fd-open-data-mcp

An open-data ontology MCP: a semantic concept layer over multi-datasource financial/economic data. You ask for data in concepts + entities (e.g. "price.close for Moutai", "GDP for China"); the system resolves the concept to physical columns across datasources, ranks candidate sources by quality + accessibility, fetches from the best one (with failover), caches by concept, and refreshes on a per-concept frequency.

It consumes the finddata fd-* datasource registries and fd-entities-indicators read-only and adds the unifying layers on top.

Architecture

CONSUMED (read-only)                  ADDED by fd-open-data-mcp
 fd-akshare/yfinance/world/             concept_bindings   (column -> concept)
 cn-report/cn-gov registries            entity_source_identifiers (per-source id)
 fd-entities-indicators                 source_rankings    (quality × access × freshness)
   indicator_defs (926 concepts)        semantic_observations (read-through cache)
   countries/cities/symbols/sw_industries   fetch_log / schedules / executions
        │
   TRANSFORMERS: import_catalog, consume_concepts, propose_bindings,
                 seed_entity_identifiers, generate_refresh_schedules
        │
   RUNTIME: read() -> cache hit? : dispatch (ranked, failover) -> cache -> log

Six capabilities (see openspec/changes/add-fd-open-data-mcp/specs/): open-data-catalog, semantic-layer, entity-identity, source-ranking, concept-fetch, scheduled-refresh.

Install

cd /Users/chengsishi/finddata/fd-open-data-mcp
uv sync                  # base install
uv sync --extra data     # + akshare / yfinance / world_bank_data (for real fetches)

The DB path defaults to fd_open_data_mcp/metadata/daas.db; override with FD_OPEN_DATA_MCP_DATABASE_URL. FINDDATA_ROOT (default: the parent finddata/ dir) locates the fd-* providers. EDGAR_IDENTITY (an email) is required by the SEC before any edgar fetch - the runner refuses to call anonymously if it is unset.

Quickstart

# 1. create the ontology tables
fd-open-data-mcp migrate

# 2. import the catalogs (akshare 673, yfinance 12, cn-gov 11, cn-report 44, edgar 6, ...)
fd-open-data-mcp import-catalog
# or one provider:  fd-open-data-mcp import-catalog akshare

# 3. consume the 926 indicator_defs as concepts + propose column->concept bindings
fd-open-data-mcp consume-concepts
fd-open-data-mcp propose-bindings

# 4. seed per-source entity identifiers (akshare/yfinance for stocks, worldbank for countries)
fd-open-data-mcp seed-entities

# 5. generate per-concept refresh schedules from indicator_defs.frequency
fd-open-data-mcp generate-schedules

# 6. read data by concept + entity (read-through cache + ranked dispatch + failover)
fd-open-data-mcp read --concept-id 234 --entity-type stock --entity-id 1 --date 2024-07-26

MCP server

fd-open-data-mcp serve          # FastMCP, stdio transport

16 tools: import_catalog, consume_concepts, propose_bindings, list_concepts, list_bindings, review_bindings, confirm_binding, seed_entity_identifiers, resolve_entity, add_entity_identifier, rank_sources, read, fetch, generate_refresh_schedules, list_schedules, run_schedule.

Tests

uv run --with pytest pytest -q

Design notes / v1 limitations

• Propose-and-confirm: column->concept bindings carry confidence + provenance; below-threshold bindings are withheld from dispatch (review queue). A real fetch promotes a binding to sample-confirmed.
• Ranking is per (source × concept), self-tuning from fetch_log (bounded so one failure can't remove a source).
• Conflict policy: one cached value per (concept, entity, date) with source_used attached; values are never merged across sources.
• LLM provider for meaning-enrichment / cross-language concept mapping is an open question (design.md); v1 uses a rule table + semantic_type hints.
• _build_params / _extract_value in the fetch runner are best-effort; a production runner refines per-function date-format / payload-shape quirks.

See openspec/changes/add-fd-open-data-mcp/ for the full spec.