Greg
37f8eac932
FastAPI application that ingests CFTC Commitments of Traders data into SQLite and exposes it via a REST API with analytics endpoints (screener, percentile rank, concentration). Includes CLI for historical and weekly data ingestion, Docker setup, and a frontend. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
131 lines
2.9 KiB
Python
131 lines
2.9 KiB
Python
from typing import Optional
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from pydantic import BaseModel
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class CommodityMeta(BaseModel):
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cftc_code: str
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name: str
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exchange: str
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exchange_abbr: str
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contract_unit: Optional[str]
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first_date: Optional[str]
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last_date: Optional[str]
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week_count: int
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class ExchangeInfo(BaseModel):
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exchange_abbr: str
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exchange: str
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commodity_count: int
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class PositionPoint(BaseModel):
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report_date: str
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open_interest: Optional[int]
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noncomm_long: Optional[int]
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noncomm_short: Optional[int]
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noncomm_spreading: Optional[int]
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noncomm_net: Optional[int]
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comm_long: Optional[int]
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comm_short: Optional[int]
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comm_net: Optional[int]
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nonrept_long: Optional[int]
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nonrept_short: Optional[int]
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nonrept_net: Optional[int]
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chg_open_interest: Optional[int]
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chg_noncomm_long: Optional[int]
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chg_noncomm_short: Optional[int]
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chg_comm_long: Optional[int]
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chg_comm_short: Optional[int]
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pct_noncomm_long: Optional[float]
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pct_noncomm_short: Optional[float]
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pct_comm_long: Optional[float]
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pct_comm_short: Optional[float]
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traders_total: Optional[int]
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traders_noncomm_long: Optional[int]
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traders_noncomm_short: Optional[int]
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traders_comm_long: Optional[int]
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traders_comm_short: Optional[int]
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class HistoryResponse(BaseModel):
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commodity: CommodityMeta
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row_type: str
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data: list[PositionPoint]
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class LatestRowData(BaseModel):
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row_type: str
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positions: PositionPoint
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concentration: Optional[dict]
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class LatestResponse(BaseModel):
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commodity: CommodityMeta
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report_date: str
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rows: list[LatestRowData]
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class ExtremePoint(BaseModel):
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value: Optional[float]
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date: Optional[str]
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class ExtremesResponse(BaseModel):
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cftc_code: str
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commodity: str
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noncomm_net: dict
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open_interest: dict
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comm_net: dict
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class ScreenerRow(BaseModel):
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cftc_code: str
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commodity: str
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exchange: str
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latest_date: str
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noncomm_net: Optional[int]
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open_interest: Optional[int]
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pct_rank: Optional[float]
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chg_noncomm_long: Optional[int]
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chg_noncomm_short: Optional[int]
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class ComparePoint(BaseModel):
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report_date: str
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value: Optional[float]
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class CompareResponse(BaseModel):
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metric: str
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commodities: list[CommodityMeta]
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series: dict[str, list[ComparePoint]]
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class PercentileResponse(BaseModel):
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cftc_code: str
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commodity: str
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current_net: Optional[int]
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percentile: Optional[float]
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z_score: Optional[float]
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lookback_weeks: int
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period_min: Optional[int]
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period_max: Optional[int]
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class ReportDateInfo(BaseModel):
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date: str
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commodity_count: int
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class ReportSnapshotRow(BaseModel):
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cftc_code: str
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commodity: str
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exchange: str
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open_interest: Optional[int]
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noncomm_net: Optional[int]
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comm_net: Optional[int]
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pct_noncomm_long: Optional[float]
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pct_noncomm_short: Optional[float]
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traders_total: Optional[int]
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