Researcher-Agent / scripts /fetch_volatility_schema.py
vn6295337's picture
Add schema normalizers for MCP output consistency
26c5c2f
#!/usr/bin/env python3
"""
Fetch raw volatility data from Yahoo Finance, Alpha Vantage, and FRED.
Outputs the data schema with actual values.
"""
import asyncio
import json
import sys
sys.path.insert(0, '/home/vn6295337/Researcher-Agent')
from mcp_client import call_mcp_server
async def fetch_volatility(ticker: str = 'AAPL'):
"""Fetch volatility from multiple sources."""
result = await call_mcp_server(
'volatility-basket',
'get_all_sources_volatility',
{'ticker': ticker},
timeout=90
)
return result
def print_metric(key, val, indent=2):
"""Print a metric with proper indentation."""
prefix = " " * indent
print(f"\n{prefix}{key}")
if isinstance(val, dict):
for k, v in val.items():
print(f"{prefix} {k}: {v}")
elif val is None:
print(f"{prefix} value: null")
else:
print(f"{prefix} value: {val}")
def print_schema(data: dict, ticker: str):
"""Print data schema in plain text format."""
print("Volatility Data Schema")
print("=" * 50)
print(f"\nExample Ticker: {ticker}")
# Market volatility context
if 'market_volatility_context' in data:
ctx = data['market_volatility_context']
print(f"\n\nMarket Volatility Context")
print("-" * 40)
print(f"description: {ctx.get('description')}")
print(f"note: {ctx.get('note')}")
for key in ['vix', 'vxn']:
if key in ctx:
print_metric(key, ctx[key])
# Yahoo Finance
if 'yahoo_finance' in data:
yf = data['yahoo_finance']
print(f"\n\nYahoo Finance (Primary)")
print("-" * 40)
print(f"source: {yf.get('source')}")
print(f"as_of: {yf.get('as_of')}")
for key, val in yf.get('data', {}).items():
print_metric(key, val)
# Alpha Vantage
if 'alpha_vantage' in data:
av = data['alpha_vantage']
print(f"\n\nAlpha Vantage (Secondary)")
print("-" * 40)
print(f"source: {av.get('source')}")
print(f"as_of: {av.get('as_of')}")
for key, val in av.get('data', {}).items():
print_metric(key, val)
# Source hierarchy
if 'primary_source_hierarchy' in data:
print(f"\n\nPrimary Source Hierarchy")
print("-" * 40)
for key, val in data['primary_source_hierarchy'].items():
print(f"{key}: {val}")
async def main():
ticker = sys.argv[1] if len(sys.argv) > 1 else 'AAPL'
print(f"Fetching volatility for {ticker}...")
data = await fetch_volatility(ticker)
if data:
print_schema(data, ticker)
with open(f'/home/vn6295337/Researcher-Agent/docs/{ticker}_volatility_raw.json', 'w') as f:
json.dump(data, f, indent=2, default=str)
print(f"\nRaw JSON saved to: docs/{ticker}_volatility_raw.json")
else:
print("Failed to fetch data")
if __name__ == '__main__':
asyncio.run(main())