Adding API Sources to Metapyle

Overview

Add new financial data source adapters following TDD and established patterns. Each source provides

fetch()

get_metadata()

Core principle: Use

brainstorming

Workflow

1. Design - Use

   brainstorming

   skill to decide data model mapping
2. Plan - Use

   writing-plans

   skill for implementation plan
3. Implement - Follow TDD with subagents (see Quick Reference)

Design Questions (Brainstorming Phase)

Before coding, answer these questions using the

brainstorming

symbol

field

params

get_metadata()

Quick Reference

git checkout -b feature/<source>-source

sources/<source>.py

NotImplementedError

sources/__init__.py

__all__

tests/unit/test_sources_<source>.py

sources/<source>.py

fetch()

get_metadata()

pyproject.toml

Batch Fetch API

Sources receive batched requests via

Sequence[FetchRequest]

from collections.abc import Sequence
from metapyle.sources.base import BaseSource, FetchRequest, make_column_name, register_source

@register_source("<source>")
class <Source>Source(BaseSource):
    def fetch(
        self,
        requests: Sequence[FetchRequest],
        start: str,
        end: str,
    ) -> pd.DataFrame:
        """
        Parameters
        ----------
        requests : Sequence[FetchRequest]
            Each has: symbol, field (optional), path (optional), params (optional)
        start, end : str
            ISO dates (YYYY-MM-DD)
            
        Returns
        -------
        pd.DataFrame
            DatetimeIndex, columns named via make_column_name(symbol, field)
        """
        if not requests:
            return pd.DataFrame()
        # ... implementation

FetchRequest Fields

@dataclass(frozen=True, slots=True, kw_only=True)
class FetchRequest:
    symbol: str                          # Required - primary identifier
    field: str | None = None             # Optional - e.g., "PX_LAST", "dataset::col"
    path: str | None = None              # Optional - for localfile source
    params: dict[str, Any] | None = None # Optional - extra filters

Column Naming

Always use

make_column_name()

from metapyle.sources.base import make_column_name

# In fetch(), rename columns:
for req in requests:
    col_name = make_column_name(req.symbol, req.field)  # "AAPL::PX_LAST" or "AAPL"
    result[col_name] = data[req.symbol]

Batch Grouping Pattern

When API requires grouping (e.g., by dataset):

def fetch(self, requests: Sequence[FetchRequest], start: str, end: str) -> pd.DataFrame:
    # Group by some key (dataset_id, field type, etc.)
    groups: dict[str, list[FetchRequest]] = {}
    for req in requests:
        key = extract_key(req.field)  # Your grouping logic
        groups.setdefault(key, []).append(req)
    
    # Fetch each group (potentially in parallel)
    result_dfs: list[pd.DataFrame] = []
    for key, group_requests in groups.items():
        symbols = [req.symbol for req in group_requests]
        df = api.batch_fetch(key, symbols, start, end)
        result_dfs.append(df)
    
    # Merge results
    result = result_dfs[0]
    for df in result_dfs[1:]:
        result = result.join(df, how="outer")
    return result

Lazy Import Pattern

_LIB_AVAILABLE: bool | None = None
_lib_modules: dict[str, Any] = {}

def _get_lib() -> dict[str, Any]:
    """Lazy import of library modules."""
    global _LIB_AVAILABLE, _lib_modules
    if _LIB_AVAILABLE is None:
        try:
            from library import Module1, Module2
            _lib_modules = {"Module1": Module1, "Module2": Module2}
            _LIB_AVAILABLE = True
        except (ImportError, Exception):
            _lib_modules = {}
            _LIB_AVAILABLE = False
    return _lib_modules

Exception Handling

try:
    data = api.fetch(symbols, start, end)
except (FetchError, NoDataError):
    raise  # Re-raise our exceptions as-is
except Exception as e:
    logger.error("fetch_failed: symbols=%s, error=%s", symbols, str(e))
    raise FetchError(f"API error: {e}") from e

if data.empty:
    raise NoDataError(f"No data returned for {symbols}")

Test Pattern

class TestSourceFetch:
    def test_single_request(self) -> None:
        with patch("metapyle.sources.<source>._get_lib") as mock_get:
            mock_lib = {"API": MagicMock()}
            mock_lib["API"].fetch.return_value = mock_data
            mock_get.return_value = mock_lib

            source = <Source>Source()
            requests = [FetchRequest(symbol="SYM", field="FIELD")]
            df = source.fetch(requests, "2024-01-01", "2024-12-31")

            assert "SYM::FIELD" in df.columns
            assert isinstance(df.index, pd.DatetimeIndex)

pyproject.toml

[project.optional-dependencies]
<source> = ["<library>"]

[[tool.mypy.overrides]]
module = ["<library>", "<library>.*"]
ignore_missing_imports = true

Common Mistakes

fetch()

fetch(requests: Sequence[FetchRequest], start, end)

_get_lib()

make_column_name(symbol, field)

logger.debug("msg: %s", var)

pd.DataFrame()

not requests

FetchError

NoDataError

TDD Order

1. RED: Write test for

   _get_lib()

   (library not installed)
2. GREEN: Implement lazy import
3. RED: Write test for single request fetch
4. GREEN: Implement basic fetch
5. RED: Write test for batch fetch
6. GREEN: Implement batch handling
7. RED: Write error handling tests
8. GREEN: Implement error handling
9. VERIFY: Run full test suite, ruff, mypy