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"""MCP Router for Portfolio Intelligence Platform.
Orchestrates MCP servers for financial data and quantitative analysis.
"""
from typing import Dict, List, Any, Optional
import logging
import sys
import os
# Add backend directory to path for MCP imports
sys.path.insert(0, os.path.dirname(os.path.dirname(__file__)))
# Import all MCP servers
from backend.mcp_servers import yahoo_finance_mcp, fmp_mcp, trading_mcp, fred_mcp
from backend.mcp_servers import portfolio_optimizer_mcp, risk_analyzer_mcp, ensemble_predictor_mcp
from backend.mcp_servers import news_sentiment_mcp
# Import caching decorator
from backend.caching.decorators import cached_async
from backend.caching.redis_cache import CacheDataType
logger = logging.getLogger(__name__)
class MCPRouter:
"""Router for orchestrating multiple MCP servers.
Manages connections to:
- P0 (Week 1): Yahoo Finance, FMP, Trading-MCP, FRED, Portfolio Optimizer, Risk Analyzer
- P1 (Week 2): Ensemble Predictor (Chronos + statistical models)
"""
def __init__(self):
"""Initialise MCP router with configured servers."""
self.servers: Dict[str, Any] = {}
self._initialise_servers()
def _initialise_servers(self):
"""Initialise connections to MCP servers."""
logger.info("Initialising MCP servers")
# Map MCP server modules
self.servers = {
"yahoo_finance": yahoo_finance_mcp,
"fmp": fmp_mcp,
"trading_mcp": trading_mcp,
"fred": fred_mcp,
"portfolio_optimizer": portfolio_optimizer_mcp,
"risk_analyzer": risk_analyzer_mcp,
"ensemble_predictor": ensemble_predictor_mcp,
"news_sentiment": news_sentiment_mcp, # 8th MCP - Enhancement #3
}
logger.info(f"Initialised {len(self.servers)} MCP servers")
# Yahoo Finance MCP methods
@cached_async(
namespace="yahoo_finance",
data_type=CacheDataType.MARKET_DATA, # 60s TTL for real-time quotes
)
async def call_yahoo_finance_mcp(self, tool: str, params: Dict[str, Any]) -> Dict[str, Any]:
"""Call Yahoo Finance MCP tool.
Args:
tool: Tool name (get_quote, get_historical_data, get_fundamentals)
params: Tool parameters
Returns:
Tool result
"""
logger.debug(f"Calling Yahoo Finance MCP: {tool}")
if tool == "get_quote":
from backend.mcp_servers.yahoo_finance_mcp import get_quote, QuoteRequest
request = QuoteRequest(**params)
result = await get_quote.fn(request)
elif tool == "get_historical_data":
from backend.mcp_servers.yahoo_finance_mcp import get_historical_data, HistoricalRequest
request = HistoricalRequest(**params)
result = await get_historical_data.fn(request)
elif tool == "get_fundamentals":
from backend.mcp_servers.yahoo_finance_mcp import get_fundamentals, FundamentalsRequest
request = FundamentalsRequest(**params)
result = await get_fundamentals.fn(request)
else:
raise ValueError(f"Unknown Yahoo Finance tool: {tool}")
# Convert Pydantic models to dicts
if hasattr(result, 'model_dump'):
return result.model_dump()
elif isinstance(result, list):
return [r.model_dump() if hasattr(r, 'model_dump') else r for r in result]
return result
# FMP MCP methods
@cached_async(
namespace="fmp",
data_type=CacheDataType.HISTORICAL_DATA, # 12 hours TTL
ttl=21600, # Override to 6 hours for company fundamentals
)
async def call_fmp_mcp(self, tool: str, params: Dict[str, Any]) -> Dict[str, Any]:
"""Call Financial Modeling Prep MCP tool.
Args:
tool: Tool name
params: Tool parameters
Returns:
Tool result
"""
logger.debug(f"Calling FMP MCP: {tool}")
if tool == "get_company_profile":
from backend.mcp_servers.fmp_mcp import get_company_profile, CompanyProfileRequest
request = CompanyProfileRequest(**params)
result = await get_company_profile.fn(request)
elif tool == "get_financial_ratios":
from backend.mcp_servers.fmp_mcp import get_financial_ratios, FinancialRatiosRequest
request = FinancialRatiosRequest(**params)
result = await get_financial_ratios.fn(request)
elif tool == "get_key_metrics":
from backend.mcp_servers.fmp_mcp import get_key_metrics, KeyMetricsRequest
request = KeyMetricsRequest(**params)
result = await get_key_metrics.fn(request)
else:
raise ValueError(f"Unknown FMP tool: {tool}")
if hasattr(result, 'model_dump'):
return result.model_dump()
elif isinstance(result, list):
return [r.model_dump() if hasattr(r, 'model_dump') else r for r in result]
return result
# Trading MCP methods
@cached_async(
namespace="trading",
data_type=CacheDataType.HISTORICAL_DATA, # 12 hours TTL for technical indicators
)
async def call_trading_mcp(self, tool: str, params: Dict[str, Any]) -> Dict[str, Any]:
"""Call Trading MCP tool.
Args:
tool: Tool name
params: Tool parameters
Returns:
Tool result
"""
logger.debug(f"Calling Trading MCP: {tool}")
if tool == "get_technical_indicators":
from backend.mcp_servers.trading_mcp import get_technical_indicators, TechnicalIndicatorsRequest
request = TechnicalIndicatorsRequest(**params)
result = await get_technical_indicators.fn(request)
else:
raise ValueError(f"Unknown Trading MCP tool: {tool}")
if hasattr(result, 'model_dump'):
return result.model_dump()
return result
# FRED MCP methods
@cached_async(
namespace="fred",
data_type=CacheDataType.HISTORICAL_DATA, # 12 hours default
ttl=86400, # Override to 24 hours for economic data (changes infrequently)
)
async def call_fred_mcp(self, tool: str, params: Dict[str, Any]) -> Dict[str, Any]:
"""Call FRED MCP tool.
Args:
tool: Tool name
params: Tool parameters
Returns:
Tool result
"""
logger.debug(f"Calling FRED MCP: {tool}")
if tool == "get_economic_series":
from backend.mcp_servers.fred_mcp import get_economic_series, SeriesRequest
request = SeriesRequest(**params)
result = await get_economic_series.fn(request)
else:
raise ValueError(f"Unknown FRED tool: {tool}")
if hasattr(result, 'model_dump'):
return result.model_dump()
return result
# Portfolio Optimizer MCP methods
@cached_async(
namespace="portfolio_optimizer",
data_type=CacheDataType.PORTFOLIO_METRICS, # 30 min default
ttl=14400, # Override to 4 hours for optimization results (computational, deterministic)
)
async def call_portfolio_optimizer_mcp(self, tool: str, params: Dict[str, Any]) -> Dict[str, Any]:
"""Call Portfolio Optimizer MCP tool.
Args:
tool: Tool name
params: Tool parameters
Returns:
Tool result
"""
logger.debug(f"Calling Portfolio Optimizer MCP: {tool}")
from backend.mcp_servers.portfolio_optimizer_mcp import (
optimize_hrp, optimize_black_litterman, optimize_mean_variance, OptimizationRequest
)
request = OptimizationRequest(**params)
if tool == "optimize_hrp":
result = await optimize_hrp.fn(request)
elif tool == "optimize_black_litterman":
result = await optimize_black_litterman.fn(request)
elif tool == "optimize_mean_variance":
result = await optimize_mean_variance.fn(request)
else:
raise ValueError(f"Unknown Portfolio Optimizer tool: {tool}")
if hasattr(result, 'model_dump'):
return result.model_dump()
return result
# Risk Analyzer MCP methods
@cached_async(
namespace="risk_analyzer",
data_type=CacheDataType.PORTFOLIO_METRICS, # 30 min default
ttl=14400, # Override to 4 hours for risk analysis (computational, deterministic)
)
async def call_risk_analyzer_mcp(self, tool: str, params: Dict[str, Any]) -> Dict[str, Any]:
"""Call Risk Analyzer MCP tool.
Args:
tool: Tool name
params: Tool parameters
Returns:
Tool result
"""
logger.debug(f"Calling Risk Analyzer MCP: {tool}")
if tool == "analyze_risk":
from backend.mcp_servers.risk_analyzer_mcp import analyze_risk, RiskAnalysisRequest
request = RiskAnalysisRequest(**params)
result = await analyze_risk.fn(request)
else:
raise ValueError(f"Unknown Risk Analyzer tool: {tool}")
if hasattr(result, 'model_dump'):
return result.model_dump()
return result
# Ensemble Predictor MCP methods
@cached_async(
namespace="ensemble_predictor",
data_type=CacheDataType.HISTORICAL_DATA, # 12 hours default
ttl=21600, # Override to 6 hours for ML forecasts (expensive computation)
)
async def call_ensemble_predictor_mcp(self, tool: str, params: Dict[str, Any]) -> Dict[str, Any]:
"""Call Ensemble Predictor MCP tool.
Args:
tool: Tool name
params: Tool parameters
Returns:
Tool result
"""
logger.debug(f"Calling Ensemble Predictor MCP: {tool}")
if tool == "forecast_ensemble":
from backend.mcp_servers.ensemble_predictor_mcp import forecast_ensemble, ForecastRequest
request = ForecastRequest(**params)
result = await forecast_ensemble.fn(request)
else:
raise ValueError(f"Unknown Ensemble Predictor tool: {tool}")
if hasattr(result, 'model_dump'):
return result.model_dump()
return result
@cached_async(
namespace="news_sentiment",
data_type=CacheDataType.USER_DATA, # 2 hours default
ttl=7200, # 2 hours for news sentiment (balance freshness vs API costs)
)
async def call_news_sentiment_mcp(self, tool: str, params: Dict[str, Any]) -> Dict[str, Any]:
"""Call News Sentiment MCP tool.
Args:
tool: Tool name (get_news_with_sentiment)
params: Tool parameters (ticker, days_back)
Returns:
TickerNewsWithSentiment with articles and sentiment scores
"""
logger.debug(f"Calling News Sentiment MCP: {tool}")
if tool == "get_news_with_sentiment":
from backend.mcp_servers.news_sentiment_mcp import get_news_with_sentiment
result = await get_news_with_sentiment.fn(
ticker=params.get("ticker"),
days_back=params.get("days_back", 7)
)
else:
raise ValueError(f"Unknown News Sentiment tool: {tool}")
if hasattr(result, 'model_dump'):
return result.model_dump()
return result
# High-level helper methods
async def fetch_market_data(self, tickers: List[str]) -> Dict[str, Any]:
"""Fetch market data for given tickers.
Args:
tickers: List of stock/asset tickers
Returns:
Market data from Yahoo Finance and other sources
"""
logger.info(f"Fetching market data for {len(tickers)} tickers")
return await self.call_yahoo_finance_mcp("get_quote", {"tickers": tickers})
async def fetch_fundamentals(self, tickers: List[str]) -> Dict[str, Any]:
"""Fetch fundamental data from Financial Modeling Prep.
Args:
tickers: List of stock tickers
Returns:
Fundamental data (P/E, margins, revenue, etc.)
"""
logger.info(f"Fetching fundamentals for {len(tickers)} tickers")
results = {}
for ticker in tickers:
results[ticker] = await self.call_fmp_mcp("get_company_profile", {"ticker": ticker})
return results
async def fetch_technical_indicators(self, tickers: List[str]) -> Dict[str, Any]:
"""Fetch technical indicators from Trading-MCP.
Args:
tickers: List of stock tickers
Returns:
Technical indicators (RSI, MACD, Bollinger Bands, etc.)
"""
logger.info(f"Fetching technical indicators for {len(tickers)} tickers")
results = {}
for ticker in tickers:
results[ticker] = await self.call_trading_mcp("get_technical_indicators", {"ticker": ticker})
return results
async def fetch_macro_data(self) -> Dict[str, Any]:
"""Fetch macroeconomic data from FRED.
Returns:
Macroeconomic indicators (GDP, unemployment, inflation, etc.)
"""
logger.info("Fetching macroeconomic data")
results = {}
for series_id in ["GDP", "UNRATE", "DFF"]:
results[series_id] = await self.call_fred_mcp("get_economic_series", {"series_id": series_id})
return results
# Global MCP router instance
mcp_router = MCPRouter()
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