option-pdf-vis / src /data /data_manager.py
Arjit
Add ALL missing src/data Python modules
9d33587
"""
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)}")