fix missing descriptions (#5420)

* fix missing descriptions * black & ruff * remove f string * update desc * update desc * update desc * update desc * update desc * update desc
2026-11-08 02:11:44 +00:00 · 2023-09-08 12:11:46 +01:00
parent 735389f0ce
commit 3ad3375c6a
21 changed files with 99 additions and 102 deletions
--- a/openbb_sdk/openbb/package/economy.py
+++ b/openbb_sdk/openbb/package/economy.py
@@ -65,7 +65,7 @@ class CLASS_economy(Container):
        region : Optional[str]
            Region for the index. Valid only for European indices (provider: cboe)
        symbol : Optional[str]
-            Symbol for the index. (provider: cboe)
+            Symbol for the index. (provider: cboe, yfinance)
        description : Optional[str]
            Description for the index. Valid only for US indices. (provider: cboe)
        data_delay : Optional[int]
@@ -364,7 +364,7 @@ class CLASS_economy(Container):
            If None, the provider specified in defaults is selected or 'cboe' if there is
            no default.
        interval : Union[Literal['1d', '1m'], NoneType]
-            Use interval, 1m, for intraday prices during the most recent trading period. (provider: cboe)
+            Data granularity. (provider: cboe)

        Returns
        -------
@@ -532,7 +532,7 @@ class CLASS_economy(Container):
            If None, the provider specified in defaults is selected or 'cboe' if there is
            no default.
        interval : Union[Literal['1d', '1m'], NoneType, Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]
-            None
+            Data granularity. (provider: cboe, fmp, yfinance)
        timeseries : Union[pydantic.types.NonNegativeInt, NoneType]
            Number of days to look back. (provider: fmp)
        timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
--- a/openbb_sdk/openbb/package/extension_map.json
+++ b/openbb_sdk/openbb/package/extension_map.json
@@ -23,4 +23,4 @@
        "quandl@0.1.0a0",
        "yfinance@0.1.0a0"
    ]
-}
+}
--- a/openbb_sdk/openbb/package/news.py
+++ b/openbb_sdk/openbb/package/news.py
@@ -113,7 +113,7 @@ class CLASS_news(Container):
        site : Optional[str]
            Site of the news. (provider: fmp)
        id : Optional[str]
-            Intrinio ID for the news article. (provider: intrinio)
+            Article ID. (provider: intrinio)
        company : Optional[Mapping[str, Any]]
            Company details related to the news article. (provider: intrinio)"""  # noqa: E501

--- a/openbb_sdk/openbb/package/stocks.py
+++ b/openbb_sdk/openbb/package/stocks.py
@@ -206,11 +206,11 @@ class CLASS_stocks(Container):
            If None, the provider specified in defaults is selected or 'alpha_vantage' if there is
            no default.
        period : Union[Literal['intraday', 'daily', 'weekly', 'monthly'], Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'], NoneType]
-            None
+            Period of the data to return. (provider: alpha_vantage, yfinance)
        interval : Union[Literal['1min', '5min', '15min', '30min', '60min'], NoneType, Literal['1d', '1m'], Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]
-            None
+            Data granularity. (provider: alpha_vantage, cboe, fmp, yfinance)
        adjusted : Union[bool, NoneType]
-            None
+            Output time series is adjusted by historical split and dividend events. (provider: alpha_vantage, polygon)
        extended_hours : Union[bool, NoneType]
            Extended trading hours during pre-market and after-hours. (provider: alpha_vantage)
        month : Union[str, NoneType]
@@ -230,7 +230,7 @@ class CLASS_stocks(Container):
        interval_size : Union[Literal['1m', '5m', '10m', '15m', '30m', '60m', '1h'], NoneType]
            The data time frequency. (provider: intrinio)
        limit : Union[pydantic.types.NonNegativeInt, NoneType, pydantic.types.PositiveInt]
-            None
+            The number of data entries to return. (provider: intrinio, polygon)
        next_page : Union[str, NoneType]
            Token to get the next page of data from a previous API call. (provider: intrinio)
        all_pages : Union[bool, NoneType]
@@ -295,7 +295,7 @@ class CLASS_stocks(Container):
        unadjusted_volume : Optional[float]
            Unadjusted volume of the symbol. (provider: fmp)
        change : Optional[float]
-            Change in the price of the symbol from the previous day. (provider: fmp)
+            Change in the price of the symbol from the previous day. (provider: fmp, intrinio)
        change_percent : Optional[float]
            Change \\% in the price of the symbol. (provider: fmp)
        label : Optional[str]
@@ -565,7 +565,7 @@ class CLASS_stocks(Container):
        published_since : Union[int, NoneType]
            Number of seconds since the news was published. (provider: benzinga)
        sort : Union[Literal['published_at', 'updated_at', 'title', 'author', 'channel', 'ticker', 'topic', 'content_type'], NoneType, str]
-            None
+            Order in which to sort the news. (provider: benzinga, polygon)
        isin : Union[str, NoneType]
            The ISIN of the news to retrieve. (provider: benzinga)
        cusip : Union[str, NoneType]
@@ -583,25 +583,25 @@ class CLASS_stocks(Container):
        all_pages : Union[bool, NoneType]
            Returns all pages of data from the API call at once. (provider: intrinio)
        ticker_lt : Union[str, NoneType]
-            Less than, by default None (provider: polygon)
+            Less than. (provider: polygon)
        ticker_lte : Union[str, NoneType]
-            Less than or equal, by default None (provider: polygon)
+            Less than or equal. (provider: polygon)
        ticker_gt : Union[str, NoneType]
-            Greater than, by default None (provider: polygon)
+            Greater than. (provider: polygon)
        ticker_gte : Union[str, NoneType]
-            Greater than or equal, by default None (provider: polygon)
+            Greater than or equal. (provider: polygon)
        published_utc : Union[str, NoneType]
-            Published date of the query, by default None (provider: polygon)
+            Published date of the query. (provider: polygon)
        published_utc_lt : Union[str, NoneType]
-            Less than, by default None (provider: polygon)
+            Less than. (provider: polygon)
        published_utc_lte : Union[str, NoneType]
-            Less than or equal, by default None (provider: polygon)
+            Less than or equal. (provider: polygon)
        published_utc_gt : Union[str, NoneType]
-            Greater than, by default None (provider: polygon)
+            Greater than. (provider: polygon)
        published_utc_gte : Union[str, NoneType]
-            Greater than or equal, by default None (provider: polygon)
+            Greater than or equal. (provider: polygon)
        order : Union[Literal['asc', 'desc'], NoneType]
-            Sort order of the query, by default None (provider: polygon)
+            Sort order of the query. (provider: polygon)

        Returns
        -------
@@ -644,7 +644,7 @@ class CLASS_stocks(Container):
        site : Optional[str]
            Name of the news source. (provider: fmp)
        id : Optional[str]
-            Intrinio ID for the news article. (provider: intrinio)
+            Article ID. (provider: intrinio, polygon)
        amp_url : Optional[str]
            AMP URL. (provider: polygon)
        author : Optional[str]
@@ -654,7 +654,7 @@ class CLASS_stocks(Container):
        keywords : Optional[List[str]]
            Keywords in the article (provider: polygon)
        publisher : Union[PolygonPublisher, NoneType, str]
-            Publisher of the article. (provider: polygon)
+            Publisher of the article. (provider: polygon, yfinance)
        tickers : Optional[List[str]]
            Tickers covered in the article. (provider: polygon)
        uuid : Optional[str]
--- a/openbb_sdk/openbb/package/stocks_options.py
+++ b/openbb_sdk/openbb/package/stocks_options.py
@@ -80,11 +80,11 @@ class CLASS_stocks_options(Container):
        theoretical : Optional[float]
            Theoretical value of the option. (provider: cboe)
        open : Optional[float]
-            Opening price of the option. (provider: cboe)
+            Opening price of the option. (provider: cboe, intrinio)
        high : Optional[float]
-            High price of the option. (provider: cboe)
+            High price of the option. (provider: cboe, intrinio)
        low : Optional[float]
-            Low price of the option. (provider: cboe)
+            Low price of the option. (provider: cboe, intrinio)
        last_trade_price : Optional[float]
            Last trade price of the option. (provider: cboe)
        tick : Optional[str]
@@ -96,21 +96,21 @@ class CLASS_stocks_options(Container):
        change_percent : Optional[float]
            Change, in percent, of the option. (provider: cboe)
        implied_volatility : Optional[float]
-            Implied volatility of the option. (provider: cboe)
+            Implied volatility of the option. (provider: cboe, intrinio)
        delta : Optional[float]
-            Delta of the option. (provider: cboe)
+            Delta of the option. (provider: cboe, intrinio)
        gamma : Optional[float]
-            Gamma of the option. (provider: cboe)
+            Gamma of the option. (provider: cboe, intrinio)
        vega : Optional[float]
-            Vega of the option. (provider: cboe)
+            Vega of the option. (provider: cboe, intrinio)
        theta : Optional[float]
-            Theta of the option. (provider: cboe)
+            Theta of the option. (provider: cboe, intrinio)
        rho : Optional[float]
            Rho of the option. (provider: cboe)
        last_trade_timestamp : Optional[datetime]
            Last trade timestamp of the option. (provider: cboe)
        dte : Optional[int]
-            Days to expiration for the option. (provider: cboe)
+            Days to expiration for the option. (provider: cboe, intrinio)
        mark : Optional[float]
            The mid-price between the latest bid-ask spread. (provider: intrinio)
        open_bid : Optional[float]
@@ -126,7 +126,7 @@ class CLASS_stocks_options(Container):
        ask_high : Optional[float]
            The highest ask price for the option that day. (provider: intrinio)
        close : Optional[float]
-            The close price for the option that day. (provider: intrinio)
+            Close price for the option that day. (provider: intrinio)
        eod_date : Optional[date]
            Historical date for which the options chains data is from. (provider: intrinio)
        """  # noqa: E501
--- a/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/models/stock_historical.py
+++ b/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/models/stock_historical.py
@@ -38,7 +38,7 @@ class AVStockHistoricalQueryParams(StockHistoricalQueryParams):
        default="daily", description=QUERY_DESCRIPTIONS.get("period", "")
    )
    interval: Optional[Literal["1min", "5min", "15min", "30min", "60min"]] = Field(
-        description="The interval between two consecutive data points in the time series.",
+        description="Data granularity.",
        default="60min",
        available_on_functions=["TIME_SERIES_INTRADAY"],
        required_on_functions=["TIME_SERIES_INTRADAY"],
--- a/openbb_sdk/providers/benzinga/openbb_benzinga/models/stock_news.py
+++ b/openbb_sdk/providers/benzinga/openbb_benzinga/models/stock_news.py
@@ -52,11 +52,7 @@ class BenzingaStockNewsQueryParams(StockNewsQueryParams):
            "topic",
            "content_type",
        ]
-    ] = Field(
-        default=None,
-        description="Order in which to sort the news. "
-        "Options are: published_at, updated_at, title, author, channel, ticker, topic, content_type.",
-    )
+    ] = Field(default=None, description="Order in which to sort the news.")
    isin: Optional[str] = Field(
        default=None, description="The ISIN of the news to retrieve."
    )
--- a/openbb_sdk/providers/cboe/openbb_cboe/models/european_index_historical.py
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/european_index_historical.py
@@ -22,7 +22,7 @@ class CboeEuropeanIndexHistoricalQueryParams(EuropeanIndexHistoricalQueryParams)
    """

    interval: Optional[Literal["1d", "1m"]] = Field(
-        description="Use interval, 1m, for intraday prices during the most recent trading period.",
+        description="Data granularity.",
        default="1d",
    )

--- a/openbb_sdk/providers/cboe/openbb_cboe/models/major_indices_historical.py
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/major_indices_historical.py
@@ -26,7 +26,7 @@ class CboeMajorIndicesHistoricalQueryParams(MajorIndicesHistoricalQueryParams):
    """

    interval: Optional[Literal["1d", "1m"]] = Field(
-        description="Use interval, 1m, for intraday prices during the most recent trading period.",
+        description="Data granularity.",
        default="1d",
    )

--- a/openbb_sdk/providers/cboe/openbb_cboe/models/stock_historical.py
+++ b/openbb_sdk/providers/cboe/openbb_cboe/models/stock_historical.py
@@ -27,7 +27,7 @@ class CboeStockHistoricalQueryParams(StockHistoricalQueryParams):
    """

    interval: Optional[Literal["1d", "1m"]] = Field(
-        description="Use interval, 1m, for intraday prices during the most recent trading period.",
+        description="Data granularity.",
        default="1d",
    )

--- a/openbb_sdk/providers/fmp/openbb_fmp/models/major_indices_historical.py
+++ b/openbb_sdk/providers/fmp/openbb_fmp/models/major_indices_historical.py
@@ -26,7 +26,7 @@ class FMPMajorIndicesHistoricalQueryParams(MajorIndicesHistoricalQueryParams):
    )
    interval: Literal[
        "1min", "5min", "15min", "30min", "1hour", "4hour", "1day"
-    ] = Field(default="1day", description="Interval of the data to fetch.")
+    ] = Field(default="1day", description="Data granularity.")


 class FMPMajorIndicesHistoricalData(MajorIndicesHistoricalData):
--- a/openbb_sdk/providers/fmp/openbb_fmp/models/stock_historical.py
+++ b/openbb_sdk/providers/fmp/openbb_fmp/models/stock_historical.py
@@ -26,7 +26,7 @@ class FMPStockHistoricalQueryParams(StockHistoricalQueryParams):
    )
    interval: Literal[
        "1min", "5min", "15min", "30min", "1hour", "4hour", "1day"
-    ] = Field(default="1day", description="Interval of the data to fetch.")
+    ] = Field(default="1day", description="Data granularity.")


 class FMPStockHistoricalData(StockHistoricalData):
--- a/openbb_sdk/providers/intrinio/openbb_intrinio/models/global_news.py
+++ b/openbb_sdk/providers/intrinio/openbb_intrinio/models/global_news.py
@@ -45,7 +45,7 @@ class IntrinioGlobalNewsData(GlobalNewsData):
            "text": "summary",
        }

-    id: str = Field(description="Intrinio ID for the news article.")
+    id: str = Field(description="Article ID.")
    company: Dict[str, Any] = Field(
        description="Company details related to the news article."
    )
--- a/openbb_sdk/providers/intrinio/openbb_intrinio/models/options_chains.py
+++ b/openbb_sdk/providers/intrinio/openbb_intrinio/models/options_chains.py
@@ -273,23 +273,21 @@ class IntrinioOptionsChainsData(OptionsChainsData):
    ask_high: Optional[float] = Field(
        description="The highest ask price for the option that day."
    )
-    open: Optional[float] = Field(description="The open price for the option that day.")
-    high: Optional[float] = Field(description="The high price for the option that day.")
-    low: Optional[float] = Field(description="The low price for the option that day.")
-    close: Optional[float] = Field(
-        description="The close price for the option that day."
-    )
+    open: Optional[float] = Field(description="Opening price of the option.")
+    high: Optional[float] = Field(description="High price of the option.")
+    low: Optional[float] = Field(description="Low price of the option.")
+    close: Optional[float] = Field(description="Close price for the option that day.")
    implied_volatility: Optional[float] = Field(
-        description="The implied volatility for the option at the end of day."
+        description="Implied volatility of the option."
    )
-    delta: Optional[float] = Field(description="The delta value at the end of day.")
-    gamma: Optional[float] = Field(description="The gamma value at the end of day.")
-    vega: Optional[float] = Field(description="The vega value at the end of day.")
-    theta: Optional[float] = Field(description="The theta value at the end of day.")
+    delta: Optional[float] = Field(description="Delta of the option.")
+    gamma: Optional[float] = Field(description="Gamma of the option.")
+    vega: Optional[float] = Field(description="Vega of the option.")
+    theta: Optional[float] = Field(description="Theta of the option.")
    eod_date: Optional[dateType] = Field(
        description="Historical date for which the options chains data is from.",
    )
-    dte: Optional[int] = Field(description="The number of days until expiry.")
+    dte: Optional[int] = Field(description="Days to expiration for the option.")

    @validator("expiration", pre=True, check_fields=False)
    def date_validate(cls, v):  # pylint: disable=E0213
--- a/openbb_sdk/providers/intrinio/openbb_intrinio/models/stock_historical.py
+++ b/openbb_sdk/providers/intrinio/openbb_intrinio/models/stock_historical.py
@@ -43,7 +43,7 @@ class IntrinioStockHistoricalQueryParams(StockHistoricalQueryParams):
    )
    limit: Optional[NonNegativeInt] = Field(
        default=300,
-        description=f"{QUERY_DESCRIPTIONS.get('limit', '')}. Max value allowed is 300.",
+        description=f"{QUERY_DESCRIPTIONS.get('limit', '')}",
    )
    next_page: Optional[str] = Field(
        description="Token to get the next page of data from a previous API call."
--- a/openbb_sdk/providers/intrinio/openbb_intrinio/models/stock_news.py
+++ b/openbb_sdk/providers/intrinio/openbb_intrinio/models/stock_news.py
@@ -54,7 +54,7 @@ class IntrinioStockNewsData(StockNewsData):
            "text": "summary",
        }

-    id: str = Field(description="Intrinio ID for the news article.")
+    id: str = Field(description="Article ID.")

    @validator("publication_date", pre=True, check_fields=False)
    def date_validate(cls, v):  # pylint: disable=E0213
--- a/openbb_sdk/providers/polygon/openbb_polygon/models/stock_historical.py
+++ b/openbb_sdk/providers/polygon/openbb_polygon/models/stock_historical.py
@@ -33,7 +33,10 @@ class PolygonStockHistoricalQueryParams(StockHistoricalQueryParams):
    limit: PositiveInt = Field(
        default=49999, description=QUERY_DESCRIPTIONS.get("limit", "")
    )
-    adjusted: bool = Field(default=True, description="Whether the data is adjusted.")
+    adjusted: bool = Field(
+        default=True,
+        description="Output time series is adjusted by historical split and dividend events.",
+    )
    multiplier: PositiveInt = Field(
        default=1, description="Multiplier of the timespan."
    )
--- a/openbb_sdk/providers/polygon/openbb_polygon/models/stock_news.py
+++ b/openbb_sdk/providers/polygon/openbb_polygon/models/stock_news.py
@@ -23,38 +23,28 @@ class PolygonStockNewsQueryParams(StockNewsQueryParams):
    class Config:
        fields = {"symbols": "ticker"}

-    ticker_lt: Optional[str] = Field(
-        default=None, description="Less than, by default None"
-    )
-    ticker_lte: Optional[str] = Field(
-        default=None, description="Less than or equal, by default None"
-    )
-    ticker_gt: Optional[str] = Field(
-        default=None, description="Greater than, by default None"
-    )
+    ticker_lt: Optional[str] = Field(default=None, description="Less than.")
+    ticker_lte: Optional[str] = Field(default=None, description="Less than or equal.")
+    ticker_gt: Optional[str] = Field(default=None, description="Greater than.")
    ticker_gte: Optional[str] = Field(
-        default=None, description="Greater than or equal, by default None"
+        default=None, description="Greater than or equal."
    )
    published_utc: Optional[str] = Field(
-        default=None, description="Published date of the query, by default None"
-    )
-    published_utc_lt: Optional[str] = Field(
-        default=None, description="Less than, by default None"
+        default=None, description="Published date of the query."
    )
+    published_utc_lt: Optional[str] = Field(default=None, description="Less than.")
    published_utc_lte: Optional[str] = Field(
-        default=None, description="Less than or equal, by default None"
-    )
-    published_utc_gt: Optional[str] = Field(
-        default=None, description="Greater than, by default None"
+        default=None, description="Less than or equal."
    )
+    published_utc_gt: Optional[str] = Field(default=None, description="Greater than.")
    published_utc_gte: Optional[str] = Field(
-        default=None, description="Greater than or equal, by default None"
+        default=None, description="Greater than or equal."
    )
    order: Optional[Literal["asc", "desc"]] = Field(
-        default=None, description="Sort order of the query, by default None"
+        default=None, description="Sort order of the query."
    )
    sort: Optional[str] = Field(
-        default=None, description="Sort of the query, by default None"
+        default=None, description="Order in which to sort the news."
    )


--- a/openbb_sdk/providers/yfinance/openbb_yfinance/models/available_indices.py
+++ b/openbb_sdk/providers/yfinance/openbb_yfinance/models/available_indices.py
@@ -23,9 +23,7 @@ class YFinanceAvailableIndicesData(AvailableIndicesData):
    code: str = Field(
        description="ID code for keying the index in the OpenBB Terminal."
    )
-    symbol: str = Field(
-        description="yFinance ticker symbol for the index.", alias="ticker"
-    )
+    symbol: str = Field(description="Symbol for the index.", alias="ticker")


 class YFinanceAvailableIndicesFetcher(
--- a/openbb_sdk/sdk/core/openbb_core/app/provider_interface.py
+++ b/openbb_sdk/sdk/core/openbb_core/app/provider_interface.py
@@ -1,12 +1,13 @@
 from dataclasses import dataclass, make_dataclass
-from typing import Any, Dict, List, Literal, Optional, Tuple, Type, Union
+from difflib import SequenceMatcher
+from typing import Any, Callable, Dict, List, Literal, Optional, Tuple, Type, Union

 from fastapi import Query
 from openbb_provider.query_executor import QueryExecutor
 from openbb_provider.registry_map import MapType, RegistryMap
 from openbb_provider.utils.helpers import to_snake_case
 from pydantic import BaseConfig, BaseModel, Extra, Field, create_model
-from pydantic.fields import ModelField
+from pydantic.fields import FieldInfo, ModelField

 from openbb_core.app.model.abstract.singleton import SingletonMeta

@@ -154,15 +155,33 @@ class ProviderInterface(metaclass=SingletonMeta):
    ) -> DataclassField:
        current_name = current.name
        current_type = current.type_
-        incoming_type = incoming.type_
+        current_desc = getattr(current.default, "description", "")

-        if query:
-            merged_default = Query(
-                default=current.default.default,
-                title=f"{current.default.title}, {incoming.default.title}",
-            )
+        incoming_type = incoming.type_
+        incoming_desc = getattr(incoming.default, "description", "")
+
+        F: Union[Callable, object] = Query if query else FieldInfo
+
+        def split_desc(desc: str) -> Tuple[str, str]:
+            """Split field description"""
+            item = desc.split(" (provider: ")
+            detail = item[0] if item else ""
+            prov = item[-1].replace(")", "") if len(item) > 1 else ""
+            return detail, prov
+
+        curr_detail, curr_prov = split_desc(current_desc)
+        inc_detail, inc_prov = split_desc(incoming_desc)
+
+        if SequenceMatcher(None, curr_detail, inc_detail).ratio() > 0.8:
+            new_desc = f"{curr_detail} (provider: {curr_prov}, {inc_prov})"
        else:
-            merged_default = current.default
+            new_desc = f"{current_desc}; {incoming_desc}"
+
+        merged_default = F(  # type: ignore
+            default=current.default.default,
+            title=f"{current.default.title},{incoming.default.title}",
+            description=new_desc,
+        )

        merged_type = (
            Union[current_type, incoming_type]
@@ -256,13 +275,6 @@ class ProviderInterface(metaclass=SingletonMeta):
                        else:
                            updated = incoming

-                        if not updated.default.title.startswith(
-                            "Available for providers:"
-                        ):
-                            updated.default.title = (
-                                "Available for providers: " + updated.default.title
-                            )
-
                        extra[updated.name] = (
                            updated.name,
                            updated.type_,
@@ -331,7 +343,7 @@ class ProviderInterface(metaclass=SingletonMeta):
            pageSize: int = Query(default=15, title="benzinga")
            displayOutput: int = Query(default="headline", title="benzinga")
            ...
-            sort: str = Query(default=None, title="benzinga, polygon")
+            sort: str = Query(default=None, title="benzinga,polygon")
        """
        result: Dict = {}

--- a/openbb_sdk/sdk/core/openbb_core/app/query.py
+++ b/openbb_sdk/sdk/core/openbb_core/app/query.py
@@ -46,7 +46,7 @@ class Query:

        for k, v in original.items():
            f = fields[k]
-            providers = f.title.replace("Available for providers: ", "").split(", ")
+            providers = f.title.split(",")
            if v != f.default:
                if provider_name in providers:
                    filtered[k] = v