diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/__extensions__.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/__extensions__.py index fc3fea757a4..4a2a8103640 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/__extensions__.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/__extensions__.py @@ -1,6 +1,7 @@ ### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ### + from openbb_core.app.static.container import Container diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/crypto.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/crypto.py index 53017f0faf6..491d6072235 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/crypto.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/crypto.py @@ -34,7 +34,7 @@ class CLASS_crypto(Container): ] = None, chart: bool = False, provider: Optional[Literal["fmp", "polygon"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Crypto Intraday Price. diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/economy.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/economy.py index c601476021e..52a1f25a287 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/economy.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/economy.py @@ -51,7 +51,7 @@ class CLASS_economy(Container): ] = "dowjones", chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Get the constituents of an index. @@ -217,7 +217,7 @@ class CLASS_economy(Container): ] = None, chart: bool = False, provider: Optional[Literal["fred"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[BaseModel]: """CPI. @@ -347,7 +347,7 @@ class CLASS_economy(Container): ] = None, chart: bool = False, provider: Optional[Literal["fmp", "polygon"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Get OHLCV data for an index. diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/fixedincome.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/fixedincome.py index 842219cf7bb..83ea7175b92 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/fixedincome.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/fixedincome.py @@ -33,7 +33,7 @@ class CLASS_fixedincome(Container): ] = None, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Get treasury rates. diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/forex.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/forex.py index e406edc6bb0..0125218bb57 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/forex.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/forex.py @@ -19,7 +19,7 @@ class CLASS_forex(Container): self, chart: bool = False, provider: Optional[Literal["fmp", "polygon"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Forex Available Pairs. @@ -148,7 +148,7 @@ class CLASS_forex(Container): ] = None, chart: bool = False, provider: Optional[Literal["fmp", "polygon"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Forex Intraday Price. diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/module_map.json b/openbb_sdk/sdk/core/openbb_core/app/static/package/module_map.json index b032eb292e1..b8f944b2eca 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/module_map.json +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/module_map.json @@ -243,4 +243,4 @@ "ta_cg": "/ta/cg", "ta_cones": "/ta/cones", "ta_ema": "/ta/ema" -} +} \ No newline at end of file diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/news.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/news.py index c590bfc350a..6221a84d625 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/news.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/news.py @@ -25,7 +25,7 @@ class CLASS_news(Container): ] = 0, chart: bool = False, provider: Optional[Literal["benzinga", "fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Global News. diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks.py index 19f767222f6..0bdd1ccd5c3 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks.py @@ -5,7 +5,8 @@ import typing from typing import Annotated, Literal, Optional, Union import pydantic -from pydantic import validate_arguments +import pydantic.main +from pydantic import BaseModel, validate_arguments import openbb_core.app.model.command_context import openbb_core.app.model.results.empty @@ -104,7 +105,6 @@ class CLASS_stocks(Container): **kwargs ) -> CommandOutput[typing.List]: """Load stock data for a specific ticker. - """Load stock data for a specific ticker. openbb @@ -150,9 +150,21 @@ class CLASS_stocks(Container): The close price of the symbol. volume : float The volume of the symbol. - vwap : PositiveFloat + vwap : Optional[PositiveFloat] Volume Weighted Average Price of the symbol. + cboe + ==== + + Parameters + ---------- + All fields are standardized. + + + StockEOD + -------- + All fields are standardized. + fmp === @@ -172,12 +184,12 @@ class CLASS_stocks(Container): Unadjusted volume of the symbol. change : Optional[float] Change in the price of the symbol from the previous day. - changePercent : float - Change \% in the price of the symbol. - label : str + changePercent : Optional[float] + Change \\% in the price of the symbol. + label : Optional[str] Human readable format of the date. - changeOverTime : float - Change \% in the price of the symbol over a period of time. + changeOverTime : Optional[float] + Change \\% in the price of the symbol over a period of time. polygon ======= @@ -241,7 +253,7 @@ class CLASS_stocks(Container): ] = 15, chart: bool = False, provider: Optional[Literal["benzinga", "fmp", "polygon"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Get news for one or more stock tickers. @@ -427,7 +439,7 @@ class CLASS_stocks(Container): ] = 100, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Get valuation multiples for a stock ticker. @@ -633,12 +645,17 @@ class CLASS_stocks(Container): @validate_arguments def search( self, - query: str = "", - ticker: bool = False, + query: typing.Annotated[ + str, OpenBBCustomParameter(description="The search query.") + ] = "", + ticker: typing.Annotated[ + bool, + OpenBBCustomParameter(description="Whether to search by ticker symbol."), + ] = False, chart: bool = False, provider: Optional[Literal["cboe"]] = None, **kwargs - ) -> CommandOutput[typing.List]: + ) -> CommandOutput[BaseModel]: """Search for a company or stock ticker. @@ -689,7 +706,7 @@ class CLASS_stocks(Container): dpmName : Optional[str] The name of the primary market maker. postStation : Optional[str] - The post and station location on the CBOE trading floor.""" + The post and station location on the CBOE trading floor.""" # noqa: E501 inputs = filter_inputs( provider_choices={ "provider": provider, @@ -712,9 +729,100 @@ class CLASS_stocks(Container): @filter_call @validate_arguments def quote( - self, chart: bool = False - ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """View the current price for a specific stock ticker.""" + self, + symbol: typing.Annotated[ + str, OpenBBCustomParameter(description="Symbol to get data for.") + ], + chart: bool = False, + provider: Optional[Literal["fmp"]] = None, + **kwargs + ) -> CommandOutput[typing.List]: + """Load stock data for a specific ticker. + + + openbb + ====== + + Parameters + ---------- + provider: Literal[fmp] + The provider to use for the query. + symbol : ConstrainedStrValue + Symbol to get data for. + + Returns + ------- + CommandOutput + results: List[Data] + Serializable results. + provider: Optional[PROVIDERS] + Provider name. + warnings: Optional[List[Warning_]] + List of warnings. + error: Optional[Error] + Caught exceptions. + chart: Optional[Chart] + Chart object. + + + StockQuote + ---------- + symbol : str + Symbol of the company. + name : Optional[str] + The name of the company. + price : Optional[float] + The current trading price of the stock. + changes_percentage : Optional[float] + The change percentage of the stock price. + change : Optional[float] + The change of the stock price. + day_low : Optional[float] + The lowest price of the stock in the current trading day. + day_high : Optional[float] + The highest price of the stock in the current trading day. + year_high : Optional[float] + The highest price of the stock in the last 52 weeks. + year_low : Optional[float] + The lowest price of the stock in the last 52 weeks. + market_cap : Optional[float] + The market cap of the company. + price_avg50 : Optional[float] + The 50 days average price of the stock. + price_avg200 : Optional[float] + The 200 days average price of the stock. + volume : Optional[int] + The volume of the stock in the current trading day. + avg_volume : Optional[int] + The average volume of the stock in the last 10 trading days. + exchange : Optional[str] + The exchange the stock is traded on. + open : Optional[float] + The opening price of the stock in the current trading day. + previous_close : Optional[float] + The previous closing price of the stock. + eps : Optional[float] + The earnings per share of the stock. + pe : Optional[float] + The price earnings ratio of the stock. + earnings_announcement : Optional[str] + The earnings announcement date of the stock. + shares_outstanding : Optional[int] + The number of shares outstanding of the stock. + date : Optional[datetime] + The timestamp of the stock quote. + + fmp + === + + Parameters + ---------- + All fields are standardized. + + + StockQuote + ---------- + All fields are standardized.""" # noqa: E501 inputs = filter_inputs( provider_choices={ "provider": provider, @@ -735,10 +843,116 @@ class CLASS_stocks(Container): @filter_call @validate_arguments - def search( - self, chart: bool = False - ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Search a specific stock ticker for analysis.""" + def info( + self, + symbol: typing.Annotated[ + str, OpenBBCustomParameter(description="Symbol to get data for.") + ], + chart: bool = False, + provider: Optional[Literal["cboe"]] = None, + **kwargs + ) -> CommandOutput[BaseModel]: + """Get general price and performance metrics of a stock. + + + openbb + ====== + + Parameters + ---------- + provider: Literal[cboe] + The provider to use for the query. + symbol : ConstrainedStrValue + Symbol to get data for. + + Returns + ------- + CommandOutput + results: List[Data] + Serializable results. + provider: Optional[PROVIDERS] + Provider name. + warnings: Optional[List[Warning_]] + List of warnings. + error: Optional[Error] + Caught exceptions. + chart: Optional[Chart] + Chart object. + + + StockInfo + --------- + symbol : str + The ticker symbol. + name : str + The name associated with the ticker symbol. + price : float + The last price of the stock. + open : Optional[float] + The opening price of the stock. + high : Optional[float] + The high price of the current trading day. + low : Optional[float] + The low price of the current trading day. + close : Optional[float] + The closing price of the stock. + change : Optional[float] + The change in price over the current trading period. + change_percent : Optional[float] + The % change in price over the current trading period. + previous_close : Optional[float] + The previous closing price of the stock. + + cboe + ==== + + Parameters + ---------- + All fields are standardized. + + + StockInfo + --------- + type : Optional[str] + The type of asset. + tick : Optional[str] + Whether the last sale was an up or down tick. + bid : Optional[float] + The current bid price. + bid_size : Optional[float] + The bid lot size. + ask : Optional[float] + The current ask price. + ask_size : Optional[float] + The ask lot size. + volume : Optional[float] + The stock volume for the current trading day. + iv_thirty : Optional[float] + The 30-day implied volatility of the stock. + iv_thirty_change : Optional[float] + The change in 30-day implied volatility of the stock. + last_trade_timestamp : Optional[datetime] + The last trade timestamp for the stock. + iv_thirty_one_year_high : Optional[float] + The 1-year high of implied volatility. + hv_thirty_one_year_high : Optional[float] + The 1-year high of realized volatility. + iv_thirty_one_year_low : Optional[float] + The 1-year low of implied volatility. + hv_thirty_one_year_low : Optional[float] + The 1-year low of realized volatility. + iv_sixty_one_year_high : Optional[float] + The 60-day high of implied volatility. + hv_sixty_one_year_high : Optional[float] + The 60-day high of realized volatility. + iv_sixty_one_year_low : Optional[float] + The 60-day low of implied volatility. + hv_sixty_one_year_low : Optional[float] + The 60-day low of realized volatility. + iv_ninety_one_year_high : Optional[float] + The 90-day high of implied volatility. + hv_ninety_one_year_high : Optional[float] + The 90-day high of realized volatility.""" # noqa: E501 inputs = filter_inputs( provider_choices={ "provider": provider, diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_ca.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_ca.py index 56d86bcdbed..c09462a6701 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_ca.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_ca.py @@ -1,6 +1,5 @@ ### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ### -import typing from typing import Literal, Optional from pydantic import BaseModel, validate_arguments @@ -23,7 +22,7 @@ class CLASS_stocks_ca(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[BaseModel]: """Company peers. diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_dd.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_dd.py index 1b7f86c0acd..7eb236c2d03 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_dd.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_dd.py @@ -134,7 +134,7 @@ class CLASS_stocks_dd(Container): ] = 100, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """SEC Filings. diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_fa.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_fa.py index 5cacd10caa3..dbb511adf85 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_fa.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_fa.py @@ -53,7 +53,7 @@ class CLASS_stocks_fa(Container): ] = 12, chart: bool = False, provider: Optional[Literal["fmp", "polygon"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Balance Sheet. @@ -142,10 +142,7 @@ class CLASS_stocks_fa(Container): deferred_revenue : Optional[int] Accrued income taxes, other deferred revenue short_term_debt : Optional[int] - - Short-term borrowings, Long-term debt due within one year, Operating lease obligations due within one year, - Finance lease obligations due within one year - + Short-term borrowings, Long-term debt due within one year, Operating lease obligations due within one year, Finance lease obligations due within one year current_liabilities : Optional[int] None long_term_debt : Optional[int] @@ -290,7 +287,7 @@ class CLASS_stocks_fa(Container): ] = 10, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Balance Sheet Statement Growth. @@ -457,7 +454,7 @@ class CLASS_stocks_fa(Container): ] = None, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Show Dividend Calendar for a given start and end dates. @@ -557,7 +554,7 @@ class CLASS_stocks_fa(Container): ] = 12, chart: bool = False, provider: Optional[Literal["fmp", "polygon"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Cash Flow Statement. @@ -753,7 +750,7 @@ class CLASS_stocks_fa(Container): ] = 10, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Cash Flow Statement Growth. @@ -893,7 +890,7 @@ class CLASS_stocks_fa(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Executive Compensation. @@ -999,7 +996,7 @@ class CLASS_stocks_fa(Container): ] = None, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Stock Split Calendar. @@ -1117,7 +1114,7 @@ class CLASS_stocks_fa(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Historical Dividends. @@ -1223,7 +1220,7 @@ class CLASS_stocks_fa(Container): ] = 50, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Earnings Calendar. @@ -1315,7 +1312,7 @@ class CLASS_stocks_fa(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Number of Employees. @@ -1448,7 +1445,7 @@ class CLASS_stocks_fa(Container): ] = 30, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Analyst Estimates. @@ -1663,7 +1660,7 @@ class CLASS_stocks_fa(Container): ] = 12, chart: bool = False, provider: Optional[Literal["fmp", "polygon"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Income Statement. @@ -1883,7 +1880,7 @@ class CLASS_stocks_fa(Container): ] = "annually", chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Income Statement Growth. @@ -2057,7 +2054,7 @@ class CLASS_stocks_fa(Container): ] = 0, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Stock Insider Trading. @@ -2177,7 +2174,7 @@ class CLASS_stocks_fa(Container): ] = None, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Institutional Ownership. @@ -2272,21 +2269,15 @@ class CLASS_stocks_fa(Container): last_total_calls : int Total number of call options contracts traded for Apple Inc. on the previous reporting date. total_calls_change : int - - Change in the total number of call options contracts traded between the current and previous reporting dates. - + Change in the total number of call options contracts traded between the current and previous reporting dates. total_puts : int Total number of put options contracts traded for Apple Inc. on the specified date. last_total_puts : int Total number of put options contracts traded for Apple Inc. on the previous reporting date. total_puts_change : int - - Change in the total number of put options contracts traded between the current and previous reporting dates. - + Change in the total number of put options contracts traded between the current and previous reporting dates. put_call_ratio : float - - The put-call ratio, which is the ratio of the total number of put options to call options. - + The put-call ratio, which is the ratio of the total number of put options to call options traded on the specified date. last_put_call_ratio : float The put-call ratio on the previous reporting date. put_call_ratio_change : float @@ -2358,7 +2349,7 @@ class CLASS_stocks_fa(Container): ] = 100, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Key Metrics. @@ -2555,7 +2546,7 @@ class CLASS_stocks_fa(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Key Executives. @@ -2673,7 +2664,7 @@ class CLASS_stocks_fa(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[BaseModel]: """Company Overview. @@ -2824,7 +2815,7 @@ class CLASS_stocks_fa(Container): ] = 0, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Stock Ownership. @@ -2979,7 +2970,7 @@ class CLASS_stocks_fa(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Price Target Consensus. @@ -3060,7 +3051,7 @@ class CLASS_stocks_fa(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Price Target. @@ -3164,7 +3155,7 @@ class CLASS_stocks_fa(Container): ] = 12, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Extensive set of ratios over time. @@ -3399,7 +3390,7 @@ class CLASS_stocks_fa(Container): ] = "flat", chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Revenue Geographic. @@ -3500,7 +3491,7 @@ class CLASS_stocks_fa(Container): ] = "flat", chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Revenue Business Line. @@ -3647,7 +3638,7 @@ class CLASS_stocks_fa(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Share Statistics. @@ -3730,7 +3721,7 @@ class CLASS_stocks_fa(Container): ], chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Historical Stock Splits. @@ -3838,7 +3829,7 @@ class CLASS_stocks_fa(Container): ] = 1, chart: bool = False, provider: Optional[Literal["fmp"]] = None, - **kwargs, + **kwargs ) -> CommandOutput[typing.List]: """Earnings Call Transcript. diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_options.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_options.py index 35b50c1a256..5dd0ddb018a 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_options.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_options.py @@ -1,13 +1,13 @@ ### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ### -import typing from typing import Literal, Optional -from pydantic import validate_arguments +from pydantic import BaseModel, validate_arguments import openbb_core.app.model.command_context import openbb_core.app.model.results.empty from openbb_core.app.model.command_output import CommandOutput +from openbb_core.app.model.custom_parameter import OpenBBCustomParameter from openbb_core.app.static.container import Container from openbb_core.app.static.filters import filter_call, filter_inputs, filter_output @@ -17,11 +17,13 @@ class CLASS_stocks_options(Container): @validate_arguments def chains( self, - symbol: str, + symbol: typing.Annotated[ + str, OpenBBCustomParameter(description="Symbol to get data for.") + ], chart: bool = False, provider: Optional[Literal["cboe"]] = None, **kwargs - ) -> CommandOutput[typing.List]: + ) -> CommandOutput[BaseModel]: """Get the complete options chain for a ticker. @@ -116,7 +118,7 @@ class CLASS_stocks_options(Container): changePercent : float The change, in percent, of the option. lastTradeTimestamp : datetime - The last trade timestamp of the option.""" + The last trade timestamp of the option.""" # noqa: E501 inputs = filter_inputs( provider_choices={ "provider": provider, @@ -152,46 +154,12 @@ class CLASS_stocks_options(Container): return filter_output(o) - @filter_call - @validate_arguments - def expirations( - self, chart: bool = False - ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Return options expirations.""" # noqa: E501 - inputs = filter_inputs( - chart=chart, - ) - - o = self._command_runner_session.run( - "/stocks/options/expirations", - **inputs, - ).output - - return filter_output(o) - - @filter_call - @validate_arguments - def grhist( - self, chart: bool = False - ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Plot option greek history.""" # noqa: E501 - inputs = filter_inputs( - chart=chart, - ) - - o = self._command_runner_session.run( - "/stocks/options/grhist", - **inputs, - ).output - - return filter_output(o) - @filter_call @validate_arguments def hist( self, chart: bool = False ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Get historical data for a single option contract.""" + """Get historical data for a single option contract.""" # noqa: E501 inputs = filter_inputs( chart=chart, ) @@ -220,46 +188,12 @@ class CLASS_stocks_options(Container): return filter_output(o) - @filter_call - @validate_arguments - def last_price( - self, chart: bool = False - ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Return last price of an option.""" # noqa: E501 - inputs = filter_inputs( - chart=chart, - ) - - o = self._command_runner_session.run( - "/stocks/options/last_price", - **inputs, - ).output - - return filter_output(o) - - @filter_call - @validate_arguments - def oi( - self, chart: bool = False - ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Plot option open interest.""" # noqa: E501 - inputs = filter_inputs( - chart=chart, - ) - - o = self._command_runner_session.run( - "/stocks/options/oi", - **inputs, - ).output - - return filter_output(o) - @filter_call @validate_arguments def pcr( self, chart: bool = False ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Display historical rolling put/call ratio for ticker over a defined window.""" + """Display historical rolling put/call ratio for ticker over a defined window.""" # noqa: E501 inputs = filter_inputs( chart=chart, ) @@ -287,54 +221,3 @@ class CLASS_stocks_options(Container): ).output return filter_output(o) - - @filter_call - @validate_arguments - def voi( - self, chart: bool = False - ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Plot volume and open interest.""" # noqa: E501 - inputs = filter_inputs( - chart=chart, - ) - - o = self._command_runner_session.run( - "/stocks/options/voi", - **inputs, - ).output - - return filter_output(o) - - @filter_call - @validate_arguments - def vol( - self, chart: bool = False - ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Plot volume.""" # noqa: E501 - inputs = filter_inputs( - chart=chart, - ) - - o = self._command_runner_session.run( - "/stocks/options/vol", - **inputs, - ).output - - return filter_output(o) - - @filter_call - @validate_arguments - def vsurf( - self, chart: bool = False - ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Show 3D volatility surface.""" # noqa: E501 - inputs = filter_inputs( - chart=chart, - ) - - o = self._command_runner_session.run( - "/stocks/options/vsurf", - **inputs, - ).output - - return filter_output(o) diff --git a/openbb_sdk/sdk/core/openbb_core/app/static/package/ta.py b/openbb_sdk/sdk/core/openbb_core/app/static/package/ta.py index b2b02487caf..48e9d9db9d8 100644 --- a/openbb_sdk/sdk/core/openbb_core/app/static/package/ta.py +++ b/openbb_sdk/sdk/core/openbb_core/app/static/package/ta.py @@ -1,20 +1,18 @@ ### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ### -from openbb_core.app.static.container import Container -from openbb_core.app.model.command_output import CommandOutput +import typing +from typing import List, Literal, Optional, Union + import openbb_provider import pandas -import datetime import pydantic +import pydantic.types from pydantic import validate_arguments -from inspect import Parameter -from typing import List, Dict, Union, Optional, Literal -from openbb_core.app.utils import df_to_basemodel -from openbb_core.app.static.filters import filter_call, filter_inputs, filter_output import openbb_core.app.model.results.empty -import pydantic.types -import typing +from openbb_core.app.model.command_output import CommandOutput +from openbb_core.app.static.container import Container +from openbb_core.app.static.filters import filter_call, filter_inputs, filter_output class CLASS_ta(Container): @@ -54,12 +52,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] List of data with the indicator applied. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> atr_data = obb.ta.atr(data=stock_data.results) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> atr_data = obb.ta.atr(data=stock_data.results) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -106,12 +104,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] List of data with the indicator applied. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> fib_data = obb.ta.fib(data=stock_data.results, period=120) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> fib_data = obb.ta.fib(data=stock_data.results, period=120) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -163,12 +161,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] List of data with the indicator applied. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> obv_data = obb.ta.obv(data=stock_data.results, offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> obv_data = obb.ta.obv(data=stock_data.results, offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -216,12 +214,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] List of data with the indicator applied. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> fisher_data = obb.ta.fisher(data=stock_data.results, length=14, signal=1) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> fisher_data = obb.ta.fisher(data=stock_data.results, length=14, signal=1) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -272,12 +270,12 @@ class CLASS_ta(Container): ------- CommandOutput[List[Data]] - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> adosc_data = obb.ta.adosc(data=stock_data.results, fast=3, slow=10, offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> adosc_data = obb.ta.adosc(data=stock_data.results, fast=3, slow=10, offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -299,7 +297,7 @@ class CLASS_ta(Container): def tv( self, chart: bool = False ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """TradingView.""" + """TradingView.""" # noqa: E501 inputs = filter_inputs( chart=chart, ) @@ -360,14 +358,14 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> bbands = obb.ta.bbands( - >>> data=stock_data.results, target="close", length=50, std=2, mamode="sma", offset=0 - >>> ) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> bbands = obb.ta.bbands( + >>> data=stock_data.results, target="close", length=50, std=2, mamode="sma", offset=0 + >>> ) + """ # noqa: E501 inputs = filter_inputs( data=data, target=target, @@ -391,7 +389,7 @@ class CLASS_ta(Container): def multi( self, chart: bool = False ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Plot multiple indicators on the same chart.""" + """Plot multiple indicators on the same chart.""" # noqa: E501 inputs = filter_inputs( chart=chart, ) @@ -441,12 +439,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> zlma_data = obb.ta.zlma(data=stock_data.results, target="close", length=50, offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> zlma_data = obb.ta.zlma(data=stock_data.results, target="close", length=50, offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, target=target, @@ -503,12 +501,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> aroon_data = obb.ta.aroon(data=stock_data.results, length=25, scalar=100) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> aroon_data = obb.ta.aroon(data=stock_data.results, length=25, scalar=100) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -562,12 +560,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> sma_data = obb.ta.sma(data=stock_data.results,target="close",length=50,offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> sma_data = obb.ta.sma(data=stock_data.results,target="close",length=50,offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, target=target, @@ -619,12 +617,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> demark_data = obb.ta.demark(data=stock_data.results,offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> demark_data = obb.ta.demark(data=stock_data.results,offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -674,12 +672,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> vwap_data = obb.ta.vwap(data=stock_data.results,anchor="D",offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> vwap_data = obb.ta.vwap(data=stock_data.results,anchor="D",offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -700,7 +698,7 @@ class CLASS_ta(Container): def recom( self, chart: bool = False ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Recommendation.""" + """Recommendation.""" # noqa: E501 inputs = filter_inputs( chart=chart, ) @@ -755,12 +753,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> macd_data = obb.ta.macd(data=stock_data.results,target="close",fast=12,slow=26,signal=9) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> macd_data = obb.ta.macd(data=stock_data.results,target="close",fast=12,slow=26,signal=9) + """ # noqa: E501 inputs = filter_inputs( data=data, target=target, @@ -813,12 +811,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> hma_data = obb.ta.hma(data=stock_data.results,target="close",length=50,offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> hma_data = obb.ta.hma(data=stock_data.results,target="close",length=50,offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, target=target, @@ -872,12 +870,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> donchian_data = obb.ta.donchian(data=stock_data.results,lower_length=20,upper_length=20,offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> donchian_data = obb.ta.donchian(data=stock_data.results,lower_length=20,upper_length=20,offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -913,23 +911,23 @@ class CLASS_ta(Container): trading signals. Ichimoku Kinko Hyo translates into "one look equilibrium chart". With one look, chartists can identify the trend and look for potential signals within that trend. - Parameters - ---------- - data : List[Data] - List of data to be used for the calculation. - index : str, optional - Index column name to use with `data`, by default "date". - conversion : PositiveInt, optional - Number of periods for the conversion line, by default 9. - base : PositiveInt, optional - Number of periods for the base line, by default 26. - lagging : PositiveInt, optional - Number of periods for the lagging span, by default 52. - offset : PositiveInt, optional - Number of periods for the offset, by default 26. - lookahead : bool, optional - drops the Chikou Span Column to prevent potential data leak - """ + Parameters + ---------- + data : List[Data] + List of data to be used for the calculation. + index : str, optional + Index column name to use with `data`, by default "date". + conversion : PositiveInt, optional + Number of periods for the conversion line, by default 9. + base : PositiveInt, optional + Number of periods for the base line, by default 26. + lagging : PositiveInt, optional + Number of periods for the lagging span, by default 52. + offset : PositiveInt, optional + Number of periods for the offset, by default 26. + lookahead : bool, optional + drops the Chikou Span Column to prevent potential data leak + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -977,12 +975,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> clenow_data = obb.ta.clenow(data=stock_data.results,period=90) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> clenow_data = obb.ta.clenow(data=stock_data.results,period=90) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -1034,12 +1032,12 @@ class CLASS_ta(Container): ------- CommandOutput[List[Data]] - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> ad_data = obb.ta.ad(data=stock_data.results,offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> ad_data = obb.ta.ad(data=stock_data.results,offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -1088,12 +1086,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The calculated data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> adx_data = obb.ta.adx(data=stock_data.results,length=50,scalar=100.0,drift=1) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> adx_data = obb.ta.adx(data=stock_data.results,length=50,scalar=100.0,drift=1) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -1123,7 +1121,7 @@ class CLASS_ta(Container): ) -> CommandOutput[typing.List]: """ A Weighted Moving Average puts more weight on recent data and less on past data. - This is done by multiplying each bar�s price by a weighting factor. Because of its + This is done by multiplying each bar’s price by a weighting factor. Because of its unique calculation, WMA will follow prices more closely than a corresponding Simple Moving Average. @@ -1145,12 +1143,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The WMA data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> wma_data = obb.ta.wma(data=stock_data.results, target="close", length=50, offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> wma_data = obb.ta.wma(data=stock_data.results, target="close", length=50, offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, target=target, @@ -1195,11 +1193,11 @@ class CLASS_ta(Container): scalar : PositiveFloat, optional The scalar of the CCI, by default 0.015. - Returns - ------- - CommandOutput[List[Data]] - The CCI data. - """ + Returns + ------- + CommandOutput[List[Data]] + The CCI data. + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -1254,12 +1252,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The RSI data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> rsi_data = obb.ta.rsi(data=stock_data.results, target="close", length=14, scalar=100.0, drift=1) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> rsi_data = obb.ta.rsi(data=stock_data.results, target="close", length=14, scalar=100.0, drift=1) + """ # noqa: E501 inputs = filter_inputs( data=data, target=target, @@ -1282,7 +1280,7 @@ class CLASS_ta(Container): def summary( self, chart: bool = False ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Summary.""" + """Summary.""" # noqa: E501 inputs = filter_inputs( chart=chart, ) @@ -1331,12 +1329,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The Stochastic Oscillator data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> stoch_data = obb.ta.stoch(data=stock_data.results, fast_k_period=14, slow_d_period=3, slow_k_period=3) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> stoch_data = obb.ta.stoch(data=stock_data.results, fast_k_period=14, slow_d_period=3, slow_k_period=3) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -1358,7 +1356,7 @@ class CLASS_ta(Container): def rsp( self, chart: bool = False ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]: - """Relative Strength Performance.""" + """Relative Strength Performance.""" # noqa: E501 inputs = filter_inputs( chart=chart, ) @@ -1409,12 +1407,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The Keltner Channels data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> kc_data = obb.ta.kc(data=stock_data.results, length=20, scalar=20, ma_mode="ema", offset=0) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> kc_data = obb.ta.kc(data=stock_data.results, length=20, scalar=20, ma_mode="ema", offset=0) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -1462,12 +1460,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The COG data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> cg_data = obb.ta.cg(data=stock_data.results, length=14) - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> cg_data = obb.ta.cg(data=stock_data.results, length=14) + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -1545,12 +1543,12 @@ class CLASS_ta(Container): CommandOutput[List[Data]] The cones data. - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> cones_data = obb.ta.cones(data=stock_data.results, lower_q=0.25, upper_q=0.75, model="STD") - """ + Examples + -------- + >>> from openbb import obb + >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") + >>> cones_data = obb.ta.cones(data=stock_data.results, lower_q=0.25, upper_q=0.75, model="STD") + """ # noqa: E501 inputs = filter_inputs( data=data, index=index, @@ -1613,7 +1611,7 @@ class CLASS_ta(Container): >>> stock_data = obb.stocks.load(symbol="TSLA", start_date="2023-01-01", provider="fmp") >>> ema_data = obb.ta.ema(data=stock_data.results,target="close",length=50,offset=0) - """ + """ # noqa: E501 inputs = filter_inputs( data=data, target=target,