Handle HTTP protocol errors in factor download

factor_attribution.py

@@ -43,6 +43,7 @@ def _download_kf_zip_bytes() -> bytes:
         socket.timeout,
         socket.gaierror,
         ssl.SSLError,
+        http.client.HTTPException,
         http.client.IncompleteRead,
         http.client.RemoteDisconnected,
     ) as exc:

tests/test_factor_attribution.py

@@ -138,6 +138,29 @@ class ExternalFactorLoaderTests(unittest.TestCase):
         self.assertEqual(len(factors), 1)
         self.assertAlmostEqual(factors.iloc[0]["MKT_RF"], 0.01)
 
+    def test_load_external_us_factors_falls_back_to_cache_when_http_status_line_is_bad(self):
+        cached = pd.DataFrame(
+            {
+                "MKT_RF": [0.01],
+                "SMB": [0.0],
+                "HML": [0.0],
+                "RMW": [0.0],
+                "CMA": [0.0],
+                "RF": [0.0001],
+            },
+            index=pd.to_datetime(["2026-01-02"]),
+        )
+
+        with tempfile.TemporaryDirectory() as tmpdir:
+            cache_dir = Path(tmpdir)
+            cached.to_csv(cache_dir / "ff5_us_daily.csv")
+            with mock.patch("factor_attribution.urlopen", side_effect=http.client.BadStatusLine("HTTP/1.1 ???")):
+                with self.assertWarnsRegex(UserWarning, "cached data"):
+                    factors = load_external_us_factors(cache_dir=cache_dir)
+
+        self.assertEqual(len(factors), 1)
+        self.assertAlmostEqual(factors.iloc[0]["MKT_RF"], 0.01)
+
     def test_parse_kf_daily_csv_raises_external_factor_format_error_for_missing_header(self):
         zip_bytes = self._make_zip_bytes(
             "F-F_Research_Data_5_Factors_2x3_daily.csv",