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Author SHA1 Message Date
ahmet guzererler 26cd4c8b78
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>
2026-03-18 11:28:43 +01:00