feat: Finnhub integration layer, 141 tests, and vendor evaluation report (#16)

* feat: add Finnhub integration layer, tests, and evaluation report

Adds a complete Finnhub data vendor integration as a supplementary
source alongside Alpha Vantage — zero changes to existing functionality.

New dataflow modules:
- finnhub_common.py: exception hierarchy, thread-safe rate limiter (60/min), _make_api_request
- finnhub_stock.py: get_stock_candles, get_quote
- finnhub_fundamentals.py: get_company_profile, get_financial_statements, get_basic_financials
- finnhub_news.py: get_company_news, get_market_news, get_insider_transactions
- finnhub_scanner.py: market movers (S&P 500 basket workaround), indices, sectors, topic news
- finnhub_indicators.py: SMA, EMA, MACD, RSI, BBANDS, ATR via /indicator endpoint
- finnhub.py: facade re-exporting all public functions

New tests:
- test_finnhub_integration.py: 100 offline (mocked HTTP) tests — all passing
- test_finnhub_live_integration.py: 41 live integration tests — skip gracefully when FINNHUB_API_KEY unset

Evaluation report (docs/finnhub_evaluation.md):
- Full coverage matrix vs Alpha Vantage across 5 data categories
- Free tier viability analysis (60 calls/min)
- Unique capabilities: earnings calendar, economic calendar, XBRL as-filed filings
- Recommendation: add as supplementary vendor for calendar data only

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* test: mark paid-tier Finnhub endpoints; update evaluation with live results

Live testing with free-tier key confirmed:
- /quote, /stock/profile2, /stock/metric, /company-news, /news,
  /stock/insider-transactions → all free tier (27 live tests PASS)
- /stock/candle, /financials-reported, /indicator → paid tier HTTP 403
  (14 tests now properly skipped with @pytest.mark.paid_tier)

Also:
- Register 'integration' and 'paid_tier' markers in pyproject.toml
- Update docs/finnhub_evaluation.md with confirmed endpoint availability table

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* feat: wire Finnhub into routing layer — insider txns, calendars, fallback

Changes:
- interface.py: Finnhub added as third vendor (alongside yfinance + AV)
  - get_insider_transactions: Finnhub primary (free, + MSPR bonus signal)
  - get_market_indices/sector_performance/topic_news: Finnhub added as option
  - Fallback catch extended: (AlphaVantageError, FinnhubError, ConnectionError, TimeoutError)
  - New calendar_data category with get_earnings_calendar + get_economic_calendar
- finnhub_scanner.py: added get_earnings_calendar_finnhub, get_economic_calendar_finnhub
  (FOMC/CPI/NFP/GDP events + earnings beats — unique, not in AV at any tier)
- finnhub.py: re-exports new calendar functions
- scanner_tools.py: @tool wrappers for get_earnings_calendar, get_economic_calendar
- default_config.py: tool_vendors["get_insider_transactions"]="finnhub",
  calendar_data vendor category defaulting to "finnhub"
- .env.example: FINNHUB_API_KEY documented
- docs/agent/decisions/010-finnhub-vendor-integration.md: ADR for this decision

All 173 offline tests pass. ADR 002 constraints respected throughout.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

---------

Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com>
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@ -8,6 +8,8 @@ OPENROUTER_API_KEY=
# ── Data Provider API Keys ───────────────────────────────────────────
ALPHA_VANTAGE_API_KEY=
# Free at https://finnhub.io — required for earnings/economic calendars and insider transactions
FINNHUB_API_KEY=
TRADINGAGENTS_RESULTS_DIR=./my_results
TRADINGAGENTS_MAX_DEBATE_ROUNDS=2
@ -61,9 +63,10 @@ TRADINGAGENTS_MAX_DEBATE_ROUNDS=2
# TRADINGAGENTS_MAX_RECUR_LIMIT=100 # LangGraph recursion limit
# ── Data vendor routing ──────────────────────────────────────────────
# Category-level vendor selection (yfinance | alpha_vantage)
# Category-level vendor selection (yfinance | alpha_vantage | finnhub)
# TRADINGAGENTS_VENDOR_CORE_STOCK_APIS=yfinance
# TRADINGAGENTS_VENDOR_TECHNICAL_INDICATORS=yfinance
# TRADINGAGENTS_VENDOR_FUNDAMENTAL_DATA=yfinance
# TRADINGAGENTS_VENDOR_NEWS_DATA=yfinance
# TRADINGAGENTS_VENDOR_SCANNER_DATA=yfinance
# TRADINGAGENTS_VENDOR_CALENDAR_DATA=finnhub

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@ -10,6 +10,8 @@ Scanner pipeline is feature-complete and quality-improved. Focus shifts to Macro
- Thread-safe rate limiter for Alpha Vantage implemented
- Vendor fallback (AV -> yfinance) broadened to catch `AlphaVantageError`, `ConnectionError`, `TimeoutError`
- **PR #13 merged**: Industry Deep Dive quality fixed — enriched industry data (price returns), explicit sector routing via `_extract_top_sectors()`, tool-call nudge in `run_tool_loop`
- Finnhub integrated as third vendor: insider transactions (primary), earnings calendar (new), economic calendar (new)
- ADR 010 written documenting Finnhub vendor decision and paid-tier constraints
# Active Blockers

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@ -0,0 +1,41 @@
---
type: decision
status: active
date: 2026-03-18
agent_author: "claude"
tags: [data, finnhub, vendor, calendar, insider]
related_files: [tradingagents/dataflows/interface.py, tradingagents/dataflows/finnhub_scanner.py, tradingagents/agents/utils/scanner_tools.py]
---
## Context
Live integration testing of the Finnhub API (2026-03-18) confirmed free-tier availability
of 6 endpoints. Evaluation identified two high-value unique capabilities (earnings calendar,
economic calendar) and two equivalent-quality replacements (insider transactions, company profile).
## The Decision
- Add Finnhub as a third vendor alongside yfinance and Alpha Vantage.
- `get_insider_transactions` → Finnhub primary (free, same data + MSPR aggregate bonus signal)
- `get_earnings_calendar` → Finnhub only (new capability, not in AV at any tier)
- `get_economic_calendar` → Finnhub only (new capability, FOMC/CPI/NFP dates)
- AV remains primary for news (per-article sentiment scores irreplaceable), market movers (TOP_GAINERS_LOSERS full-market coverage), and financial statements (Finnhub requires paid)
## Paid-Tier Endpoints (do NOT use on free key)
- `/stock/candle` → HTTP 403 on free tier (use yfinance for OHLCV)
- `/financials-reported` → HTTP 403 on free tier (use AV for statements)
- `/indicator` → HTTP 403 on free tier (yfinance/stockstats already primary)
## Constraints
- `FINNHUB_API_KEY` env var required — `APIKeyInvalidError` raised if missing
- Free tier rate limit: 60 calls/min — enforced by `_rate_limited_request` in `finnhub_common.py`
- Calendar endpoints return empty list (not error) when no events exist in range — return formatted "no events" message, do NOT raise
## Actionable Rules
- Finnhub functions in `route_to_vendor` must raise `FinnhubError` (not return error strings) on total failure
- `route_to_vendor` fallback catch must include `FinnhubError` alongside `AlphaVantageError`
- Calendar functions return graceful empty-state strings (not raise) when API returns empty list — this is normal behaviour, not an error
- Never add Finnhub paid-tier endpoints (`/stock/candle`, `/financials-reported`, `/indicator`) to free-tier routing

260
docs/finnhub_evaluation.md Normal file
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@ -0,0 +1,260 @@
# Finnhub API Evaluation Report
## Fitness for TradingAgents Multi-Agent LLM Framework
**Date**: 2026-03-18
**Branch**: `feat/finnhub-evaluation`
**Status**: Evaluation only — no existing functionality modified
---
## Executive Summary
Finnhub is **not a drop-in replacement** for Alpha Vantage. It fills two genuine gaps AV cannot cover (earnings calendar, economic calendar) and offers higher-fidelity as-filed XBRL financial statements. For the rest of our use cases, AV + yfinance already covers the ground adequately.
**Recommendation**: Add Finnhub as a **supplementary vendor** for calendar data only. Keep AV for news sentiment and movers; keep yfinance as primary.
---
## 1. API Overview
| Feature | Finnhub Free Tier |
|---------|------------------|
| Rate limit | 60 calls/min |
| Daily limit | None (rate-limited only) |
| Data delay | 15-min delayed on free; real-time on paid |
| Python SDK | `finnhub-python` (pip install) — NOT used here (raw requests only) |
| Base URL | `https://finnhub.io/api/v1/` |
| Auth | `?token=<API_KEY>` query param |
### Live-tested free-tier endpoint availability (2026-03-18)
| Endpoint | Function | Free Tier | Result |
|----------|----------|-----------|--------|
| `/quote` | `get_quote`, scanner functions | ✅ Free | **PASS** |
| `/stock/profile2` | `get_company_profile` | ✅ Free | **PASS** |
| `/stock/metric` | `get_basic_financials` | ✅ Free | **PASS** |
| `/company-news` | `get_company_news` | ✅ Free | **PASS** |
| `/news` | `get_market_news`, `get_topic_news` | ✅ Free | **PASS** |
| `/stock/insider-transactions` | `get_insider_transactions` | ✅ Free | **PASS** |
| `/stock/candle` | `get_stock_candles` | ❌ Paid (HTTP 403) | **FAIL** |
| `/financials-reported` | `get_financial_statements` | ❌ Paid (HTTP 403) | **FAIL** |
| `/indicator` | `get_indicator_finnhub` | ❌ Paid (HTTP 403) | **FAIL** |
**Live test results: 28/41 pass on free tier. 13 skipped (paid tier endpoints).**
---
## 2. Coverage Matrix vs Alpha Vantage
### Category 1: Core Stock Data
| Feature | Alpha Vantage | Finnhub | Winner |
|---------|--------------|---------|--------|
| Daily OHLCV | `TIME_SERIES_DAILY_ADJUSTED` | `/stock/candle?resolution=D` | Tie |
| Split-adjusted close (bundled) | ✅ Always bundled | ❌ Free tier not adjusted | **AV** |
| Split history | Via adjusted_close | `/stock/splits` (separate call) | AV |
| Response format | Date-keyed JSON | Parallel arrays (`t[]`, `o[]`, ...) | AV (more ergonomic) |
**Gap**: Finnhub free-tier candles are NOT split-adjusted. Adjusted close requires a separate `/stock/splits` + `/stock/dividend` call and manual back-computation.
---
### Category 2: Technical Indicators
| Indicator | Alpha Vantage | Finnhub |
|-----------|--------------|---------|
| SMA | `/SMA` endpoint | ❌ Not provided |
| EMA | `/EMA` endpoint | ❌ Not provided |
| MACD | `/MACD` endpoint | ❌ Not provided |
| RSI | `/RSI` endpoint | ❌ Not provided |
| BBANDS | `/BBANDS` endpoint | ❌ Not provided |
| ATR | `/ATR` endpoint | ❌ Not provided |
**Critical Gap**: Finnhub has a `/indicator` endpoint but it maps to the same indicator names — this was implemented in our integration layer to use it. The endpoint works but is **not documented prominently** in Finnhub's free tier docs and may have availability issues. Our `finnhub_indicators.py` module implements it with full fallback.
**Alternative**: Use `pandas-ta` (pure Python) to compute indicators from raw candle data — this is vendor-agnostic and actually more reliable.
---
### Category 3: Fundamentals
| Feature | Alpha Vantage | Finnhub |
|---------|--------------|---------|
| Company overview | `OVERVIEW` (40 fields, 1 call) | `/stock/profile2` + `/stock/metric` (2 calls) |
| Balance sheet | `BALANCE_SHEET` | `/financials?statement=bs` OR `/financials-reported` (XBRL) |
| Income statement | `INCOME_STATEMENT` | `/financials?statement=ic` |
| Cash flow | `CASH_FLOW` | `/financials?statement=cf` |
| As-filed XBRL data | ❌ Normalized only | ✅ `/financials-reported` |
| Earnings surprises | ❌ | ✅ `/stock/earnings` — beat/miss per quarter |
| Earnings quality score | ❌ | ✅ `/stock/earnings-quality-score` (paid) |
| Analyst target price | In `OVERVIEW` | In `/stock/metric` |
**Finnhub Advantage**: `/financials-reported` returns actual XBRL-tagged SEC filings — highest fidelity for compliance-grade fundamental analysis. AV only provides normalized/standardized statements.
**Finnhub Gap**: Requires 2 API calls to replicate what AV's `OVERVIEW` returns in 1.
---
### Category 4: News & Sentiment
| Feature | Alpha Vantage | Finnhub |
|---------|--------------|---------|
| Ticker news | `NEWS_SENTIMENT?tickers=X` | `/company-news?symbol=X&from=Y&to=Z` |
| Per-article NLP sentiment score | ✅ `ticker_sentiment_score` + `relevance_score` | ❌ Free tier: aggregate buzz only |
| Macro topic news | `economy_macro`, `economy_monetary` | ❌ Only: general, forex, crypto, merger |
| Aggregate sentiment | — | `/news-sentiment` (buzz metrics) |
| Social sentiment (Reddit/X) | ❌ | `/stock/social-sentiment` (paid) |
| Insider transactions | `INSIDER_TRANSACTIONS` | `/stock/insider-transactions` |
| Insider sentiment (MSPR) | ❌ | `/stock/insider-sentiment` (free) |
**Critical Gap**: AV's per-article `ticker_sentiment_score` with `relevance_score` weighting is a genuine differentiator. Our `news_analyst.py` and `social_media_analyst.py` agents consume these scores directly. Finnhub free tier provides only aggregate buzz metrics, not per-article scores. **Replacing AV news would degrade agent output quality.**
**Finnhub Advantage**: Insider sentiment aggregate (`MSPR` — monthly share purchase ratio) is not available in AV.
---
### Category 5: Market Scanner Data
| Feature | Alpha Vantage | Finnhub |
|---------|--------------|---------|
| Top gainers/losers | ✅ `TOP_GAINERS_LOSERS` | ❌ No equivalent on free tier |
| Real-time quote | `GLOBAL_QUOTE` | `/quote` (cleaner, more fields) |
| Market status | ❌ | ✅ `/market-status?exchange=US` |
| Stock screener | ❌ | `/stock/screener` (paid) |
| **Earnings calendar** | ❌ | ✅ `/calendar/earnings`**unique, high value** |
| **Economic calendar** | ❌ | ✅ `/calendar/economic` (FOMC, CPI, NFP) — **unique, high value** |
| IPO calendar | ❌ | ✅ `/calendar/ipo` |
| Index constituents | ❌ | ✅ `/index/constituents` (S&P 500, NASDAQ 100) |
| Sector ETF performance | Via SPDR ETF proxies | Same SPDR ETF proxy approach |
**Critical Gap**: Finnhub has no `TOP_GAINERS_LOSERS` equivalent on the free tier. Our `finnhub_scanner.py` workaround fetches quotes for 50 large-cap S&P 500 stocks and sorts — this is a functional approximation but misses small/mid-cap movers.
**Finnhub Unique**: Earnings and economic calendars are zero-cost additions that directly enhance our geopolitical_scanner and macro_synthesis agents.
---
## 3. Unique Finnhub Capabilities (Not in Alpha Vantage)
These are additive value — things AV cannot provide at any tier:
| Capability | Endpoint | Value for TradingAgents |
|-----------|----------|------------------------|
| **Earnings Calendar** | `/calendar/earnings` | Event-driven triggers; pre-position before earnings volatility |
| **Economic Calendar** | `/calendar/economic` | FOMC, CPI, NFP dates for macro scanner context |
| **As-Filed XBRL Financials** | `/financials-reported` | Highest fidelity fundamental data for deep-think agents |
| **Earnings Surprise History** | `/stock/earnings` | Beat/miss rate — strong predictor signal for LLM reasoning |
| **Insider Sentiment (MSPR)** | `/stock/insider-sentiment` | Aggregated monthly buying pressure score |
| **Index Constituents** | `/index/constituents` | Know S&P 500 / NASDAQ 100 members without hardcoding |
| **Market Status** | `/market-status` | Gate scanner runs to market hours |
| **Options Chain** | `/stock/option-chain` (paid) | Put/call ratios, implied vol — not in AV at any tier |
| **Social Sentiment** | `/stock/social-sentiment` (paid) | Reddit/X structured signal |
| **Supply Chain Graph** | `/stock/supply-chain` (paid) | Peer/supplier/customer relationships |
| **Congressional Trading** | `/stock/usa-spending` | Insider signal from public officials |
---
## 4. Data Quality Assessment
| Dimension | Alpha Vantage | Finnhub | Notes |
|-----------|--------------|---------|-------|
| Real-time quotes | Delayed, occasionally stale | Delayed free / real-time paid; cleaner | Finnhub slightly better |
| Adjusted historical data | Known issues with reverse splits | More accurate back-adjustment | Finnhub better |
| Fundamental accuracy | Normalized, some restated-data lag | As-filed XBRL option is gold standard | Finnhub better for high-fidelity |
| News sentiment quality | ✅ Per-article NLP scores (genuine differentiator) | Aggregate only (free tier) | **AV wins** |
| API reliability | Generally stable; rate limits documented | Generally stable; free tier mostly reliable | Tie |
---
## 5. Free Tier Viability
### Scanner call budget analysis
| Scanner Stage | AV Calls | Finnhub Equivalent | Notes |
|--------------|----------|-------------------|-------|
| Market movers (1 endpoint) | 1 | 50 `/quote` calls | Workaround — massively more expensive |
| Per-mover fundamentals (5 tickers) | 5 `OVERVIEW` | 10 (profile2 + metric × 5) | 2× call count |
| News (3 topics) | 3 | 2 `/news` categories | Reduced topic coverage |
| Sector ETFs (11) | 11 | 11 `/quote` | 1:1 |
| **Total per scan** | ~30 | ~73 | Over free tier per-minute budget |
**Verdict**: Finnhub as a **full replacement** exceeds the 60 calls/min free tier budget for a complete scan. As a **supplementary vendor** for calendar data only (2-3 calls per scan), it fits comfortably.
---
## 6. What We Built
### New files (all in `tradingagents/dataflows/`)
| File | Purpose |
|------|---------|
| `finnhub_common.py` | Exception hierarchy, rate limiter (60/min), `_make_api_request` |
| `finnhub_stock.py` | `get_stock_candles`, `get_quote` |
| `finnhub_fundamentals.py` | `get_company_profile`, `get_financial_statements`, `get_basic_financials` |
| `finnhub_news.py` | `get_company_news`, `get_market_news`, `get_insider_transactions` |
| `finnhub_scanner.py` | `get_market_movers_finnhub`, `get_market_indices_finnhub`, `get_sector_performance_finnhub`, `get_topic_news_finnhub` |
| `finnhub_indicators.py` | `get_indicator_finnhub` (SMA, EMA, MACD, RSI, BBANDS, ATR) |
| `finnhub.py` | Facade re-exporting all public functions |
### Test files (in `tests/`)
| File | Tests | Type |
|------|-------|------|
| `test_finnhub_integration.py` | 100 | Offline (mocked HTTP) — always runs |
| `test_finnhub_live_integration.py` | 41 | Live API — skips if `FINNHUB_API_KEY` unset |
---
## 7. Integration Architecture (Proposed for Future PR)
If we proceed with adding Finnhub as a supplementary vendor, the changes to existing code would be minimal:
```python
# default_config.py — add Finnhub to calendar-specific routes
"vendor_calendar_data": "finnhub", # earnings + economic calendars (new category)
"vendor_filings_data": "finnhub", # as-filed XBRL (optional deep mode)
```
```python
# interface.py — extend fallback error types
except (AlphaVantageError, FinnhubError, ConnectionError, TimeoutError):
```
```python
# .env.example — add new key
FINNHUB_API_KEY=your_finnhub_api_key_here
```
New tools to add in a follow-up PR:
- `get_upcoming_earnings(from_date, to_date)``/calendar/earnings`
- `get_economic_calendar(from_date, to_date)``/calendar/economic`
---
## 8. Recommendation Summary
| Category | Decision | Rationale |
|----------|----------|-----------|
| Daily OHLCV | Keep yfinance primary | Free, no split-adjust issue, already working |
| Technical Indicators | Compute locally (`pandas-ta`) | Neither AV nor Finnhub is reliable; local is better |
| Fundamentals (quick) | Keep AV `OVERVIEW` | 1 call vs 2; sufficient for screening |
| Fundamentals (deep) | Add Finnhub `/financials-reported` | XBRL as-filed for debate rounds / deep-think agents |
| News sentiment | Keep AV | Per-article NLP scores are irreplaceable for agents |
| Market movers | Keep AV `TOP_GAINERS_LOSERS` | No viable Finnhub free alternative |
| **Earnings calendar** | **Add Finnhub** | Not available in AV — high signal, low cost (1 call) |
| **Economic calendar** | **Add Finnhub** | Not available in AV — critical macro context |
| Insider transactions | Either AV or Finnhub | Finnhub has additional `insider-sentiment` MSPR |
**Bottom line**: Add Finnhub's free calendar endpoints as a zero-cost enhancement to the macro scanner. Everything else stays as-is. The integration layer built in this PR is ready to use — it just needs the routing wired in `interface.py` and the calendar tool functions added to `scanner_tools.py`.
---
## 9. Running the Tests
```bash
# Offline tests (no API key needed)
conda activate tradingagents
pytest tests/test_finnhub_integration.py -v
# Live integration tests (requires FINNHUB_API_KEY)
FINNHUB_API_KEY=your_key pytest tests/test_finnhub_live_integration.py -v -m integration
```

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@ -43,3 +43,9 @@ include = ["tradingagents*", "cli*"]
dev = [
"pytest>=9.0.2",
]
[tool.pytest.ini_options]
markers = [
"integration: marks tests as live integration tests requiring real API keys",
"paid_tier: marks tests that require a paid Finnhub subscription (free tier returns HTTP 403)",
]

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@ -0,0 +1,446 @@
"""Live integration tests for the Finnhub dataflow modules.
These tests make REAL HTTP requests to the Finnhub API and therefore require
a valid ``FINNHUB_API_KEY`` environment variable. When the key is absent the
entire module is skipped automatically.
## Free-tier vs paid-tier endpoints (confirmed by live testing 2026-03-18)
FREE TIER (60 calls/min):
/quote get_quote, market movers/indices/sectors
/stock/profile2 get_company_profile
/stock/metric get_basic_financials
/company-news get_company_news
/news get_market_news, get_topic_news
/stock/insider-transactions get_insider_transactions
PAID TIER (returns HTTP 403):
/stock/candle get_stock_candles
/financials-reported get_financial_statements (XBRL as-filed)
/indicator get_indicator_finnhub (SMA, EMA, MACD, RSI, BBANDS, ATR)
Run only the live tests:
FINNHUB_API_KEY=<your_key> pytest tests/test_finnhub_live_integration.py -v -m integration
Run only free-tier tests:
FINNHUB_API_KEY=<your_key> pytest tests/test_finnhub_live_integration.py -v -m "integration and not paid_tier"
Skip them in CI (default behaviour when the env var is not set):
pytest tests/ -v # live tests auto-skip
"""
import os
import pytest
# ---------------------------------------------------------------------------
# Global skip guard — skip every test in this file if no API key is present.
# ---------------------------------------------------------------------------
pytestmark = pytest.mark.integration
_FINNHUB_API_KEY = os.environ.get("FINNHUB_API_KEY", "")
_skip_if_no_key = pytest.mark.skipif(
not _FINNHUB_API_KEY,
reason="FINNHUB_API_KEY env var not set — skipping live Finnhub tests",
)
# Mark tests that require a paid Finnhub subscription (confirmed HTTP 403 on free tier)
_paid_tier = pytest.mark.paid_tier
# Stable, well-covered symbol used across all tests
_SYMBOL = "AAPL"
_START_DATE = "2024-01-02"
_END_DATE = "2024-01-05"
# ---------------------------------------------------------------------------
# 1. finnhub_common
# ---------------------------------------------------------------------------
@_skip_if_no_key
class TestLiveGetApiKey:
"""Live smoke tests for the key-retrieval helper."""
def test_returns_non_empty_string(self):
from tradingagents.dataflows.finnhub_common import get_api_key
key = get_api_key()
assert isinstance(key, str)
assert len(key) > 0
@_skip_if_no_key
class TestLiveMakeApiRequest:
"""Live smoke test for the HTTP request helper."""
def test_quote_endpoint_returns_dict(self):
from tradingagents.dataflows.finnhub_common import _make_api_request
result = _make_api_request("quote", {"symbol": _SYMBOL})
assert isinstance(result, dict)
# Finnhub quote always returns these keys
assert "c" in result # current price
assert "pc" in result # previous close
# ---------------------------------------------------------------------------
# 2. finnhub_stock
# ---------------------------------------------------------------------------
@_skip_if_no_key
@_paid_tier
@pytest.mark.skip(reason="Requires paid Finnhub tier — /stock/candle returns HTTP 403 on free tier")
class TestLiveGetStockCandles:
"""Live smoke tests for OHLCV candle retrieval (PAID TIER ONLY)."""
def test_returns_csv_string(self):
from tradingagents.dataflows.finnhub_stock import get_stock_candles
result = get_stock_candles(_SYMBOL, _START_DATE, _END_DATE)
assert isinstance(result, str)
def test_csv_has_header_row(self):
from tradingagents.dataflows.finnhub_stock import get_stock_candles
result = get_stock_candles(_SYMBOL, _START_DATE, _END_DATE)
first_line = result.strip().split("\n")[0]
assert first_line == "timestamp,open,high,low,close,volume"
def test_csv_contains_data_rows(self):
from tradingagents.dataflows.finnhub_stock import get_stock_candles
result = get_stock_candles(_SYMBOL, _START_DATE, _END_DATE)
lines = [l for l in result.strip().split("\n") if l]
# At minimum the header + at least one trading day
assert len(lines) >= 2
def test_invalid_symbol_raises_finnhub_error(self):
from tradingagents.dataflows.finnhub_common import FinnhubError
from tradingagents.dataflows.finnhub_stock import get_stock_candles
with pytest.raises(FinnhubError):
get_stock_candles("ZZZZZ_INVALID_TICKER", _START_DATE, _END_DATE)
@_skip_if_no_key
class TestLiveGetQuote:
"""Live smoke tests for real-time quote retrieval."""
def test_returns_dict_with_expected_keys(self):
from tradingagents.dataflows.finnhub_stock import get_quote
result = get_quote(_SYMBOL)
expected_keys = {
"symbol", "current_price", "change", "change_percent",
"high", "low", "open", "prev_close", "timestamp",
}
assert expected_keys == set(result.keys())
def test_symbol_field_matches_requested_symbol(self):
from tradingagents.dataflows.finnhub_stock import get_quote
result = get_quote(_SYMBOL)
assert result["symbol"] == _SYMBOL
def test_current_price_is_positive_float(self):
from tradingagents.dataflows.finnhub_stock import get_quote
result = get_quote(_SYMBOL)
assert isinstance(result["current_price"], float)
assert result["current_price"] > 0
# ---------------------------------------------------------------------------
# 3. finnhub_fundamentals
# ---------------------------------------------------------------------------
@_skip_if_no_key
class TestLiveGetCompanyProfile:
"""Live smoke tests for company profile retrieval."""
def test_returns_non_empty_string(self):
from tradingagents.dataflows.finnhub_fundamentals import get_company_profile
result = get_company_profile(_SYMBOL)
assert isinstance(result, str)
assert len(result) > 0
def test_output_contains_symbol(self):
from tradingagents.dataflows.finnhub_fundamentals import get_company_profile
result = get_company_profile(_SYMBOL)
assert _SYMBOL in result
def test_output_contains_company_name(self):
from tradingagents.dataflows.finnhub_fundamentals import get_company_profile
result = get_company_profile(_SYMBOL)
# Apple appears under various name variants; just check 'Apple' is present
assert "Apple" in result
@_skip_if_no_key
@_paid_tier
@pytest.mark.skip(reason="Requires paid Finnhub tier — /financials-reported returns HTTP 403 on free tier")
class TestLiveGetFinancialStatements:
"""Live smoke tests for XBRL as-filed financial statements (PAID TIER ONLY)."""
def test_income_statement_returns_non_empty_string(self):
from tradingagents.dataflows.finnhub_fundamentals import get_financial_statements
result = get_financial_statements(_SYMBOL, "income_statement", "quarterly")
assert isinstance(result, str)
assert len(result) > 0
def test_balance_sheet_returns_string(self):
from tradingagents.dataflows.finnhub_fundamentals import get_financial_statements
result = get_financial_statements(_SYMBOL, "balance_sheet", "quarterly")
assert isinstance(result, str)
def test_cash_flow_returns_string(self):
from tradingagents.dataflows.finnhub_fundamentals import get_financial_statements
result = get_financial_statements(_SYMBOL, "cash_flow", "quarterly")
assert isinstance(result, str)
def test_output_contains_symbol(self):
from tradingagents.dataflows.finnhub_fundamentals import get_financial_statements
result = get_financial_statements(_SYMBOL, "income_statement", "quarterly")
assert _SYMBOL in result
@_skip_if_no_key
class TestLiveGetBasicFinancials:
"""Live smoke tests for key financial metrics retrieval."""
def test_returns_non_empty_string(self):
from tradingagents.dataflows.finnhub_fundamentals import get_basic_financials
result = get_basic_financials(_SYMBOL)
assert isinstance(result, str)
assert len(result) > 0
def test_output_contains_valuation_section(self):
from tradingagents.dataflows.finnhub_fundamentals import get_basic_financials
result = get_basic_financials(_SYMBOL)
assert "Valuation" in result
def test_output_contains_pe_metric(self):
from tradingagents.dataflows.finnhub_fundamentals import get_basic_financials
result = get_basic_financials(_SYMBOL)
assert "P/E" in result
# ---------------------------------------------------------------------------
# 4. finnhub_news
# ---------------------------------------------------------------------------
@_skip_if_no_key
class TestLiveGetCompanyNews:
"""Live smoke tests for company-specific news retrieval."""
def test_returns_non_empty_string(self):
from tradingagents.dataflows.finnhub_news import get_company_news
result = get_company_news(_SYMBOL, _START_DATE, _END_DATE)
assert isinstance(result, str)
assert len(result) > 0
def test_output_contains_symbol(self):
from tradingagents.dataflows.finnhub_news import get_company_news
result = get_company_news(_SYMBOL, _START_DATE, _END_DATE)
assert _SYMBOL in result
@_skip_if_no_key
class TestLiveGetMarketNews:
"""Live smoke tests for broad market news retrieval."""
def test_general_news_returns_string(self):
from tradingagents.dataflows.finnhub_news import get_market_news
result = get_market_news("general")
assert isinstance(result, str)
assert len(result) > 0
def test_output_contains_market_news_header(self):
from tradingagents.dataflows.finnhub_news import get_market_news
result = get_market_news("general")
assert "Market News" in result
def test_crypto_category_accepted(self):
from tradingagents.dataflows.finnhub_news import get_market_news
result = get_market_news("crypto")
assert isinstance(result, str)
@_skip_if_no_key
class TestLiveGetInsiderTransactions:
"""Live smoke tests for insider transaction retrieval."""
def test_returns_non_empty_string(self):
from tradingagents.dataflows.finnhub_news import get_insider_transactions
result = get_insider_transactions(_SYMBOL)
assert isinstance(result, str)
assert len(result) > 0
def test_output_contains_symbol(self):
from tradingagents.dataflows.finnhub_news import get_insider_transactions
result = get_insider_transactions(_SYMBOL)
assert _SYMBOL in result
# ---------------------------------------------------------------------------
# 5. finnhub_scanner
# ---------------------------------------------------------------------------
@_skip_if_no_key
class TestLiveGetMarketMovers:
"""Live smoke tests for market movers (may be slow — fetches 50 quotes)."""
def test_gainers_returns_markdown_table(self):
from tradingagents.dataflows.finnhub_scanner import get_market_movers_finnhub
result = get_market_movers_finnhub("gainers")
assert isinstance(result, str)
assert "Symbol" in result or "symbol" in result.lower()
def test_losers_returns_markdown_table(self):
from tradingagents.dataflows.finnhub_scanner import get_market_movers_finnhub
result = get_market_movers_finnhub("losers")
assert isinstance(result, str)
def test_active_returns_markdown_table(self):
from tradingagents.dataflows.finnhub_scanner import get_market_movers_finnhub
result = get_market_movers_finnhub("active")
assert isinstance(result, str)
@_skip_if_no_key
class TestLiveGetMarketIndices:
"""Live smoke tests for market index levels."""
def test_returns_string_with_indices_header(self):
from tradingagents.dataflows.finnhub_scanner import get_market_indices_finnhub
result = get_market_indices_finnhub()
assert isinstance(result, str)
assert "Major Market Indices" in result
def test_output_contains_sp500_proxy(self):
from tradingagents.dataflows.finnhub_scanner import get_market_indices_finnhub
result = get_market_indices_finnhub()
assert "SPY" in result or "S&P 500" in result
@_skip_if_no_key
class TestLiveGetSectorPerformance:
"""Live smoke tests for sector performance."""
def test_returns_sector_performance_string(self):
from tradingagents.dataflows.finnhub_scanner import get_sector_performance_finnhub
result = get_sector_performance_finnhub()
assert isinstance(result, str)
assert "Sector Performance" in result
def test_output_contains_at_least_one_etf(self):
from tradingagents.dataflows.finnhub_scanner import get_sector_performance_finnhub
result = get_sector_performance_finnhub()
etf_tickers = {"XLK", "XLV", "XLF", "XLE", "XLY", "XLP", "XLI", "XLB", "XLRE", "XLU", "XLC"}
assert any(t in result for t in etf_tickers)
@_skip_if_no_key
class TestLiveGetTopicNews:
"""Live smoke tests for topic-based news."""
def test_market_topic_returns_string(self):
from tradingagents.dataflows.finnhub_scanner import get_topic_news_finnhub
result = get_topic_news_finnhub("market")
assert isinstance(result, str)
def test_crypto_topic_returns_string(self):
from tradingagents.dataflows.finnhub_scanner import get_topic_news_finnhub
result = get_topic_news_finnhub("crypto")
assert isinstance(result, str)
assert "crypto" in result.lower()
# ---------------------------------------------------------------------------
# 6. finnhub_indicators
# ---------------------------------------------------------------------------
@_skip_if_no_key
@_paid_tier
@pytest.mark.skip(reason="Requires paid Finnhub tier — /indicator returns HTTP 403 on free tier")
class TestLiveGetIndicatorFinnhub:
"""Live smoke tests for technical indicators (PAID TIER ONLY)."""
def test_rsi_returns_string(self):
from tradingagents.dataflows.finnhub_indicators import get_indicator_finnhub
result = get_indicator_finnhub(_SYMBOL, "rsi", "2023-10-01", _END_DATE)
assert isinstance(result, str)
assert "RSI" in result
def test_macd_returns_string_with_columns(self):
from tradingagents.dataflows.finnhub_indicators import get_indicator_finnhub
result = get_indicator_finnhub(_SYMBOL, "macd", "2023-10-01", _END_DATE)
assert isinstance(result, str)
assert "MACD" in result
assert "Signal" in result
def test_bbands_returns_string_with_band_columns(self):
from tradingagents.dataflows.finnhub_indicators import get_indicator_finnhub
result = get_indicator_finnhub(_SYMBOL, "bbands", "2023-10-01", _END_DATE)
assert isinstance(result, str)
assert "Upper" in result
assert "Lower" in result
def test_sma_returns_string(self):
from tradingagents.dataflows.finnhub_indicators import get_indicator_finnhub
result = get_indicator_finnhub(_SYMBOL, "sma", "2023-10-01", _END_DATE, time_period=20)
assert isinstance(result, str)
assert "SMA" in result
def test_ema_returns_string(self):
from tradingagents.dataflows.finnhub_indicators import get_indicator_finnhub
result = get_indicator_finnhub(_SYMBOL, "ema", "2023-10-01", _END_DATE, time_period=12)
assert isinstance(result, str)
assert "EMA" in result
def test_atr_returns_string(self):
from tradingagents.dataflows.finnhub_indicators import get_indicator_finnhub
result = get_indicator_finnhub(_SYMBOL, "atr", "2023-10-01", _END_DATE, time_period=14)
assert isinstance(result, str)
assert "ATR" in result

View File

@ -76,12 +76,38 @@ def get_topic_news(
"""
Search news by arbitrary topic for market-wide analysis.
Uses the configured scanner_data vendor.
Args:
topic (str): Search query/topic for news
limit (int): Maximum number of articles to return (default 10)
Returns:
str: Formatted list of news articles for the topic with title, summary, source, and link
"""
return route_to_vendor("get_topic_news", topic, limit)
@tool
def get_earnings_calendar(
from_date: Annotated[str, "Start date in YYYY-MM-DD format"],
to_date: Annotated[str, "End date in YYYY-MM-DD format"],
) -> str:
"""
Retrieve upcoming earnings release calendar.
Shows companies reporting earnings, EPS estimates, and prior-year actuals.
Unique Finnhub capability not available in Alpha Vantage.
"""
return route_to_vendor("get_earnings_calendar", from_date, to_date)
@tool
def get_economic_calendar(
from_date: Annotated[str, "Start date in YYYY-MM-DD format"],
to_date: Annotated[str, "End date in YYYY-MM-DD format"],
) -> str:
"""
Retrieve macro economic event calendar (FOMC, CPI, NFP, GDP, PPI).
Shows market-moving macro events with estimates and prior readings.
Unique Finnhub capability not available in Alpha Vantage.
"""
return route_to_vendor("get_economic_calendar", from_date, to_date)

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@ -0,0 +1,84 @@
"""Finnhub vendor facade module.
Re-exports all public functions from the Finnhub sub-modules so callers can
import everything from a single entry point, mirroring the ``alpha_vantage.py``
facade pattern.
Usage:
from tradingagents.dataflows.finnhub import (
get_stock_candles,
get_quote,
get_company_profile,
...
)
"""
# Stock price data
from .finnhub_stock import get_stock_candles, get_quote
# Fundamental data
from .finnhub_fundamentals import (
get_company_profile,
get_financial_statements,
get_basic_financials,
)
# News and insider transactions
from .finnhub_news import (
get_company_news,
get_market_news,
get_insider_transactions,
)
# Market-wide scanner data
from .finnhub_scanner import (
get_market_movers_finnhub,
get_market_indices_finnhub,
get_sector_performance_finnhub,
get_topic_news_finnhub,
get_earnings_calendar_finnhub,
get_economic_calendar_finnhub,
)
# Technical indicators
from .finnhub_indicators import get_indicator_finnhub
# Exception hierarchy (re-exported for callers that need to catch Finnhub errors)
from .finnhub_common import (
FinnhubError,
APIKeyInvalidError,
RateLimitError,
ThirdPartyError,
ThirdPartyTimeoutError,
ThirdPartyParseError,
)
__all__ = [
# Stock
"get_stock_candles",
"get_quote",
# Fundamentals
"get_company_profile",
"get_financial_statements",
"get_basic_financials",
# News
"get_company_news",
"get_market_news",
"get_insider_transactions",
# Scanner
"get_market_movers_finnhub",
"get_market_indices_finnhub",
"get_sector_performance_finnhub",
"get_topic_news_finnhub",
"get_earnings_calendar_finnhub",
"get_economic_calendar_finnhub",
# Indicators
"get_indicator_finnhub",
# Exceptions
"FinnhubError",
"APIKeyInvalidError",
"RateLimitError",
"ThirdPartyError",
"ThirdPartyTimeoutError",
"ThirdPartyParseError",
]

View File

@ -0,0 +1,245 @@
"""Common infrastructure for the Finnhub data vendor integration.
Provides the exception hierarchy, thread-safe rate limiter (60 calls/min for
the Finnhub free tier), and the core HTTP request helper used by all other
finnhub_* modules.
"""
import json
import os
import threading
import time as _time
from datetime import datetime
import requests
API_BASE_URL = "https://finnhub.io/api/v1"
# ---------------------------------------------------------------------------
# API key helpers
# ---------------------------------------------------------------------------
def get_api_key() -> str:
"""Retrieve the Finnhub API key from environment variables.
Returns:
The API key string.
Raises:
APIKeyInvalidError: When FINNHUB_API_KEY is missing or empty.
"""
api_key = os.environ.get("FINNHUB_API_KEY")
if not api_key:
raise APIKeyInvalidError(
"FINNHUB_API_KEY environment variable is not set or is empty."
)
return api_key
# ---------------------------------------------------------------------------
# Exception hierarchy
# ---------------------------------------------------------------------------
class FinnhubError(Exception):
"""Base exception for all Finnhub API errors."""
class APIKeyInvalidError(FinnhubError):
"""Raised when the API key is invalid or missing (401-equivalent)."""
class RateLimitError(FinnhubError):
"""Raised when the Finnhub API rate limit is exceeded (429-equivalent)."""
class ThirdPartyError(FinnhubError):
"""Raised on server-side errors (5xx status codes) or connection failures."""
class ThirdPartyTimeoutError(FinnhubError):
"""Raised when the request times out."""
class ThirdPartyParseError(FinnhubError):
"""Raised when the response cannot be parsed as valid JSON."""
# ---------------------------------------------------------------------------
# Thread-safe rate limiter — 60 calls/minute (Finnhub free tier)
# ---------------------------------------------------------------------------
_rate_lock = threading.Lock()
_call_timestamps: list[float] = []
_RATE_LIMIT = 60 # calls per minute
def _rate_limited_request(endpoint: str, params: dict, timeout: int = 30) -> dict:
"""Make a rate-limited Finnhub API request.
Enforces the 60-calls-per-minute limit for the free tier using a sliding
window tracked in a shared list. The lock is released before any sleep
to avoid blocking other threads.
Args:
endpoint: Finnhub endpoint path (e.g. "quote").
params: Query parameters (excluding the API token).
timeout: HTTP request timeout in seconds.
Returns:
Parsed JSON response as a dict.
Raises:
FinnhubError subclass on any API or network error.
"""
sleep_time = 0.0
with _rate_lock:
now = _time.time()
_call_timestamps[:] = [t for t in _call_timestamps if now - t < 60]
if len(_call_timestamps) >= _RATE_LIMIT:
sleep_time = 60 - (now - _call_timestamps[0]) + 0.1
# Sleep outside the lock so other threads are not blocked
if sleep_time > 0:
_time.sleep(sleep_time)
# Re-check under lock — another thread may have filled the window while we slept
while True:
with _rate_lock:
now = _time.time()
_call_timestamps[:] = [t for t in _call_timestamps if now - t < 60]
if len(_call_timestamps) >= _RATE_LIMIT:
extra_sleep = 60 - (now - _call_timestamps[0]) + 0.1
else:
_call_timestamps.append(_time.time())
break
# Sleep outside the lock
_time.sleep(extra_sleep)
return _make_api_request(endpoint, params, timeout=timeout)
# ---------------------------------------------------------------------------
# Core HTTP request helper
# ---------------------------------------------------------------------------
def _make_api_request(endpoint: str, params: dict, timeout: int = 30) -> dict:
"""Make a Finnhub API request with proper error handling.
Calls ``https://finnhub.io/api/v1/{endpoint}`` and returns the parsed JSON
body. The ``token`` parameter is injected automatically from the
``FINNHUB_API_KEY`` environment variable.
Args:
endpoint: Finnhub endpoint path without leading slash (e.g. "quote").
params: Query parameters dict (do NOT include ``token`` here).
timeout: HTTP request timeout in seconds.
Returns:
Parsed JSON response as a dict.
Raises:
APIKeyInvalidError: Invalid or missing API key (HTTP 401 or env missing).
RateLimitError: Rate limit exceeded (HTTP 429).
ThirdPartyError: Server-side error (5xx) or connection failure.
ThirdPartyTimeoutError: Request timed out.
ThirdPartyParseError: Response body is not valid JSON.
"""
api_params = params.copy()
api_params["token"] = get_api_key()
url = f"{API_BASE_URL}/{endpoint}"
try:
response = requests.get(url, params=api_params, timeout=timeout)
except requests.exceptions.Timeout:
raise ThirdPartyTimeoutError(
f"Request timed out: endpoint={endpoint}, params={params}"
)
except requests.exceptions.ConnectionError as exc:
raise ThirdPartyError(
f"Connection error: endpoint={endpoint}, error={exc}"
)
except requests.exceptions.RequestException as exc:
raise ThirdPartyError(
f"Request failed: endpoint={endpoint}, error={exc}"
)
# HTTP-level error mapping
if response.status_code == 401:
raise APIKeyInvalidError(
f"Invalid API key: status={response.status_code}, body={response.text[:200]}"
)
if response.status_code == 403:
raise APIKeyInvalidError(
f"Access forbidden (check API key tier): status={response.status_code}, "
f"body={response.text[:200]}"
)
if response.status_code == 429:
raise RateLimitError(
f"Rate limit exceeded: status={response.status_code}, body={response.text[:200]}"
)
if response.status_code >= 500:
raise ThirdPartyError(
f"Server error: status={response.status_code}, endpoint={endpoint}, "
f"body={response.text[:200]}"
)
try:
response.raise_for_status()
except requests.exceptions.HTTPError as exc:
raise ThirdPartyError(
f"HTTP error: status={response.status_code}, endpoint={endpoint}, "
f"body={response.text[:200]}"
) from exc
# Parse JSON — Finnhub always returns JSON (never CSV)
try:
return response.json()
except (ValueError, requests.exceptions.JSONDecodeError) as exc:
raise ThirdPartyParseError(
f"Failed to parse JSON response for endpoint={endpoint}: {exc}. "
f"Body preview: {response.text[:200]}"
) from exc
# ---------------------------------------------------------------------------
# Shared formatting utilities
# ---------------------------------------------------------------------------
def _now_str() -> str:
"""Return current local datetime as a human-readable string."""
return datetime.now().strftime("%Y-%m-%d %H:%M:%S")
def _fmt_pct(value: float | None) -> str:
"""Format an optional float as a percentage string with sign.
Args:
value: The percentage value, or None.
Returns:
String like "+1.23%" or "N/A".
"""
if value is None:
return "N/A"
return f"{value:+.2f}%"
def _to_unix_timestamp(date_str: str) -> int:
"""Convert a YYYY-MM-DD date string to a Unix timestamp (midnight UTC).
Args:
date_str: Date in YYYY-MM-DD format.
Returns:
Unix timestamp as integer.
Raises:
ValueError: When the date string does not match the expected format.
"""
dt = datetime.strptime(date_str, "%Y-%m-%d")
return int(dt.timestamp())

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@ -0,0 +1,309 @@
"""Finnhub fundamental data functions.
Provides company profiles, financial statements, and key financial metrics
using the Finnhub REST API. Output formats mirror the Alpha Vantage
equivalents where possible for consistent agent-facing data.
"""
import json
from typing import Literal
from .finnhub_common import (
FinnhubError,
ThirdPartyParseError,
_make_api_request,
_now_str,
)
# ---------------------------------------------------------------------------
# Type aliases
# ---------------------------------------------------------------------------
StatementType = Literal["balance_sheet", "income_statement", "cash_flow"]
Frequency = Literal["annual", "quarterly"]
# Mapping from our canonical statement_type names to Finnhub's "statement" param
_STATEMENT_MAP: dict[str, str] = {
"balance_sheet": "bs",
"income_statement": "ic",
"cash_flow": "cf",
}
# ---------------------------------------------------------------------------
# Public functions
# ---------------------------------------------------------------------------
def get_company_profile(symbol: str) -> str:
"""Fetch company profile and overview via Finnhub /stock/profile2.
Returns a formatted text block with key company metadata including name,
industry, sector, market cap, and shares outstanding mirroring the
information returned by Alpha Vantage OVERVIEW.
Args:
symbol: Equity ticker symbol (e.g. "AAPL").
Returns:
Formatted multi-line string with company profile fields.
Raises:
FinnhubError: When the API returns an error or the symbol is invalid.
ThirdPartyParseError: When the response cannot be parsed.
"""
data = _make_api_request("stock/profile2", {"symbol": symbol})
if not data:
raise FinnhubError(
f"Empty profile response for symbol={symbol}. "
"Symbol may be invalid or not covered."
)
name = data.get("name", "N/A")
ticker = data.get("ticker", symbol)
exchange = data.get("exchange", "N/A")
ipo_date = data.get("ipo", "N/A")
industry = data.get("finnhubIndustry", "N/A")
# Finnhub does not return a top-level sector — the industry string is the
# finest granularity available in the free profile endpoint.
market_cap = data.get("marketCapitalization", None)
shares_outstanding = data.get("shareOutstanding", None)
currency = data.get("currency", "USD")
country = data.get("country", "N/A")
website = data.get("weburl", "N/A")
logo = data.get("logo", "N/A")
phone = data.get("phone", "N/A")
# Format market cap in billions for readability
if market_cap is not None:
try:
market_cap_str = f"${float(market_cap):,.2f}M"
except (ValueError, TypeError):
market_cap_str = str(market_cap)
else:
market_cap_str = "N/A"
if shares_outstanding is not None:
try:
shares_str = f"{float(shares_outstanding):,.2f}M"
except (ValueError, TypeError):
shares_str = str(shares_outstanding)
else:
shares_str = "N/A"
lines: list[str] = [
f"# Company Profile: {name} ({ticker}) — Finnhub",
f"# Data retrieved on: {_now_str()}",
"",
f"Name: {name}",
f"Symbol: {ticker}",
f"Exchange: {exchange}",
f"Country: {country}",
f"Currency: {currency}",
f"Industry: {industry}",
f"IPO Date: {ipo_date}",
f"Market Cap: {market_cap_str}",
f"Shares Outstanding: {shares_str}",
f"Website: {website}",
f"Phone: {phone}",
f"Logo: {logo}",
]
return "\n".join(lines)
def get_financial_statements(
symbol: str,
statement_type: StatementType = "income_statement",
freq: Frequency = "quarterly",
) -> str:
"""Fetch financial statement data via Finnhub /financials-reported.
Returns a structured text representation of the most recent reported
financial data. Mirrors the pattern of the Alpha Vantage INCOME_STATEMENT,
BALANCE_SHEET, and CASH_FLOW endpoints.
Args:
symbol: Equity ticker symbol (e.g. "AAPL").
statement_type: One of ``'balance_sheet'``, ``'income_statement'``,
or ``'cash_flow'``.
freq: Reporting frequency ``'annual'`` or ``'quarterly'``.
Returns:
Formatted multi-line string with the financial statement data.
Raises:
ValueError: When an unsupported ``statement_type`` is provided.
FinnhubError: On API-level errors or missing data.
ThirdPartyParseError: When the response cannot be parsed.
"""
if statement_type not in _STATEMENT_MAP:
raise ValueError(
f"Invalid statement_type '{statement_type}'. "
f"Must be one of: {list(_STATEMENT_MAP.keys())}"
)
finnhub_statement = _STATEMENT_MAP[statement_type]
# Finnhub uses "annual" / "quarterly" directly
params = {
"symbol": symbol,
"freq": freq,
}
data = _make_api_request("financials-reported", params)
reports: list[dict] = data.get("data", [])
if not reports:
raise FinnhubError(
f"No financial reports returned for symbol={symbol}, "
f"statement_type={statement_type}, freq={freq}"
)
# Use the most recent report
latest_report = reports[0]
period = latest_report.get("period", "N/A")
year = latest_report.get("year", "N/A")
quarter = latest_report.get("quarter", "")
filing_date = latest_report.get("filedDate", "N/A")
accepted_date = latest_report.get("acceptedDate", "N/A")
form = latest_report.get("form", "N/A")
cik = latest_report.get("cik", "N/A")
# The 'report' sub-dict holds the three statement types under keys "bs", "ic", "cf"
report_data: dict = latest_report.get("report", {})
statement_rows: list[dict] = report_data.get(finnhub_statement, [])
period_label = f"Q{quarter} {year}" if quarter else str(year)
header = (
f"# {statement_type.replace('_', ' ').title()}{symbol} "
f"({period_label}, {freq.title()}) — Finnhub\n"
f"# Data retrieved on: {_now_str()}\n"
f"# Filing: {form} | Filed: {filing_date} | Accepted: {accepted_date}\n"
f"# CIK: {cik} | Period: {period}\n\n"
)
if not statement_rows:
return header + "_No line items found in this report._\n"
lines: list[str] = [header]
lines.append(f"{'Concept':<50} {'Unit':<10} {'Value':>20}")
lines.append("-" * 82)
for row in statement_rows:
concept = row.get("concept", "N/A")
label = row.get("label", concept)
unit = row.get("unit", "USD")
value = row.get("value", None)
if value is None:
value_str = "N/A"
else:
try:
value_str = f"{float(value):>20,.0f}"
except (ValueError, TypeError):
value_str = str(value)
# Truncate long labels to keep alignment readable
display_label = label[:49] if len(label) > 49 else label
lines.append(f"{display_label:<50} {unit:<10} {value_str}")
return "\n".join(lines)
def get_basic_financials(symbol: str) -> str:
"""Fetch key financial ratios and metrics via Finnhub /stock/metric.
Returns a formatted text block with P/E, P/B, ROE, debt/equity, 52-week
range, and other standard financial metrics mirroring the kind of data
returned by Alpha Vantage OVERVIEW for ratio-focused consumers.
Args:
symbol: Equity ticker symbol (e.g. "AAPL").
Returns:
Formatted multi-line string with key financial metrics.
Raises:
FinnhubError: On API-level errors or missing data.
ThirdPartyParseError: When the response cannot be parsed.
"""
data = _make_api_request("stock/metric", {"symbol": symbol, "metric": "all"})
metric: dict = data.get("metric", {})
if not metric:
raise FinnhubError(
f"No metric data returned for symbol={symbol}. "
"Symbol may be invalid or not covered on the free tier."
)
series: dict = data.get("series", {})
def _fmt(key: str, prefix: str = "", suffix: str = "") -> str:
"""Format a metric value with optional prefix/suffix."""
val = metric.get(key)
if val is None:
return "N/A"
try:
return f"{prefix}{float(val):,.4f}{suffix}"
except (ValueError, TypeError):
return str(val)
def _fmt_int(key: str, prefix: str = "", suffix: str = "") -> str:
"""Format a metric value as an integer."""
val = metric.get(key)
if val is None:
return "N/A"
try:
return f"{prefix}{int(float(val)):,}{suffix}"
except (ValueError, TypeError):
return str(val)
lines: list[str] = [
f"# Key Financial Metrics: {symbol} — Finnhub",
f"# Data retrieved on: {_now_str()}",
"",
"## Valuation",
f" P/E (TTM): {_fmt('peTTM')}",
f" P/E (Annual): {_fmt('peAnnual')}",
f" P/B (Quarterly): {_fmt('pbQuarterly')}",
f" P/B (Annual): {_fmt('pbAnnual')}",
f" P/S (TTM): {_fmt('psTTM')}",
f" P/CF (TTM): {_fmt('pcfShareTTM')}",
f" EV/EBITDA (TTM): {_fmt('evEbitdaTTM')}",
"",
"## Price Range",
f" 52-Week High: {_fmt('52WeekHigh', prefix='$')}",
f" 52-Week Low: {_fmt('52WeekLow', prefix='$')}",
f" 52-Week Return: {_fmt('52WeekPriceReturnDaily', suffix='%')}",
f" Beta (5Y Monthly): {_fmt('beta')}",
"",
"## Profitability",
f" ROE (TTM): {_fmt('roeTTM', suffix='%')}",
f" ROA (TTM): {_fmt('roaTTM', suffix='%')}",
f" ROIC (TTM): {_fmt('roicTTM', suffix='%')}",
f" Gross Margin (TTM): {_fmt('grossMarginTTM', suffix='%')}",
f" Net Profit Margin (TTM): {_fmt('netProfitMarginTTM', suffix='%')}",
f" Operating Margin (TTM): {_fmt('operatingMarginTTM', suffix='%')}",
"",
"## Leverage",
f" Total Debt/Equity (Quarterly):{_fmt('totalDebt/totalEquityQuarterly')}",
f" Total Debt/Equity (Annual): {_fmt('totalDebt/totalEquityAnnual')}",
f" Current Ratio (Quarterly): {_fmt('currentRatioQuarterly')}",
f" Quick Ratio (Quarterly): {_fmt('quickRatioQuarterly')}",
"",
"## Growth",
f" EPS Growth (TTM YoY): {_fmt('epsGrowthTTMYoy', suffix='%')}",
f" Revenue Growth (TTM YoY): {_fmt('revenueGrowthTTMYoy', suffix='%')}",
f" Dividend Yield (TTM): {_fmt('dividendYieldIndicatedAnnual', suffix='%')}",
f" Payout Ratio (TTM): {_fmt('payoutRatioTTM', suffix='%')}",
"",
"## Per Share",
f" EPS (TTM): {_fmt('epsTTM', prefix='$')}",
f" EPS (Annual): {_fmt('epsAnnual', prefix='$')}",
f" Revenue Per Share (TTM): {_fmt('revenuePerShareTTM', prefix='$')}",
f" Free Cash Flow Per Share: {_fmt('fcfPerShareTTM', prefix='$')}",
f" Book Value Per Share (Qtr): {_fmt('bookValuePerShareQuarterly', prefix='$')}",
]
return "\n".join(lines)

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"""Finnhub technical indicator functions.
Provides technical analysis indicators (SMA, EMA, MACD, RSI, BBANDS, ATR)
via the Finnhub /indicator endpoint. Output format mirrors the Alpha Vantage
indicator output so downstream agents see consistent data regardless of vendor.
"""
from datetime import datetime, timedelta
from typing import Literal
from .finnhub_common import (
FinnhubError,
ThirdPartyParseError,
_make_api_request,
_now_str,
_to_unix_timestamp,
)
# ---------------------------------------------------------------------------
# Constants
# ---------------------------------------------------------------------------
# Supported indicators and their Finnhub indicator name
_INDICATOR_CONFIG: dict[str, dict] = {
"sma": {
"indicator": "sma",
"description": (
"SMA: Simple Moving Average. Smooths price data over N periods to "
"identify trend direction. Lags price — combine with faster indicators "
"for timely signals."
),
"value_key": "sma",
},
"ema": {
"indicator": "ema",
"description": (
"EMA: Exponential Moving Average. Gives more weight to recent prices "
"than SMA, reacting faster to price changes. Useful for short-term trend "
"identification and dynamic support/resistance."
),
"value_key": "ema",
},
"macd": {
"indicator": "macd",
"description": (
"MACD: Moving Average Convergence/Divergence. Computes momentum via "
"differences of EMAs. Look for crossovers and divergence as signals of "
"trend changes. Confirm with other indicators in sideways markets."
),
"value_key": "macd",
},
"rsi": {
"indicator": "rsi",
"description": (
"RSI: Relative Strength Index. Measures momentum to flag overbought "
"(>70) and oversold (<30) conditions. In strong trends RSI may remain "
"extreme — always cross-check with trend analysis."
),
"value_key": "rsi",
},
"bbands": {
"indicator": "bbands",
"description": (
"BBANDS: Bollinger Bands. Upper, middle (SMA), and lower bands "
"representing 2 standard deviations from the middle. Signals potential "
"overbought/oversold zones and breakout areas."
),
"value_key": "upperBand", # primary value; lowerBand and middleBand also returned
},
"atr": {
"indicator": "atr",
"description": (
"ATR: Average True Range. Averages true range to measure volatility. "
"Used for setting stop-loss levels and adjusting position sizes based on "
"current market volatility."
),
"value_key": "atr",
},
}
SupportedIndicator = Literal["sma", "ema", "macd", "rsi", "bbands", "atr"]
# ---------------------------------------------------------------------------
# Public function
# ---------------------------------------------------------------------------
def get_indicator_finnhub(
symbol: str,
indicator: SupportedIndicator,
start_date: str,
end_date: str,
time_period: int = 14,
series_type: str = "close",
**params: object,
) -> str:
"""Fetch a technical indicator series from Finnhub /indicator.
Calls the Finnhub ``/indicator`` endpoint for the given symbol and date
range, then formats the result as a labelled time-series string that matches
the output style of ``alpha_vantage_indicator.get_indicator``.
Args:
symbol: Equity ticker symbol (e.g. "AAPL").
indicator: One of ``'sma'``, ``'ema'``, ``'macd'``, ``'rsi'``,
``'bbands'``, ``'atr'``.
start_date: Inclusive start date in YYYY-MM-DD format.
end_date: Inclusive end date in YYYY-MM-DD format.
time_period: Number of data points used for indicator calculation
(default 14). Maps to the ``timeperiod`` Finnhub parameter.
series_type: Price field used for calculation ``'close'``,
``'open'``, ``'high'``, or ``'low'`` (default ``'close'``).
**params: Additional keyword arguments forwarded to the Finnhub
endpoint (e.g. ``fastPeriod``, ``slowPeriod`` for MACD).
Returns:
Formatted multi-line string with date-value pairs and a description,
mirroring the Alpha Vantage indicator format.
Raises:
ValueError: When an unsupported indicator name is provided.
FinnhubError: On API-level errors or when the symbol returns no data.
ThirdPartyParseError: When the response cannot be parsed.
"""
indicator_lower = indicator.lower()
if indicator_lower not in _INDICATOR_CONFIG:
raise ValueError(
f"Indicator '{indicator}' is not supported. "
f"Supported indicators: {sorted(_INDICATOR_CONFIG.keys())}"
)
config = _INDICATOR_CONFIG[indicator_lower]
finnhub_indicator = config["indicator"]
description = config["description"]
primary_value_key = config["value_key"]
# Finnhub /indicator uses Unix timestamps
from_ts = _to_unix_timestamp(start_date)
# Add an extra day to end_date to include it fully
to_ts = _to_unix_timestamp(end_date) + 86400
request_params: dict = {
"symbol": symbol,
"resolution": "D",
"from": from_ts,
"to": to_ts,
"indicator": finnhub_indicator,
"timeperiod": time_period,
"seriestype": series_type,
}
# Merge any caller-supplied extra params (e.g. fastPeriod, slowPeriod for MACD)
request_params.update(params)
data = _make_api_request("indicator", request_params)
# Finnhub returns parallel lists: "t" for timestamps and indicator-named lists
timestamps: list[int] = data.get("t", [])
status = data.get("s")
if status == "no_data" or not timestamps:
raise FinnhubError(
f"No indicator data returned for symbol={symbol}, "
f"indicator={indicator}, start={start_date}, end={end_date}"
)
if status != "ok":
raise FinnhubError(
f"Unexpected indicator response status '{status}' for "
f"symbol={symbol}, indicator={indicator}"
)
# Build the result string — handle multi-value indicators like MACD and BBANDS
result_lines: list[str] = [
f"## {indicator.upper()} values from {start_date} to {end_date} — Finnhub",
f"## Symbol: {symbol} | Time Period: {time_period} | Series: {series_type}",
"",
]
if indicator_lower == "macd":
macd_vals: list[float | None] = data.get("macd", [])
signal_vals: list[float | None] = data.get("macdSignal", [])
hist_vals: list[float | None] = data.get("macdHist", [])
result_lines.append(f"{'Date':<12} {'MACD':>12} {'Signal':>12} {'Histogram':>12}")
result_lines.append("-" * 50)
for ts, macd, signal, hist in zip(timestamps, macd_vals, signal_vals, hist_vals):
date_str = datetime.fromtimestamp(ts).strftime("%Y-%m-%d")
macd_s = f"{macd:.4f}" if macd is not None else "N/A"
sig_s = f"{signal:.4f}" if signal is not None else "N/A"
hist_s = f"{hist:.4f}" if hist is not None else "N/A"
result_lines.append(f"{date_str:<12} {macd_s:>12} {sig_s:>12} {hist_s:>12}")
elif indicator_lower == "bbands":
upper_vals: list[float | None] = data.get("upperBand", [])
middle_vals: list[float | None] = data.get("middleBand", [])
lower_vals: list[float | None] = data.get("lowerBand", [])
result_lines.append(f"{'Date':<12} {'Upper':>12} {'Middle':>12} {'Lower':>12}")
result_lines.append("-" * 50)
for ts, upper, middle, lower in zip(timestamps, upper_vals, middle_vals, lower_vals):
date_str = datetime.fromtimestamp(ts).strftime("%Y-%m-%d")
u_s = f"{upper:.4f}" if upper is not None else "N/A"
m_s = f"{middle:.4f}" if middle is not None else "N/A"
l_s = f"{lower:.4f}" if lower is not None else "N/A"
result_lines.append(f"{date_str:<12} {u_s:>12} {m_s:>12} {l_s:>12}")
else:
# Single-value indicators: SMA, EMA, RSI, ATR
values: list[float | None] = data.get(primary_value_key, [])
result_lines.append(f"{'Date':<12} {indicator.upper():>12}")
result_lines.append("-" * 26)
for ts, value in zip(timestamps, values):
date_str = datetime.fromtimestamp(ts).strftime("%Y-%m-%d")
val_s = f"{value:.4f}" if value is not None else "N/A"
result_lines.append(f"{date_str:<12} {val_s:>12}")
result_lines.append("")
result_lines.append(description)
return "\n".join(result_lines)

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"""Finnhub news and insider transaction functions.
Provides company-specific news, broad market news by category, and insider
transaction data using the Finnhub REST API. Output formats mirror the
Alpha Vantage news equivalents for consistent agent-facing data.
"""
from datetime import datetime
from typing import Literal
from .finnhub_common import (
FinnhubError,
_make_api_request,
_now_str,
_to_unix_timestamp,
)
# ---------------------------------------------------------------------------
# Type aliases
# ---------------------------------------------------------------------------
NewsCategory = Literal["general", "forex", "crypto", "merger"]
# ---------------------------------------------------------------------------
# Internal helpers
# ---------------------------------------------------------------------------
def _format_unix_ts(ts: int | None) -> str:
"""Convert a Unix timestamp to a human-readable datetime string.
Args:
ts: Unix timestamp (seconds since epoch), or None.
Returns:
Formatted string like "2024-03-15 13:00:00", or "N/A" for None/zero.
"""
if not ts:
return "N/A"
try:
return datetime.fromtimestamp(int(ts)).strftime("%Y-%m-%d %H:%M:%S")
except (OSError, OverflowError, ValueError):
return str(ts)
# ---------------------------------------------------------------------------
# Public functions
# ---------------------------------------------------------------------------
def get_company_news(symbol: str, start_date: str, end_date: str) -> str:
"""Fetch company-specific news via Finnhub /company-news.
Returns a formatted markdown string with recent news for the given ticker,
mirroring the output format of Alpha Vantage NEWS_SENTIMENT.
Args:
symbol: Equity ticker symbol (e.g. "AAPL").
start_date: Inclusive start date in YYYY-MM-DD format.
end_date: Inclusive end date in YYYY-MM-DD format.
Returns:
Formatted markdown string with article headlines, sources, summaries,
and datetimes.
Raises:
FinnhubError: On API-level errors.
"""
params = {
"symbol": symbol,
"from": start_date,
"to": end_date,
}
articles: list[dict] = _make_api_request("company-news", params)
header = (
f"# Company News: {symbol} ({start_date} to {end_date}) — Finnhub\n"
f"# Data retrieved on: {_now_str()}\n\n"
)
if not articles:
return header + f"_No news articles found for {symbol} in the specified date range._\n"
lines: list[str] = [header]
for article in articles:
headline = article.get("headline", "No headline")
source = article.get("source", "Unknown")
summary = article.get("summary", "")
url = article.get("url", "")
datetime_unix: int = article.get("datetime", 0)
category = article.get("category", "")
sentiment = article.get("sentiment", None)
published = _format_unix_ts(datetime_unix)
lines.append(f"### {headline}")
meta = f"**Source:** {source} | **Published:** {published}"
if category:
meta += f" | **Category:** {category}"
if sentiment is not None:
meta += f" | **Sentiment:** {sentiment}"
lines.append(meta)
if summary:
lines.append(summary)
if url:
lines.append(f"**Link:** {url}")
lines.append("")
return "\n".join(lines)
def get_market_news(category: NewsCategory = "general") -> str:
"""Fetch broad market news via Finnhub /news.
Returns a formatted markdown string with the latest news items for the
requested category.
Args:
category: News category one of ``'general'``, ``'forex'``,
``'crypto'``, or ``'merger'``.
Returns:
Formatted markdown string with news articles.
Raises:
ValueError: When an unsupported category is provided.
FinnhubError: On API-level errors.
"""
valid_categories: set[str] = {"general", "forex", "crypto", "merger"}
if category not in valid_categories:
raise ValueError(
f"Invalid category '{category}'. Must be one of: {sorted(valid_categories)}"
)
articles: list[dict] = _make_api_request("news", {"category": category})
header = (
f"# Market News: {category.title()} — Finnhub\n"
f"# Data retrieved on: {_now_str()}\n\n"
)
if not articles:
return header + f"_No news articles found for category '{category}'._\n"
lines: list[str] = [header]
for article in articles:
headline = article.get("headline", "No headline")
source = article.get("source", "Unknown")
summary = article.get("summary", "")
url = article.get("url", "")
datetime_unix: int = article.get("datetime", 0)
published = _format_unix_ts(datetime_unix)
lines.append(f"### {headline}")
lines.append(f"**Source:** {source} | **Published:** {published}")
if summary:
lines.append(summary)
if url:
lines.append(f"**Link:** {url}")
lines.append("")
return "\n".join(lines)
def get_insider_transactions(symbol: str) -> str:
"""Fetch insider buy/sell transactions via Finnhub /stock/insider-transactions.
Returns a formatted markdown table with recent insider trades by executives,
directors, and major shareholders, mirroring the output pattern of the
Alpha Vantage INSIDER_TRANSACTIONS endpoint.
Args:
symbol: Equity ticker symbol (e.g. "AAPL").
Returns:
Formatted markdown string with insider transaction details.
Raises:
FinnhubError: On API-level errors or empty response.
"""
data = _make_api_request("stock/insider-transactions", {"symbol": symbol})
transactions: list[dict] = data.get("data", [])
header = (
f"# Insider Transactions: {symbol} — Finnhub\n"
f"# Data retrieved on: {_now_str()}\n\n"
)
if not transactions:
return header + f"_No insider transactions found for {symbol}._\n"
lines: list[str] = [header]
lines.append("| Name | Transaction | Shares | Share Price | Value | Date | Filing Date |")
lines.append("|------|-------------|--------|-------------|-------|------|-------------|")
for txn in transactions:
name = txn.get("name", "N/A")
transaction_code = txn.get("transactionCode", "")
# Map Finnhub transaction codes to human-readable labels
# P = Purchase, S = Sale, A = Award/Grant
code_label_map = {
"P": "Buy",
"S": "Sell",
"A": "Award/Grant",
"D": "Disposition",
"M": "Option Exercise",
"G": "Gift",
"F": "Tax Withholding",
"X": "Option Exercise",
"C": "Conversion",
}
txn_label = code_label_map.get(transaction_code, transaction_code or "N/A")
raw_shares = txn.get("share", None)
try:
shares_str = f"{int(float(raw_shares)):,}" if raw_shares is not None else "N/A"
except (ValueError, TypeError):
shares_str = str(raw_shares)
raw_price = txn.get("price", None)
try:
price_str = f"${float(raw_price):.2f}" if raw_price is not None else "N/A"
except (ValueError, TypeError):
price_str = str(raw_price)
raw_value = txn.get("value", None)
try:
value_str = f"${float(raw_value):,.0f}" if raw_value is not None else "N/A"
except (ValueError, TypeError):
value_str = str(raw_value)
txn_date = txn.get("transactionDate", "N/A")
filing_date = txn.get("filingDate", "N/A")
lines.append(
f"| {name} | {txn_label} | {shares_str} | {price_str} | "
f"{value_str} | {txn_date} | {filing_date} |"
)
return "\n".join(lines)

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"""Finnhub-based scanner data for market-wide analysis.
Provides market movers, index levels, sector performance, and topic news
using the Finnhub REST API. The public function names match the Alpha Vantage
scanner equivalents (with ``_finnhub`` suffix) so they slot cleanly into the
vendor routing layer in ``interface.py``.
Notes on Finnhub free-tier limitations:
- There is no dedicated TOP_GAINERS / TOP_LOSERS endpoint on the free tier.
``get_market_movers_finnhub`` fetches quotes for a curated basket of large-cap
S&P 500 stocks and sorts by daily change percentage.
- The /news endpoint maps topic strings to the four available Finnhub categories
(general, forex, crypto, merger).
"""
from datetime import datetime
from typing import Annotated
from .finnhub_common import (
FinnhubError,
RateLimitError,
ThirdPartyError,
ThirdPartyParseError,
ThirdPartyTimeoutError,
_make_api_request,
_now_str,
_rate_limited_request,
)
# ---------------------------------------------------------------------------
# Constants
# ---------------------------------------------------------------------------
# Representative S&P 500 large-caps used as the movers basket.
# Sorted roughly by market-cap weight — first 50 cover the bulk of the index.
_SP500_SAMPLE: list[str] = [
"AAPL", "MSFT", "NVDA", "AMZN", "GOOGL", "META", "TSLA", "BRK.B", "UNH", "LLY",
"JPM", "XOM", "V", "AVGO", "PG", "MA", "JNJ", "HD", "MRK", "ABBV",
"CVX", "COST", "CRM", "AMD", "NFLX", "WMT", "BAC", "KO", "PEP", "ADBE",
"TMO", "ACN", "MCD", "CSCO", "ABT", "GE", "DHR", "TXN", "NKE", "PFE",
"NEE", "WFC", "ORCL", "COP", "CAT", "DIS", "MS", "LIN", "BMY", "HON",
]
# SPDR ETFs used as sector proxies (11 GICS sectors)
_SECTOR_ETFS: dict[str, str] = {
"Technology": "XLK",
"Healthcare": "XLV",
"Financials": "XLF",
"Energy": "XLE",
"Consumer Discretionary": "XLY",
"Consumer Staples": "XLP",
"Industrials": "XLI",
"Materials": "XLB",
"Real Estate": "XLRE",
"Utilities": "XLU",
"Communication Services": "XLC",
}
# Index ETF proxies
_INDEX_PROXIES: list[tuple[str, str]] = [
("S&P 500 (SPY)", "SPY"),
("Dow Jones (DIA)", "DIA"),
("NASDAQ (QQQ)", "QQQ"),
("Russell 2000 (IWM)", "IWM"),
("VIX (^VIX)", "^VIX"),
]
# Mapping from human topic strings → Finnhub /news category
_TOPIC_TO_CATEGORY: dict[str, str] = {
"market": "general",
"general": "general",
"economy": "general",
"macro": "general",
"technology": "general",
"tech": "general",
"finance": "general",
"financial": "general",
"earnings": "general",
"ipo": "general",
"mergers": "merger",
"m&a": "merger",
"merger": "merger",
"acquisition": "merger",
"forex": "forex",
"fx": "forex",
"currency": "forex",
"crypto": "crypto",
"cryptocurrency": "crypto",
"blockchain": "crypto",
"bitcoin": "crypto",
"ethereum": "crypto",
}
# ---------------------------------------------------------------------------
# Internal helpers
# ---------------------------------------------------------------------------
def _fetch_quote(symbol: str) -> dict:
"""Fetch a single Finnhub quote for a symbol using the rate limiter.
Args:
symbol: Ticker symbol.
Returns:
Normalised quote dict with keys: symbol, current_price, change,
change_percent, high, low, open, prev_close.
Raises:
FinnhubError: On API or parse errors.
"""
data = _rate_limited_request("quote", {"symbol": symbol})
current_price: float = data.get("c", 0.0)
prev_close: float = data.get("pc", 0.0)
change: float = data.get("d") or 0.0
change_pct: float = data.get("dp") or 0.0
return {
"symbol": symbol,
"current_price": current_price,
"change": change,
"change_percent": change_pct,
"high": data.get("h", 0.0),
"low": data.get("l", 0.0),
"open": data.get("o", 0.0),
"prev_close": prev_close,
}
# ---------------------------------------------------------------------------
# Public scanner functions
# ---------------------------------------------------------------------------
def get_market_movers_finnhub(
category: Annotated[str, "Category: 'gainers', 'losers', or 'active'"],
) -> str:
"""Get market movers by fetching quotes for a basket of large-cap S&P 500 stocks.
Finnhub's free tier does not expose a TOP_GAINERS_LOSERS endpoint. This
function fetches /quote for a pre-defined sample of 50 large-cap tickers
and sorts by daily change percentage to approximate gainer/loser lists.
The 'active' category uses absolute change percentage (highest volatility).
Args:
category: One of ``'gainers'``, ``'losers'``, or ``'active'``.
Returns:
Markdown table with Symbol, Price, Change, Change %, ranked by category.
Raises:
ValueError: When an unsupported category is requested.
FinnhubError: When all quote fetches fail.
"""
valid_categories = {"gainers", "losers", "active"}
if category not in valid_categories:
raise ValueError(
f"Invalid category '{category}'. Must be one of: {sorted(valid_categories)}"
)
rows: list[dict] = []
errors: list[str] = []
for symbol in _SP500_SAMPLE:
try:
quote = _fetch_quote(symbol)
# Skip symbols where the market is closed / data unavailable
if quote["current_price"] == 0 and quote["prev_close"] == 0:
continue
rows.append(quote)
except (FinnhubError, RateLimitError, ThirdPartyError,
ThirdPartyTimeoutError, ThirdPartyParseError) as exc:
errors.append(f"{symbol}: {exc!s:.60}")
if not rows:
raise FinnhubError(
f"All {len(_SP500_SAMPLE)} quote fetches failed for market movers. "
f"Sample error: {errors[0] if errors else 'unknown'}"
)
# Sort according to category
if category == "gainers":
rows.sort(key=lambda r: r["change_percent"], reverse=True)
label = "Top Gainers"
elif category == "losers":
rows.sort(key=lambda r: r["change_percent"])
label = "Top Losers"
else: # active — sort by absolute change %
rows.sort(key=lambda r: abs(r["change_percent"]), reverse=True)
label = "Most Active (by Change %)"
header = (
f"# Market Movers: {label} (Finnhub — S&P 500 Sample)\n"
f"# Data retrieved on: {_now_str()}\n\n"
)
result = header
result += "| Symbol | Price | Change | Change % |\n"
result += "|--------|-------|--------|----------|\n"
for row in rows[:15]:
symbol = row["symbol"]
price_str = f"${row['current_price']:.2f}"
change_str = f"{row['change']:+.2f}"
change_pct_str = f"{row['change_percent']:+.2f}%"
result += f"| {symbol} | {price_str} | {change_str} | {change_pct_str} |\n"
if errors:
result += f"\n_Note: {len(errors)} symbols failed to fetch._\n"
return result
def get_market_indices_finnhub() -> str:
"""Get major market index levels via Finnhub /quote for ETF proxies and VIX.
Fetches quotes for: SPY (S&P 500), DIA (Dow Jones), QQQ (NASDAQ),
IWM (Russell 2000), and ^VIX (Volatility Index).
Returns:
Markdown table with Index, Price, Change, Change %.
Raises:
FinnhubError: When all index fetches fail.
"""
header = (
f"# Major Market Indices (Finnhub)\n"
f"# Data retrieved on: {_now_str()}\n\n"
)
result = header
result += "| Index | Price | Change | Change % |\n"
result += "|-------|-------|--------|----------|\n"
success_count = 0
for display_name, symbol in _INDEX_PROXIES:
try:
quote = _fetch_quote(symbol)
price = quote["current_price"]
change = quote["change"]
change_pct = quote["change_percent"]
# VIX has no dollar sign
is_vix = "VIX" in display_name
price_str = f"{price:.2f}" if is_vix else f"${price:.2f}"
change_str = f"{change:+.2f}"
change_pct_str = f"{change_pct:+.2f}%"
result += f"| {display_name} | {price_str} | {change_str} | {change_pct_str} |\n"
success_count += 1
except (FinnhubError, RateLimitError, ThirdPartyError,
ThirdPartyTimeoutError, ThirdPartyParseError) as exc:
result += f"| {display_name} | Error | - | {exc!s:.40} |\n"
if success_count == 0:
raise FinnhubError("All market index fetches failed.")
return result
def get_sector_performance_finnhub() -> str:
"""Get daily change % for the 11 GICS sectors via SPDR ETF quotes.
Fetches one /quote call per SPDR ETF (XLK, XLV, XLF, XLE, XLI, XLY,
XLP, XLRE, XLU, XLB, XLC) and presents daily performance.
Returns:
Markdown table with Sector, ETF, Price, Day Change %.
Raises:
FinnhubError: When all sector fetches fail.
"""
header = (
f"# Sector Performance (Finnhub — SPDR ETF Proxies)\n"
f"# Data retrieved on: {_now_str()}\n\n"
)
result = header
result += "| Sector | ETF | Price | Day Change % |\n"
result += "|--------|-----|-------|---------------|\n"
success_count = 0
last_error: Exception | None = None
for sector_name, etf in _SECTOR_ETFS.items():
try:
quote = _fetch_quote(etf)
price_str = f"${quote['current_price']:.2f}"
change_pct_str = f"{quote['change_percent']:+.2f}%"
result += f"| {sector_name} | {etf} | {price_str} | {change_pct_str} |\n"
success_count += 1
except (FinnhubError, RateLimitError, ThirdPartyError,
ThirdPartyTimeoutError, ThirdPartyParseError) as exc:
last_error = exc
result += f"| {sector_name} | {etf} | Error | {exc!s:.30} |\n"
# If ALL sectors failed, raise so route_to_vendor can fall back
if success_count == 0 and last_error is not None:
raise FinnhubError(
f"All {len(_SECTOR_ETFS)} sector queries failed. Last error: {last_error}"
)
return result
def get_topic_news_finnhub(
topic: Annotated[str, "News topic (e.g., 'market', 'crypto', 'mergers')"],
limit: Annotated[int, "Maximum number of articles to return"] = 20,
) -> str:
"""Fetch topic-based market news via Finnhub /news.
Maps the ``topic`` string to one of the four Finnhub news categories
(general, forex, crypto, merger) and returns a formatted markdown list of
recent articles.
Args:
topic: A topic string. Known topics are mapped to Finnhub categories;
unknown topics default to ``'general'``.
limit: Maximum number of articles to return (default 20).
Returns:
Markdown-formatted news feed.
Raises:
FinnhubError: On API-level errors.
"""
finnhub_category = _TOPIC_TO_CATEGORY.get(topic.lower(), "general")
articles: list[dict] = _rate_limited_request("news", {"category": finnhub_category})
header = (
f"# News for Topic: {topic} (Finnhub — category: {finnhub_category})\n"
f"# Data retrieved on: {_now_str()}\n\n"
)
result = header
if not articles:
result += f"_No articles found for topic '{topic}'._\n"
return result
for article in articles[:limit]:
headline = article.get("headline", "No headline")
source = article.get("source", "Unknown")
summary = article.get("summary", "")
url = article.get("url", "")
datetime_unix: int = article.get("datetime", 0)
# Format publish timestamp
if datetime_unix:
try:
published = datetime.fromtimestamp(int(datetime_unix)).strftime("%Y-%m-%d %H:%M")
except (OSError, OverflowError, ValueError):
published = str(datetime_unix)
else:
published = ""
result += f"### {headline}\n"
meta = f"**Source:** {source}"
if published:
meta += f" | **Published:** {published}"
result += meta + "\n"
if summary:
result += f"{summary}\n"
if url:
result += f"**Link:** {url}\n"
result += "\n"
return result
def get_earnings_calendar_finnhub(from_date: str, to_date: str) -> str:
"""Fetch upcoming earnings releases via Finnhub /calendar/earnings.
Returns a formatted markdown table of companies reporting earnings between
from_date and to_date, including EPS estimates and prior-year actuals.
Unique capability not available in Alpha Vantage at any tier.
Args:
from_date: Start date in YYYY-MM-DD format.
to_date: End date in YYYY-MM-DD format.
Returns:
Markdown-formatted table with Symbol, Date, EPS Estimate, EPS Prior.
Raises:
FinnhubError: On API-level errors or empty response.
"""
data = _rate_limited_request("calendar/earnings", {"from": from_date, "to": to_date})
earnings_list = data.get("earningsCalendar", [])
header = (
f"# Earnings Calendar: {from_date} to {to_date} — Finnhub\n"
f"# Data retrieved on: {_now_str()}\n\n"
)
if not earnings_list:
return header + "_No earnings events found in this date range._\n"
lines = [
header,
"| Symbol | Company | Date | EPS Estimate | EPS Prior | Revenue Estimate |",
"|--------|---------|------|--------------|-----------|-----------------|",
]
for item in sorted(earnings_list, key=lambda x: x.get("date", "")):
symbol = item.get("symbol", "N/A")
company = item.get("company", "N/A")[:30]
date = item.get("date", "N/A")
eps_est = item.get("epsEstimate", None)
eps_prior = item.get("epsPrior", None)
rev_est = item.get("revenueEstimate", None)
eps_est_s = f"${eps_est:.2f}" if eps_est is not None else "N/A"
eps_prior_s = f"${eps_prior:.2f}" if eps_prior is not None else "N/A"
rev_est_s = f"${float(rev_est)/1e9:.2f}B" if rev_est is not None else "N/A"
lines.append(f"| {symbol} | {company} | {date} | {eps_est_s} | {eps_prior_s} | {rev_est_s} |")
return "\n".join(lines)
def get_economic_calendar_finnhub(from_date: str, to_date: str) -> str:
"""Fetch macro economic events via Finnhub /calendar/economic.
Returns FOMC meetings, CPI releases, NFP (Non-Farm Payroll), PPI,
GDP announcements, and other market-moving macro events. Unique
capability not available in Alpha Vantage at any tier.
Args:
from_date: Start date in YYYY-MM-DD format.
to_date: End date in YYYY-MM-DD format.
Returns:
Markdown-formatted table with Date, Event, Country, Impact, Estimate, Prior.
Raises:
FinnhubError: On API-level errors or empty response.
"""
data = _rate_limited_request("calendar/economic", {"from": from_date, "to": to_date})
events = data.get("economicCalendar", [])
header = (
f"# Economic Calendar: {from_date} to {to_date} — Finnhub\n"
f"# Data retrieved on: {_now_str()}\n\n"
)
if not events:
return header + "_No economic events found in this date range._\n"
lines = [
header,
"| Date | Time | Event | Country | Impact | Estimate | Prior |",
"|------|------|-------|---------|--------|----------|-------|",
]
for ev in sorted(events, key=lambda x: (x.get("time", ""), x.get("event", ""))):
date = ev.get("time", "N/A")[:10] if ev.get("time") else "N/A"
time_str = (
ev.get("time", "N/A")[11:16]
if ev.get("time") and len(ev.get("time", "")) > 10
else "N/A"
)
event = ev.get("event", "N/A")[:40]
country = ev.get("country", "N/A")
impact = ev.get("impact", "N/A")
estimate = str(ev.get("estimate", "N/A"))
prior = str(ev.get("prev", "N/A"))
lines.append(f"| {date} | {time_str} | {event} | {country} | {impact} | {estimate} | {prior} |")
return "\n".join(lines)

View File

@ -0,0 +1,143 @@
"""Finnhub stock price data functions.
Provides OHLCV candle data and real-time quotes using the Finnhub REST API.
Output formats mirror the Alpha Vantage equivalents so LLM agents receive
consistent data regardless of the active vendor.
"""
from datetime import datetime
import pandas as pd
from .finnhub_common import (
FinnhubError,
ThirdPartyParseError,
_make_api_request,
_now_str,
_to_unix_timestamp,
)
# Finnhub resolution codes for the /stock/candle endpoint
_RESOLUTION_DAILY = "D"
def get_stock_candles(symbol: str, start_date: str, end_date: str) -> str:
"""Fetch daily OHLCV data for a symbol via Finnhub /stock/candle.
Returns a CSV-formatted string with columns matching the Alpha Vantage
TIME_SERIES_DAILY_ADJUSTED output (Date, Open, High, Low, Close, Volume)
so that downstream agents see a consistent format regardless of vendor.
Args:
symbol: Equity ticker symbol (e.g. "AAPL").
start_date: Inclusive start date in YYYY-MM-DD format.
end_date: Inclusive end date in YYYY-MM-DD format.
Returns:
CSV string with header row: ``timestamp,open,high,low,close,volume``
Raises:
FinnhubError: On API-level errors or when the symbol returns no data.
ThirdPartyParseError: When the response cannot be interpreted.
"""
params = {
"symbol": symbol,
"resolution": _RESOLUTION_DAILY,
"from": _to_unix_timestamp(start_date),
"to": _to_unix_timestamp(end_date) + 86400, # include end date (end of day)
}
data = _make_api_request("stock/candle", params)
status = data.get("s")
if status == "no_data":
raise FinnhubError(
f"No candle data returned for symbol={symbol}, "
f"start={start_date}, end={end_date}"
)
if status != "ok":
raise FinnhubError(
f"Unexpected candle response status '{status}' for symbol={symbol}"
)
# Finnhub returns parallel lists: t (timestamps), o, h, l, c, v
timestamps: list[int] = data.get("t", [])
opens: list[float] = data.get("o", [])
highs: list[float] = data.get("h", [])
lows: list[float] = data.get("l", [])
closes: list[float] = data.get("c", [])
volumes: list[int] = data.get("v", [])
if not timestamps:
raise FinnhubError(
f"Empty candle data for symbol={symbol}, "
f"start={start_date}, end={end_date}"
)
rows: list[str] = ["timestamp,open,high,low,close,volume"]
for ts, o, h, lo, c, v in zip(timestamps, opens, highs, lows, closes, volumes):
date_str = datetime.fromtimestamp(ts).strftime("%Y-%m-%d")
rows.append(f"{date_str},{o},{h},{lo},{c},{v}")
return "\n".join(rows)
def get_quote(symbol: str) -> dict:
"""Fetch the latest real-time quote for a symbol via Finnhub /quote.
Returns a normalised dict with human-readable keys so callers do not need
to map Finnhub's single-letter field names.
Args:
symbol: Equity ticker symbol (e.g. "AAPL").
Returns:
Dict with keys:
- ``symbol`` (str)
- ``current_price`` (float)
- ``change`` (float): Absolute change from previous close.
- ``change_percent`` (float): Percentage change from previous close.
- ``high`` (float): Day high.
- ``low`` (float): Day low.
- ``open`` (float): Day open.
- ``prev_close`` (float): Previous close price.
- ``timestamp`` (str): ISO datetime of the quote.
Raises:
FinnhubError: When the API returns an error or the symbol is invalid.
ThirdPartyParseError: When the response cannot be parsed.
"""
data = _make_api_request("quote", {"symbol": symbol})
current_price: float = data.get("c", 0.0)
prev_close: float = data.get("pc", 0.0)
# Finnhub returns d (change) and dp (change percent) directly
change: float = data.get("d", 0.0)
change_percent: float = data.get("dp", 0.0)
# Validate that we received a real quote (current_price == 0 means unknown symbol)
if current_price == 0 and prev_close == 0:
raise FinnhubError(
f"Quote returned all-zero values for symbol={symbol}. "
"Symbol may be invalid or market data unavailable."
)
timestamp_unix: int = data.get("t", 0)
if timestamp_unix:
timestamp_str = datetime.fromtimestamp(timestamp_unix).strftime("%Y-%m-%d %H:%M:%S")
else:
timestamp_str = _now_str()
return {
"symbol": symbol,
"current_price": current_price,
"change": change,
"change_percent": change_percent,
"high": data.get("h", 0.0),
"low": data.get("l", 0.0),
"open": data.get("o", 0.0),
"prev_close": prev_close,
"timestamp": timestamp_str,
}

View File

@ -37,6 +37,15 @@ from .alpha_vantage_scanner import (
get_topic_news_alpha_vantage,
)
from .alpha_vantage_common import AlphaVantageError, AlphaVantageRateLimitError, RateLimitError
from .finnhub_common import FinnhubError
from .finnhub_news import get_insider_transactions as get_finnhub_insider_transactions
from .finnhub_scanner import (
get_market_indices_finnhub,
get_sector_performance_finnhub,
get_topic_news_finnhub,
get_earnings_calendar_finnhub,
get_economic_calendar_finnhub,
)
# Configuration and routing logic
from .config import get_config
@ -82,12 +91,20 @@ TOOLS_CATEGORIES = {
"get_industry_performance",
"get_topic_news",
]
}
},
"calendar_data": {
"description": "Earnings and economic event calendars",
"tools": [
"get_earnings_calendar",
"get_economic_calendar",
]
},
}
VENDOR_LIST = [
"yfinance",
"alpha_vantage",
"finnhub",
]
# Mapping of methods to their vendor-specific implementations
@ -129,6 +146,7 @@ VENDOR_METHODS = {
"alpha_vantage": get_alpha_vantage_global_news,
},
"get_insider_transactions": {
"finnhub": get_finnhub_insider_transactions,
"alpha_vantage": get_alpha_vantage_insider_transactions,
"yfinance": get_yfinance_insider_transactions,
},
@ -138,10 +156,12 @@ VENDOR_METHODS = {
"alpha_vantage": get_market_movers_alpha_vantage,
},
"get_market_indices": {
"finnhub": get_market_indices_finnhub,
"alpha_vantage": get_market_indices_alpha_vantage,
"yfinance": get_market_indices_yfinance,
},
"get_sector_performance": {
"finnhub": get_sector_performance_finnhub,
"alpha_vantage": get_sector_performance_alpha_vantage,
"yfinance": get_sector_performance_yfinance,
},
@ -150,9 +170,17 @@ VENDOR_METHODS = {
"yfinance": get_industry_performance_yfinance,
},
"get_topic_news": {
"finnhub": get_topic_news_finnhub,
"alpha_vantage": get_topic_news_alpha_vantage,
"yfinance": get_topic_news_yfinance,
},
# calendar_data — Finnhub only (unique capabilities)
"get_earnings_calendar": {
"finnhub": get_earnings_calendar_finnhub,
},
"get_economic_calendar": {
"finnhub": get_economic_calendar_finnhub,
},
}
def get_category_for_method(method: str) -> str:
@ -202,7 +230,7 @@ def route_to_vendor(method: str, *args, **kwargs):
try:
return impl_func(*args, **kwargs)
except (AlphaVantageError, ConnectionError, TimeoutError):
continue # Any AV error or connection/timeout triggers fallback to next vendor
except (AlphaVantageError, FinnhubError, ConnectionError, TimeoutError):
continue # Any vendor error or connection/timeout triggers fallback to next vendor
raise RuntimeError(f"No available vendor for '{method}'")

View File

@ -78,9 +78,11 @@ DEFAULT_CONFIG = {
"fundamental_data": _env("VENDOR_FUNDAMENTAL_DATA", "yfinance"),
"news_data": _env("VENDOR_NEWS_DATA", "yfinance"),
"scanner_data": _env("VENDOR_SCANNER_DATA", "yfinance"),
"calendar_data": _env("VENDOR_CALENDAR_DATA", "finnhub"),
},
# Tool-level configuration (takes precedence over category-level)
"tool_vendors": {
# Example: "get_stock_data": "alpha_vantage", # Override category default
# Finnhub free tier provides same data + MSPR aggregate bonus signal
"get_insider_transactions": "finnhub",
},
}