add jitter to earnings

src/cache/store.zig

@@ -217,20 +217,23 @@ pub const DataType = enum {
     ///     symbols expire each day instead of all in lockstep.
     ///
     ///   - 8% on the longer-TTL types (classification 90d,
-    ///     etf_metrics 90d, entity_facts 30d, ticker maps 30d).
-    ///     Same thundering-herd defense; smaller percentage
-    ///     because the absolute spread on a 30d/90d base is
-    ///     already large in days.
+    ///     etf_metrics 90d, entity_facts 30d, earnings 30d,
+    ///     ticker maps 30d). Same thundering-herd defense;
+    ///     smaller percentage because the absolute spread on a
+    ///     30d/90d base is already large in days. Earnings TTL is
+    ///     fetch-anchored (not report-date-anchored), so a whole
+    ///     portfolio fetched together would re-expire in lockstep
+    ///     at the 30d boundary without jitter; 8% (~2.4d) breaks
+    ///     that up.
     ///
-    ///   - 0% on the rest. options/earnings either
-    ///     have natural cadence spread or are short-TTL enough
-    ///     that jitter would exceed meaningful drift.
+    ///   - 0% on options: short-TTL enough that jitter would
+    ///     exceed meaningful drift.
     pub fn ttl(self: DataType) TtlSpec {
         return switch (self) {
             .dividends => .{ .seconds = Ttl.dividends, .jitter_pct = 11 },
             .splits => .{ .seconds = Ttl.splits, .jitter_pct = 11 },
             .options => .{ .seconds = Ttl.options },
-            .earnings => .{ .seconds = Ttl.earnings },
+            .earnings => .{ .seconds = Ttl.earnings, .jitter_pct = 8 },
             .classification => .{ .seconds = Ttl.classification, .jitter_pct = 8 },
             .etf_metrics => .{ .seconds = Ttl.etf_metrics, .jitter_pct = 8 },
             .entity_facts => .{ .seconds = Ttl.entity_facts, .jitter_pct = 8 },
@@ -3001,7 +3004,7 @@ test "DataType.ttl returns correct seconds and jitter policy" {
     try std.testing.expectEqual(Ttl.splits, spl.seconds);
     try std.testing.expectEqual(@as(u8, 11), spl.jitter_pct);
 
-    // 8% jitter: classification, etf_metrics, entity_facts, ticker maps.
+    // 8% jitter: classification, etf_metrics, entity_facts, earnings, ticker maps.
     const cls = DataType.classification.ttl();
     try std.testing.expectEqual(Ttl.classification, cls.seconds);
     try std.testing.expectEqual(@as(u8, 8), cls.jitter_pct);
@@ -3022,11 +3025,13 @@ test "DataType.ttl returns correct seconds and jitter policy" {
     try std.testing.expectEqual(Ttl.tickers_companies, tc.seconds);
     try std.testing.expectEqual(@as(u8, 8), tc.jitter_pct);
 
-    // No jitter: short-TTL types.
+    const ern = DataType.earnings.ttl();
+    try std.testing.expectEqual(Ttl.earnings, ern.seconds);
+    try std.testing.expectEqual(@as(u8, 8), ern.jitter_pct);
+
+    // No jitter: options (short-TTL).
     try std.testing.expectEqual(Ttl.options, DataType.options.ttl().seconds);
     try std.testing.expectEqual(@as(u8, 0), DataType.options.ttl().jitter_pct);
-    try std.testing.expectEqual(Ttl.earnings, DataType.earnings.ttl().seconds);
-    try std.testing.expectEqual(@as(u8, 0), DataType.earnings.ttl().jitter_pct);
 
     // candles_daily, candles_meta, and meta have their own writers
     // (`cacheCandles`, `writeNegative`); calling .ttl() on them is

src/service.zig

@@ -1004,7 +1004,11 @@ pub const DataService = struct {
             return DataError.FetchFailed;
         };
 
-        s.write(EarningsEvent, symbol, fetched, .{ .seconds = cache.Ttl.earnings });
+        // Delegate to the centralized TTL policy (DataType.earnings.ttl)
+        // so the per-key jitter applies - a bare `.{ .seconds = ... }`
+        // here would re-expire a whole portfolio in lockstep at the 30d
+        // boundary.
+        s.write(EarningsEvent, symbol, fetched, cache.DataType.earnings.ttl());
 
         return .{ .data = fetched, .source = .fetched, .timestamp = std.Io.Timestamp.now(self.io, .real).toSeconds(), .allocator = self.allocator };
     }