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[BugFix] - Fix POST docstring examples (#6095)

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* Fix POST docstring examples.

* Move router examples to command decorator
This commit is contained in:
Igor Radovanovic
2024-02-19 17:12:19 +01:00
committed by GitHub
parent 9f1891931c
commit 0b5260fc10
4 changed files with 328 additions and 325 deletions
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24
openbb_platform/core/openbb_core/app/static/package_builder.py
View File

@@ -493,7 +493,7 @@ class MethodDefinition:
@staticmethod
def get_extra(field: FieldInfo) -> dict:
"""Get json schema extra"""
"""Get json schema extra."""
field_default = getattr(field, "default", None)
if field_default:
return getattr(field_default, "json_schema_extra", {})
@@ -542,7 +542,6 @@ class MethodDefinition:
path: str, parameter_map: Dict[str, Parameter]
) -> OrderedDict[str, Parameter]:
"""Format the params."""
DEFAULT_REPLACEMENT = {
"provider": None,
}
@@ -701,13 +700,12 @@ class MethodDefinition:
):
"""Build the command method docstring."""
doc = func.__doc__
if model_name:
doc = DocstringGenerator.generate(
func=func,
formatted_params=formatted_params,
model_name=model_name,
examples=examples,
)
doc = DocstringGenerator.generate(
func=func,
formatted_params=formatted_params,
model_name=model_name,
examples=examples,
)
code = f' """{doc} """ # noqa: E501\n\n' if doc else ""
return code
@@ -777,7 +775,7 @@ class MethodDefinition:
@classmethod
def get_expanded_type(cls, field_name: str, extra: Optional[dict] = None) -> object:
"""Expand the original field type"""
"""Expand the original field type."""
if extra and "multiple_items_allowed" in extra:
return List[str]
return cls.TYPE_EXPANSION.get(field_name, ...)
@@ -1008,6 +1006,12 @@ class DocstringGenerator:
examples=examples,
)
return doc
if examples and examples != [""] and doc:
doc += "\n Examples\n --------\n"
doc += " >>> from openbb import obb\n"
for example in examples:
if example != "":
doc += f" >>> {example}\n"
return doc
@staticmethod

115
openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py
View File

@@ -29,7 +29,13 @@ from openbb_econometrics.utils import get_engle_granger_two_step_cointegration_t
router = Router(prefix="")
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.econometrics.correlation_matrix(data=stock_data)",
],
)
def correlation_matrix(data: List[Data]) -> OBBject[List[Data]]:
"""Get the correlation matrix of an input dataset.
@@ -47,12 +53,6 @@ def correlation_matrix(data: List[Data]) -> OBBject[List[Data]]:
-------
OBBject[List[Data]]:
Correlation matrix.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.econometrics.correlation_matrix(data=stock_data)
"""
df = basemodel_to_df(data)
# remove non float columns from the dataframe to perform the correlation
@@ -70,7 +70,14 @@ def correlation_matrix(data: List[Data]) -> OBBject[List[Data]]:
return OBBject(results=ret)
@router.command(methods=["POST"], include_in_schema=False)
@router.command(
methods=["POST"],
include_in_schema=False,
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
'obb.econometrics.ols_regression(data=stock_data, y_column="close", x_columns=["open", "high", "low"])',
],
)
def ols_regression(
data: List[Data],
y_column: str,
@@ -96,12 +103,6 @@ def ols_regression(
-------
OBBject[Dict]:
OBBject with the results being model and results objects.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.econometrics.ols_regression(data=stock_data, y_column="close", x_columns=["open", "high", "low"])
"""
X = sm.add_constant(get_target_columns(basemodel_to_df(data), x_columns))
y = get_target_column(basemodel_to_df(data), y_column)
@@ -110,7 +111,13 @@ def ols_regression(
return OBBject(results={"model": model, "results": results})
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
'obb.econometrics.ols_regression_summary(data=stock_data, y_column="close", x_columns=["open", "high", "low"])',
],
)
def ols_regression_summary(
data: List[Data],
y_column: str,
@@ -133,12 +140,6 @@ def ols_regression_summary(
-------
OBBject[Data]:
OBBject with the results being summary object.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.econometrics.ols_regression_summary(data=stock_data, y_column="close", x_columns=["open", "high", "low"])
"""
X = sm.add_constant(get_target_columns(basemodel_to_df(data), x_columns))
y = get_target_column(basemodel_to_df(data), y_column)
@@ -183,7 +184,13 @@ def ols_regression_summary(
return OBBject(results=clean_results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
'obb.econometrics.autocorrelation(data=stock_data, y_column="close", x_columns=["open", "high", "low"])',
],
)
def autocorrelation(
data: List[Data],
y_column: str,
@@ -212,12 +219,6 @@ def autocorrelation(
-------
OBBject[Dict]:
OBBject with the results being the score from the test.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.econometrics.autocorrelation(data=stock_data, y_column="close", x_columns=["open", "high", "low"])
"""
X = sm.add_constant(get_target_columns(basemodel_to_df(data), x_columns))
y = get_target_column(basemodel_to_df(data), y_column)
@@ -225,7 +226,13 @@ def autocorrelation(
return OBBject(results=Data(score=durbin_watson(results.resid)))
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
'obb.econometrics.residual_autocorrelation(data=stock_data, y_column="close", x_columns=["open", "high", "low"])',
],
)
def residual_autocorrelation(
data: List[Data],
y_column: str,
@@ -257,12 +264,6 @@ def residual_autocorrelation(
-------
OBBject[Data]:
OBBject with the results being the score from the test.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.econometrics.residual_autocorrelation(data=stock_data, y_column="close", x_columns=["open", "high", "low"])
"""
X = sm.add_constant(get_target_columns(basemodel_to_df(data), x_columns))
y = get_target_column(basemodel_to_df(data), y_column)
@@ -280,7 +281,13 @@ def residual_autocorrelation(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
'obb.econometrics.cointegration(data=stock_data, columns=["open", "close"])',
],
)
def cointegration(
data: List[Data],
columns: List[str],
@@ -309,12 +316,6 @@ def cointegration(
-------
OBBject[Data]:
OBBject with the results being the score from the test.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.econometrics.cointegration(data=stock_data, columns=["open", "close"])
"""
pairs = list(combinations(columns, 2))
dataset = get_target_columns(basemodel_to_df(data), columns)
@@ -339,7 +340,13 @@ def cointegration(
return OBBject(results=result)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
'obb.econometrics.causality(data=stock_data, y_column="close", x_column="open")',
],
)
def causality(
data: List[Data],
y_column: str,
@@ -371,12 +378,6 @@ def causality(
-------
OBBject[Data]:
OBBject with the results being the score from the test.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.econometrics.causality(data=stock_data, y_column="close", x_column="open")
"""
X = get_target_column(basemodel_to_df(data), x_column)
y = get_target_column(basemodel_to_df(data), y_column)
@@ -396,7 +397,14 @@ def causality(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
'obb.econometrics.unit_root(data=stock_data, column="close")',
'obb.econometrics.unit_root(data=stock_data, column="close", regression="ct")',
],
)
def unit_root(
data: List[Data],
column: str,
@@ -427,13 +435,6 @@ def unit_root(
-------
OBBject[Data]:
OBBject with the results being the score from the test.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.econometrics.unit_root(data=stock_data, column="close")
>>> obb.econometrics.unit_root(data=stock_data, column="close", regression="ct")
"""
dataset = get_target_column(basemodel_to_df(data), column)
adfstat, pvalue, usedlag, nobs, _, icbest = adfuller(dataset, regression=regression)

148
openbb_platform/extensions/quantitative/openbb_quantitative/quantitative_router.py
View File

@@ -30,7 +30,13 @@ from .models import (
router = Router(prefix="")
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.quantitative.normality(data=stock_data, target='close')",
],
)
def normality(data: List[Data], target: str) -> OBBject[NormalityModel]:
"""Get Normality Statistics.
@@ -51,12 +57,6 @@ def normality(data: List[Data], target: str) -> OBBject[NormalityModel]:
-------
OBBject[NormalityModel]
Normality tests summary. See qa_models.NormalityModel for details.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.quantitative.normality(data=stock_data, target="close")
"""
from scipy import stats # pylint: disable=import-outside-toplevel
@@ -80,7 +80,13 @@ def normality(data: List[Data], target: str) -> OBBject[NormalityModel]:
return OBBject(results=norm_summary)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.quantitative.capm(data=stock_data, target='close')",
],
)
def capm(data: List[Data], target: str) -> OBBject[CAPMModel]:
"""Get Capital Asset Pricing Model (CAPM).
@@ -99,12 +105,6 @@ def capm(data: List[Data], target: str) -> OBBject[CAPMModel]:
-------
OBBject[CAPMModel]
CAPM model summary.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").results
>>> obb.quantitative.capm(data=stock_data, target="close")
"""
import statsmodels.api as sm # pylint: disable=import-outside-toplevel # type: ignore
@@ -137,7 +137,13 @@ def capm(data: List[Data], target: str) -> OBBject[CAPMModel]:
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.quantitative.omega_ratio(data=stock_data, target='close')",
],
)
def omega_ratio(
data: List[Data],
target: str,
@@ -165,12 +171,6 @@ def omega_ratio(
-------
OBBject[List[OmegaModel]]
Omega ratios.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.quantitative.omega_ratio(data=stock_data, target="close")
"""
df = basemodel_to_df(data)
series_target = get_target_column(df, target)
@@ -195,7 +195,13 @@ def omega_ratio(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.quantitative.kurtosis(data=stock_data, target='close', window=252)",
],
)
def kurtosis(
data: List[Data], target: str, window: PositiveInt = 21, index: str = "date"
) -> OBBject[List[Data]]:
@@ -223,12 +229,6 @@ def kurtosis(
-------
OBBject[List[Data]]
Kurtosis.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.quantitative.kurtosis(data=stock_data, target="close", window=252)
"""
import pandas_ta as ta # pylint: disable=import-outside-toplevel # type: ignore
@@ -243,7 +243,14 @@ def kurtosis(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.quantitative.unitroot_test(data=stock_data, target='close')",
'obb.quantitative.unitroot_test(data=stock_data, target="close", fuller_reg="ct", kpss_reg="ct")',
],
)
def unitroot_test(
data: List[Data],
target: str,
@@ -275,13 +282,6 @@ def unitroot_test(
-------
OBBject[UnitRootModel]
Unit root tests summary.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.quantitative.unitroot_test(data=stock_data, target="close")
>>> obb.quantitative.unitroot_test(data=stock_data, target="close", fuller_reg="ct", kpss_reg="ct")
"""
# pylint: disable=import-outside-toplevel
from statsmodels.tsa import stattools # type: ignore
@@ -309,7 +309,14 @@ def unitroot_test(
return OBBject(results=unitroot_summary)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.quantitative.sharpe_ratio(data=stock_data, target='close')",
"obb.quantitative.sharpe_ratio(data=stock_data, target='close', rfr=0.01, window=126)",
],
)
def sharpe_ratio(
data: List[Data],
target: str,
@@ -342,13 +349,6 @@ def sharpe_ratio(
-------
OBBject[List[Data]]
Sharpe ratio.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.quantitative.sharpe_ratio(data=stock_data, target="close")
>>> obb.quantitative.sharpe_ratio(data=stock_data, target="close", rfr=0.01, window=126)
"""
df = basemodel_to_df(data, index=index)
series_target = get_target_column(df, target)
@@ -363,7 +363,14 @@ def sharpe_ratio(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.quantitative.sortino_ratio(data=stock_data, target='close')",
"obb.quantitative.sortino_ratio(data=stock_data, target='close', target_return=0.01, window=126, adjusted=True)",
],
)
def sortino_ratio(
data: List[Data],
target: str,
@@ -404,13 +411,6 @@ def sortino_ratio(
-------
OBBject[List[Data]]
Sortino ratio.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.quantitative.sortino_ratio(data=stock_data, target="close")
>>> obb.quantitative.sortino_ratio(data=stock_data, target="close", target_return=0.01, window=126, adjusted=True)
"""
df = basemodel_to_df(data, index=index)
series_target = get_target_column(df, target)
@@ -433,7 +433,13 @@ def sortino_ratio(
return OBBject(results=results_)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.quantitative.skewness(data=stock_data, target='close', window=252)",
],
)
def skewness(
data: List[Data], target: str, window: PositiveInt = 21, index: str = "date"
) -> OBBject[List[Data]]:
@@ -459,12 +465,6 @@ def skewness(
-------
OBBject[List[Data]]
Skewness.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.quantitative.skewness(data=stock_data, target="close", window=252)
"""
import pandas_ta as ta # pylint: disable=import-outside-toplevel # type: ignore
@@ -479,7 +479,14 @@ def skewness(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
'obb.quantitative.quantile(data=stock_data, target="close", window=252, quantile_pct=0.25)',
"obb.quantitative.quantile(data=stock_data, target='close', window=252, quantile_pct=0.75)",
],
)
def quantile(
data: List[Data],
target: str,
@@ -510,13 +517,6 @@ def quantile(
-------
OBBject[List[Data]]
Quantile.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.quantitative.quantile(data=stock_data, target="close", window=252, quantile_pct=0.25)
>>> obb.quantitative.quantile(data=stock_data, target="close", window=252, quantile_pct=0.75)
"""
import pandas_ta as ta # pylint: disable=import-outside-toplevel # type: ignore
@@ -534,7 +534,13 @@ def quantile(
return OBBject(results=results_)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()",
"obb.quantitative.volatility(data=stock_data, target='close')",
],
)
def summary(data: List[Data], target: str) -> OBBject[SummaryModel]:
"""Get Summary Statistics.
@@ -556,12 +562,6 @@ def summary(data: List[Data], target: str) -> OBBject[SummaryModel]:
-------
OBBject[SummaryModel]
Summary table.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
>>> obb.quantitative.summary(data=stock_data, target="close")
"""
df = basemodel_to_df(data)
series_target = get_target_column(df, target)

366
openbb_platform/extensions/technical/openbb_technical/technical_router.py
View File

@@ -22,7 +22,13 @@ from . import helpers
router = Router(prefix="")
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"atr_data = obb.technical.atr(data=stock_data.results)",
],
)
def atr(
data: List[Data],
index: str = "date",
@@ -60,12 +66,6 @@ def atr(
-------
OBBject[List[Data]]
List of data with the indicator applied.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> atr_data = obb.technical.atr(data=stock_data.results)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low", "close"])
@@ -79,7 +79,13 @@ def atr(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"fib_data = obb.technical.fib(data=stock_data.results, period=120)",
],
)
def fib(
data: List[Data],
index: str = "date",
@@ -109,12 +115,6 @@ def fib(
-------
OBBject[List[Data]]
List of data with the indicator applied.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> fib_data = obb.technical.fib(data=stock_data.results, period=120)
"""
df = basemodel_to_df(data, index=index)
@@ -144,7 +144,13 @@ def fib(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"obv_data = obb.technical.obv(data=stock_data.results, offset=0)",
],
)
def obv(
data: List[Data],
index: str = "date",
@@ -174,12 +180,6 @@ def obv(
-------
OBBject[List[Data]]
List of data with the indicator applied.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> obv_data = obb.technical.obv(data=stock_data.results, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["close", "volume"])
@@ -191,7 +191,13 @@ def obv(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"fisher_data = obb.technical.fisher(data=stock_data.results, length=14, signal=1)",
],
)
def fisher(
data: List[Data],
index: str = "date",
@@ -221,12 +227,6 @@ def fisher(
-------
OBBject[List[Data]]
List of data with the indicator applied.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> fisher_data = obb.technical.fisher(data=stock_data.results, length=14, signal=1)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low"])
@@ -238,7 +238,13 @@ def fisher(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"adosc_data = obb.technical.adosc(data=stock_data.results, fast=3, slow=10, offset=0)",
],
)
def adosc(
data: List[Data],
index: str = "date",
@@ -271,12 +277,6 @@ def adosc(
Returns
-------
OBBject[List[Data]]
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> adosc_data = obb.technical.adosc(data=stock_data.results, fast=3, slow=10, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low", "close", "volume", "open"])
@@ -288,7 +288,13 @@ def adosc(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"bbands_data = obb.technical.bbands(data=stock_data.results, target='close', length=50, std=2, mamode='sma')",
],
)
def bbands(
data: List[Data],
target: str = "close",
@@ -334,14 +340,6 @@ def bbands(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> bbands = obb.technical.bbands(
>>> data=stock_data.results, target="close", length=50, std=2, mamode="sma", offset=0
>>> )
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target).to_frame()
@@ -362,7 +360,13 @@ def bbands(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"zlma_data = obb.technical.zlma(data=stock_data.results, target='close', length=50, offset=0)",
],
)
def zlma(
data: List[Data],
target: str = "close",
@@ -396,12 +400,6 @@ def zlma(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> zlma_data = obb.technical.zlma(data=stock_data.results, target="close", length=50, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target).to_frame()
@@ -420,7 +418,13 @@ def zlma(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"aaron_data = obb.technical.aroon(data=stock_data.results, length=25, scalar=100)",
],
)
def aroon(
data: List[Data],
index: str = "date",
@@ -456,12 +460,6 @@ def aroon(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> aroon_data = obb.technical.aroon(data=stock_data.results, length=25, scalar=100)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low", "close"])
@@ -473,7 +471,13 @@ def aroon(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"sma_data = obb.technical.sma(data=stock_data.results, target='close', length=50, offset=0)",
],
)
def sma(
data: List[Data],
target: str = "close",
@@ -508,12 +512,6 @@ def sma(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> sma_data = obb.technical.sma(data=stock_data.results,target="close", length=50, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target).to_frame()
@@ -532,7 +530,13 @@ def sma(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"demark_data = obb.technical.demark(data=stock_data.results, offset=0)",
],
)
def demark(
data: List[Data],
index: str = "date",
@@ -568,12 +572,6 @@ def demark(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> demark_data = obb.technical.demark(data=stock_data.results, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target).to_frame()
@@ -586,7 +584,13 @@ def demark(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"vwap_data = obb.technical.vwap(data=stock_data.results, anchor='D', offset=0)",
],
)
def vwap(
data: List[Data],
index: str = "date",
@@ -617,12 +621,6 @@ def vwap(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> vwap_data = obb.technical.vwap(data=stock_data.results, anchor="D", offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low", "close", "volume"])
@@ -634,7 +632,13 @@ def vwap(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"macd_data = obb.technical.macd(data=stock_data.results, target='close', fast=12, slow=26, signal=9)",
],
)
def macd(
data: List[Data],
target: str = "close",
@@ -673,12 +677,6 @@ def macd(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> macd_data = obb.technical.macd(data=stock_data.results,target="close", fast=12, slow=26, signal=9)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target).to_frame()
@@ -697,7 +695,13 @@ def macd(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"hma_data = obb.technical.hma(data=stock_data.results, target='close', length=50, offset=0)",
],
)
def hma(
data: List[Data],
target: str = "close",
@@ -729,12 +733,6 @@ def hma(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> hma_data = obb.technical.hma(data=stock_data.results, target="close", length=50, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target).to_frame()
@@ -753,7 +751,13 @@ def hma(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"donchian_data = obb.technical.donchian(data=stock_data.results, lower_length=20, upper_length=20, offset=0)",
],
)
def donchian(
data: List[Data],
index: str = "date",
@@ -786,12 +790,6 @@ def donchian(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> donchian_data = obb.technical.donchian(data=stock_data.results, lower_length=20, upper_length=20, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low"])
@@ -807,7 +805,13 @@ def donchian(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"ichimoku_data = obb.technical.ichimoku(data=stock_data.results, conversion=9, base=26, lookahead=False)",
],
)
def ichimoku(
data: List[Data],
index: str = "date",
@@ -846,12 +850,6 @@ def ichimoku(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> ichimoku_data = obb.technical.ichimoku(data=stock_data.results, conversion=9, base=26, lookahead=False)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low", "close"])
@@ -871,7 +869,13 @@ def ichimoku(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"clenow_data = obb.technical.clenow(data=stock_data.results, period=90)",
],
)
def clenow(
data: List[Data],
index: str = "date",
@@ -899,12 +903,6 @@ def clenow(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> clenow_data = obb.technical.clenow(data=stock_data.results, period=90)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target)
@@ -926,7 +924,13 @@ def clenow(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"ad_data = obb.technical.ad(data=stock_data.results, offset=0)",
],
)
def ad(data: List[Data], index: str = "date", offset: int = 0) -> OBBject[List[Data]]:
"""Calculate the Accumulation/Distribution Line.
@@ -955,12 +959,6 @@ def ad(data: List[Data], index: str = "date", offset: int = 0) -> OBBject[List[D
Returns
-------
OBBject[List[Data]]
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> ad_data = obb.technical.ad(data=stock_data.results, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low", "close", "volume"])
@@ -972,7 +970,13 @@ def ad(data: List[Data], index: str = "date", offset: int = 0) -> OBBject[List[D
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"adx_data = obb.technical.adx(data=stock_data.results, length=50, scalar=100.0, drift=1)",
],
)
def adx(
data: List[Data],
index: str = "date",
@@ -1003,12 +1007,6 @@ def adx(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> adx_data = obb.technical.adx(data=stock_data.results, length=50, scalar=100.0, drift=1)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["close", "high", "low"])
@@ -1022,7 +1020,13 @@ def adx(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"wma_data = obb.technical.wma(data=stock_data.results, target='close', length=50, offset=0)",
],
)
def wma(
data: List[Data],
target: str = "close",
@@ -1054,12 +1058,6 @@ def wma(
-------
OBBject[List[Data]]
The WMA data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> wma_data = obb.technical.wma(data=stock_data.results, target="close", length=50, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target).to_frame()
@@ -1078,7 +1076,13 @@ def wma(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"cci_data = obb.technical.cci(data=stock_data.results, length=14, scalar=0.015)",
],
)
def cci(
data: List[Data],
index: str = "date",
@@ -1108,12 +1112,6 @@ def cci(
-------
OBBject[List[Data]]
The CCI data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> cci_data = obb.technical.cci(data=stock_data.results, length=14, scalar=0.015)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["close", "high", "low"])
@@ -1125,7 +1123,13 @@ def cci(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"rsi_data = obb.technical.rsi(data=stock_data.results, target='close', length=14, scalar=100.0, drift=1)",
],
)
def rsi(
data: List[Data],
target: str = "close",
@@ -1161,12 +1165,6 @@ def rsi(
-------
OBBject[List[Data]]
The RSI data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> rsi_data = obb.technical.rsi(data=stock_data.results, target="close", length=14, scalar=100.0, drift=1)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target).to_frame()
@@ -1186,7 +1184,13 @@ def rsi(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"stoch_data = obb.technical.stoch(data=stock_data.results, fast_k_period=14, slow_d_period=3, slow_k_period=3)",
],
)
def stoch(
data: List[Data],
index: str = "date",
@@ -1220,12 +1224,6 @@ def stoch(
-------
OBBject[List[Data]]
The Stochastic Oscillator data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> stoch_data = obb.technical.stoch(data=stock_data.results, fast_k_period=14, slow_d_period=3, slow_k_period=3)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["close", "high", "low"])
@@ -1243,7 +1241,13 @@ def stoch(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"kc_data = obb.technical.kc(data=stock_data.results, length=20, scalar=20, mamode='ema', offset=0)",
],
)
def kc(
data: List[Data],
index: str = "date",
@@ -1279,12 +1283,6 @@ def kc(
-------
OBBject[List[Data]]
The Keltner Channels data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> kc_data = obb.technical.kc(data=stock_data.results, length=20, scalar=20, mamode="ema", offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low", "close"])
@@ -1302,7 +1300,13 @@ def kc(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"cg_data = obb.technical.cg(data=stock_data.results, length=14)",
],
)
def cg(
data: List[Data], index: str = "date", length: PositiveInt = 14
) -> OBBject[List[Data]]:
@@ -1327,12 +1331,6 @@ def cg(
-------
OBBject[List[Data]]
The COG data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> cg_data = obb.technical.cg(data=stock_data.results, length=14)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_columns(df, ["high", "low", "close"])
@@ -1344,7 +1342,13 @@ def cg(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"cones_data = obb.technical.cones(data=stock_data.results, lower_q=0.25, upper_q=0.75, model='STD')",
],
)
def cones(
data: List[Data],
index: str = "date",
@@ -1418,12 +1422,6 @@ def cones(
-------
OBBject[List[Data]]
The cones data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> cones_data = obb.technical.cones(data=stock_data.results, lower_q=0.25, upper_q=0.75, model="STD")
"""
if lower_q > upper_q:
lower_q, upper_q = upper_q, lower_q
@@ -1443,7 +1441,13 @@ def cones(
return OBBject(results=results)
@router.command(methods=["POST"])
@router.command(
methods=["POST"],
examples=[
"stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
"ema_data = obb.technical.ema(data=stock_data.results, target='close', length=50, offset=0)",
],
)
def ema(
data: List[Data],
target: str = "close",
@@ -1475,12 +1479,6 @@ def ema(
-------
OBBject[List[Data]]
The calculated data.
Examples
--------
>>> from openbb import obb
>>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
>>> ema_data = obb.technical.ema(data=stock_data.results, target="close", length=50, offset=0)
"""
df = basemodel_to_df(data, index=index)
df_target = get_target_column(df, target).to_frame()