Merge branch 'feature/openbb-sdk-v4' into feature/sdk-v4-updates

openbb_sdk/extensions/charting/openbb_charting/__init__.py

@@ -3,4 +3,4 @@ from openbb_charting.core.backend import (
     create_backend,
     get_backend,
 )
-from openbb_charting.core.to_plotly_json import to_plotly_json
+from openbb_charting.core.to_chart import to_chart

openbb_sdk/extensions/charting/openbb_charting/builder.py

@@ -1,9 +1,12 @@
 from inspect import getmembers, isfunction
 from typing import List
 
+from openbb_charting import charting_router
 from openbb_core.app.router import RouterLoader
 
-CHARTING_ROUTER = "./charting_router.py"
+# refers to the root of the repo, not the root of the extension
+# this script should be run from the root of the repo
+CHARTING_ROUTER = "openbb_sdk/extensions/charting/openbb_charting/charting_router.py"
 
 
 def get_routes() -> List[str]:
@@ -18,15 +21,13 @@ def create_charting_functions_w_routes(routes_to_add: List[str]):
             f.write(
                 f"""
 
-def {route}(**kwargs):
+def {route}(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
     raise NotImplementedError("Command `{original_route}` does not have a charting function")
 """
             )
 
 
 def get_charting_functions() -> List[str]:
-    from . import charting_router  # pylint: disable=import-outside-toplevel
-
     functions = getmembers(charting_router, isfunction)
     if functions:
         return [function[0] for function in functions]

openbb_sdk/extensions/charting/openbb_charting/core/chart_style.py

@@ -137,7 +137,7 @@ class ChartStyle:
 
         for attr, ext in zip(
             ["plt_styles_available", "console_styles_available"],
-            [".pltstyle", ".richstyle.json"],
+            [".pltstyle.json", ".richstyle.json"],
         ):
             for file in folder.rglob(f"*{ext}"):
                 getattr(self, attr)[file.name.replace(ext, "")] = file

openbb_sdk/extensions/charting/openbb_charting/core/openbb_figure.py

@@ -338,9 +338,7 @@ class OpenBBFigure(go.Figure):
         for i, (x_i, name_i, color_i) in enumerate(zip(valid_x, name, colors)):
             if not color_i:
                 color_i = (  # noqa: PLW2901
-                    self._self._theme.up_color
-                    if i % 2 == 0
-                    else self._self._theme.down_color
+                    self._theme.up_color if i % 2 == 0 else self._theme.down_color
                 )
 
             res_mean, res_std = np.mean(x_i), np.std(x_i)
@@ -386,7 +384,7 @@ class OpenBBFigure(go.Figure):
                     name=name_i if len(name) < 2 else name[1],
                     mode="markers",
                     marker=dict(
-                        color=self._self._theme.down_color,
+                        color=self._theme.down_color,
                         symbol="line-ns-open",
                         size=8,
                     ),
@@ -1381,7 +1379,7 @@ class OpenBBFigure(go.Figure):
         height = kwargs.pop("height", len(data.index) * 28 + 25)
         width = kwargs.pop("width", sum(columnwidth) * 8.7)
 
-        fig: OpenBBFigure = cls()
+        fig = OpenBBFigure(**kwargs)
         fig.add_table(
             header=dict(values=header_values),
             cells=dict(

openbb_sdk/extensions/charting/openbb_charting/core/openbb_figure_table.py

@@ -0,0 +1,95 @@
+from typing import List, Optional, Union
+
+import pandas as pd
+
+from openbb_sdk.extensions.charting.openbb_charting.core.openbb_figure import (
+    OpenBBFigure,
+)
+
+
+class OpenBBFigureTable(OpenBBFigure):
+    def __init__(
+        self,
+        tabular_data: pd.DataFrame,
+        columnwidth: Optional[List[Union[int, float]]] = None,
+    ):
+        super().__init__()
+        self._tabular_data = tabular_data
+        self._columnwidth = columnwidth
+
+    def show(
+        self,
+        show_index: Optional[bool] = True,
+        index_name: Optional[str] = "",
+        headers: Optional[Union[List[str], pd.Index]] = None,
+        title: Optional[str] = "",
+        source: Optional[str] = "",
+        external: Optional[bool] = False,
+    ) -> Optional["OpenBBFigureTable"]:
+        if external:
+            return self
+
+        if not self._backend.isatty:
+            tmp_fig = self.to_table()
+            tmp_fig.show()
+        else:
+            # Make a copy of the dataframe to avoid SettingWithCopyWarning
+            df = self._tabular_data.copy()
+
+            show_index = not isinstance(df.index, pd.RangeIndex) and show_index
+            #  convert non-str that are not timestamp or int into str
+            # eg) praw.models.reddit.subreddit.Subreddit
+            for col in df.columns:
+                try:
+                    if not any(
+                        isinstance(df[col].iloc[x], pd.Timestamp)
+                        for x in range(min(10, len(df)))
+                    ):
+                        df[col] = pd.to_numeric(df[col], errors="ignore")
+                except (ValueError, TypeError):
+                    df[col] = df[col].astype(str)
+
+            def _get_headers(_headers: Union[List[str], pd.Index]) -> List[str]:
+                """Check if headers are valid and return them."""
+                output = _headers
+                if isinstance(_headers, pd.Index):
+                    output = list(_headers)
+                if len(output) != len(df.columns):
+                    raise (
+                        ValueError(
+                            "Length of headers does not match length of DataFrame"
+                        )
+                    )
+                return output
+
+            df_outgoing = df.copy()
+            # If headers are provided, use them
+            if headers is not None:
+                # We check if headers are valid
+                df_outgoing.columns = _get_headers(headers)
+
+            if show_index and index_name not in df_outgoing.columns:
+                # If index name is provided, we use it
+                df_outgoing.index.name = index_name or "Index"
+                df_outgoing = df_outgoing.reset_index()
+
+            for col in df_outgoing.columns:
+                if col == "":
+                    df_outgoing = df_outgoing.rename(columns={col: "  "})
+
+            self._backend.send_table(
+                df_table=df_outgoing,
+                title=title,
+                source=source,  # type: ignore
+                theme=self._charting_settings.table_style,
+            )
+
+    def to_table(
+        self,
+        print_index: bool = True,
+        **kwargs,
+    ) -> "OpenBBFigure":
+        data = self._tabular_data
+        columnwidth = self._columnwidth
+
+        return super().to_table(data, columnwidth, print_index, **kwargs)

openbb_sdk/extensions/charting/openbb_charting/core/to_chart.py

@@ -1,12 +1,13 @@
-from typing import Any, Dict, Optional, Union
+from typing import Any, Dict, Optional, Tuple, Union
 
 import pandas as pd
+from openbb_charting.core.openbb_figure import OpenBBFigure
 from openbb_charting.core.plotly_ta.data_classes import ChartIndicators
 from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
 from openbb_core.app.model.charts.charting_settings import ChartingSettings
 
 
-def to_plotly_json(
+def to_chart(
     charting_settings: ChartingSettings,
     data: Union[pd.DataFrame, pd.Series],
     indicators: Optional[Union[ChartIndicators, Dict[str, Dict[str, Any]]]] = None,
@@ -15,7 +16,7 @@ def to_plotly_json(
     volume: bool = True,
     prepost: bool = False,
     volume_ticks_x: int = 7,
-) -> str:
+) -> Tuple[OpenBBFigure, Dict[str, Any]]:
     """
     Returns the plotly json representation of the chart.
     This function is used so it can be called at the module level and used out of the box,
@@ -57,5 +58,6 @@ def to_plotly_json(
         prepost=prepost,
         volume_ticks_x=volume_ticks_x,
     )
+    content = fig.show(external=True).to_plotly_json()
 
-    return fig.show(external=True).to_plotly_json()
+    return fig, content

openbb_sdk/extensions/charting/openbb_charting/styles/default/tables.pltstyle.json

@@ -0,0 +1,102 @@
+{
+    "data": {
+        "candlestick": [
+            {
+                "decreasing": {
+                    "fillcolor": "#e4003a",
+                    "line": {
+                        "color": "#e4003a"
+                    }
+                },
+                "increasing": {
+                    "fillcolor": "#00ACFF",
+                    "line": {
+                        "color": "#00ACFF"
+                    }
+                },
+                "type": "candlestick"
+            }
+        ]
+    },
+    "layout": {
+        "annotationdefaults": {
+            "showarrow": false
+        },
+        "autotypenumbers": "strict",
+        "colorway": [
+            "#ffed00",
+            "#ef7d00",
+            "#e4003a",
+            "#c13246",
+            "#822661",
+            "#48277c",
+            "#005ca9",
+            "#00aaff",
+            "#9b30d9",
+            "#af005f",
+            "#5f00af",
+            "#af87ff"
+        ],
+        "dragmode": "pan",
+        "font": {
+            "family": "Fira Code",
+            "size": 18
+        },
+        "hoverlabel": {
+            "align": "left"
+        },
+        "mapbox": {
+            "style": "light"
+        },
+        "hovermode": "x",
+        "legend": {
+            "bgcolor": "rgba(0, 0, 0, 0)",
+            "x": 0.01,
+            "xanchor": "left",
+            "y": 0.99,
+            "yanchor": "top",
+            "font": {
+                "size": 15
+            }
+        },
+        "paper_bgcolor": "white",
+        "plot_bgcolor": "white",
+        "xaxis": {
+            "automargin": true,
+            "autorange": true,
+            "rangeslider": {
+                "visible": false
+            },
+            "showgrid": true,
+            "showline": true,
+            "tickfont": {
+                "size": 14
+            },
+            "zeroline": false,
+            "tick0": 1,
+            "title": {
+                "standoff": 20
+            },
+            "linecolor": "#F5EFF3",
+            "mirror": true,
+            "ticks": "outside"
+        },
+        "yaxis": {
+            "anchor": "x",
+            "automargin": true,
+            "fixedrange": false,
+            "zeroline": false,
+            "showgrid": true,
+            "showline": true,
+            "side": "right",
+            "tick0": 0.5,
+            "title": {
+                "standoff": 20
+            },
+            "gridcolor": "#283442",
+            "linecolor": "#F5EFF3",
+            "mirror": true,
+            "ticks": "outside"
+        }
+    }
+}

openbb_sdk/providers/fmp/openbb_fmp/models/crypto_eod.py

@@ -20,7 +20,7 @@ class FMPCryptoEODQueryParams(CryptoEODQueryParams):
     """FMP Crypto end of day Query.
 
     Source:
-        https://site.financialmodelingprep.com/developer/docs/cryptocurrency-historical-data-api/#Historical-Daily-Prices
+    https://site.financialmodelingprep.com/developer/docs/cryptocurrency-historical-data-api/#Historical-Daily-Prices
     """
 
     timeseries: Optional[NonNegativeInt] = Field(

openbb_sdk/sdk/core/openbb_core/api/router/commands.py

@@ -1,3 +1,4 @@
+import inspect
 from functools import partial, wraps
 from inspect import Parameter, Signature, signature
 from typing import Any, Callable, Dict, Tuple, TypeVar
@@ -7,9 +8,11 @@ from fastapi.routing import APIRoute
 from openbb_core.api.dependency.user import get_user
 from openbb_core.app.command_runner import CommandRunner
 from openbb_core.app.model.command_context import CommandContext
+from openbb_core.app.model.command_output import CommandOutput
 from openbb_core.app.model.user_settings import UserSettings
 from openbb_core.app.router import RouterLoader
 from openbb_core.app.service.system_service import SystemService
+from pydantic import BaseModel
 from typing_extensions import Annotated, ParamSpec
 
 T = TypeVar("T")
@@ -73,6 +76,52 @@ def build_new_signature(func):
     )
 
 
+def validate_output(c_out: CommandOutput) -> CommandOutput:
+    """
+    Validate CommandOutput object.
+    Checks against the CommandOutput schema and removes fields that contain the
+    `exclude_from_api` extra `pydantic.Field` kwarg.
+    Note that the modification to the `CommandOutput` object is done in-place.
+
+    Parameters
+    ----------
+    c_out : CommandOutput
+        CommandOutput object to validate.
+
+    Returns
+    -------
+    CommandOutput
+        Validated CommandOutput object.
+    """
+
+    def is_model(type_):
+        return inspect.isclass(type_) and issubclass(type_, BaseModel)
+
+    def exclude_fields_from_api(key: str, value: Any):
+        type_ = type(value)
+
+        # case where 1st layer field needs to be excluded
+        if key in c_out.__fields__ and c_out.__fields__[key].field_info.extra.get(
+            "exclude_from_api", None
+        ):
+            delattr(c_out, key)
+
+        # if it's a model with nested fields
+        elif is_model(type_):
+            for field in type_.__fields__.values():
+                if field.field_info.extra.get("exclude_from_api", None):
+                    delattr(value, field.name)
+
+                # if it's a yet a nested model we need to go deeper in the recursion
+                elif is_model(field.type_):
+                    exclude_fields_from_api(field.name, getattr(value, field.name))
+
+    for k, v in c_out:
+        exclude_fields_from_api(k, v)
+
+    return c_out
+
+
 def build_api_wrapper(
     command_runner: CommandRunner,
     route: APIRoute,
@@ -97,7 +146,7 @@ def build_api_wrapper(
         execute = partial(command_runner.run_once, user_settings, path)
         journal_entry = execute(*args, **kwargs)
 
-        return journal_entry.output
+        return validate_output(journal_entry.output)
 
     return wrapper
 

openbb_sdk/sdk/core/openbb_core/app/charting_manager.py

@@ -144,10 +144,28 @@ class ChartingManager(metaclass=SingletonMeta):
         create_backend_func(charting_settings=charting_settings)
         get_backend_func().start(debug=charting_settings.debug_mode)
 
-    def to_plotly_json(self, **kwargs) -> str:
+    def to_chart(self, **kwargs) -> Chart:
         """
-        Returns the plotly json representation of the chart.
+        Returns the chart object.
+
+        Parameters
+        ----------
+        **kwargs
+            Keyword arguments to be passed to the charting extension.
+
+        Returns
+        -------
+        Chart
+            Chart object.
+
+        Raises
+        ------
+        ChartingManagerError
+            If charting extension is not installed.
+        Exception
+            If the charting extension module does not contain the `to_chart` function.
         """
+
         if not self._charting_extension_installed:
             raise ChartingManagerError(
                 f"Charting extension `{self._charting_extension}` is not installed"
@@ -156,12 +174,19 @@ class ChartingManager(metaclass=SingletonMeta):
 
         # Dynamically import the charting module
         backend_module = import_module(self._charting_extension)
-        # Get the plotly json function from the charting module
-        to_plotly_json_func = getattr(backend_module, "to_plotly_json")
+        # Get the `to_chart` function from the charting module
+        to_chart_func = getattr(backend_module, "to_chart")
+
         # Add the charting settings to the kwargs
         kwargs["charting_settings"] = self._charting_settings
 
-        return to_plotly_json_func(**kwargs)
+        fig, content = to_chart_func(**kwargs)
+
+        return Chart(
+            content=content,
+            format=self.get_chart_format(self._charting_extension),
+            fig=fig,
+        )
 
     def chart(
         self,
@@ -211,7 +236,11 @@ class ChartingManager(metaclass=SingletonMeta):
         kwargs["command_output_item"] = command_output_item
         kwargs["charting_settings"] = self._charting_settings
 
+        charting_function = self.get_chart_function(self._charting_extension, route)
+        fig, content = charting_function(**kwargs)
+
         return Chart(
-            content=self.get_chart_function(self._charting_extension, route)(**kwargs),
+            content=content,
             format=self.get_chart_format(self._charting_extension),
+            fig=fig,
         )

openbb_sdk/sdk/core/openbb_core/app/model/charts/chart.py

@@ -2,7 +2,7 @@ from enum import Enum
 from typing import Any, Dict, Optional
 
 from openbb_core.app.model.abstract.error import Error
-from pydantic import BaseModel
+from pydantic import BaseModel, Field
 
 
 class ChartFormat(str, Enum):
@@ -10,28 +10,30 @@ class ChartFormat(str, Enum):
 
 
 class Chart(BaseModel):
-    content: Optional[Dict[str, Any]] = None
-    format: Optional[ChartFormat] = ChartFormat.plotly
-    error: Optional[Error] = None
+    content: Optional[Dict[str, Any]] = Field(
+        default=None,
+        description="Raw textual representation of the chart.",
+    )
+    format: Optional[ChartFormat] = Field(
+        default=ChartFormat.plotly,
+        description="Complementary attribute to the `content` attribute. It specifies the format of the chart.",
+    )
+    error: Optional[Error] = Field(
+        default=None,
+        description="Exception caught during the computation of the `Chart`.",
+    )
+    fig: Optional[Any] = Field(
+        default=None,
+        description="The figure object.",
+        exclude_from_api=True,
+    )
 
     class Config:
         validate_assignment = True
 
-    def show(self):
-        """Shows the chart in PyWry, browser or notebook."""
-
-        # TODO : this method should be handled by the ChartingManager so that
-        # this model class doesn't have specific knowledge on the charting extension
-
-        # pylint: disable=import-outside-toplevel
-        if self.format == ChartFormat.plotly:
-            from openbb_charting.core.openbb_figure import OpenBBFigure
-
-            chart = OpenBBFigure()
-
-            chart.update(self.content)
-
-            chart.show()
-
-        else:
-            raise ValueError(f"Chart format {self.format} not supported.")
+    def __repr__(self) -> str:
+        return (
+            self.__class__.__name__
+            + "\n\n"
+            + "\n".join([f"{k}: {v}" for k, v in self.dict().items()])
+        )

openbb_sdk/sdk/core/openbb_core/app/model/charts/charting_settings.py

@@ -43,9 +43,8 @@ class ChartingSettings:
         self.user_uuid: Optional[str] = (
             user_settings.profile.hub_session.user_uuid if has_hub else None
         )
-        self.user_exports_directory: str = user_settings.preferences.export_directory
-        self.user_styles_directory: str = (
-            user_settings.preferences.user_styles_directory
-        )
+        self.user_exports_directory = user_settings.preferences.export_directory
+        self.user_styles_directory = user_settings.preferences.user_styles_directory
         # Theme
         self.chart_style: str = user_settings.preferences.chart_style
+        self.table_style = user_settings.preferences.table_style

openbb_sdk/sdk/core/openbb_core/app/model/command_output.py

@@ -1,4 +1,4 @@
-from typing import Any, Dict, Generic, List, Optional, TypeVar, Union
+from typing import Dict, Generic, List, Optional, TypeVar, Union
 
 import pandas as pd
 from pydantic import Field
@@ -8,7 +8,7 @@ from openbb_core.app.charting_manager import ChartingManager
 from openbb_core.app.model.abstract.error import Error
 from openbb_core.app.model.abstract.tagged import Tagged
 from openbb_core.app.model.abstract.warning import Warning_
-from openbb_core.app.model.charts.chart import Chart, ChartFormat
+from openbb_core.app.model.charts.chart import Chart
 from openbb_core.app.provider_interface import get_provider_interface
 from openbb_core.app.utils import basemodel_to_df
 
@@ -109,41 +109,31 @@ class CommandOutput(GenericModel, Generic[T], Tagged):
 
         return results
 
-    def to_plotly_json(
-        self, create_chart: bool = True, **kwargs
-    ) -> Optional[Dict[str, Any]]:
+    def to_chart(self, **kwargs):
         """
-        Returns the plotly json representation of the chart.
-        If the chart was already computed it return the plotly json representation of the chart.
-        Otherwise it computes the chart based on the available data and provided kwargs.
+        Create or update the `Chart`.
+        Note that the `chart` attribute is composed by: `content`, `format` and `fig`.
 
         Parameters
         ----------
-        create_chart : bool, optional
-            If True, it creates the chart object and populates the respective field on the object, by default True.
         **kwargs
             Keyword arguments to be passed to the charting extension.
-            This implies that the user has to know the charting extension API; this is the case
-            because the charting extension may vary on user settings.
+            This implies that the user has some knowledge on the charting extension API.
+            This is the case because the charting extension may vary on user preferences.
+
+        Returns
+        -------
+        chart.fig
+            The chart figure.
         """
+        cm = ChartingManager()
+        kwargs["data"] = self.to_dataframe()
 
-        if self.chart and not kwargs:
-            plotly_json = self.chart.content
-        else:
-            cm = ChartingManager()
-            kwargs["data"] = self.to_dataframe()
-            plotly_json = cm.to_plotly_json(**kwargs)
-
-            if create_chart:
-                try:
-                    self.chart = Chart(content=plotly_json, format=ChartFormat.plotly)
-                except Exception as e:
-                    self.chart = Chart(error=Error(message=str(e)))
-
-        return plotly_json
+        self.chart = cm.to_chart(**kwargs)
+        return self.chart.fig
 
     def show(self):
         """Displays chart."""
-        if not self.chart:
+        if not self.chart and not self.chart.fig:
             raise OpenBBError("Chart not found.")
-        self.chart.show()
+        self.chart.fig.show()

openbb_sdk/sdk/core/openbb_core/app/model/custom_parameter.py

@@ -0,0 +1,11 @@
+from typing import Optional
+from pydantic import BaseModel
+
+
+class OpenBBCustomParameter(BaseModel):
+    """Custom parameter for OpenBB."""
+
+    description: Optional[str] = None
+
+    class Config:
+        frozen = True

openbb_sdk/sdk/core/openbb_core/app/model/preferences.py

@@ -16,6 +16,7 @@ class Preferences(BaseModel):
     plot_open_export: bool = (
         False  # Whether to open plot image exports after they are created
     )
+    table_style: Literal["dark", "light"] = "dark"
     request_timeout: PositiveInt = 15
 
     class Config:

openbb_sdk/sdk/core/openbb_core/app/static/package/__extensions__.py

@@ -1,23 +1,16 @@
 ### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
 
 
+
 from openbb_core.app.static.container import Container
 
 
 class Extensions(Container):
     @property
-    def crypto(self):  # route = "/crypto"
-        from openbb_core.app.static.package import crypto
+    def news(self):  # route = "/news"
+        from openbb_core.app.static.package import news
 
-        return crypto.CLASS_crypto(command_runner_session=self._command_runner_session)
-
-    @property
-    def economy(self):  # route = "/economy"
-        from openbb_core.app.static.package import economy
-
-        return economy.CLASS_economy(
-            command_runner_session=self._command_runner_session
-        )
+        return news.CLASS_news(command_runner_session=self._command_runner_session)
 
     @property
     def fixedincome(self):  # route = "/fixedincome"
@@ -34,16 +27,18 @@ class Extensions(Container):
         return forex.CLASS_forex(command_runner_session=self._command_runner_session)
 
     @property
-    def news(self):  # route = "/news"
-        from openbb_core.app.static.package import news
+    def economy(self):  # route = "/economy"
+        from openbb_core.app.static.package import economy
 
-        return news.CLASS_news(command_runner_session=self._command_runner_session)
+        return economy.CLASS_economy(
+            command_runner_session=self._command_runner_session
+        )
 
     @property
-    def qa(self):  # route = "/qa"
-        from openbb_core.app.static.package import qa
+    def crypto(self):  # route = "/crypto"
+        from openbb_core.app.static.package import crypto
 
-        return qa.CLASS_qa(command_runner_session=self._command_runner_session)
+        return crypto.CLASS_crypto(command_runner_session=self._command_runner_session)
 
     @property
     def stocks(self):  # route = "/stocks"
@@ -51,6 +46,12 @@ class Extensions(Container):
 
         return stocks.CLASS_stocks(command_runner_session=self._command_runner_session)
 
+    @property
+    def qa(self):  # route = "/qa"
+        from openbb_core.app.static.package import qa
+
+        return qa.CLASS_qa(command_runner_session=self._command_runner_session)
+
     @property
     def ta(self):  # route = "/ta"
         from openbb_core.app.static.package import ta

openbb_sdk/sdk/core/openbb_core/app/static/package/crypto.py

@@ -2,11 +2,12 @@
 
 import datetime
 import typing
-from typing import Literal, Optional, Union
+from typing import Annotated, Literal, Optional, Union
 
 from pydantic import validate_arguments
 
 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
 
@@ -16,11 +17,23 @@ class CLASS_crypto(Container):
     @validate_arguments
     def load(
         self,
-        symbol: str,
-        start_date: Union[datetime.date, None, str] = None,
-        end_date: Union[datetime.date, None, str] = None,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        start_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="Start date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
+        end_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="End date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
         chart: bool = False,
-        provider: Optional[Literal["fmp", "polygon"]] = None,
+        provider: Optional[Literal["polygon", "fmp"]] = None,
         **kwargs,
     ) -> CommandOutput[typing.List]:
         """Crypto Intraday Price.
@@ -31,7 +44,7 @@ class CLASS_crypto(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp, polygon]
+        provider: Literal[polygon, fmp]
             The provider to use for the query.
         symbol : ConstrainedStrValue
             Symbol to get data for.
@@ -72,6 +85,28 @@ class CLASS_crypto(Container):
         vwap : PositiveFloat
             Volume Weighted Average Price of the symbol.
 
+        polygon
+        =======
+
+        Parameters
+        ----------
+        timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
+            The timespan of the data.
+        sort : Literal['asc', 'desc']
+            Sort order of the data.
+        limit : PositiveInt
+            The number of data entries to return.
+        adjusted : bool
+            Whether the data is adjusted.
+        multiplier : PositiveInt
+            The multiplier of the timespan.
+
+
+        CryptoEOD
+        ---------
+        n : PositiveInt
+            The number of transactions for the symbol in the time period.
+
         fmp
         ===
 
@@ -94,29 +129,7 @@ class CLASS_crypto(Container):
         label : str
             Human readable format of the date.
         changeOverTime : float
-            Change \\% in the price of the symbol over a period of time.
-
-        polygon
-        =======
-
-        Parameters
-        ----------
-        timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
-            The timespan of the data.
-        sort : Literal['asc', 'desc']
-            Sort order of the data.
-        limit : PositiveInt
-            The number of data entries to return.
-        adjusted : bool
-            Whether the data is adjusted.
-        multiplier : PositiveInt
-            The multiplier of the timespan.
-
-
-        CryptoEOD
-        ---------
-        n : PositiveInt
-            The number of transactions for the symbol in the time period."""  # noqa: E501
+            Change \\% in the price of the symbol over a period of time."""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,

openbb_sdk/sdk/core/openbb_core/app/static/package/economy.py

@@ -2,13 +2,14 @@
 
 import datetime
 import typing
-from typing import List, Literal, Optional, Union
+from typing import Annotated, List, Literal, Optional, Union
 
 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
 
@@ -40,7 +41,12 @@ class CLASS_economy(Container):
     @validate_arguments
     def const(
         self,
-        index: Literal["nasdaq", "sp500", "dowjones"] = "dowjones",
+        index: Annotated[
+            Literal["nasdaq", "sp500", "dowjones"],
+            OpenBBCustomParameter(
+                description="The index for which we want to fetch the constituents."
+            ),
+        ] = "dowjones",
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -125,64 +131,88 @@ class CLASS_economy(Container):
     @validate_arguments
     def cpi(
         self,
-        countries: List[
-            Literal[
-                "australia",
-                "austria",
-                "belgium",
-                "brazil",
-                "bulgaria",
-                "canada",
-                "chile",
-                "china",
-                "croatia",
-                "cyprus",
-                "czech_republic",
-                "denmark",
-                "estonia",
-                "euro_area",
-                "finland",
-                "france",
-                "germany",
-                "greece",
-                "hungary",
-                "iceland",
-                "india",
-                "indonesia",
-                "ireland",
-                "israel",
-                "italy",
-                "japan",
-                "korea",
-                "latvia",
-                "lithuania",
-                "luxembourg",
-                "malta",
-                "mexico",
-                "netherlands",
-                "new_zealand",
-                "norway",
-                "poland",
-                "portugal",
-                "romania",
-                "russian_federation",
-                "slovak_republic",
-                "slovakia",
-                "slovenia",
-                "south_africa",
-                "spain",
-                "sweden",
-                "switzerland",
-                "turkey",
-                "united_kingdom",
-                "united_states",
-            ]
+        countries: Annotated[
+            List[
+                Literal[
+                    "australia",
+                    "austria",
+                    "belgium",
+                    "brazil",
+                    "bulgaria",
+                    "canada",
+                    "chile",
+                    "china",
+                    "croatia",
+                    "cyprus",
+                    "czech_republic",
+                    "denmark",
+                    "estonia",
+                    "euro_area",
+                    "finland",
+                    "france",
+                    "germany",
+                    "greece",
+                    "hungary",
+                    "iceland",
+                    "india",
+                    "indonesia",
+                    "ireland",
+                    "israel",
+                    "italy",
+                    "japan",
+                    "korea",
+                    "latvia",
+                    "lithuania",
+                    "luxembourg",
+                    "malta",
+                    "mexico",
+                    "netherlands",
+                    "new_zealand",
+                    "norway",
+                    "poland",
+                    "portugal",
+                    "romania",
+                    "russian_federation",
+                    "slovak_republic",
+                    "slovakia",
+                    "slovenia",
+                    "south_africa",
+                    "spain",
+                    "sweden",
+                    "switzerland",
+                    "turkey",
+                    "united_kingdom",
+                    "united_states",
+                ]
+            ],
+            OpenBBCustomParameter(description="The country or countries to get data."),
         ],
-        units: Literal["growth_previous", "growth_same", "index_2015"] = "growth_same",
-        frequency: Literal["monthly", "quarterly", "annual"] = "monthly",
-        harmonized: bool = False,
-        start_date: Union[datetime.date, None, str] = None,
-        end_date: Union[datetime.date, None, str] = None,
+        units: Annotated[
+            Literal["growth_previous", "growth_same", "index_2015"],
+            OpenBBCustomParameter(description="The data units."),
+        ] = "growth_same",
+        frequency: Annotated[
+            Literal["monthly", "quarterly", "annual"],
+            OpenBBCustomParameter(description="The data time frequency."),
+        ] = "monthly",
+        harmonized: typing.Annotated[
+            bool,
+            OpenBBCustomParameter(
+                description="Whether you wish to obtain harmonized data."
+            ),
+        ] = False,
+        start_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="Start date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
+        end_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="End date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
         chart: bool = False,
         provider: Optional[Literal["fred"]] = None,
         **kwargs,
@@ -296,11 +326,23 @@ class CLASS_economy(Container):
     @validate_arguments
     def index(
         self,
-        symbol: str,
-        start_date: Union[datetime.date, None, str] = None,
-        end_date: Union[datetime.date, None, str] = None,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        start_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="Start date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
+        end_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="End date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
         chart: bool = False,
-        provider: Optional[Literal["fmp", "polygon"]] = None,
+        provider: Optional[Literal["polygon", "fmp"]] = None,
         **kwargs,
     ) -> CommandOutput[typing.List]:
         """Get OHLCV data for an index.
@@ -311,7 +353,7 @@ class CLASS_economy(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp, polygon]
+        provider: Literal[polygon, fmp]
             The provider to use for the query.
         symbol : ConstrainedStrValue
             Symbol to get data for.
@@ -352,6 +394,32 @@ class CLASS_economy(Container):
         vwap : Optional[float]
             Volume Weighted Average Price of the symbol.
 
+        polygon
+        =======
+
+        Parameters
+        ----------
+        timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
+            The timespan of the data.
+        sort : Literal['asc', 'desc']
+            Sort order of the data.
+        limit : PositiveInt
+            The number of data entries to return.
+        adjusted : bool
+            Whether the data is adjusted.
+        multiplier : PositiveInt
+            The multiplier of the timespan.
+
+
+        MajorIndicesEOD
+        ---------------
+        t : datetime
+            The timestamp of the data.
+        n : PositiveInt
+            The number of transactions for the symbol in the time period.
+        vw : PositiveFloat
+            The volume weighted average price of the symbol.
+
         fmp
         ===
 
@@ -375,30 +443,8 @@ class CLASS_economy(Container):
             Change \\% in the price of the symbol.
         label : Optional[str]
             Human readable format of the date.
-        changeOverTime : Optional[float]
-            Change \\% in the price of the symbol over a period of time.
-
-        polygon
-        =======
-
-        Parameters
-        ----------
-        timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
-            The timespan of the data.
-        sort : Literal['asc', 'desc']
-            Sort order of the data.
-        limit : PositiveInt
-            The number of data entries to return.
-        adjusted : bool
-            Whether the data is adjusted.
-        multiplier : PositiveInt
-            The multiplier of the timespan.
-
-
-        MajorIndicesEOD
-        ---------------
-        n : PositiveInt
-            The number of transactions for the symbol in the time period."""  # noqa: E501
+        changeOverTime : float
+            Change \\% in the price of the symbol over a period of time."""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,

openbb_sdk/sdk/core/openbb_core/app/static/package/fixedincome.py

@@ -2,13 +2,14 @@
 
 import datetime
 import typing
-from typing import Literal, Optional, Union
+from typing import Annotated, Literal, Optional, Union
 
 from pydantic import 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
 
@@ -18,8 +19,18 @@ class CLASS_fixedincome(Container):
     @validate_arguments
     def treasury(
         self,
-        start_date: Union[datetime.date, None, str] = None,
-        end_date: Union[datetime.date, None, str] = None,
+        start_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="Start date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
+        end_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="End date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,

openbb_sdk/sdk/core/openbb_core/app/static/package/forex.py

@@ -2,11 +2,12 @@
 
 import datetime
 import typing
-from typing import Literal, Optional, Union
+from typing import Annotated, Literal, Optional, Union
 
 from pydantic import validate_arguments
 
 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
 
@@ -17,7 +18,7 @@ class CLASS_forex(Container):
     def pairs(
         self,
         chart: bool = False,
-        provider: Optional[Literal["fmp", "polygon"]] = None,
+        provider: Optional[Literal["polygon", "fmp"]] = None,
         **kwargs,
     ) -> CommandOutput[typing.List]:
         """Forex Available Pairs.
@@ -28,7 +29,7 @@ class CLASS_forex(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp, polygon]
+        provider: Literal[polygon, fmp]
             The provider to use for the query.
         All fields are standardized.
 
@@ -52,25 +53,6 @@ class CLASS_forex(Container):
         name : str
             The name of the currency pair.
 
-        fmp
-        ===
-
-        Parameters
-        ----------
-        All fields are standardized.
-
-
-        ForexPairs
-        ----------
-        symbol : str
-            The symbol of the currency pair.
-        currency : str
-            The base currency of the currency pair.
-        stockExchange : Optional[str]
-            The stock exchange of the currency pair.
-        exchange_short_name : Optional[str]
-            The short name of the stock exchange of the currency pair.
-
         polygon
         =======
 
@@ -109,7 +91,26 @@ class CLASS_forex(Container):
         last_updated_utc : datetime
             The last updated timestamp in UTC.
         delisted_utc : Optional[datetime]
-            The delisted timestamp in UTC."""  # noqa: E501
+            The delisted timestamp in UTC.
+
+        fmp
+        ===
+
+        Parameters
+        ----------
+        All fields are standardized.
+
+
+        ForexPairs
+        ----------
+        symbol : str
+            The symbol of the currency pair.
+        currency : str
+            The base currency of the currency pair.
+        stockExchange : Optional[str]
+            The stock exchange of the currency pair.
+        exchange_short_name : Optional[str]
+            The short name of the stock exchange of the currency pair."""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,
@@ -130,11 +131,23 @@ class CLASS_forex(Container):
     @validate_arguments
     def load(
         self,
-        symbol: str,
-        start_date: Union[datetime.date, None, str] = None,
-        end_date: Union[datetime.date, None, str] = None,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        start_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="Start date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
+        end_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="End date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
         chart: bool = False,
-        provider: Optional[Literal["fmp", "polygon"]] = None,
+        provider: Optional[Literal["polygon", "fmp"]] = None,
         **kwargs,
     ) -> CommandOutput[typing.List]:
         """Forex Intraday Price.
@@ -145,7 +158,7 @@ class CLASS_forex(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp, polygon]
+        provider: Literal[polygon, fmp]
             The provider to use for the query.
         symbol : ConstrainedStrValue
             Symbol to get data for.
@@ -186,6 +199,28 @@ class CLASS_forex(Container):
         vwap : Optional[PositiveFloat]
             Volume Weighted Average Price of the symbol.
 
+        polygon
+        =======
+
+        Parameters
+        ----------
+        timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
+            The timespan of the data.
+        sort : Literal['asc', 'desc']
+            Sort order of the data.
+        limit : PositiveInt
+            The number of data entries to return.
+        adjusted : bool
+            Whether the data is adjusted.
+        multiplier : PositiveInt
+            The multiplier of the timespan.
+
+
+        ForexEOD
+        --------
+        n : PositiveInt
+            The number of transactions for the symbol in the time period.
+
         fmp
         ===
 
@@ -207,29 +242,7 @@ class CLASS_forex(Container):
         label : str
             Human readable format of the date.
         changeOverTime : float
-            Change \\% in the price of the symbol over a period of time.
-
-        polygon
-        =======
-
-        Parameters
-        ----------
-        timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
-            The timespan of the data.
-        sort : Literal['asc', 'desc']
-            Sort order of the data.
-        limit : PositiveInt
-            The number of data entries to return.
-        adjusted : bool
-            Whether the data is adjusted.
-        multiplier : PositiveInt
-            The multiplier of the timespan.
-
-
-        ForexEOD
-        --------
-        n : PositiveInt
-            The number of transactions for the symbol in the time period."""  # noqa: E501
+            Change \\% in the price of the symbol over a period of time."""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,

openbb_sdk/sdk/core/openbb_core/app/static/package/module_map.json

@@ -1,7 +1,14 @@
 {
-    "crypto_load": "/crypto/load",
+    "news_globalnews": "/news/globalnews",
     "__extensions__": "",
-    "crypto": "/crypto",
+    "news": "/news",
+    "news_sectornews": "/news/sectornews",
+    "fixedincome_treasury": "/fixedincome/treasury",
+    "fixedincome": "/fixedincome",
+    "fixedincome_ycrv": "/fixedincome/ycrv",
+    "forex_pairs": "/forex/pairs",
+    "forex": "/forex",
+    "forex_load": "/forex/load",
     "economy_corecpi": "/economy/corecpi",
     "economy": "/economy",
     "economy_const": "/economy/const",
@@ -37,41 +44,8 @@
     "economy_trust": "/economy/trust",
     "economy_usbonds": "/economy/usbonds",
     "economy_valuation": "/economy/valuation",
-    "fixedincome_treasury": "/fixedincome/treasury",
-    "fixedincome": "/fixedincome",
-    "fixedincome_ycrv": "/fixedincome/ycrv",
-    "forex_pairs": "/forex/pairs",
-    "forex": "/forex",
-    "forex_load": "/forex/load",
-    "news_globalnews": "/news/globalnews",
-    "news": "/news",
-    "news_sectornews": "/news/sectornews",
-    "qa_normality": "/qa/normality",
-    "qa": "/qa",
-    "qa_capm": "/qa/capm",
-    "qa_qqplot": "/qa/qqplot",
-    "qa_om": "/qa/om",
-    "qa_kurtosis": "/qa/kurtosis",
-    "qa_pick": "/qa/pick",
-    "qa_spread": "/qa/spread",
-    "qa_rolling": "/qa/rolling",
-    "qa_var": "/qa/var",
-    "qa_line": "/qa/line",
-    "qa_hist": "/qa/hist",
-    "qa_unitroot": "/qa/unitroot",
-    "qa_beta": "/qa/beta",
-    "qa_sh": "/qa/sh",
-    "qa_so": "/qa/so",
-    "qa_cusum": "/qa/cusum",
-    "qa_raw": "/qa/raw",
-    "qa_cdf": "/qa/cdf",
-    "qa_decompose": "/qa/decompose",
-    "qa_skew": "/qa/skew",
-    "qa_quantile": "/qa/quantile",
-    "qa_bw": "/qa/bw",
-    "qa_es": "/qa/es",
-    "qa_acf": "/qa/acf",
-    "qa_summary": "/qa/summary",
+    "crypto_load": "/crypto/load",
+    "crypto": "/crypto",
     "stocks_fa_analysis": "/stocks/fa/analysis",
     "stocks": "/stocks",
     "stocks_fa": "/stocks/fa",
@@ -219,6 +193,32 @@
     "stocks_tob": "/stocks/tob",
     "stocks_quote": "/stocks/quote",
     "stocks_search": "/stocks/search",
+    "qa_normality": "/qa/normality",
+    "qa": "/qa",
+    "qa_capm": "/qa/capm",
+    "qa_qqplot": "/qa/qqplot",
+    "qa_om": "/qa/om",
+    "qa_kurtosis": "/qa/kurtosis",
+    "qa_pick": "/qa/pick",
+    "qa_spread": "/qa/spread",
+    "qa_rolling": "/qa/rolling",
+    "qa_var": "/qa/var",
+    "qa_line": "/qa/line",
+    "qa_hist": "/qa/hist",
+    "qa_unitroot": "/qa/unitroot",
+    "qa_beta": "/qa/beta",
+    "qa_sh": "/qa/sh",
+    "qa_so": "/qa/so",
+    "qa_cusum": "/qa/cusum",
+    "qa_raw": "/qa/raw",
+    "qa_cdf": "/qa/cdf",
+    "qa_decompose": "/qa/decompose",
+    "qa_skew": "/qa/skew",
+    "qa_quantile": "/qa/quantile",
+    "qa_bw": "/qa/bw",
+    "qa_es": "/qa/es",
+    "qa_acf": "/qa/acf",
+    "qa_summary": "/qa/summary",
     "ta_atr": "/ta/atr",
     "ta": "/ta",
     "ta_fib": "/ta/fib",

openbb_sdk/sdk/core/openbb_core/app/static/package/news.py

@@ -9,6 +9,7 @@ from pydantic import 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
 
@@ -18,7 +19,10 @@ class CLASS_news(Container):
     @validate_arguments
     def globalnews(
         self,
-        page: pydantic.types.NonNegativeInt = 0,
+        page: typing.Annotated[
+            pydantic.types.NonNegativeInt,
+            OpenBBCustomParameter(description="The page of the global news."),
+        ] = 0,
         chart: bool = False,
         provider: Optional[Literal["benzinga", "fmp"]] = None,
         **kwargs,

openbb_sdk/sdk/core/openbb_core/app/static/package/stocks.py

@@ -2,7 +2,7 @@
 
 import datetime
 import typing
-from typing import Literal, Optional, Union
+from typing import Annotated, Literal, Optional, Union
 
 import pydantic
 from pydantic import validate_arguments
@@ -10,6 +10,7 @@ from pydantic import 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
 
@@ -83,11 +84,23 @@ class CLASS_stocks(Container):
     @validate_arguments
     def load(
         self,
-        symbol: str,
-        start_date: Union[datetime.date, None, str] = None,
-        end_date: Union[datetime.date, None, str] = None,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        start_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="Start date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
+        end_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="End date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
         chart: bool = False,
-        provider: Optional[Literal["fmp", "polygon"]] = None,
+        provider: Optional[Literal["polygon", "fmp"]] = None,
         **kwargs,
     ) -> CommandOutput[typing.List]:
         """Load stock data for a specific ticker.
@@ -98,7 +111,7 @@ class CLASS_stocks(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp, polygon]
+        provider: Literal[polygon, fmp]
             The provider to use for the query.
         symbol : ConstrainedStrValue
             Symbol to get data for.
@@ -134,11 +147,33 @@ class CLASS_stocks(Container):
             The low price of the symbol.
         close : PositiveFloat
             The close price of the symbol.
-        volume : float
+        volume : NonNegativeFloat
             The volume of the symbol.
-        vwap : Optional[float]
+        vwap : Optional[PositiveFloat]
             Volume Weighted Average Price of the symbol.
 
+        polygon
+        =======
+
+        Parameters
+        ----------
+        timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
+            The timespan of the data.
+        sort : Literal['asc', 'desc']
+            Sort order of the data.
+        limit : PositiveInt
+            The number of data entries to return.
+        adjusted : bool
+            Whether the data is adjusted.
+        multiplier : PositiveInt
+            The multiplier of the timespan.
+
+
+        StockEOD
+        --------
+        n : PositiveInt
+            The number of transactions for the symbol in the time period.
+
         fmp
         ===
 
@@ -162,30 +197,8 @@ class CLASS_stocks(Container):
             Change \\% in the price of the symbol.
         label : Optional[str]
             Human readable format of the date.
-        changeOverTime : Optional[float]
-            Change \\% in the price of the symbol over a period of time.
-
-        polygon
-        =======
-
-        Parameters
-        ----------
-        timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
-            The timespan of the data.
-        sort : Literal['asc', 'desc']
-            Sort order of the data.
-        limit : PositiveInt
-            The number of data entries to return.
-        adjusted : bool
-            Whether the data is adjusted.
-        multiplier : PositiveInt
-            The multiplier of the timespan.
-
-
-        StockEOD
-        --------
-        n : Optional[PositiveInt]
-            The number of transactions for the symbol in the time period."""  # noqa: E501
+        changeOverTime : float
+            Change \\% in the price of the symbol over a period of time."""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,
@@ -210,11 +223,23 @@ class CLASS_stocks(Container):
     @validate_arguments
     def news(
         self,
-        symbols: str,
-        page: int = 0,
-        limit: Optional[pydantic.types.NonNegativeInt] = 15,
+        symbols: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        page: typing.Annotated[
+            int,
+            OpenBBCustomParameter(
+                description="The page of the stock news to be retrieved."
+            ),
+        ] = 0,
+        limit: Annotated[
+            Optional[pydantic.types.NonNegativeInt],
+            OpenBBCustomParameter(
+                description="The number of results to return per page."
+            ),
+        ] = 15,
         chart: bool = False,
-        provider: Optional[Literal["benzinga", "fmp", "polygon"]] = None,
+        provider: Optional[Literal["benzinga", "polygon", "fmp"]] = None,
         **kwargs,
     ) -> CommandOutput[typing.List]:
         """Get news for one or more stock tickers.
@@ -225,7 +250,7 @@ class CLASS_stocks(Container):
 
         Parameters
         ----------
-        provider: Literal[benzinga, fmp, polygon]
+        provider: Literal[benzinga, polygon, fmp]
             The provider to use for the query.
         symbols : ConstrainedStrValue
             Symbol to get data for.
@@ -306,23 +331,6 @@ class CLASS_stocks(Container):
         teaser : Optional[str]
             The teaser of the news.
 
-        fmp
-        ===
-
-        Parameters
-        ----------
-        All fields are standardized.
-
-
-        StockNews
-        ---------
-        symbol : str
-            Ticker of the fetched news.
-        image : Optional[str]
-            URL to the image of the news source.
-        site : str
-            Name of the news source.
-
         polygon
         =======
 
@@ -367,7 +375,24 @@ class CLASS_stocks(Container):
         publisher : PolygonPublisher
             Publisher of the article.
         tickers : List[str]
-            Tickers covered in the article."""  # noqa: E501
+            Tickers covered in the article.
+
+        fmp
+        ===
+
+        Parameters
+        ----------
+        All fields are standardized.
+
+
+        StockNews
+        ---------
+        symbol : str
+            Ticker of the fetched news.
+        image : Optional[str]
+            URL to the image of the news source.
+        site : str
+            Name of the news source."""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,
@@ -392,8 +417,13 @@ class CLASS_stocks(Container):
     @validate_arguments
     def multiples(
         self,
-        symbol: str,
-        limit: Optional[int] = 100,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        limit: Annotated[
+            Optional[int],
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 100,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,

openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_ca.py

@@ -7,6 +7,7 @@ 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
 
@@ -16,7 +17,9 @@ class CLASS_stocks_ca(Container):
     @validate_arguments
     def peers(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,

openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_dd.py

@@ -1,11 +1,12 @@
 ### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
 
 import typing
-from typing import Literal, Optional
+from typing import Annotated, Literal, Optional
 
 from pydantic import validate_arguments
 
 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
 
@@ -15,111 +16,122 @@ class CLASS_stocks_dd(Container):
     @validate_arguments
     def sec(
         self,
-        symbol: str,
-        type: Literal[
-            "1",
-            "1-A",
-            "1-E",
-            "1-K",
-            "1-N",
-            "1-SA",
-            "1-U",
-            "1-Z",
-            "10",
-            "10-D",
-            "10-K",
-            "10-M",
-            "10-Q",
-            "11-K",
-            "12b-25",
-            "13F",
-            "13H",
-            "144",
-            "15",
-            "15F",
-            "17-H",
-            "18",
-            "18-K",
-            "19b-4",
-            "19b-4(e)",
-            "19b-7",
-            "2-E",
-            "20-F",
-            "24F-2",
-            "25",
-            "3",
-            "4",
-            "40-F",
-            "5",
-            "6-K",
-            "7-M",
-            "8-A",
-            "8-K",
-            "8-M",
-            "9-M",
-            "ABS-15G",
-            "ABS-EE",
-            "ABS DD-15E",
-            "ADV",
-            "ADV-E",
-            "ADV-H",
-            "ADV-NR",
-            "ADV-W",
-            "ATS",
-            "ATS-N",
-            "ATS-R",
-            "BD",
-            "BD-N",
-            "BDW",
-            "C",
-            "CA-1",
-            "CB",
-            "CFPORTAL",
-            "CRS",
-            "CUSTODY",
-            "D",
-            "F-1",
-            "F-10",
-            "F-3",
-            "F-4",
-            "F-6",
-            "F-7",
-            "F-8",
-            "F-80",
-            "F-N",
-            "F-X",
-            "ID",
-            "MA",
-            "MA-I",
-            "MA-NR",
-            "MA-W",
-            "MSD",
-            "MSDW",
-            "N-14",
-            "N-17D-1",
-            "N-17f-1",
-            "N-17f-2",
-            "N-18f-1",
-            "N-1A",
-            "N-2",
-            "N-23c-3",
-            "N-27D-1",
-            "N-3",
-            "N-4",
-            "N-5",
-            "N-54A",
-            "N-54C",
-            "N-6",
-            "N-6EI-1",
-            "N-6F",
-            "N-8A",
-            "N-8B-2",
-            "N-8B-4",
-            "N-8F",
-            "N-CEN",
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        type: Annotated[
+            Literal[
+                "1",
+                "1-A",
+                "1-E",
+                "1-K",
+                "1-N",
+                "1-SA",
+                "1-U",
+                "1-Z",
+                "10",
+                "10-D",
+                "10-K",
+                "10-M",
+                "10-Q",
+                "11-K",
+                "12b-25",
+                "13F",
+                "13H",
+                "144",
+                "15",
+                "15F",
+                "17-H",
+                "18",
+                "18-K",
+                "19b-4",
+                "19b-4(e)",
+                "19b-7",
+                "2-E",
+                "20-F",
+                "24F-2",
+                "25",
+                "3",
+                "4",
+                "40-F",
+                "5",
+                "6-K",
+                "7-M",
+                "8-A",
+                "8-K",
+                "8-M",
+                "9-M",
+                "ABS-15G",
+                "ABS-EE",
+                "ABS DD-15E",
+                "ADV",
+                "ADV-E",
+                "ADV-H",
+                "ADV-NR",
+                "ADV-W",
+                "ATS",
+                "ATS-N",
+                "ATS-R",
+                "BD",
+                "BD-N",
+                "BDW",
+                "C",
+                "CA-1",
+                "CB",
+                "CFPORTAL",
+                "CRS",
+                "CUSTODY",
+                "D",
+                "F-1",
+                "F-10",
+                "F-3",
+                "F-4",
+                "F-6",
+                "F-7",
+                "F-8",
+                "F-80",
+                "F-N",
+                "F-X",
+                "ID",
+                "MA",
+                "MA-I",
+                "MA-NR",
+                "MA-W",
+                "MSD",
+                "MSDW",
+                "N-14",
+                "N-17D-1",
+                "N-17f-1",
+                "N-17f-2",
+                "N-18f-1",
+                "N-1A",
+                "N-2",
+                "N-23c-3",
+                "N-27D-1",
+                "N-3",
+                "N-4",
+                "N-5",
+                "N-54A",
+                "N-54C",
+                "N-6",
+                "N-6EI-1",
+                "N-6F",
+                "N-8A",
+                "N-8B-2",
+                "N-8B-4",
+                "N-8F",
+                "N-CEN",
+            ],
+            OpenBBCustomParameter(description="The type of the SEC filing form."),
         ] = "10-K",
-        page: Optional[int] = 0,
-        limit: Optional[int] = 100,
+        page: Annotated[
+            Optional[int],
+            OpenBBCustomParameter(description="Page number of the results."),
+        ] = 0,
+        limit: Annotated[
+            Optional[int],
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 100,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,

openbb_sdk/sdk/core/openbb_core/app/static/package/stocks_fa.py

@@ -2,7 +2,7 @@
 
 import datetime
 import typing
-from typing import List, Literal, Optional, Union
+from typing import Annotated, List, Literal, Optional, Union
 
 import pydantic
 from pydantic import BaseModel, validate_arguments
@@ -10,6 +10,7 @@ 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
 
@@ -36,11 +37,21 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def balance(
         self,
-        symbol: str,
-        period: Literal["annually", "quarterly"] = "annually",
-        limit: Optional[pydantic.types.NonNegativeInt] = 12,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        period: Annotated[
+            Literal["annually", "quarterly"],
+            OpenBBCustomParameter(
+                description="Period of the data to return (quarterly or annually)."
+            ),
+        ] = "annually",
+        limit: Annotated[
+            Optional[pydantic.types.NonNegativeInt],
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 12,
         chart: bool = False,
-        provider: Optional[Literal["fmp", "polygon"]] = None,
+        provider: Optional[Literal["polygon", "fmp"]] = None,
         **kwargs,
     ) -> CommandOutput[typing.List]:
         """Balance Sheet.
@@ -51,7 +62,7 @@ class CLASS_stocks_fa(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp, polygon]
+        provider: Literal[polygon, fmp]
             The provider to use for the query.
         symbol : ConstrainedStrValue
             Symbol to get data for.
@@ -164,42 +175,6 @@ class CLASS_stocks_fa(Container):
         total_liabilities_and_total_equity : Optional[int]
             None
 
-        fmp
-        ===
-
-        Parameters
-        ----------
-        cik : Optional[str]
-            None
-
-
-        BalanceSheet
-        ------------
-        calendarYear : Optional[int]
-            None
-        link : Optional[str]
-            None
-        finalLink : Optional[str]
-            None
-        cashAndShortTermInvestments : Optional[int]
-            None
-        goodwillAndIntangibleAssets : Optional[int]
-            None
-        deferredRevenueNonCurrent : Optional[int]
-            None
-        totalInvestments : Optional[int]
-            None
-        capitalLeaseObligations : Optional[int]
-            None
-        deferredTaxLiabilitiesNonCurrent : Optional[int]
-            None
-        totalNonCurrentLiabilities : Optional[int]
-            None
-        totalDebt : Optional[int]
-            None
-        netDebt : Optional[int]
-            None
-
         polygon
         =======
 
@@ -241,7 +216,43 @@ class CLASS_stocks_fa(Container):
 
         BalanceSheet
         ------------
-        All fields are standardized."""  # noqa: E501
+        All fields are standardized.
+
+        fmp
+        ===
+
+        Parameters
+        ----------
+        cik : Optional[str]
+            None
+
+
+        BalanceSheet
+        ------------
+        calendarYear : Optional[int]
+            None
+        link : Optional[str]
+            None
+        finalLink : Optional[str]
+            None
+        cashAndShortTermInvestments : Optional[int]
+            None
+        goodwillAndIntangibleAssets : Optional[int]
+            None
+        deferredRevenueNonCurrent : Optional[int]
+            None
+        totalInvestments : Optional[int]
+            None
+        capitalLeaseObligations : Optional[int]
+            None
+        deferredTaxLiabilitiesNonCurrent : Optional[int]
+            None
+        totalNonCurrentLiabilities : Optional[int]
+            None
+        totalDebt : Optional[int]
+            None
+        netDebt : Optional[int]
+            None"""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,
@@ -266,8 +277,13 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def balance_growth(
         self,
-        symbol: str,
-        limit: int = 10,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        limit: typing.Annotated[
+            int,
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 10,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -423,8 +439,18 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def cal(
         self,
-        start_date: Union[datetime.date, None, str] = None,
-        end_date: Union[datetime.date, None, str] = None,
+        start_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="Start date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
+        end_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="End date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -512,11 +538,21 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def cash(
         self,
-        symbol: str,
-        period: Literal["annually", "quarterly"] = "annually",
-        limit: Optional[pydantic.types.NonNegativeInt] = 12,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        period: Annotated[
+            Literal["annually", "quarterly"],
+            OpenBBCustomParameter(
+                description="Period of the data to return (quarterly or annually)."
+            ),
+        ] = "annually",
+        limit: Annotated[
+            Optional[pydantic.types.NonNegativeInt],
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 12,
         chart: bool = False,
-        provider: Optional[Literal["fmp", "polygon"]] = None,
+        provider: Optional[Literal["polygon", "fmp"]] = None,
         **kwargs,
     ) -> CommandOutput[typing.List]:
         """Cash Flow Statement.
@@ -527,7 +563,7 @@ class CLASS_stocks_fa(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp, polygon]
+        provider: Literal[polygon, fmp]
             The provider to use for the query.
         symbol : ConstrainedStrValue
             Symbol to get data for.
@@ -620,24 +656,6 @@ class CLASS_stocks_fa(Container):
         cash_at_end_of_period : Optional[int]
             None
 
-        fmp
-        ===
-
-        Parameters
-        ----------
-        cik : Optional[str]
-            Central Index Key (CIK) of the company.
-
-
-        CashFlowStatement
-        -----------------
-        calendarYear : Optional[int]
-            None
-        link : Optional[str]
-            None
-        finalLink : Optional[str]
-            None
-
         polygon
         =======
 
@@ -679,7 +697,25 @@ class CLASS_stocks_fa(Container):
 
         CashFlowStatement
         -----------------
-        All fields are standardized."""  # noqa: E501
+        All fields are standardized.
+
+        fmp
+        ===
+
+        Parameters
+        ----------
+        cik : Optional[str]
+            Central Index Key (CIK) of the company.
+
+
+        CashFlowStatement
+        -----------------
+        calendarYear : Optional[int]
+            None
+        link : Optional[str]
+            None
+        finalLink : Optional[str]
+            None"""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,
@@ -704,8 +740,13 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def cash_growth(
         self,
-        symbol: str,
-        limit: int = 10,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        limit: typing.Annotated[
+            int,
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 10,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -843,7 +884,9 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def comp(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -938,8 +981,18 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def comsplit(
         self,
-        start_date: Union[datetime.date, None, str] = None,
-        end_date: Union[datetime.date, None, str] = None,
+        start_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="Start date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
+        end_date: Annotated[
+            Union[datetime.date, None, str],
+            OpenBBCustomParameter(
+                description="End date of the data, in YYYY-MM-DD format."
+            ),
+        ] = None,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -1055,7 +1108,9 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def divs(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -1155,8 +1210,13 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def earning(
         self,
-        symbol: str,
-        limit: Optional[int] = 50,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        limit: Annotated[
+            Optional[int],
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 50,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -1246,7 +1306,9 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def emp(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -1367,9 +1429,19 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def est(
         self,
-        symbol: str,
-        period: Literal["quarterly", "annually"] = "annually",
-        limit: int = 30,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        period: Annotated[
+            Literal["quarterly", "annually"],
+            OpenBBCustomParameter(
+                description="Period of the data to return (quarterly or annually)."
+            ),
+        ] = "annually",
+        limit: typing.Annotated[
+            int,
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 30,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -1572,11 +1644,21 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def income(
         self,
-        symbol: str,
-        period: Literal["annually", "quarterly"] = "annually",
-        limit: Optional[pydantic.types.NonNegativeInt] = 12,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        period: Annotated[
+            Literal["annually", "quarterly"],
+            OpenBBCustomParameter(
+                description="Period of the data to return (quarterly or annually)."
+            ),
+        ] = "annually",
+        limit: Annotated[
+            Optional[pydantic.types.NonNegativeInt],
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 12,
         chart: bool = False,
-        provider: Optional[Literal["fmp", "polygon"]] = None,
+        provider: Optional[Literal["polygon", "fmp"]] = None,
         **kwargs,
     ) -> CommandOutput[typing.List]:
         """Income Statement.
@@ -1587,7 +1669,7 @@ class CLASS_stocks_fa(Container):
 
         Parameters
         ----------
-        provider: Literal[fmp, polygon]
+        provider: Literal[polygon, fmp]
             The provider to use for the query.
         symbol : ConstrainedStrValue
             Symbol to get data for.
@@ -1690,19 +1772,6 @@ class CLASS_stocks_fa(Container):
         final_link : Optional[str]
             Final link to the income statement.
 
-        fmp
-        ===
-
-        Parameters
-        ----------
-        cik : Optional[str]
-            The CIK of the company if no symbol is provided.
-
-
-        IncomeStatement
-        ---------------
-        All fields are standardized.
-
         polygon
         =======
 
@@ -1757,7 +1826,35 @@ class CLASS_stocks_fa(Container):
         participating_securities_distributed_and_undistributed_earnings_loss_basic : Optional[float]
             None
         preferred_stock_dividends_and_other_adjustments : Optional[float]
-            None"""  # noqa: E501
+            None
+
+        fmp
+        ===
+
+        Parameters
+        ----------
+        cik : Optional[str]
+            The CIK of the company if no symbol is provided.
+
+
+        IncomeStatement
+        ---------------
+        calendarYear : Optional[int]
+            None
+        grossProfitRatio : Optional[float]
+            None
+        ebitdaratio : Optional[float]
+            None
+        operatingIncomeRatio : Optional[float]
+            None
+        incomeBeforeTaxRatio : Optional[float]
+            None
+        netIncomeRatio : Optional[float]
+            None
+        link : Optional[str]
+            None
+        finalLink : Optional[str]
+            None"""
         inputs = filter_inputs(
             provider_choices={
                 "provider": provider,
@@ -1782,9 +1879,19 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def income_growth(
         self,
-        symbol: str,
-        limit: int = 10,
-        period: Literal["annually", "quarterly"] = "annually",
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        limit: typing.Annotated[
+            int,
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 10,
+        period: Annotated[
+            Literal["annually", "quarterly"],
+            OpenBBCustomParameter(
+                description="Period of the data to return (quarterly or annually)."
+            ),
+        ] = "annually",
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -1917,34 +2024,48 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def ins(
         self,
-        symbol: str,
-        transactionType: Optional[
-            List[
-                Literal[
-                    "A-Award",
-                    "C-Conversion",
-                    "D-Return",
-                    "E-ExpireShort",
-                    "F-InKind",
-                    "G-Gift",
-                    "H-ExpireLong",
-                    "I-Discretionary",
-                    "J-Other",
-                    "L-Small",
-                    "M-Exempt",
-                    "O-OutOfTheMoney",
-                    "P-Purchase",
-                    "S-Sale",
-                    "U-Tender",
-                    "W-Will",
-                    "X-InTheMoney",
-                    "Z-Trust",
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        transactionType: Annotated[
+            Optional[
+                List[
+                    Literal[
+                        "A-Award",
+                        "C-Conversion",
+                        "D-Return",
+                        "E-ExpireShort",
+                        "F-InKind",
+                        "G-Gift",
+                        "H-ExpireLong",
+                        "I-Discretionary",
+                        "J-Other",
+                        "L-Small",
+                        "M-Exempt",
+                        "O-OutOfTheMoney",
+                        "P-Purchase",
+                        "S-Sale",
+                        "U-Tender",
+                        "W-Will",
+                        "X-InTheMoney",
+                        "Z-Trust",
+                    ]
                 ]
-            ]
+            ],
+            OpenBBCustomParameter(description="The type of the transaction."),
         ] = ["P-Purchase"],
-        reportingCik: Optional[int] = None,
-        companyCik: Optional[int] = None,
-        page: Optional[int] = 0,
+        reportingCik: Annotated[
+            Optional[int],
+            OpenBBCustomParameter(description="The CIK of the reporting owner."),
+        ] = None,
+        companyCik: Annotated[
+            Optional[int],
+            OpenBBCustomParameter(description="The CIK of the company owner."),
+        ] = None,
+        page: Annotated[
+            Optional[int],
+            OpenBBCustomParameter(description="The page number of the data to fetch."),
+        ] = 0,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -2055,9 +2176,16 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def ins_own(
         self,
-        symbol: str,
-        include_current_quarter: bool = False,
-        date: Optional[datetime.date] = None,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        include_current_quarter: typing.Annotated[
+            bool, OpenBBCustomParameter(description="Include current quarter data.")
+        ] = False,
+        date: Annotated[
+            Optional[datetime.date],
+            OpenBBCustomParameter(description="A specific date to get data for."),
+        ] = None,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -2220,9 +2348,19 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def metrics(
         self,
-        symbol: str,
-        period: Literal["annually", "quarterly"] = "annually",
-        limit: Optional[int] = 100,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        period: Annotated[
+            Literal["annually", "quarterly"],
+            OpenBBCustomParameter(
+                description="Period of the data to return (quarterly or annually)."
+            ),
+        ] = "annually",
+        limit: Annotated[
+            Optional[int],
+            OpenBBCustomParameter(description="The number of data entries to return."),
+        ] = 100,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -2417,7 +2555,9 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def mgmt(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -2533,7 +2673,9 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def overview(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -2674,9 +2816,17 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def own(
         self,
-        symbol: str,
-        date: datetime.date,
-        page: Optional[int] = 0,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        date: typing.Annotated[
+            datetime.date,
+            OpenBBCustomParameter(description="A specific date to get data for."),
+        ],
+        page: Annotated[
+            Optional[int],
+            OpenBBCustomParameter(description="The page number of the data to fetch."),
+        ] = 0,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -2829,7 +2979,9 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def pt(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -2908,7 +3060,9 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def pta(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -3051,9 +3205,19 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def revgeo(
         self,
-        symbol: str,
-        period: Literal["quarterly", "annually"] = "annually",
-        structure: Literal["hierarchical", "flat"] = "flat",
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        period: Annotated[
+            Literal["quarterly", "annually"],
+            OpenBBCustomParameter(
+                description="Period of the data to return (quarterly or annually)."
+            ),
+        ] = "annually",
+        structure: Annotated[
+            Literal["hierarchical", "flat"],
+            OpenBBCustomParameter(description="The structure of the returned data."),
+        ] = "flat",
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -3142,9 +3306,19 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def revseg(
         self,
-        symbol: str,
-        period: Literal["quarterly", "annually"] = "annually",
-        structure: Literal["hierarchical", "flat"] = "flat",
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        period: Annotated[
+            Literal["quarterly", "annually"],
+            OpenBBCustomParameter(
+                description="Period of the data to return (quarterly or annually)."
+            ),
+        ] = "annually",
+        structure: Annotated[
+            Literal["hierarchical", "flat"],
+            OpenBBCustomParameter(description="The structure of the returned data."),
+        ] = "flat",
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -3289,7 +3463,9 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def shrs(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -3370,7 +3546,9 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def split(
         self,
-        symbol: str,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,
@@ -3464,9 +3642,21 @@ class CLASS_stocks_fa(Container):
     @validate_arguments
     def transcript(
         self,
-        symbol: str,
-        year: int,
-        quarter: Literal[1, 2, 3, 4] = 1,
+        symbol: typing.Annotated[
+            str, OpenBBCustomParameter(description="Symbol to get data for.")
+        ],
+        year: typing.Annotated[
+            int,
+            OpenBBCustomParameter(
+                description="The year of the earnings call transcript."
+            ),
+        ],
+        quarter: Annotated[
+            Literal[1, 2, 3, 4],
+            OpenBBCustomParameter(
+                description="The quarter of the earnings call transcript."
+            ),
+        ] = 1,
         chart: bool = False,
         provider: Optional[Literal["fmp"]] = None,
         **kwargs,

openbb_sdk/sdk/core/openbb_core/app/static/package/ta.py

@@ -57,7 +57,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -109,7 +109,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -166,7 +166,7 @@ class CLASS_ta(Container):
            >>> 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,
@@ -219,7 +219,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -275,7 +275,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -297,7 +297,7 @@ class CLASS_ta(Container):
     def tv(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """TradingView."""  # noqa: E501
+        """TradingView."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -365,7 +365,7 @@ class CLASS_ta(Container):
             >>> 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,
@@ -389,7 +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."""  # noqa: E501
+        """Plot multiple indicators on the same chart."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -444,7 +444,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -506,7 +506,7 @@ class CLASS_ta(Container):
            >>> 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,
@@ -565,7 +565,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -622,7 +622,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -677,7 +677,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -698,7 +698,7 @@ class CLASS_ta(Container):
     def recom(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Recommendation."""  # noqa: E501
+        """Recommendation."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -758,7 +758,7 @@ class CLASS_ta(Container):
            >>> 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,
@@ -816,7 +816,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -875,7 +875,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -927,7 +927,7 @@ class CLASS_ta(Container):
             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,
@@ -980,7 +980,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -1037,7 +1037,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -1091,7 +1091,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -1148,7 +1148,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -1197,7 +1197,7 @@ class CLASS_ta(Container):
         -------
         CommandOutput[List[Data]]
             The CCI data.
-        """  # noqa: E501
+        """
         inputs = filter_inputs(
             data=data,
             index=index,
@@ -1257,7 +1257,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -1280,7 +1280,7 @@ class CLASS_ta(Container):
     def summary(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Summary."""  # noqa: E501
+        """Summary."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -1334,7 +1334,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -1356,7 +1356,7 @@ class CLASS_ta(Container):
     def rsp(
         self, chart: bool = False
     ) -> CommandOutput[openbb_core.app.model.results.empty.Empty]:
-        """Relative Strength Performance."""  # noqa: E501
+        """Relative Strength Performance."""
         inputs = filter_inputs(
             chart=chart,
         )
@@ -1412,7 +1412,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -1465,7 +1465,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -1548,7 +1548,7 @@ class CLASS_ta(Container):
         >>> 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,
@@ -1611,7 +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,

openbb_sdk/sdk/core/openbb_core/app/static/package_builder.py

@@ -21,8 +21,9 @@ from typing import (
 import pandas as pd
 from pydantic.fields import ModelField
 from starlette.routing import BaseRoute
-from typing_extensions import _AnnotatedAlias
+from typing_extensions import Annotated, _AnnotatedAlias
 
+from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
 from openbb_core.app.provider_interface import get_provider_interface
 from openbb_core.app.router import RouterLoader
 
@@ -179,6 +180,9 @@ class ImportDefinition:
         hint_type_list = cls.get_path_hint_type_list(path=path)
         code = "\nfrom openbb_core.app.static.container import Container"
         code += "\nfrom openbb_core.app.model.command_output import CommandOutput"
+        code += (
+            "\nfrom openbb_core.app.model.custom_parameter import OpenBBCustomParameter"
+        )
 
         # These imports were not detected before build, so we add them manually and
         # ruff --fix the resulting code to remove unused imports.
@@ -189,7 +193,7 @@ class ImportDefinition:
         code += "\nimport pydantic"
         code += "\nfrom pydantic import validate_arguments, BaseModel"
         code += "\nfrom inspect import Parameter"
-        code += "\nfrom typing import List, Dict, Union, Optional, Literal"
+        code += "\nfrom typing import List, Dict, Union, Optional, Literal, Annotated"
         code += "\nfrom openbb_core.app.utils import df_to_basemodel"
         code += "\nfrom openbb_core.app.static.filters import filter_call, filter_inputs, filter_output\n"
 
@@ -347,6 +351,7 @@ class DocstringGenerator:
                         section_docstring += (
                             f"{cls.get_available_providers(query_mapping)}"
                         )
+                        # TODO: How do we know if the model has a chart parameter?
                 elif section_name == "Data":
                     underline = "-" * len(model_name)
                     section_docstring += f"\n{model_name}\n{underline}\n"
@@ -366,23 +371,26 @@ class DocstringGenerator:
         return docstring
 
     @classmethod
-    def generate_command_docstring(cls, func: Callable, model_name: str) -> Callable:
+    def generate_command_docstring(
+        cls, func: Callable, model_name: Optional[str] = None
+    ) -> Callable:
         """Generate the docstring for the command."""
-        provider_interface_mapping = get_provider_interface().map
-        query_mapping = provider_interface_mapping.get(model_name, None)
-        if query_mapping:
-            docstring = func.__doc__ or ""
-            docstring += "\n\n"
+        if model_name:
+            provider_interface_mapping = get_provider_interface().map
+            query_mapping = provider_interface_mapping.get(model_name, None)
+            if query_mapping:
+                docstring = func.__doc__ or ""
+                docstring += "\n\n"
 
-            query_mapping_ordered = cls.reorder_dictionary(query_mapping, "openbb")
-            docstring = cls.generate_provider_docstrings(
-                docstring=docstring,
-                query_mapping=query_mapping_ordered,
-                model_name=model_name,
-                provider_interface_mapping=provider_interface_mapping,
-            )
+                query_mapping_ordered = cls.reorder_dictionary(query_mapping, "openbb")
+                docstring = cls.generate_provider_docstrings(
+                    docstring=docstring,
+                    query_mapping=query_mapping_ordered,
+                    model_name=model_name,
+                    provider_interface_mapping=provider_interface_mapping,
+                )
 
-            func.__doc__ = docstring
+                func.__doc__ = docstring
         return func
 
 
@@ -453,7 +461,7 @@ class MethodDefinition:
     @staticmethod
     def format_params(
         parameter_map: Dict[str, Parameter]
-    ) -> "OrderedDict[str, Parameter]":
+    ) -> OrderedDict[str, Parameter]:
         """Format the params."""
         # These are types we want to expand.
         # For example, start_date is always a 'date', but we also accept 'str' as input.
@@ -517,9 +525,45 @@ class MethodDefinition:
         return MethodDefinition.reorder_params(params=formatted)
 
     @staticmethod
-    def build_func_params(parameter_map: Dict[str, Parameter]) -> str:
-        """Build the function parameters."""
+    def add_field_descriptions(
+        od: OrderedDict[str, Parameter], model_name: Optional[str] = None
+    ) -> OrderedDict[str, Parameter]:
+        """Add the field description to the param signature."""
+
+        if model_name:
+            available_fields = (
+                get_provider_interface()
+                .map[model_name]["openbb"]["QueryParams"]["fields"]
+                .keys()
+            )
+
+            for param, value in od.items():
+                if param not in available_fields:
+                    continue
+
+                description = (
+                    get_provider_interface()
+                    .map[model_name]["openbb"]["QueryParams"]["fields"][param]
+                    .field_info.description
+                )
+
+                new_value = value.replace(
+                    annotation=Annotated[
+                        value.annotation, OpenBBCustomParameter(description=description)
+                    ]
+                )
+
+                od[param] = new_value
+
+    @staticmethod
+    def build_func_params(
+        parameter_map: Dict[str, Parameter], model_name: Optional[str] = None
+    ) -> str:
         od = MethodDefinition.format_params(parameter_map=parameter_map)
+        MethodDefinition.add_field_descriptions(
+            od=od, model_name=model_name
+        )  # this modified `od` in place
+
         func_params = ", ".join(str(param) for param in od.values())
         func_params = func_params.replace("NoneType", "None")
         func_params = func_params.replace(
@@ -560,10 +604,12 @@ class MethodDefinition:
 
     @staticmethod
     def build_command_method_signature(
-        func_name: str, parameter_map: Dict[str, Parameter], return_type: type
+        func_name: str,
+        parameter_map: Dict[str, Parameter],
+        return_type: type,
+        model_name: Optional[str] = None,
     ) -> str:
-        """Build the command method signature."""
-        func_params = MethodDefinition.build_func_params(parameter_map)
+        func_params = MethodDefinition.build_func_params(parameter_map, model_name)
         func_returns = MethodDefinition.build_func_returns(return_type)
         code = "\n    @filter_call"
 
@@ -622,7 +668,7 @@ class MethodDefinition:
 
     @classmethod
     def build_command_method(
-        cls, path: str, func: Callable, model_name: Optional[str]
+        cls, path: str, func: Callable, model_name: Optional[str] = None
     ) -> str:
         """Build the command method."""
         func_name = func.__name__
@@ -630,15 +676,15 @@ class MethodDefinition:
         sig = signature(func)
         parameter_map = dict(sig.parameters)
 
-        if model_name:
-            func = DocstringGenerator.generate_command_docstring(
-                func=func, model_name=model_name
-            )
+        func = DocstringGenerator.generate_command_docstring(
+            func=func, model_name=model_name
+        )
 
         code = cls.build_command_method_signature(
             func_name=func_name,
             parameter_map=parameter_map,
             return_type=sig.return_annotation,
+            model_name=model_name,
         )
         code += cls.build_command_method_doc(func=func)
         code += cls.build_command_method_implementation(path=path, func=func)

openbb_sdk/sdk/provider/openbb_provider/standard_models/balance_sheet.py

@@ -60,8 +60,9 @@ class BalanceSheetData(Data):
         description="Accrued income taxes, other deferred revenue"
     )
     short_term_debt: Optional[int] = Field(
-        description="Short-term borrowings, Long-term debt due within one year,"
-        " Operating lease obligations due within one year, Finance lease obligations due within one year"
+        description="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]
 

openbb_sdk/sdk/provider/openbb_provider/standard_models/institutional_ownership.py

@@ -91,8 +91,8 @@ class InstitutionalOwnershipData(Data, BaseSymbol):
         description="Total number of call options contracts traded for Apple Inc. on the previous reporting date."
     )
     total_calls_change: int = Field(
-        description="Change in the total number of call options contracts "
-        "traded between the current and previous reporting dates."
+        description="Change in the total number of call options contracts traded between "
+        "the current and previous reporting dates."
     )
     total_puts: int = Field(
         description="Total number of put options contracts traded for Apple Inc. on the specified date."
@@ -101,12 +101,12 @@ class InstitutionalOwnershipData(Data, BaseSymbol):
         description="Total number of put options contracts traded for Apple Inc. on the previous reporting date."
     )
     total_puts_change: int = Field(
-        description="Change in the total number of put options contracts traded between the current and "
-        "previous reporting dates."
+        description="Change in the total number of put "
+        "options contracts traded between the current and previous reporting dates."
     )
     put_call_ratio: float = Field(
-        description="The put-call ratio, which is the ratio of the total number of put "
-        "options to call options traded on the specified date."
+        description="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 = Field(
         description="The put-call ratio on the previous reporting date."

openbb_sdk/sdk/provider/openbb_provider/standard_models/stock_eod.py

@@ -32,4 +32,4 @@ class StockEODData(Data):
     low: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("low", ""))
     close: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("close", ""))
     volume: float = Field(description=DATA_DESCRIPTIONS.get("volume", ""))
-    vwap: Optional[float] = Field(description=DATA_DESCRIPTIONS.get("vwap", ""))
+    vwap: Optional[PositiveFloat] = Field(description=DATA_DESCRIPTIONS.get("vwap", ""))

openbb_terminal/common/behavioural_analysis/reddit_view.py

@@ -282,8 +282,8 @@ def display_redditsent(
         Optionally specify the name of the sheet the data is exported to.
     export: str
         Format to export data
-    external_axes: Optional[List[plt.Axes]]
-        If supplied, expect 1 external axis
+    external_axes : bool, optional
+        Whether to return the figure object or not, by default False
     """
     fig = OpenBBFigure()
 

openbb_terminal/fixedincome/fred_view.py

@@ -975,8 +975,8 @@ def display_yield_curve(
     ----------
     date: str
         Date to get curve for. If None, gets most recent date (format yyyy-mm-dd)
-    external_axes : Optional[List[plt.Axes]], optional
-        External axes (1 axis is expected in the list), by default None
+    external_axes : bool, optional
+        Whether to return the figure object or not, by default False
     raw : bool
         Output only raw data
     export : str

openbb_terminal/forecast/brnn_view.py

@@ -48,72 +48,67 @@ def display_brnn_forecast(
 ) -> Union[OpenBBFigure, None]:
     """Display BRNN forecast
 
-        Parameters
-        ----------
-        data: Union[pd.Series, pd.DataFrame]
-            Input Data
-        target_column: str
-            Target column to forecast. Defaults to "close".
-        dataset_name: str
-            The name of the ticker to be predicted
-        n_predict: int
-            Days to predict. Defaults to 5.
-        train_split: float
-            Train/val split. Defaults to 0.85.
-        past_covariates: str
-            Multiple secondary columns to factor in when forecasting. Defaults to None.
-        forecast_horizon: int
-            Forecast horizon when performing historical forecasting. Defaults to 5.
-        input_chunk_length: int
-            Number of past time steps that are fed to the forecasting module at prediction time. Defaults to 14.
-        output_chunk_length: int
-            The length of the forecast of the model. Defaults to 5.
-        model_type: str
-            Either a string specifying the RNN module type ("RNN", "LSTM" or "GRU"). Defaults to "LSTM".
-        n_rnn_layers: int
-                Number of layers in the RNN module. Defaults to 1.
-        dropout: float
-            Fraction of neurons affected by Dropout. Defaults to 0.0.
-        batch_size: int
-            Number of time series (input and output sequences) used in each training pass. Defaults to 32.
-        n_epochs: int
-            Number of epochs over which to train the model. Defaults to 101.
-        learning_rate: float
-            Defaults to 1e-3.
-        model_save_name: str
-            Name for model. Defaults to "brnn_model".
-        force_reset: bool
-            If set to True, any previously-existing model with the same name will be reset
-            (all checkpoints will be discarded). Defaults to True.
-        save_checkpoints: bool
-            Whether or not to automatically save the untrained model and checkpoints from training.
-            Defaults to True.
-        sheet_name: str
-            Optionally specify the name of the sheet the data is exported to.
-        export: str
-            Format to export data
-        residuals: bool
-            Whether to show residuals for the model. Defaults to False.
-        forecast_only: bool
-            Whether to only show dates in the forecasting range. Defaults to False.
-        start_date: Optional[datetime]
-            The starting date to perform analysis, data before this is trimmed. Defaults to None.
-        end_date: Optional[datetime]
-            The ending date to perform analysis, data after this is trimmed. Defaults to None.
-        naive: bool
-            Whether to show the naive baseline. This just assumes the closing price will be the same
-            as the previous day's closing price. Defaults to False.
-    <<<<<<< HEAD
-        external_axes : bool, optional
-            Whether to return the figure object or not, by default False
-    =======
-        export_pred_raw: bool
-            Whether to export the raw predicted values. Defaults to False.
-        metric: str
-            The metric to use for the model. Defaults to "mape".
-        external_axes: Optional[List[plt.axes]]
-            External axes to plot on
-    >>>>>>> OpenBBTerminal-main
+    Parameters
+    ----------
+    data: Union[pd.Series, pd.DataFrame]
+        Input Data
+    target_column: str
+        Target column to forecast. Defaults to "close".
+    dataset_name: str
+        The name of the ticker to be predicted
+    n_predict: int
+        Days to predict. Defaults to 5.
+    train_split: float
+        Train/val split. Defaults to 0.85.
+    past_covariates: str
+        Multiple secondary columns to factor in when forecasting. Defaults to None.
+    forecast_horizon: int
+        Forecast horizon when performing historical forecasting. Defaults to 5.
+    input_chunk_length: int
+        Number of past time steps that are fed to the forecasting module at prediction time. Defaults to 14.
+    output_chunk_length: int
+        The length of the forecast of the model. Defaults to 5.
+    model_type: str
+        Either a string specifying the RNN module type ("RNN", "LSTM" or "GRU"). Defaults to "LSTM".
+    n_rnn_layers: int
+            Number of layers in the RNN module. Defaults to 1.
+    dropout: float
+        Fraction of neurons affected by Dropout. Defaults to 0.0.
+    batch_size: int
+        Number of time series (input and output sequences) used in each training pass. Defaults to 32.
+    n_epochs: int
+        Number of epochs over which to train the model. Defaults to 101.
+    learning_rate: float
+        Defaults to 1e-3.
+    model_save_name: str
+        Name for model. Defaults to "brnn_model".
+    force_reset: bool
+        If set to True, any previously-existing model with the same name will be reset
+        (all checkpoints will be discarded). Defaults to True.
+    save_checkpoints: bool
+        Whether or not to automatically save the untrained model and checkpoints from training.
+        Defaults to True.
+    sheet_name: str
+        Optionally specify the name of the sheet the data is exported to.
+    export: str
+        Format to export data
+    residuals: bool
+        Whether to show residuals for the model. Defaults to False.
+    forecast_only: bool
+        Whether to only show dates in the forecasting range. Defaults to False.
+    start_date: Optional[datetime]
+        The starting date to perform analysis, data before this is trimmed. Defaults to None.
+    end_date: Optional[datetime]
+        The ending date to perform analysis, data after this is trimmed. Defaults to None.
+    naive: bool
+        Whether to show the naive baseline. This just assumes the closing price will be the same
+        as the previous day's closing price. Defaults to False.
+    export_pred_raw: bool
+        Whether to export the raw predicted values. Defaults to False.
+    metric: str
+        The metric to use for the model. Defaults to "mape".
+    external_axes : bool, optional
+        Whether to return the figure object or not, by default False
     """
     data = helpers.clean_data(
         data, start_date, end_date, target_column, past_covariates

openbb_terminal/forecast/expo_view.py

@@ -41,57 +41,52 @@ def display_expo_forecast(
 ) -> Union[OpenBBFigure, None]:
     """Display Probabilistic Exponential Smoothing forecast
 
-        Parameters
-        ----------
-        data : Union[pd.Series, np.array]
-            Data to forecast
-        dataset_name: str
-            The name of the ticker to be predicted
-        target_column: Optional[str]:
-            Target column to forecast. Defaults to "close".
-        trend: str
-            Trend component.  One of [N, A, M]
-            Defaults to ADDITIVE.
-        seasonal: str
-            Seasonal component.  One of [N, A, M]
-            Defaults to ADDITIVE.
-        seasonal_periods: int
-            Number of seasonal periods in a year
-            If not set, inferred from frequency of the series.
-        dampen: str
-            Dampen the function
-        n_predict: int
-            Number of days to forecast
-        start_window: float
-            Size of sliding window from start of timeseries and onwards
-        forecast_horizon: int
-            Number of days to forecast when backtesting and retraining historical
-        sheet_name: str
-            Optionally specify the name of the sheet the data is exported to.
-        export: str
-            Format to export data
-        residuals: bool
-            Whether to show residuals for the model. Defaults to False.
-        forecast_only: bool
-            Whether to only show dates in the forecasting range. Defaults to False.
-        start_date: Optional[datetime]
-            The starting date to perform analysis, data before this is trimmed. Defaults to None.
-        end_date: Optional[datetime]
-            The ending date to perform analysis, data after this is trimmed. Defaults to None.
-        naive: bool
-            Whether to show the naive baseline. This just assumes the closing price will be the same
-            as the previous day's closing price. Defaults to False.
-    <<<<<<< HEAD
-        external_axes : bool, optional
-            Whether to return the figure object or not, by default False
-    =======
-        export_pred_raw: bool
-            Whether to export the raw predicted values. Defaults to False.
-        metric: str
-            The metric to use when backtesting. Defaults to "mape".
-        external_axes: Optional[List[plt.axes]]
-            External axes to plot on
-    >>>>>>> OpenBBTerminal-main
+    Parameters
+    ----------
+    data : Union[pd.Series, np.array]
+        Data to forecast
+    dataset_name: str
+        The name of the ticker to be predicted
+    target_column: Optional[str]:
+        Target column to forecast. Defaults to "close".
+    trend: str
+        Trend component.  One of [N, A, M]
+        Defaults to ADDITIVE.
+    seasonal: str
+        Seasonal component.  One of [N, A, M]
+        Defaults to ADDITIVE.
+    seasonal_periods: int
+        Number of seasonal periods in a year
+        If not set, inferred from frequency of the series.
+    dampen: str
+        Dampen the function
+    n_predict: int
+        Number of days to forecast
+    start_window: float
+        Size of sliding window from start of timeseries and onwards
+    forecast_horizon: int
+        Number of days to forecast when backtesting and retraining historical
+    sheet_name: str
+        Optionally specify the name of the sheet the data is exported to.
+    export: str
+        Format to export data
+    residuals: bool
+        Whether to show residuals for the model. Defaults to False.
+    forecast_only: bool
+        Whether to only show dates in the forecasting range. Defaults to False.
+    start_date: Optional[datetime]
+        The starting date to perform analysis, data before this is trimmed. Defaults to None.
+    end_date: Optional[datetime]
+        The ending date to perform analysis, data after this is trimmed. Defaults to None.
+    naive: bool
+        Whether to show the naive baseline. This just assumes the closing price will be the same
+        as the previous day's closing price. Defaults to False.
+    export_pred_raw: bool
+        Whether to export the raw predicted values. Defaults to False.
+    metric: str
+        The metric to use when backtesting. Defaults to "mape".
+    external_axes : bool, optional
+        Whether to return the figure object or not, by default False
     """
     data = helpers.clean_data(data, start_date, end_date, target_column, None)
     if not helpers.check_data(data, target_column, None):

openbb_terminal/stocks/behavioural_analysis/news_sentiment_model.py

@@ -40,7 +40,7 @@ def get_data(
 
     query_params = {
         "all_feilds": "False",
-        "ordering": "-published_on,-share_of_article,-pagerank",
+        "ordering": "-published_on,-entity_score,-share_of_article,-pagerank",
     }
     if ticker:
         query_params["ticker"] = ticker
@@ -70,7 +70,7 @@ def get_data(
         query_params["offset"] = offset  # type:ignore
 
     response = requests.get(
-        "https://althub-backend.invisagealpha.com/api/OnclusiveSentiment/",
+        "https://data-access.althub.com/api/OnclusiveSentiment/",
         headers=headers,
         params=query_params,
         timeout=5,