Add Alpha Vantage event calendar provider

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dirtydishes 2026-05-05 03:02:51 -04:00
parent 9bace6932e
commit dd32be7717
8 changed files with 237 additions and 8 deletions

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@ -241,6 +241,11 @@ Default `smart-money` policy rejects lower-information prints and keeps high-con
| `CLASSIFIER_0DTE_MIN_SIZE` | `400` | Minimum size for 0DTE classifier events. |
| `SMART_MONEY_EVENT_CALENDAR_PATH` | empty | Optional JSON event-calendar file used by compute to enrich event-driven smart-money profile features. |
| `REFDATA_EVENT_CALENDAR_PATH` | empty | Optional JSON event-calendar file for refdata service startup validation; falls back to `SMART_MONEY_EVENT_CALENDAR_PATH` when unset. |
| `REFDATA_EVENT_CALENDAR_PROVIDER` | empty | Set to `alpha_vantage` to have refdata refresh the calendar cache from Alpha Vantage. |
| `ALPHA_VANTAGE_API_KEY` | empty | Alpha Vantage key used when `REFDATA_EVENT_CALENDAR_PROVIDER=alpha_vantage`. |
| `ALPHA_VANTAGE_EARNINGS_HORIZON` | `3month` | Alpha Vantage earnings horizon: `3month`, `6month`, or `12month`. |
| `ALPHA_VANTAGE_EARNINGS_SYMBOL` | empty | Optional single-symbol Alpha Vantage earnings query; empty fetches the full scheduled earnings list. |
| `REFDATA_EVENT_CALENDAR_REFRESH_MS` | `86400000` | Refdata refresh cadence for provider-backed event-calendar cache writes. |
Event-calendar rows may use `symbol`, `underlying`, or `underlying_id`; `event_date`, `event_time`, or `event_ts`; and `announced_ts`, `available_ts`, `as_of_ts`, or `created_ts`. Compute only uses events already available at the packet timestamp, so missing or unavailable rows leave event-alignment features as neutral `null` values.