financetoolkit 2.3.2__tar.gz → 2.3.4__tar.gz

{financetoolkit-2.3.2 → financetoolkit-2.3.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.5
 Name: financetoolkit
-Version: 2.3.2
+Version: 2.3.4
 Summary: Transparent and Efficient Financial Analysis
 Project-URL: Homepage, https://www.jeroenbouma.com/projects/financetoolkit
 Project-URL: Documentation, https://www.jeroenbouma.com/projects/financetoolkit/docs
@@ -26,7 +26,7 @@ Requires-Dist: openpyxl>=3.1
 Requires-Dist: pandas>=3.0
 Requires-Dist: python-calamine>=0.3.0; python_full_version < '3.15'
 Requires-Dist: pyyaml>=6.0
-Requires-Dist: requests>=2.32
+Requires-Dist: requests>=2.32.4
 Requires-Dist: scipy>=1.10
 Requires-Dist: xlrd>=2.0
 Requires-Dist: yfinance
@@ -34,6 +34,7 @@ Provides-Extra: econometrics
 Requires-Dist: linearmodels>=6.0; extra == 'econometrics'
 Requires-Dist: statsmodels>=0.14; extra == 'econometrics'
 Provides-Extra: mcp
+Requires-Dist: cryptography>=42; extra == 'mcp'
 Requires-Dist: fastmcp>=3.4.2; extra == 'mcp'
 Requires-Dist: linearmodels>=6.0; extra == 'mcp'
 Requires-Dist: mcp[cli]<2,>=1.27.0; extra == 'mcp'
@@ -362,7 +363,7 @@ Options usually price more risk than follows, as their sellers want to be paid f
 
 All three are listed in the United States and valued on earnings that lie years ahead, which makes US inflation and interest rates the backdrop to their share prices. In 2022, the year the maximum drawdown above shows each of them falling by more than half, inflation reached 9% and the Federal Reserve raised its policy rate from 0.12% to 4.38%.
 
-The [economics](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics) module covers 60+ countries with 50+ indicators, from GDP and unemployment to money supply and interest rates, and the [fixed income](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome) module adds bond yields, yield curves, central bank rates and bond and derivative valuations. Both are reached through the same Toolkit instance, or on their own with `from financetoolkit import Economics, FixedIncome`:
+The [economics](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics) module covers 60+ countries with 50+ indicators, from GDP and unemployment to money supply and interest rates, and the [fixed income](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome) module adds bond yields, yield curves, central bank rates and calculations on individual bonds. Both are reached through the same Toolkit instance, or on their own with `from financetoolkit import Economics, FixedIncome`:
 
 ```python
 # Inflation on the same month a year earlier and the Federal Reserve's policy rate
@@ -492,7 +493,7 @@ The three US funds and SMH largely hold the same companies, with SOXX and SMH sh
 
 ## Building a Diversified Portfolio
 
-A fund spreads the risk over the sector, but the sector still moves as one. The [portfolio](https://www.jeroenbouma.com/projects/financetoolkit/docs/portfolio-optimization) module builds portfolios from the tickers of any Toolkit: minimum variance, maximum Sharpe ratio, mean-variance, risk parity, Hierarchical Risk Parity, minimum CVaR and Black-Litterman weights, the efficient frontier, risk contributions, stress tests and attribution. Below the semiconductor fund is combined with health care (XLV), energy (XLE), long-term Treasuries (TLT) and gold (GLD):
+A fund spreads the risk over the sector, but the sector still moves as one. The [portfolio](https://www.jeroenbouma.com/projects/financetoolkit/docs/portfolio-optimization) module builds portfolios from the tickers of any Toolkit: minimum variance, maximum Sharpe ratio, mean-variance, risk parity, Hierarchical Risk Parity, Hierarchical Equal Risk Contribution, Nested Clustered Optimization, minimum CVaR, minimum drawdown, maximum Omega and CVaR ratio, Black-Litterman, maximum diversification, minimum tracking error and growth optimal (Kelly) weights, the efficient frontier, risk contributions, stress tests and attribution. Below the semiconductor fund is combined with health care (XLV), energy (XLE), long-term Treasuries (TLT) and gold (GLD):
 
 ```python
 # Initialize the Toolkit for funds across sectors and asset classes from 2021 to 2025
@@ -584,7 +585,7 @@ https://github.com/user-attachments/assets/96ad5288-d83d-4497-a345-1841c48c29d5
 
 ### Remote server
 
-Connect directly to the hosted server at `https://financetoolkit.jeroenbouma.com/mcp`. Nothing needs to be installed locally. On first connection your client opens an OAuth consent page asking for your FMP API key; enter it once and the server handles authentication from there.
+Connect directly to the hosted server at `https://financetoolkit.jeroenbouma.com/mcp`. Nothing needs to be installed locally. On first connection your client opens an OAuth consent page asking for your FMP API key (and, optionally, a FRED API key for the corporate bond series); enter it once and the server handles authentication from there.
 
 | Client | Steps |
 |:---|:---|
@@ -592,8 +593,8 @@ Connect directly to the hosted server at `https://financetoolkit.jeroenbouma.com
 | **Claude.ai** | Customize → Connectors → Add custom connector → paste the URL |
 | **Claude Code** | `claude mcp add --transport http finance-toolkit https://financetoolkit.jeroenbouma.com/mcp` |
 | **VS Code** | Command Palette → MCP: Add Server → HTTP → paste the URL |
-| **Cursor** | Settings → Features → MCP Servers → Add new → http → paste the URL |
-| **Windsurf** | Settings → MCP Servers → Add Server → Remote/HTTP → paste the URL |
+| **Cursor** | Cursor Settings → Tools & MCP → New MCP Server → add `"finance-toolkit": { "url": "<URL>" }` |
+| **Windsurf** | Cascade panel → MCPs → Configure → add `"finance-toolkit": { "serverUrl": "<URL>" }` and refresh |
 
 ### Local installation
 
@@ -744,6 +745,8 @@ Alternatively, if your company's root certificate is already installed in your o
 
 If none of this is possible, you can accept the risk and allow requests with an API key to be sent without verification by setting `FINANCETOOLKIT_ALLOW_UNVERIFIED_SSL=1` in the same way as above. Only do so on a network you trust: the connection is then encrypted to whoever answers it, which may not be the website you think you are talking to, and your API key is readable to them.
 
+To go the other way and never send a request without verification, not even one without an API key, set `FINANCETOOLKIT_ALLOW_UNVERIFIED_SSL=0`. A hosted MCP server (the `sse` or `streamable-http` transport) does this by default, since the data it retrieves reaches every user through its cache.
+
 > **Are you part of FinancialModelingPrep?**
 
 *No, I am not*. I've merely picked them as the primary data provider given that they have a generous free tier and fair pricing compared to other providers. Therefore, any questions related to the data should go through [their contact form](https://site.financialmodelingprep.com/contact). When it comes to any type of ratios, performance metrics, risk metrics, technical indicators or economic indicators, feel free to reach out to me as this is my own work.
@@ -773,6 +776,7 @@ The Finance Toolkit has been mentioned in various blogposts, research papers, ne
 - [Fundamental Analysis using Muli-Agent System and Agentic RAG](https://connect.cfauk.org/HigherLogic/System/DownloadDocumentFile.ashx?DocumentFileKey=3ae6f3fc-593a-04ec-c3b8-be5643cab479&forceDialog=0)
 
 **Newsletters & Social Media**
+- [Stack to Street podcast: Your AI Shouldn't Guess the Formula](https://www.stacktostreet.com/episodes/financetoolkit/)
 - [LinkedIn #1](https://www.linkedin.com/posts/jerry-liu-64390071_this-is-an-extremely-comprehensive-100-activity-7340897396471623681-plI4?utm_source=share&utm_medium=member_desktop&rcm=ACoAABhYAQUBkaNnlBjz_IYBRfaurU68rfoZPE8) and [Linkedin #2](https://www.linkedin.com/posts/pyquant-news_getting-clean-fundamental-data-used-to-be-activity-7314273012927651841-KXP3?utm_source=share&utm_medium=member_desktop&rcm=ACoAABhYAQUBkaNnlBjz_IYBRfaurU68rfoZPE8)
 - [Facebook](https://www.facebook.com/groups/techtitansgroup/posts/1515790739748239/)
 - [Quant Seeker](https://www.quantseeker.com/p/weekly-research-recap)

{financetoolkit-2.3.2 → financetoolkit-2.3.4}/README.md

@@ -318,7 +318,7 @@ Options usually price more risk than follows, as their sellers want to be paid f
 
 All three are listed in the United States and valued on earnings that lie years ahead, which makes US inflation and interest rates the backdrop to their share prices. In 2022, the year the maximum drawdown above shows each of them falling by more than half, inflation reached 9% and the Federal Reserve raised its policy rate from 0.12% to 4.38%.
 
-The [economics](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics) module covers 60+ countries with 50+ indicators, from GDP and unemployment to money supply and interest rates, and the [fixed income](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome) module adds bond yields, yield curves, central bank rates and bond and derivative valuations. Both are reached through the same Toolkit instance, or on their own with `from financetoolkit import Economics, FixedIncome`:
+The [economics](https://www.jeroenbouma.com/projects/financetoolkit/docs/economics) module covers 60+ countries with 50+ indicators, from GDP and unemployment to money supply and interest rates, and the [fixed income](https://www.jeroenbouma.com/projects/financetoolkit/docs/fixedincome) module adds bond yields, yield curves, central bank rates and calculations on individual bonds. Both are reached through the same Toolkit instance, or on their own with `from financetoolkit import Economics, FixedIncome`:
 
 ```python
 # Inflation on the same month a year earlier and the Federal Reserve's policy rate
@@ -448,7 +448,7 @@ The three US funds and SMH largely hold the same companies, with SOXX and SMH sh
 
 ## Building a Diversified Portfolio
 
-A fund spreads the risk over the sector, but the sector still moves as one. The [portfolio](https://www.jeroenbouma.com/projects/financetoolkit/docs/portfolio-optimization) module builds portfolios from the tickers of any Toolkit: minimum variance, maximum Sharpe ratio, mean-variance, risk parity, Hierarchical Risk Parity, minimum CVaR and Black-Litterman weights, the efficient frontier, risk contributions, stress tests and attribution. Below the semiconductor fund is combined with health care (XLV), energy (XLE), long-term Treasuries (TLT) and gold (GLD):
+A fund spreads the risk over the sector, but the sector still moves as one. The [portfolio](https://www.jeroenbouma.com/projects/financetoolkit/docs/portfolio-optimization) module builds portfolios from the tickers of any Toolkit: minimum variance, maximum Sharpe ratio, mean-variance, risk parity, Hierarchical Risk Parity, Hierarchical Equal Risk Contribution, Nested Clustered Optimization, minimum CVaR, minimum drawdown, maximum Omega and CVaR ratio, Black-Litterman, maximum diversification, minimum tracking error and growth optimal (Kelly) weights, the efficient frontier, risk contributions, stress tests and attribution. Below the semiconductor fund is combined with health care (XLV), energy (XLE), long-term Treasuries (TLT) and gold (GLD):
 
 ```python
 # Initialize the Toolkit for funds across sectors and asset classes from 2021 to 2025
@@ -540,7 +540,7 @@ https://github.com/user-attachments/assets/96ad5288-d83d-4497-a345-1841c48c29d5
 
 ### Remote server
 
-Connect directly to the hosted server at `https://financetoolkit.jeroenbouma.com/mcp`. Nothing needs to be installed locally. On first connection your client opens an OAuth consent page asking for your FMP API key; enter it once and the server handles authentication from there.
+Connect directly to the hosted server at `https://financetoolkit.jeroenbouma.com/mcp`. Nothing needs to be installed locally. On first connection your client opens an OAuth consent page asking for your FMP API key (and, optionally, a FRED API key for the corporate bond series); enter it once and the server handles authentication from there.
 
 | Client | Steps |
 |:---|:---|
@@ -548,8 +548,8 @@ Connect directly to the hosted server at `https://financetoolkit.jeroenbouma.com
 | **Claude.ai** | Customize → Connectors → Add custom connector → paste the URL |
 | **Claude Code** | `claude mcp add --transport http finance-toolkit https://financetoolkit.jeroenbouma.com/mcp` |
 | **VS Code** | Command Palette → MCP: Add Server → HTTP → paste the URL |
-| **Cursor** | Settings → Features → MCP Servers → Add new → http → paste the URL |
-| **Windsurf** | Settings → MCP Servers → Add Server → Remote/HTTP → paste the URL |
+| **Cursor** | Cursor Settings → Tools & MCP → New MCP Server → add `"finance-toolkit": { "url": "<URL>" }` |
+| **Windsurf** | Cascade panel → MCPs → Configure → add `"finance-toolkit": { "serverUrl": "<URL>" }` and refresh |
 
 ### Local installation
 
@@ -700,6 +700,8 @@ Alternatively, if your company's root certificate is already installed in your o
 
 If none of this is possible, you can accept the risk and allow requests with an API key to be sent without verification by setting `FINANCETOOLKIT_ALLOW_UNVERIFIED_SSL=1` in the same way as above. Only do so on a network you trust: the connection is then encrypted to whoever answers it, which may not be the website you think you are talking to, and your API key is readable to them.
 
+To go the other way and never send a request without verification, not even one without an API key, set `FINANCETOOLKIT_ALLOW_UNVERIFIED_SSL=0`. A hosted MCP server (the `sse` or `streamable-http` transport) does this by default, since the data it retrieves reaches every user through its cache.
+
 > **Are you part of FinancialModelingPrep?**
 
 *No, I am not*. I've merely picked them as the primary data provider given that they have a generous free tier and fair pricing compared to other providers. Therefore, any questions related to the data should go through [their contact form](https://site.financialmodelingprep.com/contact). When it comes to any type of ratios, performance metrics, risk metrics, technical indicators or economic indicators, feel free to reach out to me as this is my own work.
@@ -729,6 +731,7 @@ The Finance Toolkit has been mentioned in various blogposts, research papers, ne
 - [Fundamental Analysis using Muli-Agent System and Agentic RAG](https://connect.cfauk.org/HigherLogic/System/DownloadDocumentFile.ashx?DocumentFileKey=3ae6f3fc-593a-04ec-c3b8-be5643cab479&forceDialog=0)
 
 **Newsletters & Social Media**
+- [Stack to Street podcast: Your AI Shouldn't Guess the Formula](https://www.stacktostreet.com/episodes/financetoolkit/)
 - [LinkedIn #1](https://www.linkedin.com/posts/jerry-liu-64390071_this-is-an-extremely-comprehensive-100-activity-7340897396471623681-plI4?utm_source=share&utm_medium=member_desktop&rcm=ACoAABhYAQUBkaNnlBjz_IYBRfaurU68rfoZPE8) and [Linkedin #2](https://www.linkedin.com/posts/pyquant-news_getting-clean-fundamental-data-used-to-be-activity-7314273012927651841-KXP3?utm_source=share&utm_medium=member_desktop&rcm=ACoAABhYAQUBkaNnlBjz_IYBRfaurU68rfoZPE8)
 - [Facebook](https://www.facebook.com/groups/techtitansgroup/posts/1515790739748239/)
 - [Quant Seeker](https://www.quantseeker.com/p/weekly-research-recap)

{financetoolkit-2.3.2 → financetoolkit-2.3.4}/financetoolkit/cache/cache_controller.py

@@ -2,9 +2,11 @@
 
 __docformat__ = "google"
 
+import contextlib
 import os
 import platform
 import time
+import zlib
 from dataclasses import dataclass, field
 from datetime import date, datetime, timedelta
 from pathlib import Path
@@ -20,7 +22,7 @@ from financetoolkit.cache import (
     serialization_model,
 )
 from financetoolkit.cache.sqlite_model import SCHEMA_VERSION, SQLiteBackend
-from financetoolkit.utilities import logger_model
+from financetoolkit.utilities import logger_model, sources_model
 
 logger = logger_model.get_logger()
 
@@ -280,7 +282,7 @@ class Cache:
         if enabled:
             try:
                 self._backend = SQLiteBackend(self._location)
-            except Exception as error:  # pylint: disable=broad-except
+            except Exception as error:
                 # A cache is an optimization, so a database that cannot be opened just disables it.
                 self._enabled = False
 
@@ -317,7 +319,7 @@ class Cache:
                 EVICTION_INTERVAL_SECONDS,
                 excluded_sources=frozenset({policy_model.MCP}),
             )
-        except Exception as error:  # pylint: disable=broad-except
+        except Exception as error:
             # Eviction is housekeeping, so a failure here is not surfaced.
             logger.debug("Could not evict stale cache entries: %s", error)
             return
@@ -431,8 +433,8 @@ class Cache:
             parameters (dict[str, Any] | None): Parameters that change the data.
             date_axis (int): 0 when the index holds the dates, 1 when the columns do. Defaults to 0.
             reference_date (date | None): The date the revision window is measured
-                back from when the requested range has no end or ends after it. Defaults to today;
-                mainly useful for testing.
+                back from when the requested range has no end or ends after it. Defaults to None,
+                which uses today; mainly useful for testing.
 
         Returns:
             CachePlan: The cached data per entity and the gaps still to be fetched.
@@ -478,7 +480,7 @@ class Cache:
                 ever_covered, fresh_covered, payload = self._backend.read_entity_state(
                     key, entity, minimum_fetched_at
                 )
-            except Exception as error:  # pylint: disable=broad-except
+            except Exception as error:
                 # A read that fails mid-session is a cache miss, not a failed call.
                 logger.debug(
                     "Could not read cached %s.%s for %s: %s",
@@ -512,8 +514,8 @@ class Cache:
                     plan.cached[entity] = frame_model.slice_frame(
                         stored, start, end, date_axis
                     )
-                except Exception as error:  # pylint: disable=broad-except
-                    # An unreadable payload is a miss: ask the source for the lot.
+                except Exception as error:
+                    # An unreadable payload (one in another format, such as a pickle, is never read) is a miss: ask the source for the lot.  # noqa: E501
                     logger.debug(
                         "Could not decode cached %s.%s for %s: %s",
                         source,
@@ -523,6 +525,13 @@ class Cache:
                     )
                     plan.missing[entity] = [request]
 
+                    # Removed with its coverage, so the rows fetched now are not recorded as merged with ranges that are no longer held.  # noqa: E501
+                    with contextlib.suppress(Exception):
+                        self._backend.delete_entity(key, entity)
+
+        if plan.cached:
+            sources_model.record_source(source)
+
         return plan
 
     def store(
@@ -599,11 +608,12 @@ class Cache:
             Returns:
                 bytes: The payload to store in its place.
             """
-            existing = (
-                serialization_model.decode_dataframe(existing_payload)
-                if existing_payload is not None
-                else None
-            )
+            existing = None
+
+            # A payload that can't be read (another format, such as a pickle) is replaced.
+            if existing_payload is not None:
+                with contextlib.suppress(ValueError, zlib.error):
+                    existing = serialization_model.decode_dataframe(existing_payload)
 
             return serialization_model.encode_dataframe(
                 frame_model.merge_frames(existing, data, date_axis)
@@ -620,7 +630,7 @@ class Cache:
                 dataset=dataset,
                 compaction_threshold=COVERAGE_COMPACTION_THRESHOLD,
             )
-        except Exception as error:  # pylint: disable=broad-except
+        except Exception as error:
             # A cache write must never break the call that produced the data.
             logger.debug(
                 "Could not cache %s.%s for %s: %s", source, dataset, entity, error
@@ -675,8 +685,13 @@ class Cache:
             if time.time() - updated_at > effective_ttl:
                 return None
 
-            return serialization_model.decode_object(payload)
-        except Exception as error:  # pylint: disable=broad-except
+            value = serialization_model.decode_object(payload)
+            # A cached MCP answer names the sources it was computed from itself.
+            if source != policy_model.MCP:
+                sources_model.record_source(source)
+
+            return value
+        except Exception as error:
             # Any read failure is reported as a miss, so the caller falls back to the source.
             logger.debug(
                 "Could not read cached %s.%s for %s: %s", source, dataset, entity, error
@@ -699,7 +714,8 @@ class Cache:
             source (str): The external data source.
             dataset (str): The dataset within that source.
             entity (str): The entity the data belongs to.
-            data (Any): The value to store. Any picklable object is accepted.
+            data (Any): The value to store: a DataFrame, Series or Index, a scalar, or a
+                list, tuple or dictionary of these (see serialization_model.encode_object).
             parameters (dict[str, Any] | None): Parameters that change the data.
         """
         if not self.serves(source):
@@ -715,7 +731,7 @@ class Cache:
                 source=source,
                 dataset=dataset,
             )
-        except Exception as error:  # pylint: disable=broad-except
+        except Exception as error:
             logger.debug(
                 "Could not cache %s.%s for %s: %s", source, dataset, entity, error
             )
@@ -796,7 +812,7 @@ class Cache:
 
         try:
             return self._backend.get_contents()
-        except Exception as error:  # pylint: disable=broad-except
+        except Exception as error:
             logger.warning("Could not read the cache contents: %s", error)
 
             return []
@@ -824,7 +840,7 @@ class Cache:
             return self._backend.remove_expired_entries(
                 ttl, source=source, dataset=dataset
             )
-        except Exception as error:  # pylint: disable=broad-except
+        except Exception as error:
             # Eviction is housekeeping on a timer, so a failure here is not surfaced.
             logger.debug("Could not evict expired cache entries: %s", error)
 

{financetoolkit-2.3.2 → financetoolkit-2.3.4}/financetoolkit/cache/frame_model.py

@@ -124,6 +124,10 @@ def slice_frame(
     the caller. Labels that cannot be parsed as dates are kept, which matters for
     statement frames that carry non-date columns alongside the reporting periods.
 
+    A period is kept when it overlaps the window, as a fresh request truncates it: a
+    start date of 31 December 2014 keeps the year 2014. A cached frame is then the same
+    as the one a fresh request returns, so no answer depends on what the cache holds.
+
     Args:
         data (pd.DataFrame | pd.Series): The frame to slice.
         start (str | date | None): Inclusive start of the window. None leaves it open.
@@ -147,9 +151,14 @@ def slice_frame(
         # is not a date.
         keep = vectorised.isna()
         within = np.ones(len(axis), dtype=bool)
+        last_days = (
+            axis.to_timestamp(how="end").normalize()
+            if isinstance(axis, pd.PeriodIndex)
+            else vectorised
+        )
 
         if start_date is not None:
-            within &= vectorised >= pd.Timestamp(start_date)
+            within &= last_days >= pd.Timestamp(start_date)
         if end_date is not None:
             within &= vectorised <= pd.Timestamp(end_date)
 
@@ -167,7 +176,8 @@ def slice_frame(
             mask.append(True)
             continue
 
-        within_start = start_date is None or label_date >= start_date
+        last_day = label.end_time.date() if isinstance(label, pd.Period) else label_date
+        within_start = start_date is None or last_day >= start_date
         within_end = end_date is None or label_date <= end_date
         mask.append(within_start and within_end)
 

{financetoolkit-2.3.2 → financetoolkit-2.3.4}/financetoolkit/cache/policy_model.py

@@ -28,6 +28,9 @@ STATISTICS_BUREAU_OF_JAPAN = "StatisticsBureauOfJapan"
 US_TREASURY = "USTreasury"
 BUREAU_OF_LABOR_STATISTICS = "BLS"
 FREDDIE_MAC = "FreddieMac"
+DEPARTMENT_OF_LABOR = "DepartmentOfLabor"
+CENSUS_BUREAU = "CensusBureau"
+BUREAU_OF_ECONOMIC_ANALYSIS = "BEA"
 FEDERAL_RESERVE_BOARD = "FederalReserveBoard"
 NATIONAL_BUREAU_OF_ECONOMIC_RESEARCH = "NBER"
 IBGE = "IBGE"
@@ -38,6 +41,8 @@ NORGES_BANK = "NorgesBank"
 EIOPA = "EIOPA"
 INTERNATIONAL_MONETARY_FUND = "IMF"
 SHILLER = "Shiller"
+WORLD_BANK = "WorldBank"
+IMF_PORTWATCH = "IMFPortWatch"
 CBOE = "Cboe"
 STOXX = "STOXX"
 RESERVE_BANK_OF_AUSTRALIA = "ReserveBankOfAustralia"
@@ -107,8 +112,8 @@ def get_last_closed_session(now: datetime | None = None) -> date:
     date.
 
     Args:
-        now (datetime | None): The moment to judge, with a time zone. Defaults to the
-            current time; mainly useful for testing.
+        now (datetime | None): The moment to judge, with a time zone. Defaults to None,
+            which uses the current time; mainly useful for testing.
 
     Returns:
         date: The last date whose daily bars are final.
@@ -241,6 +246,7 @@ POLICIES: dict[str, CachePolicy] = {
     f"{BANK_OF_ENGLAND}.millennium": CachePolicy(ttl_seconds=365 * DAY),
     f"{BANK_OF_ENGLAND}.curve_current_month": CachePolicy(ttl_seconds=DAY),
     f"{BANK_OF_JAPAN}.series": CachePolicy(ttl_seconds=DAY, revision_days=31),
+    f"{BANK_OF_JAPAN}.price_index": CachePolicy(ttl_seconds=DAY),
     f"{EUROPEAN_CENTRAL_BANK}.economics_series": CachePolicy(
         ttl_seconds=DAY, revision_days=31
     ),
@@ -249,6 +255,9 @@ POLICIES: dict[str, CachePolicy] = {
     f"{STATISTICS_BUREAU_OF_JAPAN}.series": CachePolicy(ttl_seconds=DAY),
     # The keyless BLS API allows 25 requests a day, so the latest releases are fetched once.
     f"{BUREAU_OF_LABOR_STATISTICS}.series": CachePolicy(ttl_seconds=DAY),
+    # The consumer prices are one request for every measure, kept for six hours so the
+    # month a release publishes appears the same day.
+    f"{BUREAU_OF_LABOR_STATISTICS}.consumer_prices": CachePolicy(ttl_seconds=DAY // 4),
     # A past year of the Treasury yield curve is final; only the current year changes.
     f"{US_TREASURY}.par_yield_curve": CachePolicy(ttl_seconds=DAY),
     f"{US_TREASURY}.par_yield_curve_year": CachePolicy(ttl_seconds=30 * DAY),
@@ -257,7 +266,17 @@ POLICIES: dict[str, CachePolicy] = {
     # Auctions are added several times a week; a past year's results are final.
     f"{US_TREASURY}.auctions": CachePolicy(ttl_seconds=DAY),
     f"{US_TREASURY}.auctions_year": CachePolicy(ttl_seconds=30 * DAY),
+    # The FedInvest prices of a day are completed with the end-of-day price the next
+    # business day; a day that has them is final.
+    f"{US_TREASURY}.fedinvest_prices": CachePolicy(ttl_seconds=3600),
+    f"{US_TREASURY}.fedinvest_prices_final": CachePolicy(ttl_seconds=365 * DAY),
     f"{FREDDIE_MAC}.series": CachePolicy(ttl_seconds=DAY),
+    f"{DEPARTMENT_OF_LABOR}.series": CachePolicy(ttl_seconds=DAY),
+    f"{CENSUS_BUREAU}.series": CachePolicy(ttl_seconds=DAY),
+    f"{BUREAU_OF_ECONOMIC_ANALYSIS}.series": CachePolicy(ttl_seconds=DAY),
+    # The HQM curve is published monthly in files of five years; a past file is final.
+    f"{US_TREASURY}.hqm": CachePolicy(ttl_seconds=DAY),
+    f"{US_TREASURY}.hqm_years": CachePolicy(ttl_seconds=30 * DAY),
     f"{IBGE}.series": CachePolicy(ttl_seconds=DAY),
     # Daily bond yields; a rerun only asks for the last month, since yields are not revised
     # but a holiday or late publication can leave the latest days open.
@@ -274,6 +293,11 @@ POLICIES: dict[str, CachePolicy] = {
     f"{INTERNATIONAL_MONETARY_FUND}.codelist": CachePolicy(ttl_seconds=30 * DAY),
     # Updated about once a month.
     f"{SHILLER}.stock_market_data": CachePolicy(ttl_seconds=7 * DAY),
+    # The Pink Sheet is updated in the first days of every month.
+    f"{WORLD_BANK}.commodity_prices": CachePolicy(ttl_seconds=7 * DAY),
+    # PortWatch adds the latest days once a week, on Tuesdays, and the chokepoints rarely.
+    f"{IMF_PORTWATCH}.chokepoint_transits": CachePolicy(ttl_seconds=DAY),
+    f"{IMF_PORTWATCH}.chokepoints": CachePolicy(ttl_seconds=30 * DAY),
     # Index histories published whole, one file per index, updated after every close.
     f"{CBOE}.index": CachePolicy(ttl_seconds=DAY),
     f"{CBOE}.option_chain": CachePolicy(ttl_seconds=900),
@@ -303,6 +327,11 @@ POLICIES: dict[str, CachePolicy] = {
     f"{INTERNATIONAL_MONETARY_FUND}.consumer_prices": CachePolicy(
         ttl_seconds=DAY, revision_days=365
     ),
+    # Government finance and national accounts, published quarterly or yearly and revised
+    # back years when a country revises its national accounts.
+    f"{INTERNATIONAL_MONETARY_FUND}.government_finance": CachePolicy(
+        ttl_seconds=7 * DAY, revision_days=1095
+    ),
     f"{EUROPEAN_CENTRAL_BANK}.convergence_yields": CachePolicy(
         ttl_seconds=DAY, revision_days=93
     ),