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>
65 lines
2.2 KiB
Python
65 lines
2.2 KiB
Python
from fastapi import APIRouter, HTTPException, Query
|
|
from typing import Optional
|
|
|
|
from app.db import get_db
|
|
from app.api.models import CommodityMeta, ExchangeInfo
|
|
|
|
router = APIRouter(prefix="/api", tags=["commodities"])
|
|
|
|
|
|
@router.get("/exchanges", response_model=list[ExchangeInfo])
|
|
def get_exchanges():
|
|
with get_db() as conn:
|
|
rows = conn.execute(
|
|
"""
|
|
SELECT exchange_abbr, exchange,
|
|
COUNT(*) AS commodity_count
|
|
FROM commodities
|
|
GROUP BY exchange_abbr
|
|
ORDER BY commodity_count DESC
|
|
"""
|
|
).fetchall()
|
|
return [ExchangeInfo(**dict(r)) for r in rows]
|
|
|
|
|
|
@router.get("/commodities", response_model=list[CommodityMeta])
|
|
def get_commodities(exchange: Optional[str] = Query(None)):
|
|
sql = """
|
|
SELECT c.cftc_code, c.name, c.exchange, c.exchange_abbr, c.contract_unit,
|
|
MIN(r.report_date) AS first_date,
|
|
MAX(r.report_date) AS last_date,
|
|
COUNT(DISTINCT r.report_date) AS week_count
|
|
FROM commodities c
|
|
LEFT JOIN reports r ON r.commodity_id = c.id
|
|
"""
|
|
params = []
|
|
if exchange:
|
|
sql += " WHERE c.exchange_abbr = ?"
|
|
params.append(exchange)
|
|
sql += " GROUP BY c.id ORDER BY c.exchange_abbr, c.name"
|
|
|
|
with get_db() as conn:
|
|
rows = conn.execute(sql, params).fetchall()
|
|
return [CommodityMeta(**dict(r)) for r in rows]
|
|
|
|
|
|
@router.get("/commodities/{cftc_code}", response_model=CommodityMeta)
|
|
def get_commodity(cftc_code: str):
|
|
with get_db() as conn:
|
|
row = conn.execute(
|
|
"""
|
|
SELECT c.cftc_code, c.name, c.exchange, c.exchange_abbr, c.contract_unit,
|
|
MIN(r.report_date) AS first_date,
|
|
MAX(r.report_date) AS last_date,
|
|
COUNT(DISTINCT r.report_date) AS week_count
|
|
FROM commodities c
|
|
LEFT JOIN reports r ON r.commodity_id = c.id
|
|
WHERE c.cftc_code = ?
|
|
GROUP BY c.id
|
|
""",
|
|
(cftc_code,),
|
|
).fetchone()
|
|
if not row:
|
|
raise HTTPException(status_code=404, detail=f"Commodity {cftc_code} not found")
|
|
return CommodityMeta(**dict(row))
|