Celes Renata
202 lines
7.3 KiB
Python
202 lines
7.3 KiB
Python
"""Filings / Regulatory API adapter interface and concrete SEC EDGAR provider.
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The FilingsDataAdapter is the abstract interface for all filings data providers.
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SECEdgarAdapter is the first concrete implementation, targeting the SEC EDGAR
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full-text search system (EFTS) for company filings discovery.
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Requirements: 2.3, 2.5, 3.1, 3.2, 3.3
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"""
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import hashlib
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import logging
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import time
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from abc import ABC
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from datetime import datetime, timezone
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from typing import Any
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import httpx
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from .base import AdapterResult, BaseAdapter
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logger = logging.getLogger("filings_adapter")
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class FilingsDataAdapter(BaseAdapter, ABC):
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"""Abstract interface for filings / regulatory data providers.
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Subclasses implement fetch() for their specific filings API.
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source_type() is concrete here since all filings adapters share the same type.
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"""
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def source_type(self) -> str:
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return "filings_api"
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class SECEdgarAdapter(FilingsDataAdapter):
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"""Concrete adapter for the SEC EDGAR full-text search system (EFTS).
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Supports:
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- Full-text search (/LATEST/search-index) for 8-K, 10-Q, 10-K, and other forms
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- Filtering by date range, form type, and entity
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The SEC EDGAR EFTS API is public and does not require an API key,
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but requires a descriptive User-Agent header per SEC fair-access policy.
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Config options:
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cik: Company CIK number (optional, narrows search)
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forms: Comma-separated form types to search (default "8-K,10-Q,10-K")
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start_date: Only filings on or after this date, YYYY-MM-DD (optional)
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end_date: Only filings on or before this date, YYYY-MM-DD (optional)
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query: Custom search query override (optional, replaces ticker-based query)
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"""
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SEARCH_ENDPOINT: str = "/LATEST/search-index"
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def __init__(
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self,
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base_url: str = "https://efts.sec.gov",
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user_agent: str = "StonksOracle/1.0 ([email])",
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) -> None:
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self.base_url: str = base_url.rstrip("/")
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self.user_agent: str = user_agent
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async def fetch(self, ticker: str, config: dict[str, Any]) -> AdapterResult:
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"""Fetch filings from SEC EDGAR EFTS for a given ticker.
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Args:
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ticker: The company ticker symbol.
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config: Source-specific configuration from the sources table.
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Returns:
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AdapterResult with raw payload, parsed filing items, and metadata.
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"""
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url, params, headers = self._build_request(ticker, config)
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async with httpx.AsyncClient(timeout=30) as client:
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t0 = time.monotonic()
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try:
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resp = await client.get(url, params=params, headers=headers)
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elapsed_ms = (time.monotonic() - t0) * 1000
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resp.raise_for_status()
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raw = resp.content
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data = resp.json()
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content_hash = hashlib.sha256(raw).hexdigest()
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items = self._extract_items(data)
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return AdapterResult(
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source_type="filings_api",
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ticker=ticker,
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items=items,
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raw_payload=raw,
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content_hash=content_hash,
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fetched_at=datetime.now(timezone.utc),
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http_status=resp.status_code,
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response_time_ms=round(elapsed_ms, 1),
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metadata={
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"provider": "sec_edgar",
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"results_count": len(items),
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"total_hits": self._total_hits(data),
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"query": params.get("q", ""),
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"forms": params.get("forms", ""),
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},
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)
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except httpx.HTTPStatusError as e:
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elapsed_ms = (time.monotonic() - t0) * 1000
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logger.error("SEC EDGAR HTTP error for %s: %s", ticker, e)
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return self._error_result(
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ticker, str(e), elapsed_ms,
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http_status=e.response.status_code if e.response else None,
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raw=e.response.content if e.response else b"",
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)
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except httpx.TimeoutException as e:
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elapsed_ms = (time.monotonic() - t0) * 1000
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logger.error("SEC EDGAR timeout for %s: %s", ticker, e)
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return self._error_result(ticker, f"timeout: {e}", elapsed_ms)
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except Exception as e:
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elapsed_ms = (time.monotonic() - t0) * 1000
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logger.error("SEC EDGAR fetch failed for %s: %s", ticker, e)
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return self._error_result(ticker, str(e), elapsed_ms)
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def _build_request(
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self, ticker: str, config: dict[str, Any]
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) -> tuple[str, dict[str, str], dict[str, str]]:
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"""Build the URL, query params, and headers for an EDGAR EFTS request."""
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params: dict[str, str] = {}
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headers: dict[str, str] = {"User-Agent": self.user_agent}
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# Query: use custom override or default to ticker-based search
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query = config.get("query")
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if query:
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params["q"] = str(query)
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else:
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params["q"] = f'"{ticker}"'
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# Form types filter
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forms = config.get("forms", "8-K,10-Q,10-K")
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params["forms"] = str(forms)
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# Date range
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if config.get("start_date"):
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params["dateRange"] = "custom"
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params["startdt"] = str(config["start_date"])
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if config.get("end_date"):
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params["dateRange"] = "custom"
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params["enddt"] = str(config["end_date"])
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# CIK filter (entity-level narrowing)
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cik = config.get("cik")
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if cik:
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params["q"] = f'{params["q"]} AND cik:{cik}'
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url = f"{self.base_url}{self.SEARCH_ENDPOINT}"
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return url, params, headers
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def _extract_items(self, data: dict[str, Any]) -> list[dict[str, Any]]:
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"""Extract the filing hits from an EDGAR EFTS response.
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EFTS returns results under hits.hits as a list of objects,
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each containing _source with fields like file_date, form_type,
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entity_name, file_num, and period_of_report.
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"""
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hits_wrapper = data.get("hits", {})
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if not isinstance(hits_wrapper, dict):
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return []
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hits = hits_wrapper.get("hits", [])
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if isinstance(hits, list):
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return hits
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return []
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def _total_hits(self, data: dict[str, Any]) -> int:
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"""Extract total hit count from EFTS response."""
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hits_wrapper = data.get("hits", {})
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if not isinstance(hits_wrapper, dict):
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return 0
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total = hits_wrapper.get("total", {})
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if isinstance(total, dict):
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return int(total.get("value", 0))
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if isinstance(total, int):
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return total
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return 0
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def _error_result(
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self,
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ticker: str,
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error: str,
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elapsed_ms: float,
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http_status: int | None = None,
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raw: bytes = b"",
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) -> AdapterResult:
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"""Build an error AdapterResult for filings fetches."""
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return AdapterResult(
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source_type="filings_api",
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ticker=ticker,
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items=[],
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raw_payload=raw,
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content_hash="",
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fetched_at=datetime.now(timezone.utc),
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error=error,
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http_status=http_status,
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response_time_ms=round(elapsed_ms, 1),
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metadata={"provider": "sec_edgar"},
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)
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