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103 lines
4.6 KiB
Markdown
103 lines
4.6 KiB
Markdown
# Changelog
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All notable changes to Stock Oracle API will be documented in this file.
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## [3.0.1] - 2026-03-14
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### Added
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- **Filing Search `accepted_at` field**: `GET /filings/search/{ticker}` response now includes `accepted_at` (ISO 8601 timestamp) in each `FilingSummary`
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- Sourced from `acceptanceDateTime` in SEC EDGAR submissions JSON — no additional HTTP requests needed
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- `SECFiling` DB model gains a nullable `accepted_at TIMESTAMP` column
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- SQLite auto-migration: `ALTER TABLE sec_filings ADD COLUMN accepted_at TIMESTAMP` runs at startup (idempotent)
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- Existing rows have `accepted_at = NULL`; re-index with `force_refresh=true` to backfill
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- Enables downstream consumers (e.g. `filing_poller`) to populate `Document.accepted_at_utc` and `Event.filed_at_utc`
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## [3.0.0] - 2026-03-12
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### Added
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- **Alpaca Market Data Adapter**: Complete integration with Alpaca Market Data API v2
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- `GET /alpaca/status` — Connection status and API key validation
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- `GET /alpaca/bars/{ticker}` — Raw bars from Alpaca (no DB)
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- `GET /alpaca/data/{ticker}` — OHLCV price data with DB storage (PriceDataResponse format)
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- `GET /alpaca/intraday/{ticker}` — Intraday candles (1m, 5m, 15m, 1h)
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- Built-in rate limiting (200 req/min token bucket) with retry + exponential backoff
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- VWAP (volume-weighted average price) and trade count per bar
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- Auto-pagination for large date ranges
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- Completely independent from Yahoo Finance — users choose their source
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- **FINRA Short Sale Volume Adapter**: RegSHO daily short volume data
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- `GET /finra/short-volume/{symbol}` — Short volume data with auto-ingest
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- `GET /finra/short-ratio/{symbol}` — Aggregated short ratio history
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- `POST /finra/admin/ingest` — Manual ingest for single date or date range
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- Public FINRA CDN data (no API key required)
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- Pipe-delimited text parser for CNMS short volume files
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- Multi-market data (NYSE TRF, NASDAQ TRF, NYSE)
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- Auto-ingest on first query if data is missing
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- **New DB Model**: `FinraShortVolume` with `(symbol, date, market)` unique constraint
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- **New DataSource Enum**: `DataSource.ALPACA` added to schema
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- **Configuration**: `ALPACA_API_KEY`, `ALPACA_SECRET_KEY`, `ALPACA_BASE_URL` settings
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- **Docker**: Alpaca env vars passed to API container
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### New Files
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- `app/services/alpaca_client.py` — Alpaca HTTP client with httpx
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- `app/services/alpaca_price_service.py` — Alpaca bars → PriceData conversion
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- `app/api/v1/endpoints/alpaca.py` — Alpaca endpoints
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- `app/models/finra_short_volume.py` — FINRA SQLAlchemy model
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- `app/services/finra_short_volume_service.py` — FINRA fetch/parse/ingest service
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- `app/schemas/finra.py` — FINRA Pydantic schemas
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- `app/api/v1/endpoints/finra.py` — FINRA endpoints
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## [2.1.0] - 2025-08-10
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### Added
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- **ETF Holdings API v2**: Complete rewrite with enhanced features
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- `availability` field in all error responses showing available date ranges
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- ETF launch date validation to prevent invalid historical requests
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- Automatic detection when ETF didn't exist on requested date
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- Fast performance optimization (<0.1s response time, down from 35s)
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- Enhanced error messages with actionable information
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### Improved
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- **Performance**: ETF date validation now uses cached launch dates for instant response
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- **User Experience**: Clear error messages when ETF data is unavailable
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- **Documentation**: Comprehensive API documentation with examples
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### Fixed
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- Historical date requests now correctly validate against ETF launch dates
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- QQQM pre-launch date requests now return proper error instead of wrong data
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- Response model now includes all fields (fixed Pydantic model filtering issue)
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## [2.0.0] - 2025-07-01
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### Added
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- **ETF Holdings API**: New endpoint for ETF portfolio data
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- Support for 30+ major ETFs with pre-configured mappings
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- Automatic CIK to ticker conversion
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- Historical NPORT data from 2019 onwards
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- Support for both ticker symbols and CIK numbers
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### Changed
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- Simplified ETF API to single `/holdings/{ticker}` endpoint
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- Removed redundant ETF endpoints
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## [1.5.0] - 2024-12-01
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### Added
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- **Price Data API**: OHLCV data integration with yfinance
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- **Bulk Data Support**: Batch requests for multiple tickers
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- **Period Strings**: Convenient time period specification (1y, 6m, 3m, etc.)
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### Improved
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- Database caching strategy
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- Error handling and logging
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- API documentation
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## [1.0.0] - 2024-10-01
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### Initial Release
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- **Financial Data API**: SEC filing data extraction
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- **Metrics Calculation**: P/E, P/B, ROE, margins, etc.
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- **Database Caching**: SQLite/PostgreSQL support
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- **Docker Deployment**: Complete containerization
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- **API Documentation**: Interactive Swagger/OpenAPI docs |