What (One-liner)

Canvas foundation data-entry node: fetches the latest price plus N-day OHLCV lookback for any ticker via yfinance (with Alpha Vantage fallback). The data source feeding every Tier 1+ operator.

How to use

Drop price_factor_v1 onto the Canvas, fill symbol (default GOLD) and lookback_days (default 30). Connect downstream to any node that needs a price series.

price_factor_v1 (AAPL, 30d) → technical_analysis_v1 → strategy_vessel_v1
price_factor_v1 (SPY, 252d) → bull_agent_v1
price_factor_v1 (BTC-USD)  → blcv_equity_scan_v1  (note: BLCV not crypto-calibrated)

Core formulas

Not an algorithmic node — it is an API call. See the formula block in frontmatter.

Assumptions & applicability

Assumptions: yfinance covers the ticker + 15-20 min delay is acceptable + not tick-level.

Applies to: daily / weekly / monthly data for equities / ETFs / indices / FX / commodities / crypto.

Does not apply to: HFT, option chains, non-mainstream tickers.

Known limitations

See frontmatter limitations. Six key items: yfinance latency / split-dividend lag / no L2 / not audit-grade / manual symbol normalization / rate limiting.

References

• yfinance (ranaroussi) — primary data source
• Alpha Vantage — fallback + symbol search

Golden Test

N/A — data-fetch nodes do not carry numerical goldens. Validation is via Canvas e2e smoke test.

Changelog

• 1.0.0 (2026-04-21) — First Active