massive-com / massive-com/client-js

Expose initial / historical news sentiment insights for backtesting stability

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Dominant language
TypeScript
Stars
273
Forks
74
Avg merge
7h 58m
Merged PRs (30d)
11

Description

Problem

News sentiment insights are updated retroactively over time. While this is expected behavior, the API currently only exposes the latest sentiment (insights.sentiment) and does not allow access to the initial or historical sentiment states.

This makes historical backtesting unreliable, since sentiment values used in past simulations no longer match what was available at the time of execution.

Concrete example

For request id
9eba2c7bac1eb14b9fae9ddf1a64f7dead45de8d5e5dc3bcbea9d56b9744003d
the sentiment was initially positive and later changed to neutral, breaking reproducibility.

Proposed solution (one possible design)

Expose sentiment history instead of only the latest state. For example:

  • Allow insights to include multiple entries over time (with timestamps / versioning), or
  • Add an optional way to fetch the initial insight only, or
Use case

Deterministic backtesting and reproducible research for quantitative trading systems.

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

The issue names no files or tests; first locate the TypeScript API-client code that exposes insights.sentiment and inspect the response for request id 9eba2c7bac1eb14b9fae9ddf1a64f7dead45de8d5e5dc3bcbea9d56b9744003d. Clarify whether the client should expose initial values, timestamped history, or another versioned representation, then verify that backtesting can reproduce the sentiment available at execution time.

Written by the indexing model from the issue text.

Assessment

Tech stack
typescript
Domain
api
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
35/100

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