equity-aggregator 0.1.4__py3-none-any.whl → 0.1.6__py3-none-any.whl

equity_aggregator/README.md

@@ -2,7 +2,7 @@
 
 ## Overview
 
-The equity aggregator is a sophisticated financial data processing system that aggregates equity information from multiple discovery sources (LSEG, SEC, Stock Analysis, TradingView, XETRA) and enriches it with supplementary data from Yahoo Finance and Intrinio.
+The equity aggregator is a sophisticated financial data processing system that aggregates equity information from multiple discovery sources (LSEG, SEC, Stock Analysis, TradingView, XETRA and Intrinio) and enriches it with supplementary data from Yahoo Finance and the Global LEI Foundation.
 
 ## Architecture & Design
 
@@ -15,6 +15,7 @@ src/equity_aggregator/
 ├── cli/                    # Presentation Layer - User Interface
 ├── domain/                 # Business Logic Layer - Core Domain
 │   ├── pipeline/           # Aggregation pipeline orchestration
+│   ├── retrieval/          # Canonical equity download and retrieval
 │   └── _utils/             # Domain-specific utilities
 ├── adapters/               # Infrastructure Layer - External Integrations
 │   └── data_sources/       # Data source adapters
@@ -39,7 +40,7 @@ Raw Data Sources → Parse → Convert → Identify → Group → Enrich → Can
 
 Orchestrates parallel data fetching from discovery feeds:
 
-- Fetches data from LSEG, SEC, Stock Analysis, TradingView, and XETRA concurrently
+- Fetches data from LSEG, SEC, Stock Analysis, TradingView, XETRA and Intrinio concurrently
 - Combines all feed data into a single stream for processing
 - Maintains feed source metadata for downstream processing
 
@@ -64,14 +65,13 @@ Standardises financial data to USD reference currency:
 Enriches records with global identification metadata:
 
 - Queries OpenFIGI API for FIGI identifiers
-- Adds CUSIP, ISIN, and other standard identifiers
 - Creates globally unique equity identities
 
 #### 5. **Group**
 
 Groups equities by Share Class FIGI:
 
-- Groups records with identical share_class_figi values
+- Groups records with identical Share Class FIGI values
 - Preserves all discovery feed source data for later merging
 - Each group represents the same equity from multiple discovery sources
 - Yields groups as `list[RawEquity]` for enrichment processing
@@ -80,11 +80,10 @@ Groups equities by Share Class FIGI:
 
 Fetches enrichment data and performs comprehensive single merge:
 
-- Extracts representative identifiers from discovery sources using merge algorithms
-- Queries enrichment feeds (Yahoo Finance, Intrinio) with these identifiers
+- Fetches representative identifiers from discovery data sources
+- Queries enrichment feeds (Yahoo Finance, Global LEI Foundation) using these identifiers
 - Performs single merge of all sources (discovery + enrichment) for optimal data quality
-- Uses same merge logic for identifiers and final merge (mode for IDs, fuzzy clustering for names, frequency for symbols)
-- Applies controlled concurrency to respect API limits
+- Applies controlled concurrency to enrichment feeds to respect API limits
 
 #### 7. **Canonicalise**
 
@@ -102,7 +101,7 @@ The pipeline uses asynchronous operations to process thousands of equity records
 
 **Parallel Data Fetching**
 
-- All discovery feeds (LSEG, SEC, Stock Analysis, TradingView, XETRA) are fetched simultaneously
+- All discovery feeds (LSEG, SEC, Stock Analysis, TradingView, XETRA, Intrinio) are fetched simultaneously
 
 **Streaming Pipeline**
 
@@ -110,7 +109,9 @@ The pipeline uses asynchronous operations to process thousands of equity records
 
 **Controlled Concurrency**
 
-- External API calls (OpenFIGI, Yahoo Finance, Intrinio) use semaphores to limit concurrent requests and respect rate limits
+- External API calls (OpenFIGI, Yahoo Finance, GLEIF) use semaphores to limit concurrent requests and respect rate limits
+- Each enrichment feed has a configurable concurrency limit
+- Fetch operations include timeout protection to prevent indefinite blocking
 
 **Non-blocking Operations**
 
@@ -145,11 +146,14 @@ schemas/
 ├── raw.py                    # RawEquity - intermediate pipeline format
 ├── canonical.py              # CanonicalEquity - final standardised format
 ├── types.py                  # Type definitions and validators
+├── validators.py             # Reusable validators for identifiers and financial data
 └── feeds/                    # Feed-specific data models
     ├── lseg_feed_data.py
     ├── sec_feed_data.py
     ├── stock_analysis_feed_data.py
     ├── tradingview_feed_data.py
+    ├── gleif_feed_data.py
+    ├── feed_validators.py
     ├── xetra_feed_data.py
     ├── yfinance_feed_data.py
     └── intrinio_feed_data.py
@@ -158,6 +162,7 @@ schemas/
 ### Critical Role of Schemas
 
 #### 1. **Data Validation at Boundaries**
+
 Each feed has a dedicated Pydantic schema that:
 - Validates incoming data structure and types
 - Normalises field names and formats
@@ -204,6 +209,7 @@ class LsegFeedData(BaseModel):
 - **Stock Analysis**: US equities with comprehensive financial metrics
 - **TradingView**: US equities with comprehensive financial metrics
 - **XETRA**: Deutsche Börse Stock Exchange
+- **Intrinio**: US financial data API providing company, securities, and real-time quote data
 
 **Characteristics**:
 
@@ -213,12 +219,12 @@ class LsegFeedData(BaseModel):
 ### Enrichment Feeds (Supplementary Sources)
 
 - **Yahoo Finance**: Market data and financial metrics
-- **Intrinio**: Market data and financial metrics
+- **Global LEI Foundation**: ISIN->LEI mapping for Legal Entity Identifier enrichment
 
 **Characteristics**
 
 - Provides additional financial metrics (market cap, analyst ratings, etc.)
-- Uses representative identifiers from discovery sources for lookup
+- Uses representative identifiers from discovery sources for look-up
 - Applied after grouping but before final merge
 
 ## Equity Aggregator Components

{equity_aggregator-0.1.4.dist-info → equity_aggregator-0.1.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: equity-aggregator
-Version: 0.1.4
+Version: 0.1.6
 Summary: Financial equity data aggregation toolkit
 Project-URL: Homepage, https://github.com/gregorykelleher/equity-aggregator
 Project-URL: Repository, https://github.com/gregorykelleher/equity-aggregator
@@ -45,7 +45,7 @@ Discovery feeds provide raw equity data from primary market sources:
 | 🇺🇸 SEC | United States | Securities and Exchange Commission - US-listed equities |
 | 🇺🇸 Stock Analysis | United States | Stock Analysis - Global equities |
 | 🇺🇸 TradingView | United States | TradingView - US-listed equities |
-| 🇩🇪 XETRA | Germany | Deutsche Börse electronic trading platform - Global listed equities |
+| 🇩🇪 XETRA | International | Deutsche Börse electronic trading platform - Global listed equities |
 
 ### Enrichment Feeds
 

{equity_aggregator-0.1.4.dist-info → equity_aggregator-0.1.6.dist-info}/RECORD

@@ -1,4 +1,4 @@
-equity_aggregator/README.md,sha256=hGekh37-V1T6bRqEewh4jTFxJ67mf4-MxgJouXRW1bY,8496
+equity_aggregator/README.md,sha256=5yKFsEHyv3OJw2es3d6so410XftO8FJVuRQTTxyHXYY,8890
 equity_aggregator/__init__.py,sha256=hGyCpePTRYSkNJ3sNCV7rqi4sgcFxouSEykzJ0aq4Ek,264
 equity_aggregator/logging_config.py,sha256=fpokfpRZ-RIQaxzE53lVuszsA0zCTvUFdc3fbTW_MzQ,3339
 equity_aggregator/adapters/__init__.py,sha256=9GinsOLyA8usXVMiRtzshviV7QPnuRalwaG4aulDLEs,899
@@ -96,8 +96,8 @@ equity_aggregator/storage/cache.py,sha256=pZ2aFuBthuK3WfDjq6YnFOIMg8VqeAfTbnS5Vk
 equity_aggregator/storage/data_store.py,sha256=ZINcde7b5T2DQDbV8MiNu8vZ0VZrv0ZGhpvU5L1ujFs,5099
 equity_aggregator/storage/export.py,sha256=QhccHYUH9eDwb3eRijiJiarjoWIPwS2XMQT9yHn7XWw,5537
 equity_aggregator/storage/metadata.py,sha256=bCjPTKVBTmndhCoDJ3vUxau5Jr_cG6PEkiBbNKorYyE,3095
-equity_aggregator-0.1.4.dist-info/METADATA,sha256=2eqr8FiRJXypv1WidCHP0UCxCE7-M-qP-yqkgdrxWu8,27668
-equity_aggregator-0.1.4.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
-equity_aggregator-0.1.4.dist-info/entry_points.txt,sha256=pedEbEhWbz-9HIUpN8KTALxu94qKn9jxgrn08AvHb6c,70
-equity_aggregator-0.1.4.dist-info/licenses/LICENCE.txt,sha256=lyiWH8xJzlkFXkZpQf2_u8KtlJiPrVCczrZEZNyqSrg,1063
-equity_aggregator-0.1.4.dist-info/RECORD,,
+equity_aggregator-0.1.6.dist-info/METADATA,sha256=_SWA_aEfWIJRhV5RIkFxhpteyOY6ogqe1qh-_ZWs-XI,27674
+equity_aggregator-0.1.6.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
+equity_aggregator-0.1.6.dist-info/entry_points.txt,sha256=pedEbEhWbz-9HIUpN8KTALxu94qKn9jxgrn08AvHb6c,70
+equity_aggregator-0.1.6.dist-info/licenses/LICENCE.txt,sha256=lyiWH8xJzlkFXkZpQf2_u8KtlJiPrVCczrZEZNyqSrg,1063
+equity_aggregator-0.1.6.dist-info/RECORD,,