finradar-cli 0.1.0__py3-none-any.whl

finradar_cli/__init__.py

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+__version__ = "0.1.0"

finradar_cli/__main__.py

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+from .app import app
+
+if __name__ == "__main__":
+    app()

finradar_cli/_generated/__init__.py

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+"""GENERATED by generate.py — do not edit. Run `make generate`."""
+from __future__ import annotations
+
+import typer
+
+from . import cmd_13dg
+from . import cmd_13f
+from . import cmd_billing
+from . import cmd_core
+from . import cmd_cusip
+from . import cmd_download
+from . import cmd_facts
+from . import cmd_financials
+from . import cmd_holders
+from . import cmd_index
+from . import cmd_insider
+from . import cmd_market
+from . import cmd_ownership
+from . import cmd_ownership_analytics
+from . import cmd_positions
+from . import cmd_pricing
+from . import cmd_progress
+from . import cmd_search
+from . import cmd_sec
+from . import cmd_status
+from . import cmd_ticker
+from . import cmd_user
+
+
+def register(app: typer.Typer) -> None:
+    _g_13dg = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_13dg, name='13dg')
+    cmd_13dg.build(_g_13dg)
+    _g_13f = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_13f, name='13f')
+    cmd_13f.build(_g_13f)
+    _g_billing = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_billing, name='billing')
+    cmd_billing.build(_g_billing)
+    _g_core = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_core, name='core')
+    cmd_core.build(_g_core)
+    _g_cusip = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_cusip, name='cusip')
+    cmd_cusip.build(_g_cusip)
+    _g_download = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_download, name='download')
+    cmd_download.build(_g_download)
+    _g_facts = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_facts, name='facts')
+    cmd_facts.build(_g_facts)
+    _g_financials = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_financials, name='financials')
+    cmd_financials.build(_g_financials)
+    _g_holders = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_holders, name='holders')
+    cmd_holders.build(_g_holders)
+    _g_index = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_index, name='index')
+    cmd_index.build(_g_index)
+    _g_insider = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_insider, name='insider')
+    cmd_insider.build(_g_insider)
+    _g_market = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_market, name='market')
+    cmd_market.build(_g_market)
+    _g_ownership = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_ownership, name='ownership')
+    cmd_ownership.build(_g_ownership)
+    _g_ownership_analytics = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_ownership_analytics, name='ownership-analytics')
+    cmd_ownership_analytics.build(_g_ownership_analytics)
+    _g_positions = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_positions, name='positions')
+    cmd_positions.build(_g_positions)
+    _g_pricing = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_pricing, name='pricing')
+    cmd_pricing.build(_g_pricing)
+    _g_progress = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_progress, name='progress')
+    cmd_progress.build(_g_progress)
+    _g_search = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_search, name='search')
+    cmd_search.build(_g_search)
+    _g_sec = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_sec, name='sec')
+    cmd_sec.build(_g_sec)
+    _g_status = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_status, name='status')
+    cmd_status.build(_g_status)
+    _g_ticker = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_ticker, name='ticker')
+    cmd_ticker.build(_g_ticker)
+    _g_user = typer.Typer(no_args_is_help=True)
+    app.add_typer(_g_user, name='user')
+    cmd_user.build(_g_user)

finradar_cli/_generated/cmd_13dg.py

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+"""GENERATED by generate.py — do not edit. Run `make generate`."""
+from __future__ import annotations
+
+import typer
+from finradar_cli.commands.api import run_request
+
+
+def build(parent: typer.Typer) -> None:
+    _sub_form_13d = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_form_13d, name='form-13d')
+
+    @_sub_form_13d.command('create', help='Form 13D [cost 0]')
+    def cmd_post_api_v1_form_13d(ctx: typer.Context, query_ticker: str = typer.Option(None, '--query.ticker', help="Issuer trading symbol (e.g. 'TWTR'). Case-insensitive."), query_issuerCik: str = typer.Option(None, '--query.issuerCik', help='Issuer CIK number. Leading zeros are stripped automatically.'), query_filerCik: str = typer.Option(None, '--query.filerCik', help='Filer (reporting person) CIK. Leading zeros are stripped automatically.'), query_filerName: str = typer.Option(None, '--query.filerName', help="Partial match on filer name (case-insensitive). E.g. 'Elon Musk'."), query_minOwnership: str = typer.Option(None, '--query.minOwnership', help='Minimum percent of class owned. E.g. 5.0 for >= 5%.'), query_formType: str = typer.Option(None, '--query.formType', help="Filter by form type: 'SC 13D', 'SC 13D/A', 'SC 13G', 'SC 13G/A'. Both SC and SCHEDULE variants accepted."), query_dateRange_from: str = typer.Option(None, '--query.dateRange.from', help="Start date filter (ISO format, e.g. '2025-01-01')."), query_dateRange_to: str = typer.Option(None, '--query.dateRange.to', help="End date filter (ISO format, e.g. '2026-03-14')."), from_: str = typer.Option(None, '--from', help='Pagination offset.'), size: str = typer.Option(None, '--size', help='Page size (max 50).'), sort: str = typer.Option(None, '--sort', help='Sort specification. Supported fields: filedAt, percentOfClass, sharesOwned.'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13d'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'query.ticker': query_ticker, 'query.issuerCik': query_issuerCik, 'query.filerCik': query_filerCik, 'query.filerName': query_filerName, 'query.minOwnership': query_minOwnership, 'query.formType': query_formType, 'query.dateRange.from': query_dateRange_from, 'query.dateRange.to': query_dateRange_to, 'from': from_, 'size': size, 'sort': sort}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'POST', url, _kv, data=data)

finradar_cli/_generated/cmd_13f.py

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+"""GENERATED by generate.py — do not edit. Run `make generate`."""
+from __future__ import annotations
+
+import typer
+from finradar_cli.commands.api import run_request
+
+
+def build(parent: typer.Typer) -> None:
+    _sub_bulk = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_bulk, name='bulk')
+    _sub_by_industry = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_by_industry, name='by-industry')
+    _sub_by_sector = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_by_sector, name='by-sector')
+    _sub_by_ticker = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_by_ticker, name='by-ticker')
+    _sub_cover_pages = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_cover_pages, name='cover-pages')
+    _sub_cross_filing_signals = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_cross_filing_signals, name='cross-filing-signals')
+    _sub_filers = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_filers, name='filers')
+    _sub_filing_stats = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_filing_stats, name='filing-stats')
+    _sub_form_13f = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_form_13f, name='form-13f')
+    _sub_fund = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_fund, name='fund')
+    _sub_fund_performance = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_fund_performance, name='fund-performance')
+    _sub_funds = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_funds, name='funds')
+    _sub_holdings = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_holdings, name='holdings')
+    _sub_holdings_analytics = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_holdings_analytics, name='holdings-analytics')
+    _sub_latest = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_latest, name='latest')
+    _sub_market_rotation = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_market_rotation, name='market-rotation')
+    _sub_search = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_search, name='search')
+    _sub_form_13f_search = typer.Typer(no_args_is_help=True)
+    _sub_form_13f.add_typer(_sub_form_13f_search, name='search')
+
+    @_sub_bulk.command('create', help='Form 13F Fund Bulk [cost 0]')
+    def cmd_post_api_v1_form_13f_fund_bulk(ctx: typer.Context, period: str = typer.Option(None, '--period', help='Report period YYYY-MM-DD. Applied to all funds.; example: 2025Q4'), detail: str = typer.Option(None, '--detail', help="'summary' or 'full'. Summary returns top 10 holdings only."), size: str = typer.Option(None, '--size', help='Holdings per page (only for detail=full). Accepted alias: `limit`.; example: 50'), from_: str = typer.Option(None, '--from', help='Pagination offset (only for detail=full). Accepted alias: `offset`.; example: 0'), ciks: str = typer.Option(None, '--ciks', help='Array of CIK strings, max 20. e.g. ["1067983", "1649339"]'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/fund/bulk'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'period': period, 'detail': detail, 'size': size, 'from': from_, 'ciks': ciks}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'POST', url, _kv, data=data)
+
+    @_sub_by_industry.command('get', help='Form 13F Aggregation By Industry [cost 0]')
+    def cmd_get_api_v1_form_13f_aggregation_by_industry(ctx: typer.Context, quarter: str = typer.Option(None, '--quarter', help='Report period as `YYYY-MM-DD` (any quarter-end date). Defaults to the latest quarter present in `sec_13f_sector_summary`.; example: 2025-12-31'), compare: str = typer.Option(None, '--compare', help='Set to `prev` to include per-industry quarter-over-quarter deltas: `flow_change`, `prev_momentum_label`, `momentum_shift`, `fund_count_change`, `value_change_pct`. Omitted/any-other-value → `compare` is `null` per row.; example: prev'), limit: str = typer.Option(None, '--limit', help='Top-N inflows AND Top-N outflows to return when no `sector` filter is set (so the response carries up to `2 × limit` industries). When `sector` is set, the inflow/outflow split is skipped and `limit` caps total industries returned. Integer (1-200) or the string `all` (returns the full industry universe — ~150 rows). Default 50.; example: 20'), sort_by: str = typer.Option(None, '--sort_by', help='`fund_flow` (absolute USD net flow) or `significance` (`flow_significance_pct = fund_flow / total_value × 100`). Inflows sort descending; outflows sort ascending by signed value (most negative first). With `sector` filter, all industries sort by `abs(metric)` descending. Legacy alias `sort` is accepted for cross-endpoint consistency with `/by-sector`.; example: significance'), sector: str = typer.Option(None, '--sector', help='Optional drill-down. When set, restricts the response to industries within this sector and skips the inflow/outflow split (returns a single ranked list). Sector name must match the canonical Sharadar label exactly (e.g. `Technology`, `Healthcare`, `Financial Services`).; example: Technology'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/aggregation/by-industry'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'quarter': quarter, 'compare': compare, 'limit': limit, 'sort_by': sort_by, 'sector': sector}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_by_sector.command('get', help='Form 13F Aggregation By Sector [cost 0]')
+    def cmd_get_api_v1_form_13f_aggregation_by_sector(ctx: typer.Context, quarter: str = typer.Option(None, '--quarter', help='Report period YYYY-MM-DD (e.g. 2025-12-31). Defaults to latest available quarter.; example: 2025Q4'), compare: str = typer.Option(None, '--compare', help="Set to 'prev' to include quarter-over-quarter deltas per sector: flow_change, momentum_shift, fund_count_change, value_change_pct.; example: false"), industry_limit: str = typer.Option(None, '--industry_limit', help="Max industries per direction (inflows + outflows) per sector. Use 'all' for full breakdown. Range: 1-100."), sort: str = typer.Option(None, '--sort', help="'fund_flow' (absolute $) or 'significance' (flow_significance_pct). Applies to both sector and industry ordering.; example: filed_at"), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/aggregation/by-sector'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'quarter': quarter, 'compare': compare, 'industry_limit': industry_limit, 'sort': sort}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_by_ticker.command('get', help='Form 13F Aggregation By Ticker [cost 0]')
+    def cmd_get_api_v1_form_13f_aggregation_by_ticker(ctx: typer.Context, quarter: str = typer.Option(None, '--quarter', help='Quarter-end date (YYYY-MM-DD). Defaults to latest available quarter.; example: 2025Q4'), sort_by: str = typer.Option(None, '--sort_by', help="Column to sort by. Options: symbol, name_of_issuer, fund_count, fund_count_prev, fund_change, fund_change_pct, total_value, fund_flow, share_change, share_change_pct, total_shares_curr, total_shares_prev, new_buys_count, closed_count, increased_count, decreased_count, unchanged_count, new_buys_shares, increased_shares, decreased_shares, unchanged_shares, closed_shares, increased_delta_shares, decreased_delta_shares, increased_pct_shares, decreased_pct_shares, market_cap, close_price, shares_outstanding, first_traded, fund_flow_mcap_pct. Deprecated alias: 'sort'.; example: filed_at"), sort_order: str = typer.Option(None, '--sort_order', help="Sort direction: 'asc' or 'desc'. Deprecated alias: 'order'.; example: desc"), limit: str = typer.Option(None, '--limit', help='Page size (max 10000). Raised from 500 after enrichment materialization (#245).; example: 20'), offset: str = typer.Option(None, '--offset', help='Pagination offset.; example: 0'), security_group: str = typer.Option(None, '--security_group', help="Filter by security group: 'Stocks', 'ETFs', 'Preferred', 'Warrants', 'Debt', 'Other'. Comma-separated for multiple. Omit for all.; example: Stocks"), is_etf: str = typer.Option(None, '--is_etf', help="(Deprecated -- use security_group instead) 'true' = ETFs only, 'false' = Stocks only.; example: false"), sector: str = typer.Option(None, '--sector', help="Exact sector name filter (e.g. 'Technology', 'Healthcare').; example: Technology"), industry: str = typer.Option(None, '--industry', help="Exact industry name filter (e.g. 'Semiconductors').; example: Consumer Electronics"), search: str = typer.Option(None, '--search', help='Case-insensitive substring search on ticker, company name, CUSIP, sector, or industry.; example: apple'), min_market_cap: str = typer.Option(None, '--min_market_cap', help='Lower bound on market capitalization in USD.; example: 1000000000'), max_market_cap: str = typer.Option(None, '--max_market_cap', help='Upper bound on market capitalization in USD.; example: 1000000000'), min_total_value: str = typer.Option(None, '--min_total_value', help='Lower bound on total 13F market value held in USD.; example: 50000000'), max_total_value: str = typer.Option(None, '--max_total_value', help='Upper bound on total 13F market value held in USD.; example: 50000000'), min_shares_outstanding: str = typer.Option(None, '--min_shares_outstanding', help='Lower bound on shares outstanding (canonical key; legacy alias `float`).; example: 10000000'), max_shares_outstanding: str = typer.Option(None, '--max_shares_outstanding', help='Upper bound on shares outstanding (canonical key; legacy alias `float`).; example: 10000000'), min_float: str = typer.Option(None, '--min_float', help='Legacy alias of `min_shares_outstanding`.; example: 10000000'), max_float: str = typer.Option(None, '--max_float', help='Legacy alias of `max_shares_outstanding`.; example: 10000000'), min_fund_flow: str = typer.Option(None, '--min_fund_flow', help='Lower bound on net fund flow in USD.; example: 1000000'), max_fund_flow: str = typer.Option(None, '--max_fund_flow', help='Upper bound on net fund flow in USD.; example: 1000000'), min_fund_flow_mcap_pct: str = typer.Option(None, '--min_fund_flow_mcap_pct', help='Lower bound on fund flow as a fraction of market cap.; example: 0.05'), max_fund_flow_mcap_pct: str = typer.Option(None, '--max_fund_flow_mcap_pct', help='Upper bound on fund flow as a fraction of market cap.; example: 0.05'), min_fund_count: str = typer.Option(None, '--min_fund_count', help='Lower bound on number of funds holding the ticker.; example: 10'), max_fund_count: str = typer.Option(None, '--max_fund_count', help='Upper bound on number of funds holding the ticker.; example: 10'), min_fund_change: str = typer.Option(None, '--min_fund_change', help='Lower bound on quarter-over-quarter change in holder count.; example: 5'), max_fund_change: str = typer.Option(None, '--max_fund_change', help='Upper bound on quarter-over-quarter change in holder count.; example: 5'), min_fund_change_pct: str = typer.Option(None, '--min_fund_change_pct', help='Lower bound on quarter-over-quarter holder-count change as a fraction.; example: 0.10'), max_fund_change_pct: str = typer.Option(None, '--max_fund_change_pct', help='Upper bound on quarter-over-quarter holder-count change as a fraction.; example: 0.10'), min_share_change: str = typer.Option(None, '--min_share_change', help='Lower bound on quarter-over-quarter change in shares held.; example: 100000'), max_share_change: str = typer.Option(None, '--max_share_change', help='Upper bound on quarter-over-quarter change in shares held.; example: 100000'), min_share_change_pct: str = typer.Option(None, '--min_share_change_pct', help='Lower bound on quarter-over-quarter share change as a fraction.; example: 0.10'), max_share_change_pct: str = typer.Option(None, '--max_share_change_pct', help='Upper bound on quarter-over-quarter share change as a fraction.; example: 0.10'), min_first_traded: str = typer.Option(None, '--min_first_traded', help='Lower bound on first-traded date, compared lexicographically as YYYY-MM-DD.; example: 2015-01-01'), max_first_traded: str = typer.Option(None, '--max_first_traded', help='Upper bound on first-traded date, compared lexicographically as YYYY-MM-DD.; example: 2015-01-01'), include_ranges: str = typer.Option(None, '--include_ranges', help="Set to 'true' to include filter_ranges in response (min/max for each filterable column). Request this once on page load, not on every paginate/sort. Enriched column ranges (market_cap, shares_outstanding, fund_flow_mcap_pct, first_traded) are omitted for performance -- only native summary column ranges are returned."), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/aggregation/by-ticker'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'quarter': quarter, 'sort_by': sort_by, 'sort_order': sort_order, 'limit': limit, 'offset': offset, 'security_group': security_group, 'is_etf': is_etf, 'sector': sector, 'industry': industry, 'search': search, 'min_market_cap': min_market_cap, 'max_market_cap': max_market_cap, 'min_total_value': min_total_value, 'max_total_value': max_total_value, 'min_shares_outstanding': min_shares_outstanding, 'max_shares_outstanding': max_shares_outstanding, 'min_float': min_float, 'max_float': max_float, 'min_fund_flow': min_fund_flow, 'max_fund_flow': max_fund_flow, 'min_fund_flow_mcap_pct': min_fund_flow_mcap_pct, 'max_fund_flow_mcap_pct': max_fund_flow_mcap_pct, 'min_fund_count': min_fund_count, 'max_fund_count': max_fund_count, 'min_fund_change': min_fund_change, 'max_fund_change': max_fund_change, 'min_fund_change_pct': min_fund_change_pct, 'max_fund_change_pct': max_fund_change_pct, 'min_share_change': min_share_change, 'max_share_change': max_share_change, 'min_share_change_pct': min_share_change_pct, 'max_share_change_pct': max_share_change_pct, 'min_first_traded': min_first_traded, 'max_first_traded': max_first_traded, 'include_ranges': include_ranges}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_cover_pages.command('create', help='Form 13F Cover Pages [cost 10]')
+    def cmd_post_api_v1_form_13f_cover_pages(ctx: typer.Context, query: str = typer.Option(None, '--query', help='Lucene-like query. Same field-scoped syntax as `/holdings` but WITHOUT the holdings-row filters (`holdings.ticker`, `holdings.cusip` not supported here — use `/holdings` for those). Common: `cik:1067983` (single fund), `formType:"13F-HR/A"` (amendments only), `filedAt:[2025-01-01 TO 2025-12-31]` (year range), `accessionNo:0001067983-24-000123` (one specific filing). Combine with `AND`/`OR`/`NOT`.'), from_: str = typer.Option(None, '--from', help='Zero-based pagination offset (NUMBER of filings to skip). Increment by `size` to walk pages. Capped at 10000 server-side.'), size: str = typer.Option(None, '--size', help='Number of filings to return per page, capped at 50 server-side. Each row is small (cover-page metadata only) so payload size stays bounded — listing 50 filings here is ~10KB; the same 50 in `/holdings` could be 5-50MB.'), sort: str = typer.Option(None, '--sort', help='Sort specification array (sec-api.io shape). Each element is `{ <field>: { order: \'asc\' | \'desc\' } }`. Common: `[{"filedAt": {"order": "desc"}}]` (most recent first; default), `[{"periodOfReport": {"order": "asc"}}]` (chronological for filing-history tabs).'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/cover-pages'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'query': query, 'from': from_, 'size': size, 'sort': sort}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'POST', url, _kv, data=data)
+
+    @_sub_cross_filing_signals.command('get', help='Cross-Filing Convergence Signals [cost 0]')
+    def cmd_get_api_v1_form_13f_cross_filing_signals(ctx: typer.Context, quarter: str = typer.Option(None, '--quarter', help='Quarter end date YYYY-MM-DD (e.g. 2025-12-31). Defaults to latest available.; example: 2025Q4'), window_before: str = typer.Option(None, '--window_before', help='Days before quarter start to look for insider purchases (0-90).'), window_after: str = typer.Option(None, '--window_after', help='Days after quarter end to look for insider purchases (0-90).'), limit: str = typer.Option(None, '--limit', help='Max results (1-100).; example: 20'), min_insider_buyers: str = typer.Option(None, '--min_insider_buyers', help='Minimum distinct insider buyers to include in results.'), min_fund_flow: str = typer.Option(None, '--min_fund_flow', help='Minimum institutional fund flow ($) to include in results.'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/cross-filing-signals'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'quarter': quarter, 'window_before': window_before, 'window_after': window_after, 'limit': limit, 'min_insider_buyers': min_insider_buyers, 'min_fund_flow': min_fund_flow}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_filers.command('get', help='Form 13F Filers [cost 10]')
+    def cmd_get_api_v1_form_13f_filers(ctx: typer.Context, q: str = typer.Option(None, '--q', help="Free-text search across (1) fund/registrant name, (2) CIK (exact-match), (3) signature_name (the authorized signer on the most recent 13F filing — useful for finding 'who manages this fund'), AND (4) the curated `filer_aliases` table that maps well-known fund managers to their fund CIKs (e.g. `buffett` → Berkshire Hathaway, `ackman` → Pershing Square, `dalio` → Bridgewater, `burry` → Scion Asset Management). Case-insensitive. Omit `q` to list top filers by `filing_count` (descending).; example: buffett"), limit: str = typer.Option(None, '--limit', help='Maximum filers returned (up to 10,000). The 10K cap supports client-side preloading the full filer universe for instant in-browser autocomplete (StockCircle-style UX). For typical query-driven autocomplete, 20-50 is plenty; for full-list preload use 10000.; example: 20'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/filers'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'q': q, 'limit': limit}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_filing_stats.command('get', help='Form 13F Filing Stats [cost 0]')
+    def cmd_get_api_v1_form_13f_filing_stats(ctx: typer.Context, period: str = typer.Option(None, '--period', help='Quarter-end date (YYYY-MM-DD), e.g. 2025-12-31 for Q4 2025. Defaults to the last completed quarter when between filing seasons, or the current filing period during active filing season.; example: 2025Q4'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/filing-stats'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'period': period}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_form_13f_search.command('get', help='Form 13F Search [cost 0]')
+    def cmd_get_api_v1_form_13f_search(ctx: typer.Context, q: str = typer.Option(None, '--q', help='Search by fund name, symbol, or CIK. Empty returns all active funds. Min 2 chars.; example: apple'), limit: str = typer.Option(None, '--limit', help='Max results (up to 5000); example: 20'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/search'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'q': q, 'limit': limit}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_fund.command('cusip-history', help='Form 13F Fund CUSIP History [cost 0]')
+    def cmd_get_api_v1_form_13f_fund_cik_cusip_cusip_history(ctx: typer.Context, cik: str = typer.Argument(..., help='Fund CIK in 10-char zero-padded form (e.g. `0001067983` for Berkshire Hathaway, `0001536411` for Duquesne Family Office). Server-side normalization handles 6/7/10-char input forms (the endpoint accepts `1067983` and pads it for you).; example: 0001067983'), cusip: str = typer.Argument(..., help='Canonical 9-character CUSIP for the security (`current_cusip` column in `normalized_holdings_deduped`). Pass the `cusip` (or `canonicalCusip` for chained-CUSIP fallback) from any holdings row on [GET /api/v1/form-13f/fund/{cik}](/docs/institutional-holdings/form-13f-api/get-form-13f-fund-cik). Validated server-side: alphanumeric only, ≤ 12 chars — anything else returns 400 BAD_REQUEST.; example: 037833100'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/fund/{cik}/cusip/{cusip}/history'
+        _pp: dict[str, str] = {'cik': cik, 'cusip': cusip}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_fund.command('periods', help='Form 13F Fund Periods [cost 0]')
+    def cmd_get_api_v1_form_13f_fund_cik_periods(ctx: typer.Context, cik: str = typer.Argument(..., help='Fund CIK (e.g. 0001067983); example: 0000320193'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/fund/{cik}/periods'
+        _pp: dict[str, str] = {'cik': cik}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_fund.command('show', help='Form 13F Fund [cost 0]')
+    def cmd_get_api_v1_form_13f_fund_cik(ctx: typer.Context, cik: str = typer.Argument(..., help='Fund CIK (e.g. 0001067983); example: 0000320193'), period: str = typer.Option(None, '--period', help='Report period date YYYY-MM-DD (e.g. 2024-09-30). Defaults to latest.; example: 2025Q4'), limit: str = typer.Option(None, '--limit', help='Holdings per page (1-200). Accepted alias: `size`.; example: 50'), offset: str = typer.Option(None, '--offset', help='Pagination offset. Accepted alias: `from`.; example: 0'), include_options: str = typer.Option(None, '--include_options', help="When `true`, response includes options positions (puts/calls) alongside long-equity holdings — `holdings[].is_option=true` and `holdings[].put_call='Put'/'Call'` mark each option row. Default `false` returns long-equity-only (matches pre-Phase-68 behavior of every existing caller — hedge-fund-search inline reports, screener, basket aggregator, /13f WebSocket). Cache key is keyed by this flag, so the two response shapes cache independently. Most filers carry zero options (Berkshire, Vanguard, BlackRock); options-heavy books include Scion Asset Mgmt (CIK 1649339), Pershing Square, etc.; example: true"), include_analytics: str = typer.Option(None, '--include_analytics', help="Phase 69 Plan 05 (since v3.23.0). When `true`, each `holdings[]` row gains 11 per-position cost-basis analytics fields: `avg_buy_price`, `current_price`, `cost_basis`, `market_value`, `unrealized_pnl`, `unrealized_pnl_pct`, `holding_period_days`, `holding_period_quarters`, `first_added`, `last_share_delta`, `last_transaction_quarter` (plus `sector` when /fund/{cik}'s row doesn't already carry one). Same VWAP-of-quarterly-closes methodology as the now-deprecated `/holdings-analytics` route — see that endpoint's responseSchema entries for per-field semantics, units, and null cases. Default `false` returns the byte-identical pre-Phase-69 response shape (no new fields). Cache key includes this flag as a dimension so the four combinations (no flags / opts / analytics / both) cache independently. If `CostBasisService` raises for an exotic CIK, the analytics decoration is skipped with a warning log — the default `/fund/{cik}` response is never broken by an analytics failure. Same opt-in flag pattern as `?include_options=true` (PR #149).; example: true"), options_only: str = typer.Option(None, '--options_only', help="Phase 73-02 (since v3.24.0). When `true`, response carries ONLY options rows (`holdings[].is_option=true` with `put_call='Put'/'Call'`) — equity is excluded. Lets clients fetch the Options-tab payload for `/filer/<slug>-<cik>/` without pulling the full 2K-5K-row equity book (~50 options rows for option-heavy filers like Duquesne / Scion / Pershing Square; 0 rows for Berkshire / Vanguard / BlackRock who report no options). Overrides `include_options` when both are sent (`options_only` is a strict subset). Default `false` keeps the byte-identical pre-Phase-73-02 behavior for every existing caller. Cache key partitions independently — flipping the flag triggers a cold path on first request, with `:options-only` suffix replacing `:opts` so the three response shapes (default / `:opts` / `:options-only`) never collide. Pairs with the Phase 73-01 matview-dedup fix (PR #181, since v3.24.0) which recovered ~1.49M previously-hidden option rows for filers holding common+options on the same CUSIP — both shipped together so options-heavy filer pages render the correct count in one efficient call.; example: true"), sort_by: str = typer.Option(None, '--sort_by', help='Phase 72-02 + 72-03 (since v3.23.0). Server-side sort column applied to the FULL `holdings[]` list BEFORE pagination — i.e. cross-page sort, not per-page. Default `value` (alias `market_value`) sorts by position USD value descending. Whitelist: `ticker`, `name`, `share_type`, `value`/`market_value`, `rank`, `percent_portfolio`, `shares`, `status`, `change_percent` (the 9 columns visible on the filer page) PLUS — when `include_analytics=true` is set — 9 analytics-decorator fields: `unrealized_pnl_pct`, `unrealized_pnl`, `cost_basis`, `avg_buy_price`, `current_price`, `holding_period_days`, `holding_period_quarters`, `first_added`, `last_transaction_quarter`. Date keys (`first_added`, `last_transaction_quarter`) compare lexicographically — equivalent to chronological for ISO `YYYY-MM-DD`. Invalid `sort_by` silently falls back to `value desc` so callers never see 4xx for typos. Cache key partitions on `(sort_by, sort_order)`; the historic default (`value`, `desc`) omits the suffix so pre-Phase-72 cache entries remain byte-for-byte valid. Powers the column-header click-to-sort behavior on the `/filer/<slug>-<cik>/` page for BlackRock-class filers (5K+ holdings) where client-side sort is impossibly large.; example: unrealized_pnl_pct'), sort_order: str = typer.Option(None, '--sort_order', help='Phase 72-02 (since v3.23.0). Sort direction: `asc` (ascending) or `desc` (descending). Default `desc`. Invalid values silently fall back to `desc`. Cache key includes this dimension when combined with non-default `sort_by`.; example: asc'), status: str = typer.Option(None, '--status', help="PR #285 (since v3.37.0). Server-side filter that restricts the `holdings[]` list to a single position-classification bucket — applied AFTER `_compute_analysis` assigns each holding its `status`, BEFORE sort + pagination. Whitelist: `all` (default — no filter, byte-for-byte pre-PR behavior), `new`, `increased`, `decreased`, `unchanged`, `closed`. Unknown values silently fall through unchanged (same convention as `sort_by`). `closed` is special-cased — closed positions are absent from the current `holdings` list (they were in the prior quarter but not current), so the handler synthesizes standard-shape rows from the `closed_list` analysis bucket with `shares=0`, `value=0`, `change_percent=-100`, `status='Closed'`, and the prior values preserved as `shares_sold` / `value_sold` so the frontend can render them into the same holdings table. `meta.pagination.total` reflects the FILTERED count (so the infinite-scroll holdings table on `/filer/<slug>-<cik>/` paginates correctly across status pills); `analysis.*.total` continues to reflect the UNFILTERED per-category totals (so the pill counts stay accurate regardless of which filter is active). Cache key partitions on `status`; the default `all` omits the suffix so pre-PR cache entries remain byte-for-byte valid. Mirrors the precedent on `GET /api/v1/tickers/{ticker}/holders?status=`.; example: new"), include_activity: str = typer.Option(None, '--include_activity', help="Phase 68.3 (since v3.39.0). When `true`, the response gains a fund-level `activity` object (see the `activity` responseSchema entry) with WhaleWisdom-parity quarter-over-quarter portfolio metrics: prior-quarter market value + % change, inflow/outflow USD, net-flow %, turnover % and turnover-alt %, the new / sold-out / increased / decreased / unchanged position counts, and average holding period (in quarters) for the top-10 / top-20 / all positions by value. Computed REQUEST-TIME from the current + prior-quarter holdings the report already loads — no extra quarter fan-out — plus at most ONE indexed lookup into the `sec_13f_holdings_analytics` warm cache for the time-held averages. Fund-wide regardless of any `status=` filter (the metrics are snapshotted before `status=` narrows `holdings[]`). On a fund's first 13F filing the prior-dependent metrics are `null`. The three `time_held_*` fields are best-effort: `null` until the Phase 79 cost-basis analytics cache is warm for this `(cik, period)` (the other activity scalars are always populated). Applies to `detail=full` only — the `summary` shape omits the block. Default `false` returns the byte-identical pre-Phase-68.3 response (no `activity` key). Cache key partitions on this flag (`:activity` suffix) so activity / non-activity responses cache independently and every pre-flag entry stays valid. Same opt-in flag pattern as `include_options` / `include_analytics`.; example: true"), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/fund/{cik}'
+        _pp: dict[str, str] = {'cik': cik}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'period': period, 'limit': limit, 'offset': offset, 'include_options': include_options, 'include_analytics': include_analytics, 'options_only': options_only, 'sort_by': sort_by, 'sort_order': sort_order, 'status': status, 'include_activity': include_activity}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_fund_performance.command('get', help='Fund Performance Ranking [cost 0]')
+    def cmd_get_api_v1_form_13f_fund_performance(ctx: typer.Context, quarter: str = typer.Option(None, '--quarter', help='Quarter end date (YYYY-MM-DD). Defaults to latest quarter with data. Use `data.available_quarters` (returned on `offset=0`) to populate a quarter-selector dropdown without a second round-trip.; example: 2025Q4'), cik: str = typer.Option(None, '--cik', help='Single fund CIK for detail mode. Returns position-level attribution for this fund.; example: 0000320193'), q: str = typer.Option(None, '--q', help='Free-text search across the 13F filer universe — matches the SAME pool as [GET /api/v1/form-13f/filers](/docs/institutional-holdings/form-13f-api/get-form-13f-filers). Resolves against `company_name`, padded CIK, unpadded CIK, `signature_name`, and the `filer_aliases` famous-manager table (`buffett` → Berkshire, `ackman` → Pershing, `dalio` → Bridgewater). Empty matches return `data.leaderboard=[]` (NOT 404) so the frontend can keep `quarter_metadata` + `pagination` visible. Since v3.26.0 (PR #185).; example: buffett'), has_returns: str = typer.Option(None, '--has_returns', help="When `true`, restricts results to funds where `return_1y IS NOT NULL` — drops the ~75% rollup coverage gap (funds whose multi-period rollup hasn't landed yet). Default `false` keeps the full filer universe browsable. FinRadar's leaderboard UI toggles this on by default. Since v3.26.0 (PR #185).; example: true"), sort_by: str = typer.Option(None, '--sort_by', help="Sort column. Whitelist mirrors `_build_fund_perf_dict`'s emitted fields so anything the frontend renders is server-side-sortable. Allowed values: `portfolio_return_pct` (default), `portfolio_value`, `holdings_count`, `price_coverage_pct`, `return_1y`, `return_3y`, `return_5y`, `return_10y`, `return_inception`, `sp500_return_1y`, `sp500_return_3y`, `sp500_return_5y`, `sp500_return_10y`, `alpha_1y`, `alpha_3y`, `alpha_5y`, `alpha_10y`, `portfolio_turnover`, `buy_value`, `sell_value`, `company_name`. Anything else returns 400 INVALID_PARAM. Legacy alias `sort` is still accepted. Multi-period return / S&P benchmark / alpha / turnover / buy-value / sell-value / company-name added in v3.26.0 (PR #185).; example: return_1y"), sort_order: str = typer.Option(None, '--sort_order', help='Sort direction: `desc` (default) or `asc`. Legacy alias `order` is still accepted.; example: desc'), limit: str = typer.Option(None, '--limit', help='Results per page (max 100).; example: 20'), offset: str = typer.Option(None, '--offset', help='Pagination offset. `data.available_quarters` is returned ONLY on the first page (`offset=0`) — infinite-scroll continuations skip it to stay lean.; example: 0'), min_holdings: str = typer.Option(None, '--min_holdings', help='Minimum holdings count for eligibility (default 10).'), min_aum: str = typer.Option(None, '--min_aum', help='Minimum AUM in dollars for eligibility (default $100M).'), include_all: str = typer.Option(None, '--include_all', help='If true, include funds below eligibility thresholds (default false).'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/fund-performance'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'quarter': quarter, 'cik': cik, 'q': q, 'has_returns': has_returns, 'sort_by': sort_by, 'sort_order': sort_order, 'limit': limit, 'offset': offset, 'min_holdings': min_holdings, 'min_aum': min_aum, 'include_all': include_all}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_funds.command('get', help='Form 13F Funds [cost 0]')
+    def cmd_get_api_v1_form_13f_funds(ctx: typer.Context, limit: str = typer.Option(None, '--limit', help='Max results (up to 10,000); example: 20'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/funds'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'limit': limit}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_holdings.command('query', help='Form 13F Holdings [cost 10]')
+    def cmd_post_api_v1_form_13f_holdings(ctx: typer.Context, query: str = typer.Option(None, '--query', help='Lucene-like query string. Field-scoped: `cik:1067983` (filer CIK, with or without zero-padding), `periodOfReport:2024-09-30` (exact quarter end), `periodOfReport:[2024-01-01 TO 2024-12-31]` (range), `filedAt:[A TO B]` (filing date range), `formType:"13F-HR"`, `holdings.ticker:AAPL` (chain-aware), `holdings.cusip:037833100` (chain-aware), `accessionNo:0001067983-24-000123`. Combine with `AND`/`OR`/`NOT`. Bare-word queries are matched against issuer name.'), from_: str = typer.Option(None, '--from', help='Zero-based pagination offset (NUMBER of filings to skip — NOT a date despite the name). Increment by `size` to walk pages: `from=0` → page 1, `from=50` → page 2 (when `size=50`). Capped at 10000 server-side; for deeper backfills use date-range chunking via `periodOfReport:[A TO B]`.'), size: str = typer.Option(None, '--size', help='Number of filings (NOT individual holdings rows) to return per page, capped at 50 server-side. Each filing can carry 1-3000+ holdings rows so total payload size scales with `size × avg_holdings_per_filing`. For Berkshire-shaped books expect ~50 holdings per filing; for index-fund books (Vanguard, BlackRock) expect ~3000+.'), sort: str = typer.Option(None, '--sort', help='Sort specification array (sec-api.io shape). Each element is `{ <field>: { order: \'asc\' | \'desc\' } }`. Common: `[{"filedAt": {"order": "desc"}}]` (most recent first), `[{"periodOfReport": {"order": "asc"}}]` (chronological for time-series). Defaults to `filedAt DESC` when omitted.'), includeChanges: str = typer.Option(None, '--includeChanges', help='When `true` AND `holdings.ticker` is set in the query, adds QoQ change fields to each ticker-matching holding: `changeShares` (int), `changePercent` (float), `status` (`New`/`Increased`/`Decreased`/`Unchanged`/`Closed`). Also returns `closedPositions` array (positions present in prior quarter but absent now) and `previousPeriod` (quarter used for comparison). Uses canonical CUSIP matching via `cusip_normalized` so cross-quarter corporate actions (mergers, ticker changes, share-class collapses) are correctly tracked. ~30-50% latency overhead per call.'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/holdings'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'query': query, 'from': from_, 'size': size, 'sort': sort, 'includeChanges': includeChanges}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'POST', url, _kv, data=data)
+
+    @_sub_holdings_analytics.command('get', help='Form 13F Fund Holdings Analytics [cost 0]')
+    def cmd_get_api_v1_form_13f_fund_cik_holdings_analytics(ctx: typer.Context, cik: str = typer.Argument(..., help='Fund CIK in 10-char zero-padded form (e.g. `0001067983` for Berkshire Hathaway, `0001364742` for BlackRock, `0000884144` for Vanguard, `0001037389` for Renaissance Technologies). Server-side normalization handles 6/7/10-char input forms.; example: 0001067983'), sort_by: str = typer.Option(None, '--sort_by', help="Sort key for `holdings[]`. Allowed values: `market_value`, `unrealized_pnl_pct`, `holding_period_days`, `avg_buy_price`, `cost_basis`. Returns 400 INVALID_PARAM on any other value. Use `holding_period_days` for a 'longest-held positions' view; `unrealized_pnl_pct` for a 'biggest gainers/losers' view."), order: str = typer.Option(None, '--order', help='Sort order: `desc` (default) or `asc`. Combined with `sort_by` — e.g. `sort_by=unrealized_pnl_pct&order=asc` surfaces the worst-performing positions first.'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/fund/{cik}/holdings-analytics'
+        _pp: dict[str, str] = {'cik': cik}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'sort_by': sort_by, 'order': order}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_latest.command('get', help='Form 13F Latest [cost 0]')
+    def cmd_get_api_v1_form_13f_latest(ctx: typer.Context, limit: str = typer.Option(None, '--limit', help='Number of filings to return (max 100); example: 20'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/latest'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'limit': limit}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_market_rotation.command('get', help='Market Rotation Signals [cost 0]')
+    def cmd_get_api_v1_form_13f_market_rotation(ctx: typer.Context, quarter: str = typer.Option(None, '--quarter', help='Quarter end date YYYY-MM-DD (e.g. 2025-12-31). Defaults to latest available.; example: 2025Q4'), compare: str = typer.Option(None, '--compare', help="Set to 'prev' to include QoQ comparison with previous quarter. Shows rotation shift (e.g., 'Strong Growth -> Moderate Value').; example: false"), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/market-rotation'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'quarter': quarter, 'compare': compare}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_search.command('get', help='Form 13F Holdings Search [cost 0]')
+    def cmd_get_api_v1_form_13f_holdings_search(ctx: typer.Context, q: str = typer.Option(None, '--q', help='Ticker symbol (e.g. AAPL) or CUSIP (e.g. 037833100). Min 2 chars.; example: apple'), limit: str = typer.Option(None, '--limit', help='Max fund results (up to 100); example: 20'), period: str = typer.Option(None, '--period', help='Report period filter (YYYY-MM-DD). Defaults to latest.; example: 2025Q4'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/form-13f/holdings/search'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'q': q, 'limit': limit, 'period': period}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)

finradar_cli/_generated/cmd_billing.py

@@ -0,0 +1,68 @@
+"""GENERATED by generate.py — do not edit. Run `make generate`."""
+from __future__ import annotations
+
+import typer
+from finradar_cli.commands.api import run_request
+
+
+def build(parent: typer.Typer) -> None:
+    _sub_history = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_history, name='history')
+    _sub_invoices = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_invoices, name='invoices')
+    _sub_plans = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_plans, name='plans')
+    _sub_subscription = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_subscription, name='subscription')
+
+    @_sub_history.command('get', help='Billing History [cost 0]')
+    def cmd_get_api_v1_billing_history(ctx: typer.Context, limit: str = typer.Option(None, '--limit', help="Maximum transactions to return per page (capped at 100 server-side). Most callers want 20-50 for typical 'last N transactions' display; for full-history exports use cursor pagination via `offset`.; example: 20"), offset: str = typer.Option(None, '--offset', help='Zero-based pagination offset (NUMBER of transactions to skip from the top). Increment by `limit` to walk pages: `offset=0` page 1, `offset=20` page 2 (when `limit=20`).; example: 0'), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/billing/history'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'limit': limit, 'offset': offset}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_invoices.command('get', help='Billing Invoices [cost 0]')
+    def cmd_get_api_v1_billing_invoices(ctx: typer.Context, limit: str = typer.Option(None, '--limit', help="Max invoices to return per page. Default 10. Stripe enforces an upper bound of 100 server-side — values above are silently truncated by Stripe. For a user's full invoice history, paginate via Stripe's `starting_after` cursor (NOT exposed by this endpoint — use POST /api/v1/account/billing-portal for full history).; example: 20"), data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/billing/invoices'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {'limit': limit}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_plans.command('get', help='Plans [cost 0]')
+    def cmd_get_api_v1_plans(ctx: typer.Context, data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/plans/'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_subscription.command('get', help='Billing Subscription [cost 0]')
+    def cmd_get_api_v1_billing_subscription(ctx: typer.Context, data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/billing/subscription'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)

finradar_cli/_generated/cmd_core.py

@@ -0,0 +1,38 @@
+"""GENERATED by generate.py — do not edit. Run `make generate`."""
+from __future__ import annotations
+
+import typer
+from finradar_cli.commands.api import run_request
+
+
+def build(parent: typer.Typer) -> None:
+    _sub_facts = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_facts, name='facts')
+    _sub_stats = typer.Typer(no_args_is_help=True)
+    parent.add_typer(_sub_stats, name='stats')
+
+    @_sub_facts.command('get', help='Facts [cost 10]')
+    def cmd_get_api_v1_facts(ctx: typer.Context, data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/facts'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)
+
+    @_sub_stats.command('get', help='Stats [cost 0]')
+    def cmd_get_api_v1_stats(ctx: typer.Context, data: str = typer.Option(None, "--data", help="JSON body or @file.json")):
+        url = '/api/v1/stats'
+        _pp: dict[str, str] = {}
+        for _k, _v in _pp.items():
+            url = url.replace("{" + _k + "}", str(_v))
+        _kv: list[str] = []
+        _body: dict[str, str | None] = {}
+        for _name, _val in _body.items():
+            if _val is not None:
+                _kv.append(f"{_name}={_val}")
+        run_request(ctx.obj, 'GET', url, _kv, data=data)