Alpha Vantage Historical Data Access - outputsize Parameter Issue

[iAmGiG]

Problem: Alpha Vantage outputsize=compact only returns recent 100 days, not historical data.

Manifestation:

• Requesting historical dates (2024-01-01) returns 2025 data
• Date filtering removes all data resulting in empty DataFrames
• Technical indicators fail with "insufficient data"

Root Cause:

# Wrong logic - only used 'full' for large ranges
use_full = days_range > 100

# Should use 'full' for ANY historical request

Solution Applied:

# Use full output if requesting historical data (>30 days old) OR large range
end_date_obj = datetime.datetime.strptime(processed_end, "%Y-%m-%d")
now = datetime.datetime.now()
days_from_now = (now - end_date_obj).days

use_full = days_from_now > 30 or days_range > 100

Files Fixed:

• src/data_sources/alpha_vantage_gex.py (lines 220-228)

Prevention:

• Test data fetching with both recent and historical date ranges
• Validate that date ranges in test data match requested ranges
• Monitor for sample/fake data patterns in results

Priority: High - critical for backtesting and historical analysis

[iAmGiG]

✅ RESOLVED - Alpha Vantage Historical Data Access Fixed

Problem Fixed:
Alpha Vantage outputsize parameter logic corrected. Previous logic only used 'full' for large ranges, missing historical data requests.

Root Cause:

• outputsize=compact only returns recent 100 days
• Historical requests (like 2024-01-01) were getting truncated 2025 data

Solution Implemented:
Updated logic to use outputsize=full for ANY historical request (>30 days old) OR large ranges:

# Use full output if requesting historical data (>30 days old) OR large range
end_date_obj = datetime.datetime.strptime(processed_end, "%Y-%m-%d")
now = datetime.datetime.now()
days_from_now = (now - end_date_obj).days

use_full = days_from_now > 30 or days_range > 100

Files Fixed:

• src/data_sources/alpha_vantage_gex.py - Historical data logic

Testing Results:
✅ Historical data (Q1 2024) now accessible
✅ Proper date range filtering working
✅ Technical indicators have sufficient historical data
✅ No more empty DataFrames on historical requests

Impact:

• Backtesting capabilities restored
• Historical analysis functional
• Baseline comparison data available

Fixed as part of Alpha Vantage integration improvements.