mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-12 20:31:18 +00:00
fix econometrics not loading
This commit is contained in:
Diogo Sousa
15
openbb_sdk/extensions/econometrics/README.md
vendored
15
openbb_sdk/extensions/econometrics/README.md
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@@ -0,0 +1,15 @@
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# Econometrics extension for OpenBB SDK
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This extension provides a set of econometrics tools.
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## Installation
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To install the extension, run the following command in this folder:
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```bash
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pip install openbb-econometrics
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```
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For development please check [Contribution Guidelines](https://github.com/OpenBB-finance/OpenBBTerminal/blob/feature/openbb-sdk-v4/openbb_sdk/CONTRIBUTING.md).
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Documentation available [here](https://docs.openbb.co/sdk).
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257
openbb_sdk/extensions/econometrics/poetry.lock
generated
vendored
257
openbb_sdk/extensions/econometrics/poetry.lock
generated
vendored
@@ -1,32 +1,30 @@
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# This file is automatically @generated by Poetry 1.4.0 and should not be changed by hand.
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# This file is automatically @generated by Poetry 1.6.1 and should not be changed by hand.
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[[package]]
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name = "anyio"
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python-versions = ">=3.7"
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python-versions = ">=3.8"
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[package.dependencies]
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[package.extras]
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test = ["anyio[trio]", "coverage[toml] (>=4.5)", "hypothesis (>=4.0)", "mock (>=4)", "psutil (>=5.9)", "pytest (>=7.0)", "pytest-mock (>=3.6.1)", "trustme", "uvloop (>=0.17)"]
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trio = ["trio (<0.22)"]
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doc = ["Sphinx (>=7)", "packaging", "sphinx-autodoc-typehints (>=1.2.0)"]
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test = ["anyio[trio]", "coverage[toml] (>=7)", "hypothesis (>=4.0)", "psutil (>=5.9)", "pytest (>=7.0)", "pytest-mock (>=3.6.1)", "trustme", "uvloop (>=0.17)"]
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trio = ["trio (>=0.22)"]
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[[package]]
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files = [
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@@ -66,7 +64,6 @@ statsmodels = ">=0.11"
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version = "0.8.1"
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python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,>=2.7"
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@@ -78,7 +75,6 @@ files = [
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name = "backoff"
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python-versions = ">=3.7,<4.0"
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files = [
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@@ -90,7 +86,6 @@ files = [
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python-versions = ">=3.6"
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files = [
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@@ -125,7 +120,6 @@ typecheck = ["mypy"]
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name = "black"
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version = "23.7.0"
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description = "The uncompromising code formatter."
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python-versions = ">=3.8"
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files = [
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@@ -172,7 +166,6 @@ uvloop = ["uvloop (>=0.15.2)"]
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name = "certifi"
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||||
version = "2023.7.22"
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||||
description = "Python package for providing Mozilla's CA Bundle."
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category = "main"
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python-versions = ">=3.6"
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files = [
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@@ -184,7 +177,6 @@ files = [
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name = "charset-normalizer"
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||||
version = "3.2.0"
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||||
description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet."
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category = "main"
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optional = false
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python-versions = ">=3.7.0"
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files = [
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@@ -269,7 +261,6 @@ files = [
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description = "Composable command line interface toolkit"
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@@ -284,7 +275,6 @@ colorama = {version = "*", markers = "platform_system == \"Windows\""}
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files = [
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@@ -294,77 +284,75 @@ files = [
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[[package]]
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files = [
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@@ -383,7 +371,6 @@ gmpy2 = ["gmpy2"]
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@@ -418,7 +404,6 @@ all = ["email-validator (>=2.0.0)", "httpx (>=0.23.0)", "itsdangerous (>=1.1.0)"
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|
||||
ruff = "0.0.256"
|
||||
urllib3 = "<2.0.0"
|
||||
uuid7 = "^0.1.0"
|
||||
uvicorn = "^0.20.0"
|
||||
websockets = "^10.4"
|
||||
@@ -707,29 +677,25 @@ url = "../../sdk/core"
|
||||
|
||||
[[package]]
|
||||
name = "openbb-provider"
|
||||
version = "0.2.0"
|
||||
description = ""
|
||||
category = "main"
|
||||
version = "0.1.0a1"
|
||||
description = "OpenBB package to execute queries to financial data providers"
|
||||
optional = false
|
||||
python-versions = "^3.8"
|
||||
files = []
|
||||
develop = false
|
||||
python-versions = ">=3.8,<4.0"
|
||||
files = [
|
||||
{file = "openbb_provider-0.1.0a1-py3-none-any.whl", hash = "sha256:a571fd6c4282143adb99cc6af6c3d5651539bc4ef5f7bff6fb8853c1f9caa0ef"},
|
||||
{file = "openbb_provider-0.1.0a1.tar.gz", hash = "sha256:0db56bf2889b40159bc448c29439ed2356d0e7ee461421351bbc87b39d599177"},
|
||||
]
|
||||
|
||||
[package.dependencies]
|
||||
importlib-metadata = "^6.8.0"
|
||||
pydantic = {version = "^1.10", extras = ["dotenv"]}
|
||||
requests = "^2.31.0"
|
||||
importlib-metadata = ">=6.8.0,<7.0.0"
|
||||
pydantic = {version = ">=1.10,<2.0", extras = ["dotenv"]}
|
||||
requests = ">=2.31.0,<3.0.0"
|
||||
urllib3 = "<2.0.0"
|
||||
|
||||
[package.source]
|
||||
type = "directory"
|
||||
url = "../../sdk/provider"
|
||||
|
||||
[[package]]
|
||||
name = "packaging"
|
||||
version = "23.1"
|
||||
description = "Core utilities for Python packages"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -741,7 +707,6 @@ files = [
|
||||
name = "pandas"
|
||||
version = "2.0.3"
|
||||
description = "Powerful data structures for data analysis, time series, and statistics"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.8"
|
||||
files = [
|
||||
@@ -774,8 +739,8 @@ files = [
|
||||
|
||||
[package.dependencies]
|
||||
numpy = [
|
||||
{version = ">=1.21.0", markers = "python_version >= \"3.10\" and python_version < \"3.11\""},
|
||||
{version = ">=1.20.3", markers = "python_version < \"3.10\""},
|
||||
{version = ">=1.21.0", markers = "python_version >= \"3.10\""},
|
||||
{version = ">=1.23.2", markers = "python_version >= \"3.11\""},
|
||||
]
|
||||
python-dateutil = ">=2.8.2"
|
||||
@@ -809,7 +774,6 @@ xml = ["lxml (>=4.6.3)"]
|
||||
name = "passlib"
|
||||
version = "1.7.4"
|
||||
description = "comprehensive password hashing framework supporting over 30 schemes"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "*"
|
||||
files = [
|
||||
@@ -827,7 +791,6 @@ totp = ["cryptography"]
|
||||
name = "pathspec"
|
||||
version = "0.11.2"
|
||||
description = "Utility library for gitignore style pattern matching of file paths."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -839,7 +802,6 @@ files = [
|
||||
name = "patsy"
|
||||
version = "0.5.3"
|
||||
description = "A Python package for describing statistical models and for building design matrices."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "*"
|
||||
files = [
|
||||
@@ -858,7 +820,6 @@ test = ["pytest", "pytest-cov", "scipy"]
|
||||
name = "platformdirs"
|
||||
version = "3.10.0"
|
||||
description = "A small Python package for determining appropriate platform-specific dirs, e.g. a \"user data dir\"."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -874,7 +835,6 @@ test = ["appdirs (==1.4.4)", "covdefaults (>=2.3)", "pytest (>=7.4)", "pytest-co
|
||||
name = "posthog"
|
||||
version = "3.0.2"
|
||||
description = "Integrate PostHog into any python application."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "*"
|
||||
files = [
|
||||
@@ -898,7 +858,6 @@ test = ["coverage", "flake8", "freezegun (==0.3.15)", "mock (>=2.0.0)", "pylint"
|
||||
name = "property-cached"
|
||||
version = "1.6.4"
|
||||
description = "A decorator for caching properties in classes (forked from cached-property)."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">= 3.5"
|
||||
files = [
|
||||
@@ -910,7 +869,6 @@ files = [
|
||||
name = "pyasn1"
|
||||
version = "0.5.0"
|
||||
description = "Pure-Python implementation of ASN.1 types and DER/BER/CER codecs (X.208)"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,!=3.5.*,>=2.7"
|
||||
files = [
|
||||
@@ -922,7 +880,6 @@ files = [
|
||||
name = "pydantic"
|
||||
version = "1.10.12"
|
||||
description = "Data validation and settings management using python type hints"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -976,7 +933,6 @@ email = ["email-validator (>=1.0.3)"]
|
||||
name = "pyhdfe"
|
||||
version = "0.2.0"
|
||||
description = "High dimensional fixed effect absorption with Python 3"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.6"
|
||||
files = [
|
||||
@@ -996,7 +952,6 @@ tests = ["pytest", "pytest-xdist"]
|
||||
name = "python-dateutil"
|
||||
version = "2.8.2"
|
||||
description = "Extensions to the standard Python datetime module"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,>=2.7"
|
||||
files = [
|
||||
@@ -1011,7 +966,6 @@ six = ">=1.5"
|
||||
name = "python-dotenv"
|
||||
version = "1.0.0"
|
||||
description = "Read key-value pairs from a .env file and set them as environment variables"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.8"
|
||||
files = [
|
||||
@@ -1026,7 +980,6 @@ cli = ["click (>=5.0)"]
|
||||
name = "python-jose"
|
||||
version = "3.3.0"
|
||||
description = "JOSE implementation in Python"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "*"
|
||||
files = [
|
||||
@@ -1048,7 +1001,6 @@ pycryptodome = ["pyasn1", "pycryptodome (>=3.3.1,<4.0.0)"]
|
||||
name = "python-multipart"
|
||||
version = "0.0.6"
|
||||
description = "A streaming multipart parser for Python"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1061,21 +1013,19 @@ dev = ["atomicwrites (==1.2.1)", "attrs (==19.2.0)", "coverage (==6.5.0)", "hatc
|
||||
|
||||
[[package]]
|
||||
name = "pytz"
|
||||
version = "2023.3"
|
||||
version = "2023.3.post1"
|
||||
description = "World timezone definitions, modern and historical"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "*"
|
||||
files = [
|
||||
{file = "pytz-2023.3-py2.py3-none-any.whl", hash = "sha256:a151b3abb88eda1d4e34a9814df37de2a80e301e68ba0fd856fb9b46bfbbbffb"},
|
||||
{file = "pytz-2023.3.tar.gz", hash = "sha256:1d8ce29db189191fb55338ee6d0387d82ab59f3d00eac103412d64e0ebd0c588"},
|
||||
{file = "pytz-2023.3.post1-py2.py3-none-any.whl", hash = "sha256:ce42d816b81b68506614c11e8937d3aa9e41007ceb50bfdcb0749b921bf646c7"},
|
||||
{file = "pytz-2023.3.post1.tar.gz", hash = "sha256:7b4fddbeb94a1eba4b557da24f19fdf9db575192544270a9101d8509f9f43d7b"},
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "requests"
|
||||
version = "2.31.0"
|
||||
description = "Python HTTP for Humans."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1097,7 +1047,6 @@ use-chardet-on-py3 = ["chardet (>=3.0.2,<6)"]
|
||||
name = "rsa"
|
||||
version = "4.9"
|
||||
description = "Pure-Python RSA implementation"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.6,<4"
|
||||
files = [
|
||||
@@ -1112,7 +1061,6 @@ pyasn1 = ">=0.1.3"
|
||||
name = "ruff"
|
||||
version = "0.0.256"
|
||||
description = "An extremely fast Python linter, written in Rust."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1139,7 +1087,6 @@ files = [
|
||||
name = "scipy"
|
||||
version = "1.10.1"
|
||||
description = "Fundamental algorithms for scientific computing in Python"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "<3.12,>=3.8"
|
||||
files = [
|
||||
@@ -1176,26 +1123,24 @@ test = ["asv", "gmpy2", "mpmath", "pooch", "pytest", "pytest-cov", "pytest-timeo
|
||||
|
||||
[[package]]
|
||||
name = "setuptools"
|
||||
version = "68.1.2"
|
||||
version = "68.2.0"
|
||||
description = "Easily download, build, install, upgrade, and uninstall Python packages"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.8"
|
||||
files = [
|
||||
{file = "setuptools-68.1.2-py3-none-any.whl", hash = "sha256:3d8083eed2d13afc9426f227b24fd1659489ec107c0e86cec2ffdde5c92e790b"},
|
||||
{file = "setuptools-68.1.2.tar.gz", hash = "sha256:3d4dfa6d95f1b101d695a6160a7626e15583af71a5f52176efa5d39a054d475d"},
|
||||
{file = "setuptools-68.2.0-py3-none-any.whl", hash = "sha256:af3d5949030c3f493f550876b2fd1dd5ec66689c4ee5d5344f009746f71fd5a8"},
|
||||
{file = "setuptools-68.2.0.tar.gz", hash = "sha256:00478ca80aeebeecb2f288d3206b0de568df5cd2b8fada1209843cc9a8d88a48"},
|
||||
]
|
||||
|
||||
[package.extras]
|
||||
docs = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "pygments-github-lexers (==0.0.5)", "rst.linker (>=1.9)", "sphinx (>=3.5,<=7.1.2)", "sphinx-favicon", "sphinx-hoverxref (<2)", "sphinx-inline-tabs", "sphinx-lint", "sphinx-notfound-page (==0.8.3)", "sphinx-reredirects", "sphinxcontrib-towncrier"]
|
||||
docs = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "pygments-github-lexers (==0.0.5)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-favicon", "sphinx-hoverxref (<2)", "sphinx-inline-tabs", "sphinx-lint", "sphinx-notfound-page (>=1,<2)", "sphinx-reredirects", "sphinxcontrib-towncrier"]
|
||||
testing = ["build[virtualenv]", "filelock (>=3.4.0)", "flake8-2020", "ini2toml[lite] (>=0.9)", "jaraco.develop (>=7.21)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "pip (>=19.1)", "pytest (>=6)", "pytest-black (>=0.3.7)", "pytest-checkdocs (>=2.4)", "pytest-cov", "pytest-enabler (>=2.2)", "pytest-mypy (>=0.9.1)", "pytest-perf", "pytest-ruff", "pytest-timeout", "pytest-xdist", "tomli-w (>=1.0.0)", "virtualenv (>=13.0.0)", "wheel"]
|
||||
testing-integration = ["build[virtualenv]", "filelock (>=3.4.0)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "pytest", "pytest-enabler", "pytest-xdist", "tomli", "virtualenv (>=13.0.0)", "wheel"]
|
||||
testing-integration = ["build[virtualenv]", "filelock (>=3.4.0)", "jaraco.envs (>=2.2)", "jaraco.path (>=3.2.0)", "packaging", "pytest", "pytest-enabler", "pytest-xdist", "tomli", "virtualenv (>=13.0.0)", "wheel"]
|
||||
|
||||
[[package]]
|
||||
name = "setuptools-scm"
|
||||
version = "7.1.0"
|
||||
description = "the blessed package to manage your versions by scm tags"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1220,7 +1165,6 @@ toml = ["setuptools (>=42)"]
|
||||
name = "six"
|
||||
version = "1.16.0"
|
||||
description = "Python 2 and 3 compatibility utilities"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*"
|
||||
files = [
|
||||
@@ -1232,7 +1176,6 @@ files = [
|
||||
name = "sniffio"
|
||||
version = "1.3.0"
|
||||
description = "Sniff out which async library your code is running under"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1244,7 +1187,6 @@ files = [
|
||||
name = "starlette"
|
||||
version = "0.27.0"
|
||||
description = "The little ASGI library that shines."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1263,7 +1205,6 @@ full = ["httpx (>=0.22.0)", "itsdangerous", "jinja2", "python-multipart", "pyyam
|
||||
name = "statsmodels"
|
||||
version = "0.14.0"
|
||||
description = "Statistical computations and models for Python"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.8"
|
||||
files = [
|
||||
@@ -1292,8 +1233,8 @@ files = [
|
||||
|
||||
[package.dependencies]
|
||||
numpy = [
|
||||
{version = ">=1.18", markers = "python_version != \"3.10\" or platform_system != \"Windows\" or platform_python_implementation == \"PyPy\""},
|
||||
{version = ">=1.22.3", markers = "python_version == \"3.10\" and platform_system == \"Windows\" and platform_python_implementation != \"PyPy\""},
|
||||
{version = ">=1.18", markers = "python_version != \"3.10\" or platform_system != \"Windows\" or platform_python_implementation == \"PyPy\""},
|
||||
]
|
||||
packaging = ">=21.3"
|
||||
pandas = ">=1.0"
|
||||
@@ -1309,7 +1250,6 @@ docs = ["ipykernel", "jupyter-client", "matplotlib", "nbconvert", "nbformat", "n
|
||||
name = "tomli"
|
||||
version = "2.0.1"
|
||||
description = "A lil' TOML parser"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1321,7 +1261,6 @@ files = [
|
||||
name = "typing-extensions"
|
||||
version = "4.7.1"
|
||||
description = "Backported and Experimental Type Hints for Python 3.7+"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1333,7 +1272,6 @@ files = [
|
||||
name = "tzdata"
|
||||
version = "2023.3"
|
||||
description = "Provider of IANA time zone data"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=2"
|
||||
files = [
|
||||
@@ -1345,7 +1283,6 @@ files = [
|
||||
name = "urllib3"
|
||||
version = "1.26.16"
|
||||
description = "HTTP library with thread-safe connection pooling, file post, and more."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*, !=3.5.*"
|
||||
files = [
|
||||
@@ -1362,7 +1299,6 @@ socks = ["PySocks (>=1.5.6,!=1.5.7,<2.0)"]
|
||||
name = "uuid7"
|
||||
version = "0.1.0"
|
||||
description = "UUID version 7, generating time-sorted UUIDs with 200ns time resolution and 48 bits of randomness"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1374,7 +1310,6 @@ files = [
|
||||
name = "uvicorn"
|
||||
version = "0.20.0"
|
||||
description = "The lightning-fast ASGI server."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1393,7 +1328,6 @@ standard = ["colorama (>=0.4)", "httptools (>=0.5.0)", "python-dotenv (>=0.13)",
|
||||
name = "webencodings"
|
||||
version = "0.5.1"
|
||||
description = "Character encoding aliases for legacy web content"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "*"
|
||||
files = [
|
||||
@@ -1405,7 +1339,6 @@ files = [
|
||||
name = "websockets"
|
||||
version = "10.4"
|
||||
description = "An implementation of the WebSocket Protocol (RFC 6455 & 7692)"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
@@ -1484,7 +1417,6 @@ files = [
|
||||
name = "wrapt"
|
||||
version = "1.15.0"
|
||||
description = "Module for decorators, wrappers and monkey patching."
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,!=3.4.*,>=2.7"
|
||||
files = [
|
||||
@@ -1569,7 +1501,6 @@ files = [
|
||||
name = "zipp"
|
||||
version = "3.16.2"
|
||||
description = "Backport of pathlib-compatible object wrapper for zip files"
|
||||
category = "main"
|
||||
optional = false
|
||||
python-versions = ">=3.8"
|
||||
files = [
|
||||
@@ -1583,5 +1514,5 @@ testing = ["big-O", "jaraco.functools", "jaraco.itertools", "more-itertools", "p
|
||||
|
||||
[metadata]
|
||||
lock-version = "2.0"
|
||||
python-versions = ">=3.8,<3.12" # scipy forces python <4.0 explicitly
|
||||
content-hash = "b84672464cd5a3febab844e1066860eb803bff49eb83ee93cc46977e320499ec"
|
||||
python-versions = ">=3.8,<3.12"
|
||||
content-hash = "7a068732995c4e291eb6708b81538bcdb0f132b07f21fae4c0eab709061f5727"
|
||||
|
||||
@@ -8,12 +8,11 @@ packages = [{ include = "openbb_econometrics" }]
|
||||
|
||||
[tool.poetry.dependencies]
|
||||
python = ">=3.8,<3.12" # scipy forces python <4.0 explicitly
|
||||
openbb-core = { path = "../../sdk/core" }
|
||||
scipy = "^1.10.1"
|
||||
statsmodels = "^0.14.0"
|
||||
arch = "^5.5.0"
|
||||
linearmodels = "^4.25"
|
||||
pandas = ">=1.5.3"
|
||||
openbb-core = { path = "../../sdk/core" }
|
||||
|
||||
[build-system]
|
||||
requires = ["poetry-core"]
|
||||
|
||||
@@ -7,6 +7,7 @@ from openbb_core.app.static.container import Container
|
||||
class Extensions(Container):
|
||||
"""
|
||||
/crypto
|
||||
/econometrics
|
||||
/economy
|
||||
/fixedincome
|
||||
/forex
|
||||
@@ -26,6 +27,12 @@ class Extensions(Container):
|
||||
|
||||
return crypto.CLASS_crypto(command_runner=self._command_runner)
|
||||
|
||||
@property
|
||||
def econometrics(self): # route = "/econometrics"
|
||||
from . import econometrics
|
||||
|
||||
return econometrics.CLASS_econometrics(command_runner=self._command_runner)
|
||||
|
||||
@property
|
||||
def economy(self): # route = "/economy"
|
||||
from . import economy
|
||||
|
||||
519
openbb_sdk/openbb/package/econometrics.py
Normal file
519
openbb_sdk/openbb/package/econometrics.py
Normal file
@@ -0,0 +1,519 @@
|
||||
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
|
||||
|
||||
from typing import Dict, List, Literal, Union
|
||||
|
||||
import openbb_provider
|
||||
import openbb_provider.abstract.data
|
||||
import pandas
|
||||
import pydantic
|
||||
import pydantic.types
|
||||
from openbb_core.app.model.obbject import OBBject
|
||||
from openbb_core.app.static.container import Container
|
||||
from openbb_core.app.static.filters import filter_inputs
|
||||
from pydantic import validate_arguments
|
||||
|
||||
|
||||
class CLASS_econometrics(Container):
|
||||
"""/econometrics
|
||||
bgot
|
||||
coint
|
||||
corr
|
||||
dwat
|
||||
granger
|
||||
ols
|
||||
ols_summary
|
||||
panelbols
|
||||
panelfd
|
||||
panelfmac
|
||||
panelols
|
||||
panelpols
|
||||
panelre
|
||||
unitroot
|
||||
"""
|
||||
|
||||
def __repr__(self) -> str:
|
||||
return self.__doc__ or ""
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def bgot(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
lags: pydantic.types.PositiveInt = 1,
|
||||
) -> OBBject[openbb_provider.abstract.data.Data]:
|
||||
"""Perform Breusch-Godfrey Lagrange Multiplier tests for residual autocorrelation.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
lags: PositiveInt
|
||||
Number of lags to use in the test.
|
||||
Returns
|
||||
-------
|
||||
OBBject[Data]
|
||||
OBBject with the results being the score from the test.
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
lags=lags,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/bgot",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def coint(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
columns: List[str],
|
||||
) -> OBBject[openbb_provider.abstract.data.Data]:
|
||||
"""Show co-integration between two timeseries using the two step Engle-Granger test.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
columns: List[str]
|
||||
Data columns to check cointegration
|
||||
maxlag: PositiveInt
|
||||
Number of lags to use in the test.
|
||||
Returns
|
||||
-------
|
||||
OBBject[Data]
|
||||
OBBject with the results being the score from the test.
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
columns=columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/coint",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def corr(
|
||||
self, data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame]
|
||||
) -> OBBject[List]:
|
||||
"""Get the corrlelation matrix of an input dataset.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data : List[Data]
|
||||
Input dataset.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[List[Data]]
|
||||
Correlation matrix.
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/corr",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def dwat(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
) -> OBBject[Dict]:
|
||||
"""Perform Durbin-Watson test for autocorrelation
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[Data]
|
||||
OBBject with the results being the score from the test.
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/dwat",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def granger(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_column: str,
|
||||
lag: pydantic.types.PositiveInt = 3,
|
||||
) -> OBBject[openbb_provider.abstract.data.Data]:
|
||||
"""Perform Granger causality test to determine if X "causes" y.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_column: str
|
||||
Columns to use as exogenous variables.
|
||||
lag: PositiveInt
|
||||
Number of lags to use in the test.
|
||||
Returns
|
||||
-------
|
||||
OBBject[Data]
|
||||
OBBject with the results being the score from the test.
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_column=x_column,
|
||||
lag=lag,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/granger",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def ols(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
) -> OBBject[Dict]:
|
||||
"""Perform OLS regression. This returns the model and results objects from statsmodels.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[Dict]
|
||||
OBBject with the results being model and results objects.
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/ols",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def ols_summary(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
) -> OBBject[openbb_provider.abstract.data.Data]:
|
||||
"""Perform OLS regression. This returns the summary object from statsmodels.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[Dict]
|
||||
OBBject with the results being summary object.
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/ols_summary",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def panelbols(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
) -> OBBject[Dict]:
|
||||
"""Perform a Between estimator regression on panel data
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[Dict]
|
||||
OBBject with the fit model returned
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/panelbols",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def panelfd(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
) -> OBBject[Dict]:
|
||||
"""Perform a first-difference estimate for panel data
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[Dict]
|
||||
OBBject with the fit model returned
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/panelfd",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def panelfmac(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
) -> OBBject[Dict]:
|
||||
"""Fama-MacBeth estimator for panel data
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[Dict]
|
||||
OBBject with the fit model returned
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/panelfmac",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def panelols(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
) -> OBBject[Dict]:
|
||||
"""One- and two-way fixed effects estimator for panel data
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[Dict]
|
||||
OBBject with the fit model returned
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/panelols",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def panelpols(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
) -> OBBject[Dict]:
|
||||
"""Perform a Pooled coefficvient estimator regression on panel data
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[Dict]
|
||||
OBBject with the fit model returned
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/panelpols",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def panelre(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
y_column: str,
|
||||
x_columns: List[str],
|
||||
) -> OBBject[Dict]:
|
||||
"""Perform One-way Random Effects model for panel data
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
y_column: str
|
||||
Target column.
|
||||
x_columns: str
|
||||
List of columns to use as exogenous variables.
|
||||
|
||||
Returns
|
||||
-------
|
||||
OBBject[Dict]
|
||||
OBBject with the fit model returned
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
y_column=y_column,
|
||||
x_columns=x_columns,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/panelre",
|
||||
**inputs,
|
||||
)
|
||||
|
||||
@validate_arguments(config=dict(arbitrary_types_allowed=True))
|
||||
def unitroot(
|
||||
self,
|
||||
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
|
||||
column: str,
|
||||
regression: Literal["c", "ct", "ctt"] = "c",
|
||||
) -> OBBject[openbb_provider.abstract.data.Data]:
|
||||
"""Perform Augmented Dickey-Fuller unit root test.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
data: List[Data]
|
||||
Input dataset.
|
||||
column: str
|
||||
Data columns to check unit root
|
||||
regression: str
|
||||
Regression type to use in the test. Either "c" for constant only, "ct" for constant and trend, or "ctt" for
|
||||
constant, trend, and trend-squared.
|
||||
Returns
|
||||
-------
|
||||
OBBject[Data]
|
||||
OBBject with the results being the score from the test.
|
||||
""" # noqa: E501
|
||||
|
||||
inputs = filter_inputs(
|
||||
data=data,
|
||||
column=column,
|
||||
regression=regression,
|
||||
)
|
||||
|
||||
return self._command_runner.run(
|
||||
"/econometrics/unitroot",
|
||||
**inputs,
|
||||
)
|
||||
1
openbb_sdk/openbb/package/extension_map.json
vendored
1
openbb_sdk/openbb/package/extension_map.json
vendored
@@ -1,6 +1,7 @@
|
||||
{
|
||||
"openbb_core_extension": [
|
||||
"crypto@0.1.0a0",
|
||||
"econometrics@0.1.0",
|
||||
"economy@0.1.0a0",
|
||||
"fixedincome@0.1.0a0",
|
||||
"forex@0.1.0a0",
|
||||
|
||||
15
openbb_sdk/openbb/package/module_map.json
vendored
15
openbb_sdk/openbb/package/module_map.json
vendored
@@ -2,6 +2,21 @@
|
||||
"__extensions__": "",
|
||||
"crypto": "/crypto",
|
||||
"crypto_load": "/crypto/load",
|
||||
"econometrics": "/econometrics",
|
||||
"econometrics_bgot": "/econometrics/bgot",
|
||||
"econometrics_coint": "/econometrics/coint",
|
||||
"econometrics_corr": "/econometrics/corr",
|
||||
"econometrics_dwat": "/econometrics/dwat",
|
||||
"econometrics_granger": "/econometrics/granger",
|
||||
"econometrics_ols": "/econometrics/ols",
|
||||
"econometrics_ols_summary": "/econometrics/ols_summary",
|
||||
"econometrics_panelbols": "/econometrics/panelbols",
|
||||
"econometrics_panelfd": "/econometrics/panelfd",
|
||||
"econometrics_panelfmac": "/econometrics/panelfmac",
|
||||
"econometrics_panelols": "/econometrics/panelols",
|
||||
"econometrics_panelpols": "/econometrics/panelpols",
|
||||
"econometrics_panelre": "/econometrics/panelre",
|
||||
"econometrics_unitroot": "/econometrics/unitroot",
|
||||
"economy": "/economy",
|
||||
"economy_available_indices": "/economy/available_indices",
|
||||
"economy_const": "/economy/const",
|
||||
|
||||
@@ -314,9 +314,10 @@ class SignatureInspector:
|
||||
is_list = get_origin(results_type) == list
|
||||
args = get_args(results_type)
|
||||
inner_type = args[0] if is_list and args else results_type
|
||||
inner_type_name = getattr(inner_type, "__name__", inner_type)
|
||||
|
||||
func.__annotations__["return"].__doc__ = "OBBject"
|
||||
func.__annotations__["return"].__name__ = f"OBBject[{inner_type.__name__}]"
|
||||
func.__annotations__["return"].__name__ = f"OBBject[{inner_type_name}]"
|
||||
|
||||
return func
|
||||
|
||||
|
||||
Reference in New Issue
Block a user