Add a Cboe provider and pin VIX3M to it - #30
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Yahoo serves the Cboe term-structure indices patchily: measured 2026-09-14, a full pull of ^VIX3M ended 2026-07-17 and a three-month pull had 24 rows against 64 for ^VIX. Cboe publishes the same indices as a complete daily OHLC CSV with no key. providers/cboe.py reads it into the equities frame, runs inside --bars --domain equities after yfinance, and serves only symbols whose registry entry names a cboe key and resolves to it. VIX3M is pinned with price_source: cboe; nothing else moves, and VIX stays on Yahoo. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
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What
A fourth vendor,
providers/cboe.py, reading Cboe's own daily index CSV (cdn.cboe.com/api/global/us_indices/daily_prices/<symbol>_History.csv, no key, one GET), andVIX3Mpinned to it.Why. Yahoo serves the Cboe term-structure indices patchily. Measured 2026-09-14: a full-history pull of
^VIX3Mended on 2026-07-17, while a three-month pull returned 24 rows against 64 for^VIXover the same span. The tape-context row that reads VIX/VIX3M spent two months trailing the crowd board because of it. Cboe's file is complete daily OHLC from 2009-09-18 through last Friday (4,271 rows parsed end to end from the real download).Shape.
^VIX(Volume 0, actions 0), so the one equity reader serves it and every tier is a passthrough.cboekey, never defaulted, andPRICE_SOURCESgainscboeLAST so it can only win a symbol by explicitprice_source. Yahoo carries the same tickers; without the pin the deployment default would take the symbol back.update.pyruns it inside--bars --domain equitiesafter yfinance. A deployment with no pinned symbol pays one no-op. The Windows equities task picks it up unchanged.VIX3Mis pinned.VIXstays on Yahoo, which serves it completely and which a consumer in another repo documents fetching from there.After merge
Pull onto the Windows box; the 17:30 equities task writes
bars/equities/cboe/VIX3M.parquetand the nightly push delivers it. Until then a consumer readingVIX3Msees it present under a different vendor and, in cot-analyzer's case, reports the row as awaiting data. The old yfinance parquet stays in the store, harmlessly, as a second source nothing resolves to.Verification
tests/test_cboe_provider.py(7): NAME in the vocabulary and last; CSV parse to the equities frame; VIX3M resolves to cboe under either deployment default; cboe is never defaulted onto another symbol; update writes the pinned symbol andget_barsserves it on all three tiers; scoped no-op; failed download is a failed run.ruff check src testsclean.🤖 Generated with Claude Code