stock-oracle/CHANGELOG.md

Changelog

All notable changes to Stock Oracle API will be documented in this file.

[3.0.3] - 2026-03-18

Fixed

• ETF Holdings as_of_date 정확도: 요청 날짜에 가장 가까운 파일링을 반환하도록 수정
  • _load_snapshot_holdings(): DB 캐시 스냅샷과 as_of_date 간격이 120일 초과 시 stale 판단, SEC 신규 fetch 트리거
  • _find_best_filing_and_xml(): eligible 후보 필터에 365일 하한 추가 — target_date 기준 1년 이내 파일링 우선 탐색
  • 수정 전: SPY?as_of_date=2021-06-30 → 2019-11-18 (19개월 stale)
  • 수정 후: SPY?as_of_date=2021-06-30 → 2021-05-28 (정상)

[3.0.2] - 2026-03-17

Added

• Attention 서브시스템: 이벤트 중심 Wikipedia/GDELT 관심도 피처 (백테스팅용)
  • GET /api/v1/attention/event/{ticker}?event_date=YYYY-MM-DD — 이벤트 날짜 기준 관심도 피처 조회
  • GET /api/v1/attention/entity/{ticker} — 티커 → 캐노니컬 엔티티 정보 조회
  • POST /api/v1/attention/admin/resolve/{ticker} — 티커 → 캐노니컬 엔티티 해석
  • POST /api/v1/attention/admin/collect/wiki/{ticker} — Wikipedia 페이지뷰 수집
  • POST /api/v1/attention/admin/collect/gdelt/{ticker} — GDELT 뉴스 아티클 수집
  • Wikipedia 일별 페이지뷰 스파이크 / z-score 계산
  • GDELT GKG 아티클 수 기반 언론 노출 지표

[3.0.1] - 2026-03-14

Added

• Filing Search accepted_at field: GET /filings/search/{ticker} response now includes accepted_at (ISO 8601 timestamp) in each FilingSummary
  • Sourced from acceptanceDateTime in SEC EDGAR submissions JSON — no additional HTTP requests needed
  • SECFiling DB model gains a nullable accepted_at TIMESTAMP column
  • SQLite auto-migration: ALTER TABLE sec_filings ADD COLUMN accepted_at TIMESTAMP runs at startup (idempotent)
  • Existing rows have accepted_at = NULL; re-index with force_refresh=true to backfill
  • Enables downstream consumers (e.g. filing_poller) to populate Document.accepted_at_utc and Event.filed_at_utc

[3.0.0] - 2026-03-12

Added

• Alpaca Market Data Adapter: Complete integration with Alpaca Market Data API v2

  • GET /alpaca/status — Connection status and API key validation
  • GET /alpaca/bars/{ticker} — Raw bars from Alpaca (no DB)
  • GET /alpaca/data/{ticker} — OHLCV price data with DB storage (PriceDataResponse format)
  • GET /alpaca/intraday/{ticker} — Intraday candles (1m, 5m, 15m, 1h)
  • Built-in rate limiting (200 req/min token bucket) with retry + exponential backoff
  • VWAP (volume-weighted average price) and trade count per bar
  • Auto-pagination for large date ranges
  • Completely independent from Yahoo Finance — users choose their source

• FINRA Short Sale Volume Adapter: RegSHO daily short volume data

  • GET /finra/short-volume/{symbol} — Short volume data with auto-ingest
  • GET /finra/short-ratio/{symbol} — Aggregated short ratio history
  • POST /finra/admin/ingest — Manual ingest for single date or date range
  • Public FINRA CDN data (no API key required)
  • Pipe-delimited text parser for CNMS short volume files
  • Multi-market data (NYSE TRF, NASDAQ TRF, NYSE)
  • Auto-ingest on first query if data is missing

• New DB Model: FinraShortVolume with (symbol, date, market) unique constraint

• New DataSource Enum: DataSource.ALPACA added to schema

• Configuration: ALPACA_API_KEY, ALPACA_SECRET_KEY, ALPACA_BASE_URL settings

• Docker: Alpaca env vars passed to API container

New Files

• app/services/alpaca_client.py — Alpaca HTTP client with httpx
• app/services/alpaca_price_service.py — Alpaca bars → PriceData conversion
• app/api/v1/endpoints/alpaca.py — Alpaca endpoints
• app/models/finra_short_volume.py — FINRA SQLAlchemy model
• app/services/finra_short_volume_service.py — FINRA fetch/parse/ingest service
• app/schemas/finra.py — FINRA Pydantic schemas
• app/api/v1/endpoints/finra.py — FINRA endpoints

[2.1.0] - 2025-08-10

Added

• ETF Holdings API v2: Complete rewrite with enhanced features
  • availability field in all error responses showing available date ranges
  • ETF launch date validation to prevent invalid historical requests
  • Automatic detection when ETF didn't exist on requested date
  • Fast performance optimization (<0.1s response time, down from 35s)
  • Enhanced error messages with actionable information

Improved

• Performance: ETF date validation now uses cached launch dates for instant response
• User Experience: Clear error messages when ETF data is unavailable
• Documentation: Comprehensive API documentation with examples

Fixed

• Historical date requests now correctly validate against ETF launch dates
• QQQM pre-launch date requests now return proper error instead of wrong data
• Response model now includes all fields (fixed Pydantic model filtering issue)

[2.0.0] - 2025-07-01

Added

• ETF Holdings API: New endpoint for ETF portfolio data
  • Support for 30+ major ETFs with pre-configured mappings
  • Automatic CIK to ticker conversion
  • Historical NPORT data from 2019 onwards
  • Support for both ticker symbols and CIK numbers

Changed

• Simplified ETF API to single /holdings/{ticker} endpoint
• Removed redundant ETF endpoints

[1.5.0] - 2024-12-01

Added

• Price Data API: OHLCV data integration with yfinance
• Bulk Data Support: Batch requests for multiple tickers
• Period Strings: Convenient time period specification (1y, 6m, 3m, etc.)

Improved

• Database caching strategy
• Error handling and logging
• API documentation

[1.0.0] - 2024-10-01

Initial Release

• Financial Data API: SEC filing data extraction
• Metrics Calculation: P/E, P/B, ROE, margins, etc.
• Database Caching: SQLite/PostgreSQL support
• Docker Deployment: Complete containerization
• API Documentation: Interactive Swagger/OpenAPI docs