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Code Issues Packages Projects Releases Wiki Activity

Make Intrinio options chains great again (#5540)

Browse Source 
* add multithreading

* cleanup

* linting

* use dateutil.parser

* removed `TICKER_EXCEPTIONS`

* modified `date` and `type` fields in standard model

* set alias for `date` and `type` to match standards

* static

* static
This commit is contained in:
Pratyush Shukla
2023-10-13 02:05:24 +05:30
committed by GitHub
parent 2d8c35df7a
commit 64bdd024c6
17 changed files with 3745 additions and 111 deletions
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39
openbb_platform/openbb/package/__extensions__.py
View File

@@ -9,25 +9,38 @@ class Extensions(Container):
"""
Routers:
/crypto
/econometrics
/economy
/fixedincome
/forex
/futures
/news
/qa
/stocks
/ta
Extensions:
- crypto@0.1.0a2
- econometrics@0.1.0a2
- economy@0.1.0a2
- fixedincome@0.1.0a2
- forex@0.1.0a2
- futures@0.1.0a2
- news@0.1.0a2
- openbb_charting@0.1.0a2
- qa@0.1.0a2
- stocks@0.1.0a2
- ta@0.1.0a2
- alpha_vantage@0.1.0a2
- benzinga@0.1.0a2
- cboe@0.1.0a2
- fmp@0.1.0a2
- fred@0.1.0a2
- intrinio@0.1.0a2
- polygon@0.1.0a2 """
- polygon@0.1.0a2
- quandl@0.1.0a2
- yfinance@0.1.0a2 """
# fmt: on
def __repr__(self) -> str:
return self.__doc__ or ""
@@ -38,6 +51,12 @@ Extensions:
return crypto.ROUTER_crypto(command_runner=self._command_runner)
@property
def econometrics(self): # route = "/econometrics"
from . import econometrics
return econometrics.ROUTER_econometrics(command_runner=self._command_runner)
@property
def economy(self): # route = "/economy"
from . import economy
@@ -56,14 +75,32 @@ Extensions:
return forex.ROUTER_forex(command_runner=self._command_runner)
@property
def futures(self): # route = "/futures"
from . import futures
return futures.ROUTER_futures(command_runner=self._command_runner)
@property
def news(self): # route = "/news"
from . import news
return news.ROUTER_news(command_runner=self._command_runner)
@property
def qa(self): # route = "/qa"
from . import qa
return qa.ROUTER_qa(command_runner=self._command_runner)
@property
def stocks(self): # route = "/stocks"
from . import stocks
return stocks.ROUTER_stocks(command_runner=self._command_runner)
@property
def ta(self): # route = "/ta"
from . import ta
return ta.ROUTER_ta(command_runner=self._command_runner)

12
openbb_platform/openbb/package/crypto.py
View File

@@ -41,7 +41,7 @@ class ROUTER_crypto(Container):
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fmp", "polygon"], None] = None,
provider: Union[Literal["fmp", "polygon", "yfinance"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Crypto Historical Price.
@@ -54,14 +54,14 @@ class ROUTER_crypto(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, None]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fmp', 'polygon'], None]
provider : Union[Literal['fmp', 'polygon', 'yfinance'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
timeseries : Optional[Union[typing_extensions.Annotated[int, Ge(ge=0)]]]
Number of days to look back. (provider: fmp)
interval : Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day']
Data granularity. (provider: fmp)
interval : Optional[Union[Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
Data granularity. (provider: fmp, yfinance)
multiplier : int
Multiplier of the timespan. (provider: polygon)
timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
@@ -72,13 +72,15 @@ class ROUTER_crypto(Container):
The number of data entries to return. (provider: polygon)
adjusted : bool
Whether the data is adjusted. (provider: polygon)
period : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]]
Period of the data to return. (provider: yfinance)
Returns
-------
OBBject
results : Union[List[CryptoHistorical]]
Serializable results.
provider : Union[Literal['fmp', 'polygon'], None]
provider : Union[Literal['fmp', 'polygon', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

518
openbb_platform/openbb/package/econometrics.py Normal file
View File

@@ -0,0 +1,518 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import Dict, List, Literal, Union
import pandas
import typing_extensions
from annotated_types import Gt
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
class ROUTER_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(config=dict(arbitrary_types_allowed=True))
def bgot(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
lags: typing_extensions.Annotated[int, Gt(gt=0)] = 1,
) -> OBBject[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._run(
"/econometrics/bgot",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def coint(
self, data: Union[List[Data], pandas.DataFrame], columns: List[str]
) -> OBBject[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._run(
"/econometrics/coint",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def corr(self, data: Union[List[Data], pandas.DataFrame]) -> OBBject[List[Data]]:
"""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._run(
"/econometrics/corr",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def dwat(
self,
data: Union[List[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._run(
"/econometrics/dwat",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def granger(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_column: str,
lag: typing_extensions.Annotated[int, Gt(gt=0)] = 3,
) -> OBBject[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._run(
"/econometrics/granger",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def ols(
self,
data: Union[List[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._run(
"/econometrics/ols",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def ols_summary(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[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._run(
"/econometrics/ols_summary",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def panelbols(
self,
data: Union[List[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._run(
"/econometrics/panelbols",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def panelfd(
self,
data: Union[List[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._run(
"/econometrics/panelfd",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def panelfmac(
self,
data: Union[List[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._run(
"/econometrics/panelfmac",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def panelols(
self,
data: Union[List[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._run(
"/econometrics/panelols",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def panelpols(
self,
data: Union[List[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._run(
"/econometrics/panelpols",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def panelre(
self,
data: Union[List[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._run(
"/econometrics/panelre",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def unitroot(
self,
data: Union[List[Data], pandas.DataFrame],
column: str,
regression: Literal["c", "ct", "ctt"] = "c",
) -> OBBject[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._run(
"/econometrics/unitroot",
**inputs,
)

688
openbb_platform/openbb/package/economy.py
View File

@@ -16,10 +16,17 @@ class ROUTER_economy(Container):
"""/economy
available_indices
const
cot
cot_search
cpi
european_index
european_index_constituents
fred_index
index
index_search
index_snapshots
risk
sp500_multiples
"""
def __repr__(self) -> str:
@@ -27,23 +34,25 @@ class ROUTER_economy(Container):
@validate
def available_indices(
self, provider: Union[Literal["fmp"], None] = None, **kwargs
self, provider: Union[Literal["cboe", "fmp", "yfinance"], None] = None, **kwargs
) -> OBBject[List[Data]]:
"""Lists of available indices from a provider.
Parameters
----------
provider : Union[Literal['fmp'], None]
provider : Union[Literal['cboe', 'fmp', 'yfinance'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
europe : bool
Filter for European indices. False for US indices. (provider: cboe)
Returns
-------
OBBject
results : Union[List[AvailableIndices]]
Serializable results.
provider : Union[Literal['fmp'], None]
provider : Union[Literal['cboe', 'fmp', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -58,11 +67,34 @@ class ROUTER_economy(Container):
Name of the index.
currency : Optional[Union[str]]
Currency the index is traded in.
isin : Optional[Union[str]]
ISIN code for the index. Valid only for European indices. (provider: cboe)
region : Optional[Union[str]]
Region for the index. Valid only for European indices (provider: cboe)
symbol : Optional[Union[str]]
Symbol for the index. (provider: cboe, yfinance)
description : Optional[Union[str]]
Description for the index. Valid only for US indices. (provider: cboe)
data_delay : Optional[Union[int]]
Data delay for the index. Valid only for US indices. (provider: cboe)
open_time : Optional[Union[datetime.time]]
Opening time for the index. Valid only for US indices. (provider: cboe)
close_time : Optional[Union[datetime.time]]
Closing time for the index. Valid only for US indices. (provider: cboe)
time_zone : Optional[Union[str]]
Time zone for the index. Valid only for US indices. (provider: cboe)
tick_days : Optional[Union[str]]
The trading days for the index. Valid only for US indices. (provider: cboe)
tick_frequency : Optional[Union[str]]
The frequency of the index ticks. Valid only for US indices. (provider: cboe)
tick_period : Optional[Union[str]]
The period of the index ticks. Valid only for US indices. (provider: cboe)
stock_exchange : Optional[Union[str]]
Stock exchange where the index is listed. (provider: fmp)
exchange_short_name : Optional[Union[str]]
Short name of the stock exchange where the index is listed. (provider: fmp)
""" # noqa: E501
code : Optional[Union[str]]
ID code for keying the index in the OpenBB Terminal. (provider: yfinance)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
@@ -148,6 +180,162 @@ class ROUTER_economy(Container):
**inputs,
)
@validate
def cot(
self, provider: Union[Literal["quandl"], None] = None, **kwargs
) -> OBBject[List[Data]]:
"""Lookup Commitment of Traders Reports by series ID.
Parameters
----------
provider : Union[Literal['quandl'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'quandl' if there is
no default.
code : str
CFTC series code. Use search_cot() to find the code.
Codes not listed in the curated list, but are published by on the Nasdaq Data Link website, are valid.
Certain symbols, such as "ES=F", or exact names are also valid.
Default report is: S&P 500 Consolidated (CME))
(provider: quandl)
data_type : Optional[Union[Literal['F', 'FO', 'CITS']]]
The type of data to reuturn. Default is "FO".
F = Futures only
FO = Futures and Options
CITS = Commodity Index Trader Supplemental. Only valid for commodities.
(provider: quandl)
legacy_format : Optional[Union[bool]]
Returns the legacy format of report. Default is False. (provider: quandl)
report_type : Optional[Union[Literal['ALL', 'CHG', 'OLD', 'OTR']]]
The type of report to return. Default is "ALL".
ALL = All
CHG = Change in Positions
OLD = Old Crop Years
OTR = Other Crop Years
(provider: quandl)
measure : Optional[Union[Literal['CR', 'NT', 'OI', 'CHG']]]
The measure to return. Default is None.
CR = Concentration Ratios
NT = Number of Traders
OI = Percent of Open Interest
CHG = Change in Positions. Only valid when data_type is "CITS".
(provider: quandl)
start_date : Optional[Union[datetime.date]]
The start date of the time series. Defaults to all. (provider: quandl)
end_date : Optional[Union[datetime.date]]
The end date of the time series. Defaults to the most recent data. (provider: quandl)
transform : Optional[Union[Literal['diff', 'rdiff', 'cumul', 'normalize']]]
Transform the data as w/w difference, percent change, cumulative, or normalize. (provider: quandl)
Returns
-------
OBBject
results : Union[List[COT]]
Serializable results.
provider : Union[Literal['quandl'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
COT
---""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={},
extra_params=kwargs,
)
return self._run(
"/economy/cot",
**inputs,
)
@validate
def cot_search(
self,
query: typing_extensions.Annotated[
str, OpenBBCustomParameter(description="Search query.")
] = "",
provider: Union[Literal["quandl"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Fuzzy search and list of curated Commitment of Traders Reports series information.
Parameters
----------
query : str
Search query.
provider : Union[Literal['quandl'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'quandl' if there is
no default.
Returns
-------
OBBject
results : Union[List[COTSearch]]
Serializable results.
provider : Union[Literal['quandl'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
COTSearch
---------
code : str
CFTC Code of the report.
name : str
Name of the underlying asset.
category : Optional[Union[str]]
Category of the underlying asset.
subcategory : Optional[Union[str]]
Subcategory of the underlying asset.
units : Optional[Union[str]]
The units for one contract.
symbol : Optional[Union[str]]
Trading symbol representing the underlying asset.""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"query": query,
},
extra_params=kwargs,
)
return self._run(
"/economy/cot_search",
**inputs,
)
@validate
def cpi(
self,
@@ -298,6 +486,174 @@ class ROUTER_economy(Container):
**inputs,
)
@validate
def european_index(
self,
symbol: typing_extensions.Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
start_date: typing_extensions.Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["cboe"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get historical close values for select European indices.
Parameters
----------
symbol : str
Symbol to get data for.
start_date : Union[datetime.date, None]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, None]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['cboe'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
interval : Optional[Union[Literal['1d', '1m']]]
Data granularity. (provider: cboe)
Returns
-------
OBBject
results : Union[List[EuropeanIndexHistorical]]
Serializable results.
provider : Union[Literal['cboe'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
EuropeanIndexHistorical
-----------------------
date : datetime
The date of the data.
close : float
The close price of the symbol.
open : Optional[Union[float]]
Opening price for the interval. Only valid when interval is 1m. (provider: cboe)
high : Optional[Union[float]]
High price for the interval. Only valid when interval is 1m. (provider: cboe)
low : Optional[Union[float]]
Low price for the interval. Only valid when interval is 1m. (provider: cboe)
utc_datetime : Optional[Union[datetime]]
UTC datetime. Only valid when interval is 1m. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
"start_date": start_date,
"end_date": end_date,
},
extra_params=kwargs,
)
return self._run(
"/economy/european_index",
**inputs,
)
@validate
def european_index_constituents(
self,
symbol: typing_extensions.Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Union[Literal["cboe"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get current levels for constituents of select European indices.
Parameters
----------
symbol : str
Symbol to get data for.
provider : Union[Literal['cboe'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
Returns
-------
OBBject
results : Union[List[EuropeanIndexConstituents]]
Serializable results.
provider : Union[Literal['cboe'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
EuropeanIndexConstituents
-------------------------
symbol : str
Symbol of the constituent company in the index.
price : float
Current price of the constituent company in the index.
open : float
The open price of the symbol.
high : float
The high price of the symbol.
low : float
The low price of the symbol.
close : float
The close price of the symbol.
volume : float
The volume of the symbol.
prev_close : Optional[Union[float]]
Previous closing price. (provider: cboe)
change : Optional[Union[float]]
Change in price. (provider: cboe)
change_percent : Optional[Union[float]]
Change in price as a percentage. (provider: cboe)
tick : Optional[Union[str]]
Whether the last sale was an up or down tick. (provider: cboe)
last_trade_timestamp : Optional[Union[datetime]]
Last trade timestamp for the symbol. (provider: cboe)
exchange_id : Optional[Union[int]]
The Exchange ID number. (provider: cboe)
seqno : Optional[Union[int]]
Sequence number of the last trade on the tape. (provider: cboe)
asset_type : Optional[Union[str]]
Type of asset. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
},
extra_params=kwargs,
)
return self._run(
"/economy/european_index_constituents",
**inputs,
)
@validate
def fred_index(
self,
@@ -403,7 +759,7 @@ class ROUTER_economy(Container):
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fmp", "polygon"], None] = None,
provider: Union[Literal["cboe", "fmp", "polygon", "yfinance"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get historical levels for an index.
@@ -416,14 +772,14 @@ class ROUTER_economy(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, None]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fmp', 'polygon'], None]
provider : Union[Literal['cboe', 'fmp', 'polygon', 'yfinance'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
interval : Optional[Union[Literal['1d', '1m'], Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
Use interval, 1m, for intraday prices during the most recent trading period. (provider: cboe); Data granularity. (provider: fmp); Data granularity. (provider: yfinance)
timeseries : Optional[Union[typing_extensions.Annotated[int, Ge(ge=0)]]]
Number of days to look back. (provider: fmp)
interval : Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day']
Data granularity. (provider: fmp)
timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
Timespan of the data. (provider: polygon)
sort : Literal['asc', 'desc']
@@ -434,13 +790,19 @@ class ROUTER_economy(Container):
Whether the data is adjusted. (provider: polygon)
multiplier : int
Multiplier of the timespan. (provider: polygon)
period : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]]
Period of the data to return. (provider: yfinance)
prepost : bool
Include Pre and Post market data. (provider: yfinance)
rounding : bool
Round prices to two decimals? (provider: yfinance)
Returns
-------
OBBject
results : Union[List[MajorIndicesHistorical]]
Serializable results.
provider : Union[Literal['fmp', 'polygon'], None]
provider : Union[Literal['cboe', 'fmp', 'polygon', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -463,6 +825,12 @@ class ROUTER_economy(Container):
The close price of the symbol.
volume : Optional[int]
The volume of the symbol.
calls_volume : Optional[Union[float]]
Number of calls traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
puts_volume : Optional[Union[float]]
Number of puts traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
total_options_volume : Optional[Union[float]]
Total number of options traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
adj_close : Optional[Union[float]]
Adjusted Close Price of the symbol. (provider: fmp)
unadjusted_volume : Optional[Union[float]]
@@ -496,6 +864,174 @@ class ROUTER_economy(Container):
**inputs,
)
@validate
def index_search(
self,
query: typing_extensions.Annotated[
str, OpenBBCustomParameter(description="Search query.")
] = "",
symbol: typing_extensions.Annotated[
Union[bool, List[str]],
OpenBBCustomParameter(description="Whether to search by ticker symbol."),
] = False,
provider: Union[Literal["cboe"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Search for indices.
Parameters
----------
query : str
Search query.
symbol : bool
Whether to search by ticker symbol.
provider : Union[Literal['cboe'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
europe : bool
Filter for European indices. False for US indices. (provider: cboe)
Returns
-------
OBBject
results : Union[List[IndexSearch]]
Serializable results.
provider : Union[Literal['cboe'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
IndexSearch
-----------
symbol : str
Symbol of the index.
name : str
Name of the index.
isin : Optional[Union[str]]
ISIN code for the index. Valid only for European indices. (provider: cboe)
region : Optional[Union[str]]
Region for the index. Valid only for European indices (provider: cboe)
description : Optional[Union[str]]
Description for the index. (provider: cboe)
data_delay : Optional[Union[int]]
Data delay for the index. Valid only for US indices. (provider: cboe)
currency : Optional[Union[str]]
Currency for the index. (provider: cboe)
time_zone : Optional[Union[str]]
Time zone for the index. Valid only for US indices. (provider: cboe)
open_time : Optional[Union[datetime.time]]
Opening time for the index. Valid only for US indices. (provider: cboe)
close_time : Optional[Union[datetime.time]]
Closing time for the index. Valid only for US indices. (provider: cboe)
tick_days : Optional[Union[str]]
The trading days for the index. Valid only for US indices. (provider: cboe)
tick_frequency : Optional[Union[str]]
Tick frequency for the index. Valid only for US indices. (provider: cboe)
tick_period : Optional[Union[str]]
Tick period for the index. Valid only for US indices. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"query": query,
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
},
extra_params=kwargs,
)
return self._run(
"/economy/index_search",
**inputs,
)
@validate
def index_snapshots(
self,
region: typing_extensions.Annotated[
Union[Literal["US", "EU"], None],
OpenBBCustomParameter(
description="The region to return. Currently supports US and EU."
),
] = "US",
provider: Union[Literal["cboe"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get current levels for all indices from a provider.
Parameters
----------
region : Union[Literal['US', 'EU'], None]
The region to return. Currently supports US and EU.
provider : Union[Literal['cboe'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
Returns
-------
OBBject
results : Union[List[IndexSnapshots]]
Serializable results.
provider : Union[Literal['cboe'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
IndexSnapshots
--------------
symbol : str
Symbol of the index.
name : Optional[Union[str]]
Name of the index.
currency : Optional[Union[str]]
Currency of the index.
price : Optional[Union[float]]
Current price of the index.
open : Optional[Union[float]]
Opening price of the index.
high : Optional[Union[float]]
Highest price of the index.
low : Optional[Union[float]]
Lowest price of the index.
close : Optional[Union[float]]
Closing price of the index.
prev_close : Optional[Union[float]]
Previous closing price of the index.
change : Optional[Union[float]]
Change of the index.
change_percent : Optional[Union[float]]
Change percent of the index.
isin : Optional[Union[str]]
ISIN code for the index. Valid only for European indices. (provider: cboe)
last_trade_timestamp : Optional[Union[datetime]]
Last trade timestamp for the index. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"region": region,
},
extra_params=kwargs,
)
return self._run(
"/economy/index_snapshots",
**inputs,
)
@validate
def risk(
self, provider: Union[Literal["fmp"], None] = None, **kwargs
@@ -546,3 +1082,133 @@ class ROUTER_economy(Container):
"/economy/risk",
**inputs,
)
@validate
def sp500_multiples(
self,
series_name: typing_extensions.Annotated[
Literal[
"Shiller PE Ratio by Month",
"Shiller PE Ratio by Year",
"PE Ratio by Year",
"PE Ratio by Month",
"Dividend by Year",
"Dividend by Month",
"Dividend Growth by Quarter",
"Dividend Growth by Year",
"Dividend Yield by Year",
"Dividend Yield by Month",
"Earnings by Year",
"Earnings by Month",
"Earnings Growth by Year",
"Earnings Growth by Quarter",
"Real Earnings Growth by Year",
"Real Earnings Growth by Quarter",
"Earnings Yield by Year",
"Earnings Yield by Month",
"Real Price by Year",
"Real Price by Month",
"Inflation Adjusted Price by Year",
"Inflation Adjusted Price by Month",
"Sales by Year",
"Sales by Quarter",
"Sales Growth by Year",
"Sales Growth by Quarter",
"Real Sales by Year",
"Real Sales by Quarter",
"Real Sales Growth by Year",
"Real Sales Growth by Quarter",
"Price to Sales Ratio by Year",
"Price to Sales Ratio by Quarter",
"Price to Book Value Ratio by Year",
"Price to Book Value Ratio by Quarter",
"Book Value per Share by Year",
"Book Value per Share by Quarter",
],
OpenBBCustomParameter(
description="The name of the series. Defaults to 'PE Ratio by Month'."
),
] = "PE Ratio by Month",
start_date: typing_extensions.Annotated[
Union[str, None],
OpenBBCustomParameter(
description="The start date of the time series. Format: YYYY-MM-DD"
),
] = "",
end_date: typing_extensions.Annotated[
Union[str, None],
OpenBBCustomParameter(
description="The end date of the time series. Format: YYYY-MM-DD"
),
] = "",
collapse: typing_extensions.Annotated[
Union[Literal["daily", "weekly", "monthly", "quarterly", "annual"], None],
OpenBBCustomParameter(
description="Collapse the frequency of the time series."
),
] = "monthly",
transform: typing_extensions.Annotated[
Union[Literal["diff", "rdiff", "cumul", "normalize"], None],
OpenBBCustomParameter(description="The transformation of the time series."),
] = None,
provider: Union[Literal["quandl"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Historical S&P 500 multiples and Shiller PE ratios.
Parameters
----------
series_name : Literal['Shiller PE Ratio by Month', 'Shiller PE Ratio by Year', 'PE Rat...
The name of the series. Defaults to 'PE Ratio by Month'.
start_date : Union[str, None]
The start date of the time series. Format: YYYY-MM-DD
end_date : Union[str, None]
The end date of the time series. Format: YYYY-MM-DD
collapse : Union[Literal['daily', 'weekly', 'monthly', 'quarterly', 'annual'...
Collapse the frequency of the time series.
transform : Union[Literal['diff', 'rdiff', 'cumul', 'normalize'], None]
The transformation of the time series.
provider : Union[Literal['quandl'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'quandl' if there is
no default.
Returns
-------
OBBject
results : Union[List[SP500Multiples]]
Serializable results.
provider : Union[Literal['quandl'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
SP500Multiples
--------------
date : str
The date data for the time series.
value : float
The data value for the time series.""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"series_name": series_name,
"start_date": start_date,
"end_date": end_date,
"collapse": collapse,
"transform": transform,
},
extra_params=kwargs,
)
return self._run(
"/economy/sp500_multiples",
**inputs,
)

13
openbb_platform/openbb/package/extension_map.json vendored
View File

@@ -1,17 +1,26 @@
{
"openbb_core_extension": [
"crypto@0.1.0a2",
"econometrics@0.1.0a2",
"economy@0.1.0a2",
"fixedincome@0.1.0a2",
"forex@0.1.0a2",
"futures@0.1.0a2",
"news@0.1.0a2",
"stocks@0.1.0a2"
"openbb_charting@0.1.0a2",
"qa@0.1.0a2",
"stocks@0.1.0a2",
"ta@0.1.0a2"
],
"openbb_provider_extension": [
"alpha_vantage@0.1.0a2",
"benzinga@0.1.0a2",
"cboe@0.1.0a2",
"fmp@0.1.0a2",
"fred@0.1.0a2",
"intrinio@0.1.0a2",
"polygon@0.1.0a2"
"polygon@0.1.0a2",
"quandl@0.1.0a2",
"yfinance@0.1.0a2"
]
}

12
openbb_platform/openbb/package/forex.py
View File

@@ -42,7 +42,7 @@ class ROUTER_forex(Container):
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fmp", "polygon"], None] = None,
provider: Union[Literal["fmp", "polygon", "yfinance"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Forex Intraday Price.
@@ -55,12 +55,12 @@ class ROUTER_forex(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, None]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fmp', 'polygon'], None]
provider : Union[Literal['fmp', 'polygon', 'yfinance'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
interval : Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day']
Data granularity. (provider: fmp)
interval : Optional[Union[Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
Data granularity. (provider: fmp, yfinance)
multiplier : int
Multiplier of the timespan. (provider: polygon)
timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
@@ -71,13 +71,15 @@ class ROUTER_forex(Container):
The number of data entries to return. (provider: polygon)
adjusted : bool
Whether the data is adjusted. (provider: polygon)
period : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]]
Period of the data to return. (provider: yfinance)
Returns
-------
OBBject
results : Union[List[ForexHistorical]]
Serializable results.
provider : Union[Literal['fmp', 'polygon'], None]
provider : Union[Literal['fmp', 'polygon', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

188
openbb_platform/openbb/package/futures.py Normal file
View File

@@ -0,0 +1,188 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Union
import typing_extensions
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
class ROUTER_futures(Container):
"""/futures
curve
load
"""
def __repr__(self) -> str:
return self.__doc__ or ""
@validate
def curve(
self,
symbol: typing_extensions.Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
date: typing_extensions.Annotated[
Union[datetime.date, None],
OpenBBCustomParameter(description="Historical date to search curve for."),
] = None,
provider: Union[Literal["cboe", "yfinance"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Futures Historical Price.
Parameters
----------
symbol : str
Symbol to get data for.
date : Union[datetime.date, None]
Historical date to search curve for.
provider : Union[Literal['cboe', 'yfinance'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
Returns
-------
OBBject
results : Union[List[FuturesCurve]]
Serializable results.
provider : Union[Literal['cboe', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
FuturesCurve
------------
expiration : str
Futures expiration month.
price : Optional[Union[float]]
The close price of the symbol.
symbol : Optional[Union[str]]
The trading symbol for the tenor of future. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
"date": date,
},
extra_params=kwargs,
)
return self._run(
"/futures/curve",
**inputs,
)
@validate
def load(
self,
symbol: typing_extensions.Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
start_date: typing_extensions.Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
expiration: typing_extensions.Annotated[
Union[str, None],
OpenBBCustomParameter(description="Future expiry date with format YYYY-MM"),
] = None,
provider: Union[Literal["yfinance"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Futures Historical Price.
Parameters
----------
symbol : str
Symbol to get data for.
start_date : Union[datetime.date, None]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, None]
End date of the data, in YYYY-MM-DD format.
expiration : Union[str, None]
Future expiry date with format YYYY-MM
provider : Union[Literal['yfinance'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'yfinance' if there is
no default.
interval : Optional[Union[Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
Data granularity. (provider: yfinance)
period : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]]
Period of the data to return. (provider: yfinance)
prepost : bool
Include Pre and Post market data. (provider: yfinance)
adjust : bool
Adjust all the data automatically. (provider: yfinance)
back_adjust : bool
Back-adjusted data to mimic true historical prices. (provider: yfinance)
Returns
-------
OBBject
results : Union[List[FuturesHistorical]]
Serializable results.
provider : Union[Literal['yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
FuturesHistorical
-----------------
date : datetime
The date of the data.
open : float
The open price of the symbol.
high : float
The high price of the symbol.
low : float
The low price of the symbol.
close : float
The close price of the symbol.
volume : float
The volume of the symbol.""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
"start_date": start_date,
"end_date": end_date,
"expiration": expiration,
},
extra_params=kwargs,
)
return self._run(
"/futures/load",
**inputs,
)

67
openbb_platform/openbb/package/module_map.json vendored
View File

@@ -2,13 +2,35 @@
"__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",
"economy_cot": "/economy/cot",
"economy_cot_search": "/economy/cot_search",
"economy_cpi": "/economy/cpi",
"economy_european_index": "/economy/european_index",
"economy_european_index_constituents": "/economy/european_index_constituents",
"economy_fred_index": "/economy/fred_index",
"economy_index": "/economy/index",
"economy_index_search": "/economy/index_search",
"economy_index_snapshots": "/economy/index_snapshots",
"economy_risk": "/economy/risk",
"economy_sp500_multiples": "/economy/sp500_multiples",
"fixedincome": "/fixedincome",
"fixedincome_ameribor": "/fixedincome/ameribor",
"fixedincome_estr": "/fixedincome/estr",
@@ -22,8 +44,22 @@
"forex": "/forex",
"forex_load": "/forex/load",
"forex_pairs": "/forex/pairs",
"futures": "/futures",
"futures_curve": "/futures/curve",
"futures_load": "/futures/load",
"news": "/news",
"news_globalnews": "/news/globalnews",
"qa": "/qa",
"qa_capm": "/qa/capm",
"qa_kurtosis": "/qa/kurtosis",
"qa_normality": "/qa/normality",
"qa_om": "/qa/om",
"qa_quantile": "/qa/quantile",
"qa_sh": "/qa/sh",
"qa_skew": "/qa/skew",
"qa_so": "/qa/so",
"qa_summary": "/qa/summary",
"qa_unitroot": "/qa/unitroot",
"stocks": "/stocks",
"stocks_ca": "/stocks/ca",
"stocks_ca_peers": "/stocks/ca/peers",
@@ -56,10 +92,39 @@
"stocks_fa_shrs": "/stocks/fa/shrs",
"stocks_fa_split": "/stocks/fa/split",
"stocks_fa_transcript": "/stocks/fa/transcript",
"stocks_info": "/stocks/info",
"stocks_load": "/stocks/load",
"stocks_multiples": "/stocks/multiples",
"stocks_news": "/stocks/news",
"stocks_options": "/stocks/options",
"stocks_options_chains": "/stocks/options/chains",
"stocks_quote": "/stocks/quote"
"stocks_quote": "/stocks/quote",
"stocks_search": "/stocks/search",
"ta": "/ta",
"ta_ad": "/ta/ad",
"ta_adosc": "/ta/adosc",
"ta_adx": "/ta/adx",
"ta_aroon": "/ta/aroon",
"ta_atr": "/ta/atr",
"ta_bbands": "/ta/bbands",
"ta_cci": "/ta/cci",
"ta_cg": "/ta/cg",
"ta_clenow": "/ta/clenow",
"ta_cones": "/ta/cones",
"ta_demark": "/ta/demark",
"ta_donchian": "/ta/donchian",
"ta_ema": "/ta/ema",
"ta_fib": "/ta/fib",
"ta_fisher": "/ta/fisher",
"ta_hma": "/ta/hma",
"ta_ichimoku": "/ta/ichimoku",
"ta_kc": "/ta/kc",
"ta_macd": "/ta/macd",
"ta_obv": "/ta/obv",
"ta_rsi": "/ta/rsi",
"ta_sma": "/ta/sma",
"ta_stoch": "/ta/stoch",
"ta_vwap": "/ta/vwap",
"ta_wma": "/ta/wma",
"ta_zlma": "/ta/zlma"
}

391
openbb_platform/openbb/package/qa.py Normal file
View File

@@ -0,0 +1,391 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import List, Literal, Union
import pandas
import typing_extensions
from annotated_types import Ge, Gt
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from openbb_qa.qa_models import (
CAPMModel,
NormalityModel,
OmegaModel,
SummaryModel,
UnitRootModel,
)
class ROUTER_qa(Container):
"""/qa
capm
kurtosis
normality
om
quantile
sh
skew
so
summary
unitroot
"""
def __repr__(self) -> str:
return self.__doc__ or ""
@validate(config=dict(arbitrary_types_allowed=True))
def capm(
self, data: Union[List[Data], pandas.DataFrame], target: str
) -> OBBject[CAPMModel]:
"""Get Capital Asset Pricing Model.""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
)
return self._run(
"/qa/capm",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def kurtosis(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
window: typing_extensions.Annotated[int, Gt(gt=0)],
) -> OBBject[List[Data]]:
"""Get the Kurtosis.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
window : PositiveInt
Window size.
Returns
-------
OBBject[List[Data]]
Kurtosis.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
window=window,
)
return self._run(
"/qa/kurtosis",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def normality(
self, data: Union[List[Data], pandas.DataFrame], target: str
) -> OBBject[NormalityModel]:
"""Get Normality Statistics.
- **Kurtosis**: whether the kurtosis of a sample differs from the normal distribution.
- **Skewness**: whether the skewness of a sample differs from the normal distribution.
- **Jarque-Bera**: whether the sample data has the skewness and kurtosis matching a normal distribution.
- **Shapiro-Wilk**: whether a random sample comes from a normal distribution.
- **Kolmogorov-Smirnov**: whether two underlying one-dimensional probability distributions differ.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
Returns
-------
OBBject[NormalityModel]
Normality tests summary. See qa_models.NormalityModel for details.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
)
return self._run(
"/qa/normality",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def om(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
threshold_start: float = 0.0,
threshold_end: float = 1.5,
) -> OBBject[List[OmegaModel]]:
"""Calculate the Omega Ratio.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
threshold_start : float, optional
Start threshold, by default 0.0
threshold_end : float, optional
End threshold, by default 1.5
Returns
-------
OBBject[List[OmegaModel]]
Omega ratios.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
threshold_start=threshold_start,
threshold_end=threshold_end,
)
return self._run(
"/qa/om",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def quantile(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
window: typing_extensions.Annotated[int, Gt(gt=0)],
quantile_pct: typing_extensions.Annotated[float, Ge(ge=0)] = 0.5,
) -> OBBject[List[Data]]:
"""Get Quantile.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
window : PositiveInt
Window size.
quantile_pct : NonNegativeFloat, optional
Quantile percentage, by default 0.5
Returns
-------
OBBject[List[Data]]
Quantile.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
window=window,
quantile_pct=quantile_pct,
)
return self._run(
"/qa/quantile",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def sh(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
rfr: float = 0.0,
window: typing_extensions.Annotated[int, Gt(gt=0)] = 252,
) -> OBBject[List[Data]]:
"""Get Sharpe Ratio.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
rfr : float, optional
Risk-free rate, by default 0.0
window : PositiveInt, optional
Window size, by default 252
Returns
-------
OBBject[List[Data]]
Sharpe ratio.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
rfr=rfr,
window=window,
)
return self._run(
"/qa/sh",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def skew(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
window: typing_extensions.Annotated[int, Gt(gt=0)],
) -> OBBject[List[Data]]:
"""Get Skewness.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
window : PositiveInt
Window size.
Returns
-------
OBBject[List[Data]]
Skewness.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
window=window,
)
return self._run(
"/qa/skew",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def so(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
target_return: float = 0.0,
window: typing_extensions.Annotated[int, Gt(gt=0)] = 252,
adjusted: bool = False,
) -> OBBject[List[Data]]:
"""Get Sortino Ratio.
For method & terminology see: http://www.redrockcapital.com/Sortino__A__Sharper__Ratio_Red_Rock_Capital.pdf
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
target_return : float, optional
Target return, by default 0.0
window : PositiveInt, optional
Window size, by default 252
adjusted : bool, optional
Adjust sortino ratio to compare it to sharpe ratio, by default False
Returns
-------
OBBject[List[Data]]
Sortino ratio.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
target_return=target_return,
window=window,
adjusted=adjusted,
)
return self._run(
"/qa/so",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def summary(
self, data: Union[List[Data], pandas.DataFrame], target: str
) -> OBBject[SummaryModel]:
"""Get Summary Statistics.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
Returns
-------
OBBject[SummaryModel]
Summary table.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
)
return self._run(
"/qa/summary",
**inputs,
)
@validate(config=dict(arbitrary_types_allowed=True))
def unitroot(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
fuller_reg: Literal["c", "ct", "ctt", "nc", "c"] = "c",
kpss_reg: Literal["c", "ct"] = "c",
) -> OBBject[UnitRootModel]:
"""Get Unit Root Test.
Augmented Dickey-Fuller test for unit root.
Kwiatkowski-Phillips-Schmidt-Shin test for unit root.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
fuller_reg : Literal["c", "ct", "ctt", "nc", "c"]
Regression type for ADF test.
kpss_reg : Literal["c", "ct"]
Regression type for KPSS test.
Returns
-------
OBBject[UnitRootModel]
Unit root tests summary.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
fuller_reg=fuller_reg,
kpss_reg=kpss_reg,
)
return self._run(
"/qa/unitroot",
**inputs,
)

281
openbb_platform/openbb/package/stocks.py
View File

@@ -17,11 +17,13 @@ class ROUTER_stocks(Container):
"""/stocks
/ca
/fa
info
load
multiples
news
/options
quote
search
"""
def __repr__(self) -> str:
@@ -39,6 +41,121 @@ class ROUTER_stocks(Container):
return stocks_fa.ROUTER_stocks_fa(command_runner=self._command_runner)
@validate
def info(
self,
symbol: typing_extensions.Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Union[Literal["cboe"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get general price and performance metrics of a stock.
Parameters
----------
symbol : str
Symbol to get data for.
provider : Union[Literal['cboe'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
Returns
-------
OBBject
results : Union[List[StockInfo]]
Serializable results.
provider : Union[Literal['cboe'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
StockInfo
---------
symbol : str
Symbol to get data for.
name : str
Name associated with the ticker symbol.
price : Optional[Union[float]]
Last transaction price.
open : Optional[Union[float]]
Opening price of the stock.
high : Optional[Union[float]]
High price of the current trading day.
low : Optional[Union[float]]
Low price of the current trading day.
close : Optional[Union[float]]
Closing price of the most recent trading day.
change : Optional[Union[float]]
Change in price over the current trading period.
change_percent : Optional[Union[float]]
Percent change in price over the current trading period.
prev_close : Optional[Union[float]]
Previous closing price.
type : Optional[Union[str]]
Type of asset. (provider: cboe)
exchange_id : Optional[Union[int]]
The Exchange ID number. (provider: cboe)
tick : Optional[Union[str]]
Whether the last sale was an up or down tick. (provider: cboe)
bid : Optional[Union[float]]
Current bid price. (provider: cboe)
bid_size : Optional[Union[float]]
Bid lot size. (provider: cboe)
ask : Optional[Union[float]]
Current ask price. (provider: cboe)
ask_size : Optional[Union[float]]
Ask lot size. (provider: cboe)
volume : Optional[Union[float]]
Stock volume for the current trading day. (provider: cboe)
iv30 : Optional[Union[float]]
The 30-day implied volatility of the stock. (provider: cboe)
iv30_change : Optional[Union[float]]
Change in 30-day implied volatility of the stock. (provider: cboe)
last_trade_timestamp : Optional[Union[datetime]]
Last trade timestamp for the stock. (provider: cboe)
iv30_annual_high : Optional[Union[float]]
The 1-year high of implied volatility. (provider: cboe)
hv30_annual_high : Optional[Union[float]]
The 1-year high of realized volatility. (provider: cboe)
iv30_annual_low : Optional[Union[float]]
The 1-year low of implied volatility. (provider: cboe)
hv30_annual_low : Optional[Union[float]]
The 1-year low of realized volatility. (provider: cboe)
iv60_annual_high : Optional[Union[float]]
The 60-day high of implied volatility. (provider: cboe)
hv60_annual_high : Optional[Union[float]]
The 60-day high of realized volatility. (provider: cboe)
iv60_annual_low : Optional[Union[float]]
The 60-day low of implied volatility. (provider: cboe)
hv60_annual_low : Optional[Union[float]]
The 60-day low of realized volatility. (provider: cboe)
iv90_annual_high : Optional[Union[float]]
The 90-day high of implied volatility. (provider: cboe)
hv90_annual_high : Optional[Union[float]]
The 90-day high of realized volatility. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
},
extra_params=kwargs,
)
return self._run(
"/stocks/info",
**inputs,
)
@validate
def load(
self,
@@ -58,7 +175,11 @@ class ROUTER_stocks(Container):
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fmp", "intrinio", "polygon"], None] = None,
chart: bool = False,
provider: Union[
Literal["alpha_vantage", "cboe", "fmp", "intrinio", "polygon", "yfinance"],
None,
] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Load stock data for a specific ticker.
@@ -71,14 +192,28 @@ class ROUTER_stocks(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, None]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
chart : bool
Whether to create a chart or not, by default False.
provider : Union[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygo...
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
If None, the provider specified in defaults is selected or 'alpha_vantage' if there is
no default.
function_ : Literal['TIME_SERIES_INTRADAY', 'TIME_SERIES_DAILY', 'TIME_SERIES_WEEKLY', 'TIME_SERIES_MONTHLY', 'TIME_SERIES_DAILY_ADJUSTED', 'TIME_SERIES_WEEKLY_ADJUSTED', 'TIME_SERIES_MONTHLY_ADJUSTED']
The time series of your choice. (provider: alpha_vantage)
period : Optional[Union[Literal['intraday', 'daily', 'weekly', 'monthly'], Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]]
Period of the data to return. (provider: alpha_vantage, yfinance)
interval : Optional[Union[Literal['1min', '5min', '15min', '30min', '60min'], Literal['1d', '1m'], Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
Data granularity. (provider: alpha_vantage, cboe, fmp, yfinance)
adjusted : Optional[Union[bool]]
Output time series is adjusted by historical split and dividend events. (provider: alpha_vantage, polygon)
extended_hours : Optional[Union[bool]]
Extended trading hours during pre-market and after-hours. (provider: alpha_vantage)
month : Optional[Union[str]]
Query a specific month in history (in YYYY-MM format). (provider: alpha_vantage)
outputsize : Optional[Union[Literal['compact', 'full']]]
Compact returns only the latest 100 data points in the intraday time series; full returns trailing 30 days of the most recent intraday data if the month parameter (see above) is not specified, or the full intraday data for a specific month in history if the month parameter is specified. (provider: alpha_vantage)
timeseries : Optional[Union[typing_extensions.Annotated[int, Ge(ge=0)]]]
Number of days to look back. (provider: fmp)
interval : Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day']
Data granularity. (provider: fmp)
timezone : Optional[Union[Literal['Africa/Algiers', 'Africa/Cairo', 'Africa/Casablanca', 'Africa/Harare', 'Africa/Johannesburg', 'Africa/Monrovia', 'Africa/Nairobi', 'America/Argentina/Buenos_Aires', 'America/Bogota', 'America/Caracas', 'America/Chicago', 'America/Chihuahua', 'America/Denver', 'America/Godthab', 'America/Guatemala', 'America/Guyana', 'America/Halifax', 'America/Indiana/Indianapolis', 'America/Juneau', 'America/La_Paz', 'America/Lima', 'America/Lima', 'America/Los_Angeles', 'America/Mazatlan', 'America/Mexico_City', 'America/Mexico_City', 'America/Monterrey', 'America/Montevideo', 'America/New_York', 'America/Phoenix', 'America/Regina', 'America/Santiago', 'America/Sao_Paulo', 'America/St_Johns', 'America/Tijuana', 'Asia/Almaty', 'Asia/Baghdad', 'Asia/Baku', 'Asia/Bangkok', 'Asia/Bangkok', 'Asia/Chongqing', 'Asia/Colombo', 'Asia/Dhaka', 'Asia/Dhaka', 'Asia/Hong_Kong', 'Asia/Irkutsk', 'Asia/Jakarta', 'Asia/Jerusalem', 'Asia/Kabul', 'Asia/Kamchatka', 'Asia/Karachi', 'Asia/Karachi', 'Asia/Kathmandu', 'Asia/Kolkata', 'Asia/Kolkata', 'Asia/Kolkata', 'Asia/Kolkata', 'Asia/Krasnoyarsk', 'Asia/Kuala_Lumpur', 'Asia/Kuwait', 'Asia/Magadan', 'Asia/Muscat', 'Asia/Muscat', 'Asia/Novosibirsk', 'Asia/Rangoon', 'Asia/Riyadh', 'Asia/Seoul', 'Asia/Shanghai', 'Asia/Singapore', 'Asia/Srednekolymsk', 'Asia/Taipei', 'Asia/Tashkent', 'Asia/Tbilisi', 'Asia/Tehran', 'Asia/Tokyo', 'Asia/Tokyo', 'Asia/Tokyo', 'Asia/Ulaanbaatar', 'Asia/Urumqi', 'Asia/Vladivostok', 'Asia/Yakutsk', 'Asia/Yekaterinburg', 'Asia/Yerevan', 'Atlantic/Azores', 'Atlantic/Cape_Verde', 'Atlantic/South_Georgia', 'Australia/Adelaide', 'Australia/Brisbane', 'Australia/Darwin', 'Australia/Hobart', 'Australia/Melbourne', 'Australia/Melbourne', 'Australia/Perth', 'Australia/Sydney', 'Etc/UTC', 'UTC', 'Europe/Amsterdam', 'Europe/Athens', 'Europe/Belgrade', 'Europe/Berlin', 'Europe/Berlin', 'Europe/Bratislava', 'Europe/Brussels', 'Europe/Bucharest', 'Europe/Budapest', 'Europe/Copenhagen', 'Europe/Dublin', 'Europe/Helsinki', 'Europe/Istanbul', 'Europe/Kaliningrad', 'Europe/Kiev', 'Europe/Lisbon', 'Europe/Ljubljana', 'Europe/London', 'Europe/London', 'Europe/Madrid', 'Europe/Minsk', 'Europe/Moscow', 'Europe/Moscow', 'Europe/Paris', 'Europe/Prague', 'Europe/Riga', 'Europe/Rome', 'Europe/Samara', 'Europe/Sarajevo', 'Europe/Skopje', 'Europe/Sofia', 'Europe/Stockholm', 'Europe/Tallinn', 'Europe/Vienna', 'Europe/Vilnius', 'Europe/Volgograd', 'Europe/Warsaw', 'Europe/Zagreb', 'Pacific/Apia', 'Pacific/Auckland', 'Pacific/Auckland', 'Pacific/Chatham', 'Pacific/Fakaofo', 'Pacific/Fiji', 'Pacific/Guadalcanal', 'Pacific/Guam', 'Pacific/Honolulu', 'Pacific/Majuro', 'Pacific/Midway', 'Pacific/Midway', 'Pacific/Noumea', 'Pacific/Pago_Pago', 'Pacific/Port_Moresby', 'Pacific/Tongatapu']]]
Returns trading times in this timezone. (provider: intrinio)
source : Optional[Union[Literal['realtime', 'delayed', 'nasdaq_basic']]]
@@ -97,15 +232,33 @@ class ROUTER_stocks(Container):
Sort order of the data. (provider: polygon)
limit : int
The number of data entries to return. (provider: polygon)
adjusted : bool
Output time series is adjusted by historical split and dividend events. (provider: polygon)
prepost : bool
Include Pre and Post market data. (provider: yfinance)
actions : bool
Include actions. (provider: yfinance)
auto_adjust : bool
Adjust all OHLC data automatically. (provider: yfinance)
back_adjust : bool
Attempt to adjust all the data automatically. (provider: yfinance)
progress : bool
Show progress bar. (provider: yfinance)
ignore_tz : bool
When combining from different timezones, ignore that part of datetime. (provider: yfinance)
rounding : bool
Round to two decimal places? (provider: yfinance)
repair : bool
Detect currency unit 100x mixups and attempt repair. (provider: yfinance)
keepna : bool
Keep NaN rows returned by Yahoo? (provider: yfinance)
group_by : Literal['ticker', 'column']
Group by ticker or column. (provider: yfinance)
Returns
-------
OBBject
results : Union[List[StockHistorical]]
Serializable results.
provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
provider : Union[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -130,8 +283,18 @@ class ROUTER_stocks(Container):
The volume of the symbol.
vwap : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)]]]
Volume Weighted Average Price of the symbol.
adj_close : Optional[Union[float]]
Adjusted Close Price of the symbol. (provider: fmp)
adj_close : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)], float]]
The adjusted close price of the symbol. (provider: alpha_vantage, fmp)
dividend_amount : Optional[Union[typing_extensions.Annotated[float, Ge(ge=0)]]]
Dividend amount paid for the corresponding date. (provider: alpha_vantage)
split_coefficient : Optional[Union[typing_extensions.Annotated[float, Ge(ge=0)]]]
Split coefficient for the corresponding date. (provider: alpha_vantage)
calls_volume : Optional[Union[float]]
Number of calls traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
puts_volume : Optional[Union[float]]
Number of puts traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
total_options_volume : Optional[Union[float]]
Total number of options traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
unadjusted_volume : Optional[Union[float]]
Unadjusted volume of the symbol. (provider: fmp)
change : Optional[Union[float]]
@@ -162,6 +325,7 @@ class ROUTER_stocks(Container):
"end_date": end_date,
},
extra_params=kwargs,
chart=chart,
)
return self._run(
@@ -180,6 +344,7 @@ class ROUTER_stocks(Container):
Union[int, None],
OpenBBCustomParameter(description="The number of data entries to return."),
] = 100,
chart: bool = False,
provider: Union[Literal["fmp"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
@@ -191,6 +356,8 @@ class ROUTER_stocks(Container):
Symbol to get data for.
limit : Union[int, None]
The number of data entries to return.
chart : bool
Whether to create a chart or not, by default False.
provider : Union[Literal['fmp'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
@@ -342,6 +509,7 @@ class ROUTER_stocks(Container):
"limit": limit,
},
extra_params=kwargs,
chart=chart,
)
return self._run(
@@ -359,7 +527,10 @@ class ROUTER_stocks(Container):
Union[typing_extensions.Annotated[int, Ge(ge=0)], None],
OpenBBCustomParameter(description="Number of results to return per page."),
] = 20,
provider: Union[Literal["benzinga", "fmp", "intrinio", "polygon"], None] = None,
chart: bool = False,
provider: Union[
Literal["benzinga", "fmp", "intrinio", "polygon", "yfinance"], None
] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get news for one or more stock tickers.
@@ -370,7 +541,9 @@ class ROUTER_stocks(Container):
Comma separated list of symbols.
limit : Union[typing_extensions.Annotated[int, Ge(ge=0)], None]
Number of results to return per page.
provider : Union[Literal['benzinga', 'fmp', 'intrinio', 'polygon'], None]
chart : bool
Whether to create a chart or not, by default False.
provider : Union[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'yfinance...
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'benzinga' if there is
no default.
@@ -410,7 +583,7 @@ class ROUTER_stocks(Container):
OBBject
results : Union[List[StockNews]]
Serializable results.
provider : Union[Literal['benzinga', 'fmp', 'intrinio', 'polygon'], None]
provider : Union[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -457,10 +630,18 @@ class ROUTER_stocks(Container):
Image URL. (provider: polygon)
keywords : Optional[Union[List[str]]]
Keywords in the article (provider: polygon)
publisher : Optional[Union[openbb_polygon.models.stock_news.PolygonPublisher]]
Publisher of the article. (provider: polygon)
publisher : Optional[Union[openbb_polygon.models.stock_news.PolygonPublisher, str]]
Publisher of the article. (provider: polygon, yfinance)
tickers : Optional[Union[List[str]]]
Tickers covered in the article. (provider: polygon)""" # noqa: E501
Tickers covered in the article. (provider: polygon)
uuid : Optional[Union[str]]
Unique identifier for the news article (provider: yfinance)
type : Optional[Union[str]]
Type of the news article (provider: yfinance)
thumbnail : Optional[Union[List]]
Thumbnail related data to the ticker news article. (provider: yfinance)
related_tickers : Optional[Union[str]]
Tickers related to the news article. (provider: yfinance)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
@@ -471,6 +652,7 @@ class ROUTER_stocks(Container):
"limit": limit,
},
extra_params=kwargs,
chart=chart,
)
return self._run(
@@ -626,3 +808,70 @@ class ROUTER_stocks(Container):
"/stocks/quote",
**inputs,
)
@validate
def search(
self,
query: typing_extensions.Annotated[
str, OpenBBCustomParameter(description="Search query.")
] = "",
is_symbol: typing_extensions.Annotated[
bool,
OpenBBCustomParameter(description="Whether to search by ticker symbol."),
] = False,
provider: Union[Literal["cboe"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Search for a company or stock ticker.
Parameters
----------
query : str
Search query.
is_symbol : bool
Whether to search by ticker symbol.
provider : Union[Literal['cboe'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
Returns
-------
OBBject
results : Union[List[StockSearch]]
Serializable results.
provider : Union[Literal['cboe'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
StockSearch
-----------
symbol : str
Symbol to get data for.
name : str
Name of the company.
dpm_name : Optional[Union[str]]
Name of the primary market maker. (provider: cboe)
post_station : Optional[Union[str]]
Post and station location on the CBOE trading floor. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"query": query,
"is_symbol": is_symbol,
},
extra_params=kwargs,
)
return self._run(
"/stocks/search",
**inputs,
)

18
openbb_platform/openbb/package/stocks_fa.py
View File

@@ -62,7 +62,7 @@ class ROUTER_stocks_fa(Container):
int,
OpenBBCustomParameter(description="The number of data entries to return."),
] = 12,
provider: Union[Literal["fmp", "intrinio", "polygon"], None] = None,
provider: Union[Literal["fmp", "intrinio", "polygon", "yfinance"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Balance Sheet.
@@ -75,7 +75,7 @@ class ROUTER_stocks_fa(Container):
Period of the data to return.
limit : int
The number of data entries to return.
provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
@@ -123,7 +123,7 @@ class ROUTER_stocks_fa(Container):
OBBject
results : Union[List[BalanceSheet]]
Serializable results.
provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -505,7 +505,7 @@ class ROUTER_stocks_fa(Container):
int,
OpenBBCustomParameter(description="The number of data entries to return."),
] = 12,
provider: Union[Literal["fmp", "intrinio", "polygon"], None] = None,
provider: Union[Literal["fmp", "intrinio", "polygon", "yfinance"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Cash Flow Statement.
@@ -518,7 +518,7 @@ class ROUTER_stocks_fa(Container):
Period of the data to return.
limit : int
The number of data entries to return.
provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
@@ -566,7 +566,7 @@ class ROUTER_stocks_fa(Container):
OBBject
results : Union[List[CashFlowStatement]]
Serializable results.
provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -1388,7 +1388,7 @@ class ROUTER_stocks_fa(Container):
int,
OpenBBCustomParameter(description="The number of data entries to return."),
] = 12,
provider: Union[Literal["fmp", "intrinio", "polygon"], None] = None,
provider: Union[Literal["fmp", "intrinio", "polygon", "yfinance"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Income Statement.
@@ -1401,7 +1401,7 @@ class ROUTER_stocks_fa(Container):
Period of the data to return.
limit : int
The number of data entries to return.
provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
@@ -1449,7 +1449,7 @@ class ROUTER_stocks_fa(Container):
OBBject
results : Union[List[IncomeStatement]]
Serializable results.
provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

40
openbb_platform/openbb/package/stocks_options.py
View File

@@ -26,7 +26,7 @@ class ROUTER_stocks_options(Container):
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Union[Literal["intrinio"], None] = None,
provider: Union[Literal["cboe", "intrinio"], None] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get the complete options chain for a ticker.
@@ -35,11 +35,11 @@ class ROUTER_stocks_options(Container):
----------
symbol : str
Symbol to get data for.
provider : Union[Literal['intrinio'], None]
provider : Union[Literal['cboe', 'intrinio'], None]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'intrinio' if there is
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
date : Optional[Union[str]]
date : Optional[Union[datetime.date]]
Date for which the options chains are returned. (provider: intrinio)
Returns
@@ -47,7 +47,7 @@ class ROUTER_stocks_options(Container):
OBBject
results : Union[List[OptionsChains]]
Serializable results.
provider : Union[Literal['intrinio'], None]
provider : Union[Literal['cboe', 'intrinio'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -60,15 +60,15 @@ class ROUTER_stocks_options(Container):
-------------
contract_symbol : str
Contract symbol for the option.
symbol : str
symbol : Union[str]
Underlying symbol for the option.
expiration : date
Expiration date of the contract.
strike : float
Strike price of the contract.
type : str
option_type : str
Call or Put.
date : date
eod_date : date
Date for which the options chains are returned.
close : Optional[Union[float]]
Close price for the option that day.
@@ -109,7 +109,29 @@ class ROUTER_stocks_options(Container):
theta : Optional[Union[float]]
Theta of the option.
vega : Optional[Union[float]]
Vega of the option.""" # noqa: E501
Vega of the option.
bid_size : Optional[Union[int]]
Bid size for the option. (provider: cboe)
ask_size : Optional[Union[int]]
Ask size for the option. (provider: cboe)
theoretical : Optional[Union[float]]
Theoretical value of the option. (provider: cboe)
last_trade_price : Optional[Union[float]]
Last trade price of the option. (provider: cboe)
tick : Optional[Union[str]]
Whether the last tick was up or down in price. (provider: cboe)
prev_close : Optional[Union[float]]
Previous closing price of the option. (provider: cboe)
change : Optional[Union[float]]
Change in price of the option. (provider: cboe)
change_percent : Optional[Union[float]]
Change, in percent, of the option. (provider: cboe)
rho : Optional[Union[float]]
Rho of the option. (provider: cboe)
last_trade_timestamp : Optional[Union[datetime]]
Last trade timestamp of the option. (provider: cboe)
dte : Optional[Union[int]]
Days to expiration for the option. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={

1485
openbb_platform/openbb/package/ta.py Normal file
View File

File diff suppressed because it is too large Load Diff

6
openbb_platform/platform/provider/openbb_provider/standard_models/options_chains.py
View File

@@ -27,11 +27,11 @@ class OptionsChainsData(Data):
"""Options Chains Data."""
contract_symbol: str = Field(description="Contract symbol for the option.")
symbol: str = Field(description="Underlying symbol for the option.")
symbol: Optional[str] = Field(description="Underlying symbol for the option.")
expiration: dateType = Field(description="Expiration date of the contract.")
strike: float = Field(description="Strike price of the contract.")
type: str = Field(description="Call or Put.")
date: dateType = Field(
option_type: str = Field(description="Call or Put.")
eod_date: dateType = Field(
description="Date for which the options chains are returned."
)

73
openbb_platform/providers/intrinio/openbb_intrinio/models/options_chains.py
View File

@@ -1,19 +1,22 @@
"""Intrinio Options Chains fetcher."""
from concurrent.futures import ThreadPoolExecutor
from datetime import (
date as dateType,
datetime,
timedelta,
)
from itertools import repeat
from typing import Any, Dict, List, Optional
from openbb_intrinio.utils.helpers import get_data_many
from openbb_intrinio.utils.references import TICKER_EXCEPTIONS
from dateutil import parser
from openbb_intrinio.utils.helpers import get_data_many, get_weekday
from openbb_provider.abstract.fetcher import Fetcher
from openbb_provider.standard_models.options_chains import (
OptionsChainsData,
OptionsChainsQueryParams,
)
from pydantic import Field, validator
from pydantic import Field, field_validator
class IntrinioOptionsChainsQueryParams(OptionsChainsQueryParams):
@@ -22,7 +25,7 @@ class IntrinioOptionsChainsQueryParams(OptionsChainsQueryParams):
source: https://docs.intrinio.com/documentation/web_api/get_options_chain_eod_v2
"""
date: Optional[str] = Field(
date: Optional[dateType] = Field(
description="Date for which the options chains are returned."
)
@@ -30,20 +33,18 @@ class IntrinioOptionsChainsQueryParams(OptionsChainsQueryParams):
class IntrinioOptionsChainsData(OptionsChainsData):
"""Intrinio Options Chains Data."""
__alias_dict__ = {"contract_symbol": "code", "symbol": "ticker"}
__alias_dict__ = {
"contract_symbol": "code",
"symbol": "ticker",
"eod_date": "date",
"option_type": "type",
}
@validator("expiration", "date", pre=True, check_fields=False)
@field_validator("expiration", "date", mode="before", check_fields=False)
@classmethod
def date_validate(cls, v): # pylint: disable=E0213
"""Return the datetime object from the date string"""
return datetime.strptime(v, "%Y-%m-%d")
def get_weekday(date: str) -> str:
"""Return the weekday date."""
strptime = datetime.strptime(date, "%Y-%m-%d")
if strptime.weekday() in [5, 6]:
date = (strptime - timedelta(days=strptime.weekday() - 4)).strftime("%Y-%m-%d")
return date
return parser.parse(v)
class IntrinioOptionsChainsFetcher(
@@ -70,36 +71,38 @@ class IntrinioOptionsChainsFetcher(
) -> List[Dict]:
"""Return the raw data from the Intrinio endpoint."""
api_key = credentials.get("intrinio_api_key") if credentials else ""
data: List = []
base_url = "https://api-v2.intrinio.com/options"
if query.symbol in TICKER_EXCEPTIONS:
query.symbol = f"${query.symbol}"
def get_options_chains(
expiration: str, data: List[IntrinioOptionsChainsData]
) -> None:
"""Return the data for the given expiration."""
url = (
f"{base_url}/chain/{query.symbol}/{expiration}/eod?"
f"date={query.date}&api_key={api_key}"
)
response = get_data_many(url, "chain", **kwargs)
data.extend(response)
def get_expirations(date: str) -> List[str]:
"""Return the expirations for the given date."""
def get_data(date: str) -> None:
"""Fetch data for a given date using ThreadPoolExecutor."""
url = (
f"{base_url}/expirations/{query.symbol}/eod?"
f"after={date}&api_key={api_key}"
)
return get_data_many(url, "expirations", **kwargs)
expirations = get_data_many(url, "expirations", **kwargs)
def get_data(expirations: List[str]) -> List[Dict]:
"""Return the data for the given expiration."""
data = []
for expiration in expirations:
url = (
f"{base_url}/chain/{query.symbol}/{expiration}/eod?"
f"date={query.date}&api_key={api_key}"
)
response = get_data_many(url, "chain", **kwargs)
data.extend(response)
with ThreadPoolExecutor() as executor:
executor.map(get_options_chains, expirations, repeat(data))
return data
date = get_weekday(query.date)
get_data(date)
if len(data := get_data(get_expirations(get_weekday(query.date)))) == 0:
data = get_data(
get_expirations(get_weekday(query.date - timedelta(days=1)))
)
if not data:
date = get_weekday(query.date - timedelta(days=1))
get_data(date)
return data

11
openbb_platform/providers/intrinio/openbb_intrinio/utils/helpers.py
View File

@@ -1,6 +1,10 @@
"""Intrinio Helpers Module."""
import json
from datetime import (
date as dateType,
timedelta,
)
from io import StringIO
from typing import Any, List, Optional, TypeVar, Union
@@ -116,3 +120,10 @@ def get_data_one(url: str, **kwargs: Any) -> dict:
raise ValueError("Expected dict, got list of dicts") from e
return data
def get_weekday(date: dateType) -> str:
"""Return the weekday date."""
if date.weekday() in [5, 6]:
return (date - timedelta(days=date.weekday() - 4)).strftime("%Y-%m-%d")
return date.strftime("%Y-%m-%d")

14
openbb_platform/providers/intrinio/openbb_intrinio/utils/references.py
View File

@@ -12,20 +12,6 @@ SOURCES = Literal[
"delayed_sip",
]
TICKER_EXCEPTIONS = [
"SPX",
"XSP",
"XEO",
"NDX",
"XND",
"VIX",
"RUT",
"MRUT",
"DJX",
"XAU",
"OEX",
]
INTERVALS = Literal["1m", "5m", "10m", "15m", "30m", "60m", "1h"]
TIMEZONES = Literal[