Vintage

io.github.RezaSoleymanifar由 GitHub 帳號 RezaSoleymanifar 發布v0.9.0更新於 Oct 24, 2026

Free financial data from eleven sources behind six verbs, point-in-time where the source allows.

已驗證STDIO僅桌面金融資料與分析

概覽

AI 產生的概覽

從免費公開來源提供正規化、時點化的金融資料,並具備取得、解析、探索、回測與基準比較工具。

可以做什麼
Vintage 連接免費公開金融來源,並透過六個動詞暴露:resolve、discover、fetch、events、backtest 與 benchmark,外加一個 status 工具。來源是參數而非獨立工具,因此可用 as_of 日期取得任意來源的任意欄位。每個值都帶有 observed_at 與 known_at,面板以 known_at 為索引,因此切片天生就是時點化的。回測器依換手收取成本並回報通縮夏普比率。
適用情境
適用於時點化金融研究:取得價格、基本面、宏觀序列、申報文件、因子與已發表異象,以及用成本與留出路徑回測橫斷面訊號。適合希望無需自建膠水程式碼即可使用免費一手來源資料的使用者。
執行需求
透過 stdio 在本機執行,使用 uvx vintage-mcp 或 pip install vintage-mcp 安裝。需要 uv 或 Python 以及網路存取。零設定即可運作;可選設定為 FRED_API_KEY(宏觀 vintage)、VINTAGE_USER_AGENT(SEC EDGAR 聯絡方式)與 VINTAGE_CACHE_DIR(快取位置)。
安裝前請注意
FRED_API_KEY 是伺服器行程讀取的機密,應保存在設定檔中。VINTAGE_USER_AGENT 會向 SEC EDGAR 傳送真實姓名與電子郵件。伺服器從第三方來源取得資料且不重新散布其資料,因此各來源條款適用。回測結果帶有倖存者偏差、無市場衝擊等已知限制。

安裝

在 SourceWeft 中

  1. 開啟 儀表板中的 Vintage,將其新增到工作區。
  2. 為需要使用其工具的對話啟用該服務。

Desktop only,透過 STDIO。 STDIO 服務會啟動本機處理程序,因此需要 SourceWeft 桌面主機。

其他 MCP 客戶端

參照 儲存庫 中的啟動說明。

README

[Vintage — point-in-time research terminal]

Free financial data exists and is scattered across twenty APIs with twenty shapes. Everyone rebuilds the same glue, badly, and quietly ends up backtesting on restated figures and survivor biased universes.

Vintage is that glue, written once, served over MCP. It hosts no data. It connects, normalizes, and serves structured financial data from the web.

A research terminal that costs $0 and won't lie to you about your Sharpe.

[PyPI] [CI] [License] [Python]

[Twenty-two free financial data sources — SEC EDGAR, Form 13F, House and Senate STOCK Act disclosures, FRED, ECB, US Treasury, BLS, BEA, CFTC, CBOE, FINRA, Coinbase, Ken French and more — federated behind one interface, with every row carrying both the date it describes and the date it became public]

[A Claude session: install Vintage, backtest three signals, watch the deflated Sharpe collapse to 0.09]

rezasoleymanifar.github.io/vintage

What people use it for

[Two questions answered: whether Apple restated its 2019 revenue, and a Sharpe of 2.14 collapsing to 0.09 once 41 trials are counted]

Two of four scenes — see the full reel on the site.

Install

Claude Code

bash
claude mcp add vintage -s user -- uvx vintage-mcp

Claude Desktop / any MCP client — add to your config file:

json
{  "mcpServers": {    "vintage": {      "command": "uvx",      "args": ["vintage-mcp"]    }  }}

Claude Desktop config lives at %APPDATA%\Claude\claude_desktop_config.json (Windows) or ~/Library/Application Support/Claude/claude_desktop_config.json (macOS). Restart the app afterwards. MCP servers load once at startup.

Needs uv. If you'd rather use pip: pip install vintage-mcp and set the command to vintage.

Optional configuration

Everything works with zero configuration. These make it work better:

VariableWhy
VINTAGE_USER_AGENTSEC EDGAR asks for a real contact. "Your Name [email protected]".
FRED_API_KEYFree key — unlocks 800k macro series with first-release vintages.
VINTAGE_CACHE_DIRDefaults to ~/.cache/vintage.

Set them under "env" in the same config block:

json
{  "mcpServers": {    "vintage": {      "command": "uvx",      "args": ["vintage-mcp"],      "env": {        "VINTAGE_USER_AGENT": "Jane Quant [email protected]",        "FRED_API_KEY": "..."      }    }  }}

Your key stays in this file. It is read by the server process and is never passed through the model or written into the conversation.

Use it as a library

The same data, without the server. Everything is synchronous and returns pandas, including inside Jupyter where a loop is already running.

python
import vintage as v
v.prices("AAPL", start="2020-01-01")          # daily prices, with known_atv.panel(["AAPL", "MSFT", "JNJ"])              # dates x tickersv.fundamentals("AAPL", "us-gaap:Assets", as_of="2020-01-01")v.restatements("AAPL", "us-gaap:Assets")      # periods reported twice, differentlyv.factors("ff3")                              # Ken French, widev.macro("DGS10", as_of="2008-09-15")          # ALFRED first-release vintagev.claim("Mom12m")                             # what the paper claimedv.claims(price_only=True)                     # the 56 replicable with free datav.crypto("BTC-USD")v.short_volume("AAPL")v.sentiment("wallstreetbets")

known_at is kept as a column on every frame rather than dropped for tidiness — losing it is how a point-in-time dataset quietly becomes an ordinary one. Pass as_of and rows published after that date are gone before you see them.

Try it

Once installed, ask your assistant:

"What was Apple's total assets as of January 2020 — and has it been restated since?"

"Backtest 12-1 momentum on the Dow 30 since 2010."

"Now try short-term reversal instead. Did the alpha survive?"

The third question is the one that matters. Every answer carries the worst held-out path next to the headline Sharpe.

The two dates

Every value carries both:

  • observed_at — what period the number describes
  • known_at — when it first became public

A backtest may only use rows whose known_at precedes the trade date. That is structural, not a setting: the panel is indexed on known_at, so any slice of it is automatically point-in-time. There is no flag to turn it off.

Sources that cannot supply an honest known_at are flagged UNKNOWN_VINTAGE rather than given a fabricated date.

Six ways yesterday's data quietly changed

  • Lag — the number is true in December, published in February.
  • Restatement — the company says "oops, wrong" and changes last year's figure.
  • Revision — the government keeps fixing old jobs and inflation numbers, for years.
  • Survivorship — dead companies get deleted; only the winners are still listed.
  • Membership — today's S&P 500 list is not the list from 2005.
  • Price adjustment — splits and dividends silently rewrite every price before them.

All six say the same thing: the data you have today is not what people saw back then.

Six verbs

Source is a parameter, never a separate tool. Twenty more sources adds zero tools.

VerbDoes
resolveAny identifier → the entity key everything else accepts
discoverPlain-English search across every source's catalog
fetchThe workhorse. Any field, any source, with as_of
eventsFiling timeline with exact public timestamps
backtestCross-sectional signal → returns, costs, held-out paths
benchmarkYour returns → correlation and alpha vs published factors

Plus status for cache size, keys, and how many specs you have tried.

Backtesting methodology

  • Deflated Sharpe (Bailey & López de Prado, 2014) accounting for every spec tried this session
  • Costs always charged on turnover. There is no zero-cost mode
  • A standing survivorship warning, because the universe is a list of names that exist today

Vintage implements the backtest-validation literature rather than inventing its own statistics. Execution realism is a different problem, already solved by LEAN and Nautilus Trader — Vintage runs before that, at the stage where most ideas should die.

TechniqueSourceStatus
Point-in-time panel indexed on known_atstructural, no flag to disable✅ shipped
Costs charged on turnover, alwaysno zero-cost mode exists✅ shipped
Deflated Sharpe RatioBailey & López de Prado (2014)✅ shipped
Session trial ledger feeding the deflationBailey & López de Prado (2014)✅ shipped
Probability of Backtest Overfitting, via CSCVBailey, Borwein, López de Prado & Zhu (2017)⏳ planned
Purged k-fold CV with embargoAdvances in Financial Machine Learning, ch. 7⏳ planned
Combinatorial purged cross-validationAdvances in Financial Machine Learning, ch. 12⏳ planned
Minimum Backtest LengthBailey, Borwein, López de Prado & Zhu (2014)⏳ planned
Newey–West adjustment for autocorrelated returnsNewey & West (1987)⏳ planned
Square-root market impactAlmgren et al. (2005)⏳ planned

Citations are references, not endorsements — none of these authors is affiliated with Vintage. Anything marked planned is not in the code yet, and the backtest response says so at runtime rather than in the footnotes.

Where the data comes from

100
years, July 1926 to this morning
331
published anomalies, with claims
18
sources, six verbs
10,398
ticker-mapped US filers
800k+
macro series with vintages

A century of market history, twenty-two sources, and twenty of them need no key at all. The Fama-French factors start in July 1926 and the SEC filing stream runs to this morning — Vintage covers both ends from the same six verbs.

Most of these are the primary source — not a reseller, not a scraper. The filings come from the regulator that receives them, the macro series from the central bank that publishes them, and the factors from the university that computes them.

@remove all emojis and just print list of soruceswith icons for them.

SourceStandingCoversKeyPoint-in-time
SEC EDGAR XBRLPrimary · US regulatorEvery concept every US filer has tagged, with accession number and filing date on each figure. Restatements arrive as rows, never as an overwrite.none✅ native filing dates
SEC filings streamPrimary · US regulator8-K, 10-K, 10-Q, Form 4, 13D/G — timestamped to the second EDGAR accepted them.none✅ exact timestamps
FRED / ALFREDPrimary · central bankFederal Reserve Bank of St. Louis. ALFRED keeps first releases, so you can ask what CPI looked like that morning.free✅ first-release vintages
Ken French Data LibraryPrimary · academicDartmouth. FF3, FF5, momentum, daily FF3, 49 industry portfolios — from where the authors publish them.none❌ rebuilt each release
Open Source Asset PricingPrimary · academicChen & Zimmermann. 331 published predictors with claimed return, t-stat, sample window and an implementable definition. openap:Mom12m returns Jegadeesh-Titman's 1.31%/mo, t=3.74.none✅ claims dated to publication year
SEC Form 13FPrimary · US regulatorInstitutional equity holdings for every manager over $100m. Quarter end and filing date are up to 45 days apart and both are kept, so as_of returns the book that was actually public.none✅ quarter end vs filing date
SEC Form 25Primary · US regulatorEvery delisting on record — 36,830 filings across 11,614 companies. The correction for a universe built from names that still exist.none✅ filing dates, never revised
SEC XBRL framesPrimary · US regulatorOne concept across every filer in a single call. 6,289 companies in 840 KB — the shape a cross-sectional sort needs.none❌ carries the accession, not its date
US TreasuryPrimary · US governmentThe par yield curve, 14 tenors from one month to thirty years, published each business day.none✅ never revised
CFTCPrimary · US regulatorCommitments of Traders. Tuesday's positioning by trader class, released the following Friday, and the lag is preserved.none✅ lag preserved in known_at
Bureau of Labor StatisticsPrimary · US agencyCPI down to item strata, payrolls, JOLTS, wages, productivity. Any series id, not a curated shortlist.optional❌ ships no release date
Bureau of Economic AnalysisPrimary · US agencyThe national accounts. One call returns every line of a NIPA table rather than one series at a time.free❌ current estimate only
European Central BankPrimary · central bankDaily FX reference rates since 1999, plus any cross derived from two euro legs and labelled as derived.none✅ published once, never revised
CBOEPrimary · exchangeVIX and the whole volatility family — term structure, VVIX, SKEW — back to 1990.none✅ index levels are not revised
FINRAPrimary · US regulatorDaily short sale volume per symbol, published after each close and never revised. Short volume, not short interest.none✅ never revised
Coinbase ExchangeExchangeCrypto OHLCV, every listed pair.none✅ trade prints are never restated
ApeWisdomCommunityForum mention ranks across ~15 subreddits. No history upstream — rows are stamped when Vintage fetched them.none⏩ forward only, from the day you record
Yahoo FinanceThird partyDaily OHLCV and adjusted close, decades deep.none⚠️ adjusted retroactively, flagged on every row

COVERAGE.md is the full field-by-field catalogue — every prefix, every dataset, every signal, with measured coverage spans. It is generated from the registry, so it cannot drift from the code.

Counts current as of August 2026. Vintage redistributes none of this — each upstream source keeps its own terms.

Cache

Gzipped JSON in ~/.cache/vintage, tiered by how mutable the data is: closed periods never refetch, academic datasets monthly, current fundamentals daily, prices per session. An hour of conversation is roughly 20 upstream calls.

Known gaps

Stated plainly, because the alternative is shipping a bad substitute:

Data:

  • Survivorship — universes are current-listing only. Form 25 delistings are the next build and the backtester warns until then.
  • Analyst estimates — no free source exists.
  • Historical options chains — paid everywhere.
  • Point-in-time index membership — licensed by S&P and MSCI.

Engine — the backtester is vectorized and cross-sectional, which is a rung below an event-driven simulator:

  • No purging or embargo — overlapping label windows can leak across a train/test split (López de Prado, AFML ch. 7). Deflation catches selection bias, not leakage.
  • No market impact — costs are a flat charge on turnover, so large-notional results are optimistic.
  • No PBO — deflated Sharpe covers multiple testing; the Probability of Backtest Overfitting via combinatorially symmetric cross-validation would be the stronger test.
  • Trial count is session-scoped and resettable — reset_trials=True zeroes it mid-conversation. Deliberate: the correction only applies to repeated attempts at one question, and the engine cannot tell those from unrelated ones.
  • Sharpe is per observation, not annualized — that is the frequency the deflation is defined at, and the response says so.

Development

bash
git clone https://github.com/RezaSoleymanifar/vintagecd vintageuv sync --group devuv run pytest

smoke_test.py exercises all six verbs against the live sources — useful before a release, and it needs network.

License

MIT. Vintage redistributes no data; each upstream source keeps its own terms.

mcp-name: io.github.RezaSoleymanifar/vintage

來源:README.md,提交 e85c98c

工具

0
SourceWeft 尚未在沙箱中啟動過該軟體包,因此其工具未知。

版本歷史

1
  1. v0.9.0最新Sep 16, 2026

評分

已滿足適用檢查項的 50%

該評分衡量此收錄條目的完整程度,依據註冊中心條目、端點與公開來源計算得出。它不是對伺服器本身的評價,也不表示伺服器安全或目前可用:可連通性是帶日期的檢查結果,評分也不包含安裝量或使用者評價。

  • 近 30 天內可連通25 分

    請保持端點能夠回應 MCP 握手;SourceWeft 每 30 天探測一次。

  • 已宣告認證方式10 分

    請在註冊中心條目中宣告憑證請求標頭,或保持端點能夠回應探測,以便判定其認證方式。

  • 已列出工具15 分

    請讓伺服器在無憑證時回應 tools/list,或發布可在沙箱中無憑證啟動的軟體包。

  • 描述必需15 分
  • 圖示10 分
  • 文件15 分
  • 授權條款10 分