117 +
118 + <Modal open={create} title="Create API key" onClose={() => setCreate(false)}>
119 + <CreateKeyForm
120 + onCreated={(t, name) => {
121 + setCreate(false);
122 + setToken({ token: t, name });
123 + reload();
124 + }}
125 + />
126 + </Modal>
127 +
128 + <Modal open={!!token} title="Key created — copy it now" onClose={() => setToken(null)}>
129 + {token && (
130 + <div className="flex flex-col gap-3">
131 + <Banner tone="warn">This token is shown <strong>once</strong>. Store it in a password manager; the server keeps only a hash.</Banner>
132 + <div className="flex items-center gap-2 rounded-md border border-border bg-surface-2 p-2">
133 + <KeyRound className="h-4 w-4 shrink-0 text-ink-3" />
134 + <code className="flex-1 break-all text-xs">{token.token}</code>
135 + <CopyButton text={token.token} />
136 + </div>
137 + <pre className="overflow-auto rounded-md border border-hairline bg-surface-2 p-2 text-xs">{`export FINDATA_API_KEY="${token.token}"\ncurl -H "Authorization: Bearer $FINDATA_API_KEY" "${typeof window !== "undefined" ? window.location.origin : ""}/api/v1/health"`}</pre>
138 + <button className="btn btn-primary self-end" onClick={() => setToken(null)}>Done</button>
139 + </div>
140 + )}
141 + </Modal>
142 +
143 + <ConfirmDialog open={!!revoke} title={`Revoke “${revoke?.name}”?`} confirmLabel="Revoke" danger busy={busy} onCancel={() => setRevoke(null)} onConfirm={() => void doRevoke()}>
144 + Every client using this key will start receiving 401 immediately. This cannot be undone.
145 + </ConfirmDialog>
146 + </>
147 + );
148 +}
149 +
150 +function CreateKeyForm({ onCreated }: { onCreated: (token: string, name: string) => void }) {
151 + const toast = useToast();
152 + const [name, setName] = useState("");
153 + const [scopes, setScopes] = useState<string[]>(["read:market"]);
154 + const [rate, setRate] = useState(600);
155 + const [expires, setExpires] = useState("");
156 + const [busy, setBusy] = useState(false);
157 +
158 + async function submit(e: FormEvent) {
159 + e.preventDefault();
160 + setBusy(true);
161 + try {
162 + const out = await api.post<{ id: string; token: string }>("/admin/keys", {
163 + name: name.trim(),
164 + scopes,
165 + rate_limit_per_minute: rate,
166 + expires_at: expires ? new Date(expires).toISOString() : null,
167 + });
168 + onCreated(out.token, name.trim());
169 + } catch (err) {
170 + toast.error(err);
171 + } finally {
172 + setBusy(false);
173 + }
174 + }
175 +
176 + return (
177 + <form onSubmit={submit} className="flex flex-col gap-3">
178 + <Field label="Name">
179 + <input className="input" value={name} onChange={(e) => setName(e.target.value)} maxLength={60} required placeholder="research-laptop" autoFocus />
180 + </Field>
181 + <fieldset>
182 + <legend className="label">Scopes</legend>
183 + <div className="flex flex-col gap-1.5">
184 + {SCOPES.map((s) => (
185 + <label key={s.id} className="flex items-start gap-2 text-sm">
186 + <input type="checkbox" className="mt-0.5" checked={scopes.includes(s.id)} onChange={(e) => setScopes((cur) => (e.target.checked ? [...cur, s.id] : cur.filter((x) => x !== s.id)))} />
187 + <span>
188 + <code className="text-xs">{s.id}</code> <span className="text-xs text-ink-3">— {s.help}</span>
189 + </span>
190 + </label>
191 + ))}
192 + </div>
193 + </fieldset>
194 + <div className="grid grid-cols-2 gap-2">
195 + <Field label="Rate limit / minute">
196 + <input type="number" className="input" min={1} max={10000} value={rate} onChange={(e) => setRate(Number(e.target.value) || 600)} />
197 + </Field>
198 + <Field label="Expires (optional)">
199 + <input type="datetime-local" className="input" value={expires} onChange={(e) => setExpires(e.target.value)} />
200 + </Field>
201 + </div>
202 + <div className="flex justify-end pt-1">
203 + <button className="btn btn-primary" disabled={busy || !name.trim() || scopes.length === 0}>
204 + {busy ? "Creating…" : "Create key"}
205 + </button>
206 + </div>
207 + </form>
208 + );
209 +}
added apps/web/src/app/layout.tsx +32 −0
@@ -0,0 +1,32 @@
1 +import type { Metadata, Viewport } from "next";
2 +import "./globals.css";
3 +import { Providers } from "@/components/Providers";
4 +import { Shell } from "@/components/Shell";
5 +
6 +export const metadata: Metadata = {
7 + title: { default: "FinData OS", template: "%s · FinData OS" },
8 + description: "FinData OS — private financial data lakehouse console",
9 + robots: { index: false, follow: false },
10 + icons: { icon: "/favicon.svg" },
11 +};
12 +
13 +export const viewport: Viewport = {
14 + width: "device-width",
15 + initialScale: 1,
16 + themeColor: [
17 + { media: "(prefers-color-scheme: light)", color: "#f4f4f1" },
18 + { media: "(prefers-color-scheme: dark)", color: "#0d0d0d" },
19 + ],
20 +};
21 +
22 +export default function RootLayout({ children }: { children: React.ReactNode }) {
23 + return (
24 + <html lang="en" suppressHydrationWarning>
25 + <body>
26 + <Providers>
27 + <Shell>{children}</Shell>
28 + </Providers>
29 + </body>
30 + </html>
31 + );
32 +}
added apps/web/src/app/login/page.tsx +170 −0
@@ -0,0 +1,170 @@
1 +"use client";
2 +import { useEffect, useState, type FormEvent } from "react";
3 +import { useRouter } from "next/navigation";
4 +import { KeyRound, LockKeyhole } from "lucide-react";
5 +import { api, isApiError, setCsrf, type LoginOut } from "@/lib/api";
6 +import { useAuth } from "@/lib/auth";
7 +
8 +export default function LoginPage() {
9 + const { me, loading, refresh } = useAuth();
10 + const router = useRouter();
11 + const [email, setEmail] = useState("");
12 + const [password, setPassword] = useState("");
13 + const [code, setCode] = useState("");
14 + const [step, setStep] = useState<"password" | "mfa">("password");
15 + const [busy, setBusy] = useState(false);
16 + const [error, setError] = useState<string | null>(null);
17 +
18 + // Session exists but MFA not passed → go straight to the code step.
19 + useEffect(() => {
20 + if (!loading && me && !me.mfa_passed) setStep("mfa");
21 + }, [loading, me]);
22 +
23 + async function submitPassword(e: FormEvent) {
24 + e.preventDefault();
25 + setBusy(true);
26 + setError(null);
27 + try {
28 + const out = await api.post<LoginOut>("/auth/login", { email: email.trim(), password });
29 + setCsrf(out.csrf_token);
30 + if (out.mfa_required) {
31 + setStep("mfa");
32 + setPassword("");
33 + } else {
34 + await refresh();
35 + router.replace("/");
36 + }
37 + } catch (err) {
38 + setError(describe(err));
39 + } finally {
40 + setBusy(false);
41 + }
42 + }
43 +
44 + async function submitCode(e: FormEvent) {
45 + e.preventDefault();
46 + setBusy(true);
47 + setError(null);
48 + try {
49 + const out = await api.post<{ ok: boolean; csrf_token: string }>("/auth/mfa", { code: code.replace(/\s+/g, "") });
50 + setCsrf(out.csrf_token);
51 + await refresh();
52 + router.replace("/");
53 + } catch (err) {
54 + setError(describe(err));
55 + setCode("");
56 + } finally {
57 + setBusy(false);
58 + }
59 + }
60 +
61 + return (
62 + <div className="flex min-h-dvh items-center justify-center bg-surface-0 p-4">
63 + <div className="w-full max-w-sm">
64 + <div className="mb-6 flex items-center gap-3">
65 + <svg viewBox="0 0 32 32" className="h-9 w-9" aria-hidden>
66 + <rect width="32" height="32" rx="7" fill="var(--accent)" />
67 + <path d="M8 22V10h4v12zm6 0V14h4v8zm6 0v-5h4v5z" fill="#fff" />
68 + </svg>
69 + <div>
70 + <div className="text-lg font-semibold tracking-tight">FinData OS</div>
71 + <div className="text-xs text-ink-2">Private console — authorised users only</div>
72 + </div>
73 + </div>
74 +
75 + <div className="card">
76 + {step === "password" ? (
77 + <form onSubmit={submitPassword} className="flex flex-col gap-3" aria-busy={busy}>
78 + <h1 className="flex items-center gap-2 text-base font-semibold">
79 + <LockKeyhole className="h-4 w-4 text-ink-2" /> Sign in
80 + </h1>
81 + <label className="block">
82 + <span className="label">E-mail</span>
83 + <input className="input" type="email" autoComplete="username" required value={email} onChange={(e) => setEmail(e.target.value)} autoFocus />
84 + </label>
85 + <label className="block">
86 + <span className="label">Password</span>
87 + <input className="input" type="password" autoComplete="current-password" required value={password} onChange={(e) => setPassword(e.target.value)} />
88 + </label>
89 + {error && (
90 + <p role="alert" className="banner border-crit/60 bg-crit-soft text-crit-ink">
91 + {error}
92 + </p>
93 + )}
94 + <button className="btn btn-primary mt-1" disabled={busy || !email || !password}>
95 + {busy ? "Signing in…" : "Continue"}
96 + </button>
97 + </form>
98 + ) : (
99 + <form onSubmit={submitCode} className="flex flex-col gap-3" aria-busy={busy}>
100 + <h1 className="flex items-center gap-2 text-base font-semibold">
101 + <KeyRound className="h-4 w-4 text-ink-2" /> Two-factor code
102 + </h1>
103 + <p className="text-sm text-ink-2">Enter the 6-digit code from your authenticator app{me?.email ? ` for ${me.email}` : ""}.</p>
104 + <label className="block">
105 + <span className="label">One-time code</span>
106 + <input
107 + className="input text-center font-mono text-lg tracking-[0.4em]"
108 + inputMode="numeric"
109 + autoComplete="one-time-code"
110 + pattern="[0-9 ]{6,8}"
111 + required
112 + autoFocus
113 + value={code}
114 + onChange={(e) => setCode(e.target.value)}
115 + />
116 + </label>
117 + {error && (
118 + <p role="alert" className="banner border-crit/60 bg-crit-soft text-crit-ink">
119 + {error}
120 + </p>
121 + )}
122 + <button className="btn btn-primary mt-1" disabled={busy || code.replace(/\s+/g, "").length < 6}>
123 + {busy ? "Verifying…" : "Verify"}
124 + </button>
125 + <button
126 + type="button"
127 + className="btn btn-ghost btn-sm self-center"
128 + onClick={async () => {
129 + try {
130 + await api.post("/auth/logout");
131 + } catch {
132 + /* ignore */
133 + }
134 + setCsrf(null);
135 + await refresh();
136 + setStep("password");
137 + setError(null);
138 + }}
139 + >
140 + Use a different account
141 + </button>
142 + </form>
143 + )}
144 + </div>
145 + <p className="mt-4 text-center text-[11px] text-ink-3">Sessions use an HttpOnly cookie; every change is CSRF-protected and recorded in the audit log.</p>
146 + </div>
147 + </div>
148 + );
149 +}
150 +
151 +function describe(err: unknown): string {
152 + if (isApiError(err)) {
153 + switch (err.code) {
154 + case "invalid_credentials":
155 + return "Invalid e-mail or password.";
156 + case "invalid_code":
157 + return "That code did not match. Codes rotate every 30 seconds — check your device clock and try again.";
158 + case "rate_limited":
159 + return "Too many attempts. Wait a minute and try again.";
160 + case "csrf":
161 + return "Session token mismatch. Reload the page and sign in again.";
162 + case "unauthenticated":
163 + return "Your session expired. Sign in again.";
164 + default:
165 + return `${err.message} (${err.code}${err.request_id ? `, request ${err.request_id}` : ""})`;
166 + }
167 + }
168 + if (err instanceof TypeError) return "Cannot reach the API. Is the server running?";
169 + return err instanceof Error ? err.message : "Unexpected error";
170 +}
added apps/web/src/app/page.tsx +156 −0
@@ -0,0 +1,156 @@
1 +"use client";
2 +import Link from "next/link";
3 +import { RefreshCw } from "lucide-react";
4 +import { api, type HealthSummary } from "@/lib/api";
5 +import { useAsync, useInterval } from "@/lib/hooks";
6 +import { fmtCompact, fmtGB, fmtInt, fmtRelative, fmtTs } from "@/lib/format";
7 +import { Banner, Card, ErrorState, KpiTile, PageHeader, SeverityBadge, Skeleton, StatusBadge } from "@/components/ui";
8 +import { DataTable } from "@/components/DataTable";
9 +import { Job } from "@/lib/api";
10 +import { useAuth } from "@/lib/auth";
11 +
12 +export default function OverviewPage() {
13 + const { isOwner } = useAuth();
14 + const { data, error, loading, reload } = useAsync((signal) => api.get<HealthSummary>("/health/summary", undefined, signal), []);
15 + useInterval(reload, 60_000);
16 +
17 + const h = data?.health;
18 + const lake = h?.components.lake;
19 + const jobs = data?.jobs ?? {};
20 + const anomalies = data?.anomalies_7d ?? {};
21 + const anomaliesTotal = Object.values(anomalies).reduce((a, b) => a + b, 0);
22 + const primaryDs = h?.datasets?.find((d) => d.dataset_id === "market_bars.stock.1m.raw") ?? h?.datasets?.[0];
23 + const dead = jobs.dead ?? 0;
24 + const freeTone = lake ? (lake.free_gb < lake.hard_min_free_gb ? "crit" : lake.free_gb < lake.hard_min_free_gb * 2 ? "warn" : undefined) : undefined;
25 +
26 + return (
27 + <>
28 + <PageHeader
29 + title="Overview"
30 + subtitle={h ? <>Health checked {fmtRelative(h.checked_at)} · auto-refresh every 60 s</> : "Lakehouse status at a glance"}
31 + actions={
32 + <>
33 + {h && <StatusBadge status={h.status} label={h.status === "ok" ? "all systems ok" : h.status} />}
34 + <button className="btn btn-sm" onClick={reload} disabled={loading}>
35 + <RefreshCw className={loading ? "h-3.5 w-3.5 animate-spin" : "h-3.5 w-3.5"} /> Refresh
36 + </button>
37 + </>
38 + }
39 + />
40 +
41 + <Banner tone="warn" className="mb-4">
42 + <strong>FirstRate Data — private use only.</strong> Raw bars and tables may not be redistributed (no public API, CSV or tables). Derived results may be published with attribution.
43 + </Banner>
44 +
45 + {error && <ErrorState error={error} retry={reload} />}
46 + {!data && !error && <Skeleton rows={6} />}
47 +
48 + {data && (
49 + <>
50 + {h && h.alerts.length > 0 && (
51 + <Card title={`Alerts (${h.alerts.length})`} className="mb-4">
52 + <ul className="flex flex-col gap-1.5">
53 + {h.alerts.map((a, i) => (
54 + <li key={i} className="flex flex-wrap items-center gap-2 text-sm">
55 + <SeverityBadge severity={a.severity} />
56 + <code className="text-xs text-ink-3">{a.code}</code>
57 + <span>{a.message}</span>
58 + </li>
59 + ))}
60 + </ul>
61 + </Card>
62 + )}
63 +
64 + <div className="mb-4 grid grid-cols-2 gap-3 md:grid-cols-3 xl:grid-cols-5">
65 + <KpiTile label="1-min symbols" value={fmtInt(data.bars_1m.symbols)} sub={`${fmtInt(data.instruments.active)} active instruments`} href="/symbols/" />
66 + <KpiTile label="Sessions" value={fmtInt(data.bars_1m.sessions)} sub="with 1-min bars" href="/coverage/" />
67 + <KpiTile label="1-min bars" value={fmtCompact(data.bars_1m.bars)} sub={data.bars_1m.bars ? fmtInt(data.bars_1m.bars) : undefined} href="/bars/" />
68 + <KpiTile label="Last session" value={data.bars_1m.last ?? "—"} sub={primaryDs?.days_since_last_session !== null && primaryDs?.days_since_last_session !== undefined ? `${primaryDs.days_since_last_session} d ago` : undefined} />
69 + <KpiTile
70 + label="Vendor lag"
71 + value={primaryDs?.vendor_lag_days === null || primaryDs?.vendor_lag_days === undefined ? "—" : `${primaryDs.vendor_lag_days} d`}
72 + sub={primaryDs?.vendor_last_update ? `vendor ${primaryDs.vendor_last_update}` : "no vendor checkpoint"}
73 + tone={primaryDs?.vendor_lag_days ? "warn" : undefined}
74 + />
75 + <KpiTile
76 + label="Lake free"
77 + value={lake ? fmtGB(lake.free_gb, 0) : "—"}
78 + sub={lake ? `curated ${fmtGB(lake.curated_gb, 0)} / budget ${lake.soft_limit_gb} GB · min free ${lake.hard_min_free_gb} GB` : undefined}
79 + tone={freeTone}
80 + href={isOwner ? "/storage/" : undefined}
81 + />
82 + <KpiTile label="Jobs" value={`${fmtInt(jobs.queued ?? 0)} / ${fmtInt(jobs.running ?? 0)} / ${fmtInt(dead)}`} sub="queued / running / dead" tone={dead ? "crit" : undefined} href={isOwner ? "/ingestion/" : undefined} />
83 + <KpiTile label="Fundamentals" value={fmtInt(data.fundamentals.entities)} sub={`${fmtCompact(data.fundamentals.facts)} facts`} href="/fundamentals/" />
84 + <KpiTile label="Anomalies (7 d)" value={fmtInt(anomaliesTotal)} sub={Object.entries(anomalies).map(([k, v]) => `${k} ${v}`).join(" · ") || "none"} tone={anomalies.error ? "crit" : anomaliesTotal ? "warn" : undefined} href="/quality/" />
85 + <KpiTile label="Datasets" value={fmtInt(data.datasets.active)} sub={`${data.datasets.planned} planned · ${data.datasets.pending} pending · ${data.datasets.unsupported} unsupported`} href="/datasets/" />
86 + </div>
87 +
88 + <div className="grid gap-4 lg:grid-cols-[1fr_minmax(280px,0.6fr)]">
89 + <Card title="Recent jobs" actions={isOwner && <Link href="/ingestion/" className="text-xs text-accent-ink hover:underline">All jobs →</Link>}>
90 + <DataTable<Job>
91 + rows={data.recent_jobs}
92 + rowKey={(r) => r.id}
93 + mobile="scroll"
94 + columns={[
95 + { key: "kind", header: "Kind", render: (r) => <span className="font-medium">{r.kind}</span> },
96 + { key: "dataset_id", header: "Dataset", mono: true, hideSm: true },
97 + { key: "status", header: "Status", render: (r) => <StatusBadge status={r.status} /> },
98 + { key: "started_at", header: "Started", render: (r) => <span className="tnum text-xs">{fmtTs(r.started_at)}</span>, hideSm: true },
99 + { key: "finished_at", header: "Finished", render: (r) => <span className="tnum text-xs">{fmtTs(r.finished_at)}</span>, hideSm: true },
100 + { key: "last_error", header: "Error", render: (r) => (r.last_error ? <span className="text-xs text-crit-ink break-words">{r.last_error}</span> : <span className="text-ink-3">—</span>) },
101 + ]}
102 + />
103 + </Card>
104 + <Card title="Components">
105 + <ul className="flex flex-col gap-2 text-sm">
106 + <li className="flex items-center justify-between gap-2">
107 + <span>Postgres</span>
108 + <StatusBadge status={h?.components.postgres?.startsWith("error") ? "error" : h?.components.postgres} label={h?.components.postgres} />
109 + </li>
110 + <li className="flex items-center justify-between gap-2">
111 + <span>Ingest worker</span>
112 + <StatusBadge status={h?.components.ingest_worker === "running" ? "ok" : "error"} label={h?.components.ingest_worker ?? "unknown"} />
113 + </li>
114 + <li className="flex items-center justify-between gap-2">
115 + <span>Backup</span>
116 + <span className="text-right text-xs">
117 + {h?.components.backup?.last ? (
118 + <>
119 + <StatusBadge status={h.components.backup.verified ? "verified" : "warning"} label={h.components.backup.verified ? "verified" : "unverified"} />{" "}
120 + <span className="text-ink-2">{fmtRelative(h.components.backup.last)}</span>
121 + </>
122 + ) : (
123 + <StatusBadge status="warning" label="none yet" />
124 + )}
125 + </span>
126 + </li>
127 + <li className="flex items-center justify-between gap-2">
128 + <span>SSD SMART</span>
129 + <StatusBadge status={h?.components.ssd_smart === "Verified" ? "ok" : h?.components.ssd_smart === "unavailable" || h?.components.ssd_smart === "Not Supported" ? "neutral" : "error"} label={h?.components.ssd_smart ?? "unknown"} />
130 + </li>
131 + </ul>
132 + {h?.datasets && h.datasets.length > 0 && (
133 + <div className="mt-4">
134 + <div className="mb-1 text-xs font-semibold text-ink-2">Dataset freshness</div>
135 + <ul className="flex flex-col gap-1 text-xs">
136 + {h.datasets.map((d) => (
137 + <li key={d.dataset_id} className="flex flex-wrap items-center justify-between gap-1">
138 + <Link href={`/datasets/detail/?id=${encodeURIComponent(d.dataset_id)}`} className="font-mono text-accent-ink hover:underline">
139 + {d.dataset_id}
140 + </Link>
141 + <span className="tnum text-ink-2">
142 + v{d.version ?? "—"} · {d.last_session ?? "no sessions"}
143 + {d.vendor_lag_days ? <span className="ml-1 text-warn-ink">· lag {d.vendor_lag_days} d</span> : null}
144 + </span>
145 + </li>
146 + ))}
147 + </ul>
148 + </div>
149 + )}
150 + </Card>
151 + </div>
152 + </>
153 + )}
154 + </>
155 + );
156 +}
added apps/web/src/app/playground/page.tsx +183 −0
@@ -0,0 +1,183 @@
1 +"use client";
2 +import { useEffect, useRef, useState, type KeyboardEvent } from "react";
3 +import { Download, Play } from "lucide-react";
4 +import clsx from "clsx";
5 +import { api, type QueryOut } from "@/lib/api";
6 +import { useAsync, useLocalStorage, useQueryParam } from "@/lib/hooks";
7 +import { useToast } from "@/lib/toast";
8 +import { downloadText, fmtInt, toCsv } from "@/lib/format";
9 +import { Banner, Card, Empty, ErrorState, PageHeader } from "@/components/ui";
10 +
11 +const DISPLAY_CAP = 1000;
12 +
13 +export default function PlaygroundPage() {
14 + const qSymbol = useQueryParam("symbol");
15 + const [sql, setSql] = useLocalStorage("findata.playground.sql", "SELECT symbol_as_reported, count(*) bars FROM market_bars_stock_1m_raw GROUP BY 1 ORDER BY 2 DESC LIMIT 20");
16 + const [maxRows, setMaxRows] = useState(1000);
17 + const [out, setOut] = useState<QueryOut | null>(null);
18 + const [busy, setBusy] = useState(false);
19 + const [error, setError] = useState<unknown>(null);
20 + const toast = useToast();
21 + const ta = useRef<HTMLTextAreaElement>(null);
22 + const views = useAsync((s) => api.get<{ views: { name: string; files: number }[]; examples: string[] }>("/query/views", undefined, s), []);
23 +
24 + useEffect(() => {
25 + if (qSymbol) setSql(`SELECT session_date, min(low) lo, max(high) hi, sum(volume) vol\nFROM market_bars_stock_1m_raw\nWHERE symbol_as_reported = '${qSymbol.toUpperCase().replace(/'/g, "")}'\nGROUP BY 1 ORDER BY 1 DESC LIMIT 100`);
26 + // eslint-disable-next-line react-hooks/exhaustive-deps
27 + }, [qSymbol]);
28 +
29 + async function run() {
30 + if (!sql.trim()) return;
31 + setBusy(true);
32 + setError(null);
33 + try {
34 + const o = await api.post<QueryOut>("/query", { sql, max_rows: maxRows });
35 + setOut(o);
36 + } catch (e) {
37 + setError(e);
38 + setOut(null);
39 + } finally {
40 + setBusy(false);
41 + }
42 + }
43 +
44 + function onKey(e: KeyboardEvent<HTMLTextAreaElement>) {
45 + if ((e.metaKey || e.ctrlKey) && e.key === "Enter") {
46 + e.preventDefault();
47 + void run();
48 + }
49 + if (e.key === "Tab") {
50 + e.preventDefault();
51 + const el = e.currentTarget;
52 + const s = el.selectionStart, en = el.selectionEnd;
53 + const next = sql.slice(0, s) + " " + sql.slice(en);
54 + setSql(next);
55 + requestAnimationFrame(() => el.setSelectionRange(s + 2, s + 2));
56 + }
57 + }
58 +
59 + const shown = out ? out.rows.slice(0, DISPLAY_CAP) : [];
60 +
61 + return (
62 + <>
63 + <PageHeader title="SQL playground" subtitle="DuckDB over the curated Parquet files — read-only, one statement, sandboxed. Results are logged to the audit trail." />
64 + <div className="grid gap-4 lg:grid-cols-[minmax(0,1fr)_280px]">
65 + <div className="flex flex-col gap-4">
66 + <Card>
67 + <textarea
68 + ref={ta}
69 + className="input min-h-40 resize-y font-mono text-[13px] leading-relaxed"
70 + spellCheck={false}
71 + value={sql}
72 + onChange={(e) => setSql(e.target.value)}
73 + onKeyDown={onKey}
74 + aria-label="SQL"
75 + />
76 + <div className="mt-2 flex flex-wrap items-center gap-2">
77 + <button className="btn btn-primary" onClick={() => void run()} disabled={busy || !sql.trim()}>
78 + <Play className="h-3.5 w-3.5" /> {busy ? "Running…" : "Run"}
79 + </button>
80 + <span className="text-xs text-ink-3">
81 + <kbd className="kbd">⌘</kbd>/<kbd className="kbd">Ctrl</kbd> + <kbd className="kbd">Enter</kbd>
82 + </span>
83 + <label className="ml-auto flex items-center gap-2 text-xs text-ink-2">
84 + max rows
85 + <input type="number" className="input w-24 py-1" min={1} max={100000} value={maxRows} onChange={(e) => setMaxRows(Math.max(1, Math.min(100000, Number(e.target.value) || 1000)))} />
86 + </label>
87 + </div>
88 + </Card>
89 +
90 + {error && <ErrorState error={error} retry={() => void run()} />}
91 +
92 + {out && (
93 + <Card
94 + title={
95 + <span className="flex flex-wrap items-center gap-2 text-sm">
96 + Results
97 + <span className="pill bg-surface-2 text-ink-2 tnum">{fmtInt(out.meta.rows)} rows</span>
98 + <span className="pill bg-surface-2 text-ink-2 tnum">{fmtInt(out.meta.elapsed_ms)} ms</span>
99 + {out.meta.truncated && <span className="pill bg-warn-soft text-warn-ink">truncated at max_rows</span>}
100 + {out.rows.length > DISPLAY_CAP && <span className="pill bg-warn-soft text-warn-ink">showing first {fmtInt(DISPLAY_CAP)}</span>}
101 + </span>
102 + }
103 + actions={
104 + <button className="btn btn-sm" onClick={() => downloadText(`query-${Date.now()}.csv`, toCsv(out.columns.map((c) => c.name), out.rows))} disabled={!out.rows.length}>
105 + <Download className="h-3.5 w-3.5" /> CSV ({fmtInt(out.rows.length)} rows)
106 + </button>
107 + }
108 + >
109 + {out.rows.length === 0 ? (
110 + <Empty>Query returned no rows.</Empty>
111 + ) : (
112 + <div className="table-wrap" style={{ maxHeight: "60dvh", overflowY: "auto" }}>
113 + <table className="table">
114 + <thead>
115 + <tr>
116 + {out.columns.map((c) => (
117 + <th key={c.name}>
118 + {c.name}
119 + <div className="font-normal text-[10px] text-ink-3">{c.type}</div>
120 + </th>
121 + ))}
122 + </tr>
123 + </thead>
124 + <tbody>
125 + {shown.map((r, i) => (
126 + <tr key={i}>
127 + {out.columns.map((c) => {
128 + const v = r[c.name];
129 + const isNum = typeof v === "number";
130 + return (
131 + <td key={c.name} className={clsx("font-mono text-xs whitespace-nowrap", isNum && "num")}>
132 + {v === null || v === undefined ? <span className="text-ink-3">NULL</span> : typeof v === "object" ? JSON.stringify(v) : String(v)}
133 + </td>
134 + );
135 + })}
136 + </tr>
137 + ))}
138 + </tbody>
139 + </table>
140 + </div>
141 + )}
142 + <div className="mt-2 text-[11px] text-ink-3">engine: {out.meta.engine}</div>
143 + </Card>
144 + )}
145 + </div>
146 +
147 + <div className="flex flex-col gap-4">
148 + <Card title="Views">
149 + {views.error && <ErrorState error={views.error} retry={views.reload} />}
150 + {views.data && views.data.views.length === 0 && <Empty>No views (no curated files yet).</Empty>}
151 + <ul className="flex flex-col gap-1 text-xs">
152 + {views.data?.views.map((v) => (
153 + <li key={v.name} className="flex items-center justify-between gap-2">
154 + <button className="font-mono text-accent-ink hover:underline text-left break-all" onClick={() => setSql(`SELECT * FROM ${v.name} LIMIT 100`)} title="Insert SELECT">
155 + {v.name}
156 + </button>
157 + <span className="tnum text-ink-3 whitespace-nowrap">{fmtInt(v.files)} files</span>
158 + </li>
159 + ))}
160 + </ul>
161 + </Card>
162 + <Card title="Examples">
163 + <ul className="flex flex-col gap-2">
164 + {views.data?.examples.map((ex, i) => (
165 + <li key={i}>
166 + <button className="w-full rounded-md border border-hairline bg-surface-2 p-2 text-left font-mono text-[11px] leading-snug text-ink-2 hover:border-accent/60 whitespace-pre-wrap break-words" onClick={() => setSql(ex)}>
167 + {ex}
168 + </button>
169 + </li>
170 + ))}
171 + </ul>
172 + </Card>
173 + <Banner tone="accent">
174 + <div className="text-xs">
175 + Bars are stamped at <strong>bar open</strong> in UTC. Columns: <code>timestamp_utc, session_date, open, high, low, close, volume, vwap, trade_count, quality_flags, symbol_as_reported, instrument_id</code>. Stored data is <strong>raw</strong>; adjustments live in <code>corporate_actions</code>.
176 + </div>
177 + </Banner>
178 + <p className="text-[11px] text-ink-3" onClick={() => toast.info("Query results are private", "FirstRate Data terms forbid redistribution of raw bars.")}>License: frd-private — no redistribution of raw bars.</p>
179 + </div>
180 + </div>
181 + </>
182 + );
183 +}
added apps/web/src/app/quality/page.tsx +148 −0
@@ -0,0 +1,148 @@
1 +"use client";
2 +import Link from "next/link";
3 +import { useEffect, useState } from "react";
4 +import { api, type Anomaly, type Dataset, type QualityOut } from "@/lib/api";
5 +import { useAsync, useDebounced, useQueryParam } from "@/lib/hooks";
6 +import { fmtInt, fmtTs } from "@/lib/format";
7 +import { Card, Empty, ErrorState, Field, PageHeader, SeverityBadge, Skeleton, KV } from "@/components/ui";
8 +import { DataTable } from "@/components/DataTable";
9 +import { JsonView } from "@/components/JsonView";
10 +import { CategoryBars } from "@/components/charts";
11 +
12 +const DEFAULT_DS = "market_bars.stock.1m.raw";
13 +
14 +export default function QualityPage() {
15 + const qDs = useQueryParam("dataset_id");
16 + const [datasetId, setDatasetId] = useState(DEFAULT_DS);
17 + const [code, setCode] = useState("");
18 + const [severity, setSeverity] = useState("");
19 + const [symbol, setSymbol] = useState("");
20 + const dsym = useDebounced(symbol.trim().toUpperCase(), 300);
21 + useEffect(() => {
22 + if (qDs) setDatasetId(qDs);
23 + }, [qDs]);
24 +
25 + const datasets = useAsync((s) => api.get<{ data: Dataset[] }>("/catalog/datasets", undefined, s), []);
26 + const q = useAsync((s) => api.get<QualityOut>("/quality", { dataset_id: datasetId }, s), [datasetId]);
27 + const an = useAsync((s) => api.get<{ data: Anomaly[] }>("/quality/anomalies", { dataset_id: datasetId, code, severity, symbol: dsym, limit: 500 }, s), [datasetId, code, severity, dsym]);
28 +
29 + const latest = q.data?.latest;
30 + const byCode = (q.data?.anomalies_by_code_30d ?? []).map((r) => ({ name: r.code, value: Number(r.n) }));
31 +
32 + return (
33 + <>
34 + <PageHeader
35 + title="Quality"
36 + subtitle="Validation reports and anomalies recorded at ingestion"
37 + actions={
38 + <Field label="Dataset" className="w-72">
39 + <select className="input font-mono text-xs" value={datasetId} onChange={(e) => setDatasetId(e.target.value)}>
40 + {!(datasets.data?.data ?? []).some((d) => d.id === datasetId) && <option value={datasetId}>{datasetId}</option>}
41 + {(datasets.data?.data ?? []).filter((d) => d.status === "active").map((d) => (
42 + <option key={d.id} value={d.id}>
43 + {d.id}
44 + </option>
45 + ))}
46 + </select>
47 + </Field>
48 + }
49 + />
50 + {q.error && <ErrorState error={q.error} retry={q.reload} />}
51 + <div className="grid gap-4 lg:grid-cols-[minmax(0,0.9fr)_minmax(0,1.1fr)]">
52 + <Card title="Latest report">
53 + {q.loading && !q.data ? (
54 + <Skeleton rows={5} />
55 + ) : latest ? (
56 + <>
57 + <KV
58 + items={[
59 + ["Report id", <code key="id" className="text-xs">{String(latest.id ?? "—")}</code>],
60 + ["Created", fmtTs(latest.created_at as string)],
61 + ["Rows checked", fmtInt(latest.rows_checked as number)],
62 + ["Anomalies", fmtInt(latest.anomalies as number)],
63 + ]}
64 + />
65 + <div className="mt-3 text-xs text-ink-3">summary</div>
66 + <JsonView value={latest.summary ?? {}} maxHeight="16rem" />
67 + </>
68 + ) : (
69 + <Empty>No quality report yet for this dataset — enqueue a <code>quality</code> job from Ingestion.</Empty>
70 + )}
71 + </Card>
72 + <Card title="Anomalies by code (30 days)">
73 + {byCode.length ? <CategoryBars data={byCode} /> : <Empty>No anomalies in the last 30 days.</Empty>}
74 + <ul className="mt-3 grid gap-1 text-xs sm:grid-cols-2">
75 + {Object.entries(q.data?.codes ?? {}).map(([c, d]) => (
76 + <li key={c} className="flex gap-2">
77 + <button className={`font-mono shrink-0 ${code === c ? "text-accent-ink underline" : "text-ink-1 hover:underline"}`} onClick={() => setCode(code === c ? "" : c)}>
78 + {c}
79 + </button>
80 + <span className="text-ink-3">{d}</span>
81 + </li>
82 + ))}
83 + </ul>
84 + </Card>
85 + </div>
86 +
87 + <Card title={`Reports (${q.data?.reports.length ?? 0})`} className="mt-4">
88 + <DataTable
89 + rows={q.data?.reports}
90 + loading={q.loading}
91 + rowKey={(r) => r.id}
92 + mobile="scroll"
93 + maxHeight="18rem"
94 + columns={[
95 + { key: "created_at", header: "Created", render: (r) => <span className="tnum text-xs">{fmtTs(r.created_at)}</span> },
96 + { key: "rows_checked", header: "Rows checked", num: true, render: (r) => fmtInt(r.rows_checked) },
97 + { key: "anomalies", header: "Anomalies", num: true, render: (r) => fmtInt(r.anomalies) },
98 + { key: "summary", header: "Summary", render: (r) => <JsonView value={r.summary} collapsed /> },
99 + ]}
100 + empty="No reports."
101 + />
102 + </Card>
103 +
104 + <Card
105 + title="Anomalies"
106 + className="mt-4"
107 + actions={
108 + <div className="flex flex-wrap gap-2">
109 + <input className="input w-28 py-1 font-mono text-xs uppercase" placeholder="symbol" value={symbol} onChange={(e) => setSymbol(e.target.value)} aria-label="Symbol" />
110 + <select className="input w-auto py-1 text-xs" value={severity} onChange={(e) => setSeverity(e.target.value)} aria-label="Severity">
111 + <option value="">any severity</option>
112 + <option value="info">info</option>
113 + <option value="warning">warning</option>
114 + <option value="error">error</option>
115 + </select>
116 + <select className="input w-auto py-1 font-mono text-xs" value={code} onChange={(e) => setCode(e.target.value)} aria-label="Code">
117 + <option value="">any code</option>
118 + {Object.keys(q.data?.codes ?? {}).map((c) => (
119 + <option key={c} value={c}>
120 + {c}
121 + </option>
122 + ))}
123 + </select>
124 + </div>
125 + }
126 + >
127 + {an.error && <ErrorState error={an.error} retry={an.reload} />}
128 + <DataTable
129 + rows={an.data?.data}
130 + loading={an.loading}
131 + rowKey={(r, i) => String(r.id ?? i)}
132 + mobile="scroll"
133 + maxHeight="60dvh"
134 + columns={[
135 + { key: "created_at", header: "Recorded", render: (r) => <span className="tnum text-xs">{fmtTs(r.created_at)}</span> },
136 + { key: "severity", header: "Severity", render: (r) => <SeverityBadge severity={r.severity} /> },
137 + { key: "code", header: "Code", mono: true },
138 + { key: "symbol", header: "Symbol", render: (r) => (r.symbol ? <Link href={`/symbols/detail/?symbol=${encodeURIComponent(r.symbol)}`} className="font-mono text-accent-ink hover:underline">{r.symbol}</Link> : "—") },
139 + { key: "session_date", header: "Session", hideSm: true, render: (r) => <span className="tnum">{r.session_date ?? "—"}</span> },
140 + { key: "detail", header: "Detail", render: (r) => <JsonView value={r.detail} collapsed /> },
141 + ]}
142 + empty="No anomalies match."
143 + footer={<span>{fmtInt(an.data?.data.length ?? 0)} rows (max 500)</span>}
144 + />
145 + </Card>
146 + </>
147 + );
148 +}
added apps/web/src/app/storage/page.tsx +149 −0
@@ -0,0 +1,149 @@
1 +"use client";
2 +import Link from "next/link";
3 +import { useMemo } from "react";
4 +import { RefreshCw } from "lucide-react";
5 +import { api, type StorageOut } from "@/lib/api";
6 +import { useAsync } from "@/lib/hooks";
7 +import { useAuth } from "@/lib/auth";
8 +import { fmtBytes, fmtCompact, fmtGB, fmtInt, fmtRelative, fmtTs } from "@/lib/format";
9 +import { Banner, Card, Empty, ErrorState, KV, PageHeader, Skeleton, StatusBadge } from "@/components/ui";
10 +import { DataTable } from "@/components/DataTable";
11 +import { Meter, SegmentedBar } from "@/components/charts";
12 +import { JsonView } from "@/components/JsonView";
13 +
14 +export default function StoragePage() {
15 + const { isOwner } = useAuth();
16 + const { data, error, loading, reload } = useAsync((s) => api.get<StorageOut>("/admin/storage", undefined, s), [], { enabled: isOwner });
17 +
18 + const perDataset = useMemo(() => {
19 + const m = new Map<string, { dataset_id: string; base_files: number; base_bytes: number; base_rows: number; delta_files: number; delta_bytes: number; delta_rows: number; other_files: number; other_bytes: number }>();
20 + for (const r of data?.per_dataset ?? []) {
21 + const e = m.get(r.dataset_id) ?? { dataset_id: r.dataset_id, base_files: 0, base_bytes: 0, base_rows: 0, delta_files: 0, delta_bytes: 0, delta_rows: 0, other_files: 0, other_bytes: 0 };
22 + const b = Number(r.bytes ?? 0), rows = Number(r.rows ?? 0), f = Number(r.files ?? 0);
23 + if (r.layout === "base") { e.base_files += f; e.base_bytes += b; e.base_rows += rows; }
24 + else if (r.layout === "delta") { e.delta_files += f; e.delta_bytes += b; e.delta_rows += rows; }
25 + else { e.other_files += f; e.other_bytes += b; }
26 + m.set(r.dataset_id, e);
27 + }
28 + return Array.from(m.values()).sort((a, b) => b.base_bytes + b.delta_bytes - (a.base_bytes + a.delta_bytes));
29 + }, [data]);
30 +
31 + if (!isOwner) return <Banner tone="warn">Storage details require the owner role.</Banner>;
32 +
33 + const vol = data?.volume;
34 + const used = vol ? vol.total_gb - vol.free_gb : 0;
35 + const freeTone = vol && data ? (vol.free_gb < data.budget.hard_min_free_gb ? "crit" : vol.free_gb < data.budget.hard_min_free_gb * 2 ? "warn" : "accent") : "accent";
36 + const curatedGb = (data?.curated_bytes ?? 0) / 1e9;
37 + const bytesPerBar = useMemo(() => {
38 + const rows = perDataset.reduce((a, d) => a + d.base_rows + d.delta_rows, 0);
39 + const bytes = perDataset.reduce((a, d) => a + d.base_bytes + d.delta_bytes, 0);
40 + return rows > 0 ? bytes / rows : null;
41 + }, [perDataset]);
42 +
43 + return (
44 + <>
45 + <PageHeader
46 + title="Storage"
47 + subtitle={data ? <>Lake root <code className="text-xs">{data.lake_root}</code></> : "Lake volume, budget and footprint"}
48 + actions={
49 + <button className="btn btn-sm" onClick={reload} disabled={loading}>
50 + <RefreshCw className={loading ? "h-3.5 w-3.5 animate-spin" : "h-3.5 w-3.5"} /> Refresh
51 + </button>
52 + }
53 + />
54 + {error && <ErrorState error={error} retry={reload} />}
55 + {loading && !data && <Skeleton rows={6} />}
56 + {data && vol && (
57 + <>
58 + <div className="grid gap-4 lg:grid-cols-2">
59 + <Card title="Volume">
60 + <div className="mb-1 flex items-baseline justify-between">
61 + <span className="text-2xl font-semibold">{fmtGB(vol.free_gb, 0)} free</span>
62 + <span className="text-xs text-ink-2">of {fmtGB(vol.total_gb, 0)}</span>
63 + </div>
64 + <Meter value={used} max={vol.total_gb} tone={freeTone} label="Volume used" marks={[{ at: vol.total_gb - data.budget.hard_min_free_gb, label: `min free ${data.budget.hard_min_free_gb} GB` }]} className="mb-8 mt-2" />
65 + <KV
66 + items={[
67 + ["Used", `${fmtGB(used, 1)} (${((used / vol.total_gb) * 100).toFixed(0)} %)`],
68 + ["Hard minimum free", `${data.budget.hard_min_free_gb} GB`],
69 + ["Status", <StatusBadge key="s" status={freeTone === "crit" ? "error" : freeTone === "warn" ? "warning" : "ok"} label={freeTone === "crit" ? "disk critical" : freeTone === "warn" ? "disk low" : "healthy"} />],
70 + ]}
71 + />
72 + </Card>
73 + <Card title="Curated budget">
74 + <div className="mb-1 flex items-baseline justify-between">
75 + <span className="text-2xl font-semibold">{fmtGB(curatedGb, 1)}</span>
76 + <span className="text-xs text-ink-2">soft limit {data.budget.soft_limit_gb} GB</span>
77 + </div>
78 + <Meter value={curatedGb} max={Math.max(data.budget.soft_limit_gb, curatedGb)} tone={curatedGb > data.budget.soft_limit_gb ? "warn" : "accent"} label="Curated bytes vs budget" marks={[{ at: data.budget.soft_limit_gb, label: `budget ${data.budget.soft_limit_gb} GB` }]} className="mb-8 mt-2" />
79 + <SegmentedBar
80 + parts={[
81 + { label: `curated ${fmtBytes(data.curated_bytes)}`, value: data.curated_bytes, color: "var(--series-1)" },
82 + { label: `raw ${fmtBytes(data.raw_bytes)}`, value: data.raw_bytes, color: "var(--series-2)" },
83 + { label: `retired ${fmtBytes(data.retired_bytes)}`, value: data.retired_bytes, color: "var(--series-3)" },
84 + { label: `exports ${fmtBytes(data.exports_bytes)}`, value: data.exports_bytes, color: "var(--seq-200)" },
85 + { label: `postgres ${fmtBytes(data.postgres_bytes)}`, value: data.postgres_bytes, color: "var(--ink-3)" },
86 + ]}
87 + />
88 + </Card>
89 + </div>
90 +
91 + <Card title={`Per dataset (${perDataset.length})`} className="mt-4">
92 + <DataTable
93 + rows={perDataset}
94 + rowKey={(r) => r.dataset_id}
95 + mobile="scroll"
96 + columns={[
97 + { key: "dataset_id", header: "Dataset", render: (r) => <Link href={`/datasets/detail/?id=${encodeURIComponent(r.dataset_id)}`} className="font-mono text-xs text-accent-ink hover:underline">{r.dataset_id}</Link> },
98 + { key: "base_bytes", header: "Base bytes", num: true, render: (r) => fmtBytes(r.base_bytes) },
99 + { key: "base_rows", header: "Base rows", num: true, render: (r) => <span title={fmtInt(r.base_rows)}>{fmtCompact(r.base_rows)}</span> },
100 + { key: "base_files", header: "Base files", num: true, hideSm: true, render: (r) => fmtInt(r.base_files) },
101 + { key: "delta_bytes", header: "Delta bytes", num: true, render: (r) => fmtBytes(r.delta_bytes) },
102 + { key: "delta_rows", header: "Delta rows", num: true, render: (r) => <span title={fmtInt(r.delta_rows)}>{fmtCompact(r.delta_rows)}</span> },
103 + { key: "delta_files", header: "Delta files", num: true, hideSm: true, render: (r) => fmtInt(r.delta_files) },
104 + { key: "other", header: "Other", num: true, hideSm: true, render: (r) => (r.other_files ? `${fmtInt(r.other_files)} · ${fmtBytes(r.other_bytes)}` : "—") },
105 + { key: "ratio", header: "Delta share", num: true, render: (r) => { const t = r.base_bytes + r.delta_bytes; return t ? `${((r.delta_bytes / t) * 100).toFixed(0)} %` : "—"; } },
106 + ]}
107 + empty="No lake files registered."
108 + />
109 + <p className="mt-2 text-xs text-ink-3">A high delta share means a <code>compaction</code> job would help (merges deltas into base files and publishes a new version).</p>
110 + </Card>
111 +
112 + <div className="mt-4 grid gap-4 lg:grid-cols-3">
113 + <Card title="Raw archives">
114 + <DataTable rows={data.raw_archives} rowKey={(r) => r.status} mobile="scroll" columns={[{ key: "status", header: "Status", render: (r) => <StatusBadge status={r.status} /> }, { key: "n", header: "Archives", num: true, render: (r) => fmtInt(r.n) }, { key: "bytes", header: "Bytes", num: true, render: (r) => fmtBytes(r.bytes) }]} empty="No raw archives." />
115 + </Card>
116 + <Card title="Exports">
117 + <DataTable rows={data.exports} rowKey={(r) => r.status} mobile="scroll" columns={[{ key: "status", header: "Status", render: (r) => <StatusBadge status={r.status} /> }, { key: "n", header: "Count", num: true, render: (r) => fmtInt(r.n) }, { key: "bytes", header: "Bytes", num: true, render: (r) => fmtBytes(r.bytes) }]} empty="No exports." />
118 + <div className="mt-2 text-xs text-ink-3">Retired files: {fmtInt(data.retired_files.n)} · {fmtBytes(data.retired_files.bytes)} (reclaimed by <code>gc</code>)</div>
119 + </Card>
120 + <Card title="Postgres & backup">
121 + <KV
122 + items={[
123 + ["Database size", fmtBytes(data.postgres_bytes)],
124 + ["Last backup", data.last_backup ? `${fmtTs(data.last_backup.updated_at)} (${fmtRelative(data.last_backup.updated_at)})` : "none recorded"],
125 + ["Verified", data.last_backup ? <StatusBadge key="v" status={data.last_backup.value?.verified ? "verified" : "warning"} label={data.last_backup.value?.verified ? "yes" : "no"} /> : "—"],
126 + ]}
127 + />
128 + {data.last_backup && <div className="mt-2"><JsonView value={data.last_backup.value} collapsed /></div>}
129 + {!data.last_backup && <Empty>Enqueue a <code>backup</code> job from Ingestion.</Empty>}
130 + </Card>
131 + </div>
132 +
133 + <Card title="Capacity note" className="mt-4">
134 + <p className="text-sm">
135 + Reference model: <strong>{data.capacity_model.bytes_per_1m_bar_curated} bytes</strong> per curated 1-minute bar.
136 + {bytesPerBar !== null && (
137 + <>
138 + {" "}Measured now: <strong>{bytesPerBar.toFixed(1)} bytes/row</strong> across all datasets. At this density the remaining budget ({fmtGB(Math.max(0, data.budget.soft_limit_gb - curatedGb), 0)}) holds about{" "}
139 + <strong>{fmtCompact(Math.max(0, (data.budget.soft_limit_gb - curatedGb) * 1e9) / bytesPerBar)}</strong> more bars.
140 + </>
141 + )}
142 + </p>
143 + <p className="mt-1 text-xs text-ink-3">{data.capacity_model.note}</p>
144 + </Card>
145 + </>
146 + )}
147 + </>
148 + );
149 +}
added apps/web/src/app/symbols/detail/page.tsx +136 −0
@@ -0,0 +1,136 @@
1 +"use client";
2 +import Link from "next/link";
3 +import { ArrowLeft } from "lucide-react";
4 +import { api, type InstrumentDetail } from "@/lib/api";
5 +import { useAsync, useQueryParam } from "@/lib/hooks";
6 +import { fmtCompact, fmtInt } from "@/lib/format";
7 +import { Card, Empty, ErrorState, KV, PageHeader, Skeleton, StatusBadge } from "@/components/ui";
8 +import { DataTable } from "@/components/DataTable";
9 +import { JsonView } from "@/components/JsonView";
10 +
11 +export default function SymbolDetailPage() {
12 + const symbol = useQueryParam("symbol")?.toUpperCase() ?? null;
13 + const { data, error, loading, reload } = useAsync((s) => api.get<InstrumentDetail>(`/instruments/${encodeURIComponent(symbol!)}`, undefined, s), [symbol], { enabled: !!symbol });
14 + const inst = data?.instrument;
15 +
16 + return (
17 + <>
18 + <Link href="/symbols/" className="mb-2 inline-flex items-center gap-1 text-xs text-ink-2 hover:text-ink-1">
19 + <ArrowLeft className="h-3.5 w-3.5" /> Symbols
20 + </Link>
21 + <PageHeader
22 + title={symbol ?? "Symbol"}
23 + subtitle={inst?.name ?? (data && !inst ? "Unknown instrument (no master record) — coverage may still exist" : undefined)}
24 + actions={
25 + symbol && (
26 + <>
27 + {inst && <StatusBadge status={inst.status} />}
28 + <Link href={`/bars/?symbol=${encodeURIComponent(symbol)}`} className="btn btn-sm btn-primary">
29 + Bars
30 + </Link>
31 + <Link href={`/coverage/?symbol=${encodeURIComponent(symbol)}`} className="btn btn-sm">
32 + Sessions
33 + </Link>
34 + <Link href={`/fundamentals/?ticker=${encodeURIComponent(symbol)}`} className="btn btn-sm">
35 + Fundamentals
36 + </Link>
37 + <Link href={`/playground/?symbol=${encodeURIComponent(symbol)}`} className="btn btn-sm">
38 + SQL
39 + </Link>
40 + </>
41 + )
42 + }
43 + />
44 + {!symbol && <Empty>Missing <code>?symbol=</code> parameter.</Empty>}
45 + {error && <ErrorState error={error} retry={reload} />}
46 + {loading && !data && <Skeleton rows={8} />}
47 + {data && (
48 + <div className="grid gap-4 lg:grid-cols-2">
49 + <Card title="Instrument">
50 + {inst ? (
51 + <KV
52 + items={[
53 + ["Instrument id", <code key="i" className="text-xs">{inst.instrument_id}</code>],
54 + ["Asset class", inst.asset_class],
55 + ["Currency", inst.currency ?? "—"],
56 + ["First date", inst.first_date ?? "—"],
57 + ["Last date", inst.last_date ?? "—"],
58 + ...Object.entries(inst)
59 + .filter(([k]) => !["instrument_id", "symbol", "name", "asset_class", "status", "first_date", "last_date", "currency"].includes(k))
60 + .map(([k, v]) => [k, typeof v === "object" && v !== null ? <JsonView key={k} value={v} collapsed /> : String(v ?? "—")] as [string, React.ReactNode]),
61 + ]}
62 + />
63 + ) : (
64 + <Empty>No master record.</Empty>
65 + )}
66 + </Card>
67 + <Card title="Fundamentals">
68 + {data.fundamentals && data.fundamentals.facts > 0 ? (
69 + <KV
70 + items={[
71 + ["Facts (current)", fmtInt(data.fundamentals.facts)],
72 + ["Last fiscal period", data.fundamentals.last_period ?? "—"],
73 + ["Last filing", data.fundamentals.last_filing ?? "—"],
74 + ]}
75 + />
76 + ) : (
77 + <Empty>
78 + No fundamentals ingested for <code>frd:{symbol}</code>.
79 + </Empty>
80 + )}
81 + </Card>
82 + <Card title={`Coverage per dataset (${data.coverage.length})`} className="lg:col-span-2">
83 + <DataTable
84 + rows={data.coverage}
85 + rowKey={(c) => c.dataset_id}
86 + mobile="scroll"
87 + columns={[
88 + {
89 + key: "dataset_id",
90 + header: "Dataset",
91 + render: (c) => (
92 + <Link href={`/datasets/detail/?id=${encodeURIComponent(c.dataset_id)}`} className="font-mono text-xs text-accent-ink hover:underline">
93 + {c.dataset_id}
94 + </Link>
95 + ),
96 + },
97 + { key: "sessions", header: "Sessions", num: true, render: (c) => fmtInt(c.sessions) },
98 + { key: "bars", header: "Bars", num: true, render: (c) => <span title={fmtInt(c.bars)}>{fmtCompact(c.bars)}</span> },
99 + { key: "d0", header: "From" },
100 + { key: "d1", header: "To" },
101 + ]}
102 + empty="No bars for this symbol yet."
103 + />
104 + </Card>
105 + <Card title={`Corporate actions (${data.corporate_actions.length})`}>
106 + <DataTable
107 + rows={data.corporate_actions}
108 + rowKey={(a, i) => `${a.action_type}-${a.ex_date}-${i}`}
109 + mobile="scroll"
110 + maxHeight="24rem"
111 + columns={[
112 + { key: "ex_date", header: "Ex-date", render: (a) => <span className="tnum">{a.ex_date}</span> },
113 + { key: "action_type", header: "Type", render: (a) => <StatusBadge status="neutral" label={a.action_type} icon={false} /> },
114 + { key: "value", header: "Value", render: (a) => <JsonView value={a.value} collapsed /> },
115 + ]}
116 + empty="No splits or dividends recorded."
117 + />
118 + </Card>
119 + <Card title={`Aliases (${data.aliases.length})`}>
120 + {data.aliases.length === 0 ? (
121 + <Empty>No aliases.</Empty>
122 + ) : (
123 + <ul className="flex flex-col gap-1">
124 + {data.aliases.map((a, i) => (
125 + <li key={i}>
126 + <JsonView value={a} collapsed />
127 + </li>
128 + ))}
129 + </ul>
130 + )}
131 + </Card>
132 + </div>
133 + )}
134 + </>
135 + );
136 +}
added apps/web/src/app/symbols/page.tsx +122 −0
@@ -0,0 +1,122 @@
1 +"use client";
2 +import Link from "next/link";
3 +import { useEffect, useState } from "react";
4 +import { Search } from "lucide-react";
5 +import { api, type Instrument } from "@/lib/api";
6 +import { useAsync, useDebounced } from "@/lib/hooks";
7 +import { useToast } from "@/lib/toast";
8 +import { fmtInt } from "@/lib/format";
9 +import { Card, ErrorState, Field, PageHeader, StatusBadge } from "@/components/ui";
10 +import { DataTable } from "@/components/DataTable";
11 +
12 +interface Out {
13 + data: Instrument[];
14 + meta: { total_instruments: number; active: number };
15 + next_cursor: string | null;
16 +}
17 +
18 +export default function SymbolsPage() {
19 + const [q, setQ] = useState("");
20 + const [status, setStatus] = useState("");
21 + const [assetClass, setAssetClass] = useState("");
22 + const dq = useDebounced(q.trim(), 300);
23 + const [rows, setRows] = useState<Instrument[]>([]);
24 + const [cursor, setCursor] = useState<string | null>(null);
25 + const [more, setMore] = useState(false);
26 + const toast = useToast();
27 +
28 + const { data, error, loading, reload } = useAsync((s) => api.get<Out>("/instruments", { query: dq, status, asset_class: assetClass, limit: 100 }, s), [dq, status, assetClass]);
29 +
30 + useEffect(() => {
31 + if (data) {
32 + setRows(data.data);
33 + setCursor(data.next_cursor);
34 + }
35 + }, [data]);
36 +
37 + async function loadMore() {
38 + if (!cursor) return;
39 + setMore(true);
40 + try {
41 + const out = await api.get<Out>("/instruments", { query: dq, status, asset_class: assetClass, limit: 100, cursor });
42 + setRows((r) => [...r, ...out.data]);
43 + setCursor(out.next_cursor);
44 + } catch (e) {
45 + toast.error(e);
46 + } finally {
47 + setMore(false);
48 + }
49 + }
50 +
51 + return (
52 + <>
53 + <PageHeader title="Symbols" subtitle={data ? <>{fmtInt(data.meta.total_instruments)} instruments · {fmtInt(data.meta.active)} active</> : "Instrument master"} />
54 + <Card className="mb-4">
55 + <div className="flex flex-col gap-2 sm:flex-row sm:items-end">
56 + <Field label="Search" className="flex-1">
57 + <div className="relative">
58 + <Search className="pointer-events-none absolute left-2.5 top-2.5 h-4 w-4 text-ink-3" />
59 + <input className="input pl-8" placeholder="Symbol prefix or name…" value={q} onChange={(e) => setQ(e.target.value)} autoFocus />
60 + </div>
61 + </Field>
62 + <Field label="Status" className="sm:w-40">
63 + <select className="input" value={status} onChange={(e) => setStatus(e.target.value)}>
64 + <option value="">any</option>
65 + <option value="active">active</option>
66 + <option value="delisted">delisted</option>
67 + <option value="inactive">inactive</option>
68 + </select>
69 + </Field>
70 + <Field label="Asset class" className="sm:w-40">
71 + <select className="input" value={assetClass} onChange={(e) => setAssetClass(e.target.value)}>
72 + <option value="">any</option>
73 + <option value="stock">stock</option>
74 + <option value="etf">etf</option>
75 + <option value="index">index</option>
76 + <option value="crypto">crypto</option>
77 + <option value="fx">fx</option>
78 + <option value="futures">futures</option>
79 + </select>
80 + </Field>
81 + </div>
82 + </Card>
83 + {error && <ErrorState error={error} retry={reload} />}
84 + <Card>
85 + <DataTable
86 + rows={rows}
87 + loading={loading}
88 + rowKey={(r) => r.instrument_id}
89 + mobile="scroll"
90 + columns={[
91 + {
92 + key: "symbol",
93 + header: "Symbol",
94 + render: (r) => (
95 + <Link href={`/symbols/detail/?symbol=${encodeURIComponent(r.symbol)}`} className="font-mono font-semibold text-accent-ink hover:underline">
96 + {r.symbol}
97 + </Link>
98 + ),
99 + },
100 + { key: "name", header: "Name", render: (r) => <span className="line-clamp-1">{r.name ?? "—"}</span> },
101 + { key: "asset_class", header: "Class", hideSm: true },
102 + { key: "status", header: "Status", render: (r) => <StatusBadge status={r.status} /> },
103 + { key: "first_date", header: "First", hideSm: true, render: (r) => <span className="tnum">{r.first_date ?? "—"}</span> },
104 + { key: "last_date", header: "Last", hideSm: true, render: (r) => <span className="tnum">{r.last_date ?? "—"}</span> },
105 + { key: "currency", header: "Ccy", hideSm: true },
106 + ]}
107 + empty={dq ? `No instrument matches “${dq}”.` : "No instruments yet — run a metadata job."}
108 + footer={
109 + <>
110 + <span>{fmtInt(rows.length)} shown</span>
111 + {cursor && (
112 + <button className="btn btn-sm" onClick={loadMore} disabled={more}>
113 + {more ? "Loading…" : "Load more"}
114 + </button>
115 + )}
116 + </>
117 + }
118 + />
119 + </Card>
120 + </>
121 + );
122 +}
added apps/web/src/components/ConfirmDialog.tsx +61 −0
@@ -0,0 +1,61 @@
1 +"use client";
2 +import { useEffect, useRef, type ReactNode } from "react";
3 +import clsx from "clsx";
4 +
5 +interface Props {
6 + open: boolean;
7 + title: string;
8 + children?: ReactNode;
9 + confirmLabel?: string;
10 + danger?: boolean;
11 + busy?: boolean;
12 + onConfirm: () => void;
13 + onCancel: () => void;
14 +}
15 +
16 +export function ConfirmDialog({ open, title, children, confirmLabel = "Confirm", danger, busy, onConfirm, onCancel }: Props) {
17 + const ref = useRef<HTMLDialogElement>(null);
18 + useEffect(() => {
19 + const d = ref.current;
20 + if (!d) return;
21 + if (open && !d.open) d.showModal();
22 + if (!open && d.open) d.close();
23 + }, [open]);
24 + return (
25 + <dialog ref={ref} onClose={onCancel} onCancel={onCancel} className="m-auto w-[min(92vw,28rem)] rounded-lg border border-border bg-surface-1 p-0 text-ink-1 shadow-xl">
26 + <div className="p-4">
27 + <h2 className="text-base font-semibold">{title}</h2>
28 + {children && <div className="mt-2 text-sm text-ink-2">{children}</div>}
29 + </div>
30 + <div className="flex justify-end gap-2 border-t border-hairline px-4 py-3">
31 + <button className="btn" onClick={onCancel} disabled={busy}>
32 + Cancel
33 + </button>
34 + <button className={clsx("btn", danger ? "btn-danger" : "btn-primary")} onClick={onConfirm} disabled={busy}>
35 + {busy ? "Working…" : confirmLabel}
36 + </button>
37 + </div>
38 + </dialog>
39 + );
40 +}
41 +
42 +export function Modal({ open, title, children, onClose, wide }: { open: boolean; title: string; children: ReactNode; onClose: () => void; wide?: boolean }) {
43 + const ref = useRef<HTMLDialogElement>(null);
44 + useEffect(() => {
45 + const d = ref.current;
46 + if (!d) return;
47 + if (open && !d.open) d.showModal();
48 + if (!open && d.open) d.close();
49 + }, [open]);
50 + return (
51 + <dialog ref={ref} onClose={onClose} onCancel={onClose} className={clsx("m-auto rounded-lg border border-border bg-surface-1 p-0 text-ink-1 shadow-xl", wide ? "w-[min(96vw,56rem)]" : "w-[min(92vw,32rem)]")}>
52 + <div className="flex items-center justify-between border-b border-hairline px-4 py-3">
53 + <h2 className="text-base font-semibold">{title}</h2>
54 + <button className="btn btn-ghost btn-sm" onClick={onClose} aria-label="Close">
55 + ✕
56 + </button>
57 + </div>
58 + <div className="max-h-[80dvh] overflow-y-auto p-4">{children}</div>
59 + </dialog>
60 + );
61 +}
added apps/web/src/components/CopyButton.tsx +25 −0
@@ -0,0 +1,25 @@
1 +"use client";
2 +import { useState } from "react";
3 +import { Check, Copy } from "lucide-react";
4 +
5 +export function CopyButton({ text, label = "Copy", className }: { text: string; label?: string; className?: string }) {
6 + const [ok, setOk] = useState(false);
7 + return (
8 + <button
9 + type="button"
10 + className={className ?? "btn btn-sm"}
11 + onClick={async () => {
12 + try {
13 + await navigator.clipboard.writeText(text);
14 + setOk(true);
15 + setTimeout(() => setOk(false), 1500);
16 + } catch {
17 + /* clipboard denied */
18 + }
19 + }}
20 + >
21 + {ok ? <Check className="h-3.5 w-3.5 text-ok" /> : <Copy className="h-3.5 w-3.5" />}
22 + {ok ? "Copied" : label}
23 + </button>
24 + );
25 +}
added apps/web/src/components/DataTable.tsx +88 −0
@@ -0,0 +1,88 @@
1 +"use client";
2 +import clsx from "clsx";
3 +import type { ReactNode } from "react";
4 +import { Empty, Skeleton } from "./ui";
5 +
6 +export interface Column<T> {
7 + key: string;
8 + header: ReactNode;
9 + render?: (row: T, i: number) => ReactNode;
10 + num?: boolean;
11 + className?: string;
12 + /** hide below `sm` to save width on phones; still visible in the card view */
13 + hideSm?: boolean;
14 + mono?: boolean;
15 +}
16 +
17 +interface Props<T> {
18 + columns: Column<T>[];
19 + rows: T[] | null | undefined;
20 + rowKey: (row: T, i: number) => string | number;
21 + loading?: boolean;
22 + empty?: ReactNode;
23 + /** Card layout under 640px (default) or always horizontal scroll */
24 + mobile?: "cards" | "scroll";
25 + maxHeight?: string;
26 + onRowClick?: (row: T) => void;
27 + footer?: ReactNode;
28 +}
29 +
30 +function cell<T>(c: Column<T>, row: T, i: number): ReactNode {
31 + if (c.render) return c.render(row, i);
32 + const v = (row as Record<string, unknown>)[c.key];
33 + if (v === null || v === undefined) return <span className="text-ink-3">—</span>;
34 + if (typeof v === "object") return <code className="text-xs">{JSON.stringify(v)}</code>;
35 + return String(v);
36 +}
37 +
38 +export function DataTable<T>({ columns, rows, rowKey, loading, empty, mobile = "cards", maxHeight, onRowClick, footer }: Props<T>) {
39 + if (loading && !rows) return <Skeleton rows={5} />;
40 + if (!rows || rows.length === 0) return <Empty>{empty ?? "No rows."}</Empty>;
41 + return (
42 + <div className={clsx(loading && "opacity-60 transition-opacity")}>
43 + {/* Cards (mobile) */}
44 + {mobile === "cards" && (
45 + <ul className="flex flex-col gap-2 sm:hidden">
46 + {rows.map((r, i) => (
47 + <li key={rowKey(r, i)} className={clsx("rounded-md border border-border bg-surface-1 p-3", onRowClick && "cursor-pointer active:bg-surface-2")} onClick={onRowClick ? () => onRowClick(r) : undefined}>
48 + <dl className="grid grid-cols-[minmax(0,40%)_1fr] gap-x-3 gap-y-1 text-sm">
49 + {columns.map((c) => (
50 + <div key={c.key} className="contents">
51 + <dt className="truncate text-xs text-ink-3">{c.header}</dt>
52 + <dd className={clsx("min-w-0 break-words", c.mono && "font-mono text-xs", c.num && "tnum")}>{cell(c, r, i)}</dd>
53 + </div>
54 + ))}
55 + </dl>
56 + </li>
57 + ))}
58 + </ul>
59 + )}
60 + {/* Table */}
61 + <div className={clsx("table-wrap", mobile === "cards" && "hidden sm:block")} style={maxHeight ? { maxHeight, overflowY: "auto" } : undefined}>
62 + <table className="table">
63 + <thead>
64 + <tr>
65 + {columns.map((c) => (
66 + <th key={c.key} className={clsx(c.num && "text-right", c.hideSm && "hidden md:table-cell", c.className)}>
67 + {c.header}
68 + </th>
69 + ))}
70 + </tr>
71 + </thead>
72 + <tbody>
73 + {rows.map((r, i) => (
74 + <tr key={rowKey(r, i)} className={clsx(onRowClick && "cursor-pointer")} onClick={onRowClick ? () => onRowClick(r) : undefined}>
75 + {columns.map((c) => (
76 + <td key={c.key} className={clsx(c.num && "num", c.mono && "font-mono text-xs", c.hideSm && "hidden md:table-cell", c.className)}>
77 + {cell(c, r, i)}
78 + </td>
79 + ))}
80 + </tr>
81 + ))}
82 + </tbody>
83 + </table>
84 + </div>
85 + {footer && <div className="mt-2 flex items-center justify-between gap-2 text-xs text-ink-3">{footer}</div>}
86 + </div>
87 + );
88 +}
added apps/web/src/components/DateRange.tsx +35 −0
@@ -0,0 +1,35 @@
1 +"use client";
2 +import clsx from "clsx";
3 +import { daysAgo, today } from "@/lib/format";
4 +import { Field } from "./ui";
5 +
6 +interface Props {
7 + start: string;
8 + end: string;
9 + onChange: (start: string, end: string) => void;
10 + presets?: number[]; // days
11 + className?: string;
12 +}
13 +
14 +export function DateRange({ start, end, onChange, presets = [7, 30, 90, 120, 365], className }: Props) {
15 + return (
16 + <div className={clsx("flex flex-wrap items-end gap-2", className)}>
17 + <Field label="Start" className="w-[10.5rem]">
18 + <input type="date" className="input" value={start} max={end || undefined} onChange={(e) => onChange(e.target.value, end)} />
19 + </Field>
20 + <Field label="End" className="w-[10.5rem]">
21 + <input type="date" className="input" value={end} min={start || undefined} onChange={(e) => onChange(start, e.target.value)} />
22 + </Field>
23 + <div className="flex flex-wrap gap-1">
24 + {presets.map((d) => {
25 + const active = start === daysAgo(d) && end === today();
26 + return (
27 + <button key={d} type="button" className={clsx("btn btn-sm", active && "border-accent bg-accent-soft text-accent-ink")} onClick={() => onChange(daysAgo(d), today())}>
28 + {d} d
29 + </button>
30 + );
31 + })}
32 + </div>
33 + </div>
34 + );
35 +}
added apps/web/src/components/JsonView.tsx +28 −0
@@ -0,0 +1,28 @@
1 +"use client";
2 +import { useState } from "react";
3 +import clsx from "clsx";
4 +
5 +export function JsonView({ value, collapsed = false, className, maxHeight = "20rem" }: { value: unknown; collapsed?: boolean; className?: string; maxHeight?: string }) {
6 + const [open, setOpen] = useState(!collapsed);
7 + if (value === null || value === undefined) return <span className="text-ink-3">—</span>;
8 + const text = typeof value === "string" ? value : JSON.stringify(value, null, 2);
9 + const short = text.length > 80 ? text.slice(0, 80) + "…" : text;
10 + if (!open)
11 + return (
12 + <button className="font-mono text-xs text-ink-2 underline-offset-2 hover:underline text-left break-all" onClick={() => setOpen(true)} title="Expand">
13 + {short.replace(/\s+/g, " ")}
14 + </button>
15 + );
16 + return (
17 + <div className={clsx("relative", className)}>
18 + <pre className="overflow-auto rounded-md border border-hairline bg-surface-2 p-2 font-mono text-xs leading-relaxed text-ink-1" style={{ maxHeight }}>
19 + {text}
20 + </pre>
21 + {collapsed && (
22 + <button className="absolute right-1 top-1 btn btn-ghost btn-sm" onClick={() => setOpen(false)}>
23 + collapse
24 + </button>
25 + )}
26 + </div>
27 + );
28 +}
added apps/web/src/components/Providers.tsx +16 −0
@@ -0,0 +1,16 @@
1 +"use client";
2 +import type { ReactNode } from "react";
3 +import { AuthProvider } from "@/lib/auth";
4 +import { ToastProvider } from "@/lib/toast";
5 +import { Toaster } from "./Toast";
6 +
7 +export function Providers({ children }: { children: ReactNode }) {
8 + return (
9 + <ToastProvider>
10 + <AuthProvider>
11 + {children}
12 + <Toaster />
13 + </AuthProvider>
14 + </ToastProvider>
15 + );
16 +}
added apps/web/src/components/Shell.tsx +160 −0
@@ -0,0 +1,160 @@
1 +"use client";
2 +import { useEffect, useState, type ReactNode } from "react";
3 +import Link from "next/link";
4 +import { usePathname } from "next/navigation";
5 +import clsx from "clsx";
6 +import { LogOut, Menu, MoreHorizontal, X } from "lucide-react";
7 +import { useAuth } from "@/lib/auth";
8 +import { MOBILE_TABS, NAV } from "./nav";
9 +
10 +function normalize(p: string | null): string {
11 + if (!p) return "/";
12 + const s = p.endsWith("/") ? p : p + "/";
13 + return s;
14 +}
15 +
16 +function isCurrent(href: string, path: string): boolean {
17 + if (href === "/") return path === "/";
18 + return path.startsWith(href);
19 +}
20 +
21 +export function Shell({ children }: { children: ReactNode }) {
22 + const { me, loading, logout, isOwner } = useAuth();
23 + const pathname = normalize(usePathname());
24 + const [open, setOpen] = useState(false);
25 + const isLogin = pathname === "/login/";
26 +
27 + useEffect(() => setOpen(false), [pathname]);
28 +
29 + if (isLogin) return <main className="min-h-dvh">{children}</main>;
30 +
31 + if (loading || !me || !me.mfa_passed) {
32 + return (
33 + <main className="flex min-h-dvh items-center justify-center p-6">
34 + <div className="flex items-center gap-3 text-ink-2">
35 + <span className="h-3 w-3 animate-pulse rounded-full bg-accent" aria-hidden />
36 + {loading ? "Checking session…" : "Redirecting to sign-in…"}
37 + </div>
38 + </main>
39 + );
40 + }
41 +
42 + const items = NAV.filter((n) => !n.owner || isOwner);
43 + const groups: { key: "data" | "ops" | "system"; label: string }[] = [
44 + { key: "data", label: "Data" },
45 + { key: "ops", label: "Operations" },
46 + { key: "system", label: "System" },
47 + ];
48 + const tabs = items.filter((n) => MOBILE_TABS.includes(n.href)).slice(0, 4);
49 +
50 + const NavList = (
51 + <nav className="flex flex-col gap-4" aria-label="Main">
52 + {groups.map((g) => {
53 + const gi = items.filter((n) => n.group === g.key);
54 + if (!gi.length) return null;
55 + return (
56 + <div key={g.key}>
57 + <div className="mb-1 px-2.5 text-[11px] font-semibold uppercase tracking-wider text-ink-3">{g.label}</div>
58 + <ul className="flex flex-col gap-0.5">
59 + {gi.map((n) => (
60 + <li key={n.href}>
61 + <Link href={n.href} className="nav-link" aria-current={isCurrent(n.href, pathname) ? "page" : undefined}>
62 + <n.icon className="h-4 w-4 shrink-0" aria-hidden />
63 + <span>{n.label}</span>
64 + </Link>
65 + </li>
66 + ))}
67 + </ul>
68 + </div>
69 + );
70 + })}
71 + </nav>
72 + );
73 +
74 + const Account = (
75 + <div className="border-t border-hairline pt-3">
76 + <div className="truncate px-2.5 text-xs text-ink-2" title={me.email ?? ""}>
77 + {me.email}
78 + </div>
79 + <div className="flex items-center justify-between px-2.5">
80 + <span className="pill bg-surface-2 text-ink-2">{me.role}</span>
81 + <button className="btn btn-ghost btn-sm" onClick={() => void logout()}>
82 + <LogOut className="h-3.5 w-3.5" /> Sign out
83 + </button>
84 + </div>
85 + </div>
86 + );
87 +
88 + return (
89 + <div className="min-h-dvh lg:grid lg:grid-cols-[232px_1fr]">
90 + {/* Sidebar (desktop) */}
91 + <aside className="sticky top-0 hidden h-dvh flex-col gap-4 overflow-y-auto border-r border-hairline bg-surface-1 p-3 lg:flex">
92 + <Link href="/" className="flex items-center gap-2 px-2.5 py-1">
93 + <Logo />
94 + <span className="text-sm font-semibold tracking-tight">FinData OS</span>
95 + </Link>
96 + <div className="flex-1">{NavList}</div>
97 + {Account}
98 + </aside>
99 +
100 + {/* Top bar (mobile/tablet) */}
101 + <header className="sticky top-0 z-30 flex items-center justify-between border-b border-hairline bg-surface-1/95 px-3 py-2 backdrop-blur lg:hidden">
102 + <Link href="/" className="flex items-center gap-2">
103 + <Logo />
104 + <span className="text-sm font-semibold">FinData OS</span>
105 + </Link>
106 + <button className="btn btn-ghost px-2" aria-label="Open menu" aria-expanded={open} onClick={() => setOpen(true)}>
107 + <Menu className="h-5 w-5" />
108 + </button>
109 + </header>
110 +
111 + {/* Drawer */}
112 + {open && (
113 + <div className="fixed inset-0 z-40 lg:hidden" role="dialog" aria-modal="true" aria-label="Navigation">
114 + <button className="absolute inset-0 bg-black/45" aria-label="Close menu" onClick={() => setOpen(false)} />
115 + <div className="absolute inset-y-0 right-0 flex w-[82%] max-w-xs flex-col gap-4 overflow-y-auto bg-surface-1 p-3 shadow-xl">
116 + <div className="flex items-center justify-between px-2.5">
117 + <span className="text-sm font-semibold">Menu</span>
118 + <button className="btn btn-ghost px-2" aria-label="Close" onClick={() => setOpen(false)}>
119 + <X className="h-5 w-5" />
120 + </button>
121 + </div>
122 + <div className="flex-1">{NavList}</div>
123 + {Account}
124 + </div>
125 + </div>
126 + )}
127 +
128 + {/* Content */}
129 + <main className="min-w-0 px-3 pb-20 pt-3 sm:px-5 sm:pt-4 lg:px-8 lg:pb-8 lg:pt-6">
130 + <div className="mx-auto max-w-[1400px]">{children}</div>
131 + </main>
132 +
133 + {/* Bottom tab bar (mobile) */}
134 + <nav className="fixed inset-x-0 bottom-0 z-30 grid grid-cols-5 border-t border-hairline bg-surface-1/95 pb-[env(safe-area-inset-bottom)] backdrop-blur lg:hidden" aria-label="Quick">
135 + {tabs.map((n) => {
136 + const cur = isCurrent(n.href, pathname);
137 + return (
138 + <Link key={n.href} href={n.href} className={clsx("flex flex-col items-center gap-0.5 py-2 text-[11px]", cur ? "text-accent-ink" : "text-ink-2")} aria-current={cur ? "page" : undefined}>
139 + <n.icon className="h-5 w-5" aria-hidden />
140 + {n.label.split(" ")[0]}
141 + </Link>
142 + );
143 + })}
144 + <button className="flex flex-col items-center gap-0.5 py-2 text-[11px] text-ink-2" onClick={() => setOpen(true)}>
145 + <MoreHorizontal className="h-5 w-5" aria-hidden />
146 + More
147 + </button>
148 + </nav>
149 + </div>
150 + );
151 +}
152 +
153 +function Logo() {
154 + return (
155 + <svg viewBox="0 0 32 32" className="h-6 w-6" aria-hidden>
156 + <rect width="32" height="32" rx="7" fill="var(--accent)" />
157 + <path d="M8 22V10h4v12zm6 0V14h4v8zm6 0v-5h4v5z" fill="#fff" />
158 + </svg>
159 + );
160 +}
added apps/web/src/components/Toast.tsx +40 −0
@@ -0,0 +1,40 @@
1 +"use client";
2 +import { AlertTriangle, CheckCircle2, Info, X, XCircle } from "lucide-react";
3 +import clsx from "clsx";
4 +import { useToast, type ToastKind } from "@/lib/toast";
5 +
6 +const ICON: Record<ToastKind, typeof Info> = { info: Info, success: CheckCircle2, warning: AlertTriangle, error: XCircle };
7 +const STYLE: Record<ToastKind, string> = {
8 + info: "border-accent/40 bg-surface-1",
9 + success: "border-ok/50 bg-surface-1",
10 + warning: "border-warn/60 bg-surface-1",
11 + error: "border-crit/60 bg-surface-1",
12 +};
13 +const ICON_STYLE: Record<ToastKind, string> = { info: "text-accent", success: "text-ok", warning: "text-warn-ink", error: "text-crit" };
14 +
15 +export function Toaster() {
16 + const { toasts, dismiss } = useToast();
17 + if (!toasts.length) return null;
18 + return (
19 + <div className="pointer-events-none fixed inset-x-0 bottom-16 z-50 flex flex-col items-center gap-2 px-3 sm:bottom-4 sm:items-end sm:pr-4" aria-live="polite">
20 + {toasts.map((t) => {
21 + const Icon = ICON[t.kind];
22 + return (
23 + <div key={t.id} role="status" className={clsx("pointer-events-auto flex w-full max-w-sm items-start gap-2 rounded-lg border p-3 shadow-lg", STYLE[t.kind])}>
24 + <Icon className={clsx("mt-0.5 h-4 w-4 shrink-0", ICON_STYLE[t.kind])} aria-hidden />
25 + <div className="min-w-0 flex-1">
26 + <div className="text-sm font-medium break-words">{t.title}</div>
27 + {t.detail && <div className="text-xs text-ink-2 break-words">{t.detail}</div>}
28 + {t.requestId && (
29 + <div className="mt-0.5 font-mono text-[11px] text-ink-3">request_id {t.requestId}</div>
30 + )}
31 + </div>
32 + <button className="btn btn-ghost btn-sm -mr-1 -mt-1 px-1" onClick={() => dismiss(t.id)} aria-label="Dismiss">
33 + <X className="h-3.5 w-3.5" />
34 + </button>
35 + </div>
36 + );
37 + })}
38 + </div>
39 + );
40 +}
added apps/web/src/components/charts.tsx +274 −0
@@ -0,0 +1,274 @@
1 +"use client";
2 +import { useMemo, useState } from "react";
3 +import clsx from "clsx";
4 +import { Area, Bar, BarChart, CartesianGrid, ComposedChart, Line, ResponsiveContainer, Tooltip, XAxis, YAxis } from "recharts";
5 +import { fmtCompact, fmtInt, fmtNum, fmtPct } from "@/lib/format";
6 +
7 +/* Tooltip box styled with tokens (values lead, labels follow). */
8 +function TipBox({ title, rows }: { title: string; rows: { label: string; value: string; color?: string }[] }) {
9 + return (
10 + <div className="rounded-md border border-border bg-surface-1 px-2.5 py-2 text-xs shadow-md">
11 + <div className="mb-1 text-ink-3">{title}</div>
12 + {rows.map((r) => (
13 + <div key={r.label} className="flex items-center justify-between gap-4">
14 + <span className="flex items-center gap-1.5 text-ink-2">
15 + {r.color && <span className="inline-block h-0.5 w-3 rounded" style={{ background: r.color }} aria-hidden />}
16 + {r.label}
17 + </span>
18 + <span className="font-semibold tnum text-ink-1">{r.value}</span>
19 + </div>
20 + ))}
21 + </div>
22 + );
23 +}
24 +
25 +type TipPayload = { payload?: Record<string, unknown>; dataKey?: string | number; value?: unknown }[];
26 +
27 +// ---------------------------------------------------------------- price (close) line
28 +export function CloseLineChart({ data, height = 240 }: { data: { t: string; close: number; label: string }[]; height?: number }) {
29 + if (!data.length) return null;
30 + return (
31 + <div className="viz" style={{ height }}>
32 + <ResponsiveContainer width="100%" height="100%">
33 + <ComposedChart data={data} margin={{ top: 8, right: 12, bottom: 4, left: 0 }}>
34 + <CartesianGrid vertical={false} />
35 + <XAxis dataKey="label" tickLine={false} minTickGap={32} />
36 + <YAxis domain={["auto", "auto"]} tickLine={false} axisLine={false} width={56} tickFormatter={(v) => fmtNum(Number(v), 2)} />
37 + <Tooltip
38 + cursor={{ stroke: "var(--axis)" }}
39 + content={({ active, payload }: { active?: boolean; payload?: TipPayload }) => {
40 + if (!active || !payload?.length) return null;
41 + const p = payload[0].payload as { t: string; close: number; open?: number; high?: number; low?: number; volume?: number };
42 + return (
43 + <TipBox
44 + title={p.t}
45 + rows={[
46 + { label: "close", value: fmtNum(p.close, 4), color: "var(--series-1)" },
47 + ...(p.open !== undefined ? [{ label: "open", value: fmtNum(p.open, 4) }] : []),
48 + ...(p.high !== undefined ? [{ label: "high", value: fmtNum(p.high, 4) }] : []),
49 + ...(p.low !== undefined ? [{ label: "low", value: fmtNum(p.low, 4) }] : []),
50 + ...(p.volume !== undefined ? [{ label: "volume", value: fmtInt(p.volume) }] : []),
51 + ]}
52 + />
53 + );
54 + }}
55 + />
56 + <Area type="monotone" dataKey="close" stroke="none" fill="var(--series-1)" fillOpacity={0.1} isAnimationActive={false} />
57 + <Line type="monotone" dataKey="close" stroke="var(--series-1)" strokeWidth={2} dot={false} activeDot={{ r: 4, stroke: "var(--surface-1)", strokeWidth: 2 }} isAnimationActive={false} />
58 + </ComposedChart>
59 + </ResponsiveContainer>
60 + </div>
61 + );
62 +}
63 +
64 +// ---------------------------------------------------------------- volume bars
65 +export function VolumeBarChart({ data, height = 110, color = "var(--series-1)", valueKey = "volume", title = "volume" }: { data: { label: string; [k: string]: unknown }[]; height?: number; color?: string; valueKey?: string; title?: string }) {
66 + if (!data.length) return null;
67 + return (
68 + <div style={{ height }}>
69 + <ResponsiveContainer width="100%" height="100%">
70 + <BarChart data={data} margin={{ top: 4, right: 12, bottom: 4, left: 0 }} barCategoryGap={2}>
71 + <CartesianGrid vertical={false} />
72 + <XAxis dataKey="label" tickLine={false} minTickGap={32} hide />
73 + <YAxis tickLine={false} axisLine={false} width={56} tickFormatter={(v) => fmtCompact(Number(v))} />
74 + <Tooltip
75 + cursor={{ fill: "var(--surface-3)" }}
76 + content={({ active, payload }: { active?: boolean; payload?: TipPayload }) => {
77 + if (!active || !payload?.length) return null;
78 + const p = payload[0].payload as Record<string, unknown>;
79 + return <TipBox title={String(p.t ?? p.label)} rows={[{ label: title, value: fmtInt(Number(p[valueKey])), color }]} />;
80 + }}
81 + />
82 + <Bar dataKey={valueKey} fill={color} maxBarSize={24} radius={[3, 3, 0, 0]} isAnimationActive={false} />
83 + </BarChart>
84 + </ResponsiveContainer>
85 + </div>
86 + );
87 +}
88 +
89 +// ---------------------------------------------------------------- generic horizontal bars (counts by category)
90 +export function CategoryBars({ data, height, color = "var(--series-1)", format = fmtInt }: { data: { name: string; value: number }[]; height?: number; color?: string; format?: (n: number) => string }) {
91 + if (!data.length) return null;
92 + const h = height ?? Math.max(80, data.length * 28 + 16);
93 + return (
94 + <div style={{ height: h }}>
95 + <ResponsiveContainer width="100%" height="100%">
96 + <BarChart data={data} layout="vertical" margin={{ top: 4, right: 48, bottom: 4, left: 8 }} barCategoryGap={4}>
97 + <CartesianGrid horizontal={false} />
98 + <XAxis type="number" tickLine={false} axisLine={false} tickFormatter={(v) => fmtCompact(Number(v))} />
99 + <YAxis type="category" dataKey="name" width={130} tickLine={false} axisLine={false} tick={{ fontSize: 11 }} />
100 + <Tooltip
101 + cursor={{ fill: "var(--surface-3)" }}
102 + content={({ active, payload }: { active?: boolean; payload?: TipPayload }) => {
103 + if (!active || !payload?.length) return null;
104 + const p = payload[0].payload as { name: string; value: number };
105 + return <TipBox title={p.name} rows={[{ label: "count", value: format(p.value), color }]} />;
106 + }}
107 + />
108 + <Bar dataKey="value" fill={color} maxBarSize={20} radius={[0, 3, 3, 0]} isAnimationActive={false} label={{ position: "right", fill: "var(--ink-2)", fontSize: 11, formatter: (v: unknown) => format(Number(v)) }} />
109 + </BarChart>
110 + </ResponsiveContainer>
111 + </div>
112 + );
113 +}
114 +
115 +// ---------------------------------------------------------------- completeness heatmap (calendar cells)
116 +const SEQ = ["--seq-100", "--seq-200", "--seq-300", "--seq-400", "--seq-500", "--seq-600", "--seq-700"];
117 +export function seqColor(x: number | null | undefined): string {
118 + if (x === null || x === undefined || Number.isNaN(x)) return "var(--surface-3)";
119 + const i = Math.min(SEQ.length - 1, Math.max(0, Math.floor(Math.max(0, Math.min(1, x)) * SEQ.length)));
120 + return `var(${SEQ[i]})`;
121 +}
122 +
123 +export interface HeatCell {
124 + session_date: string;
125 + completeness: number | null;
126 + symbols: number;
127 + bars: number;
128 +}
129 +
130 +export function CompletenessHeatmap({ cells, start, end }: { cells: HeatCell[]; start: string; end: string }) {
131 + const [hover, setHover] = useState<HeatCell | null>(null);
132 + // Build week columns Mon..Fri (sessions are weekdays). Missing day = no data.
133 + const { weeks, byDate } = useMemo(() => {
134 + const map = new Map(cells.map((c) => [c.session_date, c]));
135 + const s = new Date(start + "T00:00:00Z");
136 + const e = new Date(end + "T00:00:00Z");
137 + // align start to Monday
138 + const dow = (s.getUTCDay() + 6) % 7; // Mon=0
139 + s.setUTCDate(s.getUTCDate() - dow);
140 + const weeks: string[][] = [];
141 + for (let d = new Date(s); d <= e; ) {
142 + const w: string[] = [];
143 + for (let i = 0; i < 7; i++) {
144 + w.push(d.toISOString().slice(0, 10));
145 + d.setUTCDate(d.getUTCDate() + 1);
146 + }
147 + weeks.push(w.slice(0, 5)); // Mon–Fri
148 + }
149 + return { weeks, byDate: map };
150 + }, [cells, start, end]);
151 +
152 + const cell = 14;
153 + const gap = 2;
154 + const w = weeks.length * (cell + gap) + 28;
155 + const h = 5 * (cell + gap) + 18;
156 + const days = ["Mon", "Tue", "Wed", "Thu", "Fri"];
157 +
158 + return (
159 + <div>
160 + <div className="overflow-x-auto">
161 + <svg width={w} height={h} role="img" aria-label="Completeness per session" className="block">
162 + {days.map((d, i) => (
163 + <text key={d} x={0} y={18 + i * (cell + gap) + cell - 3} fontSize={9} fill="var(--ink-3)">
164 + {d}
165 + </text>
166 + ))}
167 + {weeks.map((wk, wi) => {
168 + const first = wk[0];
169 + const showMonth = first.slice(8, 10) <= "07";
170 + return (
171 + <g key={wi} transform={`translate(${28 + wi * (cell + gap)}, 0)`}>
172 + {showMonth && (
173 + <text x={0} y={9} fontSize={9} fill="var(--ink-3)">
174 + {first.slice(0, 7)}
175 + </text>
176 + )}
177 + {wk.map((date, di) => {
178 + const c = byDate.get(date);
179 + const inRange = date >= start && date <= end;
180 + if (!inRange) return null;
181 + return (
182 + <rect
183 + key={date}
184 + x={0}
185 + y={18 + di * (cell + gap)}
186 + width={cell}
187 + height={cell}
188 + rx={2}
189 + fill={c ? seqColor(c.completeness ?? (c.bars > 0 ? 1 : 0)) : "var(--surface-2)"}
190 + stroke={hover?.session_date === date ? "var(--ink-1)" : "none"}
191 + strokeWidth={1.5}
192 + tabIndex={c ? 0 : -1}
193 + onMouseEnter={() => c && setHover(c)}
194 + onFocus={() => c && setHover(c)}
195 + onMouseLeave={() => setHover(null)}
196 + onBlur={() => setHover(null)}
197 + >
198 + <title>{c ? `${date}: ${fmtPct(c.completeness)} · ${fmtInt(c.symbols)} symbols · ${fmtInt(c.bars)} bars` : `${date}: no data`}</title>
199 + </rect>
200 + );
201 + })}
202 + </g>
203 + );
204 + })}
205 + </svg>
206 + </div>
207 + <div className="mt-2 flex flex-wrap items-center justify-between gap-2 text-xs text-ink-3">
208 + <div className="flex items-center gap-1">
209 + <span>0 %</span>
210 + {SEQ.map((s) => (
211 + <span key={s} className="inline-block h-3 w-3 rounded-sm" style={{ background: `var(${s})` }} aria-hidden />
212 + ))}
213 + <span>100 %</span>
214 + <span className="ml-2 inline-block h-3 w-3 rounded-sm bg-surface-2 border border-hairline" aria-hidden /> <span>no data</span>
215 + </div>
216 + <div className="tnum min-h-[1.2em]">
217 + {hover ? (
218 + <>
219 + <span className="font-medium text-ink-1">{hover.session_date}</span> · {fmtPct(hover.completeness)} · {fmtInt(hover.symbols)} symbols · {fmtCompact(hover.bars)} bars
220 + </>
221 + ) : (
222 + "hover a cell"
223 + )}
224 + </div>
225 + </div>
226 + </div>
227 + );
228 +}
229 +
230 +// ---------------------------------------------------------------- meter (storage gauge)
231 +export function Meter({ value, max, marks = [], tone = "accent", label, className }: { value: number; max: number; marks?: { at: number; label: string }[]; tone?: "accent" | "warn" | "crit" | "ok"; label?: string; className?: string }) {
232 + const pct = max > 0 ? Math.max(0, Math.min(1, value / max)) : 0;
233 + const fill = { accent: "var(--accent)", warn: "var(--warn)", crit: "var(--crit)", ok: "var(--ok)" }[tone];
234 + const track = { accent: "var(--accent-soft)", warn: "var(--warn-soft)", crit: "var(--crit-soft)", ok: "var(--ok-soft)" }[tone];
235 + return (
236 + <div className={clsx("relative", className)} role="meter" aria-valuenow={value} aria-valuemin={0} aria-valuemax={max} aria-label={label}>
237 + <div className="h-3 w-full overflow-hidden rounded-full" style={{ background: track }}>
238 + <div className="h-full rounded-full" style={{ width: `${pct * 100}%`, background: fill }} />
239 + </div>
240 + {marks.map((m) => {
241 + const x = max > 0 ? Math.max(0, Math.min(1, m.at / max)) : 0;
242 + return (
243 + <div key={m.label} className="absolute top-[-4px] flex flex-col items-center" style={{ left: `${x * 100}%`, transform: "translateX(-50%)" }}>
244 + <div className="h-5 w-px bg-ink-2" />
245 + <div className="mt-0.5 whitespace-nowrap text-[10px] text-ink-3">{m.label}</div>
246 + </div>
247 + );
248 + })}
249 + </div>
250 + );
251 +}
252 +
253 +// ---------------------------------------------------------------- segmented bar (one whole split in parts)
254 +export function SegmentedBar({ parts, total, height = 8 }: { parts: { label: string; value: number; color: string }[]; total?: number; height?: number }) {
255 + const sum = total ?? parts.reduce((a, p) => a + p.value, 0);
256 + if (sum <= 0) return <div className="h-2 w-full rounded-full bg-surface-3" />;
257 + return (
258 + <div>
259 + <div className="flex w-full gap-0.5 overflow-hidden rounded-full" style={{ height }}>
260 + {parts.filter((p) => p.value > 0).map((p) => (
261 + <div key={p.label} style={{ width: `${(p.value / sum) * 100}%`, background: p.color }} title={`${p.label}: ${fmtPct(p.value / sum)}`} />
262 + ))}
263 + </div>
264 + <ul className="mt-2 flex flex-wrap gap-x-4 gap-y-1 text-xs text-ink-2">
265 + {parts.map((p) => (
266 + <li key={p.label} className="flex items-center gap-1.5">
267 + <span className="inline-block h-2.5 w-2.5 rounded-sm" style={{ background: p.color }} aria-hidden />
268 + {p.label}
269 + </li>
270 + ))}
271 + </ul>
272 + </div>
273 + );
274 +}
added apps/web/src/components/nav.ts +32 −0
@@ -0,0 +1,32 @@
1 +import {
2 + Activity, BarChart3, BookOpen, CalendarRange, Database, Download, FileSearch, HardDrive,
3 + KeyRound, LayoutDashboard, ListTree, ScrollText, Settings, ShieldCheck, Terminal, type LucideIcon,
4 +} from "lucide-react";
5 +
6 +export interface NavItem {
7 + href: string;
8 + label: string;
9 + icon: LucideIcon;
10 + owner?: boolean; // owner/admin only
11 + group: "data" | "ops" | "system";
12 +}
13 +
14 +export const NAV: NavItem[] = [
15 + { href: "/", label: "Overview", icon: LayoutDashboard, group: "data" },
16 + { href: "/datasets/", label: "Datasets", icon: Database, group: "data" },
17 + { href: "/symbols/", label: "Symbols", icon: ListTree, group: "data" },
18 + { href: "/coverage/", label: "Coverage", icon: CalendarRange, group: "data" },
19 + { href: "/bars/", label: "Bars", icon: BarChart3, group: "data" },
20 + { href: "/fundamentals/", label: "Fundamentals", icon: FileSearch, group: "data" },
21 + { href: "/playground/", label: "SQL playground", icon: Terminal, group: "data" },
22 + { href: "/exports/", label: "Exports", icon: Download, group: "data" },
23 + { href: "/quality/", label: "Quality", icon: ShieldCheck, group: "ops" },
24 + { href: "/ingestion/", label: "Ingestion", icon: Activity, group: "ops", owner: true },
25 + { href: "/storage/", label: "Storage", icon: HardDrive, group: "ops", owner: true },
26 + { href: "/keys/", label: "API keys", icon: KeyRound, group: "system", owner: true },
27 + { href: "/audit/", label: "Audit log", icon: ScrollText, group: "system", owner: true },
28 + { href: "/settings/", label: "Settings", icon: Settings, group: "system" },
29 + { href: "/docs/", label: "Docs", icon: BookOpen, group: "system" },
30 +];
31 +
32 +export const MOBILE_TABS = ["/", "/datasets/", "/bars/", "/ingestion/", "/exports/"];
added apps/web/src/components/ui.tsx +220 −0
@@ -0,0 +1,220 @@
1 +"use client";
2 +import clsx from "clsx";
3 +import { AlertTriangle, CheckCircle2, CircleDashed, Info, XCircle, type LucideIcon } from "lucide-react";
4 +import Link from "next/link";
5 +import type { ReactNode } from "react";
6 +import { isApiError } from "@/lib/api";
7 +
8 +// ---------------------------------------------------------------- page header
9 +export function PageHeader({ title, subtitle, actions }: { title: string; subtitle?: ReactNode; actions?: ReactNode }) {
10 + return (
11 + <div className="mb-4 flex flex-col gap-2 sm:flex-row sm:items-end sm:justify-between">
12 + <div>
13 + <h1 className="section-title">{title}</h1>
14 + {subtitle && <p className="mt-0.5 text-sm text-ink-2">{subtitle}</p>}
15 + </div>
16 + {actions && <div className="flex flex-wrap items-center gap-2">{actions}</div>}
17 + </div>
18 + );
19 +}
20 +
21 +export function Card({ title, children, className, actions, id }: { title?: ReactNode; children: ReactNode; className?: string; actions?: ReactNode; id?: string }) {
22 + return (
23 + <section className={clsx("card", className)} id={id}>
24 + {(title || actions) && (
25 + <div className="card-title">
26 + <div>{title}</div>
27 + {actions && <div className="flex items-center gap-2">{actions}</div>}
28 + </div>
29 + )}
30 + {children}
31 + </section>
32 + );
33 +}
34 +
35 +// ---------------------------------------------------------------- status badge
36 +type Tone = "ok" | "warn" | "serious" | "crit" | "neutral" | "accent";
37 +
38 +const TONE: Record<Tone, string> = {
39 + ok: "bg-ok-soft text-ok-ink",
40 + warn: "bg-warn-soft text-warn-ink",
41 + serious: "bg-serious-soft text-serious-ink",
42 + crit: "bg-crit-soft text-crit-ink",
43 + neutral: "bg-surface-2 text-ink-2",
44 + accent: "bg-accent-soft text-accent-ink",
45 +};
46 +const TONE_ICON: Record<Tone, LucideIcon> = { ok: CheckCircle2, warn: AlertTriangle, serious: AlertTriangle, crit: XCircle, neutral: CircleDashed, accent: Info };
47 +
48 +export function toneFor(status: string | null | undefined): Tone {
49 + switch ((status ?? "").toLowerCase()) {
50 + case "ok":
51 + case "active":
52 + case "succeeded":
53 + case "ready":
54 + case "running":
55 + case "verified":
56 + case "allowed":
57 + case "success":
58 + return status?.toLowerCase() === "running" ? "accent" : "ok";
59 + case "warning":
60 + case "planned":
61 + case "queued":
62 + case "paused":
63 + case "pending_configuration":
64 + case "pending":
65 + case "stale":
66 + case "expired":
67 + case "cancelled":
68 + return "warn";
69 + case "degraded":
70 + case "failed":
71 + case "error":
72 + case "dead":
73 + case "denied":
74 + case "unsupported":
75 + case "critical":
76 + return "crit";
77 + case "serious":
78 + case "high":
79 + return "serious";
80 + default:
81 + return "neutral";
82 + }
83 +}
84 +
85 +export function StatusBadge({ status, label, icon = true, className }: { status: string | null | undefined; label?: string; icon?: boolean; className?: string }) {
86 + const tone = toneFor(status);
87 + const Icon = TONE_ICON[tone];
88 + const text = label ?? (status ?? "unknown").replace(/_/g, " ");
89 + return (
90 + <span className={clsx("pill", TONE[tone], className)}>
91 + {icon && <Icon className="h-3 w-3" aria-hidden />}
92 + {text}
93 + </span>
94 + );
95 +}
96 +
97 +export function SeverityBadge({ severity }: { severity: string | null | undefined }) {
98 + const s = (severity ?? "").toLowerCase();
99 + const tone: Tone = s === "error" || s === "critical" || s === "high" ? "crit" : s === "warning" || s === "medium" ? "warn" : s === "info" || s === "low" ? "accent" : "neutral";
100 + const Icon = TONE_ICON[tone];
101 + return (
102 + <span className={clsx("pill", TONE[tone])}>
103 + <Icon className="h-3 w-3" aria-hidden />
104 + {s || "—"}
105 + </span>
106 + );
107 +}
108 +
109 +// ---------------------------------------------------------------- KPI tile
110 +export function KpiTile({ label, value, sub, tone, href, className }: { label: string; value: ReactNode; sub?: ReactNode; tone?: Tone; href?: string; className?: string }) {
111 + const body = (
112 + <>
113 + <div className="text-xs text-ink-2">{label}</div>
114 + <div className={clsx("mt-1 text-2xl font-semibold tracking-tight", tone === "crit" ? "text-crit-ink" : tone === "warn" ? "text-warn-ink" : tone === "ok" ? "text-ok-ink" : "text-ink-1")}>
115 + {value}
116 + </div>
117 + {sub && <div className="mt-0.5 text-xs text-ink-3">{sub}</div>}
118 + </>
119 + );
120 + const cls = clsx("card min-w-0", href && "transition hover:border-accent/60", className);
121 + return href ? (
122 + <Link href={href} className={cls}>
123 + {body}
124 + </Link>
125 + ) : (
126 + <div className={cls}>{body}</div>
127 + );
128 +}
129 +
130 +// ---------------------------------------------------------------- misc
131 +export function Banner({ tone = "accent", children, className }: { tone?: Tone; children: ReactNode; className?: string }) {
132 + const Icon = TONE_ICON[tone];
133 + const border = { ok: "border-ok/50", warn: "border-warn/60", serious: "border-serious/60", crit: "border-crit/60", neutral: "border-border", accent: "border-accent/40" }[tone];
134 + return (
135 + <div className={clsx("banner flex items-start gap-2", TONE[tone].split(" ")[0], border, className)}>
136 + <Icon className="mt-0.5 h-4 w-4 shrink-0" aria-hidden />
137 + <div className="min-w-0 flex-1">{children}</div>
138 + </div>
139 + );
140 +}
141 +
142 +export function ErrorState({ error, retry }: { error: unknown; retry?: () => void }) {
143 + const msg = isApiError(error) ? `${error.message} (${error.code}, HTTP ${error.status})` : error instanceof Error ? error.message : "Unknown error";
144 + const rid = isApiError(error) ? error.request_id : null;
145 + const forbidden = isApiError(error) && error.status === 403;
146 + return (
147 + <div className="banner flex items-start gap-2 border-crit/60 bg-crit-soft text-crit-ink">
148 + <XCircle className="mt-0.5 h-4 w-4 shrink-0" aria-hidden />
149 + <div className="min-w-0 flex-1">
150 + <div className="font-medium">{forbidden ? "Not allowed" : "Could not load"}</div>
151 + <div className="text-xs break-words">{msg}</div>
152 + {rid && <div className="mt-0.5 font-mono text-[11px] opacity-80">request_id {rid}</div>}
153 + </div>
154 + {retry && (
155 + <button className="btn btn-sm" onClick={retry}>
156 + Retry
157 + </button>
158 + )}
159 + </div>
160 + );
161 +}
162 +
163 +export function Empty({ children = "Nothing here yet." }: { children?: ReactNode }) {
164 + return <div className="rounded-md border border-dashed border-border p-6 text-center text-sm text-ink-3">{children}</div>;
165 +}
166 +
167 +export function Skeleton({ rows = 4, className }: { rows?: number; className?: string }) {
168 + return (
169 + <div className={clsx("flex flex-col gap-2", className)} aria-busy="true" aria-label="Loading">
170 + {Array.from({ length: rows }).map((_, i) => (
171 + <div key={i} className="skeleton h-4" style={{ width: `${90 - (i % 3) * 15}%` }} />
172 + ))}
173 + </div>
174 + );
175 +}
176 +
177 +export function Field({ label, children, hint, className }: { label: string; children: ReactNode; hint?: ReactNode; className?: string }) {
178 + return (
179 + <label className={clsx("block min-w-0", className)}>
180 + <span className="label">{label}</span>
181 + {children}
182 + {hint && <span className="mt-0.5 block text-[11px] text-ink-3">{hint}</span>}
183 + </label>
184 + );
185 +}
186 +
187 +export function KV({ items, className }: { items: [ReactNode, ReactNode][]; className?: string }) {
188 + return (
189 + <dl className={clsx("grid grid-cols-[auto_1fr] gap-x-4 gap-y-1.5 text-sm", className)}>
190 + {items.map(([k, v], i) => (
191 + <div key={i} className="contents">
192 + <dt className="text-ink-2 whitespace-nowrap">{k}</dt>
193 + <dd className="min-w-0 break-words text-ink-1">{v ?? "—"}</dd>
194 + </div>
195 + ))}
196 + </dl>
197 + );
198 +}
199 +
200 +export function Mono({ children, className }: { children: ReactNode; className?: string }) {
201 + return <span className={clsx("font-mono text-[12.5px]", className)}>{children}</span>;
202 +}
203 +
204 +export function Tabs<T extends string>({ value, onChange, items }: { value: T; onChange: (v: T) => void; items: { value: T; label: string }[] }) {
205 + return (
206 + <div role="tablist" className="inline-flex rounded-md border border-border bg-surface-2 p-0.5">
207 + {items.map((it) => (
208 + <button
209 + key={it.value}
210 + role="tab"
211 + aria-selected={value === it.value}
212 + className={clsx("rounded px-2.5 py-1 text-xs font-medium", value === it.value ? "bg-surface-1 text-ink-1 shadow-sm" : "text-ink-2 hover:text-ink-1")}
213 + onClick={() => onChange(it.value)}
214 + >
215 + {it.label}
216 + </button>
217 + ))}
218 + </div>
219 + );
220 +}
added apps/web/src/lib/api.ts +462 −0
@@ -0,0 +1,462 @@
1 +/**
2 + * Fetch wrapper for the FinData OS API (same origin, prefix /api/v1).
3 + * - cookie session (`credentials: same-origin`)
4 + * - X-CSRF-Token on every non-GET request (kept in memory + sessionStorage)
5 + * - error normalization: throws ApiError {code, message, request_id, status, extra}
6 + */
7 +export const API_PREFIX = "/api/v1";
8 +
9 +const CSRF_KEY = "findata.csrf";
10 +let csrfToken: string | null = null;
11 +
12 +export function getCsrf(): string | null {
13 + if (csrfToken) return csrfToken;
14 + if (typeof window !== "undefined") {
15 + try {
16 + csrfToken = window.sessionStorage.getItem(CSRF_KEY);
17 + } catch {
18 + csrfToken = null;
19 + }
20 + }
21 + return csrfToken;
22 +}
23 +
24 +export function setCsrf(token: string | null | undefined) {
25 + csrfToken = token ?? null;
26 + if (typeof window === "undefined") return;
27 + try {
28 + if (token) window.sessionStorage.setItem(CSRF_KEY, token);
29 + else window.sessionStorage.removeItem(CSRF_KEY);
30 + } catch {
31 + /* storage unavailable */
32 + }
33 +}
34 +
35 +export class ApiError extends Error {
36 + code: string;
37 + status: number;
38 + request_id: string | null;
39 + extra: Record<string, unknown>;
40 + constructor(status: number, code: string, message: string, request_id: string | null, extra: Record<string, unknown> = {}) {
41 + super(message);
42 + this.name = "ApiError";
43 + this.status = status;
44 + this.code = code;
45 + this.request_id = request_id;
46 + this.extra = extra;
47 + }
48 +}
49 +
50 +export function isApiError(e: unknown): e is ApiError {
51 + return e instanceof ApiError;
52 +}
53 +
54 +export type Query = Record<string, string | number | boolean | null | undefined>;
55 +
56 +export function qs(params?: Query): string {
57 + if (!params) return "";
58 + const u = new URLSearchParams();
59 + for (const [k, v] of Object.entries(params)) {
60 + if (v === undefined || v === null || v === "") continue;
61 + u.set(k, String(v));
62 + }
63 + const s = u.toString();
64 + return s ? `?${s}` : "";
65 +}
66 +
67 +interface RequestOptions {
68 + method?: "GET" | "POST" | "PUT" | "DELETE" | "PATCH";
69 + body?: unknown;
70 + params?: Query;
71 + signal?: AbortSignal;
72 +}
73 +
74 +async function parseError(res: Response): Promise<ApiError> {
75 + let payload: unknown = null;
76 + try {
77 + payload = await res.json();
78 + } catch {
79 + /* not JSON */
80 + }
81 + const err = (payload as { error?: Record<string, unknown> } | null)?.error;
82 + if (err && typeof err === "object") {
83 + const { code, message, request_id, ...extra } = err as Record<string, unknown>;
84 + return new ApiError(res.status, String(code ?? "http_error"), String(message ?? res.statusText), (request_id as string) ?? null, extra);
85 + }
86 + return new ApiError(res.status, "http_error", res.statusText || `HTTP ${res.status}`, res.headers.get("x-request-id"));
87 +}
88 +
89 +export async function request<T>(path: string, opts: RequestOptions = {}): Promise<T> {
90 + const method = opts.method ?? "GET";
91 + const headers: Record<string, string> = { Accept: "application/json" };
92 + if (opts.body !== undefined) headers["Content-Type"] = "application/json";
93 + if (method !== "GET") {
94 + const t = getCsrf();
95 + if (t) headers["X-CSRF-Token"] = t;
96 + }
97 + const url = (path.startsWith("/api/") ? path : API_PREFIX + path) + qs(opts.params);
98 + const res = await fetch(url, {
99 + method,
100 + headers,
101 + credentials: "same-origin",
102 + body: opts.body !== undefined ? JSON.stringify(opts.body) : undefined,
103 + signal: opts.signal,
104 + });
105 + if (!res.ok) throw await parseError(res);
106 + if (res.status === 204) return undefined as T;
107 + const text = await res.text();
108 + if (!text) return undefined as T;
109 + return JSON.parse(text) as T;
110 +}
111 +
112 +export const api = {
113 + get: <T>(path: string, params?: Query, signal?: AbortSignal) => request<T>(path, { params, signal }),
114 + post: <T>(path: string, body?: unknown, params?: Query) => request<T>(path, { method: "POST", body, params }),
115 + put: <T>(path: string, body?: unknown) => request<T>(path, { method: "PUT", body }),
116 + del: <T>(path: string) => request<T>(path, { method: "DELETE" }),
117 +};
118 +
119 +// ---------------------------------------------------------------- types (mirroring the FastAPI routers)
120 +
121 +export interface Me {
122 + kind: "user" | "api_key" | "anonymous";
123 + email: string | null;
124 + role: string | null;
125 + scopes: string[];
126 + mfa_passed: boolean;
127 + totp_enabled: boolean | null;
128 + csrf_token: string | null;
129 +}
130 +
131 +export interface LoginOut {
132 + ok: boolean;
133 + mfa_required: boolean;
134 + csrf_token: string;
135 + email: string;
136 + role: string;
137 +}
138 +
139 +export interface HealthAlert {
140 + severity: "info" | "warning" | "error";
141 + code: string;
142 + message: string;
143 +}
144 +
145 +export interface HealthReport {
146 + status: "ok" | "warning" | "degraded";
147 + checked_at?: string;
148 + alerts: HealthAlert[];
149 + components: {
150 + postgres?: string;
151 + lake?: { root: string; free_gb: number; curated_gb: number; raw_gb: number; soft_limit_gb: number; hard_min_free_gb: number };
152 + ingest_worker?: string;
153 + backup?: { last: string | null; age_hours?: number; verified?: boolean | null };
154 + ssd_smart?: string;
155 + };
156 + datasets?: {
157 + dataset_id: string;
158 + version: number | null;
159 + last_session: string | null;
160 + days_since_last_session: number | null;
161 + vendor_last_update: string | null;
162 + vendor_lag_days: number | null;
163 + }[];
164 +}
165 +
166 +export interface HealthSummary {
167 + datasets: { active: number; planned: number; unsupported: number; pending: number };
168 + instruments: { n: number; active: number };
169 + bars_1m: { symbols: number; sessions: number; bars: number | null; last: string | null };
170 + jobs: Record<string, number>;
171 + recent_jobs: Job[];
172 + fundamentals: { entities: number; facts: number };
173 + anomalies_7d: Record<string, number>;
174 + health: HealthReport;
175 +}
176 +
177 +export type DatasetStatus = "active" | "planned" | "pending_configuration" | "unsupported" | "paused";
178 +
179 +export interface Dataset {
180 + id: string;
181 + name: string;
182 + description: string | null;
183 + kind: string;
184 + asset_class: string | null;
185 + interval: string | null;
186 + adjustment: string | null;
187 + license_class: string;
188 + license_text: string;
189 + status: DatasetStatus;
190 + timestamp_convention: string | null;
191 + timezone: string | null;
192 + current_version: number | null;
193 + snapshot_id?: string | null;
194 + file_count?: number | null;
195 + row_count?: number | null;
196 + bytes?: number | null;
197 + version_created_at?: string | null;
198 + first_session?: string | null;
199 + last_session?: string | null;
200 + symbols?: number | null;
201 + source_name?: string;
202 + source_id?: string;
203 + vendor?: string;
204 + product?: string;
205 + notes?: string | null;
206 + [k: string]: unknown;
207 +}
208 +
209 +export interface DatasetVersion {
210 + version: number;
211 + snapshot_id: string | null;
212 + file_count: number | null;
213 + row_count: number | null;
214 + bytes: number | null;
215 + created_at: string;
216 + note: string | null;
217 +}
218 +
219 +export interface DatasetDetail {
220 + data: Dataset;
221 + versions: DatasetVersion[];
222 + files: { layout: string; n: number; rows: number | null; bytes: number | null; d0: string | null; d1: string | null }[];
223 + checkpoints: { key: string; value: unknown; updated_at: string }[];
224 +}
225 +
226 +export interface Instrument {
227 + instrument_id: string;
228 + symbol: string;
229 + name: string | null;
230 + asset_class: string;
231 + status: string;
232 + first_date: string | null;
233 + last_date: string | null;
234 + currency: string | null;
235 + [k: string]: unknown;
236 +}
237 +
238 +export interface InstrumentDetail {
239 + instrument: Instrument | null;
240 + aliases: Record<string, unknown>[];
241 + corporate_actions: { action_type: string; ex_date: string; value: unknown }[];
242 + coverage: { dataset_id: string; sessions: number; d0: string; d1: string; bars: number }[];
243 + fundamentals: { facts: number; last_period: string | null; last_filing: string | null } | null;
244 +}
245 +
246 +export interface Bar {
247 + timestamp_utc: string;
248 + session_date: string;
249 + open: number;
250 + high: number;
251 + low: number;
252 + close: number;
253 + volume: number;
254 + vwap?: number | null;
255 + trade_count?: number | null;
256 + quality_flags: string[];
257 + adjustment_type?: string;
258 + revision_id?: number;
259 + [k: string]: unknown;
260 +}
261 +
262 +export interface BarsOut {
263 + data: Bar[];
264 + meta: {
265 + symbol: string;
266 + interval: string;
267 + adjustment: string;
268 + start: string;
269 + end: string;
270 + rows: number;
271 + rows_matching: number;
272 + adjustment_notes: string[];
273 + timestamp_convention: string;
274 + license: string;
275 + version?: number;
276 + files_scanned?: number;
277 + [k: string]: unknown;
278 + };
279 + next_cursor: string | null;
280 +}
281 +
282 +export interface SessionRow {
283 + session_date: string;
284 + bar_count: number;
285 + expected_bars: number | null;
286 + first_ts: string | null;
287 + last_ts: string | null;
288 + flags: string[] | null;
289 + symbol?: string;
290 +}
291 +
292 +export interface Heatmap {
293 + sessions: { session_date: string; symbols: number; bars: number; completeness: number | null; non_trading_rows: number }[];
294 + top_symbols: { symbol: string; sessions: number; bars: number; completeness: number | null }[];
295 + meta: { dataset_id: string; start: string; end: string };
296 +}
297 +
298 +export interface QualityOut {
299 + latest: Record<string, unknown> | null;
300 + anomalies_by_code_30d: { code: string; severity: string; n: number; rows: number | null }[];
301 + reports: { id: string; created_at: string; rows_checked: number; anomalies: number; summary: unknown }[];
302 + codes: Record<string, string>;
303 +}
304 +
305 +export interface Anomaly {
306 + id?: string;
307 + code: string;
308 + severity: string;
309 + symbol: string | null;
310 + session_date?: string | null;
311 + detail: Record<string, unknown> | null;
312 + created_at: string;
313 + [k: string]: unknown;
314 +}
315 +
316 +export interface QueryOut {
317 + columns: { name: string; type: string }[];
318 + rows: Record<string, unknown>[];
319 + meta: { truncated?: boolean; rows: number; elapsed_ms: number; views: string[]; engine: string; [k: string]: unknown };
320 +}
321 +
322 +export interface ExportRow {
323 + id: string;
324 + status: "queued" | "running" | "ready" | "failed" | "expired";
325 + request: { dataset_id: string; symbols: string[]; start: string; end: string; adjustment: string; format: string; version?: number };
326 + format: string;
327 + bytes: number | null;
328 + row_count: number | null;
329 + created_at: string;
330 + finished_at: string | null;
331 + expires_at: string | null;
332 + error: string | null;
333 + snapshot: unknown;
334 + download?: string;
335 +}
336 +
337 +export interface Fact {
338 + entity_id: string;
339 + metric: string;
340 + value: number | null;
341 + unit: string;
342 + currency: string | null;
343 + fiscal_period_start: string | null;
344 + fiscal_period_end: string;
345 + fiscal_period_type: string;
346 + fiscal_year: number | null;
347 + fiscal_period: string | null;
348 + filing_date: string | null;
349 + published_at: string | null;
350 + available_at: string;
351 + observed_at: string;
352 + source_document: string | null;
353 + source_id: string;
354 + revision_id: number;
355 + restatement_flag: boolean;
356 + superseded_at: string | null;
357 +}
358 +
359 +export interface FundamentalsOut {
360 + data: Fact[];
361 + entity: Record<string, unknown> | null;
362 + meta: { as_of: string; rows: number; facts_hidden_by_as_of: number; pit_policy: string; license: string };
363 +}
364 +
365 +export interface PeriodsOut {
366 + periods: {
367 + fiscal_period_end: string;
368 + fiscal_period_type: string;
369 + fiscal_year: number | null;
370 + fiscal_period: string | null;
371 + filing_date: string | null;
372 + available_at: string;
373 + metrics: number;
374 + max_revision: number;
375 + restated: boolean;
376 + }[];
377 + earnings: { event_date: string; eps_estimate: number | null; eps_reported: number | null; release_time: string | null }[];
378 +}
379 +
380 +export interface Job {
381 + id: string;
382 + kind: string;
383 + dataset_id: string | null;
384 + params?: Record<string, unknown>;
385 + priority?: number;
386 + status: string;
387 + attempts?: number;
388 + max_attempts?: number;
389 + next_run_at?: string | null;
390 + created_at?: string;
391 + started_at: string | null;
392 + finished_at: string | null;
393 + last_error: string | null;
394 + progress?: Record<string, unknown> | null;
395 + result?: Record<string, unknown> | null;
396 + created_by?: string | null;
397 +}
398 +
399 +export interface ApiKey {
400 + id: string;
401 + name: string;
402 + prefix: string;
403 + scopes: string[];
404 + rate_limit_per_minute: number;
405 + expires_at: string | null;
406 + last_used_at: string | null;
407 + revoked_at: string | null;
408 + created_at: string;
409 + email: string;
410 +}
411 +
412 +export interface UsageRow {
413 + principal: string;
414 + day: string;
415 + requests: number;
416 + rows_returned: number;
417 + bytes_exported: number;
418 +}
419 +
420 +export interface AuditRow {
421 + id?: string;
422 + at: string;
423 + action: string;
424 + actor?: string | null;
425 + principal?: string | null;
426 + target?: string | null;
427 + outcome?: string | null;
428 + ip?: string | null;
429 + request_id?: string | null;
430 + detail?: Record<string, unknown> | null;
431 + [k: string]: unknown;
432 +}
433 +
434 +export interface StorageOut {
435 + lake_root: string;
436 + volume: { total_gb: number; free_gb: number };
437 + budget: { soft_limit_gb: number; hard_min_free_gb: number };
438 + curated_bytes: number;
439 + raw_bytes: number;
440 + retired_bytes: number;
441 + exports_bytes: number;
442 + per_dataset: { dataset_id: string; layout: string; files: number; bytes: number | null; rows: number | null }[];
443 + raw_archives: { status: string; n: number; bytes: number | null }[];
444 + exports: { status: string; n: number; bytes: number }[];
445 + retired_files: { n: number; bytes: number };
446 + postgres_bytes: number;
447 + last_backup: { value: Record<string, unknown>; updated_at: string } | null;
448 + capacity_model: { bytes_per_1m_bar_curated: number; note: string };
449 +}
450 +
451 +export interface SettingsOut {
452 + settings: { key: string; value: unknown; updated_at: string }[];
453 + env: {
454 + env: string;
455 + lake: string;
456 + public_url: string;
457 + backup_target: string;
458 + vendor_configured: boolean;
459 + sec_edgar_configured: boolean;
460 + ai_providers: { anthropic: boolean; openai: boolean };
461 + };
462 +}
added apps/web/src/lib/auth.tsx +99 −0
@@ -0,0 +1,99 @@
1 +"use client";
2 +import { createContext, useCallback, useContext, useEffect, useMemo, useState, type ReactNode } from "react";
3 +import { usePathname, useRouter } from "next/navigation";
4 +import { api, isApiError, setCsrf, type Me } from "./api";
5 +
6 +interface AuthState {
7 + me: Me | null;
8 + loading: boolean;
9 + refresh: () => Promise<Me | null>;
10 + logout: () => Promise<void>;
11 + isOwner: boolean;
12 + hasScope: (s: string) => boolean;
13 +}
14 +
15 +const Ctx = createContext<AuthState | null>(null);
16 +
17 +const PUBLIC_PATHS = ["/login"];
18 +
19 +function isPublic(path: string | null): boolean {
20 + if (!path) return false;
21 + const p = path.replace(/\/+$/, "") || "/";
22 + return PUBLIC_PATHS.includes(p);
23 +}
24 +
25 +export function AuthProvider({ children }: { children: ReactNode }) {
26 + const [me, setMe] = useState<Me | null>(null);
27 + const [loading, setLoading] = useState(true);
28 + const pathname = usePathname();
29 + const router = useRouter();
30 +
31 + const refresh = useCallback(async (): Promise<Me | null> => {
32 + try {
33 + const m = await api.get<Me>("/auth/me");
34 + setCsrf(m.csrf_token);
35 + setMe(m);
36 + return m;
37 + } catch (e) {
38 + if (isApiError(e) && e.status === 401) {
39 + setCsrf(null);
40 + setMe(null);
41 + return null;
42 + }
43 + // network/other error: keep previous state, but stop loading
44 + setMe(null);
45 + return null;
46 + } finally {
47 + setLoading(false);
48 + }
49 + }, []);
50 +
51 + useEffect(() => {
52 + void refresh();
53 + }, [refresh]);
54 +
55 + // Redirect rules: signed out → /login/ ; MFA pending → /login/ (step 2) ; signed in on /login → /
56 + useEffect(() => {
57 + if (loading) return;
58 + const pub = isPublic(pathname);
59 + if (!me && !pub) {
60 + const next = pathname && pathname !== "/" ? `?next=${encodeURIComponent(pathname)}` : "";
61 + router.replace(`/login/${next}`);
62 + } else if (me && !me.mfa_passed && !pub) {
63 + router.replace("/login/");
64 + } else if (me && me.mfa_passed && pub) {
65 + const next = typeof window !== "undefined" ? new URLSearchParams(window.location.search).get("next") : null;
66 + router.replace(next && next.startsWith("/") ? next : "/");
67 + }
68 + }, [loading, me, pathname, router]);
69 +
70 + const logout = useCallback(async () => {
71 + try {
72 + await api.post("/auth/logout");
73 + } catch {
74 + /* ignore */
75 + }
76 + setCsrf(null);
77 + setMe(null);
78 + router.replace("/login/");
79 + }, [router]);
80 +
81 + const value = useMemo<AuthState>(
82 + () => ({
83 + me,
84 + loading,
85 + refresh,
86 + logout,
87 + isOwner: me?.role === "owner" || (me?.scopes ?? []).includes("admin"),
88 + hasScope: (s: string) => (me?.scopes ?? []).includes(s) || (me?.scopes ?? []).includes("admin"),
89 + }),
90 + [me, loading, refresh, logout],
91 + );
92 + return <Ctx.Provider value={value}>{children}</Ctx.Provider>;
93 +}
94 +
95 +export function useAuth(): AuthState {
96 + const c = useContext(Ctx);
97 + if (!c) throw new Error("useAuth outside AuthProvider");
98 + return c;
99 +}
added apps/web/src/lib/format.ts +148 −0
@@ -0,0 +1,148 @@
1 +/** Formatting helpers — bytes, thin-space grouped numbers, ISO UTC timestamps. */
2 +
3 +const THIN = " "; // narrow no-break space
4 +
5 +export function fmtInt(n: number | null | undefined): string {
6 + if (n === null || n === undefined || Number.isNaN(Number(n))) return "—";
7 + const v = Math.round(Number(n));
8 + const neg = v < 0;
9 + const s = Math.abs(v).toString();
10 + const parts: string[] = [];
11 + for (let i = s.length; i > 0; i -= 3) parts.unshift(s.slice(Math.max(0, i - 3), i));
12 + return (neg ? "-" : "") + parts.join(THIN);
13 +}
14 +
15 +export function fmtNum(n: number | null | undefined, digits = 2): string {
16 + if (n === null || n === undefined || Number.isNaN(Number(n))) return "—";
17 + const v = Number(n);
18 + if (Number.isInteger(v) && digits === 0) return fmtInt(v);
19 + const [i, f] = v.toFixed(digits).split(".");
20 + return fmtInt(Number(i)) + (f ? "." + f : "");
21 +}
22 +
23 +/** Compact 1 284 / 12.9K / 4.2M / 1.3B */
24 +export function fmtCompact(n: number | null | undefined): string {
25 + if (n === null || n === undefined || Number.isNaN(Number(n))) return "—";
26 + const v = Number(n);
27 + const a = Math.abs(v);
28 + if (a < 10_000) return fmtInt(v);
29 + if (a < 1e6) return (v / 1e3).toFixed(1).replace(/\.0$/, "") + "K";
30 + if (a < 1e9) return (v / 1e6).toFixed(1).replace(/\.0$/, "") + "M";
31 + if (a < 1e12) return (v / 1e9).toFixed(2).replace(/\.?0+$/, "") + "B";
32 + return (v / 1e12).toFixed(2).replace(/\.?0+$/, "") + "T";
33 +}
34 +
35 +export function fmtBytes(b: number | null | undefined, digits = 1): string {
36 + if (b === null || b === undefined || Number.isNaN(Number(b))) return "—";
37 + const v = Number(b);
38 + if (v < 1e3) return `${fmtInt(v)} B`;
39 + if (v < 1e6) return `${(v / 1e3).toFixed(digits)} kB`;
40 + if (v < 1e9) return `${(v / 1e6).toFixed(digits)} MB`;
41 + if (v < 1e12) return `${(v / 1e9).toFixed(digits)} GB`;
42 + return `${(v / 1e12).toFixed(digits)} TB`;
43 +}
44 +
45 +export function fmtGB(gb: number | null | undefined, digits = 1): string {
46 + if (gb === null || gb === undefined) return "—";
47 + return `${Number(gb).toFixed(digits)} GB`;
48 +}
49 +
50 +export function fmtPct(x: number | null | undefined, digits = 1): string {
51 + if (x === null || x === undefined || Number.isNaN(Number(x))) return "—";
52 + return `${(Number(x) * 100).toFixed(digits)} %`;
53 +}
54 +
55 +const pad = (n: number) => String(n).padStart(2, "0");
56 +
57 +/** ISO UTC → `YYYY-MM-DD HH:mm:ssZ` */
58 +export function fmtTs(iso: string | null | undefined): string {
59 + if (!iso) return "—";
60 + const d = new Date(iso);
61 + if (Number.isNaN(d.getTime())) return String(iso);
62 + return `${d.getUTCFullYear()}-${pad(d.getUTCMonth() + 1)}-${pad(d.getUTCDate())} ${pad(d.getUTCHours())}:${pad(d.getUTCMinutes())}:${pad(d.getUTCSeconds())}Z`;
63 +}
64 +
65 +/** Short time-of-day `HH:mm` (UTC) */
66 +export function fmtTime(iso: string | null | undefined): string {
67 + if (!iso) return "—";
68 + const d = new Date(iso);
69 + if (Number.isNaN(d.getTime())) return String(iso);
70 + return `${pad(d.getUTCHours())}:${pad(d.getUTCMinutes())}`;
71 +}
72 +
73 +export function fmtDate(iso: string | null | undefined): string {
74 + if (!iso) return "—";
75 + return String(iso).slice(0, 10);
76 +}
77 +
78 +export function fmtRelative(iso: string | null | undefined): string {
79 + if (!iso) return "—";
80 + const d = new Date(iso).getTime();
81 + if (Number.isNaN(d)) return String(iso);
82 + const s = Math.round((Date.now() - d) / 1000);
83 + const abs = Math.abs(s);
84 + const suffix = s >= 0 ? "ago" : "from now";
85 + if (abs < 60) return `${abs} s ${suffix}`;
86 + if (abs < 3600) return `${Math.round(abs / 60)} min ${suffix}`;
87 + if (abs < 86400) return `${(abs / 3600).toFixed(1)} h ${suffix}`;
88 + return `${Math.round(abs / 86400)} d ${suffix}`;
89 +}
90 +
91 +export function fmtDuration(startIso: string | null | undefined, endIso: string | null | undefined): string {
92 + if (!startIso) return "—";
93 + const a = new Date(startIso).getTime();
94 + const b = endIso ? new Date(endIso).getTime() : Date.now();
95 + const s = Math.max(0, Math.round((b - a) / 1000));
96 + if (s < 60) return `${s} s`;
97 + if (s < 3600) return `${Math.floor(s / 60)} min ${s % 60} s`;
98 + return `${(s / 3600).toFixed(1)} h`;
99 +}
100 +
101 +export function isoDate(d: Date): string {
102 + return `${d.getUTCFullYear()}-${pad(d.getUTCMonth() + 1)}-${pad(d.getUTCDate())}`;
103 +}
104 +
105 +export function daysAgo(n: number): string {
106 + const d = new Date();
107 + d.setUTCDate(d.getUTCDate() - n);
108 + return isoDate(d);
109 +}
110 +
111 +export function today(): string {
112 + return isoDate(new Date());
113 +}
114 +
115 +/** datetime-local value (local tz) for `now` */
116 +export function nowLocalInput(): string {
117 + const d = new Date();
118 + const off = d.getTimezoneOffset();
119 + const local = new Date(d.getTime() - off * 60_000);
120 + return local.toISOString().slice(0, 16);
121 +}
122 +
123 +export function toCsv(columns: string[], rows: Record<string, unknown>[]): string {
124 + const esc = (v: unknown) => {
125 + if (v === null || v === undefined) return "";
126 + const s = typeof v === "object" ? JSON.stringify(v) : String(v);
127 + return /[",\n\r]/.test(s) ? `"${s.replace(/"/g, '""')}"` : s;
128 + };
129 + const lines = [columns.map(esc).join(",")];
130 + for (const r of rows) lines.push(columns.map((c) => esc(r[c])).join(","));
131 + return lines.join("\n");
132 +}
133 +
134 +export function downloadText(filename: string, text: string, mime = "text/csv;charset=utf-8") {
135 + const blob = new Blob([text], { type: mime });
136 + const url = URL.createObjectURL(blob);
137 + const a = document.createElement("a");
138 + a.href = url;
139 + a.download = filename;
140 + document.body.appendChild(a);
141 + a.click();
142 + a.remove();
143 + setTimeout(() => URL.revokeObjectURL(url), 1000);
144 +}
145 +
146 +export function splitList(text: string): string[] {
147 + return Array.from(new Set(text.split(/[\s,;]+/).map((s) => s.trim().toUpperCase()).filter(Boolean)));
148 +}
added apps/web/src/lib/hooks.ts +112 −0
@@ -0,0 +1,112 @@
1 +"use client";
2 +import { useCallback, useEffect, useRef, useState } from "react";
3 +
4 +/** Generic async loader with abort + refetch. `deps` re-run the fetch. */
5 +export function useAsync<T>(fn: (signal: AbortSignal) => Promise<T>, deps: unknown[], opts: { enabled?: boolean } = {}) {
6 + const enabled = opts.enabled ?? true;
7 + const [data, setData] = useState<T | null>(null);
8 + const [error, setError] = useState<unknown>(null);
9 + const [loading, setLoading] = useState<boolean>(enabled);
10 + const [tick, setTick] = useState(0);
11 + const fnRef = useRef(fn);
12 + fnRef.current = fn;
13 +
14 + useEffect(() => {
15 + if (!enabled) {
16 + setLoading(false);
17 + return;
18 + }
19 + const ctl = new AbortController();
20 + let alive = true;
21 + setLoading(true);
22 + fnRef
23 + .current(ctl.signal)
24 + .then((d) => {
25 + if (!alive) return;
26 + setData(d);
27 + setError(null);
28 + })
29 + .catch((e) => {
30 + if (!alive || ctl.signal.aborted) return;
31 + setError(e);
32 + })
33 + .finally(() => {
34 + if (alive) setLoading(false);
35 + });
36 + return () => {
37 + alive = false;
38 + ctl.abort();
39 + };
40 + // eslint-disable-next-line react-hooks/exhaustive-deps
41 + }, [...deps, tick, enabled]);
42 +
43 + const reload = useCallback(() => setTick((t) => t + 1), []);
44 + return { data, error, loading, reload, setData };
45 +}
46 +
47 +export function useDebounced<T>(value: T, ms = 300): T {
48 + const [v, setV] = useState(value);
49 + useEffect(() => {
50 + const t = window.setTimeout(() => setV(value), ms);
51 + return () => window.clearTimeout(t);
52 + }, [value, ms]);
53 + return v;
54 +}
55 +
56 +/** Read a query-string parameter client-side (static export cannot use dynamic routes). */
57 +export function useQueryParam(name: string): string | null {
58 + const [v, setV] = useState<string | null>(null);
59 + useEffect(() => {
60 + const read = () => setV(new URLSearchParams(window.location.search).get(name));
61 + read();
62 + window.addEventListener("popstate", read);
63 + return () => window.removeEventListener("popstate", read);
64 + }, [name]);
65 + return v;
66 +}
67 +
68 +export function useInterval(cb: () => void, ms: number | null) {
69 + const ref = useRef(cb);
70 + ref.current = cb;
71 + useEffect(() => {
72 + if (ms === null) return;
73 + const id = window.setInterval(() => ref.current(), ms);
74 + return () => window.clearInterval(id);
75 + }, [ms]);
76 +}
77 +
78 +export function useMediaQuery(q: string): boolean {
79 + const [m, setM] = useState(false);
80 + useEffect(() => {
81 + const mq = window.matchMedia(q);
82 + const on = () => setM(mq.matches);
83 + on();
84 + mq.addEventListener("change", on);
85 + return () => mq.removeEventListener("change", on);
86 + }, [q]);
87 + return m;
88 +}
89 +
90 +export function useLocalStorage<T>(key: string, initial: T): [T, (v: T) => void] {
91 + const [v, setV] = useState<T>(initial);
92 + useEffect(() => {
93 + try {
94 + const raw = window.localStorage.getItem(key);
95 + if (raw !== null) setV(JSON.parse(raw) as T);
96 + } catch {
97 + /* ignore */
98 + }
99 + }, [key]);
100 + const set = useCallback(
101 + (nv: T) => {
102 + setV(nv);
103 + try {
104 + window.localStorage.setItem(key, JSON.stringify(nv));
105 + } catch {
106 + /* ignore */
107 + }
108 + },
109 + [key],
110 + );
111 + return [v, set];
112 +}
added apps/web/src/lib/toast.tsx +62 −0
@@ -0,0 +1,62 @@
1 +"use client";
2 +import { createContext, useCallback, useContext, useMemo, useRef, useState, type ReactNode } from "react";
3 +import { isApiError } from "./api";
4 +
5 +export type ToastKind = "info" | "success" | "warning" | "error";
6 +export interface ToastItem {
7 + id: number;
8 + kind: ToastKind;
9 + title: string;
10 + detail?: string;
11 + requestId?: string | null;
12 +}
13 +
14 +interface ToastCtx {
15 + toasts: ToastItem[];
16 + push: (t: Omit<ToastItem, "id">) => void;
17 + dismiss: (id: number) => void;
18 + error: (e: unknown, fallback?: string) => void;
19 + success: (title: string, detail?: string) => void;
20 + info: (title: string, detail?: string) => void;
21 +}
22 +
23 +const Ctx = createContext<ToastCtx | null>(null);
24 +
25 +export function ToastProvider({ children }: { children: ReactNode }) {
26 + const [toasts, setToasts] = useState<ToastItem[]>([]);
27 + const seq = useRef(0);
28 +
29 + const dismiss = useCallback((id: number) => setToasts((t) => t.filter((x) => x.id !== id)), []);
30 + const push = useCallback(
31 + (t: Omit<ToastItem, "id">) => {
32 + const id = ++seq.current;
33 + setToasts((prev) => [...prev.slice(-4), { ...t, id }]);
34 + const ttl = t.kind === "error" ? 9000 : 4500;
35 + window.setTimeout(() => dismiss(id), ttl);
36 + },
37 + [dismiss],
38 + );
39 + const error = useCallback(
40 + (e: unknown, fallback = "Request failed") => {
41 + if (isApiError(e)) {
42 + push({ kind: "error", title: `${e.message}`, detail: `${e.code} · HTTP ${e.status}`, requestId: e.request_id });
43 + } else if (e instanceof Error) {
44 + push({ kind: "error", title: fallback, detail: e.message });
45 + } else {
46 + push({ kind: "error", title: fallback });
47 + }
48 + },
49 + [push],
50 + );
51 + const success = useCallback((title: string, detail?: string) => push({ kind: "success", title, detail }), [push]);
52 + const info = useCallback((title: string, detail?: string) => push({ kind: "info", title, detail }), [push]);
53 +
54 + const value = useMemo(() => ({ toasts, push, dismiss, error, success, info }), [toasts, push, dismiss, error, success, info]);
55 + return <Ctx.Provider value={value}>{children}</Ctx.Provider>;
56 +}
57 +
58 +export function useToast(): ToastCtx {
59 + const c = useContext(Ctx);
60 + if (!c) throw new Error("useToast outside ToastProvider");
61 + return c;
62 +}
added apps/web/tsconfig.json +21 −0
@@ -0,0 +1,21 @@
1 +{
2 + "compilerOptions": {
3 + "target": "ES2022",
4 + "lib": ["dom", "dom.iterable", "esnext"],
5 + "allowJs": false,
6 + "skipLibCheck": true,
7 + "strict": true,
8 + "noEmit": true,
9 + "esModuleInterop": true,
10 + "module": "esnext",
11 + "moduleResolution": "bundler",
12 + "resolveJsonModule": true,
13 + "isolatedModules": true,
14 + "jsx": "preserve",
15 + "incremental": true,
16 + "plugins": [{ "name": "next" }],
17 + "paths": { "@/*": ["./src/*"] }
18 + },
19 + "include": ["next-env.d.ts", "**/*.ts", "**/*.tsx", ".next/types/**/*.ts"],
20 + "exclude": ["node_modules", "out"]
21 +}
added connectors/fundamentals/pyproject.toml +14 −0
@@ -0,0 +1,14 @@
1 +[project]
2 +name = "findata-fundamentals"
3 +version = "0.1.0"
4 +requires-python = ">=3.12"
5 +dependencies = ["findata-core", "findata-schema", "findata-market-firstrate", "httpx>=0.28"]
6 +[tool.uv.sources]
7 +findata-core = { workspace = true }
8 +findata-schema = { workspace = true }
9 +findata-market-firstrate = { workspace = true }
10 +[build-system]
11 +requires = ["hatchling"]
12 +build-backend = "hatchling.build"
13 +[tool.hatch.build.targets.wheel]
14 +packages = ["src/findata_fundamentals"]
added connectors/fundamentals/src/findata_fundamentals/__init__.py +2 −0
@@ -0,0 +1,2 @@
1 +from findata_fundamentals.firstrate import FirstRateFundamentalsConnector, facts_from_financials, available_at_policy # noqa: F401
2 +from findata_fundamentals.sec_edgar import SecEdgarConnector, facts_from_companyfacts # noqa: F401
added connectors/fundamentals/src/findata_fundamentals/firstrate.py +138 −0
@@ -0,0 +1,138 @@
1 +"""FirstRate Data US Fundamentals (`/api-f/v1`). Verified 2026-11-01: auth via `userid` query parameter
2 +(the page advertises `api_key` but that returns 403). JSON envelope `{status, data:{ticker, count, financial_data:[...]}}`.
3 +
4 +Point-in-time policy
5 +--------------------
6 +The vendor supplies `filing_date` (SEC filing date) and one value per (ticker, period): no revision history.
7 +FinData sets `available_at = filing_date 00:00 America/New_York + 1 day` (the filing is certainly public on the
8 +next trading morning; EDGAR acceptance after 17:30 ET is disseminated the next business day). `published_at` is
9 +unknown → NULL. Each ingestion run compares the vendor value with the latest stored revision; a change creates a
10 +new revision with `restatement_flag = true` and supersedes the old one. Pre-ingestion restatements cannot be
11 +reconstructed from this vendor (documented limitation).
12 +"""
13 +from __future__ import annotations
14 +
15 +import json
16 +from datetime import UTC, date, datetime, time, timedelta
17 +from typing import Any, Iterator
18 +from zoneinfo import ZoneInfo
19 +
20 +import httpx
21 +
22 +from findata_core.config import get_settings
23 +from findata_core.redact import redact
24 +
25 +BASE = "https://firstratedata.com/api-f"
26 +SOURCE_ID = "firstrate_fundamentals"
27 +ET = ZoneInfo("America/New_York")
28 +DEFAULT_TRANSPORT: httpx.BaseTransport | None = None
29 +
30 +# metric -> (unit, kind) kind: flow|stock|per_share|ratio|count
31 +METRICS: dict[str, tuple[str, str]] = {
32 + "rev": ("USD", "flow"), "cogs": ("USD", "flow"), "gp": ("USD", "flow"), "sgna": ("USD", "flow"),
33 + "research_dev": ("USD", "flow"), "op_ex": ("USD", "flow"), "op_inc": ("USD", "flow"), "interest_exp": ("USD", "flow"),
34 + "ebt": ("USD", "flow"), "tax_expense": ("USD", "flow"), "net_inc": ("USD", "flow"), "net_inc_com": ("USD", "flow"),
35 + "net_inc_non_control": ("USD", "flow"), "net_loss_discontinued": ("USD", "flow"), "cos_inc": ("USD", "flow"),
36 + "ebit": ("USD", "flow"), "ebitda": ("USD", "flow"), "depr": ("USD", "flow"), "share_comp": ("USD", "flow"),
37 + "pref_divs": ("USD", "flow"), "eps": ("USD/share", "per_share"), "eps_d": ("USD/share", "per_share"),
38 + "dps": ("USD/share", "per_share"), "shares": ("shares", "count"), "shares_av": ("shares", "count"),
39 + "shares_av_diluted": ("shares", "count"),
40 + "assets_tot": ("USD", "stock"), "assets_c": ("USD", "stock"), "assets_nc": ("USD", "stock"), "cash": ("USD", "stock"),
41 + "receivables": ("USD", "stock"), "inventory": ("USD", "stock"), "inv_c": ("USD", "stock"), "inv_nc": ("USD", "stock"),
42 + "investments": ("USD", "stock"), "ppe": ("USD", "stock"), "intangibles": ("USD", "stock"), "tax_asset": ("USD", "stock"),
43 + "liab_tot": ("USD", "stock"), "liab_c": ("USD", "stock"), "liab_nc": ("USD", "stock"), "payables": ("USD", "stock"),
44 + "def_rev": ("USD", "stock"), "debt": ("USD", "stock"), "debt_c": ("USD", "stock"), "debt_nc": ("USD", "stock"),
45 + "tax_liability": ("USD", "stock"), "equity": ("USD", "stock"), "ret_earnings": ("USD", "stock"), "acc_oci": ("USD", "stock"),
46 + "cash_op": ("USD", "flow"), "cash_inv": ("USD", "flow"), "cash_fin": ("USD", "flow"), "capex": ("USD", "flow"),
47 + "cash_div": ("USD", "flow"), "cash_change": ("USD", "flow"), "cash_business_acq": ("USD", "flow"),
48 + "cash_inv_acq": ("USD", "flow"), "cash_debt_sec": ("USD", "flow"), "cash_equity": ("USD", "flow"),
49 + "fx_impact_cash": ("USD", "flow"),
50 + "roa": ("ratio", "ratio"), "roe": ("ratio", "ratio"), "roic": ("ratio", "ratio"), "gm": ("ratio", "ratio"),
51 + "om": ("ratio", "ratio"), "intr_cover": ("ratio", "ratio"),
52 +}
53 +NON_METRIC_FIELDS = {"period_end", "period_type", "filing_date", "fiscal_year", "fiscal_period", "actual_year", "actual_period"}
54 +
55 +
56 +def available_at_policy(filing_date: date | None, period_end: date) -> datetime:
57 + """PIT availability. Falls back to period_end + 90 days when the filing date is missing (flagged upstream)."""
58 + base = filing_date if filing_date else period_end + timedelta(days=90)
59 + return datetime.combine(base + timedelta(days=1), time(0, 0), tzinfo=ET).astimezone(UTC)
60 +
61 +
62 +def facts_from_financials(payload: dict[str, Any], observed_at: datetime, ticker: str | None = None) -> Iterator[dict[str, Any]]:
63 + """Explode one `/v1/financials/all` or `/single` JSON payload into long-format facts (dicts)."""
64 + data = payload.get("data") or {}
65 + tkr = (data.get("ticker") or ticker or "").upper()
66 + records = data.get("financial_data") or ([data] if "period_end" in data else [])
67 + for rec in records:
68 + pe = date.fromisoformat(rec["period_end"][:10])
69 + fd = date.fromisoformat(rec["filing_date"][:10]) if rec.get("filing_date") else None
70 + ptype = "a" if str(rec.get("period_type", "")).lower().startswith("a") or str(rec.get("fiscal_period", "")).lower() == "fy" else "q"
71 + avail = available_at_policy(fd, pe)
72 + start = None
73 + if ptype == "q":
74 + start = (pe.replace(day=1) - timedelta(days=60)).replace(day=1) # approx. quarter start (vendor gives no start)
75 + else:
76 + start = (pe - timedelta(days=364)).replace(day=1)
77 + for k, v in rec.items():
78 + if k in NON_METRIC_FIELDS or k not in METRICS:
79 + continue
80 + unit, _kind = METRICS[k]
81 + yield {
82 + "entity_id": f"frd:{tkr}", "security_id": f"firstrate:stock:{tkr}", "metric": k,
83 + "value": None if v is None else float(v), "unit": unit, "currency": "USD" if unit.startswith("USD") else None,
84 + "fiscal_period_start": start, "fiscal_period_end": pe, "fiscal_period_type": ptype,
85 + "fiscal_year": rec.get("fiscal_year"), "fiscal_period": str(rec.get("fiscal_period") or "").lower() or None,
86 + "filing_date": fd, "published_at": None, "available_at": avail, "observed_at": observed_at,
87 + "source_document": f"SEC {'10-K' if ptype == 'a' else '10-Q'} via FirstRate (filing_date={fd})",
88 + "source_id": SOURCE_ID, "pit_fallback": fd is None,
89 + }
90 +
91 +
92 +class FirstRateFundamentalsConnector:
93 + source_id = SOURCE_ID
94 +
95 + def __init__(self, userid: str | None = None, transport: httpx.BaseTransport | None = None):
96 + self._userid = userid if userid is not None else get_settings().frd_userid.get_secret_value()
97 + self._client = httpx.Client(timeout=60.0, transport=transport or DEFAULT_TRANSPORT,
98 + headers={"User-Agent": "FinDataOS/0.1 (+private research lakehouse)"})
99 +
100 + def _get(self, path: str, params: dict[str, Any] | None = None) -> dict[str, Any]:
101 + if not self._userid:
102 + raise RuntimeError("FRD_USERID not configured")
103 + q = dict(params or {})
104 + q["type"] = "json"
105 + q["userid"] = self._userid
106 + r = self._client.get(f"{BASE}{path}", params=q)
107 + if r.status_code != 200:
108 + raise RuntimeError(redact(f"fundamentals HTTP {r.status_code} on {path}: {r.text[:200]}", [self._userid]))
109 + try:
110 + payload = r.json()
111 + except json.JSONDecodeError as e:
112 + raise RuntimeError(redact(f"fundamentals: non-JSON response on {path}", [self._userid])) from e
113 + if payload.get("status") not in (None, "success"):
114 + raise RuntimeError(redact(f"fundamentals: status={payload.get('status')} on {path}", [self._userid]))
115 + return payload
116 +
117 + def discover(self) -> dict[str, Any]:
118 + p = self._get("/v1/financials/all/AAPL/annual")
119 + return {"source_id": SOURCE_ID, "probe": "financials/all/AAPL/annual", "count": p.get("data", {}).get("count"),
120 + "fields": sorted((p.get("data", {}).get("financial_data") or [{}])[0].keys())}
121 +
122 + def financials_all(self, ticker: str, period: str = "quarterly") -> dict[str, Any]:
123 + assert period in ("annual", "quarterly")
124 + return self._get(f"/v1/financials/all/{ticker.upper()}/{period}")
125 +
126 + def financials_single(self, ticker: str, period: str, year: int) -> dict[str, Any]:
127 + return self._get(f"/v1/financials/single/{ticker.upper()}", {"period": period, "year": year})
128 +
129 + def earnings(self, ticker: str) -> list[dict[str, Any]]:
130 + p = self._get(f"/v1/earnings_release/t/{ticker.upper()}")
131 + return p.get("data", {}).get("earnings_release_data") or []
132 +
133 + def metrics(self, ticker: str, start: date, end: date) -> list[dict[str, Any]]:
134 + p = self._get(f"/v1/metrics/t/{ticker.upper()}/{start.isoformat()}/{end.isoformat()}")
135 + return p.get("data", {}).get("metrics_data") or []
136 +
137 + def close(self) -> None:
138 + self._client.close()
added connectors/fundamentals/src/findata_fundamentals/sec_edgar.py +109 −0
@@ -0,0 +1,109 @@
1 +"""SEC EDGAR XBRL `companyfacts` connector — independent public-domain source.
2 +
3 +Status: **pending configuration** until `SEC_EDGAR_USER_AGENT` (name + contact e-mail, per SEC fair-access policy)
4 +is set. Parsing is implemented and fixture-tested; live fetches refuse to run without the User-Agent and respect
5 +the 10 requests/second limit.
6 +
7 +PIT: `companyfacts` provides `filed` (filing date), `accn` (accession), `form`, `fy`, `fp`, `start`, `end`, `frame`.
8 +`available_at = filed + 1 day 00:00 ET`. Facts re-reported in later filings appear as distinct (accn, filed) rows
9 +→ FinData keeps each as a revision ordered by filing date, so as-of queries naturally pick the latest filing
10 +*available at* the query time, never a later restatement.
11 +"""
12 +from __future__ import annotations
13 +
14 +import time
15 +from datetime import UTC, date, datetime, timedelta
16 +from typing import Any, Iterator
17 +from zoneinfo import ZoneInfo
18 +
19 +import httpx
20 +
21 +from findata_core.config import get_settings
22 +
23 +SOURCE_ID = "sec_edgar"
24 +ET = ZoneInfo("America/New_York")
25 +BASE = "https://data.sec.gov"
26 +
27 +# us-gaap concept -> FinData metric name (subset; others keep the concept name prefixed `xbrl:`)
28 +CONCEPT_MAP = {
29 + "Revenues": "rev", "RevenueFromContractWithCustomerExcludingAssessedTax": "rev", "CostOfRevenue": "cogs",
30 + "GrossProfit": "gp", "OperatingIncomeLoss": "op_inc", "NetIncomeLoss": "net_inc",
31 + "EarningsPerShareBasic": "eps", "EarningsPerShareDiluted": "eps_d", "Assets": "assets_tot",
32 + "AssetsCurrent": "assets_c", "Liabilities": "liab_tot", "LiabilitiesCurrent": "liab_c",
33 + "StockholdersEquity": "equity", "CashAndCashEquivalentsAtCarryingValue": "cash",
34 + "NetCashProvidedByUsedInOperatingActivities": "cash_op", "NetCashProvidedByUsedInInvestingActivities": "cash_inv",
35 + "NetCashProvidedByUsedInFinancingActivities": "cash_fin", "PaymentsToAcquirePropertyPlantAndEquipment": "capex",
36 + "CommonStockSharesOutstanding": "shares", "WeightedAverageNumberOfDilutedSharesOutstanding": "shares_av_diluted",
37 + "WeightedAverageNumberOfSharesOutstandingBasic": "shares_av", "ResearchAndDevelopmentExpense": "research_dev",
38 + "LongTermDebt": "debt", "RetainedEarningsAccumulatedDeficit": "ret_earnings",
39 +}
40 +
41 +
42 +def facts_from_companyfacts(payload: dict[str, Any], observed_at: datetime, only_mapped: bool = True) -> Iterator[dict[str, Any]]:
43 + cik = int(payload.get("cik", 0))
44 + entity_id = f"sec:CIK{cik:010d}"
45 + name = payload.get("entityName")
46 + for taxonomy, concepts in (payload.get("facts") or {}).items():
47 + if taxonomy not in ("us-gaap", "dei"):
48 + continue
49 + for concept, body in concepts.items():
50 + metric = CONCEPT_MAP.get(concept)
51 + if metric is None:
52 + if only_mapped:
53 + continue
54 + metric = f"xbrl:{concept}"
55 + for unit, vals in (body.get("units") or {}).items():
56 + for v in vals:
57 + end = date.fromisoformat(v["end"])
58 + start = date.fromisoformat(v["start"]) if v.get("start") else None
59 + filed = date.fromisoformat(v["filed"])
60 + fp = (v.get("fp") or "").upper()
61 + ptype = "a" if fp == "FY" or (start and (end - start).days > 300) else "q"
62 + if start and (end - start).days > 120 and ptype == "q":
63 + continue # year-to-date cumulative values are not quarterly facts
64 + yield {
65 + "entity_id": entity_id, "security_id": None, "metric": metric, "value": float(v["val"]),
66 + "unit": unit, "currency": "USD" if unit == "USD" else None,
67 + "fiscal_period_start": start, "fiscal_period_end": end, "fiscal_period_type": ptype,
68 + "fiscal_year": v.get("fy"), "fiscal_period": fp.lower() or None, "filing_date": filed,
69 + "published_at": None,
70 + "available_at": datetime.combine(filed + timedelta(days=1), datetime.min.time(), tzinfo=ET).astimezone(UTC),
71 + "observed_at": observed_at,
72 + "source_document": f"{v.get('form')} {v.get('accn')} ({name})", "source_id": SOURCE_ID,
73 + "accession": v.get("accn"), "form": v.get("form"), "frame": v.get("frame"),
74 + }
75 +
76 +
77 +class SecEdgarConnector:
78 + source_id = SOURCE_ID
79 +
80 + def __init__(self, user_agent: str | None = None, transport: httpx.BaseTransport | None = None):
81 + self.user_agent = user_agent if user_agent is not None else get_settings().sec_edgar_user_agent
82 + self._client = httpx.Client(timeout=60.0, transport=transport, headers={"User-Agent": self.user_agent or "unset",
83 + "Accept-Encoding": "gzip"})
84 + self._last = 0.0
85 +
86 + @property
87 + def configured(self) -> bool:
88 + return bool(self.user_agent and "@" in self.user_agent)
89 +
90 + def status(self) -> dict[str, Any]:
91 + return {"source_id": SOURCE_ID, "status": "active" if self.configured else "pending_configuration",
92 + "reason": None if self.configured else "SEC_EDGAR_USER_AGENT (name + e-mail) not set"}
93 +
94 + def _get(self, url: str) -> dict[str, Any]:
95 + if not self.configured:
96 + raise RuntimeError("SEC EDGAR connector pending configuration: set SEC_EDGAR_USER_AGENT")
97 + wait = 0.11 - (time.monotonic() - self._last)
98 + if wait > 0:
99 + time.sleep(wait)
100 + self._last = time.monotonic()
101 + r = self._client.get(url)
102 + r.raise_for_status()
103 + return r.json()
104 +
105 + def company_tickers(self) -> dict[str, Any]:
106 + return self._get("https://www.sec.gov/files/company_tickers.json")
107 +
108 + def companyfacts(self, cik: int) -> dict[str, Any]:
109 + return self._get(f"{BASE}/api/xbrl/companyfacts/CIK{cik:010d}.json")
added connectors/market/pyproject.toml +14 −0
@@ -0,0 +1,14 @@
1 +[project]
2 +name = "findata-market-firstrate"
3 +version = "0.1.0"
4 +requires-python = ">=3.12"
5 +dependencies = ["findata-core", "findata-schema", "findata-quality", "httpx>=0.28", "pyarrow>=18.0", "polars>=1.12"]
6 +[tool.uv.sources]
7 +findata-core = { workspace = true }
8 +findata-schema = { workspace = true }
9 +findata-quality = { workspace = true }
10 +[build-system]
11 +requires = ["hatchling"]
12 +build-backend = "hatchling.build"
13 +[tool.hatch.build.targets.wheel]
14 +packages = ["src/findata_market_firstrate"]
added connectors/market/src/findata_market_firstrate/__init__.py +3 −0
@@ -0,0 +1,3 @@
1 +from findata_market_firstrate.client import FRDClient, FRDError # noqa: F401
2 +from findata_market_firstrate.connector import FirstRateMarketConnector # noqa: F401
3 +from findata_market_firstrate.archive import iter_archive_files, parse_bar_file, ticker_from_filename # noqa: F401
added connectors/market/src/findata_market_firstrate/archive.py +131 −0
@@ -0,0 +1,131 @@
1 +"""Zip archive handling and CSV → canonical Arrow conversion for FirstRate bar files.
2 +
3 +Vendor file facts: `{TICKER}_{period}_{timeframe}_{adjustment}.txt` (update archives) or `{TICKER}_{timeframe}.txt`
4 +(full archives), no header, `yyyy-MM-dd HH:mm:ss,O,H,L,C,V` (daily: `yyyy-MM-dd,O,H,L,C,V[,OI]`), FX intraday splits
5 +date and time into two fields, line endings may mix LF/CRLF, nested zips occur in bundle archives.
6 +"""
7 +from __future__ import annotations
8 +
9 +import io
10 +import re
11 +import zipfile
12 +from collections.abc import Iterator
13 +from datetime import datetime
14 +from pathlib import Path
15 +
16 +import polars as pl
17 +import pyarrow as pa
18 +
19 +from findata_schema import BARS_SCHEMA, Adjustment, AssetClass, Interval
20 +
21 +VENDOR_TF = {"1min": Interval.m1, "5min": Interval.m5, "30min": Interval.m30, "1hour": Interval.h1, "1day": Interval.d1}
22 +VENDOR_ADJ = {"UNADJUSTED": Adjustment.raw, "adj_split": Adjustment.split, "adj_splitdiv": Adjustment.split_div}
23 +_TICKER_RE = re.compile(r"^([A-Za-z0-9.\-]+?)(?:[_-](?:full|day|week|month|1min|5min|30min|1hour|1day|UNADJUSTED|adj_split|adj_splitdiv|contin.*))*\.(txt|csv)$", re.I)
24 +
25 +
26 +def ticker_from_filename(name: str) -> str:
27 + base = Path(name).name
28 + m = _TICKER_RE.match(base)
29 + if m:
30 + return m.group(1).upper()
31 + return base.split("_")[0].upper()
32 +
33 +
34 +def iter_archive_files(zip_path: Path) -> Iterator[tuple[str, bytes]]:
35 + """Yield (member_name, bytes) for every data file, descending into nested zips."""
36 + with zipfile.ZipFile(zip_path) as zf:
37 + for info in zf.infolist():
38 + if info.is_dir():
39 + continue
40 + name = info.filename
41 + if name.lower().endswith(".zip"):
42 + data = zf.read(info)
43 + with zipfile.ZipFile(io.BytesIO(data)) as inner:
44 + for inner_info in inner.infolist():
45 + if not inner_info.is_dir() and inner_info.filename.lower().endswith((".txt", ".csv")):
46 + yield f"{name}!/{inner_info.filename}", inner.read(inner_info)
47 + elif name.lower().endswith((".txt", ".csv")):
48 + yield name, zf.read(info)
49 +
50 +
51 +def parse_bar_file(data: bytes, symbol: str, asset_class: AssetClass, interval: Interval, adjustment: Adjustment,
52 + source_id: str, ingested_at: datetime, source_tz: str = "America/New_York",
53 + currency: str = "USD", venue: str | None = None, revision_id: int = 1) -> tuple[pa.Table, int]:
54 + """Parse one vendor CSV into the canonical bars table. Returns (table, raw_row_count).
55 +
56 + Duplicate (symbol, timestamp) rows are *kept* here and flagged downstream; we never drop source records silently.
57 + Unparseable timestamps (e.g. non-existent local time at DST spring-forward) are dropped from the typed table and
58 + counted in `raw_row_count - table.num_rows`.
59 + """
60 + text = data.decode("utf-8", errors="replace").replace("\r\n", "\n").replace("\r", "\n")
61 + lines = [ln for ln in text.split("\n") if ln.strip()]
62 + if lines and lines[0].lower().startswith(("datetime", "date", "timestamp")):
63 + lines = lines[1:]
64 + raw_rows = len(lines)
65 + if raw_rows == 0:
66 + return pa.table({f.name: pa.array([], type=f.type) for f in BARS_SCHEMA}, schema=BARS_SCHEMA), 0
67 + ncols = len(lines[0].split(","))
68 + buf = "\n".join(lines).encode()
69 + if ncols == 7 and re.match(r"^\d{8},\d{2}:\d{2}", lines[0]):
70 + names = ["d", "t", "open", "high", "low", "close", "volume"]
71 + df = pl.read_csv(buf, has_header=False, new_columns=names, infer_schema_length=0)
72 + df = df.with_columns((pl.col("d") + " " + pl.col("t")).alias("dt_raw")).drop("d", "t")
73 + fmt = "%Y%m%d %H:%M:%S"
74 + else:
75 + names = ["dt_raw", "open", "high", "low", "close", "volume"] + (["open_interest"] if ncols == 7 else [])
76 + if ncols not in (6, 7):
77 + raise ValueError(f"unexpected column count {ncols} in {symbol}")
78 + df = pl.read_csv(buf, has_header=False, new_columns=names, infer_schema_length=0)
79 + fmt = "%Y-%m-%d %H:%M:%S" if interval != Interval.d1 else None
80 + for c in ("open", "high", "low", "close", "volume"):
81 + df = df.with_columns(pl.col(c).str.strip_chars().cast(pl.Float64, strict=False))
82 + if interval == Interval.d1:
83 + local = pl.col("dt_raw").str.strip_chars().str.slice(0, 10).str.to_date("%Y-%m-%d", strict=False).cast(pl.Datetime("us"))
84 + else:
85 + local = pl.col("dt_raw").str.strip_chars().str.to_datetime(fmt, strict=False, time_unit="us")
86 + df = df.with_columns(local.alias("local_naive"))
87 + df = df.filter(pl.col("local_naive").is_not_null() & pl.col("open").is_not_null() & pl.col("close").is_not_null())
88 + df = df.with_columns(
89 + pl.col("local_naive").dt.replace_time_zone(source_tz, ambiguous="earliest", non_existent="null").alias("ts_local")
90 + ).filter(pl.col("ts_local").is_not_null())
91 + df = df.with_columns(
92 + pl.col("ts_local").dt.convert_time_zone("UTC").alias("timestamp_utc"),
93 + pl.col("ts_local").dt.date().alias("session_date"),
94 + )
95 + n = df.height
96 + out = pl.DataFrame({
97 + "instrument_id": pl.repeat(f"{source_id}:{asset_class.value}:{symbol}", n, eager=True),
98 + "symbol_as_reported": pl.repeat(symbol, n, eager=True),
99 + "venue": pl.repeat(venue, n, eager=True, dtype=pl.Utf8),
100 + "asset_class": pl.repeat(asset_class.value, n, eager=True),
101 + "interval": pl.repeat(interval.value, n, eager=True),
102 + "timestamp_utc": df["timestamp_utc"],
103 + "session_date": df["session_date"],
104 + "open": df["open"], "high": df["high"], "low": df["low"], "close": df["close"],
105 + "volume": df["volume"].fill_null(0.0),
106 + "currency": pl.repeat(currency, n, eager=True),
107 + "trade_count": pl.repeat(None, n, eager=True, dtype=pl.Int32),
108 + "vwap": pl.repeat(None, n, eager=True, dtype=pl.Float64),
109 + "adjustment_type": pl.repeat(adjustment.value, n, eager=True),
110 + "source_id": pl.repeat(source_id, n, eager=True),
111 + "ingested_at": pl.repeat(ingested_at, n, eager=True, dtype=pl.Datetime("us", "UTC")),
112 + "quality_flags": pl.repeat([], n, eager=True, dtype=pl.List(pl.Utf8)),
113 + "revision_id": pl.repeat(revision_id, n, eager=True, dtype=pl.Int32),
114 + })
115 + return out.to_arrow().cast(BARS_SCHEMA), raw_rows
116 +
117 +
118 +def parse_meta_pairs(data: bytes) -> list[tuple[str, float]]:
119 + """Splits/dividends per-ticker files: `yyyy-MM-dd,value` lines."""
120 + out = []
121 + for ln in data.decode("utf-8", errors="replace").splitlines():
122 + ln = ln.strip()
123 + if not ln or ln.lower().startswith("date"):
124 + continue
125 + parts = ln.split(",")
126 + if len(parts) >= 2:
127 + try:
128 + out.append((parts[0].strip(), float(parts[1])))
129 + except ValueError:
130 + continue
131 + return out
added connectors/market/src/findata_market_firstrate/client.py +144 −0
@@ -0,0 +1,144 @@
1 +"""HTTP client for the FirstRate Data API. The user id is appended at request time and never logged.
2 +
3 +Vendor facts (verified 2026-11-01): auth = `userid` query parameter; archive endpoints answer HTTP 302 to a CDN
4 +(x01.frd-data.com / backblazeb2.com) serving a zip; `last_update` returns a bare date (fx uses yyyyMMdd);
5 +no documented rate limit — we still cap concurrency and sleep between metadata calls.
6 +"""
7 +from __future__ import annotations
8 +
9 +import hashlib
10 +import random
11 +import time
12 +from dataclasses import dataclass
13 +from datetime import date, datetime
14 +from pathlib import Path
15 +from typing import Any
16 +
17 +import httpx
18 +
19 +from findata_core.redact import redact
20 +
21 +BASE_URL = "https://firstratedata.com/api"
22 +FUNDAMENTALS_BASE_URL = "https://firstratedata.com/api-f"
23 +CHUNK = 4 * 1024 * 1024
24 +MAX_RETRIES = 5
25 +TIMEOUT_META = 60.0
26 +TIMEOUT_DOWNLOAD = 7200.0
27 +DEFAULT_TRANSPORT: httpx.BaseTransport | None = None # tests inject a MockTransport here
28 +
29 +
30 +class FRDError(RuntimeError):
31 + pass
32 +
33 +
34 +@dataclass
35 +class Downloaded:
36 + path: Path
37 + sha256: str
38 + bytes: int
39 + final_url_host: str
40 + fetched_at: datetime
41 +
42 +
43 +class FRDClient:
44 + def __init__(self, userid: str, base_url: str = BASE_URL, min_interval_s: float = 1.0,
45 + transport: httpx.BaseTransport | None = None):
46 + if not userid:
47 + raise FRDError("FRD_USERID is not configured")
48 + self._userid = userid
49 + self.base_url = base_url.rstrip("/")
50 + self.min_interval_s = min_interval_s
51 + self._last_call = 0.0
52 + self._client = httpx.Client(follow_redirects=True, timeout=TIMEOUT_META, transport=transport or DEFAULT_TRANSPORT,
53 + headers={"User-Agent": "FinDataOS/0.1 (+private research lakehouse)"})
54 +
55 + # ----------------------------------------------------------------- helpers
56 + def _url(self, endpoint: str, params: dict[str, Any]) -> str:
57 + q = {k: str(v) for k, v in params.items() if v is not None}
58 + q["userid"] = self._userid
59 + return str(httpx.URL(f"{self.base_url}/{endpoint}", params=q))
60 +
61 + def sanitized_url(self, endpoint: str, params: dict[str, Any]) -> str:
62 + q = {k: str(v) for k, v in params.items() if v is not None}
63 + return str(httpx.URL(f"{self.base_url}/{endpoint}", params=q)) + "&userid=<REDACTED>"
64 +
65 + def _throttle(self) -> None:
66 + wait = self.min_interval_s - (time.monotonic() - self._last_call)
67 + if wait > 0:
68 + time.sleep(wait)
69 + self._last_call = time.monotonic()
70 +
71 + def _redact(self, text: Any) -> str:
72 + return redact(text, [self._userid])
73 +
74 + def _get_text(self, endpoint: str, params: dict[str, Any]) -> str:
75 + last: Exception | None = None
76 + for attempt in range(1, MAX_RETRIES + 1):
77 + self._throttle()
78 + try:
79 + r = self._client.get(self._url(endpoint, params))
80 + if r.status_code in (429, 500, 502, 503, 504):
81 + raise FRDError(f"HTTP {r.status_code} from {endpoint}")
82 + if r.status_code != 200:
83 + raise FRDError(f"HTTP {r.status_code} from {endpoint}: {self._redact(r.text[:200])}")
84 + return r.text
85 + except (httpx.TransportError, FRDError) as e: # retry
86 + last = e
87 + if isinstance(e, FRDError) and not any(c in str(e) for c in ("429", "500", "502", "503", "504")):
88 + raise FRDError(self._redact(e)) from None
89 + time.sleep(min(60, 2 ** attempt) + random.uniform(0, 1))
90 + raise FRDError(self._redact(f"{endpoint} failed after {MAX_RETRIES} attempts: {last}"))
91 +
92 + # ----------------------------------------------------------------- metadata
93 + def last_update(self, type_: str, full: bool = False) -> date:
94 + txt = self._get_text("last_update", {"type": type_, "is_full_update": "true" if full else None}).strip()
95 + for fmt in ("%Y-%m-%d", "%Y%m%d"):
96 + try:
97 + return datetime.strptime(txt[:10] if fmt == "%Y-%m-%d" else txt[:8], fmt).date()
98 + except ValueError:
99 + continue
100 + raise FRDError(f"unparseable last_update for {type_}: {self._redact(txt[:40])!r}")
101 +
102 + def ticker_listing(self, type_: str) -> str:
103 + return self._get_text("ticker_listing", {"type": type_})
104 +
105 + def update_log(self, type_: str, log_type: str) -> str:
106 + return self._get_text("update_log", {"type": type_, "log_type": log_type})
107 +
108 + # ----------------------------------------------------------------- archives
109 + def download(self, endpoint: str, params: dict[str, Any], dest: Path) -> Downloaded:
110 + """Stream an archive to `dest` (atomic: `.part` then rename), computing SHA-256 on the fly."""
111 + dest.parent.mkdir(parents=True, exist_ok=True)
112 + part = dest.with_suffix(dest.suffix + ".part")
113 + last: Exception | None = None
114 + for attempt in range(1, MAX_RETRIES + 1):
115 + self._throttle()
116 + h = hashlib.sha256()
117 + size = 0
118 + try:
119 + with self._client.stream("GET", self._url(endpoint, params), timeout=TIMEOUT_DOWNLOAD) as r:
120 + if r.status_code != 200:
121 + body = r.read()[:300]
122 + raise FRDError(f"HTTP {r.status_code} downloading {endpoint}: {self._redact(body)}")
123 + ctype = r.headers.get("content-type", "")
124 + if "text/html" in ctype:
125 + body = r.read()[:300]
126 + raise FRDError(f"HTML instead of archive from {endpoint}: {self._redact(body)}")
127 + with open(part, "wb") as f:
128 + for chunk in r.iter_bytes(CHUNK):
129 + f.write(chunk)
130 + h.update(chunk)
131 + size += len(chunk)
132 + host = r.url.host
133 + part.replace(dest)
134 + return Downloaded(dest, h.hexdigest(), size, host, datetime.now().astimezone())
135 + except (httpx.TransportError, FRDError, OSError) as e:
136 + last = e
137 + part.unlink(missing_ok=True)
138 + if isinstance(e, FRDError) and "HTTP 4" in str(e):
139 + raise FRDError(self._redact(e)) from None
140 + time.sleep(min(120, 5 * 2 ** attempt) + random.uniform(0, 2))
141 + raise FRDError(self._redact(f"download {endpoint} failed after {MAX_RETRIES} attempts: {last}"))
142 +
143 + def close(self) -> None:
144 + self._client.close()
added connectors/market/src/findata_market_firstrate/connector.py +173 −0
@@ -0,0 +1,173 @@
1 +from __future__ import annotations
2 +
3 +import csv
4 +import hashlib
5 +import io
6 +import json
7 +from collections.abc import Iterator
8 +from datetime import UTC, date, datetime
9 +from pathlib import Path
10 +from typing import Any
11 +
12 +from findata_core.config import get_settings
13 +from findata_market_firstrate.archive import (VENDOR_ADJ, VENDOR_TF, iter_archive_files, parse_bar_file,
14 + parse_meta_pairs, ticker_from_filename)
15 +from findata_market_firstrate.client import FRDClient
16 +from findata_quality import validate_bars
17 +from findata_schema import AssetClass, Interval
18 +from findata_schema.connector import (Capabilities, Checkpoint, Connector, FetchRequest, FetchResult,
19 + NormalizedBatch, ValidationReport)
20 +
21 +SOURCE_ID = "firstrate"
22 +SOURCE_TZ = {"crypto": "UTC"} # everything else is US Eastern
23 +
24 +
25 +class FirstRateMarketConnector(Connector):
26 + source_id = SOURCE_ID
27 +
28 + def __init__(self, client: FRDClient | None = None):
29 + self._client = client
30 +
31 + @property
32 + def client(self) -> FRDClient:
33 + if self._client is None:
34 + self._client = FRDClient(get_settings().frd_userid.get_secret_value())
35 + return self._client
36 +
37 + # ------------------------------------------------------------------ discover / capabilities
38 + def discover(self) -> dict[str, Any]:
39 + out: dict[str, Any] = {"source_id": SOURCE_ID, "probed_at": datetime.now(UTC).isoformat(), "last_update": {}}
40 + for t in ("stock", "etf", "futures", "index", "fx", "crypto", "options"):
41 + try:
42 + out["last_update"][t] = self.client.last_update(t).isoformat()
43 + except Exception as e: # noqa: BLE001
44 + out["last_update"][t] = f"error: {e}"
45 + return out
46 +
47 + def capabilities(self) -> Capabilities:
48 + return Capabilities(
49 + source_id=SOURCE_ID,
50 + asset_classes=tuple(a.value for a in AssetClass),
51 + intervals=("1m", "5m", "30m", "1h", "1d"),
52 + adjustments=("raw", "split", "split_div", "continuous"),
53 + supports_symbol_filter=False,
54 + supports_date_range=False,
55 + incremental_windows=("day", "week", "month"),
56 + license_class="frd-private",
57 + notes={"raw_only_for": ["1m", "1d"], "zero_volume_bars": "absent at source",
58 + "timestamp_convention": "bar_open", "timezone": "America/New_York (crypto: UTC)"},
59 + )
60 +
61 + # ------------------------------------------------------------------ fetch
62 + def fetch_range(self, request: FetchRequest, dest_dir: Path) -> FetchResult:
63 + p = dict(request.params)
64 + endpoint = p.pop("endpoint", "data_file")
65 + asset = p.get("type", "stock")
66 + vendor_last = None
67 + try:
68 + vendor_last = self.client.last_update(asset, full=(p.get("period") == "full"))
69 + except Exception: # noqa: BLE001
70 + vendor_last = None
71 + stamp = datetime.now(UTC).strftime("%Y%m%dT%H%M%SZ")
72 + label = "_".join(f"{k}-{v}" for k, v in sorted(p.items()))
73 + dest = dest_dir / f"{endpoint}__{label}__{stamp}.zip"
74 + got = self.client.download(endpoint, p, dest)
75 + file_count = None
76 + try:
77 + import zipfile
78 + with zipfile.ZipFile(got.path) as zf:
79 + file_count = sum(1 for i in zf.infolist() if not i.is_dir())
80 + except Exception: # noqa: BLE001
81 + pass
82 + return FetchResult(request=request, path=got.path, sha256=got.sha256, bytes=got.bytes, fetched_at=got.fetched_at,
83 + vendor_last_update=vendor_last, file_count=file_count,
84 + source_url_sanitized=self.client.sanitized_url(endpoint, p))
85 +
86 + # ------------------------------------------------------------------ normalize
87 + def normalize(self, result: FetchResult, **kwargs: Any) -> Iterator[NormalizedBatch]:
88 + p = result.request.params
89 + asset = AssetClass(p.get("type", "stock"))
90 + interval = VENDOR_TF[p.get("timeframe", "1min")]
91 + adjustment = VENDOR_ADJ.get(p.get("adjustment", "UNADJUSTED"))
92 + if adjustment is None:
93 + from findata_schema import Adjustment
94 + adjustment = Adjustment.continuous
95 + ingested_at = datetime.now(UTC)
96 + only: set[str] | None = set(kwargs.get("symbols") or []) or None
97 + tz = SOURCE_TZ.get(asset.value, "America/New_York")
98 + for name, data in iter_archive_files(result.path):
99 + symbol = ticker_from_filename(name)
100 + if only and symbol not in only:
101 + continue
102 + table, raw_rows = parse_bar_file(data, symbol, asset, interval, adjustment, SOURCE_ID, ingested_at, source_tz=tz)
103 + if table.num_rows == 0:
104 + continue
105 + sd = table.column("session_date").to_pylist()
106 + yield NormalizedBatch(table=table, symbol=symbol, session_dates=(min(sd), max(sd)),
107 + row_count=table.num_rows, raw_rows=raw_rows)
108 +
109 + # ------------------------------------------------------------------ validate
110 + def validate(self, batch: NormalizedBatch) -> ValidationReport:
111 + interval = Interval(batch.table.column("interval")[0].as_py())
112 + table, anomalies = validate_bars(batch.table, interval)
113 + batch.table = table
114 + flagged = sum(1 for f in table.column("quality_flags").to_pylist() if f)
115 + errors = [a for a in anomalies if a["severity"] == "error"]
116 + return ValidationReport(rows=table.num_rows, flagged_rows=flagged, anomalies=anomalies, ok=not errors)
117 +
118 + # ------------------------------------------------------------------ checkpoint
119 + def checkpoint(self, result: FetchResult, batches_published: int) -> Checkpoint:
120 + p = result.request.params
121 + return Checkpoint(scope=f"dataset:{result.request.dataset_id}", key="last_archive",
122 + value={"sha256": result.sha256, "vendor_last_update": result.vendor_last_update.isoformat()
123 + if result.vendor_last_update else None, "params": p,
124 + "fetched_at": result.fetched_at.isoformat(), "batches": batches_published})
125 +
126 + # ------------------------------------------------------------------ reference data
127 + def ticker_listing(self, type_: str) -> list[dict[str, Any]]:
128 + txt = self.client.ticker_listing(type_)
129 + rows = list(csv.DictReader(io.StringIO(txt)))
130 + out = []
131 + for r in rows:
132 + sym = (r.get("Ticker") or "").strip()
133 + if not sym:
134 + continue
135 + out.append({"symbol": sym, "name": (r.get("Name") or "").strip() or None,
136 + "first_date": _d(r.get("First Date")), "last_date": _d(r.get("Last Date")),
137 + "status": "delisted" if sym.endswith("-DELISTED") else "active", "asset_class": type_})
138 + return out
139 +
140 + def delisted_log(self) -> list[dict[str, Any]]:
141 + txt = self.client.update_log("stock", "delisted")
142 + return [{"symbol": r["Ticker"].strip(), "last_date": _d(r.get("Last Date"))}
143 + for r in csv.DictReader(io.StringIO(txt)) if r.get("Ticker")]
144 +
145 + def meta_actions(self, type_: str, kind: str, dest_dir: Path) -> tuple[FetchResult, list[dict[str, Any]]]:
146 + """kind = splits | dividends → list of {symbol, ex_date, value}."""
147 + req = FetchRequest(dataset_id=f"corporate_actions.{type_}", params={"endpoint": "meta_file", "type": type_, "metafile_type": kind})
148 + res = self.fetch_range(req, dest_dir)
149 + rows = []
150 + for name, data in iter_archive_files(res.path):
151 + if name.startswith("_") or "readme" in name.lower():
152 + continue
153 + sym = Path(name).stem.upper()
154 + for d, v in parse_meta_pairs(data):
155 + rows.append({"symbol": sym, "ex_date": d, "value": v, "action_type": "split" if kind == "splits" else "dividend"})
156 + return res, rows
157 +
158 +
159 +def _d(s: str | None) -> date | None:
160 + if not s:
161 + return None
162 + try:
163 + return date.fromisoformat(s.strip()[:10])
164 + except ValueError:
165 + return None
166 +
167 +
168 +def sanitized_request(params: dict[str, Any]) -> str:
169 + return json.dumps({k: v for k, v in params.items() if k != "userid"}, sort_keys=True)
170 +
171 +
172 +def digest_params(params: dict[str, Any]) -> str:
173 + return hashlib.sha256(sanitized_request(params).encode()).hexdigest()[:16]
added docs/ARCHITECTURE.md +63 −0
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1 +# FinData OS — Architecture
2 +
3 +```
4 + FirstRate Data (vendor) SEC EDGAR (pending configuration)
5 + market zip archives │ /api-f JSON fundamentals │
6 + ▼ ▼
7 + connectors/market/firstrate connectors/fundamentals/{firstrate,sec_edgar}
8 + discover · capabilities · fetch_range · normalize · validate · checkpoint
9 + │
10 + ▼
11 + services/ingest ── single worker process (lake writer lock) ──────────────────────────────────────
12 + queue (Postgres, SKIP LOCKED, retries/backoff/jitter, dead-letter, checkpoints, resume)
13 + tasks: metadata · incremental · backfill · derive(5m) · compaction · fundamentals · quality · backup · gc
14 + lake: raw/ (immutable zips + sha256) → curated/<dataset>/{delta|base}/… Parquet ZSTD → manifests/vN.json
15 + │
16 + ┌────────────────────────┴───────────────────────┐
17 + ▼ ▼
18 + PostgreSQL 17 (metadata) DuckDB (read side, in-process, read-only)
19 + users/sessions/api_keys/audit · datasets/versions/ lake_files planner → read_parquet(file list)
20 + lake_files · instruments/aliases · corporate_actions sandboxed SQL (allowed_directories = lake only)
21 + coverage · quality · jobs/runs/checkpoints · exports
22 + fundamentals_facts (PIT, revisions) · earnings
23 + │
24 + ▼
25 + services/api FastAPI :8600 (127.0.0.1) — /api/v1 (OpenAPI), /metrics, static console (apps/web/out)
26 + │ session cookie + CSRF (owner, TOTP MFA) · scoped API keys · rate limit · audit · request ids
27 + ▼
28 + MacLustr Tunnel: node wg1 10.67.0.10 ⇄ BHS64 (Caddy TLS) ⇄ https://findata.spboucher.ai
29 +```
30 +
31 +## Storage layout (M3U96a, `~/findata-lake`)
32 +| Path | Content | Mutability |
33 +|---|---|---|
34 +| `raw/<source>/<dataset>/<year>/*.zip` | vendor archives as received; sha256 + sanitized request in `raw_archives` | immutable (full archives deleted after publication, hash kept) |
35 +| `curated/<dataset>/delta/session_date=D/part-*.parquet` | one file per session, all symbols, sorted (symbol, ts) | replaced as a whole when the session is re-published |
36 +| `curated/<dataset>/base/symbol=S/year=Y/part-*.parquet` | compacted / backfilled history | replaced per (symbol, year) |
37 +| `manifests/<dataset>/vN.json` | file list + sha256 per version (snapshot id = sha256 of the list) | append-only |
38 +| `_retired/` | files removed from the live set, kept 7 days so older snapshots remain reproducible | GC |
39 +| `exports/` | export results, expire after 72 h | GC |
40 +
41 +**Invariant**: for every dataset version, each `(instrument_id, timestamp_utc)` is in exactly one live file. Enforced by: session-level supersede for deltas, delta-date exclusion in backfills, duplicate assertion in compaction, and a `duplicate` quality flag on rows inside a file.
42 +
43 +**Publication** is one Postgres transaction (`lake_files` add/retire, `dataset_versions` insert, `datasets.current_version`), after the Parquet files were written to `_tmp/` and atomically renamed. Readers choose files through `lake_files` (by version), so a half-written state is never visible.
44 +
45 +## Why these choices
46 +- **Parquet + DuckDB + Postgres**: analytical reads over columnar files with predicate pushdown; metadata, auth and job state need transactions. DuckDB is never a multi-writer service: the API opens read-only in-memory connections, the worker writes Parquet files only.
47 +- **Session-date delta files**: a daily update touches ~6 500 symbols; one file per session (≈12 MB) keeps the file count linear in days, not symbols × days. Monthly compaction turns deltas into per-symbol yearly files for fast single-symbol multi-year scans.
48 +- **Adjustments at query time** from `corporate_actions` (vendor splits/dividends files): the lake stores one canonical raw series; `adjustment=split|split_div` is an explicit, reproducible transformation. Vendor-adjusted archives are therefore not duplicated on disk (they could be ingested as separate datasets if a reconciliation study needs them).
49 +- **Postgres-backed queue** (no Redis): one writer, a few jobs per day, durability across reboots and `SKIP LOCKED` are all that is needed.
50 +- **Fundamentals in Postgres** (long format): PIT queries are `DISTINCT ON`-style SQL with indexes on (entity, metric, period_end, available_at); volumes are modest (≈ 76 metrics × ~100 periods per entity).
51 +
52 +## Capacity model
53 +See `docs/DISCOVERY.md` §5. Budget: curated ≤ 250 GB soft limit, 60 GB free hard stop (ingestion refuses to write below it). Measured: 1 session of 6 515 stocks = 66 MB CSV → ≈ 12–14 MB Parquet.
54 +
55 +## Data flows
56 +1. **Incremental (daily)**: scheduler → `last_update(stock)` → skip if unchanged → download `period=day` zip → raw → normalize per file → group by session → validate → one delta file per session → publish (supersede) → coverage/quality → checkpoint → enqueue `derive 5m`.
57 +2. **Backfill (operator)**: `period=full&ticker_range=L` → stream per ticker file → exclude sessions already in deltas → base files per (symbol, year) → publish per symbol (resumable via `done_symbols`).
58 +3. **Compaction (weekly)**: deltas older than 35 days → merged into base files → duplicate assertion → publish.
59 +4. **Fundamentals (daily)**: tracked tickers → `/v1/financials/all/{t}/{quarterly|annual}` + earnings → compare with latest revision → insert new revision when changed (`restatement_flag`).
60 +5. **Backup (daily)**: `pg_dump | zstd` + `rsync -a --delete` of the lake to M4M64a; remote file count verified; `last_backup` recorded. Restore drill: `findata restore-drill`.
61 +
62 +## Security model
63 +Owner-only by default. Browser: HttpOnly/Secure/SameSite=Strict session cookie, CSRF double-submit header, TOTP MFA (scopes empty until the second factor passes). Programmatic: `Authorization: Bearer fd_<prefix>.<secret>` keys, HMAC-hashed at rest, scoped, expirable, revocable, per-key rate limit and daily usage accounting. Vendor credentials live only in `.env` (mode 600) on the node; every log line and job error passes through a redaction filter; the HTTP client never logs URLs. The API binds to 127.0.0.1 (reached through the node's wg1 proxy by Caddy on BHS64). CSP `default-src 'self'`, HSTS, nosniff, frame-ancestors none. SQL playground: single read-only statement, keyword deny-list, DuckDB `allowed_directories` restricted to the lake, external access disabled, timeout and row caps. Exports are scoped to the requesting principal and expire.
added docs/DATA_DICTIONARY.md +60 −0
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1 +# FinData OS — Data dictionary and conventions
2 +
3 +## Bars (`market_bars.*`) — Arrow schema v1 (`GET /api/v1/catalog/schema/bars`)
4 +| Column | Type | Meaning |
5 +|---|---|---|
6 +| instrument_id | string | `firstrate:<asset_class>:<SYMBOL>` (vendor-keyed). Delisted: `…:<SYMBOL>-DELISTED` |
7 +| symbol_as_reported | string | vendor file ticker (uppercase) |
8 +| venue | string? | unknown from vendor (US consolidated); NULL |
9 +| asset_class | string | stock, etf, futures, index, fx, crypto |
10 +| interval | string | 1m, 5m, 30m, 1h, 1d |
11 +| **timestamp_utc** | timestamp[us, UTC] | **bar OPEN** instant. The 09:30 bar covers 09:30:00–09:30:59 ET |
12 +| session_date | date | trading session date in the exchange timezone (America/New_York; crypto: UTC date) |
13 +| open/high/low/close | float64 | prices in `currency` |
14 +| volume | float64 | shares; integral for raw data (fractional only in vendor-adjusted series) |
15 +| currency | string | USD |
16 +| trade_count | int32? | number of 1-minute bars aggregated (derived datasets only) |
17 +| vwap | float64? | volume-weighted close of the aggregated bars (derived datasets only; NULL when volume = 0) |
18 +| adjustment_type | string | raw (stored) · split · split_div (query-time) · continuous (futures) |
19 +| source_id | string | firstrate |
20 +| ingested_at | timestamp[us, UTC] | when FinData normalized the row |
21 +| quality_flags | list<string> | see below; never alter prices |
22 +| revision_id | int32 | increments when a session is re-published by the vendor |
23 +
24 +### Sessions, DST, calendars
25 +- Vendor timestamps are US Eastern wall-clock (EST/EDT); conversion to UTC uses `zoneinfo America/New_York`. Non-existent local times (spring-forward hour) are dropped and counted (`rows_dropped_unparseable` in the job result); extended hours never overlap the ambiguous fall-back hour.
26 +- Extended session 04:00–20:00 ET (last 1-minute bar opens 19:59). Regular session 09:30–16:00; the 16:00 bar is the closing print. Expected regular bars per session = minutes(open→close) + 1 (391 on a normal day, 211 on a 13:00 early close), from `exchange_calendars` XNYS.
27 +- **Zero-volume minutes are absent at the source** — FinData never forward-fills or manufactures bars. Coverage = bars present / expected regular bars.
28 +- Overnight futures sessions: daily futures bars follow the contract trading day (≈18:00 ET previous day → 17:00); `session_date` is the vendor's date (dataset planned).
29 +- Crypto: UTC timestamps, 7 days a week (dataset planned).
30 +
31 +### Quality flags (row level) and anomaly codes
32 +`ohlc_inconsistent`, `nonpositive_price`, `negative_volume`, `zero_volume`, `fractional_volume`, `off_interval`, `duplicate`, `outside_session`, `non_trading_day`, `price_jump` (> 25 % between consecutive bars within a session), `gap` (coverage level). Severity: error (ohlc/nonpositive/negative/duplicate/off_interval/non_trading_day) · warning (price_jump, outside_session) · info (zero_volume, fractional_volume, gap).
33 +
34 +### Adjustments
35 +- Stored data is **raw** (vendor `UNADJUSTED`). `adjustment=split`: prices × Π(1/ratio) and volume × Π(ratio) for splits with ex_date after the bar's session. `adjustment=split_div`: additionally × Π(1 − dividend / last close before ex_date) using the closes present in the requested range (if no prior close is in range the dividend factor is skipped and reported in `meta.adjustment_notes`). Splits and cash dividends only (vendor meta files); no mergers/spin-offs.
36 +- Vendor-adjusted history is rewritten after each corporate action; FinData avoids that drift by storing raw bars and applying actions explicitly.
37 +
38 +### Symbols, delistings, survivorship
39 +- Vendor merges ticker changes under the latest symbol (fully since 2022); earlier changes mapped by the vendor. Delisted instruments keep a `-DELISTED` suffix; `instrument_aliases` records the base ticker. The instrument master includes 8 069 delisted tickers (listing of 2026-11-01), so universes can be built without survivorship bias when delisted archives are ingested (planned).
40 +- Futures roll policy is the vendor's (fixed dates ≈ 7–10 days before expiry for ES/NQ); three continuous series (unadjusted, ratio, absolute); absolute-adjusted series may be negative (dataset planned).
41 +
42 +## Fundamentals (`fundamentals_facts`)
43 +| Column | Meaning |
44 +|---|---|
45 +| entity_id | `frd:<TICKER>` (vendor) or `sec:CIK##########` (EDGAR) |
46 +| security_id | `firstrate:stock:<TICKER>` when known |
47 +| metric | vendor field name (rev, net_inc, eps_d, assets_tot, cash_op, shares, roe, …) — 76 fields, units in `unit` |
48 +| value / unit / currency | numeric; USD, USD/share, shares, ratio |
49 +| fiscal_period_start/end, fiscal_period_type (q/a), fiscal_year, fiscal_period | vendor period; start is approximated (vendor gives end only) |
50 +| filing_date | SEC filing date (vendor) |
51 +| published_at | unknown from vendor → NULL |
52 +| **available_at** | PIT policy: `filing_date + 1 day 00:00 America/New_York` (fallback period_end + 91 d when filing_date missing, flagged `pit_fallback`) |
53 +| observed_at | when FinData ingested this value |
54 +| revision_id / restatement_flag / superseded_at | a later ingestion seeing a different value creates revision n+1 with `restatement_flag=true` and supersedes revision n |
55 +| source_document / source_id | `SEC 10-Q via FirstRate (filing_date=…)` / `firstrate_fundamentals` |
56 +
57 +**As-of semantics** (`GET /api/v1/fundamentals/{entity}?as_of=`): visible iff `available_at <= as_of` and (`revision_id = 1` or `observed_at <= as_of`). Revision 1 is the proxy for "as originally filed"; restatements observed after `as_of` are never shown. Limitation: restatements that happened before FinData's first ingestion are not reconstructible from this vendor (SEC EDGAR connector, once configured, provides filing-level history).
58 +
59 +## Provenance recorded per row / file
60 +vendor + product (`sources`), endpoint + sanitized request (`raw_archives.request`), retrieval timestamp (`raw_archives.fetched_at`, `ingested_at`), vendor update date (`raw_archives.vendor_last_update`), archive sha256, Parquet sha256 (`lake_files`), dataset version + snapshot id (`dataset_versions`, `X-Dataset-Version` header), transformation code version (`ingest_runs.code_version` = git short SHA), completeness (`coverage`), license class (`datasets.license_class`).
added docs/DISCOVERY.md +124 −0
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1 +# FinData OS — Discovery report (Phase 0)
2 +
3 +Date: 2026-11-01 (America/Toronto). Author: Claude Code session for the owner (spbou4@icloud.com).
4 +All vendor probes below were run **from the storage node M3U96a**, with the vendor user id read from
5 +`~/findata-secrets/frd.env` (mode 600) and redacted as `<KEY>` in every log and document.
6 +
7 +## 1. Cluster inventory and storage node selection
8 +
9 +Measured on 2026-11-01 (`df -H /`, `diskutil info disk0`, `uptime`, `pm2 jlist`). Three nodes were unreachable at
10 +probe time (M4M36, M2M32, M2M32b — SSH timeout) and were excluded.
11 +
12 +| Node | SSD | Free | RAM | Cores | SMART | Load (1m) | Already hosts |
13 +|---|---|---:|---:|---:|---|---:|---|
14 +| **M3U96a** | APPLE SSD AP1024Z (1 TB) | **508 GB** | 96 GB | 32 | Verified | 1.8 | admin-ka, vrai-prix, job-ka, sorti-ka, qc26 (≈2 GB RSS total) |
15 +| M3U96b | APPLE SSD AP1024Z (1 TB) | 424 GB | 96 GB | 32 | Verified | 1.8 | toveli, autoscholar, UQO_RESEARCH_DB 232 GB, ovh-retired backups 26 GB |
16 +| M4M64a | APPLE SSD AP1024Z (1 TB) | 778 GB | 64 GB | 16 | Verified | 2.2 | lou-ka, fabri-ka, ka-stats, uqo-chat, pdb-api, maclustr-www, agentd, maclustr-mobile |
17 +| M2U64 | APPLE SSD AP1024Z (1 TB) | 339 GB | 64 GB | 24 | Verified | 1.6 | spb-cloud, vquant, uqo-eval, console, appmanager, nodepages, spboucher-ai, food-ka |
18 +| M4M64c | APPLE SSD AP0512Z (512 GB) | 342 GB | 64 GB | 16 | Verified | 2.2 | akos, chat, note |
19 +| others | 512 GB class | 216–448 GB | 16–48 GB | 10–18 | Verified | — | — |
20 +
21 +**Decision: M3U96a.** Rationale:
22 +- Largest compute (32 cores, 96 GB RAM) for DuckDB/Polars analytical reads, with 1 TB internal NVMe (SMART verified).
23 +- Measured sequential write 5.1 GB/s (`dd` 2 GiB), read 21.8 GB/s (page-cache assisted) — more than enough for Parquet compaction.
24 +- 508 GB free fits the capacity model below with ≥2× headroom; M4M64a has more free space but is the agentd/mobile
25 + coordinator node, carries the heaviest Ka apps (lou-ka 1.3 GB RSS) and has half the cores.
26 +- PostgreSQL 17.10, Redis 8.8, uv, pm2 6 and Node 25 are already installed; wg1 tunnel peer 10.67.0.10 is up (handshake < 2 min).
27 +- Backup target: **M4M64a** (778 GB free, same LAN, 1 TB SSD) via rsync; restore drill documented in `docs/OPERATIONS.md`.
28 +- Nothing is wiped or repartitioned: the lake lives in `~/findata-lake/` on the existing APFS volume.
29 +
30 +Network: LAN 192.168.2.x (1 Gbit+), public egress via Bell Giga Hub (TCP 80/443 + UDP 53 only; WireGuard to BHS64 uses UDP 443).
31 +Reverse proxy / TLS: Caddy on BHS64 (OVH Beauharnois), WireGuard hub 10.67.0.1. DNS `findata.spboucher.ai → 51.161.112.61` **verified
32 +present** (`dig +short`) before any change; the route is added with `mld deploy` (`tunnel.domain` in the manifest), no other route touched.
33 +Existing auth/monitoring: none shared across apps; agentd (M4M64a:9210) polls PM2 + health paths; `mld heal` every 5 min.
34 +
35 +## 2. Vendor identification
36 +
37 +"First Trade Data" = **FirstRate Data** (firstratedata.com). Evidence: the doc URL given by the owner
38 +(`https://firstratedata.com/c/market-data-api/<KEY>`), the prior platform `hfmarketdata` (spbgit `hfmarketdata.git`, retired 2026-10-02)
39 +whose `frd_downloader.py` used `FRD_USERID` against `https://firstratedata.com/api`, and the official docs at
40 +`https://firstratedata.com/about/api-docs`, `/about/license`, `/about/FAQ`, `/_readme/stock.txt`, `/fundamental-data/*`.
41 +
42 +Auth: the user id is a **query parameter** (`userid=<KEY>`) on both the market-data API and the fundamentals API (`/api-f`, where the
43 +page says `api_key=` but only `userid=` is accepted — `api_key=` returned HTTP 403 on 2026-11-01). The key therefore appears in URLs:
44 +the connector never logs full URLs, redacts the parameter in every exception message, and the HTTP client disables request logging.
45 +
46 +## 3. Capability matrix (verified 2026-11-01)
47 +
48 +Legend: **confirmed** = probed with the owner's key and a real response; **doc** = documented, not yet exercised; **unsupported** = vendor
49 +says no; **unknown** = not determinable without a paid/bulk call.
50 +
51 +| Capability | Status | Evidence |
52 +|---|---|---|
53 +| `last_update?type=stock|etf|futures|index|options` | confirmed | all return `2026-10-30` (crypto `2026-10-31`, fx returns `20261030` — different format!) |
54 +| `ticker_listing?type=stock` | confirmed | 16 313 rows (`Ticker,Name,First Date,Last Date`), 8 069 `-DELISTED` suffixes |
55 +| `ticker_listing?type=etf` | confirmed | 5 100 rows |
56 +| `update_log?type=stock&log_type=delisted` | confirmed | 1 355 rows (`Ticker,Last Date`) |
57 +| `meta_file splits` / `dividends` | confirmed | 302 → zip (Backblaze B2) of per-ticker `{date,ratio}` / `{exdate,amount}` files: 2 963 / 3 900 files |
58 +| `data_file type=stock period=day timeframe=1min adjustment=UNADJUSTED` | confirmed | 302 → `https://x01.frd-data.com/…zip`, 15.76 MB zip, 6 515 files, 66.4 MB raw, no header, `yyyy-MM-dd HH:mm:ss,O,H,L,C,V`, 04:00–19:59 ET (extended hours), bar **open** timestamps |
59 +| `data_file period=full&ticker_range=A-Z` (stock/etf, 1min/5min/30min/1hour/1day, adj_split/adj_splitdiv/UNADJUSTED*) | doc | *UNADJUSTED only 1min + 1day. Bundle size ≈ 34 GB zip / 380 GB raw for stocks+ETFs. **Not downloaded yet** (bounded backfill in Phase 5 only) |
60 +| `full_update period=day|week` (re-adjusted histories) | doc | needed to repair adjusted series after splits/dividends |
61 +| `delisted_data_file archive_number=1..5 / update=week|year` | doc | archives count inconsistent in docs (4 vs 5) |
62 +| futures (continuous ×3 adjustments + individual contracts), index, fx, crypto | confirmed license (last_update) ; doc endpoints | FX intraday = `yyyyMMdd,HH:mm:ss,…` two-field datetime; crypto timestamps UTC; index has no volume; futures daily bars follow the contract trading day |
63 +| options (EOD only, CBOE feed, Greeks) | confirmed license ; doc | no intraday options; bundle only; 70 GB zip incl. options |
64 +| quotes / trades / ticks | **unsupported** | vendor provides bars only |
65 +| Fundamentals `/api-f/v1/financials/all/{ticker}/{annual|quarterly}` | confirmed | AAPL: 14 annual / 59 quarterly records, 76 fields incl. `period_end`, `filing_date`, `fiscal_year`, `fiscal_period`, `actual_year`, `actual_period` |
66 +| `/api-f/v1/financials/single/{ticker}?period=FY|Q1..Q4&year=` | doc | |
67 +| `/api-f/v1/earnings_release/t/{ticker}`, `/calendar/{start}/{end}` | confirmed | AAPL 115 records (`date, eps_estimate, eps_reported, release_time`) |
68 +| `/api-f/v1/metrics/t/{ticker}/{start}/{end}`, `/metrics/last` | confirmed | daily valuation metrics (pe_ttm, market_cap, ev, …) |
69 +| `/api-f/v1/short_interest`, `/short_volume`, `/social_sentiment` | doc | parameter tables only |
70 +| Fundamentals revisions / restatement history | **unknown** | vendor exposes one value per (ticker, period) with `filing_date`; no "as originally reported vs restated" flag → we snapshot each ingestion run and version rows ourselves (see ARCHITECTURE §PIT) |
71 +| Shares outstanding | confirmed (field `shares`, `shares_av`, `shares_av_diluted`) | |
72 +| Corporate actions | confirmed splits + cash dividends only | no mergers/spin-offs |
73 +| Identifier history | partial | ticker changes merged under latest ticker (since 2022), delisted suffixed `-DELISTED`; no CUSIP/ISIN/CIK from vendor → CIK mapping via SEC `company_tickers.json` (connector `sec_edgar`, pending configuration) |
74 +| Rate limits / quotas | none documented ("There are no rate limits") | we still budget 2 concurrent downloads, 1 req/s metadata |
75 +| Pagination | none | whole zip archives |
76 +| Historical depth | stocks from 2000 (ticker listing first dates), options 2010, short data 2021 | |
77 +| Update schedule | docs conflict (23:30 ET / 01:00 ET / 02:00–03:00 ET for full) | policy: poll `last_update` before every incremental job |
78 +
79 +Sanitized probe transcripts: `docs/evidence/phase0-probes.md`.
80 +
81 +## 4. License (FirstRate Data, `/about/license`, `/about/FAQ`)
82 +
83 +- Perpetual private use; data may be stored on own servers, loaded into databases, used for research, backtests, model training, derived
84 + statistics and charts. Attribution to FirstRate Data required when publishing research.
85 +- **Prohibited**: redistributing raw data to third parties (CSV downloads, an API returning bars, tables of prices/volumes), reselling, sharing
86 + the user id. Multi-user only within a single institution with a multi-user license.
87 +- Consequence for FinData OS: **owner-only by default**; every API token is scoped; the console shows a license banner; no public routes
88 + return bars; exports are owner-scoped and expire. The `license_class` column is `frd-private` on every vendor row.
89 +
90 +## 5. Capacity model (1-minute data)
91 +
92 +Measured: one full trading day of 1-min UNADJUSTED bars for 6 515 stocks = 66.4 MB CSV (15.8 MB zip). Parquet ZSTD(3) with typed
93 +columns compresses FirstRate CSV ≈ 5–6× (prior hfmarketdata lake: 26.5 G rows in 350 GB incl. options → ≈ 13 bytes/row).
94 +
95 +| Scenario | Rows | Raw zip kept | Curated Parquet | Total incl. 15 % index/manifests + backup copy ×1 |
96 +|---|---:|---:|---:|---:|
97 +| Stocks, 1-min UNADJUSTED, 1 year incremental (252 d) | ≈ 7.5 × 10⁷ × … ≈ 1.6 × 10⁸ (avg 100 bars/sym/day × 6 500 × 252) | 4 GB | 2.5 GB | ≈ 15 GB |
98 +| Stocks + ETFs, 1-min, full history 2000→2026, one adjustment | ≈ 1.5 × 10¹⁰ | 34 GB (bundle) | ≈ 190 GB | ≈ 500 GB (with backup on M4M64a) |
99 +| + 5-min derived | +20 % | — | +40 GB | |
100 +| Full vendor bundle all timeframes/adjustments (not planned) | ≈ 2.6 × 10¹⁰ | 70 GB | 350 GB | > 800 GB — exceeds single-node budget |
101 +
102 +Budget rule adopted: lake ≤ 300 GB on M3U96a (alert at 250 GB, hard stop at 60 GB free), raw zips retained for **incremental** archives
103 +only (immutability proof) and deleted after checksum + Parquet publication for **full** archives (the zip is re-downloadable; its SHA-256 is
104 +kept in the manifest). Full backfill is executed by letter range and by adjustment on explicit operator request (`findata ingest backfill`).
105 +
106 +## 6. Existing code and integration points
107 +
108 +- `hfmarketdata.git` (spbgit): `frd_downloader.py` (job plan, resume manifest, CSV→Parquet via DuckDB, zip quirks: nested zips, mixed
109 + LF/CRLF, FX two-field datetime, volume decimals) and `hfmarketdata/api/fundamentals/edgar_client.py` (SEC companyfacts) are reused as
110 + knowledge; code is rewritten under the FinData contracts (raw immutability, provenance, PIT).
111 +- `mld` (M1M32): deployment, tunnel route, heal. Manifest `M1M32:~/dispatch/apps/findata.json`.
112 +- agentd (M4M64a): auto-discovers PM2 processes and health paths from the registry.
113 +- Postgres 17 local on M3U96a (`findata` role + database created 2026-11-01, localhost only). Redis 8 available (not used in v1: job queue
114 + is Postgres-backed with `SELECT … FOR UPDATE SKIP LOCKED`, durable across reboots).
115 +
116 +## 7. Blocked / deferred (honest list)
117 +
118 +- Fundamentals **revision history**: not provided by the vendor; FinData versions rows per ingestion run (`observed_at`) and flags value
119 + changes as `restatement_flag=true`. Historical restatements before the first ingestion are unknowable from this vendor.
120 +- SEC EDGAR connector: implemented as a modular connector with fixture tests, **pending configuration** (requires a declared User-Agent
121 + contact e-mail per SEC fair-access policy; no secret).
122 +- Full multi-year 1-min backfill: deferred to Phase 5 (representative letter range), on operator request because of disk budget.
123 +- Options, futures contracts, FX, crypto, index: capability confirmed; connectors implement the file layouts; **ingestion not run** in
124 + Phase 2 (one licensed dataset end-to-end = US stocks 1-min UNADJUSTED).
added docs/OPERATIONS.md +52 −0
@@ -0,0 +1,52 @@
1 +# FinData OS — Operations
2 +
3 +Node: **M3U96a** (`ssh M3U96a`). App: `~/apps/findata` (git clone, remote-first). Lake: `~/findata-lake`. Secrets: `~/apps/findata/.env` (600; laptop copy `~/Desktop/Cluster/secrets/findata/.env`). Processes (PM2): `findata-api` (:8600), `findata-worker`.
4 +
5 +## Daily operation
6 +```bash
7 +ssh M3U96a
8 +cd ~/apps/findata && set -a && . ./.env && set +a
9 +.venv/bin/findata status # lake usage, dataset versions, queue
10 +.venv/bin/findata ingest jobs # last jobs (status, attempts, error)
11 +pm2 logs findata-worker --lines 100 # structured JSON logs (secrets redacted)
12 +curl -s 127.0.0.1:8600/api/v1/health | jq # alerts (anonymous → status only; use the console for details)
13 +```
14 +Scheduler (inside the worker, America/New_York): incremental `day` polling from 02:00 every 30 min (skips when the vendor's `last_update` is unchanged), Saturday 06:00 `week` repair, Sunday 07:00 metadata + compaction, 05:00 fundamentals (tracked tickers), 04:00 backup, 06:00 quality + gc.
15 +
16 +## Manual jobs
17 +```bash
18 +.venv/bin/findata ingest incremental --type stock --period day [--force]
19 +.venv/bin/findata ingest backfill Z --type stock # one letter archive (bounded; check free space first)
20 +.venv/bin/findata ingest fundamentals AAPL,MSFT,NVDA
21 +.venv/bin/findata ingest derive --dates 2026-10-30
22 +.venv/bin/findata ingest compaction --min-age-days 35
23 +.venv/bin/findata backup && .venv/bin/findata restore-drill
24 +```
25 +Jobs can also be enqueued/retried/cancelled from the console (Ingestion page) or `POST /api/v1/admin/jobs`.
26 +
27 +## Deployment (mld, from the laptop)
28 +```bash
29 +~/Desktop/cluster-skill/mld deploy findata # pinned to M3U96a; runs post_sync hooks (uv sync, web build, migrate)
30 +~/Desktop/cluster-skill/mld status --live
31 +```
32 +Remote-first: edit on the node, `pm2 restart findata-api findata-worker`, then `git commit && git push origin main` (origin = spbgit `findata.git`).
33 +
34 +## Backups, RPO / RTO
35 +- Daily 04:00 ET: `pg_dump | zstd` (14 kept) + `rsync -a --delete` of `~/findata-lake` (minus `_tmp`, `_retired`, `exports`) → `M4M64a:~/backups/findata/{lake,pgdump}`; remote file count compared with local (`verified`).
36 +- **RPO**: 24 h for metadata and curated data (raw archives are re-downloadable from the vendor while the subscription is active; sha256 kept). **RTO**: ≈ 30 min for metadata (restore dump, start API) + lake copy time over LAN (≈ 1 Gbit/s → 100 GB in 15–20 min).
37 +- Restore drill: `findata restore-drill --dest /tmp/findata-restore-drill` restores the latest dump into a scratch database, copies one dataset back and verifies every Parquet sha256 against the manifest. Record the output in `docs/STATUS.md`.
38 +- Full restore procedure: (1) `createdb findata && zstd -dc dump.sql.zst | psql findata`; (2) `rsync -a M4M64a:~/backups/findata/lake/ ~/findata-lake/`; (3) `findata migrate`; (4) start PM2 processes; (5) `findata status` must show the same versions as the dump.
39 +
40 +## Monitoring
41 +- `GET /metrics` (Prometheus text; allowed from private addresses or admin): `findata_lake_free_gb`, `findata_lake_curated_bytes`, `findata_jobs{status}`, `findata_dataset_freshness_days`, `findata_vendor_lag_days`, `findata_backup_age_hours`, `findata_quality_anomalies_7d`, HTTP counters/latency. Alert rules: `infra/prometheus/findata-alerts.yml`.
42 +- `GET /api/v1/health` (authenticated): SSD SMART status, lake budget, worker lock, dead jobs, staleness vs vendor, backup age.
43 +- agentd (M4M64a) and `mld heal` keep PM2 processes up; the console Overview shows the same alerts.
44 +
45 +## Incident playbook
46 +| Symptom | Action |
47 +|---|---|
48 +| `worker_down` alert | `pm2 restart findata-worker`; a second worker is refused by the lake lock (by design) |
49 +| job `dead` | inspect `last_error` (console → Ingestion), fix, **Retry** |
50 +| `disk_low/critical` | stop backfills, run `gc`, review `_retired/` and `raw/`; raise budget only after adding storage |
51 +| vendor 403 / HTML instead of zip | subscription or key issue — check the customer page; never paste the key into chat or code |
52 +| stale dataset | vendor publishes 23:30–03:00 ET; `findata ingest incremental --force` after confirming `last_update` |
added docs/SECURITY.md +10 −0
@@ -0,0 +1,10 @@
1 +# Security notes
2 +- Secrets: `.env` on the node only (mode 600), never in git, never sent to the browser; `Settings` are `SecretStr`; structlog redaction processor + regex on `userid|api_key|token|password|secret=`; httpx logging silenced. Tests assert the vendor id never appears in API responses, OpenAPI, audit, job results or raw-archive metadata.
3 +- Auth: argon2id passwords, TOTP (pyotp) with obfuscated secret storage, 12 h sessions (hashed ids), CSRF double-submit on every non-GET browser request, SameSite=Strict + Secure + HttpOnly cookies, login rate limit (10/min/IP).
4 +- API keys: `fd_<prefix>.<secret>`, HMAC-SHA256 hashed, scopes `read:market read:fundamentals query export admin`, optional expiry, revocation, per-key rate limit, daily usage rows.
5 +- Transport: TLS at the MacLustr Tunnel (Caddy, BHS64); API bound to 127.0.0.1; HSTS; CSP `default-src 'self'`; `X-Frame-Options: DENY`; request ids on every response.
6 +- Query sandbox: DuckDB in-memory, `allowed_directories` = lake curated/_retired, `enable_external_access=false`, single SELECT/WITH statement, keyword deny-list, timeout, row cap.
7 +- Exports: owner/principal scoped, 72 h expiry, served from `lake/exports` only.
8 +- Dependency scanning: `make audit` (pip-audit) in CI (`.github`-less: run on the node before deploy; results in STATUS.md).
9 +- Encryption at rest: Apple internal SSD; FileVault is **disabled** on M3U96a by cluster policy (auto-login after power loss, decision 2026-09-10). Backups go over SSH to a LAN node with the same policy. If encryption at rest becomes a requirement, enable FileVault on M3U96a and M4M64a (trade-off: unattended reboot requires a manual unlock).
10 +- License: FirstRate Data private use — the platform exposes no public data route; redistribution of bars/tables to third parties is prohibited and surfaced in the console and the API catalog.
added docs/evidence/phase0-probes.md +32 −0
@@ -0,0 +1,32 @@
1 +# Phase 0 — sanitized vendor probes (2026-11-01, run on M3U96a)
2 +
3 +```
4 +last_update stock : 2026-10-30
5 +last_update etf : 2026-10-30
6 +last_update futures : 2026-10-30
7 +last_update crypto : 2026-10-31
8 +last_update index : 2026-10-30
9 +last_update fx : 20261030
10 +last_update options : 2026-10-30
11 +last_update stock (is_full_update=true): 2026-10-30
12 +ticker_listing stock : 16314 lines (header + 16313), 8069 "-DELISTED"
13 + Ticker,Name,First Date,Last Date
14 + A,Agilent Technologies Inc,2000-01-04,2026-10-30
15 +ticker_listing etf : 5101 lines
16 +update_log delisted : 1356 lines (Ticker,Last Date)
17 +meta_file splits : HTTP 302 → https://f004.backblazeb2.com/file/frd-apix03/stock_splits.zip ; 2963 files ; A.txt = "2014-11-03,1.398"
18 +meta_file dividends : zip, 3900 files
19 +data_file stock day 1min UNADJUSTED : HTTP 302 → https://x01.frd-data.com/stock_update_day_1min_UNADJUSTED_<token>.zip
20 + content-length 15759934 ; 6515 files ; 66413948 bytes raw ; e.g. AAPL_day_1min_UNADJUSTED.txt 900 lines
21 + 2026-10-30 04:00:00,350.76,351.6499,350.04,351.6499,4802
22 + 2026-10-30 09:30:00,346.63,348.51,346.62,348.26,1119437
23 + 2026-10-30 16:00:00,344.8,345.01,344.63,344.79,12902672
24 + 2026-10-30 19:59:00,345.0933,345.1,345.0933,345.1,852
25 +api-f v1/financials/all/AAPL/annual?type=json&api_key=<KEY> → 403
26 +api-f v1/financials/all/AAPL/annual?type=json&userid=<KEY> → 200 application/json, 22064 bytes, count=14
27 +api-f v1/financials/all/AAPL/quarterly → 200, count=59, 76 fields
28 + latest: period_end 2026-06-27, period_type q, filing_date 2026-07-31, fiscal_year 2026, fiscal_period q3, actual_year 2026, actual_period q2
29 +api-f v1/earnings_release/t/AAPL → 200, count=115
30 +api-f v1/metrics/t/AAPL/2026-01-01/2026-01-10 → 200, count=6
31 +SSD: dd 2 GiB write 5.15 GB/s ; read 21.8 GB/s (cached)
32 +```
added infra/mld/findata.json +34 −0
@@ -0,0 +1,34 @@
1 +{
2 + "app": "findata",
3 + "label": "FinData OS — private financial data lakehouse (findata.spboucher.ai)",
4 + "domain": "findata.spboucher.ai",
5 + "port": 8600,
6 + "health_path": "/api/v1/health",
7 + "dir": "~/apps/findata",
8 + "extra_paths": [],
9 + "sync_excludes": [".git/", ".DS_Store", ".venv/", "apps/web/node_modules/", "apps/web/.next/", "apps/web/out/", "data/", "logs/", "backups/", ".env", "__pycache__/", ".pytest_cache/", ".ruff_cache/", "tests/_tmp/"],
10 + "requires": { "runtimes": ["uv", "node", "pnpm", "pm2", "postgresql@17"], "ram_gb": 6, "disk_gb": 300, "ports": [8600] },
11 + "ram_mb_observed": 900,
12 + "size_mb": 20,
13 + "placement": { "pin": "M3U96a", "prefer": "M3U96a", "avoid": ["M1M32"], "reason": "Storage node chosen in docs/DISCOVERY.md: 1 TB Apple NVMe (508 GB free, SMART verified, 5 GB/s), 32 cores / 96 GB for DuckDB, Postgres 17 + Redis already local, wg1 10.67.0.10. Lake at ~/findata-lake (outside the app dir)." },
14 + "processes": [
15 + { "name": "findata-api", "manager": "pm2", "script": "{{HOME}}/apps/findata/.venv/bin/python", "args": ["-m", "uvicorn", "findata_api.main:app", "--host", "127.0.0.1", "--port", "8600", "--workers", "1", "--proxy-headers", "--forwarded-allow-ips", "10.67.0.1,127.0.0.1"], "interpreter": null, "cwd": "{{HOME}}/apps/findata", "env": {"FINDATA_ROOT": "{{HOME}}/apps/findata", "PATH": "/opt/homebrew/opt/postgresql@17/bin:/opt/homebrew/bin:/usr/bin:/bin:/usr/sbin:/sbin"}, "cron_restart": null, "autorestart": true, "max_memory_restart": "6G" },
16 + { "name": "findata-worker", "manager": "pm2", "script": "{{HOME}}/apps/findata/.venv/bin/python", "args": ["-m", "findata_ingest.cli", "worker"], "interpreter": null, "cwd": "{{HOME}}/apps/findata", "env": {"FINDATA_ROOT": "{{HOME}}/apps/findata", "PATH": "/opt/homebrew/opt/postgresql@17/bin:/opt/homebrew/bin:/usr/bin:/bin:/usr/sbin:/sbin"}, "cron_restart": null, "autorestart": true, "max_memory_restart": "24G" }
17 + ],
18 + "ngrok": null,
19 + "launchd": [],
20 + "env_overrides": {},
21 + "hooks": {
22 + "post_sync": [
23 + "test -f .env || { echo 'ERREUR: .env absent (secrets) — copier ~/Desktop/Cluster/secrets/findata/.env'; exit 1; }; chmod 600 .env",
24 + "export PATH=\"/opt/homebrew/bin:$HOME/.local/bin:$PATH\"; uv sync --frozen 2>&1 | tail -1 && echo ' python deps ok'",
25 + "export PATH=\"/opt/homebrew/bin:$PATH\"; cd apps/web && pnpm install --frozen-lockfile --silent && pnpm build 2>&1 | tail -2 && echo ' web build ok'",
26 + "export PATH=\"/opt/homebrew/opt/postgresql@17/bin:/opt/homebrew/bin:$PATH\"; set -a; . ./.env; set +a; .venv/bin/python -m findata_ingest.cli migrate && echo ' migrations ok'",
27 + "mkdir -p ~/findata-lake logs && chmod 700 ~/findata-lake && echo ' lake dir ok'"
28 + ],
29 + "post_start": []
30 + },
31 + "ka_repo": false,
32 + "tunnel": { "domain": "findata.spboucher.ai", "gateway": "BHS64", "note": "DNS GoDaddy A findata.spboucher.ai → 51.161.112.61 vérifié le 2026-11-01 avant déploiement ; route Caddy posée par mld deploy ; findata-api écoute 127.0.0.1 seulement (Caddy → wg1 10.67.0.10:8600 via le proxy du nœud)" },
33 + "notes": "Monorepo uv (Python 3.13) : services/api (FastAPI :8600, sert aussi la console Next.js statique apps/web/out), services/ingest (worker unique = verrou d'écriture du lac + ordonnanceur), lac Parquet ~/findata-lake, Postgres 17 local (DB findata, rôle findata). Secrets uniquement dans ~/apps/findata/.env (600) ; copie ~/Desktop/Cluster/secrets/findata/.env. Sauvegarde quotidienne 04:00 ET → M4M64a:~/backups/findata (rsync + pg_dump zstd). CLI : .venv/bin/findata status|discover|ingest …"
34 +}
added infra/prometheus/findata-alerts.yml +41 −0
@@ -0,0 +1,41 @@
1 +# Prometheus alert rules for FinData OS (scrape http://<node-lan-ip>:8600/metrics from a private address; the
2 +# endpoint also evaluates docs/OPERATIONS.md health checks on every scrape).
3 +groups:
4 + - name: findata
5 + rules:
6 + - alert: FinDataLakeDiskLow
7 + expr: findata_lake_free_gb < 120
8 + for: 30m
9 + labels: {severity: warning}
10 + annotations: {summary: "Lake volume below 120 GB free"}
11 + - alert: FinDataLakeDiskCritical
12 + expr: findata_lake_free_gb < 60
13 + for: 5m
14 + labels: {severity: critical}
15 + annotations: {summary: "Lake volume below the 60 GB hard stop — ingestion refuses to write"}
16 + - alert: FinDataIngestDeadJobs
17 + expr: findata_jobs{status="dead"} > 0
18 + for: 10m
19 + labels: {severity: critical}
20 + annotations: {summary: "Jobs in the dead-letter queue"}
21 + - alert: FinDataStaleBars
22 + expr: findata_vendor_lag_days{dataset="market_bars.stock.1m.raw"} > 0
23 + for: 6h
24 + labels: {severity: warning}
25 + annotations: {summary: "1-minute bars are behind the vendor's last_update"}
26 + - alert: FinDataNoRecentSession
27 + expr: findata_dataset_freshness_days{dataset="market_bars.stock.1m.raw"} > 5
28 + for: 1h
29 + labels: {severity: warning}
30 + - alert: FinDataBackupStale
31 + expr: findata_backup_age_hours > 48
32 + for: 1h
33 + labels: {severity: warning}
34 + - alert: FinDataApiLatency
35 + expr: histogram_quantile(0.95, sum(rate(findata_http_request_seconds_bucket[5m])) by (le, route)) > 5
36 + for: 15m
37 + labels: {severity: warning}
38 + - alert: FinDataQualityErrors
39 + expr: findata_quality_anomalies_7d{severity="error"} > 100
40 + for: 1h
41 + labels: {severity: warning}
added infra/scripts/node-bootstrap.sh +10 −0
@@ -0,0 +1,10 @@
1 +#!/bin/bash
2 +# One-time preparation of the storage node (run ON the node). Idempotent.
3 +set -euo pipefail
4 +export PATH="/opt/homebrew/opt/postgresql@17/bin:/opt/homebrew/bin:$HOME/.local/bin:$PATH"
5 +psql -h localhost -d postgres -tAc "select 1 from pg_roles where rolname='findata'" | grep -q 1 || psql -h localhost -d postgres -c "create role findata login password '$(openssl rand -hex 16)'"
6 +psql -h localhost -d postgres -tAc "select 1 from pg_database where datname='findata'" | grep -q 1 || createdb -h localhost -O findata findata
7 +mkdir -p ~/findata-lake ~/apps/findata/logs && chmod 700 ~/findata-lake
8 +command -v pnpm >/dev/null || npm install -g pnpm
9 +command -v zstd >/dev/null || brew install zstd
10 +echo "node ready: $(hostname) — lake $HOME/findata-lake ($(df -H ~ | tail -1 | awk '{print $4}') free)"
added packages/core/pyproject.toml +15 −0
@@ -0,0 +1,15 @@
1 +[project]
2 +name = "findata-core"
3 +version = "0.1.0"
4 +requires-python = ">=3.12"
5 +dependencies = [
6 + "pydantic>=2.9",
7 + "pydantic-settings>=2.6",
8 + "psycopg[binary,pool]>=3.2",
9 + "structlog>=24.4",
10 +]
11 +[build-system]
12 +requires = ["hatchling"]
13 +build-backend = "hatchling.build"
14 +[tool.hatch.build.targets.wheel]
15 +packages = ["src/findata_core"]
added packages/core/src/findata_core/__init__.py +2 −0
@@ -0,0 +1,2 @@
1 +"""findata_core — configuration, secrets redaction, database access, lake paths, clock."""
2 +from findata_core.config import Settings, get_settings # noqa: F401
added packages/core/src/findata_core/clock.py +15 −0
@@ -0,0 +1,15 @@
1 +from __future__ import annotations
2 +
3 +from datetime import UTC, datetime
4 +
5 +
6 +def utcnow() -> datetime:
7 + return datetime.now(UTC)
8 +
9 +
10 +def iso(dt: datetime | None) -> str | None:
11 + if dt is None:
12 + return None
13 + if dt.tzinfo is None:
14 + dt = dt.replace(tzinfo=UTC)
15 + return dt.astimezone(UTC).isoformat().replace("+00:00", "Z")
added packages/core/src/findata_core/config.py +72 −0
@@ -0,0 +1,72 @@
1 +from __future__ import annotations
2 +
3 +from functools import lru_cache
4 +from pathlib import Path
5 +
6 +from pydantic import Field, SecretStr
7 +from pydantic_settings import BaseSettings, SettingsConfigDict
8 +
9 +
10 +class Settings(BaseSettings):
11 + """Runtime settings. Secrets are `SecretStr` so that `repr()`/logging never prints them."""
12 +
13 + model_config = SettingsConfigDict(env_prefix="FINDATA_", env_file=".env", env_file_encoding="utf-8", extra="ignore")
14 +
15 + env: str = "development"
16 + root: Path = Field(default_factory=lambda: Path.cwd())
17 + lake: Path = Field(default_factory=lambda: Path.cwd() / "data" / "lake")
18 + database_url: SecretStr = SecretStr("postgresql://findata:findata-local@127.0.0.1:5432/findata")
19 + bind_host: str = "127.0.0.1"
20 + bind_port: int = 8600
21 + public_url: str = "http://127.0.0.1:8600"
22 + secret_key: SecretStr = SecretStr("dev-only-change-me-dev-only-change-me")
23 + lake_soft_limit_gb: float = 250.0
24 + lake_hard_min_free_gb: float = 60.0
25 + backup_target: str = ""
26 + # vendor + optional providers (no FINDATA_ prefix: read explicitly)
27 + frd_userid: SecretStr = Field(default=SecretStr(""), validation_alias="FRD_USERID")
28 + sec_edgar_user_agent: str = Field(default="", validation_alias="SEC_EDGAR_USER_AGENT")
29 + anthropic_api_key: SecretStr = Field(default=SecretStr(""), validation_alias="ANTHROPIC_API_KEY")
30 + openai_api_key: SecretStr = Field(default=SecretStr(""), validation_alias="OPENAI_API_KEY")
31 + # web static bundle
32 + web_dist: Path | None = None
33 + # rate limiting defaults (per API key / session)
34 + rate_limit_per_minute: int = 600
35 + query_timeout_seconds: int = 30
36 + query_max_rows: int = 100_000
37 + bars_max_rows_json: int = 50_000
38 + export_ttl_hours: int = 72
39 +
40 + @property
41 + def is_production(self) -> bool:
42 + return self.env == "production"
43 +
44 + @property
45 + def raw_dir(self) -> Path:
46 + return self.lake / "raw"
47 +
48 + @property
49 + def curated_dir(self) -> Path:
50 + return self.lake / "curated"
51 +
52 + @property
53 + def exports_dir(self) -> Path:
54 + return self.lake / "exports"
55 +
56 + @property
57 + def tmp_dir(self) -> Path:
58 + return self.lake / "_tmp"
59 +
60 + def secret_values(self) -> list[str]:
61 + """Every secret string that must never appear in logs or error messages."""
62 + vals = [self.frd_userid.get_secret_value(), self.anthropic_api_key.get_secret_value(),
63 + self.openai_api_key.get_secret_value()]
64 + pw = self.database_url.get_secret_value()
65 + if "@" in pw and ":" in pw.split("@")[0]:
66 + vals.append(pw.split("@")[0].rsplit(":", 1)[-1])
67 + return [v for v in vals if v and len(v) >= 6]
68 +
69 +
70 +@lru_cache
71 +def get_settings() -> Settings:
72 + return Settings()
added packages/core/src/findata_core/db.py +85 −0
@@ -0,0 +1,85 @@
1 +"""PostgreSQL access (psycopg 3, connection pool) and SQL migrations."""
2 +from __future__ import annotations
3 +
4 +import hashlib
5 +from contextlib import contextmanager
6 +from importlib import resources
7 +from typing import Any, Iterator
8 +
9 +import psycopg
10 +from psycopg.rows import dict_row
11 +from psycopg_pool import ConnectionPool
12 +
13 +from findata_core.config import get_settings
14 +
15 +_pool: ConnectionPool | None = None
16 +
17 +
18 +def get_pool() -> ConnectionPool:
19 + global _pool
20 + if _pool is None:
21 + s = get_settings()
22 + _pool = ConnectionPool(s.database_url.get_secret_value(), min_size=1, max_size=8, open=True,
23 + kwargs={"row_factory": dict_row, "autocommit": False})
24 + return _pool
25 +
26 +
27 +def close_pool() -> None:
28 + global _pool
29 + if _pool is not None:
30 + _pool.close()
31 + _pool = None
32 +
33 +
34 +@contextmanager
35 +def connection() -> Iterator[psycopg.Connection[Any]]:
36 + pool = get_pool()
37 + with pool.connection() as conn:
38 + yield conn
39 +
40 +
41 +@contextmanager
42 +def transaction() -> Iterator[psycopg.Connection[Any]]:
43 + with connection() as conn:
44 + with conn.transaction():
45 + yield conn
46 +
47 +
48 +def fetch_all(sql: str, params: Any = None) -> list[dict[str, Any]]:
49 + with connection() as conn:
50 + return conn.execute(sql, params).fetchall()
51 +
52 +
53 +def fetch_one(sql: str, params: Any = None) -> dict[str, Any] | None:
54 + with connection() as conn:
55 + return conn.execute(sql, params).fetchone()
56 +
57 +
58 +def execute(sql: str, params: Any = None) -> None:
59 + with transaction() as conn:
60 + conn.execute(sql, params)
61 +
62 +
63 +def migrate(verbose: bool = True) -> list[str]:
64 + """Apply every `migrations/NNNN_*.sql` not yet recorded in `schema_migrations`. Idempotent."""
65 + applied: list[str] = []
66 + files = sorted(p for p in resources.files("findata_core.migrations").iterdir() if p.name.endswith(".sql"))
67 + with connection() as conn:
68 + conn.execute("CREATE TABLE IF NOT EXISTS schema_migrations (name text primary key, sha256 text not null, "
69 + "applied_at timestamptz not null default now())")
70 + conn.commit()
71 + done = {r["name"]: r["sha256"] for r in conn.execute("SELECT name, sha256 FROM schema_migrations").fetchall()}
72 + for f in files:
73 + sql = f.read_text(encoding="utf-8")
74 + digest = hashlib.sha256(sql.encode()).hexdigest()
75 + if f.name in done:
76 + if done[f.name] != digest:
77 + raise RuntimeError(f"migration {f.name} was modified after being applied")
78 + continue
79 + with conn.transaction():
80 + conn.execute(sql)
81 + conn.execute("INSERT INTO schema_migrations(name, sha256) VALUES (%s, %s)", (f.name, digest))
82 + applied.append(f.name)
83 + if verbose:
84 + print(f"applied {f.name}")
85 + return applied
added packages/core/src/findata_core/logging.py +33 −0
@@ -0,0 +1,33 @@
1 +from __future__ import annotations
2 +
3 +import logging
4 +import sys
5 +
6 +import structlog
7 +
8 +from findata_core.config import get_settings
9 +from findata_core.redact import RedactingFilter
10 +
11 +
12 +def configure_logging(level: str = "INFO") -> None:
13 + settings = get_settings()
14 + logging.basicConfig(level=level, stream=sys.stdout, format="%(message)s")
15 + # Never let httpx/httpcore print request URLs (they contain the vendor user id).
16 + for noisy in ("httpx", "httpcore", "urllib3"):
17 + logging.getLogger(noisy).setLevel(logging.WARNING)
18 + structlog.configure(
19 + processors=[
20 + structlog.contextvars.merge_contextvars,
21 + structlog.processors.add_log_level,
22 + structlog.processors.TimeStamper(fmt="iso", utc=True),
23 + RedactingFilter(settings.secret_values()),
24 + structlog.processors.JSONRenderer() if settings.is_production else structlog.dev.ConsoleRenderer(),
25 + ],
26 + wrapper_class=structlog.make_filtering_bound_logger(logging.getLevelName(level)),
27 + logger_factory=structlog.PrintLoggerFactory(),
28 + cache_logger_on_first_use=False,
29 + )
30 +
31 +
32 +def get_logger(name: str): # type: ignore[no-untyped-def]
33 + return structlog.get_logger(name)
added packages/core/src/findata_core/migrations/0001_init.sql +359 −0
@@ -0,0 +1,359 @@
1 +-- FinData OS metadata schema (PostgreSQL 17). Lake data itself lives in Parquet.
2 +CREATE EXTENSION IF NOT EXISTS pgcrypto;
3 +
4 +CREATE TABLE users (
5 + id uuid PRIMARY KEY DEFAULT gen_random_uuid(),
6 + email text UNIQUE NOT NULL,
7 + password_hash text NOT NULL,
8 + role text NOT NULL CHECK (role IN ('owner','researcher','service')),
9 + totp_secret text,
10 + totp_enabled boolean NOT NULL DEFAULT false,
11 + disabled boolean NOT NULL DEFAULT false,
12 + created_at timestamptz NOT NULL DEFAULT now(),
13 + last_login_at timestamptz
14 +);
15 +
16 +CREATE TABLE sessions (
17 + id text PRIMARY KEY,
18 + user_id uuid NOT NULL REFERENCES users(id) ON DELETE CASCADE,
19 + csrf_token text NOT NULL,
20 + mfa_passed boolean NOT NULL DEFAULT false,
21 + ip text, user_agent text,
22 + created_at timestamptz NOT NULL DEFAULT now(),
23 + expires_at timestamptz NOT NULL,
24 + revoked_at timestamptz
25 +);
26 +CREATE INDEX sessions_user_idx ON sessions(user_id);
27 +
28 +CREATE TABLE api_keys (
29 + id uuid PRIMARY KEY DEFAULT gen_random_uuid(),
30 + user_id uuid NOT NULL REFERENCES users(id) ON DELETE CASCADE,
31 + name text NOT NULL,
32 + prefix text NOT NULL UNIQUE,
33 + key_hash text NOT NULL,
34 + scopes text[] NOT NULL,
35 + rate_limit_per_minute integer NOT NULL DEFAULT 600,
36 + daily_row_quota bigint NOT NULL DEFAULT 50000000,
37 + expires_at timestamptz,
38 + last_used_at timestamptz,
39 + revoked_at timestamptz,
40 + created_at timestamptz NOT NULL DEFAULT now()
41 +);
42 +
43 +CREATE TABLE usage_daily (
44 + principal text NOT NULL, -- 'key:<uuid>' or 'user:<uuid>'
45 + day date NOT NULL,
46 + requests bigint NOT NULL DEFAULT 0,
47 + rows_returned bigint NOT NULL DEFAULT 0,
48 + bytes_exported bigint NOT NULL DEFAULT 0,
49 + PRIMARY KEY (principal, day)
50 +);
51 +
52 +CREATE TABLE audit_log (
53 + id bigserial PRIMARY KEY,
54 + at timestamptz NOT NULL DEFAULT now(),
55 + actor_type text NOT NULL, -- user | api_key | system | anonymous
56 + actor_id text,
57 + action text NOT NULL,
58 + target text,
59 + request_id text,
60 + ip text,
61 + outcome text NOT NULL DEFAULT 'ok',
62 + details jsonb NOT NULL DEFAULT '{}'::jsonb
63 +);
64 +CREATE INDEX audit_log_at_idx ON audit_log(at DESC);
65 +CREATE INDEX audit_log_actor_idx ON audit_log(actor_type, actor_id);
66 +
67 +CREATE TABLE sources (
68 + id text PRIMARY KEY, -- firstrate | firstrate_fundamentals | sec_edgar
69 + name text NOT NULL,
70 + vendor text NOT NULL,
71 + product text NOT NULL,
72 + license_class text NOT NULL, -- frd-private | public-domain | pending
73 + docs_url text,
74 + status text NOT NULL CHECK (status IN ('active','pending_configuration','disabled')),
75 + capabilities jsonb NOT NULL DEFAULT '{}'::jsonb,
76 + notes text,
77 + updated_at timestamptz NOT NULL DEFAULT now()
78 +);
79 +
80 +CREATE TABLE datasets (
81 + id text PRIMARY KEY, -- e.g. market_bars.stock.1m.raw
82 + name text NOT NULL,
83 + description text NOT NULL,
84 + source_id text NOT NULL REFERENCES sources(id),
85 + kind text NOT NULL CHECK (kind IN ('market_bars','fundamentals','corporate_actions','reference','derived')),
86 + asset_class text,
87 + interval text,
88 + adjustment text,
89 + license_class text NOT NULL,
90 + status text NOT NULL CHECK (status IN ('active','planned','pending_configuration','unsupported','paused')),
91 + timestamp_convention text, -- bar_open
92 + timezone text, -- source timezone, canonical storage is UTC
93 + schema_version integer NOT NULL DEFAULT 1,
94 + current_version integer NOT NULL DEFAULT 0,
95 + notes text,
96 + created_at timestamptz NOT NULL DEFAULT now(),
97 + updated_at timestamptz NOT NULL DEFAULT now()
98 +);
99 +
100 +CREATE TABLE dataset_versions (
101 + id bigserial PRIMARY KEY,
102 + dataset_id text NOT NULL REFERENCES datasets(id),
103 + version integer NOT NULL,
104 + snapshot_id text NOT NULL, -- sha256 over sorted (path, sha256) of live files
105 + file_count integer NOT NULL,
106 + row_count bigint NOT NULL,
107 + bytes bigint NOT NULL,
108 + created_at timestamptz NOT NULL DEFAULT now(),
109 + ingest_run_id uuid,
110 + note text,
111 + UNIQUE (dataset_id, version)
112 +);
113 +
114 +CREATE TABLE lake_files (
115 + id bigserial PRIMARY KEY,
116 + dataset_id text NOT NULL REFERENCES datasets(id),
117 + path text NOT NULL UNIQUE, -- relative to lake root
118 + layout text NOT NULL CHECK (layout IN ('base','delta')),
119 + symbol_min text, symbol_max text,
120 + date_min date, date_max date,
121 + row_count bigint NOT NULL,
122 + bytes bigint NOT NULL,
123 + sha256 text NOT NULL,
124 + version_added integer NOT NULL,
125 + version_removed integer,
126 + ingest_run_id uuid,
127 + created_at timestamptz NOT NULL DEFAULT now()
128 +);
129 +CREATE INDEX lake_files_live_idx ON lake_files(dataset_id, date_min, date_max) WHERE version_removed IS NULL;
130 +
131 +CREATE TABLE instruments (
132 + id bigserial PRIMARY KEY,
133 + instrument_id text NOT NULL UNIQUE, -- frd:stock:AAPL
134 + symbol text NOT NULL,
135 + name text,
136 + asset_class text NOT NULL,
137 + venue text,
138 + currency text NOT NULL DEFAULT 'USD',
139 + first_date date, last_date date,
140 + status text NOT NULL CHECK (status IN ('active','delisted','unknown')),
141 + source_id text NOT NULL REFERENCES sources(id),
142 + external_ids jsonb NOT NULL DEFAULT '{}'::jsonb, -- cik, figi… when known
143 + updated_at timestamptz NOT NULL DEFAULT now()
144 +);
145 +CREATE INDEX instruments_symbol_idx ON instruments(symbol);
146 +CREATE INDEX instruments_name_trgm_idx ON instruments(lower(name));
147 +
148 +CREATE TABLE instrument_aliases (
149 + id bigserial PRIMARY KEY,
150 + instrument_id text NOT NULL REFERENCES instruments(instrument_id) ON DELETE CASCADE,
151 + symbol text NOT NULL,
152 + valid_from date, valid_to date,
153 + source_id text NOT NULL,
154 + note text,
155 + UNIQUE (instrument_id, symbol, valid_from)
156 +);
157 +
158 +CREATE TABLE corporate_actions (
159 + id bigserial PRIMARY KEY,
160 + instrument_id text NOT NULL,
161 + action_type text NOT NULL CHECK (action_type IN ('split','dividend')),
162 + ex_date date NOT NULL,
163 + value numeric NOT NULL, -- split ratio (new/old) or cash dividend per share
164 + source_id text NOT NULL REFERENCES sources(id),
165 + ingest_run_id uuid,
166 + observed_at timestamptz NOT NULL DEFAULT now(),
167 + UNIQUE (instrument_id, action_type, ex_date, value)
168 +);
169 +
170 +CREATE TABLE ingest_jobs (
171 + id uuid PRIMARY KEY DEFAULT gen_random_uuid(),
172 + kind text NOT NULL, -- metadata | incremental | backfill | compaction | derive | coverage | fundamentals | backup | quality
173 + dataset_id text REFERENCES datasets(id),
174 + params jsonb NOT NULL DEFAULT '{}'::jsonb,
175 + priority integer NOT NULL DEFAULT 50,
176 + status text NOT NULL CHECK (status IN ('queued','running','succeeded','failed','dead','cancelled')) DEFAULT 'queued',
177 + attempts integer NOT NULL DEFAULT 0,
178 + max_attempts integer NOT NULL DEFAULT 5,
179 + next_run_at timestamptz NOT NULL DEFAULT now(),
180 + locked_by text, locked_at timestamptz,
181 + created_at timestamptz NOT NULL DEFAULT now(),
182 + started_at timestamptz, finished_at timestamptz,
183 + last_error text,
184 + progress jsonb NOT NULL DEFAULT '{}'::jsonb,
185 + result jsonb NOT NULL DEFAULT '{}'::jsonb,
186 + dedupe_key text UNIQUE,
187 + created_by text
188 +);
189 +CREATE INDEX ingest_jobs_queue_idx ON ingest_jobs(status, next_run_at, priority);
190 +
191 +CREATE TABLE ingest_runs (
192 + id uuid PRIMARY KEY DEFAULT gen_random_uuid(),
193 + job_id uuid REFERENCES ingest_jobs(id),
194 + worker text,
195 + started_at timestamptz NOT NULL DEFAULT now(),
196 + finished_at timestamptz,
197 + status text NOT NULL DEFAULT 'running',
198 + stats jsonb NOT NULL DEFAULT '{}'::jsonb,
199 + code_version text
200 +);
201 +
202 +CREATE TABLE checkpoints (
203 + scope text NOT NULL, -- job:<uuid> | dataset:<id>
204 + key text NOT NULL,
205 + value jsonb NOT NULL,
206 + updated_at timestamptz NOT NULL DEFAULT now(),
207 + PRIMARY KEY (scope, key)
208 +);
209 +
210 +CREATE TABLE raw_archives (
211 + id uuid PRIMARY KEY DEFAULT gen_random_uuid(),
212 + source_id text NOT NULL REFERENCES sources(id),
213 + dataset_id text REFERENCES datasets(id),
214 + request jsonb NOT NULL, -- sanitized: endpoint + params without userid
215 + path text, -- relative to lake root; NULL once deleted
216 + sha256 text NOT NULL,
217 + bytes bigint NOT NULL,
218 + file_count integer,
219 + fetched_at timestamptz NOT NULL DEFAULT now(),
220 + vendor_last_update date,
221 + ingest_run_id uuid,
222 + status text NOT NULL CHECK (status IN ('stored','published','deleted_after_publish','failed')),
223 + UNIQUE (source_id, sha256)
224 +);
225 +
226 +CREATE TABLE coverage (
227 + dataset_id text NOT NULL REFERENCES datasets(id),
228 + symbol text NOT NULL,
229 + session_date date NOT NULL,
230 + bar_count integer NOT NULL,
231 + first_ts timestamptz, last_ts timestamptz,
232 + expected_bars integer,
233 + flags text[] NOT NULL DEFAULT '{}',
234 + updated_at timestamptz NOT NULL DEFAULT now(),
235 + PRIMARY KEY (dataset_id, symbol, session_date)
236 +);
237 +CREATE INDEX coverage_date_idx ON coverage(dataset_id, session_date);
238 +
239 +CREATE TABLE quality_reports (
240 + id bigserial PRIMARY KEY,
241 + dataset_id text NOT NULL REFERENCES datasets(id),
242 + ingest_run_id uuid,
243 + created_at timestamptz NOT NULL DEFAULT now(),
244 + rows_checked bigint NOT NULL,
245 + anomalies integer NOT NULL,
246 + summary jsonb NOT NULL
247 +);
248 +
249 +CREATE TABLE quality_anomalies (
250 + id bigserial PRIMARY KEY,
251 + dataset_id text NOT NULL,
252 + symbol text, session_date date,
253 + code text NOT NULL,
254 + severity text NOT NULL CHECK (severity IN ('info','warning','error')),
255 + detail jsonb NOT NULL DEFAULT '{}'::jsonb,
256 + ingest_run_id uuid,
257 + created_at timestamptz NOT NULL DEFAULT now()
258 +);
259 +CREATE INDEX quality_anomalies_ds_idx ON quality_anomalies(dataset_id, created_at DESC);
260 +
261 +CREATE TABLE exports (
262 + id uuid PRIMARY KEY DEFAULT gen_random_uuid(),
263 + principal text NOT NULL,
264 + status text NOT NULL CHECK (status IN ('queued','running','ready','failed','expired')) DEFAULT 'queued',
265 + request jsonb NOT NULL,
266 + format text NOT NULL DEFAULT 'parquet',
267 + path text,
268 + bytes bigint, row_count bigint,
269 + snapshot jsonb NOT NULL DEFAULT '{}'::jsonb, -- dataset_id -> version/snapshot_id
270 + error text,
271 + created_at timestamptz NOT NULL DEFAULT now(),
272 + finished_at timestamptz,
273 + expires_at timestamptz
274 +);
275 +
276 +CREATE TABLE entities (
277 + entity_id text PRIMARY KEY, -- frd:AAPL (vendor ticker-keyed) ; sec:CIK0000320193 when mapped
278 + name text,
279 + cik text,
280 + tickers text[] NOT NULL DEFAULT '{}',
281 + sector text, industry text,
282 + external_ids jsonb NOT NULL DEFAULT '{}'::jsonb,
283 + updated_at timestamptz NOT NULL DEFAULT now()
284 +);
285 +
286 +CREATE TABLE fundamentals_facts (
287 + id bigserial PRIMARY KEY,
288 + entity_id text NOT NULL,
289 + security_id text,
290 + metric text NOT NULL,
291 + value numeric,
292 + unit text NOT NULL DEFAULT 'USD',
293 + currency text,
294 + fiscal_period_start date,
295 + fiscal_period_end date NOT NULL,
296 + fiscal_period_type text NOT NULL, -- q | a
297 + fiscal_year integer, fiscal_period text,
298 + filing_date date,
299 + published_at timestamptz,
300 + available_at timestamptz NOT NULL, -- PIT policy: filing_date 00:00 ET + 1 day unless vendor publishes a timestamp
301 + observed_at timestamptz NOT NULL, -- when FinData ingested this value
302 + source_document text,
303 + source_id text NOT NULL REFERENCES sources(id),
304 + revision_id integer NOT NULL DEFAULT 1,
305 + restatement_flag boolean NOT NULL DEFAULT false,
306 + superseded_at timestamptz, -- set when a later ingestion observed a different value
307 + ingest_run_id uuid
308 +);
309 +CREATE INDEX ff_lookup_idx ON fundamentals_facts(entity_id, metric, fiscal_period_end, available_at);
310 +CREATE UNIQUE INDEX ff_rev_idx ON fundamentals_facts(entity_id, metric, fiscal_period_end, fiscal_period_type, source_id, revision_id);
311 +
312 +CREATE TABLE earnings_events (
313 + id bigserial PRIMARY KEY,
314 + entity_id text NOT NULL,
315 + event_date date NOT NULL,
316 + eps_estimate numeric, eps_reported numeric,
317 + release_time text,
318 + source_id text NOT NULL,
319 + observed_at timestamptz NOT NULL DEFAULT now(),
320 + UNIQUE (entity_id, event_date, source_id)
321 +);
322 +
323 +CREATE TABLE settings_kv (
324 + key text PRIMARY KEY,
325 + value jsonb NOT NULL,
326 + updated_at timestamptz NOT NULL DEFAULT now()
327 +);
328 +
329 +-- Seed: sources and datasets (status reflects verified capability on 2026-11-01; see docs/DISCOVERY.md)
330 +INSERT INTO sources(id, name, vendor, product, license_class, docs_url, status, capabilities, notes) VALUES
331 +('firstrate', 'FirstRate Data — Market Data API', 'FirstRate Data', 'Market data bundles (zip archives)', 'frd-private',
332 + 'https://firstratedata.com/about/api-docs', 'active',
333 + '{"asset_classes":["stock","etf","futures","index","fx","crypto","options"],"timeframes":["1min","5min","30min","1hour","1day"],"adjustments":["UNADJUSTED","adj_split","adj_splitdiv"],"ticks":false,"quotes":false,"pagination":false,"rate_limits":"none documented"}'::jsonb,
334 + 'Auth = userid query parameter. Redistribution of raw data prohibited.'),
335 +('firstrate_fundamentals', 'FirstRate Data — US Fundamentals API', 'FirstRate Data', 'US Fundamentals (/api-f v1)', 'frd-private',
336 + 'https://firstratedata.com/fundamental-data/financials/', 'active',
337 + '{"financials":true,"earnings":true,"valuation_metrics":true,"short_interest":"doc","short_volume":"doc","social_sentiment":"doc","revision_history":false}'::jsonb,
338 + 'One value per (ticker, period) with filing_date; FinData versions values across ingestion runs.'),
339 +('sec_edgar', 'SEC EDGAR — XBRL company facts', 'U.S. Securities and Exchange Commission', 'companyfacts / submissions JSON', 'public-domain',
340 + 'https://www.sec.gov/edgar/sec-api-documentation', 'pending_configuration',
341 + '{"companyfacts":true,"submissions":true,"rate_limit":"10 req/s, declared User-Agent required"}'::jsonb,
342 + 'Set SEC_EDGAR_USER_AGENT to enable.');
343 +
344 +INSERT INTO datasets(id, name, description, source_id, kind, asset_class, interval, adjustment, license_class, status, timestamp_convention, timezone, notes) VALUES
345 +('market_bars.stock.1m.raw', 'US stocks — 1-minute bars (unadjusted)', 'Raw (unadjusted) 1-minute OHLCV bars for US-listed stocks, extended hours 04:00–20:00 ET, zero-volume bars absent at source.', 'firstrate', 'market_bars', 'stock', '1m', 'raw', 'frd-private', 'active', 'bar_open', 'America/New_York', 'Canonical dataset; adjustments are applied at query time from corporate_actions.'),
346 +('market_bars.stock.5m.raw', 'US stocks — 5-minute bars (derived)', 'Derived from validated 1-minute bars: open=first, high=max, low=min, close=last, volume=sum, trade_count=count of 1m bars; buckets aligned to 5-minute boundaries in ET.', 'firstrate', 'derived', 'stock', '5m', 'raw', 'frd-private', 'active', 'bar_open', 'America/New_York', NULL),
347 +('market_bars.stock.1d.raw', 'US stocks — daily bars (unadjusted)', 'Daily OHLCV as delivered by the vendor (not rebuilt from intraday).', 'firstrate', 'market_bars', 'stock', '1d', 'raw', 'frd-private', 'planned', 'session', 'America/New_York', NULL),
348 +('market_bars.etf.1m.raw', 'US ETFs — 1-minute bars (unadjusted)', 'Same contract as stocks.', 'firstrate', 'market_bars', 'etf', '1m', 'raw', 'frd-private', 'planned', 'bar_open', 'America/New_York', NULL),
349 +('market_bars.futures.1m.continuous', 'Futures — 1-minute continuous series', 'Three continuous series per root (unadjusted, ratio, absolute).', 'firstrate', 'market_bars', 'futures', '1m', 'continuous', 'frd-private', 'planned', 'bar_open', 'America/New_York', 'Roll policy fixed by vendor (≈7–10 days before expiry).'),
350 +('market_bars.index.1m.raw', 'Indices — 1-minute bars', 'No volume.', 'firstrate', 'market_bars', 'index', '1m', 'raw', 'frd-private', 'planned', 'bar_open', 'America/New_York', NULL),
351 +('market_bars.fx.1m.raw', 'FX majors — 1-minute bars', 'Aggregated from four money-center banks.', 'firstrate', 'market_bars', 'fx', '1m', 'raw', 'frd-private', 'planned', 'bar_open', 'America/New_York', 'Two-field datetime in source files.'),
352 +('market_bars.crypto.1m.raw', 'Crypto — 1-minute bars', 'UTC timestamps, 7 days a week.', 'firstrate', 'market_bars', 'crypto', '1m', 'raw', 'frd-private', 'planned', 'bar_open', 'UTC', NULL),
353 +('options.eod', 'US options — end-of-day chains', 'EOD only (CBOE), Greeks included, not split-adjusted.', 'firstrate', 'market_bars', 'options', '1d', 'raw', 'frd-private', 'planned', 'session', 'America/New_York', NULL),
354 +('market_ticks', 'Quotes / trades / ticks', 'Not offered by the licensed vendor.', 'firstrate', 'market_bars', NULL, 'tick', NULL, 'frd-private', 'unsupported', NULL, NULL, 'Vendor provides bars only.'),
355 +('corporate_actions.stock', 'Splits and cash dividends', 'From vendor meta files; mergers/spin-offs not covered.', 'firstrate', 'corporate_actions', 'stock', NULL, NULL, 'frd-private', 'active', NULL, NULL, NULL),
356 +('reference.instruments', 'Instrument master', 'Ticker listing + delisted log; ticker changes merged by vendor under the latest symbol.', 'firstrate', 'reference', NULL, NULL, NULL, 'frd-private', 'active', NULL, NULL, NULL),
357 +('fundamentals.financials', 'Financial statements (point-in-time)', 'Income statement, balance sheet, cash flow, shares, ratios — long format with available_at.', 'firstrate_fundamentals', 'fundamentals', 'stock', NULL, NULL, 'frd-private', 'active', NULL, NULL, 'PIT availability = filing_date + 1 day (ET) by policy; see docs/DATA_DICTIONARY.md.'),
358 +('fundamentals.earnings', 'Earnings releases', 'Announcement dates with estimate and reported EPS.', 'firstrate_fundamentals', 'fundamentals', 'stock', NULL, NULL, 'frd-private', 'active', NULL, NULL, NULL),
359 +('fundamentals.sec_companyfacts', 'SEC XBRL company facts', 'Independent public-domain source with filing accession and frame data.', 'sec_edgar', 'fundamentals', 'stock', NULL, NULL, 'public-domain', 'pending_configuration', NULL, NULL, 'Requires SEC_EDGAR_USER_AGENT.');
added packages/core/src/findata_core/redact.py +29 −0
@@ -0,0 +1,29 @@
1 +"""Secret redaction for logs, exceptions and persisted job messages."""
2 +from __future__ import annotations
3 +
4 +import re
5 +from typing import Any
6 +
7 +_PARAM_RE = re.compile(r"(?i)(userid|api_key|apikey|token|password|secret)=([^&\s\"']+)")
8 +
9 +
10 +def redact(text: Any, secrets: list[str] | None = None) -> str:
11 + s = str(text)
12 + for v in secrets or []:
13 + if v:
14 + s = s.replace(v, "<REDACTED>")
15 + s = _PARAM_RE.sub(lambda m: f"{m.group(1)}=<REDACTED>", s)
16 + return s
17 +
18 +
19 +class RedactingFilter:
20 + """structlog processor: redact every string value in the event dict."""
21 +
22 + def __init__(self, secrets: list[str]):
23 + self.secrets = secrets
24 +
25 + def __call__(self, logger, method, event_dict): # type: ignore[no-untyped-def]
26 + for k, v in list(event_dict.items()):
27 + if isinstance(v, str):
28 + event_dict[k] = redact(v, self.secrets)
29 + return event_dict
added packages/python-sdk/pyproject.toml +14 −0
@@ -0,0 +1,14 @@
1 +[project]
2 +name = "findata-sdk"
3 +version = "0.1.0"
4 +description = "Typed Python client for FinData OS (pandas / polars / Arrow helpers)"
5 +requires-python = ">=3.12"
6 +dependencies = ["httpx>=0.28", "pyarrow>=18.0"]
7 +[project.optional-dependencies]
8 +pandas = ["pandas>=2.2"]
9 +polars = ["polars>=1.12"]
10 +[build-system]
11 +requires = ["hatchling"]
12 +build-backend = "hatchling.build"
13 +[tool.hatch.build.targets.wheel]
14 +packages = ["src/findata_sdk"]
added packages/python-sdk/src/findata_sdk/__init__.py +1 −0
@@ -0,0 +1 @@
1 +from findata_sdk.client import FinData, FinDataError # noqa: F401
added packages/python-sdk/src/findata_sdk/client.py +129 −0
@@ -0,0 +1,129 @@
1 +"""FinData OS Python SDK.
2 +
3 + from findata_sdk import FinData
4 + fd = FinData("https://findata.spboucher.ai", api_key="fd_xxx.yyy")
5 + bars = fd.bars("AAPL", "1m", "2026-10-26", "2026-10-30") # pyarrow.Table (all pages, Arrow IPC)
6 + df = bars.to_pandas() # or fd.bars(...).to_polars()
7 + export = fd.export(["AAPL", "MSFT"], "2024-01-01", "2026-10-30") # async Parquet export → local file
8 + facts = fd.fundamentals("AAPL", as_of="2025-01-01T00:00:00Z", metrics=["rev", "net_inc"])
9 +"""
10 +from __future__ import annotations
11 +
12 +import io
13 +import os
14 +import time
15 +from datetime import date, datetime
16 +from pathlib import Path
17 +from typing import Any
18 +
19 +import httpx
20 +import pyarrow as pa
21 +import pyarrow.ipc as ipc
22 +
23 +
24 +class FinDataError(RuntimeError):
25 + def __init__(self, status: int, payload: Any):
26 + self.status = status
27 + self.payload = payload
28 + err = payload.get("error", {}) if isinstance(payload, dict) else {}
29 + super().__init__(f"HTTP {status} {err.get('code', '')}: {err.get('message', payload)} (request_id={err.get('request_id')})")
30 +
31 +
32 +class FinData:
33 + def __init__(self, base_url: str | None = None, api_key: str | None = None, timeout: float = 120.0, transport: httpx.BaseTransport | None = None):
34 + self.base_url = (base_url or os.environ.get("FINDATA_URL", "https://findata.spboucher.ai")).rstrip("/")
35 + key = api_key or os.environ.get("FINDATA_API_KEY")
36 + if not key:
37 + raise ValueError("api_key required (or FINDATA_API_KEY env var)")
38 + self._c = httpx.Client(base_url=self.base_url, timeout=timeout, headers={"Authorization": f"Bearer {key}", "User-Agent": "findata-sdk/0.1"}, transport=transport)
39 +
40 + # ------------------------------------------------------------------ low level
41 + def _get(self, path: str, **params: Any) -> Any:
42 + r = self._c.get(f"/api/v1{path}", params={k: v for k, v in params.items() if v is not None})
43 + if r.status_code >= 400:
44 + raise FinDataError(r.status_code, _json(r))
45 + return r.json()
46 +
47 + def _post(self, path: str, body: dict[str, Any]) -> Any:
48 + r = self._c.post(f"/api/v1{path}", json=body)
49 + if r.status_code >= 400:
50 + raise FinDataError(r.status_code, _json(r))
51 + return r.json()
52 +
53 + # ------------------------------------------------------------------ catalog
54 + def datasets(self) -> list[dict[str, Any]]:
55 + return self._get("/catalog/datasets")["data"]
56 +
57 + def instruments(self, query: str = "", **kw: Any) -> list[dict[str, Any]]:
58 + return self._get("/instruments", query=query, **kw)["data"]
59 +
60 + def health(self) -> dict[str, Any]:
61 + return self._get("/health")
62 +
63 + # ------------------------------------------------------------------ bars
64 + def bars(self, symbol: str, interval: str, start: str | date, end: str | date, adjustment: str = "raw",
65 + max_pages: int = 200) -> pa.Table:
66 + """All pages of a bounded request as one Arrow table (Arrow IPC transport, cursor pagination)."""
67 + tables: list[pa.Table] = []
68 + cursor: str | None = None
69 + for _ in range(max_pages):
70 + params = {"symbol": symbol, "interval": interval, "start": str(start), "end": str(end), "adjustment": adjustment,
71 + "format": "arrow", "limit": 10000}
72 + if cursor:
73 + params["cursor"] = cursor
74 + r = self._c.get("/api/v1/market/bars", params=params)
75 + if r.status_code >= 400:
76 + raise FinDataError(r.status_code, _json(r))
77 + with ipc.open_stream(io.BytesIO(r.content)) as reader:
78 + tables.append(reader.read_all())
79 + cursor = r.headers.get("X-Next-Cursor") or None
80 + if not cursor:
81 + break
82 + return pa.concat_tables(tables) if tables else pa.table({})
83 +
84 + def sessions(self, symbol: str, interval: str = "1m", **kw: Any) -> list[dict[str, Any]]:
85 + return self._get("/market/sessions", symbol=symbol, interval=interval, **kw)["data"]
86 +
87 + # ------------------------------------------------------------------ fundamentals
88 + def fundamentals(self, entity: str, as_of: str | datetime | None = None, metrics: list[str] | None = None,
89 + period_type: str | None = None) -> dict[str, Any]:
90 + return self._get(f"/fundamentals/{entity}", as_of=str(as_of) if as_of else None, metrics=",".join(metrics) if metrics else None,
91 + period_type=period_type)
92 +
93 + # ------------------------------------------------------------------ query
94 + def sql(self, sql: str, max_rows: int = 1000) -> pa.Table:
95 + res = self._post("/query", {"sql": sql, "max_rows": max_rows})
96 + if not res["rows"]:
97 + return pa.table({c["name"]: [] for c in res["columns"]})
98 + return pa.Table.from_pylist(res["rows"])
99 +
100 + # ------------------------------------------------------------------ exports
101 + def export(self, symbols: list[str], start: str | date, end: str | date, dataset_id: str = "market_bars.stock.1m.raw",
102 + adjustment: str = "raw", fmt: str = "parquet", dest: str | Path | None = None, poll_s: float = 2.0, timeout_s: float = 3600) -> Path:
103 + job = self._post("/exports", {"dataset_id": dataset_id, "symbols": symbols, "start": str(start), "end": str(end), "adjustment": adjustment, "format": fmt})
104 + eid = job["id"]
105 + t0 = time.monotonic()
106 + while True:
107 + st = self._get(f"/exports/{eid}")
108 + if st["status"] == "ready":
109 + break
110 + if st["status"] in ("failed", "expired"):
111 + raise FinDataError(500, {"error": {"code": st["status"], "message": st.get("error")}})
112 + if time.monotonic() - t0 > timeout_s:
113 + raise TimeoutError(f"export {eid} not ready after {timeout_s}s")
114 + time.sleep(poll_s)
115 + out = Path(dest) if dest else Path(f"findata-{eid}.{fmt}")
116 + with self._c.stream("GET", f"/api/v1/exports/{eid}/download") as r:
117 + if r.status_code >= 400:
118 + raise FinDataError(r.status_code, {"error": {"code": "download_failed"}})
119 + with open(out, "wb") as f:
120 + for chunk in r.iter_bytes():
121 + f.write(chunk)
122 + return out
123 +
124 +
125 +def _json(r: httpx.Response) -> Any:
126 + try:
127 + return r.json()
128 + except Exception: # noqa: BLE001
129 + return {"error": {"code": "http", "message": r.text[:300]}}
added packages/schema/pyproject.toml +10 −0
@@ -0,0 +1,10 @@
1 +[project]
2 +name = "findata-schema"
3 +version = "0.1.0"
4 +requires-python = ">=3.12"
5 +dependencies = ["pyarrow>=18.0", "pydantic>=2.9"]
6 +[build-system]
7 +requires = ["hatchling"]
8 +build-backend = "hatchling.build"
9 +[tool.hatch.build.targets.wheel]
10 +packages = ["src/findata_schema"]
added packages/schema/src/findata_schema/__init__.py +8 −0
@@ -0,0 +1,8 @@
1 +"""findata_schema — Arrow schemas, data contracts and connector interfaces (single source of truth)."""
2 +from findata_schema.contracts import ( # noqa: F401
3 + BARS_SCHEMA, BARS_SCHEMA_VERSION, FUNDAMENTALS_SCHEMA, RAW_BAR_COLUMNS, AssetClass, Interval,
4 + Adjustment, QualityFlag, INTERVAL_SECONDS, bars_schema_json,
5 +)
6 +from findata_schema.connector import ( # noqa: F401
7 + Capabilities, Checkpoint, Connector, FetchRequest, FetchResult, NormalizedBatch, ValidationReport,
8 +)
added packages/schema/src/findata_schema/connector.py +95 −0
@@ -0,0 +1,95 @@
1 +"""Connector interface: discover() → capabilities() → fetch_range() → normalize() → validate() → checkpoint().
2 +
3 +Connectors never log full URLs, never persist credentials, and return *raw bytes + provenance* separately from
4 +normalized Arrow tables so that raw records stay immutable.
5 +"""
6 +from __future__ import annotations
7 +
8 +from abc import ABC, abstractmethod
9 +from dataclasses import dataclass, field
10 +from datetime import date, datetime
11 +from pathlib import Path
12 +from typing import Any
13 +
14 +import pyarrow as pa
15 +
16 +
17 +@dataclass(frozen=True)
18 +class Capabilities:
19 + source_id: str
20 + asset_classes: tuple[str, ...]
21 + intervals: tuple[str, ...]
22 + adjustments: tuple[str, ...]
23 + supports_symbol_filter: bool # can the vendor serve one symbol? (FirstRate: no)
24 + supports_date_range: bool # can the vendor serve an arbitrary range? (FirstRate: no)
25 + incremental_windows: tuple[str, ...] # e.g. day, week, month
26 + license_class: str
27 + notes: dict[str, Any] = field(default_factory=dict)
28 +
29 +
30 +@dataclass(frozen=True)
31 +class FetchRequest:
32 + dataset_id: str
33 + params: dict[str, Any] # vendor-specific, *without* credentials
34 + start: date | None = None
35 + end: date | None = None
36 +
37 +
38 +@dataclass
39 +class FetchResult:
40 + request: FetchRequest
41 + path: Path # raw archive stored immutably under lake/raw
42 + sha256: str
43 + bytes: int
44 + fetched_at: datetime
45 + vendor_last_update: date | None
46 + file_count: int | None = None
47 + source_url_sanitized: str = ""
48 +
49 +
50 +@dataclass
51 +class NormalizedBatch:
52 + table: pa.Table
53 + symbol: str
54 + session_dates: tuple[date, date]
55 + row_count: int
56 + raw_rows: int # rows read from the vendor file (before dedupe)
57 +
58 +
59 +@dataclass
60 +class ValidationReport:
61 + rows: int
62 + flagged_rows: int
63 + anomalies: list[dict[str, Any]]
64 + ok: bool
65 +
66 +
67 +@dataclass
68 +class Checkpoint:
69 + scope: str
70 + key: str
71 + value: dict[str, Any]
72 +
73 +
74 +class Connector(ABC):
75 + source_id: str
76 +
77 + @abstractmethod
78 + def discover(self) -> dict[str, Any]:
79 + """Light-weight live probe (e.g. last_update, listing counts). Never bulk-downloads."""
80 +
81 + @abstractmethod
82 + def capabilities(self) -> Capabilities: ...
83 +
84 + @abstractmethod
85 + def fetch_range(self, request: FetchRequest, dest_dir: Path) -> FetchResult: ...
86 +
87 + @abstractmethod
88 + def normalize(self, result: FetchResult, **kwargs: Any): # -> Iterator[NormalizedBatch]
89 + ...
90 +
91 + @abstractmethod
92 + def validate(self, batch: NormalizedBatch) -> ValidationReport: ...
93 +
94 + @abstractmethod
95 + def checkpoint(self, result: FetchResult, batches_published: int) -> Checkpoint: ...
added packages/schema/src/findata_schema/contracts.py +116 −0
@@ -0,0 +1,116 @@
1 +"""Canonical data contracts.
2 +
3 +Bars: `timestamp_utc` marks the **bar open** (vendor convention, enforced). `session_date` is the trading
4 +session date in the exchange timezone (America/New_York for US listings). Volumes are float64 because vendor
5 +adjusted volumes may be fractional; raw volumes are integral and validated as such.
6 +"""
7 +from __future__ import annotations
8 +
9 +import json
10 +from enum import StrEnum
11 +
12 +import pyarrow as pa
13 +
14 +BARS_SCHEMA_VERSION = 1
15 +
16 +
17 +class AssetClass(StrEnum):
18 + stock = "stock"
19 + etf = "etf"
20 + futures = "futures"
21 + index = "index"
22 + fx = "fx"
23 + crypto = "crypto"
24 + options = "options"
25 +
26 +
27 +class Interval(StrEnum):
28 + m1 = "1m"
29 + m5 = "5m"
30 + m30 = "30m"
31 + h1 = "1h"
32 + d1 = "1d"
33 +
34 +
35 +INTERVAL_SECONDS = {Interval.m1: 60, Interval.m5: 300, Interval.m30: 1800, Interval.h1: 3600, Interval.d1: 86400}
36 +
37 +
38 +class Adjustment(StrEnum):
39 + raw = "raw" # vendor UNADJUSTED
40 + split = "split" # vendor adj_split
41 + split_div = "split_div" # vendor adj_splitdiv
42 + continuous = "continuous"
43 +
44 +
45 +class QualityFlag(StrEnum):
46 + ohlc_inconsistent = "ohlc_inconsistent" # high < max(open, close) or low > min(open, close)
47 + nonpositive_price = "nonpositive_price"
48 + negative_volume = "negative_volume"
49 + zero_volume = "zero_volume"
50 + fractional_volume = "fractional_volume"
51 + off_interval = "off_interval" # timestamp not aligned to the interval grid
52 + duplicate = "duplicate"
53 + outside_session = "outside_session" # outside 04:00–20:00 ET extended hours
54 + non_trading_day = "non_trading_day"
55 + price_jump = "price_jump" # |close/prev_close - 1| > threshold within a session
56 + gap = "gap" # missing regular-hours minute(s) before this bar
57 + out_of_order = "out_of_order"
58 +
59 +
60 +# The vendor CSV layout for intraday/daily bars (no header).
61 +RAW_BAR_COLUMNS = ["datetime", "open", "high", "low", "close", "volume"]
62 +
63 +BARS_SCHEMA = pa.schema(
64 + [
65 + pa.field("instrument_id", pa.string(), nullable=False),
66 + pa.field("symbol_as_reported", pa.string(), nullable=False),
67 + pa.field("venue", pa.string(), nullable=True),
68 + pa.field("asset_class", pa.string(), nullable=False),
69 + pa.field("interval", pa.string(), nullable=False),
70 + pa.field("timestamp_utc", pa.timestamp("us", tz="UTC"), nullable=False),
71 + pa.field("session_date", pa.date32(), nullable=False),
72 + pa.field("open", pa.float64(), nullable=False),
73 + pa.field("high", pa.float64(), nullable=False),
74 + pa.field("low", pa.float64(), nullable=False),
75 + pa.field("close", pa.float64(), nullable=False),
76 + pa.field("volume", pa.float64(), nullable=False),
77 + pa.field("currency", pa.string(), nullable=False),
78 + pa.field("trade_count", pa.int32(), nullable=True),
79 + pa.field("vwap", pa.float64(), nullable=True),
80 + pa.field("adjustment_type", pa.string(), nullable=False),
81 + pa.field("source_id", pa.string(), nullable=False),
82 + pa.field("ingested_at", pa.timestamp("us", tz="UTC"), nullable=False),
83 + pa.field("quality_flags", pa.list_(pa.string()), nullable=False),
84 + pa.field("revision_id", pa.int32(), nullable=False),
85 + ],
86 + metadata={b"findata.schema": b"bars", b"findata.schema_version": str(BARS_SCHEMA_VERSION).encode(),
87 + b"findata.timestamp_convention": b"bar_open"},
88 +)
89 +
90 +FUNDAMENTALS_SCHEMA = pa.schema(
91 + [
92 + pa.field("entity_id", pa.string(), nullable=False),
93 + pa.field("security_id", pa.string(), nullable=True),
94 + pa.field("metric", pa.string(), nullable=False),
95 + pa.field("value", pa.float64(), nullable=True),
96 + pa.field("unit", pa.string(), nullable=False),
97 + pa.field("currency", pa.string(), nullable=True),
98 + pa.field("fiscal_period_start", pa.date32(), nullable=True),
99 + pa.field("fiscal_period_end", pa.date32(), nullable=False),
100 + pa.field("fiscal_period_type", pa.string(), nullable=False),
101 + pa.field("fiscal_year", pa.int32(), nullable=True),
102 + pa.field("fiscal_period", pa.string(), nullable=True),
103 + pa.field("filing_date", pa.date32(), nullable=True),
104 + pa.field("published_at", pa.timestamp("us", tz="UTC"), nullable=True),
105 + pa.field("available_at", pa.timestamp("us", tz="UTC"), nullable=False),
106 + pa.field("observed_at", pa.timestamp("us", tz="UTC"), nullable=False),
107 + pa.field("source_document", pa.string(), nullable=True),
108 + pa.field("source_id", pa.string(), nullable=False),
109 + pa.field("revision_id", pa.int32(), nullable=False),
110 + pa.field("restatement_flag", pa.bool_(), nullable=False),
111 + ]
112 +)
113 +
114 +
115 +def bars_schema_json() -> str:
116 + return json.dumps([{"name": f.name, "type": str(f.type), "nullable": f.nullable} for f in BARS_SCHEMA], indent=2)
added pyproject.toml +57 −0
@@ -0,0 +1,57 @@
1 +[project]
2 +name = "findata-os"
3 +version = "0.1.0"
4 +description = "FinData OS — private research-grade financial data lakehouse (MacLustr)"
5 +requires-python = ">=3.12"
6 +dependencies = [
7 + "findata-core",
8 + "findata-schema",
9 + "findata-quality",
10 + "findata-market-firstrate",
11 + "findata-fundamentals",
12 + "findata-ingest",
13 + "findata-api",
14 + "findata-sdk",
15 +]
16 +
17 +[dependency-groups]
18 +dev = [
19 + "pytest>=8.3",
20 + "pytest-asyncio>=0.24",
21 + "httpx>=0.28",
22 + "ruff>=0.8",
23 + "pip-audit>=2.7",
24 + "freezegun>=1.5",
25 +]
26 +
27 +[tool.uv.workspace]
28 +members = [
29 + "packages/core",
30 + "packages/schema",
31 + "packages/python-sdk",
32 + "services/quality",
33 + "services/ingest",
34 + "services/api",
35 + "connectors/market",
36 + "connectors/fundamentals",
37 +]
38 +
39 +[tool.uv.sources]
40 +findata-core = { workspace = true }
41 +findata-schema = { workspace = true }
42 +findata-quality = { workspace = true }
43 +findata-market-firstrate = { workspace = true }
44 +findata-fundamentals = { workspace = true }
45 +findata-ingest = { workspace = true }
46 +findata-api = { workspace = true }
47 +findata-sdk = { workspace = true }
48 +
49 +[tool.pytest.ini_options]
50 +testpaths = ["tests"]
51 +asyncio_mode = "auto"
52 +markers = ["node: requires the storage node (Postgres, lake)", "vendor: performs a real vendor call (never in CI)"]
53 +filterwarnings = ["ignore::DeprecationWarning"]
54 +
55 +[tool.ruff]
56 +line-length = 110
57 +target-version = "py312"
added services/api/pyproject.toml +18 −0
@@ -0,0 +1,18 @@
1 +[project]
2 +name = "findata-api"
3 +version = "0.1.0"
4 +requires-python = ">=3.12"
5 +dependencies = ["findata-core", "findata-schema", "findata-ingest", "findata-fundamentals", "findata-market-firstrate",
6 + "fastapi>=0.115", "email-validator>=2.2", "uvicorn[standard]>=0.32", "pydantic>=2.9", "argon2-cffi>=23.1", "pyotp>=2.9", "qrcode>=8.0",
7 + "prometheus-client>=0.21", "python-multipart>=0.0.12", "itsdangerous>=2.2", "pyarrow>=18.0", "duckdb>=1.1", "polars>=1.12"]
8 +[tool.uv.sources]
9 +findata-core = { workspace = true }
10 +findata-schema = { workspace = true }
11 +findata-ingest = { workspace = true }
12 +findata-fundamentals = { workspace = true }
13 +findata-market-firstrate = { workspace = true }
14 +[build-system]
15 +requires = ["hatchling"]
16 +build-backend = "hatchling.build"
17 +[tool.hatch.build.targets.wheel]
18 +packages = ["src/findata_api"]
added services/api/src/findata_api/__init__.py +0 −0
added services/api/src/findata_api/auth.py +244 −0
@@ -0,0 +1,244 @@
1 +"""Authentication & authorization: owner password + TOTP MFA sessions (cookie, CSRF double-submit) and scoped API keys.
2 +
3 +Scopes: read:market, read:fundamentals, query, export, admin. Owner sessions implicitly have every scope once MFA
4 +is passed (or if MFA is not enabled yet — the console nags to enable it)."""
5 +from __future__ import annotations
6 +
7 +import base64
8 +import hashlib
9 +import hmac
10 +import io
11 +import json
12 +import secrets
13 +from dataclasses import dataclass, field
14 +from datetime import UTC, datetime, timedelta
15 +from typing import Any
16 +
17 +import pyotp
18 +from argon2 import PasswordHasher
19 +from argon2.exceptions import VerifyMismatchError
20 +from fastapi import Depends, Request
21 +
22 +from findata_core.config import get_settings
23 +from findata_core.db import connection, transaction
24 +from findata_api.errors import ApiError
25 +
26 +SESSION_COOKIE = "fd_session"
27 +SESSION_TTL = timedelta(hours=12)
28 +ALL_SCOPES = ("read:market", "read:fundamentals", "query", "export", "admin")
29 +_ph = PasswordHasher(time_cost=3, memory_cost=65536, parallelism=2)
30 +
31 +
32 +@dataclass
33 +class Principal:
34 + kind: str # user | api_key | anonymous
35 + id: str | None
36 + email: str | None
37 + role: str | None
38 + scopes: set[str] = field(default_factory=set)
39 + session_id: str | None = None
40 + csrf_token: str | None = None
41 + mfa_passed: bool = True
42 + rate_limit_per_minute: int = 600
43 +
44 + @property
45 + def label(self) -> str:
46 + return f"{self.kind}:{self.id}"
47 +
48 + def has(self, scope: str) -> bool:
49 + return scope in self.scopes or "admin" in self.scopes
50 +
51 +
52 +# ----------------------------------------------------------------------------- password / totp
53 +def hash_password(pw: str) -> str:
54 + return _ph.hash(pw)
55 +
56 +
57 +def verify_password(h: str, pw: str) -> bool:
58 + try:
59 + return _ph.verify(h, pw)
60 + except VerifyMismatchError:
61 + return False
62 +
63 +
64 +def _enc_secret(raw: str) -> str:
65 + """TOTP secrets are stored XOR-obfuscated with the app key (defense in depth vs. plain DB dumps)."""
66 + key = hashlib.sha256(get_settings().secret_key.get_secret_value().encode()).digest()
67 + data = raw.encode()
68 + return base64.b64encode(bytes(b ^ key[i % len(key)] for i, b in enumerate(data))).decode()
69 +
70 +
71 +def _dec_secret(enc: str) -> str:
72 + key = hashlib.sha256(get_settings().secret_key.get_secret_value().encode()).digest()
73 + data = base64.b64decode(enc)
74 + return bytes(b ^ key[i % len(key)] for i, b in enumerate(data)).decode()
75 +
76 +
77 +# ----------------------------------------------------------------------------- sessions
78 +def create_session(user: dict[str, Any], ip: str | None, ua: str | None) -> tuple[str, str, bool]:
79 + sid = secrets.token_urlsafe(32)
80 + csrf = secrets.token_urlsafe(24)
81 + mfa_passed = not user["totp_enabled"]
82 + with transaction() as conn:
83 + conn.execute("INSERT INTO sessions(id, user_id, csrf_token, mfa_passed, ip, user_agent, expires_at) VALUES (%s,%s,%s,%s,%s,%s,%s)",
84 + (_sid_hash(sid), user["id"], csrf, mfa_passed, ip, (ua or "")[:300], datetime.now(UTC) + SESSION_TTL))
85 + conn.execute("UPDATE users SET last_login_at=now() WHERE id=%s", (user["id"],))
86 + return sid, csrf, mfa_passed
87 +
88 +
89 +def _sid_hash(sid: str) -> str:
90 + return hashlib.sha256(sid.encode()).hexdigest()
91 +
92 +
93 +def load_session(sid: str) -> dict[str, Any] | None:
94 + with connection() as conn:
95 + return conn.execute("SELECT s.*, u.email, u.role, u.disabled, u.totp_enabled FROM sessions s JOIN users u ON u.id=s.user_id "
96 + "WHERE s.id=%s AND s.revoked_at IS NULL AND s.expires_at > now()", (_sid_hash(sid),)).fetchone()
97 +
98 +
99 +def revoke_session(sid: str) -> None:
100 + with transaction() as conn:
101 + conn.execute("UPDATE sessions SET revoked_at=now() WHERE id=%s", (_sid_hash(sid),))
102 +
103 +
104 +def mark_mfa_passed(sid: str) -> None:
105 + with transaction() as conn:
106 + conn.execute("UPDATE sessions SET mfa_passed=true WHERE id=%s", (_sid_hash(sid),))
107 +
108 +
109 +# ----------------------------------------------------------------------------- api keys
110 +def new_api_key(user_id: str, name: str, scopes: list[str], rate_limit: int = 600, expires_at: datetime | None = None) -> dict[str, Any]:
111 + bad = [s for s in scopes if s not in ALL_SCOPES]
112 + if bad:
113 + raise ValueError(f"unknown scopes: {bad}")
114 + prefix = "fd_" + secrets.token_hex(4)
115 + secret = secrets.token_urlsafe(32)
116 + token = f"{prefix}.{secret}"
117 + with transaction() as conn:
118 + r = conn.execute("INSERT INTO api_keys(user_id, name, prefix, key_hash, scopes, rate_limit_per_minute, expires_at) VALUES (%s,%s,%s,%s,%s,%s,%s) RETURNING id",
119 + (user_id, name, prefix, _key_hash(secret), scopes, rate_limit, expires_at)).fetchone()
120 + return {"id": str(r["id"]), "name": name, "prefix": prefix, "token": token, "scopes": scopes,
121 + "note": "Store this token now; it is shown once and only its hash is kept."}
122 +
123 +
124 +def _key_hash(secret: str) -> str:
125 + return hmac.new(get_settings().secret_key.get_secret_value().encode(), secret.encode(), hashlib.sha256).hexdigest()
126 +
127 +
128 +def verify_api_key(token: str) -> dict[str, Any] | None:
129 + if "." not in token or not token.startswith("fd_"):
130 + return None
131 + prefix, secret = token.split(".", 1)
132 + with connection() as conn:
133 + row = conn.execute("SELECT k.*, u.email, u.role, u.disabled FROM api_keys k JOIN users u ON u.id=k.user_id WHERE k.prefix=%s", (prefix,)).fetchone()
134 + if not row or row["revoked_at"] or row["disabled"]:
135 + return None
136 + if row["expires_at"] and row["expires_at"] < datetime.now(UTC):
137 + return None
138 + if not hmac.compare_digest(row["key_hash"], _key_hash(secret)):
139 + return None
140 + with transaction() as conn:
141 + conn.execute("UPDATE api_keys SET last_used_at=now() WHERE id=%s", (row["id"],))
142 + return row
143 +
144 +
145 +# ----------------------------------------------------------------------------- dependencies
146 +def get_principal(request: Request) -> Principal:
147 + auth = request.headers.get("authorization", "")
148 + if auth.lower().startswith("bearer "):
149 + row = verify_api_key(auth[7:].strip())
150 + if not row:
151 + raise ApiError(401, "invalid_api_key", "API key is invalid, revoked or expired")
152 + return Principal("api_key", str(row["id"]), row["email"], row["role"], set(row["scopes"]),
153 + rate_limit_per_minute=row["rate_limit_per_minute"])
154 + sid = request.cookies.get(SESSION_COOKIE)
155 + if sid:
156 + s = load_session(sid)
157 + if s and not s["disabled"]:
158 + scopes = set(ALL_SCOPES) if s["role"] == "owner" else {"read:market", "read:fundamentals", "query", "export"}
159 + if not s["mfa_passed"]:
160 + scopes = set()
161 + return Principal("user", str(s["user_id"]), s["email"], s["role"], scopes, session_id=sid,
162 + csrf_token=s["csrf_token"], mfa_passed=s["mfa_passed"])
163 + return Principal("anonymous", None, None, None, set())
164 +
165 +
166 +def require(scope: str): # noqa: ANN201
167 + def dep(request: Request, p: Principal = Depends(get_principal)) -> Principal:
168 + if p.kind == "anonymous":
169 + raise ApiError(401, "unauthenticated", "Sign in or provide an API key")
170 + if p.kind == "user" and not p.mfa_passed:
171 + raise ApiError(401, "mfa_required", "Complete the second factor to continue")
172 + if not p.has(scope):
173 + raise ApiError(403, "forbidden", f"Scope '{scope}' required")
174 + if p.kind == "user" and request.method not in ("GET", "HEAD", "OPTIONS"):
175 + if request.headers.get("x-csrf-token") != p.csrf_token:
176 + raise ApiError(403, "csrf", "Missing or invalid CSRF token")
177 + request.state.principal = p
178 + return p
179 + return dep
180 +
181 +
182 +def require_user_session(request: Request, p: Principal = Depends(get_principal)) -> Principal:
183 + """Session present (MFA may still be pending) — used by the MFA step itself."""
184 + if p.kind != "user":
185 + raise ApiError(401, "unauthenticated", "Sign in first")
186 + request.state.principal = p
187 + return p
188 +
189 +
190 +# ----------------------------------------------------------------------------- owner bootstrap (CLI)
191 +def create_owner(email: str, password: str | None) -> dict[str, Any]:
192 + pw = password or secrets.token_urlsafe(16)
193 + with transaction() as conn:
194 + u = conn.execute("SELECT id FROM users WHERE email=%s", (email,)).fetchone()
195 + if u:
196 + conn.execute("UPDATE users SET password_hash=%s WHERE id=%s", (hash_password(pw), u["id"]))
197 + return {"email": email, "password": pw if not password else "(as provided)", "note": "password reset"}
198 + conn.execute("INSERT INTO users(email, password_hash, role) VALUES (%s,%s,'owner')", (email, hash_password(pw)))
199 + return {"email": email, "password": pw if not password else "(as provided)", "note": "owner created; enable TOTP in the console (Settings → Security)"}
200 +
201 +
202 +def create_api_key_for_email(email: str, name: str, scopes: list[str]) -> dict[str, Any]:
203 + with connection() as conn:
204 + u = conn.execute("SELECT id FROM users WHERE email=%s", (email,)).fetchone()
205 + if not u:
206 + raise ValueError("no such user")
207 + return new_api_key(str(u["id"]), name, scopes)
208 +
209 +
210 +def totp_setup(user_id: str, email: str) -> dict[str, Any]:
211 + secret = pyotp.random_base32()
212 + with transaction() as conn:
213 + conn.execute("UPDATE users SET totp_secret=%s, totp_enabled=false WHERE id=%s", (_enc_secret(secret), user_id))
214 + uri = pyotp.TOTP(secret).provisioning_uri(name=email, issuer_name="FinData OS")
215 + try:
216 + import qrcode
217 + img = qrcode.make(uri)
218 + buf = io.BytesIO()
219 + img.save(buf, format="PNG")
220 + qr = "data:image/png;base64," + base64.b64encode(buf.getvalue()).decode()
221 + except Exception: # noqa: BLE001
222 + qr = None
223 + return {"otpauth_uri": uri, "qr_png_data_url": qr, "secret": secret}
224 +
225 +
226 +def totp_verify(user_id: str, code: str, enable: bool = False) -> bool:
227 + with connection() as conn:
228 + u = conn.execute("SELECT totp_secret FROM users WHERE id=%s", (user_id,)).fetchone()
229 + if not u or not u["totp_secret"]:
230 + return False
231 + ok = pyotp.TOTP(_dec_secret(u["totp_secret"])).verify(code.replace(" ", ""), valid_window=1)
232 + if ok and enable:
233 + with transaction() as conn:
234 + conn.execute("UPDATE users SET totp_enabled=true WHERE id=%s", (user_id,))
235 + return ok
236 +
237 +
238 +def audit(request: Request | None, action: str, target: str | None = None, outcome: str = "ok", **details: Any) -> None:
239 + p: Principal | None = getattr(request.state, "principal", None) if request else None
240 + with transaction() as conn:
241 + conn.execute("INSERT INTO audit_log(actor_type, actor_id, action, target, request_id, ip, outcome, details) VALUES (%s,%s,%s,%s,%s,%s,%s,%s)",
242 + (p.kind if p else "system", p.id if p else None, action, target,
243 + getattr(request.state, "request_id", None) if request else None,
244 + request.client.host if request and request.client else None, outcome, json.dumps(details, default=str)))
added services/api/src/findata_api/errors.py +8 −0
@@ -0,0 +1,8 @@
1 +from __future__ import annotations
2 +
3 +from fastapi import HTTPException
4 +
5 +
6 +class ApiError(HTTPException):
7 + def __init__(self, status: int, code: str, message: str, **extra): # noqa: ANN003
8 + super().__init__(status_code=status, detail={"code": code, "message": message, **extra})
added services/api/src/findata_api/health.py +107 −0
@@ -0,0 +1,107 @@
1 +"""Health/alert evaluation shared by /api/v1/health, /metrics and the console."""
2 +from __future__ import annotations
3 +
4 +from datetime import UTC, datetime
5 +from typing import Any
6 +
7 +from findata_core.config import get_settings
8 +from findata_core.db import connection
9 +from findata_ingest.lake import Lake
10 +from findata_api import metrics as m
11 +
12 +
13 +def evaluate() -> dict[str, Any]:
14 + s = get_settings()
15 + lake = Lake()
16 + out: dict[str, Any] = {"status": "ok", "checked_at": datetime.now(UTC).isoformat(), "alerts": [], "components": {}}
17 + try:
18 + with connection() as conn:
19 + conn.execute("SELECT 1")
20 + out["components"]["postgres"] = "ok"
21 + jobs = {r["status"]: r["n"] for r in conn.execute("SELECT status, count(*) n FROM ingest_jobs GROUP BY status").fetchall()}
22 + for st in ("queued", "running", "succeeded", "failed", "dead"):
23 + m.JOBS.labels(st).set(jobs.get(st, 0))
24 + ds = conn.execute("SELECT d.id, d.status, d.current_version, (SELECT max(session_date) FROM coverage c WHERE c.dataset_id=d.id) last_session, "
25 + "(SELECT value FROM checkpoints WHERE scope='dataset:'||d.id AND key='last_vendor_update:day') ck "
26 + "FROM datasets d WHERE d.status='active' AND d.kind IN ('market_bars','derived')").fetchall()
27 + out["datasets"] = []
28 + for d in ds:
29 + last = d["last_session"]
30 + fresh = (datetime.now(UTC).date() - last).days if last else None
31 + vendor = (d["ck"] or {}).get("vendor_last_update") if d["ck"] else None
32 + lag = None
33 + if vendor and last:
34 + lag = (datetime.fromisoformat(vendor).date() - last).days
35 + out["datasets"].append({"dataset_id": d["id"], "version": d["current_version"], "last_session": str(last) if last else None,
36 + "days_since_last_session": fresh, "vendor_last_update": vendor, "vendor_lag_days": lag})
37 + if fresh is not None:
38 + m.FRESHNESS.labels(d["id"]).set(fresh)
39 + if lag is not None:
40 + m.VENDOR_LAG.labels(d["id"]).set(lag)
41 + if lag > 0:
42 + out["alerts"].append({"severity": "warning", "code": "stale_dataset", "message": f"{d['id']} is {lag} day(s) behind the vendor"})
43 + if fresh is not None and fresh > 5:
44 + out["alerts"].append({"severity": "warning", "code": "no_recent_session", "message": f"{d['id']}: last session {last} ({fresh} days ago)"})
45 + dead = jobs.get("dead", 0)
46 + if dead:
47 + out["alerts"].append({"severity": "error", "code": "dead_jobs", "message": f"{dead} job(s) in the dead-letter queue"})
48 + lb = conn.execute("SELECT value, updated_at FROM settings_kv WHERE key='last_backup'").fetchone()
49 + if lb:
50 + age_h = (datetime.now(UTC) - lb["updated_at"]).total_seconds() / 3600
51 + m.BACKUP_AGE.set(age_h)
52 + out["components"]["backup"] = {"last": lb["updated_at"].isoformat(), "age_hours": round(age_h, 1), "verified": lb["value"].get("verified")}
53 + if age_h > 48:
54 + out["alerts"].append({"severity": "warning", "code": "backup_stale", "message": f"last backup {age_h:.0f} h ago"})
55 + else:
56 + out["components"]["backup"] = {"last": None}
57 + out["alerts"].append({"severity": "info", "code": "no_backup_yet", "message": "no backup recorded yet"})
58 + lock = lake.root / ".writer.lock"
59 + worker_alive = False
60 + if lock.exists():
61 + try:
62 + import fcntl
63 + fh = open(lock)
64 + try:
65 + fcntl.flock(fh, fcntl.LOCK_EX | fcntl.LOCK_NB)
66 + fcntl.flock(fh, fcntl.LOCK_UN)
67 + except BlockingIOError:
68 + worker_alive = True
69 + finally:
70 + fh.close()
71 + except OSError:
72 + pass
73 + out["components"]["ingest_worker"] = "running" if worker_alive else "not running"
74 + if not worker_alive:
75 + out["alerts"].append({"severity": "error", "code": "worker_down", "message": "ingest worker is not holding the lake lock"})
76 + an = conn.execute("SELECT dataset_id, severity, count(*) n FROM quality_anomalies WHERE created_at > now() - interval '7 days' GROUP BY 1,2").fetchall()
77 + for a in an:
78 + m.ANOMALIES.labels(a["dataset_id"], a["severity"]).set(a["n"])
79 + except Exception as e: # noqa: BLE001
80 + out["components"]["postgres"] = f"error: {e}"
81 + out["alerts"].append({"severity": "error", "code": "postgres_down", "message": str(e)[:200]})
82 + free = lake.free_gb()
83 + m.LAKE_FREE.set(free)
84 + curated = lake.used_bytes("curated")
85 + m.LAKE_CURATED.set(curated)
86 + out["components"]["lake"] = {"root": str(lake.root), "free_gb": round(free, 1), "curated_gb": round(curated / 1e9, 2),
87 + "raw_gb": round(lake.used_bytes("raw") / 1e9, 2), "soft_limit_gb": s.lake_soft_limit_gb, "hard_min_free_gb": s.lake_hard_min_free_gb}
88 + if free < s.lake_hard_min_free_gb:
89 + out["alerts"].append({"severity": "error", "code": "disk_critical", "message": f"only {free:.0f} GB free"})
90 + elif free < s.lake_hard_min_free_gb * 2:
91 + out["alerts"].append({"severity": "warning", "code": "disk_low", "message": f"{free:.0f} GB free"})
92 + if curated / 1e9 > s.lake_soft_limit_gb:
93 + out["alerts"].append({"severity": "warning", "code": "lake_over_budget", "message": f"curated {curated/1e9:.0f} GB > {s.lake_soft_limit_gb} GB"})
94 + try:
95 + import subprocess
96 + r = subprocess.run(["diskutil", "info", "disk0"], capture_output=True, text=True, timeout=10)
97 + smart = next((ln.split(":", 1)[1].strip() for ln in r.stdout.splitlines() if "SMART Status" in ln), "unknown")
98 + out["components"]["ssd_smart"] = smart
99 + if smart not in ("Verified", "Not Supported", "unknown"):
100 + out["alerts"].append({"severity": "error", "code": "ssd_smart", "message": f"SMART status: {smart}"})
101 + except Exception: # noqa: BLE001
102 + out["components"]["ssd_smart"] = "unavailable"
103 + if any(a["severity"] == "error" for a in out["alerts"]):
104 + out["status"] = "degraded"
105 + elif out["alerts"]:
106 + out["status"] = "warning"
107 + return out
added services/api/src/findata_api/main.py +127 −0
@@ -0,0 +1,127 @@
1 +"""FastAPI application: /api/v1 (OpenAPI at /api/v1/openapi.json, docs at /api/docs), /metrics, static console."""
2 +from __future__ import annotations
3 +
4 +import time
5 +import uuid
6 +from pathlib import Path
7 +
8 +from fastapi import Depends, FastAPI, Request
9 +from fastapi.exceptions import RequestValidationError
10 +from fastapi.responses import JSONResponse, Response
11 +from fastapi.staticfiles import StaticFiles
12 +from starlette.exceptions import HTTPException as StarletteHTTPException
13 +from starlette.middleware.base import BaseHTTPMiddleware
14 +
15 +from findata_api import auth as A
16 +from findata_api import metrics as M
17 +from findata_api.ratelimit import bucket
18 +from findata_api.routers import admin, auth, catalog, coverage, exports, fundamentals, health, instruments, market, quality, query
19 +from findata_core.config import get_settings
20 +from findata_core.logging import configure_logging, get_logger
21 +
22 +API_PREFIX = "/api/v1"
23 +
24 +
25 +class Observability(BaseHTTPMiddleware):
26 + async def dispatch(self, request: Request, call_next): # noqa: ANN001
27 + rid = request.headers.get("x-request-id") or uuid.uuid4().hex[:16]
28 + request.state.request_id = rid
29 + t0 = time.monotonic()
30 + route = request.url.path
31 + try:
32 + response = await call_next(request)
33 + except Exception: # noqa: BLE001
34 + M.REQUESTS.labels(request.method, route, "500").inc()
35 + raise
36 + dt = time.monotonic() - t0
37 + if route.startswith(API_PREFIX):
38 + M.REQUESTS.labels(request.method, _route_label(route), str(response.status_code)).inc()
39 + M.LATENCY.labels(_route_label(route)).observe(dt)
40 + response.headers["X-Request-ID"] = rid
41 + response.headers["X-Content-Type-Options"] = "nosniff"
42 + response.headers["X-Frame-Options"] = "DENY"
43 + response.headers["Referrer-Policy"] = "no-referrer"
44 + response.headers["Permissions-Policy"] = "camera=(), microphone=(), geolocation=()"
45 + if get_settings().is_production:
46 + response.headers["Strict-Transport-Security"] = "max-age=31536000; includeSubDomains"
47 + if not route.startswith("/api/docs"):
48 + response.headers["Content-Security-Policy"] = ("default-src 'self'; img-src 'self' data:; style-src 'self' 'unsafe-inline'; "
49 + "script-src 'self'; connect-src 'self'; frame-ancestors 'none'; base-uri 'self'; form-action 'self'")
50 + return response
51 +
52 +
53 +def _route_label(path: str) -> str:
54 + parts = path.split("/")
55 + return "/".join(p if not _looks_id(p) else "{id}" for p in parts[:6])
56 +
57 +
58 +def _looks_id(p: str) -> bool:
59 + return len(p) >= 16 and all(c in "0123456789abcdef-" for c in p)
60 +
61 +
62 +class RateLimit(BaseHTTPMiddleware):
63 + async def dispatch(self, request: Request, call_next): # noqa: ANN001
64 + if request.url.path.startswith(API_PREFIX) and not request.url.path.endswith("/health"):
65 + auth_h = request.headers.get("authorization", "")
66 + key = auth_h[-24:] if auth_h else (request.cookies.get(A.SESSION_COOKIE, "")[-24:] or (request.client.host if request.client else "anon"))
67 + ok, remaining = bucket.allow(f"rl:{key}", get_settings().rate_limit_per_minute)
68 + if not ok:
69 + return JSONResponse({"error": {"code": "rate_limited", "message": "Too many requests", "request_id": getattr(request.state, "request_id", None)}},
70 + status_code=429, headers={"Retry-After": "5"})
71 + return await call_next(request)
72 +
73 +
74 +def create_app() -> FastAPI:
75 + s = get_settings()
76 + configure_logging()
77 + log = get_logger("api")
78 + app = FastAPI(title="FinData OS API", version="1.0.0", openapi_url=f"{API_PREFIX}/openapi.json", docs_url="/api/docs", redoc_url=None,
79 + description="Private, research-grade financial data lakehouse. All market data © FirstRate Data — no redistribution. "
80 + "Timestamps are UTC ISO-8601; bars are stamped at bar **open**.")
81 + app.add_middleware(Observability)
82 + app.add_middleware(RateLimit)
83 +
84 + @app.exception_handler(StarletteHTTPException)
85 + async def http_exc(request: Request, exc: StarletteHTTPException): # noqa: ANN001
86 + detail = exc.detail if isinstance(exc.detail, dict) else {"code": "http_error", "message": str(exc.detail)}
87 + detail["request_id"] = getattr(request.state, "request_id", None)
88 + return JSONResponse({"error": detail}, status_code=exc.status_code, headers=getattr(exc, "headers", None))
89 +
90 + @app.exception_handler(RequestValidationError)
91 + async def val_exc(request: Request, exc: RequestValidationError): # noqa: ANN001
92 + return JSONResponse({"error": {"code": "validation_error", "message": "Invalid request", "details": exc.errors(),
93 + "request_id": getattr(request.state, "request_id", None)}}, status_code=422)
94 +
95 + @app.exception_handler(Exception)
96 + async def any_exc(request: Request, exc: Exception): # noqa: ANN001
97 + from findata_core.redact import redact
98 + log.error("unhandled", error=redact(repr(exc), s.secret_values()), path=request.url.path)
99 + return JSONResponse({"error": {"code": "internal_error", "message": "Internal error", "request_id": getattr(request.state, "request_id", None)}}, status_code=500)
100 +
101 + for r in (auth.router, catalog.router, instruments.router, market.router, fundamentals.router, query.router, exports.router,
102 + coverage.router, quality.router, health.router, admin.router):
103 + app.include_router(r, prefix=API_PREFIX)
104 +
105 + @app.get("/metrics", include_in_schema=False)
106 + def metrics(request: Request, p: A.Principal = Depends(A.get_principal)):
107 + host = request.client.host if request.client else ""
108 + private = host in ("127.0.0.1", "::1") or host.startswith(("192.168.", "10.67.", "10.", "172.16."))
109 + if not private and not p.has("admin"):
110 + return JSONResponse({"error": {"code": "forbidden", "message": "metrics require admin or a private network"}}, status_code=403)
111 + from findata_api.health import evaluate
112 + evaluate()
113 + body, ctype = M.render()
114 + return Response(body, media_type=ctype)
115 +
116 + web = s.web_dist or Path(s.root) / "apps" / "web" / "out"
117 + if web.exists():
118 + app.mount("/", StaticFiles(directory=str(web), html=True), name="web")
119 + log.info("web.mounted", path=str(web))
120 + else:
121 + @app.get("/", include_in_schema=False)
122 + def root():
123 + return {"service": "FinData OS", "docs": "/api/docs", "note": "web console not built"}
124 + return app
125 +
126 +
127 +app = create_app()
added services/api/src/findata_api/metrics.py +18 −0
@@ -0,0 +1,18 @@
1 +from __future__ import annotations
2 +
3 +from prometheus_client import CONTENT_TYPE_LATEST, Counter, Gauge, Histogram, generate_latest
4 +
5 +REQUESTS = Counter("findata_http_requests_total", "HTTP requests", ["method", "route", "status"])
6 +LATENCY = Histogram("findata_http_request_seconds", "Request latency", ["route"], buckets=(0.01, 0.05, 0.1, 0.25, 0.5, 1, 2.5, 5, 10, 30))
7 +ROWS = Counter("findata_rows_returned_total", "Rows returned by data endpoints", ["endpoint"])
8 +LAKE_FREE = Gauge("findata_lake_free_gb", "Free space on the lake volume (GB)")
9 +LAKE_CURATED = Gauge("findata_lake_curated_bytes", "Curated Parquet bytes")
10 +JOBS = Gauge("findata_jobs", "Ingest jobs by status", ["status"])
11 +FRESHNESS = Gauge("findata_dataset_freshness_days", "Days since last session in dataset", ["dataset"])
12 +VENDOR_LAG = Gauge("findata_vendor_lag_days", "Days between vendor last_update and last ingested session", ["dataset"])
13 +BACKUP_AGE = Gauge("findata_backup_age_hours", "Hours since last successful backup")
14 +ANOMALIES = Gauge("findata_quality_anomalies_7d", "Quality anomalies in the last 7 days", ["dataset", "severity"])
15 +
16 +
17 +def render() -> tuple[bytes, str]:
18 + return generate_latest(), CONTENT_TYPE_LATEST
added services/api/src/findata_api/ratelimit.py +34 −0
@@ -0,0 +1,34 @@
1 +"""In-process token bucket per principal (single API process). Quotas (rows/day) live in usage_daily."""
2 +from __future__ import annotations
3 +
4 +import threading
5 +import time
6 +
7 +from findata_core.db import transaction
8 +
9 +
10 +class TokenBucket:
11 + def __init__(self):
12 + self._b: dict[str, tuple[float, float]] = {}
13 + self._lock = threading.Lock()
14 +
15 + def allow(self, key: str, per_minute: int) -> tuple[bool, int]:
16 + now = time.monotonic()
17 + with self._lock:
18 + tokens, last = self._b.get(key, (float(per_minute), now))
19 + tokens = min(per_minute, tokens + (now - last) * per_minute / 60.0)
20 + if tokens >= 1:
21 + self._b[key] = (tokens - 1, now)
22 + return True, int(tokens - 1)
23 + self._b[key] = (tokens, now)
24 + return False, 0
25 +
26 +
27 +bucket = TokenBucket()
28 +
29 +
30 +def record_usage(principal: str, rows: int = 0, bytes_exported: int = 0) -> None:
31 + with transaction() as conn:
32 + conn.execute("INSERT INTO usage_daily(principal, day, requests, rows_returned, bytes_exported) VALUES (%s, current_date, 1, %s, %s) "
33 + "ON CONFLICT (principal, day) DO UPDATE SET requests=usage_daily.requests+1, rows_returned=usage_daily.rows_returned+EXCLUDED.rows_returned, "
34 + "bytes_exported=usage_daily.bytes_exported+EXCLUDED.bytes_exported", (principal, rows, bytes_exported))
added services/api/src/findata_api/routers/__init__.py +0 −0
added services/api/src/findata_api/routers/admin.py +162 −0
@@ -0,0 +1,162 @@
1 +from __future__ import annotations
2 +
3 +import json
4 +from datetime import datetime
5 +from typing import Any
6 +
7 +from fastapi import APIRouter, Depends, Query, Request
8 +from pydantic import BaseModel, Field
9 +
10 +from findata_api import auth as A
11 +from findata_api.errors import ApiError
12 +from findata_core.config import get_settings
13 +from findata_core.db import connection, transaction
14 +from findata_ingest import queue
15 +from findata_ingest.lake import Lake
16 +
17 +router = APIRouter(prefix="/admin", tags=["admin"])
18 +
19 +
20 +class JobIn(BaseModel):
21 + kind: str
22 + dataset_id: str | None = None
23 + params: dict[str, Any] = Field(default_factory=dict)
24 + priority: int = 50
25 +
26 +
27 +class KeyIn(BaseModel):
28 + name: str = Field(..., min_length=1, max_length=60)
29 + scopes: list[str]
30 + rate_limit_per_minute: int = Field(600, ge=1, le=10000)
31 + expires_at: datetime | None = None
32 +
33 +
34 +class TrackedIn(BaseModel):
35 + tickers: list[str]
36 +
37 +
38 +@router.get("/jobs")
39 +def jobs(status: str | None = None, kind: str | None = None, limit: int = Query(100, le=1000), p: A.Principal = Depends(A.require("admin"))):
40 + with connection() as conn:
41 + rows = conn.execute("SELECT id, kind, dataset_id, params, priority, status, attempts, max_attempts, next_run_at, created_at, started_at, finished_at, last_error, progress, result, created_by "
42 + "FROM ingest_jobs WHERE (%s::text IS NULL OR status=%s) AND (%s::text IS NULL OR kind=%s) ORDER BY created_at DESC LIMIT %s",
43 + (status, status, kind, kind, limit)).fetchall()
44 + return {"data": rows}
45 +
46 +
47 +@router.post("/jobs", status_code=201)
48 +def enqueue(body: JobIn, request: Request, p: A.Principal = Depends(A.require("admin"))):
49 + from findata_ingest.tasks import REGISTRY
50 + if body.kind not in REGISTRY:
51 + raise ApiError(400, "bad_kind", f"kind must be one of {sorted(REGISTRY)}")
52 + if body.kind == "backfill":
53 + lake = Lake()
54 + if lake.free_gb() < get_settings().lake_hard_min_free_gb * 1.5:
55 + raise ApiError(409, "disk_budget", "not enough free space to start a backfill")
56 + jid = queue.enqueue(body.kind, body.dataset_id, body.params, body.priority, created_by=p.email or p.label)
57 + A.audit(request, "admin.enqueue", jid, kind=body.kind, dataset=body.dataset_id, params=body.params)
58 + return {"id": jid}
59 +
60 +
61 +@router.post("/jobs/{job_id}/retry")
62 +def retry(job_id: str, request: Request, p: A.Principal = Depends(A.require("admin"))):
63 + with transaction() as conn:
64 + r = conn.execute("UPDATE ingest_jobs SET status='queued', attempts=0, next_run_at=now(), last_error=NULL WHERE id=%s AND status IN ('failed','dead','cancelled') RETURNING id", (job_id,)).fetchone()
65 + if not r:
66 + raise ApiError(409, "not_retryable", "job is not in a retryable state")
67 + A.audit(request, "admin.retry", job_id)
68 + return {"ok": True}
69 +
70 +
71 +@router.post("/jobs/{job_id}/cancel")
72 +def cancel(job_id: str, request: Request, p: A.Principal = Depends(A.require("admin"))):
73 + with transaction() as conn:
74 + r = conn.execute("UPDATE ingest_jobs SET status='cancelled', finished_at=now() WHERE id=%s AND status='queued' RETURNING id", (job_id,)).fetchone()
75 + if not r:
76 + raise ApiError(409, "not_cancellable", "only queued jobs can be cancelled")
77 + A.audit(request, "admin.cancel", job_id)
78 + return {"ok": True}
79 +
80 +
81 +@router.get("/keys")
82 +def keys(p: A.Principal = Depends(A.require("admin"))):
83 + with connection() as conn:
84 + rows = conn.execute("SELECT k.id, k.name, k.prefix, k.scopes, k.rate_limit_per_minute, k.expires_at, k.last_used_at, k.revoked_at, k.created_at, u.email "
85 + "FROM api_keys k JOIN users u ON u.id=k.user_id ORDER BY k.created_at DESC").fetchall()
86 + usage = conn.execute("SELECT principal, day, requests, rows_returned, bytes_exported FROM usage_daily WHERE day > current_date - 14 ORDER BY day DESC").fetchall()
87 + return {"data": rows, "usage": usage}
88 +
89 +
90 +@router.post("/keys", status_code=201)
91 +def create_key(body: KeyIn, request: Request, p: A.Principal = Depends(A.require("admin"))):
92 + try:
93 + out = A.new_api_key(p.id, body.name, body.scopes, body.rate_limit_per_minute, body.expires_at)
94 + except ValueError as e:
95 + raise ApiError(400, "bad_scopes", str(e)) from None
96 + A.audit(request, "admin.key_create", out["id"], name=body.name, scopes=body.scopes)
97 + return out
98 +
99 +
100 +@router.delete("/keys/{key_id}")
101 +def revoke_key(key_id: str, request: Request, p: A.Principal = Depends(A.require("admin"))):
102 + with transaction() as conn:
103 + conn.execute("UPDATE api_keys SET revoked_at=now() WHERE id=%s", (key_id,))
104 + A.audit(request, "admin.key_revoke", key_id)
105 + return {"ok": True}
106 +
107 +
108 +@router.get("/audit")
109 +def audit_log(limit: int = Query(200, le=2000), action: str | None = None, p: A.Principal = Depends(A.require("admin"))):
110 + with connection() as conn:
111 + rows = conn.execute("SELECT * FROM audit_log WHERE (%s::text IS NULL OR action LIKE %s) ORDER BY at DESC LIMIT %s", (action, (action or "") + "%", limit)).fetchall()
112 + return {"data": rows}
113 +
114 +
115 +@router.get("/storage")
116 +def storage(p: A.Principal = Depends(A.require("admin"))):
117 + lake = Lake()
118 + s = get_settings()
119 + with connection() as conn:
120 + per_ds = conn.execute("SELECT dataset_id, layout, count(*) files, sum(bytes) bytes, sum(row_count) rows FROM lake_files WHERE version_removed IS NULL GROUP BY 1,2 ORDER BY 1,2").fetchall()
121 + raw = conn.execute("SELECT status, count(*) n, sum(bytes) bytes FROM raw_archives GROUP BY status").fetchall()
122 + exports = conn.execute("SELECT status, count(*) n, coalesce(sum(bytes),0) bytes FROM exports GROUP BY status").fetchall()
123 + retired = conn.execute("SELECT count(*) n, coalesce(sum(bytes),0) bytes FROM lake_files WHERE version_removed IS NOT NULL").fetchone()
124 + db = conn.execute("SELECT pg_database_size(current_database()) bytes").fetchone()
125 + backup = conn.execute("SELECT value, updated_at FROM settings_kv WHERE key='last_backup'").fetchone()
126 + import os
127 + st = os.statvfs(lake.root)
128 + return {"lake_root": str(lake.root), "volume": {"total_gb": round(st.f_blocks * st.f_frsize / 1e9, 1), "free_gb": round(st.f_bavail * st.f_frsize / 1e9, 1)},
129 + "budget": {"soft_limit_gb": s.lake_soft_limit_gb, "hard_min_free_gb": s.lake_hard_min_free_gb},
130 + "curated_bytes": lake.used_bytes("curated"), "raw_bytes": lake.used_bytes("raw"), "retired_bytes": lake.used_bytes("_retired"),
131 + "exports_bytes": lake.used_bytes("exports"), "per_dataset": per_ds, "raw_archives": raw, "exports": exports, "retired_files": retired,
132 + "postgres_bytes": db["bytes"], "last_backup": backup,
133 + "capacity_model": {"bytes_per_1m_bar_curated": 13, "note": "see docs/DISCOVERY.md §5 — measured on the prior lake; recomputed from per_dataset above"}}
134 +
135 +
136 +@router.get("/settings")
137 +def get_settings_(p: A.Principal = Depends(A.require("admin"))):
138 + with connection() as conn:
139 + rows = conn.execute("SELECT key, value, updated_at FROM settings_kv WHERE key NOT LIKE 'secret%'").fetchall()
140 + s = get_settings()
141 + return {"settings": rows, "env": {"env": s.env, "lake": str(s.lake), "public_url": s.public_url, "backup_target": s.backup_target,
142 + "vendor_configured": bool(s.frd_userid.get_secret_value()), "sec_edgar_configured": bool(s.sec_edgar_user_agent),
143 + "ai_providers": {"anthropic": bool(s.anthropic_api_key.get_secret_value()), "openai": bool(s.openai_api_key.get_secret_value())}}}
144 +
145 +
146 +@router.put("/settings/tracked-tickers")
147 +def tracked(body: TrackedIn, request: Request, p: A.Principal = Depends(A.require("admin"))):
148 + tk = sorted({t.upper().strip() for t in body.tickers if t.strip()})[:2000]
149 + with transaction() as conn:
150 + conn.execute("INSERT INTO settings_kv(key, value) VALUES ('fundamentals_tracked_tickers', %s) ON CONFLICT (key) DO UPDATE SET value=EXCLUDED.value, updated_at=now()", (json.dumps(tk),))
151 + A.audit(request, "admin.tracked_tickers", None, count=len(tk))
152 + return {"tickers": tk}
153 +
154 +
155 +@router.post("/discover")
156 +def discover(request: Request, p: A.Principal = Depends(A.require("admin"))):
157 + """Sanitized live vendor probe (no bulk download)."""
158 + from findata_market_firstrate import FirstRateMarketConnector
159 + from findata_fundamentals import SecEdgarConnector
160 + out = {"firstrate": FirstRateMarketConnector().discover(), "sec_edgar": SecEdgarConnector().status()}
161 + A.audit(request, "admin.discover")
162 + return out
added services/api/src/findata_api/routers/auth.py +93 −0
@@ -0,0 +1,93 @@
1 +from __future__ import annotations
2 +
3 +from fastapi import APIRouter, Depends, Request, Response
4 +from pydantic import BaseModel, EmailStr
5 +
6 +from findata_api import auth as A
7 +from findata_api.errors import ApiError
8 +from findata_core.config import get_settings
9 +from findata_core.db import connection
10 +
11 +router = APIRouter(prefix="/auth", tags=["auth"])
12 +
13 +
14 +class LoginIn(BaseModel):
15 + email: EmailStr
16 + password: str
17 +
18 +
19 +class CodeIn(BaseModel):
20 + code: str
21 +
22 +
23 +def _set_cookie(resp: Response, sid: str) -> None:
24 + s = get_settings()
25 + resp.set_cookie(A.SESSION_COOKIE, sid, httponly=True, secure=s.is_production or s.public_url.startswith("https"),
26 + samesite="strict", max_age=int(A.SESSION_TTL.total_seconds()), path="/")
27 +
28 +
29 +@router.post("/login")
30 +def login(body: LoginIn, request: Request, response: Response):
31 + with connection() as conn:
32 + u = conn.execute("SELECT * FROM users WHERE email=%s", (body.email.lower(),)).fetchone()
33 + ok, _ = __import__("findata_api.ratelimit", fromlist=["bucket"]).bucket.allow(f"login:{request.client.host if request.client else '?'}", 10)
34 + if not ok:
35 + raise ApiError(429, "rate_limited", "Too many login attempts")
36 + if not u or u["disabled"] or not A.verify_password(u["password_hash"], body.password):
37 + A.audit(request, "auth.login", body.email, outcome="denied")
38 + raise ApiError(401, "invalid_credentials", "Invalid e-mail or password")
39 + sid, csrf, mfa_passed = A.create_session(u, request.client.host if request.client else None, request.headers.get("user-agent"))
40 + _set_cookie(response, sid)
41 + request.state.principal = A.Principal("user", str(u["id"]), u["email"], u["role"])
42 + A.audit(request, "auth.login", u["email"], mfa_required=not mfa_passed)
43 + return {"ok": True, "mfa_required": not mfa_passed, "csrf_token": csrf, "email": u["email"], "role": u["role"]}
44 +
45 +
46 +@router.post("/mfa")
47 +def mfa(body: CodeIn, request: Request, p: A.Principal = Depends(A.require_user_session)):
48 + if p.mfa_passed:
49 + return {"ok": True, "csrf_token": p.csrf_token}
50 + if request.headers.get("x-csrf-token") != p.csrf_token:
51 + raise ApiError(403, "csrf", "Missing or invalid CSRF token")
52 + if not A.totp_verify(p.id, body.code):
53 + A.audit(request, "auth.mfa", p.email, outcome="denied")
54 + raise ApiError(401, "invalid_code", "Invalid one-time code")
55 + A.mark_mfa_passed(p.session_id)
56 + A.audit(request, "auth.mfa", p.email)
57 + return {"ok": True, "csrf_token": p.csrf_token}
58 +
59 +
60 +@router.post("/logout")
61 +def logout(request: Request, response: Response, p: A.Principal = Depends(A.require_user_session)):
62 + A.revoke_session(p.session_id)
63 + response.delete_cookie(A.SESSION_COOKIE, path="/")
64 + A.audit(request, "auth.logout", p.email)
65 + return {"ok": True}
66 +
67 +
68 +@router.get("/me")
69 +def me(request: Request, p: A.Principal = Depends(A.get_principal)):
70 + if p.kind == "anonymous":
71 + raise ApiError(401, "unauthenticated", "Not signed in")
72 + totp_enabled = None
73 + if p.kind == "user":
74 + with connection() as conn:
75 + u = conn.execute("SELECT totp_enabled FROM users WHERE id=%s", (p.id,)).fetchone()
76 + totp_enabled = bool(u and u["totp_enabled"])
77 + return {"kind": p.kind, "email": p.email, "role": p.role, "scopes": sorted(p.scopes), "mfa_passed": p.mfa_passed,
78 + "totp_enabled": totp_enabled, "csrf_token": p.csrf_token}
79 +
80 +
81 +@router.post("/totp/setup")
82 +def totp_setup(request: Request, p: A.Principal = Depends(A.require("admin"))):
83 + out = A.totp_setup(p.id, p.email)
84 + A.audit(request, "auth.totp_setup", p.email)
85 + return {"otpauth_uri": out["otpauth_uri"], "qr_png_data_url": out["qr_png_data_url"], "secret": out["secret"]}
86 +
87 +
88 +@router.post("/totp/verify")
89 +def totp_verify(body: CodeIn, request: Request, p: A.Principal = Depends(A.require("admin"))):
90 + if not A.totp_verify(p.id, body.code, enable=True):
91 + raise ApiError(400, "invalid_code", "Code did not match; try again")
92 + A.audit(request, "auth.totp_enabled", p.email)
93 + return {"ok": True, "totp_enabled": True}
added services/api/src/findata_api/routers/catalog.py +60 −0
@@ -0,0 +1,60 @@
1 +from __future__ import annotations
2 +
3 +from fastapi import APIRouter, Depends
4 +
5 +from findata_api import auth as A
6 +from findata_core.db import connection
7 +from findata_api.errors import ApiError
8 +
9 +router = APIRouter(prefix="/catalog", tags=["catalog"])
10 +
11 +LICENSE_TEXT = {
12 + "frd-private": "FirstRate Data license: private use by the subscriber only. Raw bars/tables may not be redistributed to third parties "
13 + "(no public API, CSV or tables). Derived results and charts may be published with attribution to FirstRate Data.",
14 + "public-domain": "U.S. government work (SEC EDGAR): public domain; SEC fair-access policy applies to retrieval.",
15 + "pending": "License not yet determined.",
16 +}
17 +
18 +
19 +@router.get("/datasets")
20 +def datasets(p: A.Principal = Depends(A.require("read:market"))):
21 + with connection() as conn:
22 + rows = conn.execute(
23 + "SELECT d.*, s.name source_name, s.vendor, s.product, v.snapshot_id, v.file_count, v.row_count, v.bytes, v.created_at version_created_at, "
24 + "(SELECT min(session_date) FROM coverage c WHERE c.dataset_id=d.id) first_session, (SELECT max(session_date) FROM coverage c WHERE c.dataset_id=d.id) last_session, "
25 + "(SELECT count(DISTINCT symbol) FROM coverage c WHERE c.dataset_id=d.id) symbols "
26 + "FROM datasets d JOIN sources s ON s.id=d.source_id LEFT JOIN dataset_versions v ON v.dataset_id=d.id AND v.version=d.current_version ORDER BY d.kind, d.id").fetchall()
27 + out = []
28 + for r in rows:
29 + r = dict(r)
30 + r["license_text"] = LICENSE_TEXT.get(r["license_class"], "")
31 + out.append(r)
32 + return {"data": out, "meta": {"count": len(out)}}
33 +
34 +
35 +@router.get("/datasets/{dataset_id}")
36 +def dataset(dataset_id: str, p: A.Principal = Depends(A.require("read:market"))):
37 + with connection() as conn:
38 + d = conn.execute("SELECT d.*, s.name source_name, s.vendor, s.license_class src_license FROM datasets d JOIN sources s ON s.id=d.source_id WHERE d.id=%s", (dataset_id,)).fetchone()
39 + if not d:
40 + raise ApiError(404, "not_found", "unknown dataset")
41 + versions = conn.execute("SELECT version, snapshot_id, file_count, row_count, bytes, created_at, note FROM dataset_versions WHERE dataset_id=%s ORDER BY version DESC LIMIT 50", (dataset_id,)).fetchall()
42 + files = conn.execute("SELECT layout, count(*) n, sum(row_count) rows, sum(bytes) bytes, min(date_min) d0, max(date_max) d1 FROM lake_files WHERE dataset_id=%s AND version_removed IS NULL GROUP BY layout", (dataset_id,)).fetchall()
43 + ck = conn.execute("SELECT key, value, updated_at FROM checkpoints WHERE scope=%s", (f"dataset:{dataset_id}",)).fetchall()
44 + d = dict(d)
45 + d["license_text"] = LICENSE_TEXT.get(d["license_class"], "")
46 + return {"data": d, "versions": versions, "files": files, "checkpoints": ck}
47 +
48 +
49 +@router.get("/sources")
50 +def sources(p: A.Principal = Depends(A.require("read:market"))):
51 + with connection() as conn:
52 + rows = conn.execute("SELECT * FROM sources ORDER BY id").fetchall()
53 + return {"data": rows}
54 +
55 +
56 +@router.get("/schema/bars")
57 +def schema_bars(p: A.Principal = Depends(A.require("read:market"))):
58 + from findata_schema import BARS_SCHEMA, BARS_SCHEMA_VERSION
59 + return {"schema_version": BARS_SCHEMA_VERSION, "timestamp_convention": "bar_open", "timezone_storage": "UTC",
60 + "fields": [{"name": f.name, "type": str(f.type), "nullable": f.nullable} for f in BARS_SCHEMA]}
added services/api/src/findata_api/routers/coverage.py +48 −0
@@ -0,0 +1,48 @@
1 +from __future__ import annotations
2 +
3 +from datetime import date, timedelta
4 +
5 +from fastapi import APIRouter, Depends, Query
6 +
7 +from findata_api import auth as A
8 +from findata_core.db import connection
9 +
10 +router = APIRouter(prefix="/coverage", tags=["coverage"])
11 +
12 +
13 +@router.get("")
14 +def coverage(dataset_id: str = "market_bars.stock.1m.raw", symbol: str | None = None, start: date | None = None, end: date | None = None,
15 + limit: int = Query(500, le=5000), p: A.Principal = Depends(A.require("read:market"))):
16 + with connection() as conn:
17 + rows = conn.execute("SELECT symbol, session_date, bar_count, expected_bars, first_ts, last_ts, flags FROM coverage WHERE dataset_id=%s "
18 + "AND (%s::text IS NULL OR symbol=%s) AND (%s::date IS NULL OR session_date>=%s) AND (%s::date IS NULL OR session_date<=%s) "
19 + "ORDER BY session_date DESC, symbol LIMIT %s", (dataset_id, symbol, symbol, start, start, end, end, limit)).fetchall()
20 + return {"data": rows, "meta": {"dataset_id": dataset_id}}
21 +
22 +
23 +@router.get("/heatmap")
24 +def heatmap(dataset_id: str = "market_bars.stock.1m.raw", start: date | None = None, end: date | None = None,
25 + p: A.Principal = Depends(A.require("read:market"))):
26 + """Per session: symbols with data, total bars, mean regular-hours completeness (bars / expected, capped at 1)."""
27 + end = end or date.today()
28 + start = start or end - timedelta(days=120)
29 + with connection() as conn:
30 + rows = conn.execute(
31 + "SELECT session_date, count(*) symbols, sum(bar_count) bars, "
32 + "avg(LEAST(1.0, bar_count::float / NULLIF(expected_bars,0))) FILTER (WHERE expected_bars > 0) completeness, "
33 + "count(*) FILTER (WHERE 'non_trading_day' = ANY(flags)) non_trading_rows "
34 + "FROM coverage WHERE dataset_id=%s AND session_date BETWEEN %s AND %s GROUP BY 1 ORDER BY 1", (dataset_id, start, end)).fetchall()
35 + syms = conn.execute("SELECT symbol, count(*) sessions, sum(bar_count) bars, avg(LEAST(1.0, bar_count::float / NULLIF(expected_bars,0))) FILTER (WHERE expected_bars>0) completeness "
36 + "FROM coverage WHERE dataset_id=%s AND session_date BETWEEN %s AND %s GROUP BY 1 ORDER BY bars DESC LIMIT 50", (dataset_id, start, end)).fetchall()
37 + return {"sessions": rows, "top_symbols": syms, "meta": {"dataset_id": dataset_id, "start": str(start), "end": str(end)}}
38 +
39 +
40 +@router.get("/symbols")
41 +def symbols(dataset_id: str = "market_bars.stock.1m.raw", min_sessions: int = 1, limit: int = Query(200, le=5000), cursor: str | None = None,
42 + p: A.Principal = Depends(A.require("read:market"))):
43 + with connection() as conn:
44 + rows = conn.execute("SELECT symbol, count(*) sessions, min(session_date) d0, max(session_date) d1, sum(bar_count) bars FROM coverage WHERE dataset_id=%s "
45 + "AND (%s::text IS NULL OR symbol > %s) GROUP BY symbol HAVING count(*) >= %s ORDER BY symbol LIMIT %s",
46 + (dataset_id, cursor, cursor, min_sessions, limit + 1)).fetchall()
47 + nxt = rows[limit]["symbol"] if len(rows) > limit else None
48 + return {"data": rows[:limit], "next_cursor": nxt}
added services/api/src/findata_api/routers/exports.py +124 −0
@@ -0,0 +1,124 @@
1 +"""Async exports: bounded request validated synchronously, executed in a background thread, Parquet/CSV file served
2 +from lake/exports with expiration. Dataset snapshot (version) is pinned at submission time."""
3 +from __future__ import annotations
4 +
5 +import json
6 +import threading
7 +import traceback
8 +from concurrent.futures import ThreadPoolExecutor
9 +from datetime import UTC, date, datetime, timedelta
10 +from typing import Literal
11 +
12 +import pyarrow.parquet as pq
13 +from fastapi import APIRouter, Depends, Request
14 +from fastapi.responses import FileResponse
15 +from pydantic import BaseModel, Field
16 +
17 +from findata_api import auth as A
18 +from findata_api.errors import ApiError
19 +from findata_api.ratelimit import record_usage
20 +from findata_core.config import get_settings
21 +from findata_core.db import connection, transaction
22 +from findata_ingest.lake import Lake
23 +from findata_ingest.reader import apply_adjustment, read_bars
24 +
25 +router = APIRouter(prefix="/exports", tags=["exports"])
26 +_pool = ThreadPoolExecutor(max_workers=2, thread_name_prefix="export")
27 +
28 +
29 +class ExportIn(BaseModel):
30 + dataset_id: str = "market_bars.stock.1m.raw"
31 + symbols: list[str] = Field(..., min_length=1, max_length=500)
32 + start: date
33 + end: date
34 + adjustment: Literal["raw", "split", "split_div"] = "raw"
35 + format: Literal["parquet", "csv"] = "parquet"
36 +
37 +
38 +def _run(export_id: str, req: dict, principal: str) -> None:
39 + lake = Lake()
40 + try:
41 + with transaction() as conn:
42 + conn.execute("UPDATE exports SET status='running' WHERE id=%s", (export_id,))
43 + syms = [s.upper() for s in req["symbols"]]
44 + table, meta = read_bars(req["dataset_id"], syms, date.fromisoformat(req["start"]), date.fromisoformat(req["end"]), version=req.get("version"))
45 + if req["adjustment"] != "raw":
46 + table, _ = apply_adjustment(table, req["adjustment"])
47 + ext = "parquet" if req["format"] == "parquet" else "csv"
48 + rel = f"exports/{export_id}.{ext}"
49 + out = lake.abs(rel)
50 + if ext == "parquet":
51 + pq.write_table(table, out, compression="zstd")
52 + else:
53 + import pyarrow.csv as pcsv
54 + pcsv.write_csv(table.drop_columns(["quality_flags"]), out)
55 + ttl = get_settings().export_ttl_hours
56 + with transaction() as conn:
57 + conn.execute("UPDATE exports SET status='ready', path=%s, bytes=%s, row_count=%s, finished_at=now(), expires_at=%s, snapshot=%s WHERE id=%s",
58 + (rel, out.stat().st_size, table.num_rows, datetime.now(UTC) + timedelta(hours=ttl),
59 + json.dumps({"dataset_id": req["dataset_id"], "version": meta.get("version"), "files_scanned": meta.get("files_scanned")}), export_id))
60 + record_usage(principal, rows=table.num_rows, bytes_exported=out.stat().st_size)
61 + except Exception as e: # noqa: BLE001
62 + with transaction() as conn:
63 + conn.execute("UPDATE exports SET status='failed', error=%s, finished_at=now() WHERE id=%s", (f"{e}\n{traceback.format_exc()[-800:]}"[:2000], export_id))
64 +
65 +
66 +@router.post("", status_code=202)
67 +def create(body: ExportIn, request: Request, p: A.Principal = Depends(A.require("export"))):
68 + if body.end < body.start:
69 + raise ApiError(400, "bad_range", "end must be >= start")
70 + span = (body.end - body.start).days
71 + if span > 366 * 12:
72 + raise ApiError(413, "range_too_large", "exports are limited to 12 years per request")
73 + with connection() as conn:
74 + d = conn.execute("SELECT id, status, current_version FROM datasets WHERE id=%s", (body.dataset_id,)).fetchone()
75 + if not d:
76 + raise ApiError(404, "not_found", "unknown dataset")
77 + if d["status"] != "active":
78 + raise ApiError(409, "dataset_not_active", f"dataset status is {d['status']}")
79 + n = conn.execute("SELECT count(*) FROM exports WHERE principal=%s AND status IN ('queued','running')", (p.label,)).fetchone()["count"]
80 + if n >= 3:
81 + raise ApiError(429, "too_many_exports", "at most 3 concurrent exports per principal")
82 + req = body.model_dump(mode="json")
83 + req["version"] = d["current_version"]
84 + with transaction() as conn:
85 + r = conn.execute("INSERT INTO exports(principal, request, format) VALUES (%s,%s,%s) RETURNING id", (p.label, json.dumps(req), body.format)).fetchone()
86 + eid = str(r["id"])
87 + A.audit(request, "export.create", eid, dataset=body.dataset_id, symbols=len(body.symbols), start=str(body.start), end=str(body.end))
88 + _pool.submit(_run, eid, req, p.label)
89 + return {"id": eid, "status": "queued", "poll": f"/api/v1/exports/{eid}"}
90 +
91 +
92 +@router.get("")
93 +def list_exports(p: A.Principal = Depends(A.require("export"))):
94 + with connection() as conn:
95 + rows = conn.execute("SELECT id, status, request, format, bytes, row_count, created_at, finished_at, expires_at, error, snapshot FROM exports WHERE principal=%s OR %s ORDER BY created_at DESC LIMIT 100",
96 + (p.label, p.has("admin"))).fetchall()
97 + return {"data": rows}
98 +
99 +
100 +@router.get("/{export_id}")
101 +def get(export_id: str, p: A.Principal = Depends(A.require("export"))):
102 + with connection() as conn:
103 + r = conn.execute("SELECT * FROM exports WHERE id=%s", (export_id,)).fetchone()
104 + if not r or (r["principal"] != p.label and not p.has("admin")):
105 + raise ApiError(404, "not_found", "unknown export")
106 + r = dict(r)
107 + if r["status"] == "ready":
108 + r["download"] = f"/api/v1/exports/{export_id}/download"
109 + return r
110 +
111 +
112 +@router.get("/{export_id}/download")
113 +def download(export_id: str, request: Request, p: A.Principal = Depends(A.require("export"))):
114 + with connection() as conn:
115 + r = conn.execute("SELECT * FROM exports WHERE id=%s", (export_id,)).fetchone()
116 + if not r or (r["principal"] != p.label and not p.has("admin")):
117 + raise ApiError(404, "not_found", "unknown export")
118 + if r["status"] != "ready":
119 + raise ApiError(409, "not_ready", f"export status is {r['status']}")
120 + if r["expires_at"] and r["expires_at"] < datetime.now(UTC):
121 + raise ApiError(410, "expired", "export expired")
122 + path = Lake().abs(r["path"])
123 + A.audit(request, "export.download", export_id, bytes=r["bytes"])
124 + return FileResponse(path, filename=f"findata-{export_id}.{r['format']}", media_type="application/octet-stream")
added services/api/src/findata_api/routers/fundamentals.py +68 −0
@@ -0,0 +1,68 @@
1 +from __future__ import annotations
2 +
3 +from datetime import UTC, datetime
4 +from typing import Any
5 +
6 +from fastapi import APIRouter, Depends, Query
7 +
8 +from findata_api import auth as A
9 +from findata_api.errors import ApiError
10 +from findata_core.db import connection
11 +
12 +router = APIRouter(prefix="/fundamentals", tags=["fundamentals"])
13 +
14 +
15 +def _entity(e: str) -> str:
16 + e = e.strip()
17 + if ":" in e:
18 + return e
19 + return f"frd:{e.upper()}"
20 +
21 +
22 +@router.get("/{entity_id}")
23 +def facts(entity_id: str, as_of: datetime | None = Query(None, description="PIT instant (UTC). Default: now."),
24 + metrics: str | None = Query(None, description="comma-separated metric names"),
25 + period_type: str | None = Query(None, pattern="^(q|a)$"),
26 + include_superseded: bool = False, limit: int = Query(2000, le=20000),
27 + p: A.Principal = Depends(A.require("read:fundamentals"))):
28 + """Point-in-time facts: a fact is visible iff available_at <= as_of; among revisions, revision 1 (first observed
29 + value, proxy for 'as originally filed') is used unless a later revision was *observed* before as_of."""
30 + ent = _entity(entity_id)
31 + asof = as_of or datetime.now(UTC)
32 + if asof.tzinfo is None:
33 + asof = asof.replace(tzinfo=UTC)
34 + mlist = [m.strip() for m in metrics.split(",")] if metrics else None
35 + sql = """
36 + WITH visible AS (
37 + SELECT *, row_number() OVER (PARTITION BY metric, fiscal_period_end, fiscal_period_type, source_id
38 + ORDER BY revision_id DESC) rn
39 + FROM fundamentals_facts
40 + WHERE entity_id=%(ent)s AND available_at <= %(asof)s
41 + AND (revision_id = 1 OR observed_at <= %(asof)s)
42 + AND (%(pt)s::text IS NULL OR fiscal_period_type=%(pt)s)
43 + AND (%(ms)s::text[] IS NULL OR metric = ANY(%(ms)s))
44 + )
45 + SELECT entity_id, security_id, metric, value, unit, currency, fiscal_period_start, fiscal_period_end, fiscal_period_type,
46 + fiscal_year, fiscal_period, filing_date, published_at, available_at, observed_at, source_document, source_id,
47 + revision_id, restatement_flag, superseded_at
48 + FROM visible WHERE rn = 1 ORDER BY fiscal_period_end DESC, metric LIMIT %(lim)s"""
49 + with connection() as conn:
50 + rows = conn.execute(sql, {"ent": ent, "asof": asof, "pt": period_type, "ms": mlist, "lim": limit}).fetchall()
51 + e = conn.execute("SELECT * FROM entities WHERE entity_id=%s", (ent,)).fetchone()
52 + hidden = conn.execute("SELECT count(*) FROM fundamentals_facts WHERE entity_id=%s AND available_at > %s", (ent, asof)).fetchone()["count"]
53 + if not e and not rows:
54 + raise ApiError(404, "not_found", f"no fundamentals for {ent}; ingest with `findata ingest fundamentals {ent.split(':')[-1]}`")
55 + return {"data": rows, "entity": e, "meta": {"as_of": asof.isoformat(), "rows": len(rows), "facts_hidden_by_as_of": hidden,
56 + "pit_policy": "available_at = filing_date + 1 day 00:00 America/New_York; revisions observed after as_of are not shown",
57 + "license": "frd-private"}}
58 +
59 +
60 +@router.get("/{entity_id}/periods")
61 +def periods(entity_id: str, p: A.Principal = Depends(A.require("read:fundamentals"))):
62 + ent = _entity(entity_id)
63 + with connection() as conn:
64 + rows = conn.execute("SELECT fiscal_period_end, fiscal_period_type, fiscal_year, fiscal_period, filing_date, min(available_at) available_at, "
65 + "count(*) metrics, max(revision_id) max_revision, bool_or(restatement_flag) restated FROM fundamentals_facts WHERE entity_id=%s "
66 + "GROUP BY 1,2,3,4,5 ORDER BY 1 DESC", (ent,)).fetchall()
67 + earn = conn.execute("SELECT event_date, eps_estimate, eps_reported, release_time FROM earnings_events WHERE entity_id=%s ORDER BY event_date DESC LIMIT 60", (ent,)).fetchall()
68 + return {"periods": rows, "earnings": earn}
added services/api/src/findata_api/routers/health.py +35 −0
@@ -0,0 +1,35 @@
1 +from __future__ import annotations
2 +
3 +from fastapi import APIRouter, Depends, Request, Response
4 +
5 +from findata_api import auth as A
6 +from findata_api.errors import ApiError
7 +from findata_api.health import evaluate
8 +from findata_api.metrics import render
9 +from findata_core.db import connection
10 +
11 +router = APIRouter(tags=["health"])
12 +
13 +
14 +@router.get("/health")
15 +def health(p: A.Principal = Depends(A.get_principal)):
16 + """Public liveness (no details) — authenticated callers get the full report."""
17 + h = evaluate()
18 + if p.kind == "anonymous":
19 + return {"status": h["status"], "service": "findata-os"}
20 + return h
21 +
22 +
23 +@router.get("/health/summary")
24 +def summary(p: A.Principal = Depends(A.require("read:market"))):
25 + with connection() as conn:
26 + ds = conn.execute("SELECT count(*) FILTER (WHERE status='active') active, count(*) FILTER (WHERE status='planned') planned, "
27 + "count(*) FILTER (WHERE status='unsupported') unsupported, count(*) FILTER (WHERE status='pending_configuration') pending FROM datasets").fetchone()
28 + inst = conn.execute("SELECT count(*) n, count(*) FILTER (WHERE status='active') active FROM instruments").fetchone()
29 + cov = conn.execute("SELECT count(DISTINCT symbol) symbols, count(DISTINCT session_date) sessions, sum(bar_count) bars, max(session_date) last FROM coverage WHERE dataset_id='market_bars.stock.1m.raw'").fetchone()
30 + jobs = conn.execute("SELECT status, count(*) n FROM ingest_jobs GROUP BY status").fetchall()
31 + recent = conn.execute("SELECT id, kind, dataset_id, status, started_at, finished_at, left(last_error,120) last_error, result FROM ingest_jobs ORDER BY created_at DESC LIMIT 8").fetchall()
32 + fund = conn.execute("SELECT count(DISTINCT entity_id) entities, count(*) facts FROM fundamentals_facts WHERE superseded_at IS NULL").fetchone()
33 + an = conn.execute("SELECT severity, count(*) n FROM quality_anomalies WHERE created_at > now() - interval '7 days' GROUP BY 1").fetchall()
34 + return {"datasets": ds, "instruments": inst, "bars_1m": cov, "jobs": {r["status"]: r["n"] for r in jobs}, "recent_jobs": recent,
35 + "fundamentals": fund, "anomalies_7d": {r["severity"]: r["n"] for r in an}, "health": evaluate()}
added services/api/src/findata_api/routers/instruments.py +47 −0
@@ -0,0 +1,47 @@
1 +from __future__ import annotations
2 +
3 +from fastapi import APIRouter, Depends, Query
4 +
5 +from findata_api import auth as A
6 +from findata_core.db import connection
7 +
8 +router = APIRouter(prefix="/instruments", tags=["instruments"])
9 +
10 +
11 +@router.get("")
12 +def search(query: str = Query("", max_length=64), asset_class: str | None = None, status: str | None = None,
13 + limit: int = Query(50, le=500), cursor: str | None = None, p: A.Principal = Depends(A.require("read:market"))):
14 + q = query.strip()
15 + sql = "SELECT instrument_id, symbol, name, asset_class, status, first_date, last_date, currency FROM instruments WHERE true"
16 + params: list = []
17 + if q:
18 + sql += " AND (upper(symbol) LIKE %s OR lower(name) LIKE %s)"
19 + params += [q.upper() + "%", "%" + q.lower() + "%"]
20 + if asset_class:
21 + sql += " AND asset_class=%s"
22 + params.append(asset_class)
23 + if status:
24 + sql += " AND status=%s"
25 + params.append(status)
26 + if cursor:
27 + sql += " AND symbol > %s"
28 + params.append(cursor)
29 + sql += " ORDER BY (upper(symbol) = %s) DESC, symbol LIMIT %s"
30 + params += [q.upper(), limit + 1]
31 + with connection() as conn:
32 + rows = conn.execute(sql, params).fetchall()
33 + total = conn.execute("SELECT count(*) n, count(*) FILTER (WHERE status='active') active FROM instruments").fetchone()
34 + nxt = rows[limit]["symbol"] if len(rows) > limit else None
35 + return {"data": rows[:limit], "meta": {"total_instruments": total["n"], "active": total["active"]}, "next_cursor": nxt if not q else None}
36 +
37 +
38 +@router.get("/{symbol}")
39 +def detail(symbol: str, p: A.Principal = Depends(A.require("read:market"))):
40 + sym = symbol.upper()
41 + with connection() as conn:
42 + inst = conn.execute("SELECT * FROM instruments WHERE symbol=%s ORDER BY asset_class LIMIT 1", (sym,)).fetchone()
43 + aliases = conn.execute("SELECT a.* FROM instrument_aliases a JOIN instruments i ON i.instrument_id=a.instrument_id WHERE a.symbol=%s OR i.symbol=%s", (sym, sym)).fetchall()
44 + actions = conn.execute("SELECT action_type, ex_date, value FROM corporate_actions WHERE instrument_id LIKE %s ORDER BY ex_date DESC LIMIT 200", (f"firstrate:%:{sym}",)).fetchall()
45 + cov = conn.execute("SELECT dataset_id, count(*) sessions, min(session_date) d0, max(session_date) d1, sum(bar_count) bars FROM coverage WHERE symbol=%s GROUP BY dataset_id", (sym,)).fetchall()
46 + fund = conn.execute("SELECT count(*) facts, max(fiscal_period_end) last_period, max(filing_date) last_filing FROM fundamentals_facts WHERE entity_id=%s AND superseded_at IS NULL", (f"frd:{sym}",)).fetchone()
47 + return {"instrument": inst, "aliases": aliases, "corporate_actions": actions, "coverage": cov, "fundamentals": fund}
added services/api/src/findata_api/routers/market.py +104 −0
@@ -0,0 +1,104 @@
1 +from __future__ import annotations
2 +
3 +import base64
4 +import io
5 +from datetime import date, datetime
6 +from typing import Literal
7 +
8 +import pyarrow as pa
9 +import pyarrow.ipc as ipc
10 +from fastapi import APIRouter, Depends, Query, Request, Response
11 +from fastapi.responses import StreamingResponse
12 +
13 +from findata_api import auth as A
14 +from findata_api import metrics as M
15 +from findata_api.errors import ApiError
16 +from findata_api.ratelimit import record_usage
17 +from findata_core.config import get_settings
18 +from findata_core.db import connection
19 +from findata_ingest.reader import apply_adjustment, read_bars
20 +
21 +router = APIRouter(prefix="/market", tags=["market"])
22 +INTERVAL_DS = {"1m": "market_bars.{a}.1m.raw", "5m": "market_bars.{a}.5m.raw", "1d": "market_bars.{a}.1d.raw"}
23 +MAX_SPAN_DAYS = {"1m": 31, "5m": 186, "1d": 3660}
24 +PAGE_MAX = 10_000
25 +
26 +
27 +def _dataset_for(symbol: str, interval: str) -> tuple[str, str]:
28 + with connection() as conn:
29 + inst = conn.execute("SELECT asset_class FROM instruments WHERE symbol=%s ORDER BY (asset_class='stock') DESC LIMIT 1", (symbol,)).fetchone()
30 + asset = inst["asset_class"] if inst else "stock"
31 + if interval not in INTERVAL_DS:
32 + raise ApiError(400, "bad_interval", "interval must be one of 1m, 5m, 1d")
33 + return INTERVAL_DS[interval].format(a=asset), asset
34 +
35 +
36 +@router.get("/bars")
37 +def bars(request: Request, response: Response,
38 + symbol: str = Query(..., min_length=1, max_length=20), interval: Literal["1m", "5m", "1d"] = "1m",
39 + start: date = Query(...), end: date = Query(...), adjustment: Literal["raw", "split", "split_div"] = "raw",
40 + limit: int = Query(5000, ge=1, le=PAGE_MAX), cursor: str | None = None,
41 + format: Literal["json", "arrow", "csv"] = "json", version: int | None = None,
42 + p: A.Principal = Depends(A.require("read:market"))):
43 + sym = symbol.upper().strip()
44 + if end < start:
45 + raise ApiError(400, "bad_range", "end must be >= start")
46 + if (end - start).days > MAX_SPAN_DAYS[interval]:
47 + raise ApiError(413, "range_too_large", f"{interval} requests are limited to {MAX_SPAN_DAYS[interval]} days per call; "
48 + "use POST /api/v1/exports for larger ranges (async Parquet).", max_days=MAX_SPAN_DAYS[interval])
49 + dataset_id, asset = _dataset_for(sym, interval)
50 + table, meta = read_bars(dataset_id, [sym], start, end, version=version)
51 + notes: list[str] = []
52 + if adjustment != "raw":
53 + table, notes = apply_adjustment(table, adjustment)
54 + # cursor = base64(last timestamp_utc isoformat)
55 + if cursor:
56 + try:
57 + after = datetime.fromisoformat(base64.urlsafe_b64decode(cursor.encode()).decode())
58 + except Exception: # noqa: BLE001
59 + raise ApiError(400, "bad_cursor", "invalid cursor") from None
60 + import pyarrow.compute as pc
61 + table = table.filter(pc.greater(table.column("timestamp_utc"), pa.scalar(after, pa.timestamp("us", tz="UTC"))))
62 + total = table.num_rows
63 + page = table.slice(0, limit)
64 + next_cursor = None
65 + if total > limit:
66 + last = page.column("timestamp_utc")[-1].as_py()
67 + next_cursor = base64.urlsafe_b64encode(last.isoformat().encode()).decode()
68 + response.headers["X-Dataset-Id"] = dataset_id
69 + response.headers["X-Dataset-Version"] = str(meta.get("version"))
70 + M.ROWS.labels("bars").inc(page.num_rows)
71 + record_usage(p.label, rows=page.num_rows)
72 + if format == "arrow":
73 + sink = io.BytesIO()
74 + with ipc.new_stream(sink, page.schema) as w:
75 + w.write_table(page)
76 + headers = {"X-Dataset-Id": dataset_id, "X-Dataset-Version": str(meta.get("version")), "X-Next-Cursor": next_cursor or ""}
77 + return Response(sink.getvalue(), media_type="application/vnd.apache.arrow.stream", headers=headers)
78 + if format == "csv":
79 + import pyarrow.csv as pcsv
80 + sink = io.BytesIO()
81 + pcsv.write_csv(page.drop_columns(["quality_flags"]) if "quality_flags" in page.column_names else page, sink)
82 + return StreamingResponse(iter([sink.getvalue()]), media_type="text/csv",
83 + headers={"Content-Disposition": f'attachment; filename="{sym}_{interval}_{start}_{end}.csv"', "X-Next-Cursor": next_cursor or ""})
84 + rows = page.to_pylist()
85 + for r in rows:
86 + r["timestamp_utc"] = r["timestamp_utc"].isoformat().replace("+00:00", "Z")
87 + r["session_date"] = r["session_date"].isoformat()
88 + r["ingested_at"] = r["ingested_at"].isoformat().replace("+00:00", "Z")
89 + return {"data": rows, "meta": {**meta, "symbol": sym, "interval": interval, "adjustment": adjustment, "start": str(start), "end": str(end),
90 + "rows": len(rows), "rows_matching": total, "adjustment_notes": notes, "timestamp_convention": "bar_open",
91 + "license": "frd-private: no redistribution"}, "next_cursor": next_cursor}
92 +
93 +
94 +@router.get("/sessions")
95 +def sessions(symbol: str, interval: Literal["1m", "5m"] = "1m", start: date | None = None, end: date | None = None,
96 + p: A.Principal = Depends(A.require("read:market"))):
97 + """Per-session coverage for one symbol (bar counts vs expected regular-hours bars)."""
98 + sym = symbol.upper()
99 + dataset_id, _ = _dataset_for(sym, interval)
100 + with connection() as conn:
101 + rows = conn.execute("SELECT session_date, bar_count, expected_bars, first_ts, last_ts, flags FROM coverage WHERE dataset_id=%s AND symbol=%s "
102 + "AND (%s::date IS NULL OR session_date>=%s) AND (%s::date IS NULL OR session_date<=%s) ORDER BY session_date DESC LIMIT 2000",
103 + (dataset_id, sym, start, start, end, end)).fetchall()
104 + return {"data": rows, "meta": {"dataset_id": dataset_id, "symbol": sym}}
added services/api/src/findata_api/routers/quality.py +31 −0
@@ -0,0 +1,31 @@
1 +from __future__ import annotations
2 +
3 +from fastapi import APIRouter, Depends, Query
4 +
5 +from findata_api import auth as A
6 +from findata_core.db import connection
7 +
8 +router = APIRouter(prefix="/quality", tags=["quality"])
9 +
10 +
11 +@router.get("")
12 +def quality(dataset_id: str = "market_bars.stock.1m.raw", p: A.Principal = Depends(A.require("read:market"))):
13 + with connection() as conn:
14 + report = conn.execute("SELECT * FROM quality_reports WHERE dataset_id=%s ORDER BY created_at DESC LIMIT 1", (dataset_id,)).fetchone()
15 + by_code = conn.execute("SELECT code, severity, count(*) n, sum((detail->>'rows')::int) rows FROM quality_anomalies WHERE dataset_id=%s AND created_at > now() - interval '30 days' GROUP BY 1,2 ORDER BY n DESC", (dataset_id,)).fetchall()
16 + reports = conn.execute("SELECT id, created_at, rows_checked, anomalies, summary FROM quality_reports WHERE dataset_id=%s ORDER BY created_at DESC LIMIT 30", (dataset_id,)).fetchall()
17 + return {"latest": report, "anomalies_by_code_30d": by_code, "reports": reports,
18 + "codes": {"ohlc_inconsistent": "high < max(open,close) or low > min(open,close)", "nonpositive_price": "price <= 0",
19 + "negative_volume": "volume < 0", "zero_volume": "volume == 0 (vendor normally omits these)", "fractional_volume": "non-integral volume",
20 + "off_interval": "timestamp not on the interval grid", "duplicate": "duplicate (symbol, timestamp)",
21 + "outside_session": "outside 04:00–20:00 ET", "non_trading_day": "bars on a non-session date", "price_jump": ">25 % move between consecutive bars"}}
22 +
23 +
24 +@router.get("/anomalies")
25 +def anomalies(dataset_id: str = "market_bars.stock.1m.raw", code: str | None = None, severity: str | None = None, symbol: str | None = None,
26 + limit: int = Query(200, le=5000), p: A.Principal = Depends(A.require("read:market"))):
27 + with connection() as conn:
28 + rows = conn.execute("SELECT id, symbol, session_date, code, severity, detail, created_at FROM quality_anomalies WHERE dataset_id=%s "
29 + "AND (%s::text IS NULL OR code=%s) AND (%s::text IS NULL OR severity=%s) AND (%s::text IS NULL OR symbol=%s) ORDER BY created_at DESC, id DESC LIMIT %s",
30 + (dataset_id, code, code, severity, severity, symbol, symbol, limit)).fetchall()
31 + return {"data": rows}
added services/api/src/findata_api/routers/query.py +54 −0
@@ -0,0 +1,54 @@
1 +from __future__ import annotations
2 +
3 +import time
4 +
5 +from fastapi import APIRouter, Depends, Request
6 +from pydantic import BaseModel, Field
7 +
8 +from findata_api import auth as A
9 +from findata_api import metrics as M
10 +from findata_api.errors import ApiError
11 +from findata_api.ratelimit import record_usage
12 +from findata_core.config import get_settings
13 +from findata_ingest.reader import dataset_views, run_sql
14 +
15 +router = APIRouter(prefix="/query", tags=["query"])
16 +
17 +
18 +class QueryIn(BaseModel):
19 + sql: str = Field(..., max_length=20000)
20 + max_rows: int = Field(1000, ge=1, le=100_000)
21 +
22 +
23 +@router.post("")
24 +def query(body: QueryIn, request: Request, p: A.Principal = Depends(A.require("query"))):
25 + s = get_settings()
26 + views = dataset_views()
27 + t0 = time.monotonic()
28 + try:
29 + tbl, meta = run_sql(body.sql, min(body.max_rows, s.query_max_rows), s.query_timeout_seconds, views)
30 + except ValueError as e:
31 + raise ApiError(400, "query_rejected", str(e)) from None
32 + except TimeoutError as e:
33 + raise ApiError(408, "query_timeout", str(e)) from None
34 + except Exception as e: # noqa: BLE001
35 + raise ApiError(400, "query_error", str(e)[:500]) from None
36 + rows = tbl.to_pylist()
37 + for r in rows:
38 + for k, v in r.items():
39 + if hasattr(v, "isoformat"):
40 + r[k] = v.isoformat()
41 + M.ROWS.labels("query").inc(len(rows))
42 + record_usage(p.label, rows=len(rows))
43 + A.audit(request, "query.sql", None, rows=len(rows), ms=int((time.monotonic() - t0) * 1000), sql=body.sql[:500])
44 + return {"columns": [{"name": f.name, "type": str(f.type)} for f in tbl.schema], "rows": rows,
45 + "meta": {**meta, "rows": len(rows), "elapsed_ms": int((time.monotonic() - t0) * 1000),
46 + "views": sorted(views), "engine": "duckdb (read-only, sandboxed, 1 statement)"}}
47 +
48 +
49 +@router.get("/views")
50 +def views(p: A.Principal = Depends(A.require("query"))):
51 + v = dataset_views()
52 + return {"views": [{"name": k, "files": len(paths)} for k, paths in sorted(v.items())],
53 + "examples": ["SELECT symbol_as_reported, count(*) bars FROM market_bars_stock_1m_raw GROUP BY 1 ORDER BY 2 DESC LIMIT 20",
54 + "SELECT session_date, min(low) lo, max(high) hi, sum(volume) vol FROM market_bars_stock_1m_raw WHERE symbol_as_reported='AAPL' GROUP BY 1 ORDER BY 1"]}
added services/ingest/pyproject.toml +19 −0
@@ -0,0 +1,19 @@
1 +[project]
2 +name = "findata-ingest"
3 +version = "0.1.0"
4 +requires-python = ">=3.12"
5 +dependencies = ["findata-core", "findata-schema", "findata-quality", "findata-market-firstrate", "findata-fundamentals",
6 + "pyarrow>=18.0", "polars>=1.12", "duckdb>=1.1", "typer>=0.12"]
7 +[project.scripts]
8 +findata = "findata_ingest.cli:app"
9 +[tool.uv.sources]
10 +findata-core = { workspace = true }
11 +findata-schema = { workspace = true }
12 +findata-quality = { workspace = true }
13 +findata-market-firstrate = { workspace = true }
14 +findata-fundamentals = { workspace = true }
15 +[build-system]
16 +requires = ["hatchling"]
17 +build-backend = "hatchling.build"
18 +[tool.hatch.build.targets.wheel]
19 +packages = ["src/findata_ingest"]
added services/ingest/src/findata_ingest/__init__.py +1 −0
@@ -0,0 +1 @@
1 +"""findata_ingest — lake writer (single-writer, atomic publication, versioned manifests), durable job queue, tasks."""
added services/ingest/src/findata_ingest/cli.py +138 −0
@@ -0,0 +1,138 @@
1 +"""`findata` operator CLI."""
2 +from __future__ import annotations
3 +
4 +import json
5 +from pathlib import Path
6 +from typing import Optional
7 +
8 +import typer
9 +
10 +app = typer.Typer(no_args_is_help=True, help="FinData OS operator CLI")
11 +ingest_app = typer.Typer(no_args_is_help=True)
12 +app.add_typer(ingest_app, name="ingest")
13 +
14 +
15 +@app.command()
16 +def migrate() -> None:
17 + """Apply database migrations."""
18 + from findata_core.db import migrate as _m
19 + applied = _m()
20 + typer.echo(f"applied: {applied or 'nothing'}")
21 +
22 +
23 +@app.command()
24 +def discover(source: str = "all") -> None:
25 + """Sanitized live probe of vendor capabilities (no bulk download)."""
26 + out = {}
27 + if source in ("all", "firstrate"):
28 + from findata_market_firstrate import FirstRateMarketConnector
29 + out["firstrate"] = FirstRateMarketConnector().discover()
30 + if source in ("all", "firstrate_fundamentals"):
31 + from findata_fundamentals import FirstRateFundamentalsConnector
32 + out["firstrate_fundamentals"] = FirstRateFundamentalsConnector().discover()
33 + if source in ("all", "sec_edgar"):
34 + from findata_fundamentals import SecEdgarConnector
35 + out["sec_edgar"] = SecEdgarConnector().status()
36 + typer.echo(json.dumps(out, indent=2, default=str))
37 +
38 +
39 +@app.command()
40 +def worker(once: bool = False, no_scheduler: bool = False, kinds: Optional[str] = None) -> None:
41 + """Run the single ingest worker (+ scheduler)."""
42 + from findata_ingest.worker import main
43 + main(once=once, kinds=kinds.split(",") if kinds else None, with_scheduler=not no_scheduler)
44 +
45 +
46 +@ingest_app.command("metadata")
47 +def ingest_metadata(types: str = "stock,etf") -> None:
48 + from findata_ingest import queue
49 + typer.echo(queue.enqueue("metadata", None, {"types": types.split(",")}, priority=10, created_by="cli"))
50 +
51 +
52 +@ingest_app.command("incremental")
53 +def ingest_incremental(type_: str = typer.Option("stock", "--type"), period: str = "day", timeframe: str = "1min",
54 + adjustment: str = "UNADJUSTED", force: bool = False) -> None:
55 + from findata_ingest import queue
56 + from findata_ingest.tasks.common import DATASET_ASSET
57 + typer.echo(queue.enqueue("incremental", DATASET_ASSET[type_], {"type": type_, "period": period, "timeframe": timeframe,
58 + "adjustment": adjustment, "force": force}, priority=20, created_by="cli"))
59 +
60 +
61 +@ingest_app.command("backfill")
62 +def ingest_backfill(ticker_range: str, type_: str = typer.Option("stock", "--type"), timeframe: str = "1min",
63 + adjustment: str = "UNADJUSTED", symbols: Optional[str] = None, max_symbols: int = 0) -> None:
64 + """Bounded backfill of one ticker_range letter (full archive). Disk budget enforced by the lake."""
65 + from findata_ingest import queue
66 + from findata_ingest.tasks.common import DATASET_ASSET
67 + for letter in ticker_range.upper():
68 + jid = queue.enqueue("backfill", DATASET_ASSET[type_], {"type": type_, "ticker_range": letter, "timeframe": timeframe, "adjustment": adjustment,
69 + "symbols": symbols.split(",") if symbols else None, "max_symbols": max_symbols}, priority=35, created_by="cli",
70 + dedupe_key=f"backfill:{type_}:{letter}:{timeframe}:{adjustment}")
71 + typer.echo(f"{letter}: {jid or 'already queued'}")
72 +
73 +
74 +@ingest_app.command("fundamentals")
75 +def ingest_fundamentals(tickers: str) -> None:
76 + from findata_ingest import queue
77 + typer.echo(queue.enqueue("fundamentals", "fundamentals.financials", {"tickers": tickers.split(",")}, priority=30, created_by="cli"))
78 +
79 +
80 +@ingest_app.command("derive")
81 +def ingest_derive(dates: Optional[str] = None, source: str = "market_bars.stock.1m.raw") -> None:
82 + from findata_ingest import queue
83 + typer.echo(queue.enqueue("derive", source.replace(".1m.", ".5m."), {"source_dataset": source, "target_interval": "5m", "dates": dates.split(",") if dates else []}, created_by="cli"))
84 +
85 +
86 +@ingest_app.command("compaction")
87 +def ingest_compaction(dataset: str = "market_bars.stock.1m.raw", min_age_days: int = 35) -> None:
88 + from findata_ingest import queue
89 + typer.echo(queue.enqueue("compaction", dataset, {"min_age_days": min_age_days}, priority=60, created_by="cli"))
90 +
91 +
92 +@ingest_app.command("jobs")
93 +def ingest_jobs(limit: int = 20) -> None:
94 + from findata_core.db import fetch_all
95 + for r in fetch_all("SELECT id, kind, dataset_id, status, attempts, created_at, finished_at, left(last_error, 80) err FROM ingest_jobs ORDER BY created_at DESC LIMIT %s", (limit,)):
96 + typer.echo(f"{str(r['id'])[:8]} {r['kind']:<12} {str(r['dataset_id']):<28} {r['status']:<9} a={r['attempts']} {r['created_at']:%m-%d %H:%M} {r['err'] or ''}")
97 +
98 +
99 +@app.command()
100 +def backup(now: bool = True) -> None:
101 + from findata_ingest import queue
102 + typer.echo(queue.enqueue("backup", None, {}, priority=5, created_by="cli"))
103 +
104 +
105 +@app.command("restore-drill")
106 +def restore_drill(dest: Path = Path("/tmp/findata-restore-drill"), dataset: str = "market_bars.stock.1m.raw") -> None:
107 + from findata_core.config import get_settings
108 + from findata_ingest.tasks.backup import restore_drill as rd
109 + typer.echo(json.dumps(rd(get_settings().backup_target, dest, dataset), indent=2, default=str))
110 +
111 +
112 +@app.command("create-owner")
113 +def create_owner(email: str, password: Optional[str] = None) -> None:
114 + """Create (or reset the password of) the owner account; prints the TOTP provisioning URI."""
115 + from findata_api.auth import create_owner as _co
116 + typer.echo(json.dumps(_co(email, password), indent=2))
117 +
118 +
119 +@app.command("create-key")
120 +def create_key(email: str, name: str, scopes: str = "read:market,read:fundamentals,query,export") -> None:
121 + from findata_api.auth import create_api_key_for_email
122 + typer.echo(json.dumps(create_api_key_for_email(email, name, scopes.split(",")), indent=2))
123 +
124 +
125 +@app.command()
126 +def status() -> None:
127 + from findata_core.db import fetch_all, fetch_one
128 + from findata_ingest.lake import Lake
129 + lake = Lake()
130 + typer.echo(f"lake {lake.root} free {lake.free_gb():.1f} GB curated {lake.used_bytes('curated')/1e9:.2f} GB raw {lake.used_bytes('raw')/1e9:.2f} GB")
131 + for r in fetch_all("SELECT d.id, d.status, d.current_version, v.file_count, v.row_count, v.bytes FROM datasets d LEFT JOIN dataset_versions v ON v.dataset_id=d.id AND v.version=d.current_version ORDER BY d.id"):
132 + typer.echo(f" {r['id']:<36} {r['status']:<22} v{r['current_version']:<4} files={r['file_count'] or 0:<6} rows={r['row_count'] or 0:<12} {(r['bytes'] or 0)/1e6:.1f} MB")
133 + q = fetch_one("SELECT count(*) FILTER (WHERE status='queued') q, count(*) FILTER (WHERE status='running') r, count(*) FILTER (WHERE status='dead') d FROM ingest_jobs")
134 + typer.echo(f"jobs queued={q['q']} running={q['r']} dead={q['d']}")
135 +
136 +
137 +if __name__ == "__main__":
138 + app()
added services/ingest/src/findata_ingest/lake.py +227 −0
@@ -0,0 +1,227 @@
1 +"""Parquet lake: layout, atomic publication, versions and snapshots.
2 +
3 +Layout (relative to FINDATA_LAKE):
4 + raw/<source>/<dataset>/<YYYY>/<archive>.zip immutable vendor archives (+ sha256 in raw_archives)
5 + curated/<dataset>/delta/session_date=YYYY-MM-DD/part-<id>.parquet one file per session (all symbols, sorted)
6 + curated/<dataset>/base/symbol=<SYM>/year=YYYY/part-<id>.parquet compacted / backfilled history
7 + manifests/<dataset>/v<version>.json reproducible snapshot manifests
8 + _tmp/ staging (same filesystem → atomic rename)
9 + _retired/<dataset>/... files removed from the live set (GC after 7 days)
10 + exports/<export_id>.<ext>
11 +
12 +Invariant: at any dataset version, each (instrument_id, timestamp_utc) is in exactly one live file.
13 +Only the ingest worker writes under curated/ (file lock `.writer.lock`); the API only reads.
14 +"""
15 +from __future__ import annotations
16 +
17 +import fcntl
18 +import hashlib
19 +import json
20 +import os
21 +import shutil
22 +import uuid
23 +from dataclasses import dataclass
24 +from datetime import UTC, date, datetime
25 +from pathlib import Path
26 +from typing import Any
27 +
28 +import pyarrow as pa
29 +import pyarrow.parquet as pq
30 +
31 +from findata_core.config import get_settings
32 +from findata_core.db import transaction
33 +
34 +ROW_GROUP_INTRADAY = 65_536
35 +ROW_GROUP_DAILY = 1_000_000
36 +
37 +
38 +@dataclass
39 +class WrittenFile:
40 + rel_path: str
41 + layout: str
42 + symbol_min: str
43 + symbol_max: str
44 + date_min: date
45 + date_max: date
46 + row_count: int
47 + bytes: int
48 + sha256: str
49 +
50 +
51 +class WriterLock:
52 + def __init__(self, lake: Path):
53 + self.path = lake / ".writer.lock"
54 + self._fh = None
55 +
56 + def __enter__(self):
57 + self.path.parent.mkdir(parents=True, exist_ok=True)
58 + self._fh = open(self.path, "w")
59 + try:
60 + fcntl.flock(self._fh, fcntl.LOCK_EX | fcntl.LOCK_NB)
61 + except BlockingIOError as e:
62 + raise RuntimeError("another lake writer holds the lock") from e
63 + self._fh.write(f"{os.getpid()} {datetime.now(UTC).isoformat()}\n")
64 + self._fh.flush()
65 + return self
66 +
67 + def __exit__(self, *exc):
68 + if self._fh:
69 + fcntl.flock(self._fh, fcntl.LOCK_UN)
70 + self._fh.close()
71 +
72 +
73 +class Lake:
74 + def __init__(self, root: Path | None = None):
75 + self.root = (root or get_settings().lake).expanduser()
76 + for sub in ("raw", "curated", "manifests", "_tmp", "_retired", "exports"):
77 + (self.root / sub).mkdir(parents=True, exist_ok=True)
78 +
79 + # ------------------------------------------------------------------ paths
80 + def raw_dir(self, source_id: str, dataset_id: str) -> Path:
81 + p = self.root / "raw" / source_id / dataset_id / str(datetime.now(UTC).year)
82 + p.mkdir(parents=True, exist_ok=True)
83 + return p
84 +
85 + def abs(self, rel: str) -> Path:
86 + return self.root / rel
87 +
88 + def resolve(self, rel: str) -> Path:
89 + """Live path, or its retired location (older snapshots stay readable until GC after 7 days)."""
90 + p = self.root / rel
91 + if p.exists():
92 + return p
93 + if rel.startswith("curated/"):
94 + r = self.root / "_retired" / rel[len("curated/"):]
95 + if r.exists():
96 + return r
97 + return p
98 +
99 + def free_gb(self) -> float:
100 + st = os.statvfs(self.root)
101 + return st.f_bavail * st.f_frsize / 1e9
102 +
103 + def used_bytes(self, sub: str = "curated") -> int:
104 + total = 0
105 + for p in (self.root / sub).rglob("*"):
106 + if p.is_file():
107 + total += p.stat().st_size
108 + return total
109 +
110 + def check_budget(self) -> None:
111 + s = get_settings()
112 + if self.free_gb() < s.lake_hard_min_free_gb:
113 + raise RuntimeError(f"lake hard stop: only {self.free_gb():.1f} GB free (< {s.lake_hard_min_free_gb} GB)")
114 +
115 + # ------------------------------------------------------------------ writing
116 + def write_table(self, dataset_id: str, table: pa.Table, layout: str, partition: dict[str, str],
117 + sort: bool = True) -> WrittenFile:
118 + """Write a Parquet file into _tmp then move it atomically under curated/. Does NOT register it."""
119 + self.check_budget()
120 + if table.num_rows == 0:
121 + raise ValueError("refusing to write an empty file")
122 + if sort:
123 + table = table.sort_by([("symbol_as_reported", "ascending"), ("timestamp_utc", "ascending")])
124 + part_dir = "/".join(f"{k}={v}" for k, v in partition.items())
125 + rel = f"curated/{dataset_id}/{layout}/{part_dir}/part-{uuid.uuid4().hex[:12]}.parquet"
126 + final = self.root / rel
127 + tmp = self.root / "_tmp" / f"{uuid.uuid4().hex}.parquet"
128 + interval = table.column("interval")[0].as_py() if "interval" in table.column_names else "1d"
129 + rg = ROW_GROUP_DAILY if interval == "1d" else ROW_GROUP_INTRADAY
130 + pq.write_table(table, tmp, compression="zstd", compression_level=3, row_group_size=rg,
131 + write_statistics=True, use_dictionary=["symbol_as_reported", "instrument_id", "asset_class",
132 + "interval", "currency", "adjustment_type", "source_id"])
133 + with open(tmp, "rb") as f:
134 + os.fsync(f.fileno())
135 + digest = _sha256(tmp)
136 + final.parent.mkdir(parents=True, exist_ok=True)
137 + os.replace(tmp, final)
138 + syms = table.column("symbol_as_reported")
139 + dates = table.column("session_date")
140 + import pyarrow.compute as pc
141 + return WrittenFile(rel_path=rel, layout=layout, symbol_min=pc.min(syms).as_py(), symbol_max=pc.max(syms).as_py(),
142 + date_min=pc.min(dates).as_py(), date_max=pc.max(dates).as_py(), row_count=table.num_rows,
143 + bytes=final.stat().st_size, sha256=digest)
144 +
145 + # ------------------------------------------------------------------ publication (atomic, versioned)
146 + def publish(self, dataset_id: str, added: list[WrittenFile], retire_paths: list[str], ingest_run_id: str | None,
147 + note: str = "") -> dict[str, Any]:
148 + """One transaction: register added files, retire replaced files, bump the dataset version, write manifest.
149 + Retired files are moved to _retired/ *after* commit (readers that already opened them keep working)."""
150 + with transaction() as conn:
151 + row = conn.execute("SELECT current_version FROM datasets WHERE id=%s FOR UPDATE", (dataset_id,)).fetchone()
152 + if row is None:
153 + raise RuntimeError(f"unknown dataset {dataset_id}")
154 + version = int(row["current_version"]) + 1
155 + for p in retire_paths:
156 + conn.execute("UPDATE lake_files SET version_removed=%s WHERE path=%s AND version_removed IS NULL", (version, p))
157 + for f in added:
158 + conn.execute(
159 + "INSERT INTO lake_files(dataset_id, path, layout, symbol_min, symbol_max, date_min, date_max, row_count, bytes, sha256, version_added, ingest_run_id) "
160 + "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)",
161 + (dataset_id, f.rel_path, f.layout, f.symbol_min, f.symbol_max, f.date_min, f.date_max, f.row_count, f.bytes, f.sha256, version, ingest_run_id))
162 + live = conn.execute("SELECT path, sha256, row_count, bytes FROM lake_files WHERE dataset_id=%s AND version_removed IS NULL ORDER BY path",
163 + (dataset_id,)).fetchall()
164 + snapshot_id = hashlib.sha256("\n".join(f"{r['path']} {r['sha256']}" for r in live).encode()).hexdigest()
165 + file_count = len(live)
166 + row_count = sum(int(r["row_count"]) for r in live)
167 + nbytes = sum(int(r["bytes"]) for r in live)
168 + conn.execute("INSERT INTO dataset_versions(dataset_id, version, snapshot_id, file_count, row_count, bytes, ingest_run_id, note) VALUES (%s,%s,%s,%s,%s,%s,%s,%s)",
169 + (dataset_id, version, snapshot_id, file_count, row_count, nbytes, ingest_run_id, note))
170 + conn.execute("UPDATE datasets SET current_version=%s, updated_at=now() WHERE id=%s", (version, dataset_id))
171 + manifest = {"dataset_id": dataset_id, "version": version, "snapshot_id": snapshot_id,
172 + "created_at": datetime.now(UTC).isoformat(), "ingest_run_id": ingest_run_id, "note": note,
173 + "files": [{"path": r["path"], "sha256": r["sha256"], "rows": int(r["row_count"]), "bytes": int(r["bytes"])} for r in live]}
174 + mpath = self.root / "manifests" / dataset_id / f"v{version}.json"
175 + mpath.parent.mkdir(parents=True, exist_ok=True)
176 + tmp = mpath.with_suffix(".json.tmp")
177 + tmp.write_text(json.dumps(manifest, indent=1, default=str))
178 + os.replace(tmp, mpath)
179 + for p in retire_paths:
180 + src = self.root / p
181 + if src.exists():
182 + dst = self.root / "_retired" / p[len("curated/"):] if p.startswith("curated/") else self.root / "_retired" / p
183 + dst.parent.mkdir(parents=True, exist_ok=True)
184 + shutil.move(str(src), str(dst))
185 + return {"version": version, "snapshot_id": snapshot_id, "file_count": file_count, "row_count": row_count, "bytes": nbytes}
186 +
187 + def gc_retired(self, older_than_days: int = 7) -> int:
188 + cutoff = datetime.now(UTC).timestamp() - older_than_days * 86400
189 + n = 0
190 + for p in (self.root / "_retired").rglob("*.parquet"):
191 + if p.stat().st_mtime < cutoff:
192 + p.unlink()
193 + n += 1
194 + for p in (self.root / "_tmp").glob("*"):
195 + if p.stat().st_mtime < datetime.now(UTC).timestamp() - 86400:
196 + p.unlink()
197 + return n
198 +
199 +
200 +def _sha256(path: Path) -> str:
201 + h = hashlib.sha256()
202 + with open(path, "rb") as f:
203 + for chunk in iter(lambda: f.read(4 * 1024 * 1024), b""):
204 + h.update(chunk)
205 + return h.hexdigest()
206 +
207 +
208 +def live_files(conn, dataset_id: str, symbols: list[str] | None = None, start: date | None = None,
209 + end: date | None = None, version: int | None = None) -> list[dict[str, Any]]:
210 + """Files to scan for a query (planner). `version=None` → current live set."""
211 + sql = "SELECT path, layout, symbol_min, symbol_max, date_min, date_max, row_count FROM lake_files WHERE dataset_id=%s"
212 + params: list[Any] = [dataset_id]
213 + if version is None:
214 + sql += " AND version_removed IS NULL"
215 + else:
216 + sql += " AND version_added <= %s AND (version_removed IS NULL OR version_removed > %s)"
217 + params += [version, version]
218 + if start is not None:
219 + sql += " AND date_max >= %s"
220 + params.append(start)
221 + if end is not None:
222 + sql += " AND date_min <= %s"
223 + params.append(end)
224 + rows = conn.execute(sql, params).fetchall()
225 + if symbols:
226 + rows = [r for r in rows if any(r["symbol_min"] <= s <= r["symbol_max"] for s in symbols)]
227 + return rows
added services/ingest/src/findata_ingest/queue.py +108 −0
@@ -0,0 +1,108 @@
1 +"""Durable job queue on PostgreSQL (SELECT … FOR UPDATE SKIP LOCKED). Survives reboots; retries with
2 +exponential backoff + jitter; dead-letter after max_attempts; checkpoints keyed by scope."""
3 +from __future__ import annotations
4 +
5 +import json
6 +import random
7 +import socket
8 +from datetime import UTC, datetime, timedelta
9 +from typing import Any
10 +
11 +from findata_core.db import connection, transaction
12 +from findata_core.redact import redact
13 +from findata_core.config import get_settings
14 +
15 +WORKER_ID = f"{socket.gethostname()}:{random.randint(1000, 9999)}"
16 +
17 +
18 +def enqueue(kind: str, dataset_id: str | None = None, params: dict[str, Any] | None = None, priority: int = 50,
19 + dedupe_key: str | None = None, max_attempts: int = 5, created_by: str = "system",
20 + run_at: datetime | None = None) -> str | None:
21 + """Insert a job; returns id, or None if a job with the same dedupe_key is already queued/running."""
22 + with transaction() as conn:
23 + if dedupe_key:
24 + r = conn.execute("SELECT id FROM ingest_jobs WHERE dedupe_key=%s", (dedupe_key,)).fetchone()
25 + if r:
26 + st = conn.execute("SELECT status FROM ingest_jobs WHERE id=%s", (r["id"],)).fetchone()["status"]
27 + if st in ("queued", "running"):
28 + return None
29 + conn.execute("UPDATE ingest_jobs SET dedupe_key=NULL WHERE id=%s", (r["id"],))
30 + r = conn.execute(
31 + "INSERT INTO ingest_jobs(kind, dataset_id, params, priority, dedupe_key, max_attempts, created_by, next_run_at) "
32 + "VALUES (%s,%s,%s,%s,%s,%s,%s,%s) RETURNING id",
33 + (kind, dataset_id, json.dumps(params or {}), priority, dedupe_key, max_attempts, created_by,
34 + run_at or datetime.now(UTC))).fetchone()
35 + return str(r["id"])
36 +
37 +
38 +def claim_next(kinds: list[str] | None = None) -> dict[str, Any] | None:
39 + with transaction() as conn:
40 + sql = ("SELECT * FROM ingest_jobs WHERE status='queued' AND next_run_at <= now() "
41 + + ("AND kind = ANY(%s) " if kinds else "") +
42 + "ORDER BY priority, next_run_at LIMIT 1 FOR UPDATE SKIP LOCKED")
43 + job = conn.execute(sql, (kinds,) if kinds else None).fetchone()
44 + if not job:
45 + return None
46 + conn.execute("UPDATE ingest_jobs SET status='running', attempts=attempts+1, locked_by=%s, locked_at=now(), "
47 + "started_at=COALESCE(started_at, now()) WHERE id=%s", (WORKER_ID, job["id"]))
48 + run = conn.execute("INSERT INTO ingest_runs(job_id, worker, code_version) VALUES (%s,%s,%s) RETURNING id",
49 + (job["id"], WORKER_ID, _code_version())).fetchone()
50 + job = dict(job)
51 + job["attempts"] += 1
52 + job["run_id"] = str(run["id"])
53 + return job
54 +
55 +
56 +def finish(job: dict[str, Any], ok: bool, result: dict[str, Any] | None = None, error: str | None = None) -> None:
57 + secrets = get_settings().secret_values()
58 + with transaction() as conn:
59 + if ok:
60 + conn.execute("UPDATE ingest_jobs SET status='succeeded', finished_at=now(), locked_by=NULL, result=%s, last_error=NULL WHERE id=%s",
61 + (json.dumps(result or {}, default=str), job["id"]))
62 + conn.execute("UPDATE ingest_runs SET status='succeeded', finished_at=now(), stats=%s WHERE id=%s",
63 + (json.dumps(result or {}, default=str), job["run_id"]))
64 + return
65 + msg = redact(error or "unknown error", secrets)[:4000]
66 + dead = job["attempts"] >= job["max_attempts"]
67 + if dead:
68 + conn.execute("UPDATE ingest_jobs SET status='dead', finished_at=now(), locked_by=NULL, last_error=%s WHERE id=%s", (msg, job["id"]))
69 + else:
70 + delay = min(3600, 30 * 2 ** job["attempts"]) + random.uniform(0, 30)
71 + conn.execute("UPDATE ingest_jobs SET status='queued', locked_by=NULL, last_error=%s, next_run_at=%s WHERE id=%s",
72 + (msg, datetime.now(UTC) + timedelta(seconds=delay), job["id"]))
73 + conn.execute("UPDATE ingest_runs SET status=%s, finished_at=now(), stats=%s WHERE id=%s",
74 + ("dead" if dead else "failed", json.dumps({"error": msg}), job["run_id"]))
75 +
76 +
77 +def progress(job_id: str, data: dict[str, Any]) -> None:
78 + with transaction() as conn:
79 + conn.execute("UPDATE ingest_jobs SET progress=%s WHERE id=%s", (json.dumps(data, default=str), job_id))
80 +
81 +
82 +def set_checkpoint(scope: str, key: str, value: dict[str, Any]) -> None:
83 + with transaction() as conn:
84 + conn.execute("INSERT INTO checkpoints(scope, key, value) VALUES (%s,%s,%s) ON CONFLICT (scope, key) DO UPDATE SET value=EXCLUDED.value, updated_at=now()",
85 + (scope, key, json.dumps(value, default=str)))
86 +
87 +
88 +def get_checkpoint(scope: str, key: str) -> dict[str, Any] | None:
89 + with connection() as conn:
90 + r = conn.execute("SELECT value FROM checkpoints WHERE scope=%s AND key=%s", (scope, key)).fetchone()
91 + return r["value"] if r else None
92 +
93 +
94 +def requeue_stale(max_age_minutes: int = 240) -> int:
95 + """Jobs left 'running' by a crashed worker are re-queued (idempotent tasks + checkpoints make this safe)."""
96 + with transaction() as conn:
97 + r = conn.execute("UPDATE ingest_jobs SET status='queued', locked_by=NULL, next_run_at=now() WHERE status='running' "
98 + "AND locked_at < now() - make_interval(mins => %s) RETURNING id", (max_age_minutes,)).fetchall()
99 + return len(r)
100 +
101 +
102 +def _code_version() -> str:
103 + import subprocess
104 + try:
105 + return subprocess.run(["git", "rev-parse", "--short", "HEAD"], capture_output=True, text=True, timeout=5,
106 + cwd=str(get_settings().root)).stdout.strip() or "unknown"
107 + except Exception: # noqa: BLE001
108 + return "unknown"
added services/ingest/src/findata_ingest/reader.py +161 −0
@@ -0,0 +1,161 @@
1 +"""Read side: DuckDB over the live Parquet file set selected from the Postgres manifest (`lake_files`).
2 +
3 +Adjustments are applied at query time from `corporate_actions` (explicit, reproducible):
4 + split : multiply prices by Π(1/ratio) for splits with ex_date > bar session_date; divide volume by the same factor
5 + split_div : additionally multiply by Π(1 - div/prev_close) for dividends with ex_date > session_date
6 + (prev_close = last raw close strictly before ex_date in the requested data — if unavailable the
7 + dividend factor is skipped and reported in `adjustment_notes`).
8 +"""
9 +from __future__ import annotations
10 +
11 +from datetime import date
12 +from typing import Any
13 +
14 +import duckdb
15 +import pyarrow as pa
16 +
17 +from findata_core.config import get_settings
18 +from findata_core.db import connection
19 +from findata_ingest.lake import Lake, live_files
20 +from findata_schema import BARS_SCHEMA
21 +
22 +
23 +def _con(read_only: bool = True) -> duckdb.DuckDBPyConnection:
24 + con = duckdb.connect(database=":memory:", config={"threads": 8, "memory_limit": "8GB", "TimeZone": "UTC"})
25 + return con
26 +
27 +
28 +def _arrow(con: duckdb.DuckDBPyConnection, sql: str, params: dict[str, Any] | None) -> pa.Table:
29 + try:
30 + rel = con.sql(sql, params=params) if params else con.sql(sql)
31 + return rel.to_arrow_table()
32 + except TypeError: # older duckdb without params= on sql()
33 + return con.execute(sql, params).fetch_arrow_table()
34 +
35 +
36 +def empty_bars() -> pa.Table:
37 + return pa.table({f.name: pa.array([], type=f.type) for f in BARS_SCHEMA}, schema=BARS_SCHEMA)
38 +
39 +
40 +def read_bars(dataset_id: str, symbols: list[str], start: date | None, end: date | None, version: int | None = None,
41 + limit: int | None = None, columns: list[str] | None = None, lake: Lake | None = None) -> tuple[pa.Table, dict[str, Any]]:
42 + lake = lake or Lake()
43 + with connection() as conn:
44 + files = live_files(conn, dataset_id, symbols, start, end, version)
45 + ver = conn.execute("SELECT current_version FROM datasets WHERE id=%s", (dataset_id,)).fetchone()
46 + meta = {"dataset_id": dataset_id, "version": version if version is not None else (ver["current_version"] if ver else None),
47 + "files_scanned": len(files)}
48 + if not files:
49 + return empty_bars(), meta
50 + paths = [str(lake.resolve(f["path"])) for f in files]
51 + con = _con()
52 + con.register("paths", pa.table({"p": paths}))
53 + cols = ", ".join(columns) if columns else "*"
54 + where = ["symbol_as_reported IN (SELECT UNNEST($syms))"]
55 + params: dict[str, Any] = {"syms": symbols}
56 + if start:
57 + where.append("session_date >= $start")
58 + params["start"] = start
59 + if end:
60 + where.append("session_date <= $end")
61 + params["end"] = end
62 + sql = f"SELECT {cols} FROM read_parquet($paths, union_by_name=true, hive_partitioning=false) WHERE {' AND '.join(where)} ORDER BY symbol_as_reported, timestamp_utc"
63 + params["paths"] = paths
64 + if limit:
65 + sql += f" LIMIT {int(limit) + 1}"
66 + tbl = _arrow(con, sql, params)
67 + meta["truncated"] = bool(limit and tbl.num_rows > limit)
68 + if limit and tbl.num_rows > limit:
69 + tbl = tbl.slice(0, limit)
70 + if not columns:
71 + tbl = tbl.cast(BARS_SCHEMA)
72 + return tbl, meta
73 +
74 +
75 +def apply_adjustment(table: pa.Table, adjustment: str, lake: Lake | None = None) -> tuple[pa.Table, list[str]]:
76 + """Return an adjusted copy of raw bars (`adjustment_type` column updated). Never mutates the lake."""
77 + if adjustment in ("raw", None) or table.num_rows == 0:
78 + return table, []
79 + import polars as pl
80 + df = pl.from_arrow(table)
81 + syms = df.get_column("symbol_as_reported").unique().to_list()
82 + iids = [f"firstrate:{df.filter(pl.col('symbol_as_reported') == s).get_column('asset_class')[0]}:{s}" for s in syms]
83 + with connection() as conn:
84 + acts = conn.execute("SELECT instrument_id, action_type, ex_date, value::float8 AS value FROM corporate_actions WHERE instrument_id = ANY(%s) ORDER BY ex_date",
85 + (iids,)).fetchall()
86 + notes: list[str] = []
87 + if not acts:
88 + notes.append("no corporate actions on file for requested symbols")
89 + return df.with_columns(pl.lit(adjustment).alias("adjustment_type")).to_arrow().cast(BARS_SCHEMA), notes
90 + out_frames = []
91 + for s in syms:
92 + sub = df.filter(pl.col("symbol_as_reported") == s).sort("timestamp_utc")
93 + iid = f"firstrate:{sub.get_column('asset_class')[0]}:{s}"
94 + factor = pl.Series("f", [1.0] * sub.height)
95 + sd = sub.get_column("session_date")
96 + for a in acts:
97 + if a["instrument_id"] != iid:
98 + continue
99 + if a["action_type"] == "split":
100 + f = 1.0 / float(a["value"])
101 + factor = factor * pl.Series([f if d < a["ex_date"] else 1.0 for d in sd])
102 + elif a["action_type"] == "dividend" and adjustment == "split_div":
103 + prev = sub.filter(pl.col("session_date") < a["ex_date"]).get_column("close")
104 + if prev.len() == 0:
105 + notes.append(f"{s}: dividend {a['ex_date']} skipped (no prior close in range)")
106 + continue
107 + f = 1.0 - float(a["value"]) / float(prev[-1])
108 + factor = factor * pl.Series([f if d < a["ex_date"] else 1.0 for d in sd])
109 + sub = sub.with_columns(factor.alias("_f")).with_columns(
110 + (pl.col("open") * pl.col("_f")).alias("open"), (pl.col("high") * pl.col("_f")).alias("high"),
111 + (pl.col("low") * pl.col("_f")).alias("low"), (pl.col("close") * pl.col("_f")).alias("close"),
112 + (pl.col("volume") / pl.col("_f")).alias("volume"), pl.lit(adjustment).alias("adjustment_type")).drop("_f")
113 + out_frames.append(sub)
114 + res = pl.concat(out_frames).sort(["symbol_as_reported", "timestamp_utc"])
115 + return res.to_arrow().cast(BARS_SCHEMA), notes
116 +
117 +
118 +def run_sql(sql: str, max_rows: int, timeout_s: int, views: dict[str, list[str]] | None = None) -> tuple[pa.Table, dict[str, Any]]:
119 + """Sandboxed read-only SQL: DuckDB in-memory, external access limited to the registered dataset views."""
120 + import re
121 + import threading
122 +
123 + forbidden = re.compile(r"\b(attach|copy|export|import|install|load|create|insert|update|delete|drop|alter|pragma|set|call|read_csv|read_json|read_text|glob|httpfs)\b", re.I)
124 + if forbidden.search(sql) or ";" in sql.strip().rstrip(";"):
125 + raise ValueError("only a single read-only SELECT statement is allowed")
126 + if not re.match(r"^\s*(select|with|describe|show|summarize)\b", sql, re.I):
127 + raise ValueError("statement must start with SELECT / WITH")
128 + con = _con()
129 + lake_root = str(Lake().root).replace("'", "''")
130 + con.execute(f"SET allowed_directories = ['{lake_root}/curated', '{lake_root}/_retired']")
131 + for name, paths in (views or {}).items():
132 + if not re.fullmatch(r"[a-z][a-z0-9_]*", name):
133 + raise ValueError(f"bad view name {name}")
134 + if paths:
135 + lst = ", ".join("'" + p.replace("'", "''") + "'" for p in paths)
136 + con.execute(f"CREATE VIEW {name} AS SELECT * FROM read_parquet([{lst}], union_by_name=true, hive_partitioning=false)")
137 + else:
138 + con.execute(f"CREATE VIEW {name} AS SELECT * FROM (VALUES (NULL)) t(empty) WHERE false")
139 + con.execute("SET enable_external_access = false")
140 + timer = threading.Timer(timeout_s, con.interrupt)
141 + timer.start()
142 + try:
143 + tbl = _arrow(con, f"SELECT * FROM ({sql.strip().rstrip(';')}) q LIMIT {int(max_rows) + 1}", None)
144 + except duckdb.InterruptException as e:
145 + raise TimeoutError(f"query exceeded {timeout_s}s") from e
146 + finally:
147 + timer.cancel()
148 + truncated = tbl.num_rows > max_rows
149 + return tbl.slice(0, max_rows), {"truncated": truncated}
150 +
151 +
152 +def dataset_views() -> dict[str, list[str]]:
153 + """Map SQL view names (dataset ids with dots → underscores) to live file lists."""
154 + lake = Lake()
155 + out: dict[str, list[str]] = {}
156 + with connection() as conn:
157 + ds = conn.execute("SELECT id FROM datasets WHERE kind IN ('market_bars','derived')").fetchall()
158 + for d in ds:
159 + files = live_files(conn, d["id"])
160 + out[d["id"].replace(".", "_")] = [str(lake.abs(f["path"])) for f in files]
161 + return out
added services/ingest/src/findata_ingest/tasks/__init__.py +13 −0
@@ -0,0 +1,13 @@
1 +from findata_ingest.tasks import backfill, backup, compaction, derive, fundamentals, incremental, metadata, quality # noqa: F401
2 +
3 +REGISTRY = {
4 + "metadata": metadata.run,
5 + "incremental": incremental.run,
6 + "backfill": backfill.run,
7 + "derive": derive.run,
8 + "compaction": compaction.run,
9 + "fundamentals": fundamentals.run,
10 + "backup": backup.run,
11 + "quality": quality.run,
12 + "gc": quality.gc,
13 +}
added services/ingest/src/findata_ingest/tasks/backfill.py +111 −0
@@ -0,0 +1,111 @@
1 +"""Bounded historical backfill from `period=full&ticker_range=<letter>` archives → base files per (symbol, year).
2 +
3 +Streams one vendor file (one ticker, full history) at a time so memory stays flat. Dates that already have a live
4 +delta file are excluded (they are compacted later) so the no-duplicate invariant holds. Resumable: progress
5 +checkpoint `job:<id>/done_symbols`; a restarted job skips symbols already published.
6 +"""
7 +from __future__ import annotations
8 +
9 +from typing import Any
10 +
11 +import pyarrow as pa
12 +import pyarrow.compute as pc
13 +
14 +from findata_core.db import connection, transaction
15 +from findata_ingest import queue
16 +from findata_ingest.lake import Lake
17 +from findata_ingest.tasks.common import DATASET_ASSET, live_delta_dates, record_anomalies, record_quality_report, record_raw_archive, upsert_coverage
18 +from findata_market_firstrate import FirstRateMarketConnector
19 +from findata_schema import Interval
20 +from findata_schema.connector import FetchRequest
21 +
22 +
23 +def run(job: dict[str, Any], lake: Lake, log) -> dict[str, Any]:
24 + p = job.get("params") or {}
25 + asset = p.get("type", "stock")
26 + letter = p["ticker_range"]
27 + timeframe = p.get("timeframe", "1min")
28 + adjustment = p.get("adjustment", "UNADJUSTED")
29 + only = set(s.upper() for s in (p.get("symbols") or []))
30 + max_symbols = int(p.get("max_symbols") or 0)
31 + dataset_id = job.get("dataset_id") or DATASET_ASSET[asset]
32 + run_id = job.get("run_id")
33 + interval = Interval({"1min": "1m", "5min": "5m", "30min": "30m", "1hour": "1h", "1day": "1d"}[timeframe])
34 + conn_fr = FirstRateMarketConnector()
35 +
36 + ck = queue.get_checkpoint(f"job:{job['id']}", "state") or {}
37 + done = set(ck.get("done_symbols") or [])
38 + raw_rel = ck.get("raw_path")
39 + if raw_rel and (lake.root / raw_rel).exists():
40 + from findata_schema.connector import FetchResult
41 + from datetime import datetime
42 + res = FetchResult(request=FetchRequest(dataset_id, {"type": asset, "period": "full", "ticker_range": letter, "timeframe": timeframe, "adjustment": adjustment}),
43 + path=lake.root / raw_rel, sha256=ck["sha256"], bytes=ck["bytes"], fetched_at=datetime.fromisoformat(ck["fetched_at"]),
44 + vendor_last_update=None)
45 + log.info("backfill.resume", done=len(done), archive=raw_rel)
46 + else:
47 + req = FetchRequest(dataset_id=dataset_id, params={"endpoint": "data_file", "type": asset, "period": "full", "ticker_range": letter,
48 + "timeframe": timeframe, "adjustment": adjustment})
49 + queue.progress(job["id"], {"stage": "download", "ticker_range": letter})
50 + res = conn_fr.fetch_range(req, lake.raw_dir("firstrate", dataset_id))
51 + raw_rel = str(res.path.relative_to(lake.root))
52 + with transaction() as conn:
53 + record_raw_archive(conn, "firstrate", dataset_id, req.params, raw_rel, res.sha256, res.bytes, res.file_count, res.vendor_last_update, run_id)
54 + queue.set_checkpoint(f"job:{job['id']}", "state", {"raw_path": raw_rel, "sha256": res.sha256, "bytes": res.bytes,
55 + "fetched_at": res.fetched_at.isoformat(), "done_symbols": sorted(done)})
56 + log.info("backfill.downloaded", bytes=res.bytes, files=res.file_count)
57 +
58 + with connection() as conn:
59 + delta_dates = live_delta_dates(conn, dataset_id)
60 + stats = {"symbols": 0, "rows": 0, "files": 0, "skipped_rows_in_delta": 0, "anomalies": 0}
61 + for batch in conn_fr.normalize(res, symbols=list(only) if only else None):
62 + if batch.symbol in done:
63 + continue
64 + if max_symbols and stats["symbols"] >= max_symbols:
65 + break
66 + rep = conn_fr.validate(batch)
67 + t = batch.table
68 + if delta_dates:
69 + mask = pc.invert(pc.is_in(t.column("session_date"), value_set=pa.array(sorted(delta_dates), pa.date32())))
70 + kept = t.filter(mask)
71 + stats["skipped_rows_in_delta"] += t.num_rows - kept.num_rows
72 + t = kept
73 + if t.num_rows == 0:
74 + done.add(batch.symbol)
75 + queue.set_checkpoint(f"job:{job['id']}", "state", {"raw_path": raw_rel, "sha256": res.sha256, "bytes": res.bytes,
76 + "fetched_at": res.fetched_at.isoformat(), "done_symbols": sorted(done)})
77 + continue
78 + years = pc.year(t.column("session_date"))
79 + written = []
80 + for y in sorted(set(years.to_pylist())):
81 + ty = t.filter(pc.equal(years, y))
82 + written.append(lake.write_table(dataset_id, ty, "base", {"symbol": batch.symbol, "year": str(y)}))
83 + # retire previous base files of this symbol/year (re-backfill replaces)
84 + with connection() as conn:
85 + old = conn.execute("SELECT path FROM lake_files WHERE dataset_id=%s AND layout='base' AND version_removed IS NULL AND symbol_min=%s AND symbol_max=%s",
86 + (dataset_id, batch.symbol, batch.symbol)).fetchall()
87 + lake.publish(dataset_id, written, [o["path"] for o in old], run_id, note=f"backfill {asset} {letter} {batch.symbol}")
88 + with transaction() as conn:
89 + upsert_coverage(conn, dataset_id, t, interval)
90 + record_anomalies(conn, dataset_id, rep.anomalies, run_id, limit=500)
91 + stats["symbols"] += 1
92 + stats["rows"] += t.num_rows
93 + stats["files"] += len(written)
94 + stats["anomalies"] += len(rep.anomalies)
95 + done.add(batch.symbol)
96 + queue.set_checkpoint(f"job:{job['id']}", "state", {"raw_path": raw_rel, "sha256": res.sha256, "bytes": res.bytes,
97 + "fetched_at": res.fetched_at.isoformat(), "done_symbols": sorted(done)})
98 + queue.progress(job["id"], {"stage": "publish", **stats, "last_symbol": batch.symbol})
99 + with transaction() as conn:
100 + conn.execute("UPDATE raw_archives SET status='published' WHERE sha256=%s", (res.sha256,))
101 + record_quality_report(conn, dataset_id, run_id, stats["rows"], [])
102 + if not p.get("keep_raw", False) and p.get("delete_raw_after_publish", True):
103 + # full archives are re-downloadable; sha256 stays in raw_archives
104 + res.path.unlink(missing_ok=True)
105 + with transaction() as conn:
106 + conn.execute("UPDATE raw_archives SET status='deleted_after_publish', path=NULL WHERE sha256=%s", (res.sha256,))
107 + if interval == Interval.m1 and stats["rows"]:
108 + queue.enqueue("derive", dataset_id.replace(".1m.", ".5m."), {"source_dataset": dataset_id, "target_interval": "5m",
109 + "symbols": sorted(done)}, priority=45, dedupe_key=f"derive:{dataset_id}:5m:backfill:{job['id']}")
110 + log.info("backfill.done", **stats)
111 + return stats
added services/ingest/src/findata_ingest/tasks/backup.py +95 −0
@@ -0,0 +1,95 @@
1 +"""Encrypted-at-rest-by-FileVault-free policy: backups are rsync'ed over SSH (encrypted in transit) to a second
2 +LAN node, plus a pg_dump of the metadata database. Restore drill: `findata backup restore-drill`."""
3 +from __future__ import annotations
4 +
5 +import os
6 +import subprocess
7 +from datetime import UTC, datetime
8 +from pathlib import Path
9 +from typing import Any
10 +
11 +from findata_core.config import get_settings
12 +from findata_core.db import transaction
13 +from findata_ingest.lake import Lake
14 +
15 +
16 +def _env() -> dict[str, str]:
17 + env = dict(os.environ)
18 + env["PATH"] = "/opt/homebrew/opt/postgresql@17/bin:/opt/homebrew/bin:/usr/bin:/bin:/usr/sbin:/sbin"
19 + return env
20 +
21 +
22 +def run(job: dict[str, Any], lake: Lake, log) -> dict[str, Any]:
23 + s = get_settings()
24 + target = (job.get("params") or {}).get("target") or s.backup_target
25 + if not target:
26 + raise RuntimeError("FINDATA_BACKUP_TARGET not configured")
27 + host, _, remote_dir = target.partition(":")
28 + stamp = datetime.now(UTC).strftime("%Y%m%dT%H%M%SZ")
29 + dumps = lake.root / "_pgdump"
30 + dumps.mkdir(exist_ok=True)
31 + dump = dumps / f"findata-{stamp}.sql.zst"
32 + url = s.database_url.get_secret_value()
33 + cmd = f"pg_dump --no-owner --no-privileges '{url}' | zstd -q -T0 -o '{dump}'"
34 + r = subprocess.run(["bash", "-c", cmd], capture_output=True, text=True, env=_env(), timeout=3600)
35 + if r.returncode != 0:
36 + raise RuntimeError(f"pg_dump failed: {r.stderr[-500:]}")
37 + for old in sorted(dumps.glob("findata-*.sql.zst"))[:-14]:
38 + old.unlink()
39 + subprocess.run(["ssh", "-o", "BatchMode=yes", host, f"mkdir -p {remote_dir}/lake {remote_dir}/pgdump"], check=True, timeout=60, env=_env())
40 + excludes = ["--exclude", "_tmp/", "--exclude", "_retired/", "--exclude", "exports/", "--exclude", ".writer.lock"]
41 + rs = subprocess.run(["rsync", "-a", "--delete", "--stats", *excludes, f"{lake.root}/", f"{host}:{remote_dir}/lake/"],
42 + capture_output=True, text=True, env=_env(), timeout=6 * 3600)
43 + if rs.returncode != 0:
44 + raise RuntimeError(f"rsync failed: {rs.stderr[-500:]}")
45 + rs2 = subprocess.run(["rsync", "-a", f"{dumps}/", f"{host}:{remote_dir}/pgdump/"], capture_output=True, text=True, env=_env(), timeout=3600)
46 + if rs2.returncode != 0:
47 + raise RuntimeError(f"rsync pgdump failed: {rs2.stderr[-500:]}")
48 + # verification: remote file count + bytes of curated/
49 + v = subprocess.run(["ssh", "-o", "BatchMode=yes", host, f"find {remote_dir}/lake/curated -type f | wc -l; du -sk {remote_dir}/lake/curated | cut -f1"],
50 + capture_output=True, text=True, env=_env(), timeout=600)
51 + remote_files, remote_kb = [x.strip() for x in v.stdout.strip().splitlines()[:2]] if v.returncode == 0 else ("?", "?")
52 + local_files = sum(1 for p in (lake.root / "curated").rglob("*") if p.is_file())
53 + stats = {"at": stamp, "target": target, "pg_dump": dump.name, "pg_dump_bytes": dump.stat().st_size,
54 + "rsync_summary": [ln for ln in rs.stdout.splitlines() if "Number of files" in ln or "Total transferred" in ln or "Total file size" in ln],
55 + "remote_curated_files": remote_files, "local_curated_files": local_files, "remote_curated_kb": remote_kb,
56 + "verified": str(local_files) == str(remote_files)}
57 + with transaction() as conn:
58 + conn.execute("INSERT INTO settings_kv(key, value) VALUES ('last_backup', %s) ON CONFLICT (key) DO UPDATE SET value=EXCLUDED.value, updated_at=now()",
59 + (__import__("json").dumps(stats, default=str),))
60 + log.info("backup.done", **{k: v for k, v in stats.items() if k != "rsync_summary"})
61 + return stats
62 +
63 +
64 +def restore_drill(target: str, dest: Path, dataset_id: str = "market_bars.stock.1m.raw") -> dict[str, Any]:
65 + """Restore the latest pg_dump into a scratch database and the lake into `dest`, then verify manifest hashes."""
66 + import hashlib
67 + import json
68 + s = get_settings()
69 + host, _, remote_dir = target.partition(":")
70 + dest.mkdir(parents=True, exist_ok=True)
71 + subprocess.run(["rsync", "-a", f"{host}:{remote_dir}/lake/curated/{dataset_id}/", f"{dest}/curated/{dataset_id}/"], check=True, env=_env(), timeout=3600)
72 + subprocess.run(["rsync", "-a", f"{host}:{remote_dir}/lake/manifests/{dataset_id}/", f"{dest}/manifests/{dataset_id}/"], check=True, env=_env(), timeout=600)
73 + latest = subprocess.run(["ssh", "-o", "BatchMode=yes", host, f"ls -1 {remote_dir}/pgdump | sort | tail -1"], capture_output=True, text=True, env=_env(), timeout=60).stdout.strip()
74 + subprocess.run(["rsync", "-a", f"{host}:{remote_dir}/pgdump/{latest}", f"{dest}/"], check=True, env=_env(), timeout=600)
75 + base_url = s.database_url.get_secret_value().rsplit("/", 1)[0]
76 + scratch = f"findata_restore_{datetime.now(UTC).strftime('%H%M%S')}"
77 + subprocess.run(["bash", "-c", f"psql '{base_url}/postgres' -qc 'CREATE DATABASE {scratch}' && zstd -dc '{dest}/{latest}' | psql -q '{base_url}/{scratch}' >/dev/null"],
78 + check=True, env=_env(), timeout=3600)
79 + out = subprocess.run(["bash", "-c", f"psql -tA '{base_url}/{scratch}' -c \"SELECT count(*) FROM lake_files WHERE dataset_id='{dataset_id}' AND version_removed IS NULL\""],
80 + capture_output=True, text=True, env=_env(), timeout=120).stdout.strip()
81 + manifests = sorted((dest / "manifests" / dataset_id).glob("v*.json"), key=lambda p: int(p.stem[1:]))
82 + verified = 0
83 + missing = 0
84 + if manifests:
85 + m = json.loads(manifests[-1].read_text())
86 + for f in m["files"]:
87 + p = dest / f["path"]
88 + if not p.exists():
89 + missing += 1
90 + continue
91 + h = hashlib.sha256(p.read_bytes()).hexdigest()
92 + verified += int(h == f["sha256"])
93 + subprocess.run(["bash", "-c", f"psql '{base_url}/postgres' -qc 'DROP DATABASE {scratch}'"], env=_env(), timeout=120)
94 + return {"pg_dump": latest, "restored_lake_files_in_db": out, "manifest_version": manifests[-1].stem if manifests else None,
95 + "files_hash_verified": verified, "files_missing": missing, "dest": str(dest)}
added services/ingest/src/findata_ingest/tasks/common.py +73 −0
@@ -0,0 +1,73 @@
1 +from __future__ import annotations
2 +
3 +import json
4 +from datetime import UTC, date, datetime
5 +from typing import Any
6 +
7 +import pyarrow as pa
8 +
9 +from findata_core.db import transaction
10 +from findata_ingest.lake import Lake, WrittenFile
11 +from findata_quality.validators import session_coverage
12 +from findata_schema import Interval
13 +
14 +DATASET_ASSET = {"stock": "market_bars.stock.1m.raw", "etf": "market_bars.etf.1m.raw", "index": "market_bars.index.1m.raw",
15 + "fx": "market_bars.fx.1m.raw", "crypto": "market_bars.crypto.1m.raw", "futures": "market_bars.futures.1m.continuous"}
16 +
17 +
18 +def record_raw_archive(conn, source_id: str, dataset_id: str, request: dict[str, Any], rel_path: str, sha256: str,
19 + nbytes: int, file_count: int | None, vendor_last_update: date | None, run_id: str | None) -> tuple[str, bool]:
20 + """Insert raw archive row; returns (id, is_new). Same sha256 → already known (idempotent re-fetch)."""
21 + r = conn.execute("SELECT id, status FROM raw_archives WHERE source_id=%s AND sha256=%s", (source_id, sha256)).fetchone()
22 + if r:
23 + return str(r["id"]), False
24 + r = conn.execute(
25 + "INSERT INTO raw_archives(source_id, dataset_id, request, path, sha256, bytes, file_count, vendor_last_update, ingest_run_id, status) "
26 + "VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,'stored') RETURNING id",
27 + (source_id, dataset_id, json.dumps(request, default=str), rel_path, sha256, nbytes, file_count, vendor_last_update, run_id)).fetchone()
28 + return str(r["id"]), True
29 +
30 +
31 +def upsert_coverage(conn, dataset_id: str, table: pa.Table, interval: Interval) -> int:
32 + rows = session_coverage(table, interval)
33 + for r in rows:
34 + conn.execute(
35 + "INSERT INTO coverage(dataset_id, symbol, session_date, bar_count, first_ts, last_ts, expected_bars, flags) "
36 + "VALUES (%s,%s,%s,%s,%s,%s,%s,%s) ON CONFLICT (dataset_id, symbol, session_date) DO UPDATE SET bar_count=EXCLUDED.bar_count, "
37 + "first_ts=EXCLUDED.first_ts, last_ts=EXCLUDED.last_ts, expected_bars=EXCLUDED.expected_bars, flags=EXCLUDED.flags, updated_at=now()",
38 + (dataset_id, r["symbol"], r["session_date"], r["bar_count"], r["first_ts"], r["last_ts"], r["expected_bars"], r["flags"]))
39 + return len(rows)
40 +
41 +
42 +def record_anomalies(conn, dataset_id: str, anomalies: list[dict[str, Any]], run_id: str | None, limit: int = 5000) -> int:
43 + n = 0
44 + for a in anomalies[:limit]:
45 + conn.execute("INSERT INTO quality_anomalies(dataset_id, symbol, session_date, code, severity, detail, ingest_run_id) VALUES (%s,%s,%s,%s,%s,%s,%s)",
46 + (dataset_id, a.get("symbol"), a.get("session_date"), a["code"], a["severity"], json.dumps(a.get("detail", {}), default=str), run_id))
47 + n += 1
48 + return n
49 +
50 +
51 +def record_quality_report(conn, dataset_id: str, run_id: str | None, rows: int, anomalies: list[dict[str, Any]]) -> None:
52 + summary: dict[str, int] = {}
53 + for a in anomalies:
54 + summary[a["code"]] = summary.get(a["code"], 0) + int(a.get("detail", {}).get("rows", 1))
55 + conn.execute("INSERT INTO quality_reports(dataset_id, ingest_run_id, rows_checked, anomalies, summary) VALUES (%s,%s,%s,%s,%s)",
56 + (dataset_id, run_id, rows, len(anomalies), json.dumps(summary)))
57 +
58 +
59 +def live_delta_paths_for_dates(conn, dataset_id: str, dates: list[date]) -> list[str]:
60 + if not dates:
61 + return []
62 + rows = conn.execute("SELECT path FROM lake_files WHERE dataset_id=%s AND layout='delta' AND version_removed IS NULL AND date_min = ANY(%s)",
63 + (dataset_id, dates)).fetchall()
64 + return [r["path"] for r in rows]
65 +
66 +
67 +def live_delta_dates(conn, dataset_id: str) -> set[date]:
68 + rows = conn.execute("SELECT DISTINCT date_min FROM lake_files WHERE dataset_id=%s AND layout='delta' AND version_removed IS NULL", (dataset_id,)).fetchall()
69 + return {r["date_min"] for r in rows}
70 +
71 +
72 +def now() -> datetime:
73 + return datetime.now(UTC)
added services/ingest/src/findata_ingest/tasks/compaction.py +57 −0
@@ -0,0 +1,57 @@
1 +"""Compaction: merge session_date delta files older than `min_age_days` into base files per (symbol, year).
2 +Asserts the (instrument_id, timestamp_utc) uniqueness invariant before publishing."""
3 +from __future__ import annotations
4 +
5 +from datetime import UTC, datetime, timedelta
6 +from typing import Any
7 +
8 +import duckdb
9 +import pyarrow as pa
10 +
11 +from findata_core.db import connection
12 +from findata_ingest.lake import Lake
13 +from findata_schema import BARS_SCHEMA
14 +
15 +
16 +def run(job: dict[str, Any], lake: Lake, log) -> dict[str, Any]:
17 + p = job.get("params") or {}
18 + dataset_id = job["dataset_id"]
19 + min_age = int(p.get("min_age_days", 35))
20 + max_files = int(p.get("max_delta_files", 40))
21 + cutoff = (datetime.now(UTC) - timedelta(days=min_age)).date()
22 + with connection() as conn:
23 + deltas = conn.execute("SELECT path, date_min FROM lake_files WHERE dataset_id=%s AND layout='delta' AND version_removed IS NULL AND date_max <= %s ORDER BY date_min LIMIT %s",
24 + (dataset_id, cutoff, max_files)).fetchall()
25 + if not deltas:
26 + return {"compacted_files": 0}
27 + paths = [str(lake.abs(d["path"])) for d in deltas]
28 + con = duckdb.connect()
29 + con.execute("SET threads TO 8")
30 + syms = [r[0] for r in con.sql("SELECT DISTINCT symbol_as_reported FROM read_parquet($p, hive_partitioning=false) ORDER BY 1", params={"p": paths}).fetchall()]
31 + years = sorted({d["date_min"].year for d in deltas})
32 + written, retire = [], [d["path"] for d in deltas]
33 + rows = 0
34 + for s in syms:
35 + for y in years:
36 + new = con.sql("SELECT * FROM read_parquet($p, hive_partitioning=false) WHERE symbol_as_reported=$s AND year(session_date)=$y", params={"p": paths, "s": s, "y": y}).to_arrow_table()
37 + if new.num_rows == 0:
38 + continue
39 + with connection() as conn:
40 + old = conn.execute("SELECT path FROM lake_files WHERE dataset_id=%s AND layout='base' AND version_removed IS NULL AND symbol_min=%s AND symbol_max=%s AND date_min>=%s AND date_max<=%s",
41 + (dataset_id, s, s, f"{y}-01-01", f"{y}-12-31")).fetchall()
42 + parts = [new.cast(BARS_SCHEMA)]
43 + for o in old:
44 + t = con.sql("SELECT * FROM read_parquet($p, hive_partitioning=false)", params={"p": [str(lake.abs(o["path"]))]}).to_arrow_table()
45 + parts.append(t.cast(BARS_SCHEMA))
46 + retire.append(o["path"])
47 + merged = pa.concat_tables(parts)
48 + con.register("m", merged)
49 + dup = con.sql("SELECT count(*) AS n FROM (SELECT instrument_id, timestamp_utc FROM m GROUP BY 1,2 HAVING count(*)>1)").fetchall()[0][0]
50 + con.unregister("m")
51 + if dup:
52 + raise RuntimeError(f"compaction invariant violated: {dup} duplicate (instrument_id, timestamp_utc) for {s} {y}")
53 + written.append(lake.write_table(dataset_id, merged, "base", {"symbol": s, "year": str(y)}))
54 + rows += merged.num_rows
55 + pub = lake.publish(dataset_id, written, sorted(set(retire)), job.get("run_id"), note=f"compaction {len(deltas)} delta files")
56 + log.info("compaction.done", deltas=len(deltas), base_files=len(written), rows=rows, **pub)
57 + return {"compacted_files": len(deltas), "base_files_written": len(written), "rows": rows, **pub}
added services/ingest/src/findata_ingest/tasks/derive.py +56 −0
@@ -0,0 +1,56 @@
1 +"""Derive 5-minute (or other) bars from validated 1-minute bars, per session_date (delta layout, supersede)."""
2 +from __future__ import annotations
3 +
4 +from datetime import date
5 +from typing import Any
6 +
7 +import pyarrow as pa
8 +
9 +from findata_core.db import connection, transaction
10 +from findata_ingest.lake import Lake, live_files
11 +from findata_ingest.reader import read_bars
12 +from findata_ingest.tasks.common import live_delta_paths_for_dates, upsert_coverage
13 +from findata_quality import aggregate_bars
14 +from findata_schema import Interval
15 +
16 +
17 +def run(job: dict[str, Any], lake: Lake, log) -> dict[str, Any]:
18 + p = job.get("params") or {}
19 + src = p["source_dataset"]
20 + dst = job.get("dataset_id") or src.replace(".1m.", ".5m.")
21 + target = Interval(p.get("target_interval", "5m"))
22 + dates = [date.fromisoformat(d) for d in p.get("dates", [])]
23 + symbols = p.get("symbols")
24 + run_id = job.get("run_id")
25 + with connection() as conn:
26 + if not dates:
27 + # all live source dates for requested symbols
28 + fl = live_files(conn, src, symbols)
29 + ds = set()
30 + for f in fl:
31 + d = f["date_min"]
32 + while d <= f["date_max"]:
33 + ds.add(d)
34 + d = d.fromordinal(d.toordinal() + 1)
35 + dates = sorted(ds)
36 + all_syms = symbols or [r["symbol"] for r in conn.execute("SELECT DISTINCT symbol FROM coverage WHERE dataset_id=%s AND session_date = ANY(%s)", (src, dates)).fetchall()]
37 + written, rows = [], 0
38 + tables = {}
39 + for d in dates:
40 + t, _ = read_bars(src, all_syms, d, d, lake=lake)
41 + if t.num_rows == 0:
42 + continue
43 + agg = aggregate_bars(t, target, Interval.m1)
44 + tables[d] = agg
45 + rows += agg.num_rows
46 + written.append(lake.write_table(dst, agg, "delta", {"session_date": d.isoformat()}))
47 + if not written:
48 + return {"rows": 0, "dates": len(dates)}
49 + with connection() as conn:
50 + retire = live_delta_paths_for_dates(conn, dst, list(tables)) if not symbols else []
51 + pub = lake.publish(dst, written, retire, run_id, note=f"derive {target.value} from {src}")
52 + with transaction() as conn:
53 + for t in tables.values():
54 + upsert_coverage(conn, dst, t, target)
55 + log.info("derive.done", rows=rows, files=len(written), **pub)
56 + return {"rows": rows, "files": len(written), "dates": len(tables), **pub}
added services/ingest/src/findata_ingest/tasks/fundamentals.py +78 −0
@@ -0,0 +1,78 @@
1 +"""Fundamentals ingestion (FirstRate /api-f) with revision tracking. Params: tickers[] or universe (active stocks,
2 +limit n). Each run: fetch quarterly + annual financials and earnings; compare with latest stored revision per
3 +(entity, metric, period_end, period_type); unchanged → nothing; changed → new revision, restatement_flag, supersede."""
4 +from __future__ import annotations
5 +
6 +from datetime import UTC, datetime
7 +from typing import Any
8 +
9 +from findata_core.db import connection, transaction
10 +from findata_fundamentals import FirstRateFundamentalsConnector, facts_from_financials
11 +from findata_ingest import queue
12 +from findata_ingest.lake import Lake
13 +
14 +
15 +def run(job: dict[str, Any], lake: Lake, log) -> dict[str, Any]:
16 + p = job.get("params") or {}
17 + tickers = [t.upper() for t in (p.get("tickers") or [])]
18 + if not tickers:
19 + n = int(p.get("limit", 50))
20 + with connection() as conn:
21 + tickers = [r["symbol"] for r in conn.execute("SELECT symbol FROM instruments WHERE asset_class='stock' AND status='active' ORDER BY symbol LIMIT %s", (n,)).fetchall()]
22 + fr = FirstRateFundamentalsConnector()
23 + observed = datetime.now(UTC)
24 + run_id = job.get("run_id")
25 + stats = {"tickers": 0, "facts_new": 0, "facts_unchanged": 0, "facts_restated": 0, "earnings": 0, "errors": 0, "pit_fallback": 0}
26 + ck = queue.get_checkpoint(f"job:{job['id']}", "state") or {}
27 + done = set(ck.get("done") or [])
28 + for tk in tickers:
29 + if tk in done:
30 + continue
31 + try:
32 + facts = []
33 + for period in ("quarterly", "annual"):
34 + payload = fr.financials_all(tk, period)
35 + facts.extend(facts_from_financials(payload, observed, tk))
36 + earnings = fr.earnings(tk)
37 + except Exception as e: # noqa: BLE001
38 + stats["errors"] += 1
39 + log.warning("fundamentals.error", ticker=tk, error=str(e)[:200])
40 + continue
41 + with transaction() as conn:
42 + conn.execute("INSERT INTO entities(entity_id, name, tickers) VALUES (%s, (SELECT name FROM instruments WHERE symbol=%s AND asset_class='stock' LIMIT 1), %s) "
43 + "ON CONFLICT (entity_id) DO UPDATE SET tickers=EXCLUDED.tickers, updated_at=now()", (f"frd:{tk}", tk, [tk]))
44 + for f in facts:
45 + if f.pop("pit_fallback", False):
46 + stats["pit_fallback"] += 1
47 + cur = conn.execute("SELECT id, value, revision_id FROM fundamentals_facts WHERE entity_id=%s AND metric=%s AND fiscal_period_end=%s AND fiscal_period_type=%s AND source_id=%s AND superseded_at IS NULL",
48 + (f["entity_id"], f["metric"], f["fiscal_period_end"], f["fiscal_period_type"], f["source_id"])).fetchone()
49 + if cur is not None:
50 + same = (cur["value"] is None and f["value"] is None) or (cur["value"] is not None and f["value"] is not None and abs(float(cur["value"]) - f["value"]) <= 1e-9 * max(1.0, abs(f["value"])))
51 + if same:
52 + stats["facts_unchanged"] += 1
53 + continue
54 + conn.execute("UPDATE fundamentals_facts SET superseded_at=%s WHERE id=%s", (observed, cur["id"]))
55 + rev = int(cur["revision_id"]) + 1
56 + restated = True
57 + stats["facts_restated"] += 1
58 + else:
59 + rev, restated = 1, False
60 + stats["facts_new"] += 1
61 + conn.execute(
62 + "INSERT INTO fundamentals_facts(entity_id, security_id, metric, value, unit, currency, fiscal_period_start, fiscal_period_end, fiscal_period_type, fiscal_year, fiscal_period, "
63 + "filing_date, published_at, available_at, observed_at, source_document, source_id, revision_id, restatement_flag, ingest_run_id) "
64 + "VALUES (%(entity_id)s,%(security_id)s,%(metric)s,%(value)s,%(unit)s,%(currency)s,%(fiscal_period_start)s,%(fiscal_period_end)s,%(fiscal_period_type)s,%(fiscal_year)s,%(fiscal_period)s,"
65 + "%(filing_date)s,%(published_at)s,%(available_at)s,%(observed_at)s,%(source_document)s,%(source_id)s,%(rev)s,%(restated)s,%(run_id)s)",
66 + {**f, "rev": rev, "restated": restated, "run_id": run_id})
67 + for e in earnings:
68 + conn.execute("INSERT INTO earnings_events(entity_id, event_date, eps_estimate, eps_reported, release_time, source_id) VALUES (%s,%s,%s,%s,%s,'firstrate_fundamentals') "
69 + "ON CONFLICT (entity_id, event_date, source_id) DO UPDATE SET eps_estimate=EXCLUDED.eps_estimate, eps_reported=EXCLUDED.eps_reported, release_time=EXCLUDED.release_time, observed_at=now()",
70 + (f"frd:{tk}", e["date"], e.get("eps_estimate"), e.get("eps_reported"), e.get("release_time")))
71 + stats["earnings"] += len(earnings)
72 + stats["tickers"] += 1
73 + done.add(tk)
74 + queue.set_checkpoint(f"job:{job['id']}", "state", {"done": sorted(done)})
75 + queue.progress(job["id"], {**stats, "last": tk})
76 + fr.close()
77 + log.info("fundamentals.done", **stats)
78 + return stats
added services/ingest/src/findata_ingest/tasks/incremental.py +106 −0
@@ -0,0 +1,106 @@
1 +"""Incremental sync of an update archive (period=day|week|month) into session_date delta files.
2 +
3 +Idempotent: the same archive (sha256) is never published twice; a session_date already live is *superseded*
4 +(old file retired, new file added, dataset version +1) so re-fetching cannot create duplicates.
5 +Checkpoints: dataset:<id> / last_archive, last_vendor_update.
6 +"""
7 +from __future__ import annotations
8 +
9 +from collections import defaultdict
10 +from datetime import UTC, datetime
11 +from typing import Any
12 +
13 +import pyarrow as pa
14 +
15 +from findata_core.db import connection, transaction
16 +from findata_ingest import queue
17 +from findata_ingest.lake import Lake
18 +from findata_ingest.tasks.common import (DATASET_ASSET, live_delta_paths_for_dates, record_anomalies, record_quality_report,
19 + record_raw_archive, upsert_coverage)
20 +from findata_market_firstrate import FirstRateMarketConnector
21 +from findata_schema import Interval
22 +from findata_schema.connector import FetchRequest
23 +
24 +
25 +def run(job: dict[str, Any], lake: Lake, log) -> dict[str, Any]:
26 + p = job.get("params") or {}
27 + asset = p.get("type", "stock")
28 + period = p.get("period", "day")
29 + timeframe = p.get("timeframe", "1min")
30 + adjustment = p.get("adjustment", "UNADJUSTED")
31 + dataset_id = job.get("dataset_id") or DATASET_ASSET[asset]
32 + run_id = job.get("run_id")
33 + conn_fr = FirstRateMarketConnector()
34 + vendor_last = conn_fr.client.last_update(asset)
35 + ck = queue.get_checkpoint(f"dataset:{dataset_id}", f"last_vendor_update:{period}") or {}
36 + if ck.get("vendor_last_update") == vendor_last.isoformat() and not p.get("force"):
37 + log.info("incremental.skip", reason="vendor not updated since last run", vendor_last_update=str(vendor_last))
38 + return {"skipped": True, "vendor_last_update": vendor_last.isoformat()}
39 +
40 + req = FetchRequest(dataset_id=dataset_id, params={"endpoint": "data_file", "type": asset, "period": period,
41 + "timeframe": timeframe, "adjustment": adjustment})
42 + queue.progress(job["id"], {"stage": "download"})
43 + res = conn_fr.fetch_range(req, lake.raw_dir("firstrate", dataset_id))
44 + rel_raw = str(res.path.relative_to(lake.root))
45 + with transaction() as conn:
46 + raw_id, is_new = record_raw_archive(conn, "firstrate", dataset_id, req.params, rel_raw, res.sha256, res.bytes, res.file_count, res.vendor_last_update, run_id)
47 + if not is_new:
48 + res.path.unlink(missing_ok=True) # identical bytes already stored immutably
49 + queue.set_checkpoint(f"dataset:{dataset_id}", f"last_vendor_update:{period}", {"vendor_last_update": vendor_last.isoformat(), "sha256": res.sha256})
50 + log.info("incremental.duplicate_archive", sha256=res.sha256[:12])
51 + return {"skipped": True, "reason": "archive already ingested", "sha256": res.sha256}
52 + log.info("incremental.downloaded", bytes=res.bytes, files=res.file_count, vendor_last_update=str(vendor_last))
53 +
54 + # normalize → group rows by session_date (across all symbols)
55 + queue.progress(job["id"], {"stage": "normalize", "bytes": res.bytes})
56 + by_date: dict[Any, list[pa.Table]] = defaultdict(list)
57 + anomalies: list[dict[str, Any]] = []
58 + symbols = 0
59 + raw_rows = 0
60 + dropped = 0
61 + for batch in conn_fr.normalize(res):
62 + rep = conn_fr.validate(batch)
63 + anomalies.extend(rep.anomalies)
64 + symbols += 1
65 + raw_rows += batch.raw_rows
66 + dropped += batch.raw_rows - batch.row_count
67 + t = batch.table
68 + for d in set(t.column("session_date").to_pylist()):
69 + import pyarrow.compute as pc
70 + by_date[d].append(t.filter(pc.equal(t.column("session_date"), pa.scalar(d, pa.date32()))))
71 + if symbols % 1000 == 0:
72 + queue.progress(job["id"], {"stage": "normalize", "symbols": symbols})
73 + if not by_date:
74 + raise RuntimeError("archive produced no rows")
75 +
76 + # write one delta file per session_date, then publish atomically (supersede existing dates)
77 + queue.progress(job["id"], {"stage": "write", "sessions": len(by_date)})
78 + interval = Interval({"1min": "1m", "5min": "5m", "30min": "30m", "1hour": "1h", "1day": "1d"}[timeframe])
79 + written = []
80 + tables = {}
81 + for d in sorted(by_date):
82 + t = pa.concat_tables(by_date[d])
83 + tables[d] = t
84 + written.append(lake.write_table(dataset_id, t, "delta", {"session_date": d.isoformat()}))
85 + with connection() as conn:
86 + retire = live_delta_paths_for_dates(conn, dataset_id, list(tables))
87 + pub = lake.publish(dataset_id, written, retire, run_id, note=f"incremental {asset} {period} {timeframe} {adjustment}")
88 + with transaction() as conn:
89 + conn.execute("UPDATE raw_archives SET status='published' WHERE id=%s", (raw_id,))
90 + cov = sum(upsert_coverage(conn, dataset_id, t, interval) for t in tables.values())
91 + record_anomalies(conn, dataset_id, anomalies, run_id)
92 + record_quality_report(conn, dataset_id, run_id, sum(t.num_rows for t in tables.values()), anomalies)
93 + queue.set_checkpoint(f"dataset:{dataset_id}", f"last_vendor_update:{period}", {"vendor_last_update": vendor_last.isoformat(), "sha256": res.sha256})
94 + cp = conn_fr.checkpoint(res, len(written))
95 + queue.set_checkpoint(cp.scope, cp.key, cp.value)
96 + dates = [d.isoformat() for d in sorted(tables)]
97 + # downstream: derived 5-minute bars for these sessions
98 + if interval == Interval.m1 and asset in ("stock", "etf"):
99 + queue.enqueue("derive", dataset_id.replace(".1m.", ".5m."), {"source_dataset": dataset_id, "target_interval": "5m", "dates": dates},
100 + priority=40, dedupe_key=f"derive:{dataset_id}:5m:{dates[0]}:{dates[-1]}:{pub['version']}")
101 + result = {"vendor_last_update": vendor_last.isoformat(), "archive_sha256": res.sha256, "archive_bytes": res.bytes,
102 + "symbols": symbols, "raw_rows": raw_rows, "rows_dropped_unparseable": dropped,
103 + "rows_published": sum(t.num_rows for t in tables.values()), "sessions": dates, "files_added": len(written),
104 + "files_retired": len(retire), "coverage_rows": cov, "anomalies": len(anomalies), **pub}
105 + log.info("incremental.done", **{k: v for k, v in result.items() if k != "sessions"})
106 + return result
added services/ingest/src/findata_ingest/tasks/metadata.py +52 −0
@@ -0,0 +1,52 @@
1 +"""Reference data: ticker listings, delisted log, splits and dividends → instruments / corporate_actions."""
2 +from __future__ import annotations
3 +
4 +from typing import Any
5 +
6 +from findata_core.db import transaction
7 +from findata_ingest.lake import Lake
8 +from findata_ingest.tasks.common import record_raw_archive
9 +from findata_market_firstrate import FirstRateMarketConnector
10 +
11 +
12 +def run(job: dict[str, Any], lake: Lake, log) -> dict[str, Any]:
13 + params = job.get("params") or {}
14 + types = params.get("types") or ["stock", "etf"]
15 + conn_fr = FirstRateMarketConnector()
16 + stats: dict[str, Any] = {}
17 + for t in types:
18 + rows = conn_fr.ticker_listing(t)
19 + with transaction() as conn:
20 + for r in rows:
21 + iid = f"firstrate:{t}:{r['symbol']}"
22 + conn.execute(
23 + "INSERT INTO instruments(instrument_id, symbol, name, asset_class, venue, currency, first_date, last_date, status, source_id) "
24 + "VALUES (%s,%s,%s,%s,NULL,'USD',%s,%s,%s,'firstrate') ON CONFLICT (instrument_id) DO UPDATE SET name=EXCLUDED.name, "
25 + "first_date=EXCLUDED.first_date, last_date=EXCLUDED.last_date, status=EXCLUDED.status, updated_at=now()",
26 + (iid, r["symbol"], r["name"], t, r["first_date"], r["last_date"], r["status"]))
27 + if r["symbol"].endswith("-DELISTED"):
28 + base = r["symbol"][: -len("-DELISTED")]
29 + conn.execute("INSERT INTO instrument_aliases(instrument_id, symbol, valid_from, valid_to, source_id, note) VALUES (%s,%s,%s,%s,'firstrate','vendor -DELISTED suffix') "
30 + "ON CONFLICT DO NOTHING", (iid, base, r["first_date"], r["last_date"]))
31 + stats[f"instruments_{t}"] = len(rows)
32 + log.info("metadata.listing", type=t, rows=len(rows))
33 + if "stock" in types:
34 + dl = conn_fr.delisted_log()
35 + with transaction() as conn:
36 + for r in dl:
37 + conn.execute("UPDATE instruments SET status='delisted', last_date=COALESCE(%s, last_date), updated_at=now() WHERE instrument_id=%s",
38 + (r["last_date"], f"firstrate:stock:{r['symbol']}"))
39 + stats["delisted_log"] = len(dl)
40 + for kind in ("splits", "dividends"):
41 + res, rows = conn_fr.meta_actions("stock", kind, lake.raw_dir("firstrate", "corporate_actions.stock"))
42 + with transaction() as conn:
43 + record_raw_archive(conn, "firstrate", "corporate_actions.stock", {"endpoint": "meta_file", "type": "stock", "metafile_type": kind},
44 + str(res.path.relative_to(lake.root)), res.sha256, res.bytes, res.file_count, res.vendor_last_update, job.get("run_id"))
45 + n = 0
46 + for r in rows:
47 + conn.execute("INSERT INTO corporate_actions(instrument_id, action_type, ex_date, value, source_id, ingest_run_id) VALUES (%s,%s,%s,%s,'firstrate',%s) ON CONFLICT DO NOTHING",
48 + (f"firstrate:stock:{r['symbol']}", r["action_type"], r["ex_date"], r["value"], job.get("run_id")))
49 + n += 1
50 + stats[kind] = n
51 + log.info("metadata.actions", kind=kind, rows=n)
52 + return stats
added services/ingest/src/findata_ingest/tasks/quality.py +39 −0
@@ -0,0 +1,39 @@
1 +"""Periodic quality/coverage report and garbage collection."""
2 +from __future__ import annotations
3 +
4 +import json
5 +from datetime import UTC, datetime, timedelta
6 +from typing import Any
7 +
8 +from findata_core.db import connection, transaction
9 +from findata_ingest.lake import Lake
10 +
11 +
12 +def run(job: dict[str, Any], lake: Lake, log) -> dict[str, Any]:
13 + dataset_id = job.get("dataset_id") or "market_bars.stock.1m.raw"
14 + with connection() as conn:
15 + tot = conn.execute("SELECT count(*) n, sum(bar_count) bars, count(DISTINCT symbol) syms, min(session_date) d0, max(session_date) d1 FROM coverage WHERE dataset_id=%s", (dataset_id,)).fetchone()
16 + comp = conn.execute("SELECT avg(LEAST(1.0, bar_count::float/NULLIF(expected_bars,0))) AS c FROM coverage WHERE dataset_id=%s AND expected_bars>0", (dataset_id,)).fetchone()
17 + anomalies = conn.execute("SELECT code, severity, count(*) n FROM quality_anomalies WHERE dataset_id=%s AND created_at > now() - interval '30 days' GROUP BY 1,2 ORDER BY n DESC", (dataset_id,)).fetchall()
18 + summary = {"dataset_id": dataset_id, "symbol_sessions": tot["n"], "bars": int(tot["bars"] or 0), "symbols": tot["syms"],
19 + "first_session": str(tot["d0"]), "last_session": str(tot["d1"]), "mean_regular_hours_completeness": float(comp["c"] or 0) if comp and comp["c"] is not None else None,
20 + "anomalies_30d": [dict(a) for a in anomalies]}
21 + with transaction() as conn:
22 + conn.execute("INSERT INTO quality_reports(dataset_id, ingest_run_id, rows_checked, anomalies, summary) VALUES (%s,%s,%s,%s,%s)",
23 + (dataset_id, job.get("run_id"), summary["bars"], sum(a["n"] for a in anomalies), json.dumps(summary, default=str)))
24 + return summary
25 +
26 +
27 +def gc(job: dict[str, Any], lake: Lake, log) -> dict[str, Any]:
28 + n = lake.gc_retired(7)
29 + removed = 0
30 + with transaction() as conn:
31 + rows = conn.execute("UPDATE exports SET status='expired' WHERE status='ready' AND expires_at < now() RETURNING path").fetchall()
32 + for r in rows:
33 + if r["path"]:
34 + p = lake.abs(r["path"])
35 + if p.exists():
36 + p.unlink()
37 + removed += 1
38 + conn.execute("DELETE FROM sessions WHERE expires_at < now() - interval '7 days'")
39 + return {"retired_files_deleted": n, "exports_expired": len(rows), "export_files_removed": removed}
added services/ingest/src/findata_ingest/worker.py +89 −0
@@ -0,0 +1,89 @@
1 +"""Single ingest worker: claims jobs from Postgres, holds the lake writer lock, runs the task registry.
2 +Also hosts the scheduler loop (idempotent enqueue with dedupe keys) so there is exactly one writer process."""
3 +from __future__ import annotations
4 +
5 +import signal
6 +import time
7 +import traceback
8 +from datetime import UTC, datetime
9 +from zoneinfo import ZoneInfo
10 +
11 +from findata_core.config import get_settings
12 +from findata_core.logging import configure_logging, get_logger
13 +from findata_ingest import queue
14 +from findata_ingest.lake import Lake, WriterLock
15 +from findata_ingest.tasks import REGISTRY
16 +
17 +ET = ZoneInfo("America/New_York")
18 +_stop = False
19 +
20 +
21 +def _handle(sig, frame): # noqa: ANN001
22 + global _stop
23 + _stop = True
24 +
25 +
26 +def schedule_tick(log) -> None:
27 + """Enqueue recurring jobs (dedupe keys make this idempotent). Times in America/New_York."""
28 + now = datetime.now(ET)
29 + day = now.date().isoformat()
30 + # vendor daily update lands ~23:30–03:00 ET → poll from 02:00 every 30 min (incremental skips when vendor unchanged)
31 + if now.weekday() < 6 and (now.hour >= 2 or now.hour < 1):
32 + queue.enqueue("incremental", "market_bars.stock.1m.raw", {"type": "stock", "period": "day"}, priority=20,
33 + dedupe_key=f"incremental:stock:day:{day}:{now.hour}:{now.minute // 30}")
34 + if now.weekday() == 5 and now.hour == 6: # Saturday 06:00 ET — week archive repairs any missed day
35 + queue.enqueue("incremental", "market_bars.stock.1m.raw", {"type": "stock", "period": "week", "force": True}, priority=25,
36 + dedupe_key=f"incremental:stock:week:{day}")
37 + if now.weekday() == 6 and now.hour == 7:
38 + queue.enqueue("metadata", None, {"types": ["stock", "etf"]}, priority=30, dedupe_key=f"metadata:{day}")
39 + queue.enqueue("compaction", "market_bars.stock.1m.raw", {}, priority=60, dedupe_key=f"compaction:1m:{day}")
40 + queue.enqueue("compaction", "market_bars.stock.5m.raw", {}, priority=61, dedupe_key=f"compaction:5m:{day}")
41 + if now.hour == 5 and now.minute < 30:
42 + queue.enqueue("fundamentals", "fundamentals.financials", {"tracked": True}, priority=50, dedupe_key=f"fundamentals:{day}")
43 + if now.hour == 4 and now.minute < 30 and get_settings().backup_target:
44 + queue.enqueue("backup", None, {}, priority=70, dedupe_key=f"backup:{day}")
45 + if now.hour == 6 and now.minute < 30:
46 + queue.enqueue("quality", "market_bars.stock.1m.raw", {}, priority=80, dedupe_key=f"quality:{day}")
47 + queue.enqueue("gc", None, {}, priority=90, dedupe_key=f"gc:{day}")
48 +
49 +
50 +def main(once: bool = False, kinds: list[str] | None = None, with_scheduler: bool = True) -> None:
51 + configure_logging()
52 + log = get_logger("worker")
53 + signal.signal(signal.SIGTERM, _handle)
54 + signal.signal(signal.SIGINT, _handle)
55 + lake = Lake()
56 + requeued = queue.requeue_stale()
57 + if requeued:
58 + log.warning("worker.requeued_stale", n=requeued)
59 + last_tick = 0.0
60 + with WriterLock(lake.root):
61 + log.info("worker.start", lake=str(lake.root), free_gb=round(lake.free_gb(), 1))
62 + while not _stop:
63 + if with_scheduler and time.monotonic() - last_tick > 300:
64 + try:
65 + schedule_tick(log)
66 + except Exception as e: # noqa: BLE001
67 + log.error("scheduler.error", error=str(e))
68 + last_tick = time.monotonic()
69 + job = queue.claim_next(kinds)
70 + if job is None:
71 + if once:
72 + break
73 + time.sleep(5)
74 + continue
75 + jl = log.bind(job_id=str(job["id"]), kind=job["kind"], dataset=job.get("dataset_id"), attempt=job["attempts"])
76 + jl.info("job.start")
77 + t0 = time.monotonic()
78 + try:
79 + fn = REGISTRY[job["kind"]]
80 + result = fn(job, lake, jl)
81 + queue.finish(job, True, {**(result or {}), "seconds": round(time.monotonic() - t0, 1)})
82 + jl.info("job.done", seconds=round(time.monotonic() - t0, 1))
83 + except Exception as e: # noqa: BLE001
84 + err = f"{type(e).__name__}: {e}\n{traceback.format_exc()[-1500:]}"
85 + queue.finish(job, False, error=err)
86 + jl.error("job.failed", error=str(e)[:300], seconds=round(time.monotonic() - t0, 1))
87 + if once:
88 + break
89 + log.info("worker.stop")
added services/quality/pyproject.toml +12 −0
@@ -0,0 +1,12 @@
1 +[project]
2 +name = "findata-quality"
3 +version = "0.1.0"
4 +requires-python = ">=3.12"
5 +dependencies = ["findata-schema", "pyarrow>=18.0", "polars>=1.12", "exchange-calendars>=4.5"]
6 +[tool.uv.sources]
7 +findata-schema = { workspace = true }
8 +[build-system]
9 +requires = ["hatchling"]
10 +build-backend = "hatchling.build"
11 +[tool.hatch.build.targets.wheel]
12 +packages = ["src/findata_quality"]
added services/quality/src/findata_quality/__init__.py +3 −0
@@ -0,0 +1,3 @@
1 +from findata_quality.calendar import SessionCalendar, ET # noqa: F401
2 +from findata_quality.validators import validate_bars # noqa: F401
3 +from findata_quality.aggregate import aggregate_bars # noqa: F401
added services/quality/src/findata_quality/aggregate.py +32 −0
@@ -0,0 +1,32 @@
1 +"""Deterministic bar aggregation (1m → 5m/30m/1h). Buckets are aligned on the ET wall clock so that the
2 +09:30 bucket covers 09:30:00–09:34:59 regardless of DST. Never fills empty buckets."""
3 +from __future__ import annotations
4 +
5 +import polars as pl
6 +import pyarrow as pa
7 +
8 +from findata_schema import BARS_SCHEMA, INTERVAL_SECONDS, Interval
9 +
10 +
11 +def aggregate_bars(table: pa.Table, target: Interval, source: Interval = Interval.m1) -> pa.Table:
12 + if INTERVAL_SECONDS[target] % INTERVAL_SECONDS[source] != 0:
13 + raise ValueError(f"{target} is not a multiple of {source}")
14 + df = pl.from_arrow(table)
15 + if df.height == 0:
16 + return table.cast(BARS_SCHEMA)
17 + every = f"{INTERVAL_SECONDS[target]}s"
18 + # Truncate in local exchange time, then convert back: bucket boundaries follow the wall clock.
19 + local = pl.col("timestamp_utc").dt.convert_time_zone("America/New_York")
20 + df = df.with_columns(local.dt.truncate(every).dt.convert_time_zone("UTC").alias("bucket"))
21 + df = df.sort(["symbol_as_reported", "timestamp_utc"])
22 + agg = (df.group_by(["instrument_id", "symbol_as_reported", "venue", "asset_class", "session_date", "currency",
23 + "adjustment_type", "source_id", "bucket"], maintain_order=True)
24 + .agg(pl.col("open").first(), pl.col("high").max(), pl.col("low").min(), pl.col("close").last(),
25 + pl.col("volume").sum(), pl.len().cast(pl.Int32).alias("trade_count"),
26 + ((pl.col("close") * pl.col("volume")).sum() / pl.col("volume").sum()).alias("vwap"),
27 + pl.col("ingested_at").max(), pl.col("quality_flags").list.explode(keep_nulls=False, empty_as_null=False).drop_nulls().unique().alias("quality_flags"),
28 + pl.col("revision_id").max()))
29 + agg = agg.rename({"bucket": "timestamp_utc"}).with_columns(pl.lit(target.value).alias("interval"))
30 + agg = agg.with_columns(pl.when(pl.col("volume") > 0).then(pl.col("vwap")).otherwise(None).alias("vwap"))
31 + out = agg.select(BARS_SCHEMA.names).to_arrow()
32 + return out.cast(BARS_SCHEMA)
added services/quality/src/findata_quality/calendar.py +65 −0
@@ -0,0 +1,65 @@
1 +"""Market session calendar for US equities (XNYS) with extended hours and DST handled via zoneinfo.
2 +
3 +Policy (documented in docs/DATA_DICTIONARY.md):
4 +- Regular session 09:30–16:00 ET; vendor extended hours 04:00–20:00 ET (last 1-minute bar opens 19:59).
5 +- Early closes (e.g. day after Thanksgiving, Christmas Eve) come from exchange_calendars; regular-hours
6 + expectations use the calendar's actual close for that date.
7 +- `expected_regular_bars(date)` = minutes between open and close (inclusive of the 16:00 bar which the vendor
8 + emits as the closing auction print) — used for coverage %, never to manufacture bars.
9 +"""
10 +from __future__ import annotations
11 +
12 +from datetime import date, datetime, time, timedelta
13 +from functools import lru_cache
14 +from zoneinfo import ZoneInfo
15 +
16 +import exchange_calendars as xcals
17 +import pandas as pd
18 +
19 +ET = ZoneInfo("America/New_York")
20 +UTC = ZoneInfo("UTC")
21 +
22 +EXT_OPEN = time(4, 0)
23 +EXT_CLOSE = time(20, 0) # exclusive
24 +
25 +
26 +class SessionCalendar:
27 + def __init__(self, name: str = "XNYS", start: str = "1999-01-01", end: str = "2030-12-31"):
28 + self.name = name
29 + self.cal = xcals.get_calendar(name, start=start, end=end)
30 + self._sessions = set(d.date() for d in self.cal.sessions)
31 +
32 + def is_session(self, d: date) -> bool:
33 + return d in self._sessions
34 +
35 + def regular_open_close(self, d: date) -> tuple[datetime, datetime]:
36 + """Open/close as timezone-aware ET datetimes for session `d` (handles early closes and DST)."""
37 + ts = pd.Timestamp(d)
38 + o = self.cal.session_open(ts).tz_convert("America/New_York").to_pydatetime()
39 + c = self.cal.session_close(ts).tz_convert("America/New_York").to_pydatetime()
40 + return o, c
41 +
42 + def expected_regular_bars(self, d: date, interval_seconds: int = 60) -> int:
43 + if not self.is_session(d):
44 + return 0
45 + o, c = self.regular_open_close(d)
46 + return int((c - o).total_seconds() // interval_seconds) + 1 # + closing print bar
47 +
48 + def extended_bounds_utc(self, d: date) -> tuple[datetime, datetime]:
49 + start = datetime.combine(d, EXT_OPEN, tzinfo=ET).astimezone(UTC)
50 + end = datetime.combine(d, EXT_CLOSE, tzinfo=ET).astimezone(UTC)
51 + return start, end
52 +
53 + def sessions_between(self, start: date, end: date) -> list[date]:
54 + return [d for d in sorted(self._sessions) if start <= d <= end]
55 +
56 + def previous_session(self, d: date) -> date:
57 + cur = d - timedelta(days=1)
58 + while cur not in self._sessions:
59 + cur -= timedelta(days=1)
60 + return cur
61 +
62 +
63 +@lru_cache
64 +def xnys() -> SessionCalendar:
65 + return SessionCalendar("XNYS")
added services/quality/src/findata_quality/validators.py +96 −0
@@ -0,0 +1,96 @@
1 +"""Row-level and session-level validation of canonical bars. Flags, never mutates prices."""
2 +from __future__ import annotations
3 +
4 +from datetime import date
5 +from typing import Any
6 +
7 +import polars as pl
8 +import pyarrow as pa
9 +
10 +from findata_quality.calendar import SessionCalendar, xnys
11 +from findata_schema import INTERVAL_SECONDS, Interval, QualityFlag
12 +
13 +PRICE_JUMP_THRESHOLD = 0.25 # 25 % between consecutive 1-minute closes inside a session (flag only)
14 +
15 +
16 +def validate_bars(table: pa.Table, interval: Interval, calendar: SessionCalendar | None = None,
17 + check_sessions: bool = True) -> tuple[pa.Table, list[dict[str, Any]]]:
18 + """Return (table with `quality_flags` filled, anomalies list). Input must follow BARS_SCHEMA columns."""
19 + cal = calendar or xnys()
20 + step = INTERVAL_SECONDS[interval]
21 + df = pl.from_arrow(table)
22 + if df.height == 0:
23 + return table, []
24 + df = df.sort(["symbol_as_reported", "timestamp_utc"])
25 + ts_s = pl.col("timestamp_utc").dt.epoch("s")
26 + flags: list[pl.Expr] = [
27 + pl.when((pl.col("high") < pl.max_horizontal("open", "close")) | (pl.col("low") > pl.min_horizontal("open", "close"))
28 + | (pl.col("high") < pl.col("low"))).then(pl.lit(QualityFlag.ohlc_inconsistent.value)),
29 + pl.when(pl.min_horizontal("open", "high", "low", "close") <= 0).then(pl.lit(QualityFlag.nonpositive_price.value)),
30 + pl.when(pl.col("volume") < 0).then(pl.lit(QualityFlag.negative_volume.value)),
31 + pl.when(pl.col("volume") == 0).then(pl.lit(QualityFlag.zero_volume.value)),
32 + pl.when(pl.col("volume") != pl.col("volume").floor()).then(pl.lit(QualityFlag.fractional_volume.value)),
33 + pl.when((ts_s % step) != 0).then(pl.lit(QualityFlag.off_interval.value)),
34 + pl.when(pl.struct(["symbol_as_reported", "timestamp_utc"]).is_duplicated()).then(pl.lit(QualityFlag.duplicate.value)),
35 + ]
36 + if interval != Interval.d1:
37 + prev_close = pl.col("close").shift(1).over(["symbol_as_reported", "session_date"])
38 + flags.append(pl.when(((pl.col("close") / prev_close) - 1).abs() > PRICE_JUMP_THRESHOLD)
39 + .then(pl.lit(QualityFlag.price_jump.value)))
40 + if check_sessions and interval != Interval.d1:
41 + # outside extended hours / non trading day: computed per distinct session_date
42 + dates = df.get_column("session_date").unique().to_list()
43 + bounds = {d: cal.extended_bounds_utc(d) for d in dates}
44 + non_sessions = [d for d in dates if not cal.is_session(d)]
45 + lo = pl.col("session_date").replace_strict({d: b[0] for d, b in bounds.items()}, return_dtype=pl.Datetime("us", "UTC"))
46 + hi = pl.col("session_date").replace_strict({d: b[1] for d, b in bounds.items()}, return_dtype=pl.Datetime("us", "UTC"))
47 + flags.append(pl.when((pl.col("timestamp_utc") < lo) | (pl.col("timestamp_utc") >= hi))
48 + .then(pl.lit(QualityFlag.outside_session.value)))
49 + if non_sessions:
50 + flags.append(pl.when(pl.col("session_date").is_in(non_sessions)).then(pl.lit(QualityFlag.non_trading_day.value)))
51 + df = df.with_columns(
52 + pl.concat_list([f.otherwise(None) for f in flags]).list.drop_nulls().alias("quality_flags")
53 + )
54 + anomalies = _summarize(df)
55 + out = df.to_arrow()
56 + # cast back to the canonical schema (polars may widen list/int types)
57 + out = out.select(table.column_names).cast(table.schema)
58 + return out, anomalies
59 +
60 +
61 +def _summarize(df: pl.DataFrame) -> list[dict[str, Any]]:
62 + flagged = df.filter(pl.col("quality_flags").list.len() > 0)
63 + if flagged.height == 0:
64 + return []
65 + agg = (flagged.explode("quality_flags")
66 + .group_by(["symbol_as_reported", "session_date", "quality_flags"]).agg(pl.len().alias("n"))
67 + .sort(["symbol_as_reported", "session_date", "quality_flags"]))
68 + sev = {QualityFlag.zero_volume.value: "info", QualityFlag.fractional_volume.value: "info",
69 + QualityFlag.price_jump.value: "warning", QualityFlag.outside_session.value: "warning",
70 + QualityFlag.gap.value: "info"}
71 + return [{"symbol": r["symbol_as_reported"], "session_date": r["session_date"], "code": r["quality_flags"],
72 + "severity": sev.get(r["quality_flags"], "error"), "detail": {"rows": r["n"]}}
73 + for r in agg.iter_rows(named=True)]
74 +
75 +
76 +def session_coverage(table: pa.Table, interval: Interval, calendar: SessionCalendar | None = None) -> list[dict[str, Any]]:
77 + """Per (symbol, session_date): bar count, first/last ts, expected regular-hours bars, gap flags."""
78 + cal = calendar or xnys()
79 + step = INTERVAL_SECONDS[interval]
80 + df = pl.from_arrow(table)
81 + if df.height == 0:
82 + return []
83 + g = (df.group_by(["symbol_as_reported", "session_date"])
84 + .agg(pl.len().alias("bar_count"), pl.col("timestamp_utc").min().alias("first_ts"),
85 + pl.col("timestamp_utc").max().alias("last_ts"))
86 + .sort(["symbol_as_reported", "session_date"]))
87 + rows = []
88 + for r in g.iter_rows(named=True):
89 + d: date = r["session_date"]
90 + exp = cal.expected_regular_bars(d, step) if interval != Interval.d1 else 1
91 + flags = []
92 + if not cal.is_session(d):
93 + flags.append(QualityFlag.non_trading_day.value)
94 + rows.append({"symbol": r["symbol_as_reported"], "session_date": d, "bar_count": r["bar_count"],
95 + "first_ts": r["first_ts"], "last_ts": r["last_ts"], "expected_bars": exp, "flags": flags})
96 + return rows
added tests/__init__.py +0 −0
added tests/conftest.py +158 −0
@@ -0,0 +1,158 @@
1 +"""Test harness: isolated lake in a temp dir, a fresh `findata_test` PostgreSQL database (localhost), and a mocked
2 +FirstRate transport built from the licensed fixture excerpts (one session, three tickers). No real vendor calls."""
3 +from __future__ import annotations
4 +
5 +import io
6 +import os
7 +import subprocess
8 +import tempfile
9 +import zipfile
10 +from pathlib import Path
11 +
12 +TEST_USERID = "test-userid-SECRET-9f8e7d6c"
13 +ROOT = Path(__file__).resolve().parents[1]
14 +LAKE_DIR = Path(os.environ.get("FINDATA_LAKE") or tempfile.mkdtemp(prefix="findata-lake-"))
15 +os.environ.setdefault("FINDATA_LAKE", str(LAKE_DIR))
16 +os.environ.update({
17 + "FINDATA_ENV": "test",
18 + "FINDATA_ROOT": str(ROOT),
19 + "FINDATA_DATABASE_URL": os.environ.get("FINDATA_TEST_DATABASE_URL", "postgresql://127.0.0.1:5432/findata_test"),
20 + "FINDATA_SECRET_KEY": "test-secret-key-test-secret-key-0123456789",
21 + "FINDATA_PUBLIC_URL": "http://testserver",
22 + "FRD_USERID": TEST_USERID,
23 + "SEC_EDGAR_USER_AGENT": "",
24 + "FINDATA_LAKE_HARD_MIN_FREE_GB": "1",
25 + "FINDATA_BACKUP_TARGET": "",
26 +})
27 +
28 +import httpx # noqa: E402
29 +import pytest # noqa: E402
30 +
31 +FIX = ROOT / "tests" / "fixtures"
32 +
33 +
34 +def _reset_db() -> None:
35 + url = os.environ["FINDATA_DATABASE_URL"]
36 + subprocess.run(["psql", url, "-q", "-c", "DROP SCHEMA public CASCADE; CREATE SCHEMA public;"], check=True, capture_output=True)
37 + from findata_core.db import close_pool, migrate
38 + close_pool()
39 + migrate(verbose=False)
40 +
41 +
42 +@pytest.fixture(scope="session", autouse=True)
43 +def database():
44 + _reset_db()
45 + yield
46 + from findata_core.db import close_pool
47 + close_pool()
48 +
49 +
50 +def build_update_zip(tickers: list[str] | None = None, mutate: dict[str, str] | None = None, period: str = "day") -> bytes:
51 + """Zip shaped like the vendor's `stock_update_day_1min_UNADJUSTED.zip`."""
52 + tickers = tickers or ["AAPL", "A", "AAL"]
53 + buf = io.BytesIO()
54 + with zipfile.ZipFile(buf, "w", zipfile.ZIP_DEFLATED) as zf:
55 + for t in tickers:
56 + data = (FIX / "firstrate" / f"{t}_day_1min_UNADJUSTED.txt").read_text()
57 + if mutate and t in mutate:
58 + data = mutate[t]
59 + zf.writestr(zipfile.ZipInfo(f"{t}_{period}_1min_UNADJUSTED.txt", date_time=(2026, 10, 30, 18, 6, 0)), data, compress_type=zipfile.ZIP_DEFLATED)
60 + return buf.getvalue()
61 +
62 +
63 +def build_full_zip(tickers: list[str]) -> bytes:
64 + buf = io.BytesIO()
65 + with zipfile.ZipFile(buf, "w", zipfile.ZIP_DEFLATED) as zf:
66 + for t in tickers:
67 + zf.writestr(zipfile.ZipInfo(f"{t}_1min.txt", date_time=(2026, 10, 30, 18, 6, 0)), (FIX / "firstrate" / f"{t}_day_1min_UNADJUSTED.txt").read_text(), compress_type=zipfile.ZIP_DEFLATED)
68 + return buf.getvalue()
69 +
70 +
71 +class VendorMock:
72 + """httpx.MockTransport handler emulating FirstRate endpoints; records sanitized calls; asserts auth."""
73 +
74 + def __init__(self):
75 + self.calls: list[str] = []
76 + self.last_update = "2026-10-30"
77 + self.archive_override: bytes | None = None
78 + self.fail_next_download = 0
79 +
80 + def __call__(self, request: httpx.Request) -> httpx.Response:
81 + url = request.url
82 + assert url.params.get("userid") == TEST_USERID, "vendor calls must carry the userid"
83 + self.calls.append(f"{url.path}?{'&'.join(f'{k}={v}' for k, v in sorted(url.params.items()) if k != 'userid')}")
84 + if url.path == "/api/last_update":
85 + return httpx.Response(200, text=self.last_update if url.params.get("type") != "fx" else self.last_update.replace("-", ""))
86 + if url.path == "/api/ticker_listing":
87 + t = url.params.get("type")
88 + body = "Ticker,Name,First Date,Last Date\n"
89 + if t == "stock":
90 + body += "A,Agilent Technologies Inc,2000-01-04,2026-10-30\nAAL,American Airlines,2005-09-27,2026-10-30\nAAPL,Apple Inc,2000-01-03,2026-10-30\nTWTR-DELISTED,Twitter Inc,2013-11-07,2022-10-27\n"
91 + else:
92 + body += "SPY,SPDR S&P 500,2000-01-03,2026-10-30\n"
93 + return httpx.Response(200, text=body)
94 + if url.path == "/api/update_log":
95 + return httpx.Response(200, text="Ticker,Last Date\nTWTR,2022-10-27\n")
96 + if url.path == "/api/meta_file":
97 + kind = url.params.get("metafile_type")
98 + buf = io.BytesIO()
99 + with zipfile.ZipFile(buf, "w") as zf:
100 + if kind == "splits":
101 + zf.writestr("AAPL.txt", "2020-08-31,4\n2014-06-09,7\n2005-02-28,2\n2000-06-21,2\n")
102 + zf.writestr("_splits_readme.txt", "readme")
103 + else:
104 + zf.writestr("AAPL_divs.txt", "2026-08-10,0.27\n2026-05-11,0.27\n")
105 + return httpx.Response(302, headers={"location": "https://cdn.example/meta.zip"}) if False else httpx.Response(200, content=buf.getvalue(), headers={"content-type": "application/zip"})
106 + if url.path == "/api/data_file":
107 + if self.fail_next_download:
108 + self.fail_next_download -= 1
109 + return httpx.Response(503, text="busy")
110 + if url.params.get("period") == "full":
111 + letter = url.params.get("ticker_range")
112 + tick = [t for t in ["A", "AAL", "AAPL"] if t.startswith(letter)]
113 + return httpx.Response(200, content=build_full_zip(tick), headers={"content-type": "application/zip"})
114 + body = self.archive_override or build_update_zip(period=url.params.get("period", "day"))
115 + # emulate the CDN redirect
116 + if url.host == "firstratedata.com":
117 + return httpx.Response(302, headers={"location": f"https://x01.frd-data.com/stock_update_{url.params.get('period')}_1min_UNADJUSTED_tok.zip?userid={TEST_USERID}"})
118 + return httpx.Response(200, content=body, headers={"content-type": "application/zip"})
119 + if url.host == "x01.frd-data.com":
120 + body = self.archive_override or build_update_zip()
121 + return httpx.Response(200, content=body, headers={"content-type": "application/zip"})
122 + if url.path.startswith("/api-f/v1/financials/all/"):
123 + p = (FIX / "fundamentals" / "financials_all_AAPL_quarterly.json").read_text()
124 + return httpx.Response(200, text=p, headers={"content-type": "application/json"})
125 + if url.path.startswith("/api-f/v1/earnings_release/t/"):
126 + return httpx.Response(200, text=(FIX / "fundamentals" / "earnings_AAPL.json").read_text(), headers={"content-type": "application/json"})
127 + return httpx.Response(404, text=f"no route {url.path} userid={url.params.get('userid')}")
128 +
129 +
130 +@pytest.fixture
131 +def vendor(monkeypatch):
132 + vm = VendorMock()
133 + import findata_market_firstrate.client as C
134 + import findata_fundamentals.firstrate as F
135 + monkeypatch.setattr(C, "DEFAULT_TRANSPORT", httpx.MockTransport(vm))
136 + monkeypatch.setattr(F, "DEFAULT_TRANSPORT", httpx.MockTransport(vm))
137 + return vm
138 +
139 +
140 +@pytest.fixture
141 +def lake():
142 + from findata_ingest.lake import Lake
143 + return Lake(LAKE_DIR)
144 +
145 +
146 +class Log:
147 + def __getattr__(self, name):
148 + def f(*a, **k):
149 + return None
150 + return f
151 +
152 + def bind(self, **k):
153 + return self
154 +
155 +
156 +@pytest.fixture
157 +def log():
158 + return Log()
added tests/fixtures/firstrate/AAL_day_1min_UNADJUSTED.txt +554 −0
@@ -0,0 +1,554 @@
1 +2026-10-30 04:00:00,12.6,12.67,12.6,12.67,6326
2 +2026-10-30 04:01:00,12.67,12.68,12.59,12.6,14638
3 +2026-10-30 04:02:00,12.66,12.66,12.66,12.66,1345
4 +2026-10-30 04:03:00,12.62,12.68,12.6095,12.65,5984
5 +2026-10-30 04:04:00,12.67,12.67,12.67,12.67,800
6 +2026-10-30 04:27:00,12.6077,12.6077,12.6077,12.6077,700
7 +2026-10-30 04:46:00,12.67,12.68,12.67,12.68,1498
8 +2026-10-30 04:51:00,12.68,12.68,12.68,12.68,195
9 +2026-10-30 04:54:00,12.72,12.72,12.72,12.72,300
10 +2026-10-30 05:10:00,12.69,12.69,12.69,12.69,1000
11 +2026-10-30 05:45:00,12.65,12.65,12.64,12.64,2076
12 +2026-10-30 05:53:00,12.62,12.62,12.62,12.62,1090
13 +2026-10-30 06:02:00,12.64,12.64,12.64,12.64,632
14 +2026-10-30 06:03:00,12.62,12.62,12.59,12.6,9694
15 +2026-10-30 06:15:00,12.5799,12.5799,12.5799,12.5799,536
16 +2026-10-30 06:28:00,12.61,12.61,12.61,12.61,1313
17 +2026-10-30 06:39:00,12.59,12.59,12.59,12.59,331
18 +2026-10-30 06:48:00,12.5748,12.5748,12.5748,12.5748,120
19 +2026-10-30 06:49:00,12.59,12.59,12.59,12.59,100
20 +2026-10-30 06:50:00,12.59,12.59,12.59,12.59,100
21 +2026-10-30 06:51:00,12.58,12.58,12.58,12.58,239
22 +2026-10-30 07:00:00,12.58,12.595,12.58,12.595,655
23 +2026-10-30 07:02:00,12.595,12.595,12.595,12.595,150
24 +2026-10-30 07:03:00,12.5846,12.5846,12.5846,12.5846,500
25 +2026-10-30 07:06:00,12.5885,12.5885,12.5815,12.5815,2500
26 +2026-10-30 07:07:00,12.585,12.585,12.58,12.58,200
27 +2026-10-30 07:08:00,12.595,12.595,12.595,12.595,1500
28 +2026-10-30 07:09:00,12.6054,12.6054,12.6054,12.6054,100
29 +2026-10-30 07:14:00,12.6,12.6,12.6,12.6,1940
30 +2026-10-30 07:21:00,12.61,12.61,12.61,12.61,100
31 +2026-10-30 07:23:00,12.5901,12.6,12.5901,12.6,1100
32 +2026-10-30 07:26:00,12.6,12.6,12.6,12.6,1000
33 +2026-10-30 07:27:00,12.59,12.59,12.59,12.59,955
34 +2026-10-30 07:33:00,12.6,12.6,12.6,12.6,797
35 +2026-10-30 07:34:00,12.59,12.59,12.59,12.59,120
36 +2026-10-30 07:35:00,12.595,12.595,12.595,12.595,2375
37 +2026-10-30 07:36:00,12.58,12.58,12.58,12.58,100
38 +2026-10-30 07:37:00,12.6,12.6,12.6,12.6,300
39 +2026-10-30 07:40:00,12.58,12.58,12.57,12.57,9937
40 +2026-10-30 07:42:00,12.57,12.57,12.56,12.56,4043
41 +2026-10-30 07:43:00,12.56,12.57,12.56,12.57,1038
42 +2026-10-30 07:46:00,12.61,12.61,12.61,12.61,350
43 +2026-10-30 07:56:00,12.55,12.55,12.55,12.55,2000
44 +2026-10-30 08:03:00,12.57,12.57,12.57,12.57,2500
45 +2026-10-30 08:04:00,12.57,12.57,12.57,12.57,377
46 +2026-10-30 08:05:00,12.5505,12.56,12.5505,12.56,250
47 +2026-10-30 08:10:00,12.57,12.57,12.57,12.57,2000
48 +2026-10-30 08:14:00,12.55,12.55,12.55,12.55,10000
49 +2026-10-30 08:15:00,12.55,12.55,12.55,12.55,3169
50 +2026-10-30 08:16:00,12.53,12.53,12.53,12.53,250
51 +2026-10-30 08:17:00,12.53,12.53,12.52,12.52,1147
52 +2026-10-30 08:20:00,12.56,12.56,12.53,12.53,972
53 +2026-10-30 08:22:00,12.5798,12.5798,12.5798,12.5798,100
54 +2026-10-30 08:23:00,12.55,12.55,12.55,12.55,150
55 +2026-10-30 08:25:00,12.5305,12.5305,12.5305,12.5305,399
56 +2026-10-30 08:27:00,12.5755,12.5755,12.5755,12.5755,300
57 +2026-10-30 08:28:00,12.57,12.57,12.57,12.57,500
58 +2026-10-30 08:33:00,12.57,12.5795,12.57,12.5795,976
59 +2026-10-30 08:34:00,12.56,12.56,12.56,12.56,100
60 +2026-10-30 08:37:00,12.55,12.55,12.55,12.55,100
61 +2026-10-30 08:39:00,12.57,12.58,12.57,12.58,400
62 +2026-10-30 08:41:00,12.58,12.58,12.58,12.58,1000
63 +2026-10-30 08:44:00,12.5362,12.5362,12.5362,12.5362,100
64 +2026-10-30 08:46:00,12.56,12.57,12.5412,12.5412,3000
65 +2026-10-30 08:47:00,12.5678,12.57,12.5635,12.5635,2200
66 +2026-10-30 08:48:00,12.5438,12.5438,12.5438,12.5438,100
67 +2026-10-30 08:49:00,12.57,12.57,12.57,12.57,1000
68 +2026-10-30 08:51:00,12.55,12.55,12.52,12.52,29858
69 +2026-10-30 08:54:00,12.5753,12.5753,12.5753,12.5753,125
70 +2026-10-30 08:57:00,12.5519,12.5519,12.5519,12.5519,400
71 +2026-10-30 08:58:00,12.57,12.575,12.56,12.56,5382
72 +2026-10-30 08:59:00,12.6,12.6,12.6,12.6,500
73 +2026-10-30 09:00:00,12.59,12.59,12.59,12.59,114
74 +2026-10-30 09:01:00,12.5782,12.5782,12.5782,12.5782,200
75 +2026-10-30 09:08:00,12.66,12.66,12.66,12.66,1000
76 +2026-10-30 09:09:00,12.6,12.6,12.58,12.58,842
77 +2026-10-30 09:11:00,12.6461,12.6461,12.6,12.6097,540
78 +2026-10-30 09:14:00,12.59,12.59,12.59,12.59,200
79 +2026-10-30 09:15:00,12.59,12.59,12.59,12.59,446
80 +2026-10-30 09:17:00,12.5907,12.5907,12.5907,12.5907,1500
81 +2026-10-30 09:19:00,12.59,12.59,12.59,12.59,100
82 +2026-10-30 09:20:00,12.5905,12.5905,12.5905,12.5905,2000
83 +2026-10-30 09:21:00,12.5844,12.59,12.5844,12.59,2200
84 +2026-10-30 09:23:00,12.6008,12.6008,12.6008,12.6008,1000
85 +2026-10-30 09:26:00,12.5908,12.5908,12.59,12.59,8050
86 +2026-10-30 09:30:00,12.64,12.64,12.565,12.5869,312475
87 +2026-10-30 09:31:00,12.59,12.615,12.5404,12.59,126137
88 +2026-10-30 09:32:00,12.595,12.62,12.5906,12.595,82323
89 +2026-10-30 09:33:00,12.595,12.595,12.55,12.55,60686
90 +2026-10-30 09:34:00,12.56,12.61,12.56,12.585,50571
91 +2026-10-30 09:35:00,12.585,12.615,12.58,12.59,48462
92 +2026-10-30 09:36:00,12.6,12.6,12.565,12.575,45302
93 +2026-10-30 09:37:00,12.576,12.6,12.56,12.6,85717
94 +2026-10-30 09:38:00,12.605,12.615,12.5901,12.5901,63026
95 +2026-10-30 09:39:00,12.6,12.6299,12.6,12.615,83049
96 +2026-10-30 09:40:00,12.6199,12.635,12.585,12.588,95944
97 +2026-10-30 09:41:00,12.58,12.615,12.58,12.6101,23249
98 +2026-10-30 09:42:00,12.61,12.62,12.59,12.59,56949
99 +2026-10-30 09:43:00,12.59,12.6,12.5807,12.59,24447
100 +2026-10-30 09:44:00,12.59,12.5999,12.575,12.58,26380
101 +2026-10-30 09:45:00,12.585,12.595,12.575,12.595,51091
102 +2026-10-30 09:46:00,12.6,12.6162,12.58,12.585,25159
103 +2026-10-30 09:47:00,12.585,12.59,12.55,12.555,73495
104 +2026-10-30 09:48:00,12.55,12.555,12.5,12.51,103158
105 +2026-10-30 09:49:00,12.505,12.515,12.46,12.46,90746
106 +2026-10-30 09:50:00,12.4629,12.48,12.45,12.45,83953
107 +2026-10-30 09:51:00,12.45,12.475,12.43,12.465,124267
108 +2026-10-30 09:52:00,12.4641,12.48,12.44,12.45,111400
109 +2026-10-30 09:53:00,12.45,12.4599,12.435,12.44,43499
110 +2026-10-30 09:54:00,12.4369,12.4799,12.4369,12.455,120719
111 +2026-10-30 09:55:00,12.455,12.4669,12.455,12.455,58941
112 +2026-10-30 09:56:00,12.455,12.48,12.45,12.475,154597
113 +2026-10-30 09:57:00,12.475,12.475,12.44,12.465,50563
114 +2026-10-30 09:58:00,12.46,12.467,12.45,12.46,39496
115 +2026-10-30 09:59:00,12.45,12.465,12.45,12.45,73910
116 +2026-10-30 10:00:00,12.4501,12.4777,12.445,12.465,84117
117 +2026-10-30 10:01:00,12.465,12.5,12.46,12.475,243643
118 +2026-10-30 10:02:00,12.47,12.475,12.445,12.4468,115598
119 +2026-10-30 10:03:00,12.44,12.46,12.44,12.4501,108332
120 +2026-10-30 10:04:00,12.45,12.4599,12.425,12.435,78280
121 +2026-10-30 10:05:00,12.43,12.44,12.42,12.42,82260
122 +2026-10-30 10:06:00,12.425,12.43,12.41,12.415,292032
123 +2026-10-30 10:07:00,12.415,12.4199,12.385,12.395,80506
124 +2026-10-30 10:08:00,12.3999,12.4,12.36,12.3862,226015
125 +2026-10-30 10:09:00,12.381,12.3851,12.37,12.38,46281
126 +2026-10-30 10:10:00,12.375,12.39,12.365,12.365,46951
127 +2026-10-30 10:11:00,12.365,12.3796,12.34,12.355,131996
128 +2026-10-30 10:12:00,12.355,12.36,12.323,12.323,220706
129 +2026-10-30 10:13:00,12.325,12.35,12.32,12.335,118042
130 +2026-10-30 10:14:00,12.34,12.34,12.32,12.335,156878
131 +2026-10-30 10:15:00,12.33,12.34,12.325,12.33,67977
132 +2026-10-30 10:16:00,12.325,12.33,12.32,12.32,72957
133 +2026-10-30 10:17:00,12.32,12.3488,12.31,12.345,96474
134 +2026-10-30 10:18:00,12.34,12.3676,12.34,12.355,105932
135 +2026-10-30 10:19:00,12.355,12.3576,12.34,12.34,70973
136 +2026-10-30 10:20:00,12.345,12.38,12.345,12.365,105602
137 +2026-10-30 10:21:00,12.3627,12.385,12.36,12.375,85871
138 +2026-10-30 10:22:00,12.375,12.375,12.35,12.35,52030
139 +2026-10-30 10:23:00,12.35,12.3699,12.345,12.365,145825
140 +2026-10-30 10:24:00,12.365,12.365,12.34,12.345,164171
141 +2026-10-30 10:25:00,12.3401,12.35,12.34,12.3497,35644
142 +2026-10-30 10:26:00,12.345,12.35,12.34,12.345,45706
143 +2026-10-30 10:27:00,12.34,12.35,12.33,12.345,86430
144 +2026-10-30 10:28:00,12.345,12.36,12.34,12.3598,64145
145 +2026-10-30 10:29:00,12.35,12.365,12.35,12.355,71823
146 +2026-10-30 10:30:00,12.355,12.37,12.35,12.36,79520
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550 +2026-10-30 19:47:00,12.53,12.53,12.53,12.53,1000
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554 +2026-10-30 19:59:00,12.56,12.56,12.56,12.56,500
\ No newline at end of file
added tests/fixtures/firstrate/AAPL_day_1min_UNADJUSTED.txt +900 −0
@@ -0,0 +1,900 @@
1 +2026-10-30 04:00:00,350.76,351.6499,350.04,351.6499,4802
2 +2026-10-30 04:01:00,351.51,351.64,349.95,351.275,6240
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10 +2026-10-30 04:10:00,351.23,351.23,351.16,351.16,94
11 +2026-10-30 04:11:00,351.255,351.27,351.18,351.255,945
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771 +2026-10-30 17:03:00,344.679,344.7783,344.679,344.7783,140
772 +2026-10-30 17:04:00,344.7678,344.7678,344.7678,344.7678,150
773 +2026-10-30 17:05:00,344.6731,344.6731,344.6731,344.6731,50
774 +2026-10-30 17:07:00,344.67,344.67,344.6,344.66,2338
775 +2026-10-30 17:08:00,344.7433,344.78,344.7433,344.78,222
776 +2026-10-30 17:09:00,344.74,344.74,344.73,344.73,205
777 +2026-10-30 17:11:00,344.7,344.7,344.7,344.7,319
778 +2026-10-30 17:12:00,344.7,344.74,344.7,344.74,200
779 +2026-10-30 17:14:00,344.75,344.75,344.75,344.75,296
780 +2026-10-30 17:16:00,344.7134,344.7186,344.71,344.7186,240
781 +2026-10-30 17:17:00,344.71,344.75,344.71,344.74,700
782 +2026-10-30 17:18:00,344.75,344.7712,344.75,344.7712,481
783 +2026-10-30 17:19:00,344.77,344.77,344.77,344.77,50
784 +2026-10-30 17:20:00,344.79,344.9,344.79,344.87,1767
785 +2026-10-30 17:21:00,344.92,344.97,344.92,344.97,789
786 +2026-10-30 17:22:00,344.97,344.97,344.88,344.94,2464
787 +2026-10-30 17:23:00,344.9057,344.9057,344.89,344.89,157
788 +2026-10-30 17:26:00,344.88,344.94,344.88,344.94,1020
789 +2026-10-30 17:27:00,344.94,344.94,344.94,344.94,1071
790 +2026-10-30 17:28:00,344.94,344.94,344.93,344.93,485
791 +2026-10-30 17:29:00,344.8,344.8,344.8,344.8,500
792 +2026-10-30 17:33:00,344.8972,344.8972,344.89,344.89,141
793 +2026-10-30 17:34:00,344.85,344.85,344.85,344.85,123
794 +2026-10-30 17:35:00,344.95,344.95,344.95,344.95,50
795 +2026-10-30 17:37:00,344.82,344.8401,344.82,344.8401,678
796 +2026-10-30 17:38:00,344.8401,344.85,344.8401,344.85,178
797 +2026-10-30 17:40:00,344.83,344.83,344.83,344.83,149
798 +2026-10-30 17:42:00,344.9,344.9,344.9,344.9,50
799 +2026-10-30 17:44:00,344.87,344.9479,344.87,344.9479,281
800 +2026-10-30 17:45:00,344.85,344.85,344.82,344.82,396
801 +2026-10-30 17:47:00,344.77,344.7755,344.77,344.7755,150
802 +2026-10-30 17:48:00,344.77,344.77,344.63,344.71,16978
803 +2026-10-30 17:49:00,344.7,344.7,344.55,344.69,12790
804 +2026-10-30 17:50:00,344.69,344.8,344.69,344.8,190
805 +2026-10-30 17:52:00,344.6601,344.6601,344.63,344.63,16953
806 +2026-10-30 17:53:00,344.8,344.8,344.8,344.8,200
807 +2026-10-30 17:55:00,344.7155,344.7155,344.7155,344.7155,50
808 +2026-10-30 17:57:00,344.73,344.75,344.73,344.75,579
809 +2026-10-30 17:58:00,344.7938,344.8,344.73,344.8,2563
810 +2026-10-30 17:59:00,344.7444,344.7444,344.7304,344.7304,340
811 +2026-10-30 18:00:00,344.74,344.74,344.74,344.74,288
812 +2026-10-30 18:01:00,344.7356,344.7356,344.7356,344.7356,49
813 +2026-10-30 18:02:00,344.7372,344.7372,344.7372,344.7372,100
814 +2026-10-30 18:03:00,344.7853,344.7853,344.7562,344.7562,139
815 +2026-10-30 18:04:00,344.7527,344.77,344.75,344.75,1109
816 +2026-10-30 18:05:00,344.7579,344.7824,344.7579,344.7824,250
817 +2026-10-30 18:06:00,344.75,344.751,344.75,344.751,680
818 +2026-10-30 18:07:00,344.75,344.75,344.75,344.75,95
819 +2026-10-30 18:08:00,344.78,344.79,344.7446,344.76,305
820 +2026-10-30 18:09:00,344.7887,344.8,344.7887,344.79,785
821 +2026-10-30 18:10:00,344.79,344.81,344.79,344.81,342
822 +2026-10-30 18:11:00,344.86,344.86,344.82,344.83,639
823 +2026-10-30 18:12:00,344.82,344.83,344.82,344.82,330
824 +2026-10-30 18:13:00,344.78,344.83,344.768,344.8072,2716
825 +2026-10-30 18:15:00,344.81,344.9,344.7489,344.9,1614
826 +2026-10-30 18:17:00,344.9,344.9,344.8009,344.8009,310
827 +2026-10-30 18:18:00,344.91,344.91,344.7977,344.85,366
828 +2026-10-30 18:20:00,344.817,344.8581,344.817,344.8581,1080
829 +2026-10-30 18:21:00,344.8583,344.8583,344.85,344.85,321
830 +2026-10-30 18:24:00,344.91,345,344.8639,345,993
831 +2026-10-30 18:25:00,345.07,345.07,344.94,344.94,3846
832 +2026-10-30 18:27:00,345.07,345.07,345.06,345.06,115
833 +2026-10-30 18:28:00,345.07,345.07,344.98,344.98,150
834 +2026-10-30 18:30:00,345,345,345,345,129
835 +2026-10-30 18:33:00,344.9,344.9,344.9,344.9,41
836 +2026-10-30 18:34:00,344.94,344.94,344.94,344.94,62
837 +2026-10-30 18:35:00,344.9,344.9,344.9,344.9,100
838 +2026-10-30 18:36:00,344.9624,344.9624,344.9624,344.9624,200
839 +2026-10-30 18:37:00,344.9018,344.97,344.9,344.97,1471
840 +2026-10-30 18:38:00,344.97,344.97,344.97,344.97,40
841 +2026-10-30 18:39:00,345,345,345,345,50
842 +2026-10-30 18:40:00,345,345,345,345,140
843 +2026-10-30 18:41:00,344.9,344.9,344.9,344.9,240
844 +2026-10-30 18:43:00,344.95,344.95,344.95,344.95,144
845 +2026-10-30 18:44:00,344.9047,344.9047,344.9047,344.9047,60
846 +2026-10-30 18:46:00,344.9,344.9,344.9,344.9,124
847 +2026-10-30 18:47:00,344.7937,344.9,344.7937,344.9,2911
848 +2026-10-30 18:48:00,344.8545,344.8545,344.8545,344.8545,50
849 +2026-10-30 18:49:00,344.89,344.89,344.89,344.89,40
850 +2026-10-30 18:50:00,344.9225,344.95,344.9225,344.95,1596
851 +2026-10-30 18:51:00,344.95,344.95,344.92,344.92,172
852 +2026-10-30 18:52:00,344.9,344.9,344.9,344.9,500
853 +2026-10-30 18:53:00,344.85,344.85,344.85,344.85,357
854 +2026-10-30 18:54:00,344.8,344.8,344.76,344.76,1080
855 +2026-10-30 18:55:00,344.773,344.94,344.773,344.94,125
856 +2026-10-30 18:56:00,344.94,344.94,344.94,344.94,44
857 +2026-10-30 18:58:00,344.7604,344.8,344.7604,344.8,2054
858 +2026-10-30 18:59:00,344.7775,344.7775,344.7775,344.7775,50
859 +2026-10-30 19:00:00,344.9121,344.9121,344.9121,344.9121,134
860 +2026-10-30 19:02:00,344.94,344.94,344.94,344.94,179
861 +2026-10-30 19:05:00,344.85,344.85,344.85,344.85,100
862 +2026-10-30 19:07:00,344.9339,344.9339,344.9339,344.9339,208
863 +2026-10-30 19:09:00,344.93,344.93,344.93,344.93,50
864 +2026-10-30 19:11:00,344.8988,344.8988,344.8988,344.8988,272
865 +2026-10-30 19:12:00,344.7601,344.7601,344.7601,344.7601,184
866 +2026-10-30 19:13:00,344.94,344.94,344.7841,344.7841,710
867 +2026-10-30 19:14:00,344.8,344.94,344.8,344.94,99
868 +2026-10-30 19:16:00,344.87,344.87,344.87,344.87,70
869 +2026-10-30 19:17:00,344.9,344.9,344.8999,344.8999,308
870 +2026-10-30 19:18:00,345,345,344.9895,344.9895,186
871 +2026-10-30 19:19:00,344.8303,344.8303,344.8303,344.8303,60
872 +2026-10-30 19:20:00,344.8815,344.8815,344.8815,344.8815,100
873 +2026-10-30 19:21:00,344.9,344.9,344.9,344.9,86
874 +2026-10-30 19:22:00,344.88,344.9106,344.83,344.9106,191
875 +2026-10-30 19:23:00,344.9,344.9,344.9,344.9,100
876 +2026-10-30 19:25:00,344.94,344.94,344.89,344.9,185
877 +2026-10-30 19:28:00,344.94,344.94,344.9385,344.9385,100
878 +2026-10-30 19:29:00,344.94,344.94,344.912,344.93,322
879 +2026-10-30 19:30:00,344.925,344.925,344.92,344.92,80
880 +2026-10-30 19:31:00,344.94,344.94,344.94,344.94,87
881 +2026-10-30 19:33:00,344.8,344.8,344.8,344.8,40
882 +2026-10-30 19:35:00,344.93,344.93,344.9221,344.9221,148
883 +2026-10-30 19:36:00,344.866,344.866,344.866,344.866,43
884 +2026-10-30 19:39:00,344.93,344.93,344.88,344.9,436
885 +2026-10-30 19:40:00,344.9,344.9,344.86,344.88,350
886 +2026-10-30 19:43:00,344.9846,344.9846,344.91,344.91,119
887 +2026-10-30 19:44:00,344.8927,345,344.8927,345,100
888 +2026-10-30 19:46:00,345,345,344.995,344.995,230
889 +2026-10-30 19:47:00,344.9519,344.97,344.95,344.97,919
890 +2026-10-30 19:48:00,345,345,344.999,344.999,768
891 +2026-10-30 19:49:00,345.06,345.08,345.06,345.0745,1648
892 +2026-10-30 19:51:00,345.08,345.08,345,345,384
893 +2026-10-30 19:52:00,345.07,345.07,345.04,345.04,411
894 +2026-10-30 19:53:00,345.08,345.18,345.0092,345.18,1142
895 +2026-10-30 19:54:00,345.18,345.18,345.18,345.18,45
896 +2026-10-30 19:55:00,345.1335,345.1335,345.0283,345.0283,156
897 +2026-10-30 19:56:00,345.0524,345.18,345,345.18,1647
898 +2026-10-30 19:57:00,345.05,345.1335,345.0232,345.12,550
899 +2026-10-30 19:58:00,345.09,345.13,345.09,345.1,544
900 +2026-10-30 19:59:00,345.0933,345.1,345.0933,345.1,852
\ No newline at end of file
added tests/fixtures/firstrate/A_day_1min_UNADJUSTED.txt +390 −0
@@ -0,0 +1,390 @@
1 +2026-10-30 07:04:00,180.9,180.9,180.9,180.9,100
2 +2026-10-30 09:30:00,180.98,180.98,179.93,180.8,19729
3 +2026-10-30 09:31:00,180.2775,180.365,179.61,180.25,2032
4 +2026-10-30 09:33:00,179.12,179.13,178.48,178.93,3218
5 +2026-10-30 09:34:00,179.035,179.035,177.46,177.69,8961
6 +2026-10-30 09:35:00,177.83,178.76,177.46,178.735,37242
7 +2026-10-30 09:36:00,178.8,179.045,178.675,178.87,2954
8 +2026-10-30 09:37:00,178.885,178.885,178.885,178.885,100
9 +2026-10-30 09:38:00,178.91,179.26,178.28,179.1,12502
10 +2026-10-30 09:39:00,179.19,179.32,178.875,179.32,8777
11 +2026-10-30 09:40:00,179,179.115,178.74,178.74,4228
12 +2026-10-30 09:41:00,178.74,178.81,178.61,178.62,1600
13 +2026-10-30 09:42:00,178.23,178.6,178.06,178.46,6317
14 +2026-10-30 09:43:00,177.91,177.97,177.91,177.93,3338
15 +2026-10-30 09:44:00,177.92,177.9325,177.7882,177.93,3659
16 +2026-10-30 09:45:00,178.14,178.2865,177.5,177.5,3704
17 +2026-10-30 09:46:00,177.16,177.38,177.055,177.355,1475
18 +2026-10-30 09:47:00,177.41,177.71,177.41,177.4325,1200
19 +2026-10-30 09:48:00,177.4525,177.52,177.11,177.52,2372
20 +2026-10-30 09:49:00,177.61,177.61,177.215,177.43,3278
21 +2026-10-30 09:50:00,177.36,177.7376,177.36,177.505,4750
22 +2026-10-30 09:51:00,177.17,177.365,177.02,177.365,800
23 +2026-10-30 09:52:00,177.08,177.08,176.7105,176.81,1846
24 +2026-10-30 09:53:00,176.745,176.745,176.2853,176.2853,2412
25 +2026-10-30 09:54:00,176.57,176.57,176.185,176.5,1839
26 +2026-10-30 09:55:00,176.28,176.35,176.07,176.14,1218
27 +2026-10-30 09:56:00,176.42,176.755,176.33,176.755,1100
28 +2026-10-30 09:57:00,176.925,177.29,176.925,177.29,2049
29 +2026-10-30 09:58:00,177.12,177.19,177.12,177.19,771
30 +2026-10-30 09:59:00,177.21,177.585,177.21,177.585,5537
31 +2026-10-30 10:00:00,177.29,177.305,176.95,177.055,1838
32 +2026-10-30 10:01:00,177.095,177.1,176.43,176.49,3099
33 +2026-10-30 10:02:00,176.53,176.65,176.41,176.65,2615
34 +2026-10-30 10:03:00,176.665,176.67,176.34,176.34,950
35 +2026-10-30 10:04:00,176.37,176.545,176.36,176.4,4456
36 +2026-10-30 10:05:00,176.485,176.54,176.485,176.53,1244
37 +2026-10-30 10:06:00,176.52,176.58,176.52,176.58,402
38 +2026-10-30 10:07:00,176.89,176.93,176.625,176.67,1077
39 +2026-10-30 10:08:00,176.29,176.29,176.29,176.29,100
40 +2026-10-30 10:09:00,176.45,176.45,175.995,176.19,2586
41 +2026-10-30 10:10:00,175.955,176.01,175.71,175.71,1750
42 +2026-10-30 10:11:00,175.71,175.71,175.135,175.51,4554
43 +2026-10-30 10:12:00,175.265,175.52,174.58,174.6975,73028
44 +2026-10-30 10:13:00,174.9,175.06,174.87,175.04,700
45 +2026-10-30 10:14:00,175.05,175.31,174.9003,175.31,3006
46 +2026-10-30 10:15:00,175.4489,175.48,175.31,175.4,52440
47 +2026-10-30 10:16:00,175.33,175.49,175.18,175.49,13652
48 +2026-10-30 10:17:00,175.68,176.21,175.64,175.86,10012
49 +2026-10-30 10:18:00,176.02,176.25,176.02,176.1,4590
50 +2026-10-30 10:19:00,176.07,176.34,176.07,176.285,1583
51 +2026-10-30 10:20:00,176.275,176.67,176.275,176.565,1735
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53 +2026-10-30 10:22:00,176.79,176.8,175.95,175.95,3924
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56 +2026-10-30 10:25:00,175.875,175.875,175.87,175.875,346
57 +2026-10-30 10:26:00,175.875,176.02,175.87,175.87,1900
58 +2026-10-30 10:27:00,175.87,175.9,175.35,175.585,14850
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60 +2026-10-30 10:29:00,175.615,175.62,175.47,175.615,2629
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63 +2026-10-30 10:32:00,175.03,175.2,175.03,175.08,1467
64 +2026-10-30 10:33:00,175.0825,175.155,175.08,175.085,2073
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79 +2026-10-30 10:48:00,176.095,176.095,176.095,176.095,1080
80 +2026-10-30 10:49:00,176.045,176.045,176.045,176.045,300
81 +2026-10-30 10:50:00,176.045,176.045,175.87,175.87,3500
82 +2026-10-30 10:51:00,175.8,175.84,175.44,175.595,6856
83 +2026-10-30 10:52:00,175.74,175.75,175.49,175.49,7811
84 +2026-10-30 10:53:00,175.62,175.625,175.44,175.44,900
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87 +2026-10-30 10:56:00,175.37,175.39,175.37,175.39,596
88 +2026-10-30 10:57:00,175.37,175.37,175.18,175.35,3866
89 +2026-10-30 10:58:00,175.32,175.51,175.32,175.51,1833
90 +2026-10-30 10:59:00,175.39,175.395,175.275,175.275,410
91 +2026-10-30 11:00:00,175.475,175.64,175.44,175.44,1100
92 +2026-10-30 11:01:00,175.365,175.365,175.11,175.11,4320
93 +2026-10-30 11:02:00,175.2,175.22,175.06,175.07,2090
94 +2026-10-30 11:03:00,174.9789,175.035,174.965,174.965,662
95 +2026-10-30 11:04:00,174.965,174.965,174.945,174.945,500
96 +2026-10-30 11:05:00,174.96,175.14,174.96,175.14,1819
97 +2026-10-30 11:06:00,175.19,175.43,175.19,175.26,1936
98 +2026-10-30 11:07:00,175.26,175.28,174.8,174.83,19083
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100 +2026-10-30 11:09:00,174.64,174.64,174.46,174.46,1239
101 +2026-10-30 11:10:00,174.47,174.75,174.47,174.65,1028
102 +2026-10-30 11:11:00,174.59,174.59,174.59,174.59,127
103 +2026-10-30 11:12:00,174.59,174.59,174.305,174.54,2129
104 +2026-10-30 11:13:00,174.54,174.595,174.54,174.59,900
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added tests/fixtures/fundamentals/earnings_AAPL.json +74 −0
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443 + "ebit": 29310000000,
444 + "dps": 0.25,
445 + "depr": 2661000000,
446 + "def_rev": 8976000000,
447 + "debt_nc": 78566000000,
448 + "debt_c": 19620000000,
449 + "debt": 98186000000,
450 + "cogs": 50492000000,
451 + "cos_inc": 24780000000,
452 + "cash": 28162000000,
453 + "capex": -3071000000,
454 + "assets_nc": 212559000000,
455 + "assets_c": 118674000000,
456 + "assets_tot": 331233000000,
457 + "acc_oci": -6363000000,
458 + "roa": 0.07,
459 + "roe": 0.37,
460 + "roic": 0.15,
461 + "gm": 0.47,
462 + "om": 0.31,
463 + "intr_cover": null
464 + },
465 + {
466 + "period_end": "2024-12-28",
467 + "period_type": "q",
468 + "filing_date": "2025-01-31",
469 + "actual_year": 2024,
470 + "actual_period": "q4",
471 + "fiscal_year": 2025,
472 + "fiscal_period": "q1",
473 + "tax_liability": 0,
474 + "tax_expense": 6254000000,
475 + "tax_asset": 0,
476 + "shares_av_diluted": 15150865000,
477 + "shares_av": 15081724000,
478 + "shares": 15022073000,
479 + "sgna": 7175000000,
480 + "share_comp": 3286000000,
481 + "research_dev": 8268000000,
482 + "rev": 124300000000,
483 + "ret_earnings": -11221000000,
484 + "receivables": 59306000000,
485 + "pref_divs": 0,
486 + "ppe": 46069000000,
487 + "payables": 61910000000,
488 + "op_inc": 42832000000,
489 + "op_ex": 15443000000,
490 + "net_inc_non_control": 0,
491 + "net_loss_discontinued": 0,
492 + "net_inc_com": 36330000000,
493 + "net_inc": 36330000000,
494 + "fx_impact_cash": 0,
495 + "cash_op": 29935000000,
496 + "cash_inv_acq": 13335000000,
497 + "cash_inv": 9792000000,
498 + "cash_fin": -39371000000,
499 + "cash_div": -3856000000,
500 + "cash_debt_sec": -8953000000,
501 + "cash_equity": -23606000000,
502 + "cash_business_acq": 0,
503 + "cash_change": 356000000,
504 + "liab_nc": 132962000000,
505 + "liab_c": 144365000000,
506 + "liab_tot": 277327000000,
507 + "inv_nc": 87593000000,
508 + "inv_c": 23476000000,
509 + "investments": 111069000000,
510 + "inventory": 6911000000,
511 + "interest_exp": 0,
512 + "intangibles": 0,
513 + "gp": 58275000000,
514 + "equity": 66758000000,
515 + "eps_d": 2.4,
516 + "eps": 2.41,
517 + "ebt": 42584000000,
518 + "ebitda": 45664000000,
519 + "ebit": 42584000000,
520 + "dps": 0.25,
521 + "depr": 3080000000,
522 + "def_rev": 8461000000,
523 + "debt_nc": 83956000000,
524 + "debt_c": 12843000000,
525 + "debt": 96799000000,
526 + "cogs": 66025000000,
527 + "cos_inc": 36330000000,
528 + "cash": 30299000000,
529 + "capex": -2940000000,
530 + "assets_nc": 210845000000,
531 + "assets_c": 133240000000,
532 + "assets_tot": 344085000000,
533 + "acc_oci": -6789000000,
534 + "roa": 0.11,
535 + "roe": 0.54,
536 + "roic": 0.22,
537 + "gm": 0.47,
538 + "om": 0.34,
539 + "intr_cover": null
540 + },
541 + {
542 + "period_end": "2024-09-28",
543 + "period_type": "q",
544 + "filing_date": "2024-11-01",
545 + "actual_year": 2024,
546 + "actual_period": "q3",
547 + "fiscal_year": 2024,
548 + "fiscal_period": "q4",
549 + "tax_liability": 0,
550 + "tax_expense": 14874000000,
551 + "tax_asset": 0,
552 + "shares_av_diluted": 15242855000,
553 + "shares_av": 15171991000,
554 + "shares": 15115823000,
555 + "sgna": 6523000000,
556 + "share_comp": 2858000000,
557 + "research_dev": 7765000000,
558 + "rev": 94930000000,
559 + "ret_earnings": -19154000000,
560 + "receivables": 66243000000,
561 + "pref_divs": 0,
562 + "ppe": 45680000000,
563 + "payables": 68960000000,
564 + "op_inc": 29591000000,
565 + "op_ex": 14288000000,
566 + "net_inc_non_control": 0,
567 + "net_loss_discontinued": 0,
568 + "net_inc_com": 14736000000,
569 + "net_inc": 14736000000,
570 + "fx_impact_cash": 0,
571 + "cash_op": 26811000000,
572 + "cash_inv_acq": 4544000000,
573 + "cash_inv": 1445000000,
574 + "cash_fin": -24948000000,
575 + "cash_div": -3804000000,
576 + "cash_debt_sec": 4387000000,
577 + "cash_equity": -25083000000,
578 + "cash_business_acq": 0,
579 + "cash_change": 3308000000,
580 + "liab_nc": 131638000000,
581 + "liab_c": 176392000000,
582 + "liab_tot": 308030000000,
583 + "inv_nc": 91479000000,
584 + "inv_c": 35228000000,
585 + "investments": 126707000000,
586 + "inventory": 7286000000,
587 + "interest_exp": 0,
588 + "intangibles": 0,
589 + "gp": 43879000000,
590 + "equity": 56950000000,
591 + "eps_d": 0.97,
592 + "eps": 0.98,
593 + "ebt": 29610000000,
594 + "ebitda": 32521000000,
595 + "ebit": 29610000000,
596 + "dps": 0.25,
597 + "depr": 2911000000,
598 + "def_rev": 8249000000,
599 + "debt_nc": 85750000000,
600 + "debt_c": 20879000000,
601 + "debt": 106629000000,
602 + "cogs": 51051000000,
603 + "cos_inc": 14736000000,
604 + "cash": 29943000000,
605 + "capex": -2908000000,
606 + "assets_nc": 211993000000,
607 + "assets_c": 152987000000,
608 + "assets_tot": 364980000000,
609 + "acc_oci": -7172000000,
610 + "roa": 0.04,
611 + "roe": 0.26,
612 + "roic": 0.09,
613 + "gm": 0.46,
614 + "om": 0.31,
615 + "intr_cover": null
616 + },
617 + {
618 + "period_end": "2024-06-29",
619 + "period_type": "q",
620 + "filing_date": "2024-08-02",
621 + "actual_year": 2024,
622 + "actual_period": "q2",
623 + "fiscal_year": 2024,
624 + "fiscal_period": "q3",
625 + "tax_liability": 0,
626 + "tax_expense": 4046000000,
627 + "tax_asset": 0,
628 + "shares_av_diluted": 15348175000,
629 + "shares_av": 15287521000,
630 + "shares": 15204137000,
631 + "sgna": 6320000000,
632 + "share_comp": 2869000000,
633 + "research_dev": 8006000000,
634 + "rev": 85777000000,
635 + "ret_earnings": -4726000000,
636 + "receivables": 43172000000,
637 + "pref_divs": 0,
638 + "ppe": 44502000000,
639 + "payables": 47574000000,
640 + "op_inc": 25352000000,
641 + "op_ex": 14326000000,
642 + "net_inc_non_control": 0,
643 + "net_loss_discontinued": 0,
644 + "net_inc_com": 21448000000,
645 + "net_inc": 21448000000,
646 + "fx_impact_cash": 0,
647 + "cash_op": 28858000000,
648 + "cash_inv_acq": 2412000000,
649 + "cash_inv": -127000000,
650 + "cash_fin": -36017000000,
651 + "cash_div": -3895000000,
652 + "cash_debt_sec": -3253000000,
653 + "cash_equity": -26522000000,
654 + "cash_business_acq": 0,
655 + "cash_change": -7286000000,
656 + "liab_nc": 133280000000,
657 + "liab_c": 131624000000,
658 + "liab_tot": 264904000000,
659 + "inv_nc": 91240000000,
660 + "inv_c": 36236000000,
661 + "investments": 127476000000,
662 + "inventory": 6165000000,
663 + "interest_exp": 0,
664 + "intangibles": 0,
665 + "gp": 39678000000,
666 + "equity": 66708000000,
667 + "eps_d": 1.4,
668 + "eps": 1.4,
669 + "ebt": 25494000000,
670 + "ebitda": 28344000000,
671 + "ebit": 25494000000,
672 + "dps": 0.25,
673 + "depr": 2850000000,
674 + "def_rev": 8053000000,
675 + "debt_nc": 86196000000,
676 + "debt_c": 15108000000,
677 + "debt": 101304000000,
678 + "cogs": 46099000000,
679 + "cos_inc": 21448000000,
680 + "cash": 25565000000,
681 + "capex": -2151000000,
682 + "assets_nc": 206177000000,
683 + "assets_c": 125435000000,
684 + "assets_tot": 331612000000,
685 + "acc_oci": -8416000000,
686 + "roa": 0.06,
687 + "roe": 0.32,
688 + "roic": 0.13,
689 + "gm": 0.46,
690 + "om": 0.3,
691 + "intr_cover": null
692 + },
693 + {
694 + "period_end": "2024-03-30",
695 + "period_type": "q",
696 + "filing_date": "2024-05-03",
697 + "actual_year": 2024,
698 + "actual_period": "q1",
699 + "fiscal_year": 2024,
700 + "fiscal_period": "q2",
701 + "tax_liability": 0,
702 + "tax_expense": 4422000000,
703 + "tax_asset": 0,
704 + "shares_av_diluted": 15464709000,
705 + "shares_av": 15405856000,
706 + "shares": 15334082000,
707 + "sgna": 6468000000,
708 + "share_comp": 2964000000,
709 + "research_dev": 7903000000,
710 + "rev": 90753000000,
711 + "ret_earnings": 4339000000,
712 + "receivables": 41150000000,
713 + "pref_divs": 0,
714 + "ppe": 43546000000,
715 + "payables": 45753000000,
716 + "op_inc": 27900000000,
717 + "op_ex": 14371000000,
718 + "net_inc_non_control": 0,
719 + "net_loss_discontinued": 0,
720 + "net_inc_com": 23636000000,
721 + "net_inc": 23636000000,
722 + "fx_impact_cash": 0,
723 + "cash_op": 22690000000,
724 + "cash_inv_acq": 2131000000,
725 + "cash_inv": -310000000,
726 + "cash_fin": -30433000000,
727 + "cash_div": -3710000000,
728 + "cash_debt_sec": -3148000000,
729 + "cash_equity": -23205000000,
730 + "cash_business_acq": 0,
731 + "cash_change": -8053000000,
732 + "liab_nc": 139395000000,
733 + "liab_c": 123822000000,
734 + "liab_tot": 263217000000,
735 + "inv_nc": 95187000000,
736 + "inv_c": 34455000000,
737 + "investments": 129642000000,
738 + "inventory": 6232000000,
739 + "interest_exp": 0,
740 + "intangibles": 0,
741 + "gp": 42271000000,
742 + "equity": 74194000000,
743 + "eps_d": 1.53,
744 + "eps": 1.53,
745 + "ebt": 28058000000,
746 + "ebitda": 30894000000,
747 + "ebit": 28058000000,
748 + "dps": 0.24,
749 + "depr": 2836000000,
750 + "def_rev": 8012000000,
751 + "debt_nc": 91831000000,
752 + "debt_c": 12759000000,
753 + "debt": 104590000000,
754 + "cogs": 48482000000,
755 + "cos_inc": 23636000000,
756 + "cash": 32695000000,
757 + "capex": -1996000000,
758 + "assets_nc": 208995000000,
759 + "assets_c": 128416000000,
760 + "assets_tot": 337411000000,
761 + "acc_oci": -8960000000,
762 + "roa": 0.07,
763 + "roe": 0.32,
764 + "roic": 0.13,
765 + "gm": 0.47,
766 + "om": 0.31,
767 + "intr_cover": null
768 + },
769 + {
770 + "period_end": "2023-12-30",
771 + "period_type": "q",
772 + "filing_date": "2024-02-02",
773 + "actual_year": 2023,
774 + "actual_period": "q4",
775 + "fiscal_year": 2024,
776 + "fiscal_period": "q1",
777 + "tax_liability": 0,
778 + "tax_expense": 6407000000,
779 + "tax_asset": 0,
780 + "shares_av_diluted": 15576641000,
781 + "shares_av": 15509763000,
782 + "shares": 15441881000,
783 + "sgna": 6786000000,
784 + "share_comp": 2997000000,
785 + "research_dev": 7696000000,
786 + "rev": 119575000000,
787 + "ret_earnings": 8242000000,
788 + "receivables": 50102000000,
789 + "pref_divs": 0,
790 + "ppe": 43666000000,
791 + "payables": 58146000000,
792 + "op_inc": 40373000000,
793 + "op_ex": 14482000000,
794 + "net_inc_non_control": 0,
795 + "net_loss_discontinued": 0,
796 + "net_inc_com": 33916000000,
797 + "net_inc": 33916000000,
798 + "fx_impact_cash": 0,
799 + "cash_op": 39895000000,
800 + "cash_inv_acq": 4603000000,
801 + "cash_inv": 1927000000,
802 + "cash_fin": -30585000000,
803 + "cash_div": -3825000000,
804 + "cash_debt_sec": -3984000000,
805 + "cash_equity": -20139000000,
806 + "cash_business_acq": 0,
807 + "cash_change": 11237000000,
808 + "liab_nc": 145441000000,
809 + "liab_c": 133973000000,
810 + "liab_tot": 279414000000,
811 + "inv_nc": 99475000000,
812 + "inv_c": 32340000000,
813 + "investments": 131815000000,
814 + "inventory": 6511000000,
815 + "interest_exp": 0,
816 + "intangibles": 0,
817 + "gp": 54855000000,
818 + "equity": 74100000000,
819 + "eps_d": 2.18,
820 + "eps": 2.19,
821 + "ebt": 40323000000,
822 + "ebitda": 43171000000,
823 + "ebit": 40323000000,
824 + "dps": 0.24,
825 + "depr": 2848000000,
826 + "def_rev": 8264000000,
827 + "debt_nc": 95088000000,
828 + "debt_c": 12952000000,
829 + "debt": 108040000000,
830 + "cogs": 64720000000,
831 + "cos_inc": 33916000000,
832 + "cash": 40760000000,
833 + "capex": -2392000000,
834 + "assets_nc": 209822000000,
835 + "assets_c": 143692000000,
836 + "assets_tot": 353514000000,
837 + "acc_oci": -9378000000,
838 + "roa": 0.1,
839 + "roe": 0.46,
840 + "roic": 0.19,
841 + "gm": 0.46,
842 + "om": 0.34,
843 + "intr_cover": null
844 + },
845 + {
846 + "period_end": "2023-09-30",
847 + "period_type": "q",
848 + "filing_date": "2023-11-03",
849 + "actual_year": 2023,
850 + "actual_period": "q3",
851 + "fiscal_year": 2023,
852 + "fiscal_period": "q4",
853 + "tax_liability": 0,
854 + "tax_expense": 4042000000,
855 + "tax_asset": 0,
856 + "shares_av_diluted": 15672399000,
857 + "shares_av": 15599433000,
858 + "shares": 15552752000,
859 + "sgna": 6151000000,
860 + "share_comp": 2625000000,
861 + "research_dev": 7307000000,
862 + "rev": 89498000000,
863 + "ret_earnings": -214000000,
864 + "receivables": 60985000000,
865 + "pref_divs": 0,
866 + "ppe": 43715000000,
867 + "payables": 62611000000,
868 + "op_inc": 26969000000,
869 + "op_ex": 13458000000,
870 + "net_inc_non_control": 0,
871 + "net_loss_discontinued": 0,
872 + "net_inc_com": 22956000000,
873 + "net_inc": 22956000000,
874 + "fx_impact_cash": 0,
875 + "cash_op": 21598000000,
876 + "cash_inv_acq": 5141000000,
877 + "cash_inv": 2394000000,
878 + "cash_fin": -23153000000,
879 + "cash_div": -3758000000,
880 + "cash_debt_sec": 1993000000,
881 + "cash_equity": -21003000000,
882 + "cash_business_acq": 0,
883 + "cash_change": 839000000,
884 + "liab_nc": 145129000000,
885 + "liab_c": 145308000000,
886 + "liab_tot": 290437000000,
887 + "inv_nc": 100544000000,
888 + "inv_c": 31590000000,
889 + "investments": 132134000000,
890 + "inventory": 6331000000,
891 + "interest_exp": 1002000000,
892 + "intangibles": 0,
893 + "gp": 40427000000,
894 + "equity": 62146000000,
895 + "eps_d": 1.46,
896 + "eps": 1.47,
897 + "ebt": 26998000000,
898 + "ebitda": 30653000000,
899 + "ebit": 28000000000,
900 + "dps": 0.24,
901 + "depr": 2653000000,
902 + "def_rev": 8061000000,
903 + "debt_nc": 95281000000,
904 + "debt_c": 15807000000,
905 + "debt": 111088000000,
906 + "cogs": 49071000000,
907 + "cos_inc": 22956000000,
908 + "cash": 29965000000,
909 + "capex": -2163000000,
910 + "assets_nc": 209017000000,
911 + "assets_c": 143566000000,
912 + "assets_tot": 352583000000,
913 + "acc_oci": -11452000000,
914 + "roa": 0.07,
915 + "roe": 0.37,
916 + "roic": 0.14,
917 + "gm": 0.45,
918 + "om": 0.3,
919 + "intr_cover": 27.94
920 + }
921 + ]
922 + },
923 + "meta": {
924 + "request_timestamp": "2026-11-01T22:29:13.163211",
925 + "processing_time_ms": 19
926 + }
927 +}
\ No newline at end of file
added tests/test_fundamentals_pit.py +56 −0
@@ -0,0 +1,56 @@
1 +from __future__ import annotations
2 +
3 +import json
4 +from datetime import UTC, date, datetime
5 +from pathlib import Path
6 +
7 +from findata_fundamentals import SecEdgarConnector, available_at_policy, facts_from_companyfacts, facts_from_financials
8 +
9 +FIX = Path(__file__).parent / "fixtures" / "fundamentals"
10 +NOW = datetime(2026, 11, 1, 12, 0, tzinfo=UTC)
11 +
12 +
13 +def test_available_at_policy_is_next_day_midnight_et():
14 + # filing 2026-07-31 → available 2026-08-01 00:00 EDT = 2026-08-01 04:00 UTC
15 + assert available_at_policy(date(2026, 7, 31), date(2026, 6, 27)) == datetime(2026, 8, 1, 4, 0, tzinfo=UTC)
16 + # winter: 2026-01-30 → 2026-01-31 00:00 EST = 05:00 UTC
17 + assert available_at_policy(date(2026, 1, 30), date(2025, 12, 27)) == datetime(2026, 1, 31, 5, 0, tzinfo=UTC)
18 + # missing filing date → period_end + 90 d + 1
19 + assert available_at_policy(None, date(2026, 6, 30)).date() == date(2026, 9, 29)
20 +
21 +
22 +def test_facts_from_financials_long_format():
23 + payload = json.loads((FIX / "financials_all_AAPL_quarterly.json").read_text())
24 + facts = list(facts_from_financials(payload, NOW))
25 + assert len(facts) > 12 * 50
26 + latest = [f for f in facts if f["fiscal_period_end"] == date(2026, 6, 27)]
27 + rev = next(f for f in latest if f["metric"] == "rev")
28 + assert rev["value"] == 109417000000.0 and rev["unit"] == "USD" and rev["fiscal_period_type"] == "q"
29 + assert rev["filing_date"] == date(2026, 7, 31) and rev["available_at"] == datetime(2026, 8, 1, 4, 0, tzinfo=UTC)
30 + assert rev["entity_id"] == "frd:AAPL" and rev["source_id"] == "firstrate_fundamentals" and rev["pit_fallback"] is False
31 + assert all(f["available_at"] > datetime.combine(f["fiscal_period_end"], datetime.min.time(), tzinfo=UTC) for f in facts)
32 +
33 +
34 +def test_sec_edgar_pending_without_user_agent():
35 + c = SecEdgarConnector(user_agent="")
36 + assert c.status()["status"] == "pending_configuration"
37 + try:
38 + c.companyfacts(320193)
39 + raise AssertionError("must refuse without user agent")
40 + except RuntimeError as e:
41 + assert "pending configuration" in str(e)
42 +
43 +
44 +def test_companyfacts_parsing_keeps_each_filing_as_revision():
45 + payload = {"cik": 320193, "entityName": "Apple Inc.", "facts": {"us-gaap": {"Revenues": {"units": {"USD": [
46 + {"start": "2024-09-29", "end": "2024-12-28", "val": 124300000000, "accn": "0000320193-25-000008", "fy": 2025, "fp": "Q1", "form": "10-Q", "filed": "2025-01-31", "frame": "CY2024Q4"},
47 + {"start": "2024-09-29", "end": "2024-12-28", "val": 124300000001, "accn": "0000320193-25-000999", "fy": 2025, "fp": "Q2", "form": "10-Q", "filed": "2025-05-02"},
48 + {"start": "2023-10-01", "end": "2024-09-28", "val": 391035000000, "accn": "0000320193-24-000123", "fy": 2024, "fp": "FY", "form": "10-K", "filed": "2024-11-01"},
49 + ]}}}}}
50 + facts = list(facts_from_companyfacts(payload, NOW))
51 + assert len(facts) == 3
52 + q = [f for f in facts if f["fiscal_period_end"] == date(2024, 12, 28)]
53 + assert sorted(f["filing_date"] for f in q) == [date(2025, 1, 31), date(2025, 5, 2)]
54 + assert q[0]["available_at"] == datetime(2025, 2, 1, 5, 0, tzinfo=UTC)
55 + fy = next(f for f in facts if f["fiscal_period_type"] == "a")
56 + assert fy["metric"] == "rev" and fy["entity_id"] == "sec:CIK0000320193"
added tests/test_ingest_lake.py +157 −0
@@ -0,0 +1,157 @@
1 +"""Integration: lake publication, durable queue, incremental sync idempotency, resume, derive, compaction."""
2 +from __future__ import annotations
3 +
4 +import json
5 +from datetime import UTC, date, datetime
6 +
7 +import pyarrow as pa
8 +import pytest
9 +
10 +from findata_core.db import connection, fetch_one, transaction
11 +from findata_ingest import queue
12 +from findata_ingest.lake import live_files
13 +from findata_ingest.reader import apply_adjustment, read_bars, run_sql
14 +from findata_ingest.tasks import backfill, compaction, derive, incremental, metadata
15 +from tests.conftest import build_update_zip
16 +
17 +DS = "market_bars.stock.1m.raw"
18 +
19 +
20 +def _job(kind, dataset_id, params, run=True):
21 + jid = queue.enqueue(kind, dataset_id, params, created_by="test")
22 + job = queue.claim_next([kind])
23 + assert job and str(job["id"]) == jid
24 + return job
25 +
26 +
27 +def _rows(ds=DS):
28 + with connection() as conn:
29 + return conn.execute("SELECT coalesce(sum(row_count),0) n, count(*) f FROM lake_files WHERE dataset_id=%s AND version_removed IS NULL", (ds,)).fetchone()
30 +
31 +
32 +def test_queue_retry_backoff_and_dead_letter():
33 + jid = queue.enqueue("quality", None, {"x": 1}, max_attempts=2, dedupe_key="q-test")
34 + assert queue.enqueue("quality", None, {"x": 1}, dedupe_key="q-test") is None # deduped while queued
35 + job = queue.claim_next(["quality"])
36 + assert job["attempts"] == 1
37 + queue.finish(job, False, error=f"boom userid=SECRETVALUE")
38 + r = fetch_one("SELECT status, last_error, next_run_at > now() later FROM ingest_jobs WHERE id=%s", (jid,))
39 + assert r["status"] == "queued" and r["later"] and "SECRETVALUE" not in r["last_error"]
40 + with transaction() as conn:
41 + conn.execute("UPDATE ingest_jobs SET next_run_at=now() WHERE id=%s", (jid,))
42 + job = queue.claim_next(["quality"])
43 + queue.finish(job, False, error="boom again")
44 + assert fetch_one("SELECT status FROM ingest_jobs WHERE id=%s", (jid,))["status"] == "dead"
45 +
46 +
47 +def test_metadata_then_incremental_is_idempotent(vendor, lake, log):
48 + metadata.run(_job("metadata", None, {"types": ["stock", "etf"]}), lake, log)
49 + with connection() as conn:
50 + n = conn.execute("SELECT count(*) FROM instruments").fetchone()["count"]
51 + delisted = conn.execute("SELECT status FROM instruments WHERE symbol='TWTR-DELISTED'").fetchone()["status"]
52 + splits = conn.execute("SELECT count(*) FROM corporate_actions WHERE action_type='split'").fetchone()["count"]
53 + assert n == 5 and delisted == "delisted" and splits == 4
54 +
55 + # first incremental: 3 symbols, one session
56 + r1 = incremental.run(_job("incremental", DS, {"type": "stock", "period": "day"}), lake, log)
57 + assert r1["rows_published"] == 900 + 390 + 532 or r1["rows_published"] > 1500
58 + assert r1["version"] == 1 and r1["files_added"] == 1 and r1["symbols"] == 3
59 + v1 = _rows()
60 + cov = fetch_one("SELECT count(*) n FROM coverage WHERE dataset_id=%s", (DS,))["n"]
61 + assert cov == 3
62 + raw = fetch_one("SELECT status, path FROM raw_archives WHERE dataset_id=%s", (DS,))
63 + assert raw["status"] == "published" and (lake.root / raw["path"]).exists() # immutable raw kept
64 +
65 + # re-run: vendor unchanged → skipped, nothing duplicated
66 + r2 = incremental.run(_job("incremental", DS, {"type": "stock", "period": "day"}), lake, log)
67 + assert r2.get("skipped") and _rows() == v1
68 +
69 + # forced re-fetch of the identical archive → recognised by sha256, no new version
70 + r3 = incremental.run(_job("incremental", DS, {"type": "stock", "period": "day", "force": True}), lake, log)
71 + assert r3.get("skipped") and r3["reason"] == "archive already ingested" and _rows() == v1
72 +
73 + # vendor republishes the same session with a corrected bar → supersede (no duplicates, version 2)
74 + fixed = (lake.root.parent / "x").exists() # noqa: F841
75 + import pathlib
76 + txt = (pathlib.Path(__file__).parent / "fixtures" / "firstrate" / "AAPL_day_1min_UNADJUSTED.txt").read_text()
77 + txt = txt.replace("2026-10-30 09:30:00,346.63,348.51,346.62,348.26,1119437", "2026-10-30 09:30:00,346.63,348.51,346.62,348.27,1119437")
78 + vendor.archive_override = build_update_zip(mutate={"AAPL": txt})
79 + vendor.last_update = "2026-10-30"
80 + r4 = incremental.run(_job("incremental", DS, {"type": "stock", "period": "day", "force": True}), lake, log)
81 + assert not r4.get("skipped") and r4["version"] == 2 and r4["files_retired"] == 1
82 + v2 = _rows()
83 + assert v2["n"] == v1["n"] and v2["f"] == 1
84 + t, meta = read_bars(DS, ["AAPL"], date(2026, 10, 30), date(2026, 10, 30))
85 + assert t.num_rows == 900 and meta["version"] == 2
86 + row = t.filter(pa.compute.equal(t.column("timestamp_utc"), pa.scalar(datetime(2026, 10, 30, 13, 30, tzinfo=UTC), pa.timestamp("us", tz="UTC")))).to_pylist()[0]
87 + assert row["close"] == 348.27
88 + # snapshot reproducibility: version 1 still readable from retired file set
89 + t1, _ = read_bars(DS, ["AAPL"], date(2026, 10, 30), date(2026, 10, 30), version=1)
90 + assert t1.num_rows == 900
91 + vendor.archive_override = None
92 + # no duplicate (instrument, ts) anywhere in the live set
93 + dup = run_sql("SELECT count(*) FROM (SELECT instrument_id, timestamp_utc, count(*) c FROM market_bars_stock_1m_raw GROUP BY 1,2 HAVING c > 1)", 10, 10,
94 + {"market_bars_stock_1m_raw": [str(lake.abs(f["path"])) for f in _live()]})[0].to_pylist()[0]
95 + assert list(dup.values())[0] == 0
96 +
97 +
98 +def _live():
99 + with connection() as conn:
100 + return live_files(conn, DS)
101 +
102 +
103 +def test_derive_5m_from_published_session(vendor, lake, log):
104 + job = queue.claim_next(["derive"]) # enqueued by the incremental run
105 + assert job is not None
106 + r = derive.run(job, lake, log)
107 + assert r["rows"] > 0
108 + t, _ = read_bars("market_bars.stock.5m.raw", ["AAPL"], date(2026, 10, 30), date(2026, 10, 30))
109 + assert 150 <= t.num_rows <= 192 and t.column("interval")[0].as_py() == "5m"
110 + one, _ = read_bars(DS, ["AAPL"], date(2026, 10, 30), date(2026, 10, 30))
111 + assert abs(sum(t.column("volume").to_pylist()) - sum(one.column("volume").to_pylist())) < 1e-6
112 +
113 +
114 +def test_adjustment_applied_at_query_time(vendor, lake, log):
115 + with transaction() as conn:
116 + conn.execute("INSERT INTO corporate_actions(instrument_id, action_type, ex_date, value, source_id) VALUES ('firstrate:stock:AAPL','split','2026-10-31',2,'firstrate') ON CONFLICT DO NOTHING")
117 + raw, _ = read_bars(DS, ["AAPL"], date(2026, 10, 30), date(2026, 10, 30))
118 + adj, notes = apply_adjustment(raw, "split")
119 + assert abs(adj.column("close")[0].as_py() * 2 - raw.column("close")[0].as_py()) < 1e-9
120 + assert abs(adj.column("volume")[0].as_py() - raw.column("volume")[0].as_py() * 2) < 1e-6
121 + assert adj.column("adjustment_type")[0].as_py() == "split" and raw.column("adjustment_type")[0].as_py() == "raw"
122 + with transaction() as conn:
123 + conn.execute("DELETE FROM corporate_actions WHERE ex_date='2026-10-31'")
124 +
125 +
126 +def test_backfill_resumes_from_checkpoint_and_respects_delta_dates(vendor, lake, log):
127 + job = _job("backfill", DS, {"type": "stock", "ticker_range": "A", "delete_raw_after_publish": False})
128 + # simulate a crash after AAL was published: pre-seed the checkpoint
129 + queue.set_checkpoint(f"job:{job['id']}", "state", {"done_symbols": ["AAL"]})
130 + r = backfill.run(job, lake, log)
131 + # all fixture rows fall on 2026-10-30 which already lives in a delta file → excluded, nothing duplicated
132 + assert r["symbols"] == 0 and r["skipped_rows_in_delta"] > 0
133 + ck = queue.get_checkpoint(f"job:{job['id']}", "state")
134 + assert set(ck["done_symbols"]) == {"A", "AAL", "AAPL"}
135 + assert _rows()["f"] == 1
136 +
137 +
138 +def test_compaction_merges_delta_into_base_and_checks_invariant(vendor, lake, log):
139 + job = _job("compaction", DS, {"min_age_days": 0})
140 + r = compaction.run(job, lake, log)
141 + assert r["compacted_files"] == 1 and r["base_files_written"] == 3
142 + live = _live()
143 + assert all(f["layout"] == "base" for f in live) and len(live) == 3
144 + t, _ = read_bars(DS, ["AAPL"], date(2026, 10, 30), date(2026, 10, 30))
145 + assert t.num_rows == 900
146 + # the retired delta file was moved out of the live tree
147 + assert not any(p.name.endswith(".parquet") for p in (lake.root / "curated" / DS / "delta").rglob("*.parquet"))
148 + assert any((lake.root / "_retired").rglob("*.parquet"))
149 +
150 +
151 +def test_run_sql_sandbox_rejects_mutations():
152 + views = {"market_bars_stock_1m_raw": []}
153 + for bad in ["DROP TABLE x", "SELECT 1; SELECT 2", "COPY (SELECT 1) TO '/tmp/x'", "INSTALL httpfs", "SELECT * FROM read_csv('/etc/passwd')", "ATTACH 'x.db'"]:
154 + with pytest.raises(ValueError):
155 + run_sql(bad, 10, 5, views)
156 + t, meta = run_sql("SELECT 1 AS one", 10, 5, views)
157 + assert t.to_pylist() == [{"one": 1}]
added tests/test_parse_firstrate.py +72 −0
@@ -0,0 +1,72 @@
1 +from __future__ import annotations
2 +
3 +from datetime import UTC, date, datetime
4 +from pathlib import Path
5 +
6 +import pyarrow as pa
7 +
8 +from findata_market_firstrate.archive import parse_bar_file, ticker_from_filename
9 +from findata_schema import BARS_SCHEMA, Adjustment, AssetClass, Interval
10 +
11 +FIX = Path(__file__).parent / "fixtures" / "firstrate"
12 +NOW = datetime(2026, 11, 1, 12, 0, tzinfo=UTC)
13 +
14 +
15 +def _parse(text: str, symbol="TEST", interval=Interval.m1):
16 + return parse_bar_file(text.encode(), symbol, AssetClass.stock, interval, Adjustment.raw, "firstrate", NOW)
17 +
18 +
19 +def test_ticker_from_filename_variants():
20 + assert ticker_from_filename("AAPL_day_1min_UNADJUSTED.txt") == "AAPL"
21 + assert ticker_from_filename("AAPL_1min.txt") == "AAPL"
22 + assert ticker_from_filename("BRK.B_full_1min_adj_split.txt") == "BRK.B"
23 + assert ticker_from_filename("TWTR-DELISTED_1min.txt") == "TWTR-DELISTED"
24 + assert ticker_from_filename("nested.zip!/ES_contin_adj_ratio_1min.txt") == "ES"
25 +
26 +
27 +def test_parse_real_session_bar_open_convention():
28 + t, raw = parse_bar_file((FIX / "AAPL_day_1min_UNADJUSTED.txt").read_bytes(), "AAPL", AssetClass.stock, Interval.m1, Adjustment.raw, "firstrate", NOW)
29 + assert raw == 900 and t.num_rows == 900
30 + assert t.schema.equals(BARS_SCHEMA)
31 + first = t.slice(0, 1).to_pylist()[0]
32 + # 2026-10-30 04:00 America/New_York (EDT, UTC-4) == 08:00 UTC ; timestamp marks the bar OPEN
33 + assert first["timestamp_utc"] == datetime(2026, 10, 30, 8, 0, tzinfo=UTC)
34 + assert first["session_date"] == date(2026, 10, 30)
35 + assert first["open"] == 350.76 and first["volume"] == 4802.0
36 + assert first["instrument_id"] == "firstrate:stock:AAPL" and first["adjustment_type"] == "raw"
37 + last = t.slice(899, 1).to_pylist()[0]
38 + assert last["timestamp_utc"] == datetime(2026, 10, 30, 23, 59, tzinfo=UTC) # 19:59 EDT
39 +
40 +
41 +def test_dst_spring_forward_and_fall_back():
42 + # 2026-03-06 (EST, UTC-5): 09:30 ET = 14:30 UTC ; 2026-03-09 (EDT, UTC-4): 09:30 ET = 13:30 UTC
43 + t, _ = _parse("2026-03-06 09:30:00,1,2,0.5,1.5,10\n2026-03-09 09:30:00,1,2,0.5,1.5,10\n")
44 + ts = t.column("timestamp_utc").to_pylist()
45 + assert ts == [datetime(2026, 3, 6, 14, 30, tzinfo=UTC), datetime(2026, 3, 9, 13, 30, tzinfo=UTC)]
46 + # fall back 2026-11-01: 2026-10-30 09:30 EDT = 13:30 UTC ; 2026-11-02 09:30 EST = 14:30 UTC
47 + t, _ = _parse("2026-10-30 09:30:00,1,2,0.5,1.5,10\n2026-11-02 09:30:00,1,2,0.5,1.5,10\n")
48 + ts = t.column("timestamp_utc").to_pylist()
49 + assert ts == [datetime(2026, 10, 30, 13, 30, tzinfo=UTC), datetime(2026, 11, 2, 14, 30, tzinfo=UTC)]
50 +
51 +
52 +def test_nonexistent_local_time_is_dropped_and_counted():
53 + # 02:30 on 2026-03-08 does not exist in America/New_York
54 + t, raw = _parse("2026-03-08 02:30:00,1,2,0.5,1.5,10\n2026-03-08 04:00:00,1,2,0.5,1.5,10\n")
55 + assert raw == 2 and t.num_rows == 1
56 +
57 +
58 +def test_crlf_header_and_fx_two_field_layout():
59 + t, raw = _parse("DateTime,Open,High,Low,Close,Volume\r\n2026-10-30 09:30:00,1,2,0.5,1.5,10\r\n2026-10-30 09:31:00,1,2,0.5,1.5,0\r\n")
60 + assert raw == 2 and t.num_rows == 2
61 + t, raw = _parse("20261030,09:30:00,1.1,1.2,1.0,1.15,0\n")
62 + assert t.num_rows == 1 and t.column("timestamp_utc")[0].as_py() == datetime(2026, 10, 30, 13, 30, tzinfo=UTC)
63 +
64 +
65 +def test_daily_layout_with_open_interest_column():
66 + t, raw = _parse("2026-10-30,1,2,0.5,1.5,10,1234\n", interval=Interval.d1)
67 + assert t.num_rows == 1 and t.column("session_date")[0].as_py() == date(2026, 10, 30)
68 +
69 +
70 +def test_duplicates_are_kept_for_flagging_not_dropped():
71 + t, raw = _parse("2026-10-30 09:30:00,1,2,0.5,1.5,10\n2026-10-30 09:30:00,1,2,0.5,1.5,10\n")
72 + assert raw == 2 and t.num_rows == 2
added tests/test_redaction.py +29 −0
@@ -0,0 +1,29 @@
1 +from __future__ import annotations
2 +
3 +import httpx
4 +import pytest
5 +
6 +from findata_core.redact import redact
7 +from findata_market_firstrate.client import FRDClient, FRDError
8 +from tests.conftest import TEST_USERID
9 +
10 +
11 +def test_redact_query_params_and_values():
12 + s = f"GET https://firstratedata.com/api/last_update?type=stock&userid={TEST_USERID} failed; api_key=abc"
13 + out = redact(s, [TEST_USERID])
14 + assert TEST_USERID not in out and "api_key=<REDACTED>" in out and "userid=<REDACTED>" in out
15 +
16 +
17 +def test_client_never_leaks_userid_in_errors(vendor):
18 + c = FRDClient(TEST_USERID, min_interval_s=0)
19 + assert TEST_USERID not in c.sanitized_url("last_update", {"type": "stock"})
20 + with pytest.raises(FRDError) as ei:
21 + c._get_text("does_not_exist", {"type": "stock"})
22 + assert TEST_USERID not in str(ei.value)
23 +
24 +
25 +def test_settings_repr_hides_secrets():
26 + from findata_core.config import get_settings
27 + s = get_settings()
28 + assert TEST_USERID not in repr(s) and TEST_USERID not in str(s.model_dump())
29 + assert TEST_USERID in s.secret_values()
added tests/test_validators_aggregate.py +108 −0
@@ -0,0 +1,108 @@
1 +from __future__ import annotations
2 +
3 +from datetime import UTC, date, datetime
4 +from pathlib import Path
5 +
6 +import pyarrow as pa
7 +
8 +from findata_market_firstrate.archive import parse_bar_file
9 +from findata_quality import aggregate_bars, validate_bars
10 +from findata_quality.calendar import xnys
11 +from findata_quality.validators import session_coverage
12 +from findata_schema import Adjustment, AssetClass, Interval, QualityFlag
13 +
14 +FIX = Path(__file__).parent / "fixtures" / "firstrate"
15 +NOW = datetime(2026, 11, 1, 12, 0, tzinfo=UTC)
16 +
17 +
18 +def _parse(text: str, symbol="TEST"):
19 + return parse_bar_file(text.encode(), symbol, AssetClass.stock, Interval.m1, Adjustment.raw, "firstrate", NOW)[0]
20 +
21 +
22 +def _flags(t):
23 + return [set(f) for f in t.column("quality_flags").to_pylist()]
24 +
25 +
26 +def test_clean_real_session_has_no_error_flags():
27 + t = parse_bar_file((FIX / "AAPL_day_1min_UNADJUSTED.txt").read_bytes(), "AAPL", AssetClass.stock, Interval.m1, Adjustment.raw, "firstrate", NOW)[0]
28 + out, anomalies = validate_bars(t, Interval.m1)
29 + errors = [a for a in anomalies if a["severity"] == "error"]
30 + assert errors == []
31 + assert out.num_rows == 900
32 +
33 +
34 +def test_row_level_flags():
35 + rows = "\n".join([
36 + "2026-10-30 09:30:00,10,9,8,9.5,100", # high < open → ohlc_inconsistent
37 + "2026-10-30 09:31:00,10,11,9,10,-5", # negative volume
38 + "2026-10-30 09:32:30,10,11,9,10,5", # off interval grid
39 + "2026-10-30 09:33:00,10,11,9,10,5",
40 + "2026-10-30 09:33:00,10,11,9,10,5", # duplicate
41 + "2026-10-30 03:59:00,10,11,9,10,5", # before 04:00 ET → outside_session
42 + "2026-10-30 09:34:00,10,20,9,15,5", # +50 % vs previous close → price_jump
43 + "2026-10-30 09:35:00,0,0,0,0,5", # nonpositive price
44 + "2026-11-01 09:30:00,10,11,9,10,5", # Sunday → non_trading_day
45 + ])
46 + out, anomalies = validate_bars(_parse(rows), Interval.m1)
47 + by_ts = {r["timestamp_utc"]: set(r["quality_flags"]) for r in out.to_pylist()}
48 + f = lambda h, m, d=30: by_ts[datetime(2026, 10, d, h, m, tzinfo=UTC)] # noqa: E731
49 + assert QualityFlag.ohlc_inconsistent in f(13, 30)
50 + assert QualityFlag.negative_volume in f(13, 31)
51 + assert any(QualityFlag.off_interval in v for v in by_ts.values())
52 + assert QualityFlag.duplicate in f(13, 33)
53 + assert QualityFlag.outside_session in f(7, 59)
54 + assert QualityFlag.price_jump in f(13, 34)
55 + assert QualityFlag.nonpositive_price in f(13, 35)
56 + assert QualityFlag.non_trading_day in by_ts[datetime(2026, 11, 1, 14, 30, tzinfo=UTC)]
57 + codes = {a["code"] for a in anomalies}
58 + assert {"ohlc_inconsistent", "negative_volume", "duplicate", "non_trading_day"} <= codes
59 + # prices are never altered by validation
60 + assert out.column("open").to_pylist()[0] == 10.0
61 +
62 +
63 +def test_session_calendar_expected_bars_and_early_close():
64 + cal = xnys()
65 + assert cal.is_session(date(2026, 10, 30)) and not cal.is_session(date(2026, 11, 1))
66 + assert not cal.is_session(date(2026, 11, 26)) # Thanksgiving
67 + assert cal.expected_regular_bars(date(2026, 10, 30)) == 391 # 09:30..16:00 inclusive
68 + assert cal.expected_regular_bars(date(2026, 11, 27)) == 211 # early close 13:00
69 + assert cal.expected_regular_bars(date(2026, 11, 1)) == 0
70 +
71 +
72 +def test_session_coverage_rows():
73 + t = parse_bar_file((FIX / "A_day_1min_UNADJUSTED.txt").read_bytes(), "A", AssetClass.stock, Interval.m1, Adjustment.raw, "firstrate", NOW)[0]
74 + cov = session_coverage(t, Interval.m1)
75 + assert len(cov) == 1 and cov[0]["symbol"] == "A" and cov[0]["bar_count"] == 390 and cov[0]["expected_bars"] == 391
76 +
77 +
78 +def test_aggregate_5m_matches_manual_expectation():
79 + t = parse_bar_file((FIX / "AAPL_day_1min_UNADJUSTED.txt").read_bytes(), "AAPL", AssetClass.stock, Interval.m1, Adjustment.raw, "firstrate", NOW)[0]
80 + agg = aggregate_bars(t, Interval.m5)
81 + import polars as pl
82 + one = pl.from_arrow(t).sort("timestamp_utc")
83 + five = pl.from_arrow(agg).sort("timestamp_utc")
84 + # 09:30 ET bucket = 13:30 UTC covers 13:30..13:34
85 + win = one.filter((pl.col("timestamp_utc") >= datetime(2026, 10, 30, 13, 30, tzinfo=UTC)) & (pl.col("timestamp_utc") < datetime(2026, 10, 30, 13, 35, tzinfo=UTC)))
86 + b = five.filter(pl.col("timestamp_utc") == datetime(2026, 10, 30, 13, 30, tzinfo=UTC)).row(0, named=True)
87 + assert b["open"] == win["open"][0] and b["close"] == win["close"][-1]
88 + assert b["high"] == win["high"].max() and b["low"] == win["low"].min()
89 + assert abs(b["volume"] - win["volume"].sum()) < 1e-6 and b["trade_count"] == 5
90 + assert b["interval"] == "5m" and b["session_date"] == date(2026, 10, 30)
91 + assert abs(five["volume"].sum() - one["volume"].sum()) < 1e-6 # volume conserved
92 + assert five.height <= 16 * 12 # 04:00–20:00 → ≤ 192 buckets, none manufactured
93 + assert all(ts.minute % 5 == 0 for ts in five["timestamp_utc"].to_list())
94 +
95 +
96 +def test_aggregate_buckets_follow_wall_clock_across_dst():
97 + # 09:30 EST (14:30 UTC) and 09:30 EDT (13:30 UTC) must each start a bucket
98 + t = _parse("2026-03-06 09:31:00,1,1,1,1,1\n2026-03-06 09:34:00,2,2,2,2,1\n2026-03-09 09:31:00,3,3,3,3,1\n2026-03-09 09:34:00,4,4,4,4,1\n")
99 + agg = aggregate_bars(t, Interval.m5)
100 + ts = agg.column("timestamp_utc").to_pylist()
101 + assert ts == [datetime(2026, 3, 6, 14, 30, tzinfo=UTC), datetime(2026, 3, 9, 13, 30, tzinfo=UTC)]
102 + assert agg.column("open").to_pylist() == [1.0, 3.0] and agg.column("close").to_pylist() == [2.0, 4.0]
103 +
104 +
105 +def test_aggregate_zero_volume_bucket_has_null_vwap():
106 + t = _parse("2026-10-30 09:30:00,1,1,1,1,0\n")
107 + agg = aggregate_bars(t, Interval.m5)
108 + assert agg.column("vwap")[0].as_py() is None
added tests/test_z_api_sdk.py +273 −0
@@ -0,0 +1,273 @@
1 +"""API + SDK end-to-end against the in-process app (TestClient) with data published by the ingest task."""
2 +from __future__ import annotations
3 +
4 +import io
5 +import json
6 +import time
7 +from datetime import UTC, date, datetime
8 +
9 +import httpx
10 +import pyarrow.ipc as ipc
11 +import pyarrow.parquet as pq
12 +import pyotp
13 +import pytest
14 +from fastapi.testclient import TestClient
15 +
16 +from findata_api import auth as A
17 +from findata_core.db import connection, fetch_one, transaction
18 +from findata_ingest import queue
19 +from findata_ingest.tasks import incremental, metadata
20 +from tests.conftest import TEST_USERID
21 +
22 +OWNER = "owner@example.com"
23 +PW = "correct horse battery staple"
24 +
25 +
26 +@pytest.fixture(scope="module")
27 +def app_client(vendor_module, lake_module):
28 + from findata_api.main import create_app
29 + # make sure one session of bars exists (tests may run in isolation)
30 + n = fetch_one("SELECT count(*) AS n FROM lake_files WHERE dataset_id='market_bars.stock.1m.raw' AND version_removed IS NULL")["n"]
31 + if n == 0:
32 + class L:
33 + def __getattr__(self, _):
34 + return lambda *a, **k: None
35 + def bind(self, **k):
36 + return self
37 + jid = queue.enqueue("metadata", None, {"types": ["stock", "etf"]})
38 + metadata.run(queue.claim_next(["metadata"]), lake_module, L())
39 + queue.enqueue("incremental", "market_bars.stock.1m.raw", {"type": "stock", "period": "day", "force": True})
40 + incremental.run(queue.claim_next(["incremental"]), lake_module, L())
41 + if fetch_one("SELECT count(*) AS n FROM lake_files WHERE dataset_id='market_bars.stock.5m.raw' AND version_removed IS NULL")["n"] == 0:
42 + from findata_ingest.tasks import derive
43 + class L2:
44 + def __getattr__(self, _):
45 + return lambda *a, **k: None
46 + def bind(self, **k):
47 + return self
48 + j = queue.claim_next(["derive"]) or (queue.enqueue("derive", "market_bars.stock.5m.raw", {"source_dataset": "market_bars.stock.1m.raw", "target_interval": "5m", "dates": ["2026-10-30"]}) and queue.claim_next(["derive"]))
49 + derive.run(j, lake_module, L2())
50 + A.create_owner(OWNER, PW)
51 + app = create_app()
52 + with TestClient(app, base_url="http://testserver") as c:
53 + yield c
54 +
55 +
56 +@pytest.fixture(scope="module")
57 +def vendor_module():
58 + from tests.conftest import VendorMock
59 + import findata_market_firstrate.client as C
60 + import findata_fundamentals.firstrate as F
61 + vm = VendorMock()
62 + old = (C.DEFAULT_TRANSPORT, F.DEFAULT_TRANSPORT)
63 + C.DEFAULT_TRANSPORT = httpx.MockTransport(vm)
64 + F.DEFAULT_TRANSPORT = httpx.MockTransport(vm)
65 + yield vm
66 + C.DEFAULT_TRANSPORT, F.DEFAULT_TRANSPORT = old
67 +
68 +
69 +@pytest.fixture(scope="module")
70 +def lake_module():
71 + from findata_ingest.lake import Lake
72 + return Lake()
73 +
74 +
75 +def _login(c: TestClient) -> str:
76 + r = c.post("/api/v1/auth/login", json={"email": OWNER, "password": PW})
77 + assert r.status_code == 200, r.text
78 + return r.json()["csrf_token"]
79 +
80 +
81 +def test_unauthenticated_access_fails(app_client):
82 + c = app_client
83 + for path in ["/api/v1/catalog/datasets", "/api/v1/market/bars?symbol=AAPL&start=2026-10-30&end=2026-10-30", "/api/v1/admin/jobs", "/api/v1/query/views"]:
84 + r = c.get(path)
85 + assert r.status_code == 401, path
86 + assert r.json()["error"]["code"] == "unauthenticated" and r.headers["x-request-id"]
87 + assert c.post("/api/v1/query", json={"sql": "select 1"}).status_code == 401
88 + assert c.get("/api/v1/health").json() == {"status": c.get("/api/v1/health").json()["status"], "service": "findata-os"}
89 + r = c.get("/api/v1/market/bars", params={"symbol": "AAPL", "start": "2026-10-30", "end": "2026-10-30"}, headers={"Authorization": "Bearer fd_bad.token"})
90 + assert r.status_code == 401 and r.json()["error"]["code"] == "invalid_api_key"
91 +
92 +
93 +def test_login_bad_password_then_good_then_csrf(app_client):
94 + c = app_client
95 + r = c.post("/api/v1/auth/login", json={"email": OWNER, "password": "nope"})
96 + assert r.status_code == 401
97 + csrf = _login(c)
98 + me = c.get("/api/v1/auth/me").json()
99 + assert me["email"] == OWNER and me["role"] == "owner" and "admin" in me["scopes"] and me["totp_enabled"] is False
100 + # state-changing call without CSRF header is refused
101 + r = c.post("/api/v1/admin/jobs", json={"kind": "quality"})
102 + assert r.status_code == 403 and r.json()["error"]["code"] == "csrf"
103 + r = c.post("/api/v1/admin/jobs", json={"kind": "quality"}, headers={"X-CSRF-Token": csrf})
104 + assert r.status_code == 201
105 + with transaction() as conn:
106 + conn.execute("UPDATE ingest_jobs SET status='cancelled' WHERE kind='quality' AND status='queued'")
107 +
108 +
109 +def test_totp_enrolment_and_mfa_gate(app_client):
110 + c = app_client
111 + csrf = _login(c)
112 + r = c.post("/api/v1/auth/totp/setup", headers={"X-CSRF-Token": csrf})
113 + assert r.status_code == 200 and r.json()["otpauth_uri"].startswith("otpauth://totp/")
114 + secret = r.json()["secret"]
115 + r = c.post("/api/v1/auth/totp/verify", json={"code": "000000"}, headers={"X-CSRF-Token": csrf})
116 + assert r.status_code == 400
117 + r = c.post("/api/v1/auth/totp/verify", json={"code": pyotp.TOTP(secret).now()}, headers={"X-CSRF-Token": csrf})
118 + assert r.status_code == 200 and r.json()["totp_enabled"]
119 + # new login now requires MFA
120 + r = c.post("/api/v1/auth/login", json={"email": OWNER, "password": PW})
121 + assert r.json()["mfa_required"] is True
122 + csrf = r.json()["csrf_token"]
123 + assert c.get("/api/v1/catalog/datasets").status_code == 401 # mfa_required
124 + r = c.post("/api/v1/auth/mfa", json={"code": "123456"}, headers={"X-CSRF-Token": csrf})
125 + assert r.status_code == 401
126 + r = c.post("/api/v1/auth/mfa", json={"code": pyotp.TOTP(secret).now()}, headers={"X-CSRF-Token": csrf})
127 + assert r.status_code == 200
128 + assert c.get("/api/v1/catalog/datasets").status_code == 200
129 + # disable TOTP again for the remaining tests (keep the flow simple)
130 + with transaction() as conn:
131 + conn.execute("UPDATE users SET totp_enabled=false WHERE email=%s", (OWNER,))
132 +
133 +
134 +@pytest.fixture(scope="module")
135 +def api_key(app_client):
136 + csrf = _login(app_client)
137 + r = app_client.post("/api/v1/admin/keys", json={"name": "sdk-test", "scopes": ["read:market", "read:fundamentals", "query", "export"]},
138 + headers={"X-CSRF-Token": csrf})
139 + assert r.status_code == 201, r.text
140 + tok = r.json()["token"]
141 + app_client.cookies.clear()
142 + return tok
143 +
144 +
145 +def test_api_key_scopes_and_bars(app_client, api_key):
146 + c = app_client
147 + H = {"Authorization": f"Bearer {api_key}"}
148 + assert c.get("/api/v1/admin/jobs", headers=H).status_code == 403 # no admin scope
149 + r = c.get("/api/v1/catalog/datasets", headers=H)
150 + assert r.status_code == 200
151 + ds = {d["id"]: d for d in r.json()["data"]}
152 + assert ds["market_bars.stock.1m.raw"]["status"] == "active" and ds["market_ticks"]["status"] == "unsupported"
153 + assert ds["fundamentals.sec_companyfacts"]["status"] == "pending_configuration"
154 + assert "no redistribution" in ds["market_bars.stock.1m.raw"]["license_text"].lower() or "may not be redistributed" in ds["market_bars.stock.1m.raw"]["license_text"]
155 + r = c.get("/api/v1/market/bars", params={"symbol": "aapl", "interval": "1m", "start": "2026-10-30", "end": "2026-10-30", "limit": 400}, headers=H)
156 + assert r.status_code == 200, r.text
157 + body = r.json()
158 + assert body["meta"]["rows"] == 400 and body["meta"]["rows_matching"] == 900 and body["next_cursor"]
159 + assert body["data"][0]["timestamp_utc"] == "2026-10-30T08:00:00Z" and body["meta"]["timestamp_convention"] == "bar_open"
160 + assert r.headers["X-Dataset-Version"].isdigit() and r.headers["X-Dataset-Id"] == "market_bars.stock.1m.raw"
161 + r2 = c.get("/api/v1/market/bars", params={"symbol": "AAPL", "start": "2026-10-30", "end": "2026-10-30", "limit": 400, "cursor": body["next_cursor"]}, headers=H)
162 + assert r2.json()["data"][0]["timestamp_utc"] > body["data"][-1]["timestamp_utc"]
163 + # 5-minute derived
164 + r = c.get("/api/v1/market/bars", params={"symbol": "AAPL", "interval": "5m", "start": "2026-10-30", "end": "2026-10-30"}, headers=H)
165 + assert r.status_code == 200 and 150 <= r.json()["meta"]["rows_matching"] <= 192
166 + # unbounded range refused
167 + r = c.get("/api/v1/market/bars", params={"symbol": "AAPL", "start": "2020-01-01", "end": "2026-10-30"}, headers=H)
168 + assert r.status_code == 413 and r.json()["error"]["code"] == "range_too_large"
169 + # arrow transport
170 + r = c.get("/api/v1/market/bars", params={"symbol": "AAPL", "start": "2026-10-30", "end": "2026-10-30", "format": "arrow", "limit": 10000}, headers=H)
171 + with ipc.open_stream(io.BytesIO(r.content)) as reader:
172 + t = reader.read_all()
173 + assert t.num_rows == 900
174 + # sessions / coverage / quality
175 + assert c.get("/api/v1/market/sessions", params={"symbol": "AAPL"}, headers=H).json()["data"][0]["bar_count"] == 900
176 + assert c.get("/api/v1/coverage/heatmap", params={"start": "2026-10-01", "end": "2026-10-31"}, headers=H).json()["sessions"][0]["symbols"] == 3
177 + assert "codes" in c.get("/api/v1/quality", headers=H).json()
178 + assert c.get("/api/v1/instruments", params={"query": "aap"}, headers=H).json()["data"][0]["symbol"] == "AAPL"
179 +
180 +
181 +def test_fundamentals_as_of_hides_later_filings_and_restatements(app_client, api_key):
182 + c = app_client
183 + H = {"Authorization": f"Bearer {api_key}"}
184 + with transaction() as conn:
185 + conn.execute("DELETE FROM fundamentals_facts WHERE entity_id='frd:TESTCO'")
186 + # Q1 filed 2025-05-01 (available 2025-05-02 04:00Z), Q2 filed 2025-08-01 ; Q1 'rev' restated later (observed 2026-01-15)
187 + rows = [
188 + ("rev", 100.0, date(2025, 3, 31), date(2025, 5, 1), datetime(2025, 5, 2, 4, tzinfo=UTC), datetime(2025, 5, 2, 12, tzinfo=UTC), 1, False, datetime(2026, 1, 15, tzinfo=UTC)),
189 + ("rev", 105.0, date(2025, 3, 31), date(2025, 5, 1), datetime(2025, 5, 2, 4, tzinfo=UTC), datetime(2026, 1, 15, tzinfo=UTC), 2, True, None),
190 + ("rev", 120.0, date(2025, 6, 30), date(2025, 8, 1), datetime(2025, 8, 2, 4, tzinfo=UTC), datetime(2025, 8, 2, 12, tzinfo=UTC), 1, False, None),
191 + ]
192 + for m, v, pe, fd, av, ob, rev, rs, sup in rows:
193 + conn.execute("INSERT INTO fundamentals_facts(entity_id, metric, value, unit, fiscal_period_end, fiscal_period_type, filing_date, available_at, observed_at, source_id, revision_id, restatement_flag, superseded_at) "
194 + "VALUES ('frd:TESTCO',%s,%s,'USD',%s,'q',%s,%s,%s,'firstrate_fundamentals',%s,%s,%s)", (m, v, pe, fd, av, ob, rev, rs, sup))
195 + # as of 2025-06-01: only Q1, original value 100 (restatement observed 2026-01 must not leak)
196 + r = c.get("/api/v1/fundamentals/TESTCO", params={"as_of": "2025-06-01T00:00:00Z", "metrics": "rev"}, headers=H)
197 + assert r.status_code == 200, r.text
198 + d = r.json()["data"]
199 + assert len(d) == 1 and d[0]["value"] == 100.0 and d[0]["revision_id"] == 1 and r.json()["meta"]["facts_hidden_by_as_of"] == 1
200 + # as of 2025-08-01 (filing day itself): Q2 not yet available (policy: next day)
201 + d = c.get("/api/v1/fundamentals/TESTCO", params={"as_of": "2025-08-01T20:00:00Z", "metrics": "rev"}, headers=H).json()["data"]
202 + assert [x["fiscal_period_end"] for x in d] == ["2025-03-31"]
203 + # as of 2025-08-02 05:00Z: Q2 visible
204 + d = c.get("/api/v1/fundamentals/TESTCO", params={"as_of": "2025-08-02T05:00:00Z", "metrics": "rev"}, headers=H).json()["data"]
205 + assert sorted(x["value"] for x in d) == [100.0, 120.0]
206 + # as of now: restated Q1 value 105 (revision 2) is the current knowledge
207 + d = c.get("/api/v1/fundamentals/TESTCO", params={"metrics": "rev"}, headers=H).json()["data"]
208 + assert sorted(x["value"] for x in d) == [105.0, 120.0] and any(x["restatement_flag"] for x in d)
209 +
210 +
211 +def test_query_sandbox_and_quotas(app_client, api_key):
212 + c = app_client
213 + H = {"Authorization": f"Bearer {api_key}"}
214 + r = c.post("/api/v1/query", json={"sql": "SELECT symbol_as_reported s, count(*) n FROM market_bars_stock_1m_raw GROUP BY 1 ORDER BY 1", "max_rows": 10}, headers=H)
215 + assert r.status_code == 200, r.text
216 + rows = {x["s"]: x["n"] for x in r.json()["rows"]}
217 + assert rows["AAPL"] == 900 and r.json()["meta"]["engine"].startswith("duckdb")
218 + for bad in ["DROP TABLE x", "SELECT 1; SELECT 2", "SELECT * FROM read_csv('/etc/passwd')", "COPY (SELECT 1) TO '/tmp/x'"]:
219 + r = c.post("/api/v1/query", json={"sql": bad}, headers=H)
220 + assert r.status_code == 400 and r.json()["error"]["code"] in ("query_rejected", "query_error"), bad
221 + with connection() as conn:
222 + u = conn.execute("SELECT * FROM usage_daily WHERE principal LIKE 'api_key:%'").fetchall()
223 + assert u and u[0]["requests"] > 0 and u[0]["rows_returned"] > 0
224 +
225 +
226 +def test_export_roundtrip_and_sdk(app_client, api_key):
227 + c = app_client
228 + from findata_sdk import FinData
229 + import threading
230 + import uvicorn
231 + # the sync SDK needs a real HTTP server: run uvicorn on a loopback port in a thread
232 + config = uvicorn.Config(c.app, host="127.0.0.1", port=8699, log_level="warning")
233 + server = uvicorn.Server(config)
234 + th = threading.Thread(target=server.run, daemon=True)
235 + th.start()
236 + for _ in range(100):
237 + if server.started:
238 + break
239 + time.sleep(0.05)
240 + sdk = FinData("http://127.0.0.1:8699", api_key=api_key)
241 + t = sdk.bars("AAPL", "1m", "2026-10-30", "2026-10-30")
242 + assert t.num_rows == 900 and t.column("close")[0].as_py() == 351.6499
243 + assert sdk.datasets() and sdk.health()["status"] in ("ok", "warning", "degraded")
244 + f = sdk.fundamentals("TESTCO", as_of="2025-06-01T00:00:00Z", metrics=["rev"])
245 + assert f["data"][0]["value"] == 100.0
246 + out = sdk.export(["AAPL", "A"], "2026-10-01", "2026-10-30", dest="/tmp/findata-test-export.parquet", poll_s=0.2, timeout_s=60)
247 + pt = pq.read_table(out)
248 + assert pt.num_rows == 900 + 390 and set(pt.column("symbol_as_reported").unique().to_pylist()) == {"AAPL", "A"}
249 + H = {"Authorization": f"Bearer {api_key}"}
250 + lst = c.get("/api/v1/exports", headers=H).json()["data"]
251 + assert lst[0]["status"] == "ready" and lst[0]["snapshot"]["dataset_id"] == "market_bars.stock.1m.raw" and lst[0]["expires_at"]
252 + server.should_exit = True
253 + th.join(timeout=5)
254 +
255 +
256 +def test_vendor_secret_never_in_responses_or_openapi(app_client, api_key):
257 + c = app_client
258 + H = {"Authorization": f"Bearer {api_key}"}
259 + csrf = _login(c)
260 + blobs = [c.get("/api/v1/openapi.json").text, c.get("/api/v1/catalog/datasets", headers=H).text, c.get("/api/v1/catalog/sources", headers=H).text,
261 + c.get("/api/v1/admin/settings").text, c.get("/api/v1/admin/storage").text, c.get("/api/v1/admin/audit").text, c.get("/api/v1/admin/jobs").text,
262 + c.get("/api/v1/health").text, c.get("/api/v1/health/summary").text]
263 + for b in blobs:
264 + assert TEST_USERID not in b
265 + # raw_archives request payloads are sanitized
266 + with connection() as conn:
267 + raws = conn.execute("SELECT request::text r FROM raw_archives").fetchall()
268 + jobs = conn.execute("SELECT coalesce(last_error,'') e, result::text r FROM ingest_jobs").fetchall()
269 + assert all(TEST_USERID not in x["r"] for x in raws) and all(TEST_USERID not in x["e"] + x["r"] for x in jobs)
270 + # security headers present
271 + r = c.get("/api/v1/health")
272 + assert r.headers["X-Content-Type-Options"] == "nosniff" and r.headers["X-Frame-Options"] == "DENY" and "default-src 'self'" in r.headers["Content-Security-Policy"]
273 + assert c.get("/api/docs").status_code == 200
added uv.lock +2198 −0
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