The series domain: published readings that are not prices, built from TradingView raw files (0.3.0) - #31
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… TradingView raw files (0.3.0)
A third domain beside equities and futures, for daily vendor readings with no
price behind them: the share of Nasdaq stocks above their 5-day average (the
AGI "FOMO" read), counts of new 52-week highs and lows, the Cboe put/call
ratios. Nothing adjusts them, so the domain has one tier, `raw`, which is the
stored frame; `Close` is the reading. Scoping: docs/design/
breadth-domain-scoping.md (Part B, now landed with a different vendor) and
cot-analyzer's docs/design/tradingview-breadth-scoping.md.
Registry: DOMAINS gains "series", PRICE_SOURCES gains "tradingview" (never
defaulted, like cboe), Symbol gains `tradingview`, `kind` (percent | count |
ratio, which fixes the validated range) and `anchors` (published readings the
build re-verifies). Series symbols default no Yahoo or Norgate ticker, so no
other producer can claim them. Eleven entries under Market Breadth and Options
Sentiment; NASDAQ_ means the Composite, the FOMO script's universe, not the
100. NASDAQ_FOMO_5D carries two anchors: 48.05 on 2026-07-29 (the EDGE report's
printed reading) and 32.23 on 2026-09-16 (pulled after the close on the
producer box and on a Mac, identical).
Tiers: DOMAIN_TIERS["series"] = ("raw",), stored flat like equities, derived
as the identity so the stored-or-derived partition stays total. Reader:
get_bars serves the frame as-is, refuses price tiers with a message naming
the domain, and refuses asof= (a published reading does not restate; end=
says what a vintage would say). available(), coverage_gaps and provenance
work unchanged.
Producer: providers/tradingview.py, stage 2 only. TradingView has no data
API; the feed reaches this stack through a claude.ai connector, so stage 1
is a Claude Code Desktop local routine on the Windows box writing the
connector's results verbatim under _raw/tradingview/<symbol>/<date>.json
(producer-internal, outside both syncs, which already exclude _raw). The
build reads only those files and refuses, naming the file and the bar:
- a file that is not the connector's JSON, or names another symbol or
interval;
- any bar that overlaps the store and differs in Close (the store is never
rewritten; a vendor restatement or a transcription slip is a human's to
resolve), and any bar two raw files disagree on;
- values outside the kind's range, non-integer counts, non-positive ratios,
non-increasing stamps, two bars on one session;
- an anchor that does not match;
- a newest bar older than the expected session (the latest weekday whose
16:30 ET close has passed), with nothing written: the routine's second
run is the retry. Exchange holidays are not modelled and are documented.
CLI: --build-tradingview and --expect-session (a date, or "none" for old
files); --bars --domain series is refused rather than silently doing nothing.
Session dates are the Eastern date of the vendor's open stamp.
Tests: the fixture is the ten-bar INDEX:NCFD file the routine wrote on the
box on 2026-09-16; every guard has a case that also checks nothing was
written; the expected-session rule is pinned across the week and the close;
the CLI exit codes follow the result.
Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
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Summary
Step 4 of the order of work in cot-analyzer's
docs/design/tradingview-breadth-scoping.md: theseriesdomain and the TradingView build step. Closes Part B ofdocs/design/breadth-domain-scoping.mdwith a different vendor than it planned.seriesholds daily vendor readings with no price behind them (FOMO share, new-highs/lows counts, put/call ratios). One tier,raw, stored flat like equities and served as-is;Closeis the reading.get_barsrefuses price tiers andasof=with messages naming why.available,coverage_gaps,provenancework unchanged.PRICE_SOURCESgainstradingview(never defaulted, likecboe);Symbolgainstradingview,kind(percent | count | ratio) andanchors. Series symbols default no Yahoo or Norgate ticker, so no other producer can claim them (checked: the Yahoo producer filters ons.yahoo). Eleven entries;NASDAQ_is the Composite, the FOMO script's universe.NASDAQ_FOMO_5Dcarries anchors 48.05 (2026-07-29, the EDGE report) and 32.23 (2026-09-16, box and Mac identical).providers/tradingview.pybuilds from raw JSON a Claude Code Desktop local routine on the Windows box writes verbatim under_raw/tradingview/(outside both syncs already). Guards, each refusing by file and bar and writing nothing: JSON shape and symbol; overlap agreement with the store and between files (the store is never rewritten); range bykind; strictly increasing stamps; registry anchors; a session gate (latest weekday past 16:30 ET) so a stale pull exits non-zero and the routine's second run retries.--build-tradingview,--expect-session YYYY-MM-DD|none;--bars --domain seriesis refused rather than silently doing nothing.Test plan
tests/test_series_domain.py(8) andtests/test_tradingview_build.py(34): the fixture is the box's ten-barINDEX:NCFDfile; every guard has a case that also checks nothing was written; expected-session pinned across the week and the close; CLI exit codes.ruff check src testsclean at 0.15.22.run-series.cmd, the routine instructions and allow rules, the backfill, and the verifier's freshness row (step 5 of the scoping doc).🤖 Generated with Claude Code