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Unified data manager with automatic fallback between data sources.
"""
from typing import Optional, Tuple, List
import pandas as pd
from datetime import datetime
from src.data.openbb_client import OpenBBClient
from src.data.yfinance_client import YFinanceClient
from src.data.fred_client import FREDClient
from src.data.cache import DataCache
from config.settings import DATA_SOURCE_PRIORITY, CACHE_TTL_MINUTES
from config.constants import MIN_EXPIRY_DAYS, MAX_EXPIRY_DAYS
class DataManager:
"""
Unified data manager with intelligent fallback and caching.
Features:
- Automatic fallback between data sources
- Built-in caching for performance
- Unified API across different providers
"""
def __init__(
self,
use_cache: bool = True,
cache_ttl_minutes: int = CACHE_TTL_MINUTES
):
"""
Initialize data manager.
Args:
use_cache: Whether to use caching
cache_ttl_minutes: Cache time-to-live in minutes
"""
# Initialize clients
self.openbb_client = OpenBBClient()
self.yfinance_client = YFinanceClient()
self.fred_client = FREDClient()
# Initialize cache
self.use_cache = use_cache
self.cache = DataCache(ttl_minutes=cache_ttl_minutes) if use_cache else None
# Track which data source is currently working
self.active_source = None
def get_options(
self,
ticker: str = "SPY",
min_expiry_days: int = MIN_EXPIRY_DAYS,
max_expiry_days: int = MAX_EXPIRY_DAYS,
force_source: Optional[str] = None
) -> pd.DataFrame:
"""
Get option chain data with automatic fallback.
Args:
ticker: Ticker symbol
min_expiry_days: Minimum days to expiration
max_expiry_days: Maximum days to expiration
force_source: Force specific data source ('openbb' or 'yfinance')
Returns:
DataFrame with option data
"""
# Check cache first
cache_key = f"options_{ticker}_{min_expiry_days}_{max_expiry_days}"
if self.use_cache:
cached_data = self.cache.get(cache_key)
if cached_data is not None:
return cached_data
# Determine data sources to try
if force_source:
sources = [force_source]
else:
sources = DATA_SOURCE_PRIORITY.copy()
# Try each data source in priority order
last_error = None
for source in sources:
try:
if source == 'openbb':
data = self.openbb_client.get_spy_options(
ticker=ticker,
min_expiry_days=min_expiry_days,
max_expiry_days=max_expiry_days
)
elif source == 'yfinance':
data = self.yfinance_client.get_spy_options(
ticker=ticker,
min_expiry_days=min_expiry_days,
max_expiry_days=max_expiry_days
)
else:
continue
# Success! Cache and return
self.active_source = source
if self.use_cache:
self.cache.set(cache_key, data)
return data
except Exception as e:
last_error = e
print(f"Warning: {source} failed: {str(e)}")
continue
# All sources failed
raise RuntimeError(
f"All data sources failed to fetch options for {ticker}. "
f"Last error: {str(last_error)}"
)
def get_spot_price(
self,
ticker: str = "SPY",
force_source: Optional[str] = None
) -> float:
"""
Get current spot price with automatic fallback.
Args:
ticker: Ticker symbol
force_source: Force specific data source
Returns:
Current spot price
"""
# Check cache
cache_key = f"spot_{ticker}"
if self.use_cache:
cached_data = self.cache.get(cache_key)
if cached_data is not None:
return cached_data
# Determine sources
sources = [force_source] if force_source else DATA_SOURCE_PRIORITY.copy()
# Try each source
last_error = None
for source in sources:
try:
if source == 'openbb':
price = self.openbb_client.get_spot_price(ticker)
elif source == 'yfinance':
price = self.yfinance_client.get_spot_price(ticker)
else:
continue
# Cache and return
if self.use_cache:
self.cache.set(cache_key, price)
return price
except Exception as e:
last_error = e
continue
raise RuntimeError(
f"Failed to fetch spot price for {ticker}. Last error: {str(last_error)}"
)
def get_risk_free_rate(
self,
days_to_maturity: Optional[int] = None
) -> float:
"""
Get risk-free interest rate.
Args:
days_to_maturity: Optional maturity in days
Returns:
Risk-free rate as decimal
"""
# Check cache
cache_key = f"rfr_{days_to_maturity or 'default'}"
if self.use_cache:
cached_data = self.cache.get(cache_key)
if cached_data is not None:
return cached_data
# Fetch from FRED with fallback
try:
if days_to_maturity:
rate = self.fred_client.get_rate_for_maturity(days_to_maturity)
else:
rate = self.fred_client.get_risk_free_rate()
except Exception as e:
# Fallback to default rate if FRED client fails entirely
print(f"Warning: FRED client failed ({str(e)}), using default rate of 4.5%")
rate = 0.045
# Cache and return
if self.use_cache:
self.cache.set(cache_key, rate)
return rate
def get_options_by_expiration(
self,
expiration_date: str,
ticker: str = "SPY",
force_source: Optional[str] = None
) -> Tuple[pd.DataFrame, pd.DataFrame]:
"""
Get calls and puts for specific expiration.
Args:
expiration_date: Expiration date (YYYY-MM-DD)
ticker: Ticker symbol
force_source: Force specific data source
Returns:
Tuple of (calls_df, puts_df)
"""
# Check cache
cache_key = f"options_exp_{ticker}_{expiration_date}"
if self.use_cache:
cached_data = self.cache.get(cache_key)
if cached_data is not None:
return cached_data
# Determine sources
sources = [force_source] if force_source else DATA_SOURCE_PRIORITY.copy()
# Try each source
last_error = None
for source in sources:
try:
if source == 'openbb':
calls, puts = self.openbb_client.get_options_by_expiration(
expiration_date, ticker
)
elif source == 'yfinance':
calls, puts = self.yfinance_client.get_options_by_expiration(
expiration_date, ticker
)
else:
continue
# Cache and return
result = (calls, puts)
if self.use_cache:
self.cache.set(cache_key, result)
return result
except Exception as e:
last_error = e
continue
raise RuntimeError(
f"Failed to fetch options for {expiration_date}. Last error: {str(last_error)}"
)
def get_expirations(
self,
ticker: str = "SPY",
force_source: Optional[str] = None
) -> List[str]:
"""
Get available expiration dates.
Args:
ticker: Ticker symbol
force_source: Force specific data source
Returns:
List of expiration dates
"""
# Check cache
cache_key = f"expirations_{ticker}"
if self.use_cache:
cached_data = self.cache.get(cache_key)
if cached_data is not None:
return cached_data
# Determine sources
sources = [force_source] if force_source else DATA_SOURCE_PRIORITY.copy()
# Try each source
last_error = None
for source in sources:
try:
if source == 'openbb':
expirations = self.openbb_client.get_option_expirations(ticker)
elif source == 'yfinance':
expirations = self.yfinance_client.get_option_expirations(ticker)
else:
continue
# Cache and return
if self.use_cache:
self.cache.set(cache_key, expirations)
return expirations
except Exception as e:
last_error = e
continue
raise RuntimeError(
f"Failed to fetch expirations for {ticker}. Last error: {str(last_error)}"
)
def clear_cache(self, key: Optional[str] = None) -> None:
"""Clear cache."""
if self.cache:
self.cache.clear(key)
def get_cache_stats(self) -> dict:
"""Get cache statistics."""
if self.cache:
return self.cache.get_cache_stats()
return {}
# Create global instance
_global_manager = None
def get_data_manager() -> DataManager:
"""Get global data manager instance."""
global _global_manager
if _global_manager is None:
_global_manager = DataManager()
return _global_manager
if __name__ == "__main__":
# Test the data manager
print("Testing DataManager...")
try:
manager = DataManager()
# Test spot price
spot = manager.get_spot_price("SPY")
print(f"SPY spot price: ${spot:.2f}")
# Test risk-free rate
rfr = manager.get_risk_free_rate(30)
print(f"30-day risk-free rate: {rfr:.4f} ({rfr*100:.2f}%)")
# Test option chain
options = manager.get_options("SPY", min_expiry_days=20, max_expiry_days=40)
print(f"\nFetched {len(options)} option contracts")
print(f"Data source used: {manager.active_source}")
print(f"Expirations: {options['expiration'].unique()}")
# Test cache stats
print(f"\nCache stats: {manager.get_cache_stats()}")
print("\n✅ DataManager test passed!")
except Exception as e:
print(f"\n❌ DataManager test failed: {str(e)}")
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