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Merge branch 'feature/test-dup-provider-fields' of github.com:OpenBB-finance/OpenBBTerminal into feature/test-dup-provider-fields

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This commit is contained in:
hjoaquim
2023-09-14 09:43:45 +01:00
parent c77908dafe 4e935aafac
commit 68283ccd7e
17 changed files with 531 additions and 691 deletions
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7
openbb_sdk/openbb/package/__extensions__.py
View File

@@ -7,7 +7,6 @@ from openbb_core.app.static.container import Container
class Extensions(Container):
"""
/crypto
/econometrics
/economy
/fixedincome
/forex
@@ -27,12 +26,6 @@ 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

28
openbb_sdk/openbb/package/crypto.py
View File

@@ -1,14 +1,14 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Union
from typing import List, Literal, Optional, 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.filters import filter_inputs
from pydantic import validate_arguments
from typing_extensions import Annotated
class CLASS_crypto(Container):
@@ -22,26 +22,26 @@ class CLASS_crypto(Container):
@validate_arguments
def load(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fmp", "polygon", "yfinance"], None] = None,
provider: Optional[Literal["fmp", "polygon", "yfinance"]] = None,
**kwargs
) -> OBBject[List]:
"""Crypto Historical Price.
r"""Crypto Historical Price.
Parameters
----------
@@ -51,11 +51,11 @@ class CLASS_crypto(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fmp', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
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 : Union[pydantic.types.NonNegativeInt, NoneType]
timeseries : Optional[pydantic.types.NonNegativeInt]
Number of days to look back. (provider: fmp)
timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
Timespan of the data. (provider: polygon)
@@ -67,9 +67,9 @@ class CLASS_crypto(Container):
Whether the data is adjusted. (provider: polygon)
multiplier : PositiveInt
Multiplier of the timespan. (provider: polygon)
interval : Union[Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo'], NoneType]
interval : Optional[Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]
Data granularity. (provider: yfinance)
period : Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'], NoneType]
period : Optional[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)
@@ -83,7 +83,7 @@ class CLASS_crypto(Container):
OBBject
results : List[CryptoHistorical]
Serializable results.
provider : Union[Literal['fmp', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -115,11 +115,11 @@ class CLASS_crypto(Container):
change : Optional[float]
Change in the price of the symbol from the previous day. (provider: fmp)
change_percent : Optional[float]
Change \\% in the price of the symbol. (provider: fmp)
Change \% in the price of the symbol. (provider: fmp)
label : Optional[str]
Human readable format of the date. (provider: fmp)
change_over_time : Optional[float]
Change \\% in the price of the symbol over a period of time. (provider: fmp)
Change \% in the price of the symbol over a period of time. (provider: fmp)
n : Optional[PositiveInt]
Number of transactions for the symbol in the time period. (provider: polygon)
""" # noqa: E501

86
openbb_sdk/openbb/package/economy.py
View File

@@ -1,14 +1,14 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Union
from typing import List, Literal, Optional, 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.filters import filter_inputs
from pydantic import validate_arguments
from typing_extensions import Annotated
class CLASS_economy(Container):
@@ -27,13 +27,13 @@ class CLASS_economy(Container):
@validate_arguments
def available_indices(
self, provider: Union[Literal["cboe", "fmp", "yfinance"], None] = None, **kwargs
self, provider: Optional[Literal["cboe", "fmp", "yfinance"]] = None, **kwargs
) -> OBBject[List]:
"""Lists of available indices from a provider.
Parameters
----------
provider : Union[Literal['cboe', 'fmp', 'yfinance'], NoneType]
provider : Optional[Literal['cboe', 'fmp', 'yfinance']]
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.
@@ -45,7 +45,7 @@ class CLASS_economy(Container):
OBBject
results : List[AvailableIndices]
Serializable results.
provider : Union[Literal['cboe', 'fmp', 'yfinance'], NoneType]
provider : Optional[Literal['cboe', 'fmp', 'yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -105,13 +105,13 @@ class CLASS_economy(Container):
@validate_arguments
def const(
self,
index: typing_extensions.Annotated[
index: Annotated[
Literal["nasdaq", "sp500", "dowjones"],
OpenBBCustomParameter(
description="Index for which we want to fetch the constituents."
),
] = "dowjones",
provider: Union[Literal["fmp"], None] = None,
provider: Optional[Literal["fmp"]] = None,
**kwargs
) -> OBBject[List]:
"""Get the constituents of an index.
@@ -120,7 +120,7 @@ class CLASS_economy(Container):
----------
index : Literal['nasdaq', 'sp500', 'dowjones']
Index for which we want to fetch the constituents.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
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.
@@ -130,7 +130,7 @@ class CLASS_economy(Container):
OBBject
results : List[MajorIndicesConstituents]
Serializable results.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -176,7 +176,7 @@ class CLASS_economy(Container):
@validate_arguments
def cpi(
self,
countries: typing_extensions.Annotated[
countries: Annotated[
List[
Literal[
"australia",
@@ -232,33 +232,33 @@ class CLASS_economy(Container):
],
OpenBBCustomParameter(description="The country or countries to get data."),
],
units: typing_extensions.Annotated[
units: Annotated[
Literal["growth_previous", "growth_same", "index_2015"],
OpenBBCustomParameter(description="The data units."),
] = "growth_same",
frequency: typing_extensions.Annotated[
frequency: Annotated[
Literal["monthly", "quarter", "annual"],
OpenBBCustomParameter(description="The data time frequency."),
] = "monthly",
harmonized: typing_extensions.Annotated[
harmonized: Annotated[
bool,
OpenBBCustomParameter(
description="Whether you wish to obtain harmonized data."
),
] = False,
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fred"], None] = None,
provider: Optional[Literal["fred"]] = None,
**kwargs
) -> OBBject[List]:
"""CPI.
@@ -277,7 +277,7 @@ class CLASS_economy(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fred' if there is
no default.
@@ -287,7 +287,7 @@ class CLASS_economy(Container):
OBBject
results : List[CPI]
Serializable results.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -330,23 +330,23 @@ class CLASS_economy(Container):
@validate_arguments
def european_index(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: 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,
provider: Optional[Literal["cboe"]] = None,
**kwargs
) -> OBBject[List]:
"""Get historical close values for select European indices.
@@ -359,11 +359,11 @@ class CLASS_economy(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['cboe'], NoneType]
provider : Optional[Literal['cboe']]
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 : Union[Literal['1d', '1m'], NoneType]
interval : Optional[Literal['1d', '1m']]
Data granularity. (provider: cboe)
Returns
@@ -371,7 +371,7 @@ class CLASS_economy(Container):
OBBject
results : List[EuropeanIndexHistorical]
Serializable results.
provider : Union[Literal['cboe'], NoneType]
provider : Optional[Literal['cboe']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -415,11 +415,11 @@ class CLASS_economy(Container):
@validate_arguments
def european_index_constituents(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Union[Literal["cboe"], None] = None,
provider: Optional[Literal["cboe"]] = None,
**kwargs
) -> OBBject[List]:
"""Get current levels for constituents of select European indices.
@@ -428,7 +428,7 @@ class CLASS_economy(Container):
----------
symbol : Union[str, List[str]]
Symbol to get data for.
provider : Union[Literal['cboe'], NoneType]
provider : Optional[Literal['cboe']]
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.
@@ -438,7 +438,7 @@ class CLASS_economy(Container):
OBBject
results : List[EuropeanIndexConstituents]
Serializable results.
provider : Union[Literal['cboe'], NoneType]
provider : Optional[Literal['cboe']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -498,26 +498,26 @@ class CLASS_economy(Container):
@validate_arguments
def index(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["cboe", "fmp", "polygon", "yfinance"], None] = None,
provider: Optional[Literal["cboe", "fmp", "polygon", "yfinance"]] = None,
**kwargs
) -> OBBject[List]:
"""Get historical levels for an index.
r"""Get historical levels for an index.
Parameters
----------
@@ -527,13 +527,13 @@ class CLASS_economy(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['cboe', 'fmp', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['cboe', 'fmp', 'polygon', 'yfinance']]
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 : Union[Literal['1d', '1m'], NoneType, Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]
Data granularity. (provider: cboe, fmp, yfinance)
timeseries : Union[pydantic.types.NonNegativeInt, NoneType]
timeseries : Optional[pydantic.types.NonNegativeInt]
Number of days to look back. (provider: fmp)
timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
Timespan of the data. (provider: polygon)
@@ -545,7 +545,7 @@ class CLASS_economy(Container):
Whether the data is adjusted. (provider: polygon)
multiplier : PositiveInt
Multiplier of the timespan. (provider: polygon)
period : Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'], NoneType]
period : Optional[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)
@@ -559,7 +559,7 @@ class CLASS_economy(Container):
OBBject
results : List[MajorIndicesHistorical]
Serializable results.
provider : Union[Literal['cboe', 'fmp', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['cboe', 'fmp', 'polygon', 'yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -595,11 +595,11 @@ class CLASS_economy(Container):
change : Optional[float]
Change in the price of the symbol from the previous day. (provider: fmp)
change_percent : Optional[float]
Change \\% in the price of the symbol. (provider: fmp)
Change \% in the price of the symbol. (provider: fmp)
label : Optional[str]
Human readable format of the date. (provider: fmp)
change_over_time : Optional[float]
Change \\% in the price of the symbol over a period of time. (provider: fmp)
Change \% in the price of the symbol over a period of time. (provider: fmp)
""" # noqa: E501
inputs = filter_inputs(
@@ -621,13 +621,13 @@ class CLASS_economy(Container):
@validate_arguments
def risk(
self, provider: Union[Literal["fmp"], None] = None, **kwargs
self, provider: Optional[Literal["fmp"]] = None, **kwargs
) -> OBBject[List]:
"""Market Risk Premium.
Parameters
----------
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
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.
@@ -637,7 +637,7 @@ class CLASS_economy(Container):
OBBject
results : List[RiskPremium]
Serializable results.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

36
openbb_sdk/openbb/package/extension_map.json vendored
View File

@@ -1,26 +1,22 @@
{
"openbb_core_extension": [
"crypto@0.1.0a0",
"econometrics@0.1.0a0",
"economy@0.1.0a0",
"fixedincome@0.1.0a0",
"forex@0.1.0a0",
"futures@0.1.0a0",
"news@0.1.0a0",
"openbb_charting@0.1.0a1",
"qa@0.1.0a0",
"stocks@0.1.0a0",
"ta@0.1.0a0"
"crypto@0.1.1",
"economy@0.1.1",
"fixedincome@0.1.1",
"forex@0.1.1",
"futures@0.1.1",
"news@0.1.1",
"openbb_charting@0.1.0",
"qa@0.1.0",
"stocks@0.1.0",
"ta@0.1.0"
],
"openbb_provider_extension": [
"alpha_vantage@0.1.0a0",
"benzinga@0.1.0a0",
"cboe@0.1.0a0",
"fmp@0.1.0a0",
"fred@0.1.0a0",
"intrinio@0.1.0a0",
"polygon@0.1.0a0",
"quandl@0.1.0a0",
"yfinance@0.1.0a0"
"benzinga@0.1.1",
"cboe@0.1.1",
"fmp@0.1.1",
"fred@0.1.1",
"polygon@0.1.1",
"yfinance@0.1.1"
]
}

98
openbb_sdk/openbb/package/fixedincome.py
View File

@@ -1,14 +1,14 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Union
from typing import List, Literal, Optional, 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.filters import filter_inputs
from pydantic import validate_arguments
from typing_extensions import Annotated
class CLASS_fixedincome(Container):
@@ -30,19 +30,19 @@ class CLASS_fixedincome(Container):
@validate_arguments
def ameribor(
self,
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fred"], None] = None,
provider: Optional[Literal["fred"]] = None,
**kwargs
) -> OBBject[List]:
"""
@@ -56,7 +56,7 @@ class CLASS_fixedincome(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fred' if there is
no default.
@@ -68,7 +68,7 @@ class CLASS_fixedincome(Container):
OBBject
results : List[AMERIBOR]
Serializable results.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -103,19 +103,19 @@ class CLASS_fixedincome(Container):
@validate_arguments
def estr(
self,
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fred"], None] = None,
provider: Optional[Literal["fred"]] = None,
**kwargs
) -> OBBject[List]:
"""
@@ -130,7 +130,7 @@ class CLASS_fixedincome(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fred' if there is
no default.
@@ -142,7 +142,7 @@ class CLASS_fixedincome(Container):
OBBject
results : List[ESTR]
Serializable results.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -177,19 +177,19 @@ class CLASS_fixedincome(Container):
@validate_arguments
def fed(
self,
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fred"], None] = None,
provider: Optional[Literal["fred"]] = None,
**kwargs
) -> OBBject[List]:
"""
@@ -204,7 +204,7 @@ class CLASS_fixedincome(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fred' if there is
no default.
@@ -216,7 +216,7 @@ class CLASS_fixedincome(Container):
OBBject
results : List[FEDFUNDS]
Serializable results.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -251,19 +251,19 @@ class CLASS_fixedincome(Container):
@validate_arguments
def iorb(
self,
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fred"], None] = None,
provider: Optional[Literal["fred"]] = None,
**kwargs
) -> OBBject[List]:
"""
@@ -278,7 +278,7 @@ class CLASS_fixedincome(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fred' if there is
no default.
@@ -288,7 +288,7 @@ class CLASS_fixedincome(Container):
OBBject
results : List[IORB]
Serializable results.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -322,7 +322,7 @@ class CLASS_fixedincome(Container):
@validate_arguments
def projections(
self, provider: Union[Literal["fred"], None] = None, **kwargs
self, provider: Optional[Literal["fred"]] = None, **kwargs
) -> OBBject[List]:
"""
Get Effective Federal Funds Rate data. A bank rate is the interest rate a nation's central bank charges to its
@@ -332,7 +332,7 @@ class CLASS_fixedincome(Container):
Parameters
----------
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fred' if there is
no default.
@@ -344,7 +344,7 @@ class CLASS_fixedincome(Container):
OBBject
results : List[PROJECTIONS]
Serializable results.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -388,19 +388,19 @@ class CLASS_fixedincome(Container):
@validate_arguments
def sofr(
self,
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fred"], None] = None,
provider: Optional[Literal["fred"]] = None,
**kwargs
) -> OBBject[List]:
"""Get United States yield curve.
@@ -411,7 +411,7 @@ class CLASS_fixedincome(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fred' if there is
no default.
@@ -423,7 +423,7 @@ class CLASS_fixedincome(Container):
OBBject
results : List[SOFR]
Serializable results.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -458,19 +458,19 @@ class CLASS_fixedincome(Container):
@validate_arguments
def sonia(
self,
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fred"], None] = None,
provider: Optional[Literal["fred"]] = None,
**kwargs
) -> OBBject[List]:
"""
@@ -484,7 +484,7 @@ class CLASS_fixedincome(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fred' if there is
no default.
@@ -496,7 +496,7 @@ class CLASS_fixedincome(Container):
OBBject
results : List[SONIA]
Serializable results.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -531,19 +531,19 @@ class CLASS_fixedincome(Container):
@validate_arguments
def treasury(
self,
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fmp"], None] = None,
provider: Optional[Literal["fmp"]] = None,
**kwargs
) -> OBBject[List]:
"""Get treasury rates.
@@ -554,7 +554,7 @@ class CLASS_fixedincome(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
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.
@@ -564,7 +564,7 @@ class CLASS_fixedincome(Container):
OBBject
results : List[TreasuryRates]
Serializable results.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -621,28 +621,28 @@ class CLASS_fixedincome(Container):
@validate_arguments
def ycrv(
self,
date: typing_extensions.Annotated[
Union[datetime.date, None],
date: Annotated[
Optional[datetime.date],
OpenBBCustomParameter(
description="Date to get Yield Curve data. Defaults to the most recent FRED entry."
),
] = None,
inflation_adjusted: typing_extensions.Annotated[
Union[bool, None],
inflation_adjusted: Annotated[
Optional[bool],
OpenBBCustomParameter(description="Get inflation adjusted rates."),
] = False,
provider: Union[Literal["fred"], None] = None,
provider: Optional[Literal["fred"]] = None,
**kwargs
) -> OBBject[List]:
"""Get United States yield curve.
Parameters
----------
date : Union[datetime.date, NoneType]
date : Optional[datetime.date]
Date to get Yield Curve data. Defaults to the most recent FRED entry.
inflation_adjusted : Union[bool, NoneType]
inflation_adjusted : Optional[bool]
Get inflation adjusted rates.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fred' if there is
no default.
@@ -652,7 +652,7 @@ class CLASS_fixedincome(Container):
OBBject
results : List[USYieldCurve]
Serializable results.
provider : Union[Literal['fred'], NoneType]
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

54
openbb_sdk/openbb/package/forex.py
View File

@@ -1,14 +1,14 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Union
from typing import List, Literal, Optional, 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.filters import filter_inputs
from pydantic import validate_arguments
from typing_extensions import Annotated
class CLASS_forex(Container):
@@ -23,26 +23,26 @@ class CLASS_forex(Container):
@validate_arguments
def load(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Union[Literal["fmp", "polygon", "yfinance"], None] = None,
provider: Optional[Literal["fmp", "polygon", "yfinance"]] = None,
**kwargs
) -> OBBject[List]:
"""Forex Intraday Price.
r"""Forex Intraday Price.
Parameters
----------
@@ -52,7 +52,7 @@ class CLASS_forex(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
provider : Union[Literal['fmp', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
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.
@@ -66,9 +66,9 @@ class CLASS_forex(Container):
Whether the data is adjusted. (provider: polygon)
multiplier : PositiveInt
Multiplier of the timespan. (provider: polygon)
interval : Union[Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo'], NoneType]
interval : Optional[Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]
Data granularity. (provider: yfinance)
period : Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'], NoneType]
period : Optional[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)
@@ -82,7 +82,7 @@ class CLASS_forex(Container):
OBBject
results : List[ForexHistorical]
Serializable results.
provider : Union[Literal['fmp', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -114,11 +114,11 @@ class CLASS_forex(Container):
change : Optional[float]
Change in the price of the symbol from the previous day. (provider: fmp)
change_percent : Optional[float]
Change \\% in the price of the symbol. (provider: fmp)
Change \% in the price of the symbol. (provider: fmp)
label : Optional[str]
Human readable format of the date. (provider: fmp)
change_over_time : Optional[float]
Change \\% in the price of the symbol over a period of time. (provider: fmp)
Change \% in the price of the symbol over a period of time. (provider: fmp)
n : Optional[PositiveInt]
Number of transactions for the symbol in the time period. (provider: polygon)
""" # noqa: E501
@@ -142,31 +142,29 @@ class CLASS_forex(Container):
@validate_arguments
def pairs(
self,
provider: Union[Literal["fmp", "intrinio", "polygon"], None] = None,
**kwargs
self, provider: Optional[Literal["fmp", "polygon"]] = None, **kwargs
) -> OBBject[List]:
"""Forex Available Pairs.
Parameters
----------
provider : Union[Literal['fmp', 'intrinio', 'polygon'], NoneType]
provider : Optional[Literal['fmp', 'polygon']]
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.
symbol : Union[str, NoneType]
symbol : Optional[str]
Symbol of the pair to search. (provider: polygon)
date : Union[datetime.date, NoneType]
date : Optional[datetime.date]
A specific date to get data for. (provider: polygon)
search : Union[str, NoneType]
search : Optional[str]
Search for terms within the ticker and/or company name. (provider: polygon)
active : Union[Literal[True, False], NoneType]
active : Optional[Literal[True, False]]
Specify if the tickers returned should be actively traded on the queried date. (provider: polygon)
order : Union[Literal['asc', 'desc'], NoneType]
order : Optional[Literal['asc', 'desc']]
Order data by ascending or descending. (provider: polygon)
sort : Union[Literal['ticker', 'name', 'market', 'locale', 'currency_symbol', 'currency_name', 'base_currency_symbol', 'base_currency_name', 'last_updated_utc', 'delisted_utc'], NoneType]
sort : Optional[Literal['ticker', 'name', 'market', 'locale', 'currency_symbol', 'currency_name', 'base_currency_symbol', 'base_currency_name', 'last_updated_utc', 'delisted_utc']]
Sort field used for ordering. (provider: polygon)
limit : Union[pydantic.types.PositiveInt, NoneType]
limit : Optional[pydantic.types.PositiveInt]
The number of data entries to return. (provider: polygon)
Returns
@@ -174,7 +172,7 @@ class CLASS_forex(Container):
OBBject
results : List[ForexPairs]
Serializable results.
provider : Union[Literal['fmp', 'intrinio', 'polygon'], NoneType]
provider : Optional[Literal['fmp', 'polygon']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -195,12 +193,6 @@ class CLASS_forex(Container):
Stock exchange of the currency pair. (provider: fmp)
exchange_short_name : Optional[str]
Short name of the stock exchange of the currency pair. (provider: fmp)
code : Optional[str]
Code of the currency pair. (provider: intrinio)
base_currency : Optional[str]
ISO 4217 currency code of the base currency. (provider: intrinio)
quote_currency : Optional[str]
ISO 4217 currency code of the quote currency. (provider: intrinio)
market : Optional[str]
The name of the trading market. Always 'fx'. (provider: polygon)
locale : Optional[str]

40
openbb_sdk/openbb/package/futures.py
View File

@@ -1,14 +1,14 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Union
from typing import List, Literal, Optional, 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.filters import filter_inputs
from pydantic import validate_arguments
from typing_extensions import Annotated
class CLASS_futures(Container):
@@ -23,15 +23,15 @@ class CLASS_futures(Container):
@validate_arguments
def curve(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
date: typing_extensions.Annotated[
Union[datetime.date, None],
date: Annotated[
Optional[datetime.date],
OpenBBCustomParameter(description="Historical date to search curve for."),
] = None,
provider: Union[Literal["cboe", "yfinance"], None] = None,
provider: Optional[Literal["cboe", "yfinance"]] = None,
**kwargs
) -> OBBject[List]:
"""Futures Historical Price.
@@ -40,9 +40,9 @@ class CLASS_futures(Container):
----------
symbol : Union[str, List[str]]
Symbol to get data for.
date : Union[datetime.date, NoneType]
date : Optional[datetime.date]
Historical date to search curve for.
provider : Union[Literal['cboe', 'yfinance'], NoneType]
provider : Optional[Literal['cboe', 'yfinance']]
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.
@@ -52,7 +52,7 @@ class CLASS_futures(Container):
OBBject
results : List[FuturesCurve]
Serializable results.
provider : Union[Literal['cboe', 'yfinance'], NoneType]
provider : Optional[Literal['cboe', 'yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -89,27 +89,27 @@ class CLASS_futures(Container):
@validate_arguments
def load(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: 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],
expiration: Annotated[
Optional[str],
OpenBBCustomParameter(description="Future expiry date with format YYYY-MM"),
] = None,
provider: Union[Literal["yfinance"], None] = None,
provider: Optional[Literal["yfinance"]] = None,
**kwargs
) -> OBBject[List]:
"""Futures Historical Price.
@@ -122,15 +122,15 @@ class CLASS_futures(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, NoneType, str]
End date of the data, in YYYY-MM-DD format.
expiration : Union[str, NoneType]
expiration : Optional[str]
Future expiry date with format YYYY-MM
provider : Union[Literal['yfinance'], NoneType]
provider : Optional[Literal['yfinance']]
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 : Union[Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo'], NoneType]
interval : Optional[Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]
Data granularity. (provider: yfinance)
period : Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'], NoneType]
period : Optional[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)
@@ -144,7 +144,7 @@ class CLASS_futures(Container):
OBBject
results : List[FuturesHistorical]
Serializable results.
provider : Union[Literal['yfinance'], NoneType]
provider : Optional[Literal['yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

15
openbb_sdk/openbb/package/module_map.json vendored
View File

@@ -2,21 +2,6 @@
"__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",

50
openbb_sdk/openbb/package/news.py
View File

@@ -1,14 +1,14 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import List, Literal, Union
from typing import List, Literal, Optional
import pydantic
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.filters import filter_inputs
from pydantic import validate_arguments
from typing_extensions import Annotated
class CLASS_news(Container):
@@ -22,11 +22,11 @@ class CLASS_news(Container):
@validate_arguments
def globalnews(
self,
page: typing_extensions.Annotated[
page: Annotated[
pydantic.types.NonNegativeInt,
OpenBBCustomParameter(description="Page of the global news."),
] = 0,
provider: Union[Literal["benzinga", "fmp", "intrinio"], None] = None,
provider: Optional[Literal["benzinga", "fmp"]] = None,
**kwargs
) -> OBBject[List]:
"""Global News.
@@ -35,7 +35,7 @@ class CLASS_news(Container):
----------
page : NonNegativeInt
Page of the global news.
provider : Union[Literal['benzinga', 'fmp', 'intrinio'], NoneType]
provider : Optional[Literal['benzinga', 'fmp']]
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.
@@ -43,45 +43,39 @@ class CLASS_news(Container):
Number of results to return per page. (provider: benzinga)
display_output : Literal['headline', 'summary', 'full', 'all']
Type of data to return. (provider: benzinga)
date : Union[datetime.datetime, NoneType]
date : Optional[datetime.datetime]
Date of the news to retrieve. (provider: benzinga)
date_from : Union[datetime.datetime, NoneType]
date_from : Optional[datetime.datetime]
Start date of the news to retrieve. (provider: benzinga)
date_to : Union[datetime.datetime, NoneType]
date_to : Optional[datetime.datetime]
End date of the news to retrieve. (provider: benzinga)
updated_since : Union[int, NoneType]
updated_since : Optional[int]
Number of seconds since the news was updated. (provider: benzinga)
published_since : Union[int, NoneType]
published_since : Optional[int]
Number of seconds since the news was published. (provider: benzinga)
sort : Union[Literal['published_at', 'updated_at', 'title', 'author', 'channel', 'ticker', 'topic', 'content_type'], NoneType]
sort : Optional[Literal['published_at', 'updated_at', 'title', 'author', 'channel', 'ticker', 'topic', 'content_type']]
Order in which to sort the news. (provider: benzinga)
isin : Union[str, NoneType]
isin : Optional[str]
The ISIN of the news to retrieve. (provider: benzinga)
cusip : Union[str, NoneType]
cusip : Optional[str]
The CUSIP of the news to retrieve. (provider: benzinga)
tickers : Union[str, NoneType]
tickers : Optional[str]
Tickers of the news to retrieve. (provider: benzinga)
channels : Union[str, NoneType]
channels : Optional[str]
Channels of the news to retrieve. (provider: benzinga)
topics : Union[str, NoneType]
topics : Optional[str]
Topics of the news to retrieve. (provider: benzinga)
authors : Union[str, NoneType]
authors : Optional[str]
Authors of the news to retrieve. (provider: benzinga)
content_types : Union[str, NoneType]
content_types : Optional[str]
Content types of the news to retrieve. (provider: benzinga)
next_page : str
Token to get the next page of data from a previous API call. (provider: intrinio)
limit : Union[int, NoneType]
The number of data entries to return. (provider: intrinio)
all_pages : Union[bool, NoneType]
Returns all pages of data from the API call at once. (provider: intrinio)
Returns
-------
OBBject
results : List[GlobalNews]
Serializable results.
provider : Union[Literal['benzinga', 'fmp', 'intrinio'], NoneType]
provider : Optional[Literal['benzinga', 'fmp']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -111,11 +105,7 @@ class CLASS_news(Container):
teaser : Optional[str]
Teaser of the news. (provider: benzinga)
site : Optional[str]
Site of the news. (provider: fmp)
id : Optional[str]
Article ID. (provider: intrinio)
company : Optional[Mapping[str, Any]]
Company details related to the news article. (provider: intrinio)""" # noqa: E501
Site of the news. (provider: fmp)""" # noqa: E501
inputs = filter_inputs(
provider_choices={

2
openbb_sdk/openbb/package/qa.py
View File

@@ -337,7 +337,7 @@ class CLASS_qa(Container):
self,
data: Union[List[openbb_provider.abstract.data.Data], pandas.DataFrame],
target: str,
fuller_reg: Literal["c", "ct", "ctt", "nc", "c"] = "c",
fuller_reg: Literal["c", "ct", "ctt", "nc"] = "c",
kpss_reg: Literal["c", "ct"] = "c",
) -> OBBject[openbb_qa.qa_models.UnitRootModel]:
"""Unit Root Test.

238
openbb_sdk/openbb/package/stocks.py
View File

@@ -1,16 +1,15 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Union
from typing import List, Literal, Optional, Union
import pydantic
import pydantic.main
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.filters import filter_inputs
from pydantic import BaseModel, validate_arguments
from pydantic import validate_arguments
from typing_extensions import Annotated
class CLASS_stocks(Container):
@@ -51,11 +50,11 @@ class CLASS_stocks(Container):
@validate_arguments
def info(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Union[Literal["cboe"], None] = None,
provider: Optional[Literal["cboe"]] = None,
**kwargs
) -> OBBject[List]:
"""Get general price and performance metrics of a stock.
@@ -64,7 +63,7 @@ class CLASS_stocks(Container):
----------
symbol : Union[str, List[str]]
Symbol to get data for.
provider : Union[Literal['cboe'], NoneType]
provider : Optional[Literal['cboe']]
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.
@@ -74,7 +73,7 @@ class CLASS_stocks(Container):
OBBject
results : List[StockInfo]
Serializable results.
provider : Union[Literal['cboe'], NoneType]
provider : Optional[Literal['cboe']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -166,30 +165,27 @@ class CLASS_stocks(Container):
@validate_arguments
def load(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
start_date: typing_extensions.Annotated[
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: typing_extensions.Annotated[
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
chart: bool = False,
provider: Union[
Literal["alpha_vantage", "cboe", "fmp", "intrinio", "polygon", "yfinance"],
None,
] = None,
provider: Optional[Literal["cboe", "fmp", "polygon", "yfinance"]] = None,
**kwargs
) -> OBBject[List]:
"""Load stock data for a specific ticker.
r"""Load stock data for a specific ticker.
Parameters
----------
@@ -201,46 +197,26 @@ class CLASS_stocks(Container):
End date of the data, in YYYY-MM-DD format.
chart : bool
Whether to create a chart or not, by default False.
provider : Union[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['cboe', 'fmp', 'polygon', 'yfinance']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'alpha_vantage' if there is
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
period : Union[Literal['intraday', 'daily', 'weekly', 'monthly'], Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'], NoneType]
Period of the data to return. (provider: alpha_vantage, yfinance)
interval : Union[Literal['1min', '5min', '15min', '30min', '60min'], NoneType, Literal['1d', '1m'], Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]
Data granularity. (provider: alpha_vantage, cboe, fmp, yfinance)
adjusted : Union[bool, NoneType]
Output time series is adjusted by historical split and dividend events. (provider: alpha_vantage, polygon)
extended_hours : Union[bool, NoneType]
Extended trading hours during pre-market and after-hours. (provider: alpha_vantage)
month : Union[str, NoneType]
Query a specific month in history (in YYYY-MM format). (provider: alpha_vantage)
outputsize : Union[Literal['compact', 'full'], NoneType]
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 : Union[pydantic.types.NonNegativeInt, NoneType]
interval : Union[Literal['1d', '1m'], NoneType, Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]
Data granularity. (provider: cboe, fmp, yfinance)
timeseries : Optional[pydantic.types.NonNegativeInt]
Number of days to look back. (provider: fmp)
timezone : 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'], NoneType]
Returns trading times in this timezone. (provider: intrinio)
source : Union[Literal['realtime', 'delayed', 'nasdaq_basic'], NoneType]
The source of the data. (provider: intrinio)
start_time : Union[datetime.time, NoneType]
Return intervals starting at the specified time on the `start_date` formatted as 'hh:mm:ss'. (provider: intrinio)
end_time : Union[datetime.time, NoneType]
Return intervals stopping at the specified time on the `end_date` formatted as 'hh:mm:ss'. (provider: intrinio)
interval_size : Union[Literal['1m', '5m', '10m', '15m', '30m', '60m', '1h'], NoneType]
The data time frequency. (provider: intrinio)
limit : Union[pydantic.types.NonNegativeInt, NoneType, pydantic.types.PositiveInt]
The number of data entries to return. (provider: intrinio, polygon)
next_page : Union[str, NoneType]
Token to get the next page of data from a previous API call. (provider: intrinio)
all_pages : Union[bool, NoneType]
Returns all pages of data from the API call at once. (provider: intrinio)
timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
Timespan of the data. (provider: polygon)
sort : Literal['asc', 'desc']
Sort order of the data. (provider: polygon)
limit : PositiveInt
The number of data entries to return. (provider: polygon)
adjusted : bool
Output time series is adjusted by historical split and dividend events. (provider: polygon)
multiplier : PositiveInt
Multiplier of the timespan. (provider: polygon)
period : Optional[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
@@ -253,7 +229,7 @@ class CLASS_stocks(Container):
OBBject
results : List[StockHistorical]
Serializable results.
provider : Union[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['cboe', 'fmp', 'polygon', 'yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -278,12 +254,6 @@ class CLASS_stocks(Container):
The volume of the symbol.
vwap : Optional[PositiveFloat]
Volume Weighted Average Price of the symbol.
adjusted_close : Optional[PositiveFloat]
The adjusted close price of the symbol. (provider: alpha_vantage)
dividend_amount : Optional[NonNegativeFloat]
Dividend amount paid for the corresponding date. (provider: alpha_vantage)
split_coefficient : Optional[NonNegativeFloat]
Split coefficient for the corresponding date. (provider: alpha_vantage)
calls_volume : Optional[float]
Number of calls traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
puts_volume : Optional[float]
@@ -295,19 +265,13 @@ class CLASS_stocks(Container):
unadjusted_volume : Optional[float]
Unadjusted volume of the symbol. (provider: fmp)
change : Optional[float]
Change in the price of the symbol from the previous day. (provider: fmp, intrinio)
Change in the price of the symbol from the previous day. (provider: fmp)
change_percent : Optional[float]
Change \\% in the price of the symbol. (provider: fmp)
Change \% in the price of the symbol. (provider: fmp)
label : Optional[str]
Human readable format of the date. (provider: fmp)
change_over_time : Optional[float]
Change \\% in the price of the symbol over a period of time. (provider: fmp)
close_time : Optional[datetime]
The timestamp that represents the end of the interval span. (provider: intrinio)
interval : Optional[str]
The data time frequency. (provider: intrinio)
average : Optional[float]
Average trade price of an individual stock during the interval. (provider: intrinio)
Change \% in the price of the symbol over a period of time. (provider: fmp)
transactions : Optional[PositiveInt]
Number of transactions for the symbol in the time period. (provider: polygon)
""" # noqa: E501
@@ -333,16 +297,16 @@ class CLASS_stocks(Container):
@validate_arguments
def multiples(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
limit: typing_extensions.Annotated[
Union[int, None],
limit: Annotated[
Optional[int],
OpenBBCustomParameter(description="The number of data entries to return."),
] = 100,
chart: bool = False,
provider: Union[Literal["fmp"], None] = None,
provider: Optional[Literal["fmp"]] = None,
**kwargs
) -> OBBject[List]:
"""Get valuation multiples for a stock ticker.
@@ -351,11 +315,11 @@ class CLASS_stocks(Container):
----------
symbol : Union[str, List[str]]
Symbol to get data for.
limit : Union[int, NoneType]
limit : Optional[int]
The number of data entries to return.
chart : bool
Whether to create a chart or not, by default False.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
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.
@@ -365,7 +329,7 @@ class CLASS_stocks(Container):
OBBject
results : List[StockMultiples]
Serializable results.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -517,23 +481,21 @@ class CLASS_stocks(Container):
@validate_arguments
def news(
self,
symbols: typing_extensions.Annotated[
symbols: Annotated[
str, OpenBBCustomParameter(description="Symbol to get data for.")
],
page: typing_extensions.Annotated[
page: Annotated[
int,
OpenBBCustomParameter(
description="Page of the stock news to be retrieved."
),
] = 0,
limit: typing_extensions.Annotated[
Union[pydantic.types.NonNegativeInt, None],
limit: Annotated[
Optional[pydantic.types.NonNegativeInt],
OpenBBCustomParameter(description="Number of results to return per page."),
] = 15,
chart: bool = False,
provider: Union[
Literal["benzinga", "fmp", "intrinio", "polygon", "yfinance"], None
] = None,
provider: Optional[Literal["benzinga", "fmp", "polygon", "yfinance"]] = None,
**kwargs
) -> OBBject[List]:
"""Get news for one or more stock tickers.
@@ -544,63 +506,59 @@ class CLASS_stocks(Container):
Symbol to get data for.
page : int
Page of the stock news to be retrieved.
limit : Union[pydantic.types.NonNegativeInt, NoneType]
limit : Optional[pydantic.types.NonNegativeInt]
Number of results to return per page.
chart : bool
Whether to create a chart or not, by default False.
provider : Union[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['benzinga', 'fmp', '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.
display_output : Literal['headline', 'summary', 'full', 'all']
Type of data to return. (provider: benzinga)
date : Union[datetime.datetime, NoneType]
date : Optional[datetime.datetime]
Date of the news to retrieve. (provider: benzinga)
date_from : Union[datetime.datetime, NoneType]
date_from : Optional[datetime.datetime]
Start date of the news to retrieve. (provider: benzinga)
date_to : Union[datetime.datetime, NoneType]
date_to : Optional[datetime.datetime]
End date of the news to retrieve. (provider: benzinga)
updated_since : Union[int, NoneType]
updated_since : Optional[int]
Number of seconds since the news was updated. (provider: benzinga)
published_since : Union[int, NoneType]
published_since : Optional[int]
Number of seconds since the news was published. (provider: benzinga)
sort : Union[Literal['published_at', 'updated_at', 'title', 'author', 'channel', 'ticker', 'topic', 'content_type'], NoneType, str]
Order in which to sort the news. (provider: benzinga, polygon)
isin : Union[str, NoneType]
isin : Optional[str]
The ISIN of the news to retrieve. (provider: benzinga)
cusip : Union[str, NoneType]
cusip : Optional[str]
The CUSIP of the news to retrieve. (provider: benzinga)
channels : Union[str, NoneType]
channels : Optional[str]
Channels of the news to retrieve. (provider: benzinga)
topics : Union[str, NoneType]
topics : Optional[str]
Topics of the news to retrieve. (provider: benzinga)
authors : Union[str, NoneType]
authors : Optional[str]
Authors of the news to retrieve. (provider: benzinga)
content_types : Union[str, NoneType]
content_types : Optional[str]
Content types of the news to retrieve. (provider: benzinga)
next_page : Union[str, NoneType]
Token to get the next page of data from a previous API call. (provider: intrinio)
all_pages : Union[bool, NoneType]
Returns all pages of data from the API call at once. (provider: intrinio)
ticker_lt : Union[str, NoneType]
ticker_lt : Optional[str]
Less than. (provider: polygon)
ticker_lte : Union[str, NoneType]
ticker_lte : Optional[str]
Less than or equal. (provider: polygon)
ticker_gt : Union[str, NoneType]
ticker_gt : Optional[str]
Greater than. (provider: polygon)
ticker_gte : Union[str, NoneType]
ticker_gte : Optional[str]
Greater than or equal. (provider: polygon)
published_utc : Union[str, NoneType]
published_utc : Optional[str]
Published date of the query. (provider: polygon)
published_utc_lt : Union[str, NoneType]
published_utc_lt : Optional[str]
Less than. (provider: polygon)
published_utc_lte : Union[str, NoneType]
published_utc_lte : Optional[str]
Less than or equal. (provider: polygon)
published_utc_gt : Union[str, NoneType]
published_utc_gt : Optional[str]
Greater than. (provider: polygon)
published_utc_gte : Union[str, NoneType]
published_utc_gte : Optional[str]
Greater than or equal. (provider: polygon)
order : Union[Literal['asc', 'desc'], NoneType]
order : Optional[Literal['asc', 'desc']]
Sort order of the query. (provider: polygon)
Returns
@@ -608,7 +566,7 @@ class CLASS_stocks(Container):
OBBject
results : List[StockNews]
Serializable results.
provider : Union[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'yfinance'], NoneType]
provider : Optional[Literal['benzinga', 'fmp', 'polygon', 'yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -643,12 +601,12 @@ class CLASS_stocks(Container):
URL to the image of the news source. (provider: fmp)
site : Optional[str]
Name of the news source. (provider: fmp)
id : Optional[str]
Article ID. (provider: intrinio, polygon)
amp_url : Optional[str]
AMP URL. (provider: polygon)
author : Optional[str]
Author of the article. (provider: polygon)
id : Optional[str]
Article ID. (provider: polygon)
image_url : Optional[str]
Image URL. (provider: polygon)
keywords : Optional[List[str]]
@@ -693,32 +651,30 @@ class CLASS_stocks(Container):
@validate_arguments
def quote(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Union[Literal["fmp", "intrinio"], None] = None,
provider: Optional[Literal["fmp"]] = None,
**kwargs
) -> OBBject[BaseModel]:
) -> OBBject[List]:
"""Load stock data for a specific ticker.
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for.
provider : Union[Literal['fmp', 'intrinio'], NoneType]
provider : Optional[Literal['fmp']]
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.
source : Literal['iex', 'bats', 'bats_delayed', 'utp_delayed', 'cta_a_delayed', 'cta_b_delayed', 'intrinio_mx', 'intrinio_mx_plus', 'delayed_sip']
Source of the data. (provider: intrinio)
Returns
-------
OBBject
results : List[StockQuote]
Serializable results.
provider : Union[Literal['fmp', 'intrinio'], NoneType]
provider : Optional[Literal['fmp']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -772,47 +728,7 @@ class CLASS_stocks(Container):
earnings_announcement : Optional[str]
Earnings announcement date of the stock. (provider: fmp)
shares_outstanding : Optional[int]
Number of shares outstanding of the stock. (provider: fmp)
last_price : Optional[float]
Price of the last trade. (provider: intrinio)
last_time : Optional[datetime]
Date and Time when the last trade occurred. (provider: intrinio)
last_size : Optional[int]
Size of the last trade. (provider: intrinio)
bid_price : Optional[float]
Price of the top bid order. (provider: intrinio)
bid_size : Optional[int]
Size of the top bid order. (provider: intrinio)
ask_price : Optional[float]
Price of the top ask order. (provider: intrinio)
ask_size : Optional[int]
Size of the top ask order. (provider: intrinio)
open_price : Optional[float]
Open price for the trading day. (provider: intrinio)
close_price : Optional[float]
Closing price for the trading day (IEX source only). (provider: intrinio)
high_price : Optional[float]
High Price for the trading day. (provider: intrinio)
low_price : Optional[float]
Low Price for the trading day. (provider: intrinio)
exchange_volume : Optional[int]
Number of shares exchanged during the trading day on the exchange. (provider: intrinio)
market_volume : Optional[int]
Number of shares exchanged during the trading day for the whole market. (provider: intrinio)
updated_on : Optional[datetime]
Date and Time when the data was last updated. (provider: intrinio)
source : Optional[str]
Source of the data. (provider: intrinio)
listing_venue : Optional[str]
Listing venue where the trade took place (SIP source only). (provider: intrinio)
sales_conditions : Optional[str]
Indicates any sales condition modifiers associated with the trade. (provider: intrinio)
quote_conditions : Optional[str]
Indicates any quote condition modifiers associated with the trade. (provider: intrinio)
market_center_code : Optional[str]
Market center character code. (provider: intrinio)
is_darkpool : Optional[bool]
Whether or not the current trade is from a darkpool. (provider: intrinio)""" # noqa: E501
Number of shares outstanding of the stock. (provider: fmp)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
@@ -832,14 +748,12 @@ class CLASS_stocks(Container):
@validate_arguments
def search(
self,
query: typing_extensions.Annotated[
str, OpenBBCustomParameter(description="Search query.")
] = "",
ticker: typing_extensions.Annotated[
query: Annotated[str, OpenBBCustomParameter(description="Search query.")] = "",
ticker: Annotated[
bool,
OpenBBCustomParameter(description="Whether to search by ticker symbol."),
] = False,
provider: Union[Literal["cboe"], None] = None,
provider: Optional[Literal["cboe"]] = None,
**kwargs
) -> OBBject[List]:
"""Search for a company or stock ticker.
@@ -850,7 +764,7 @@ class CLASS_stocks(Container):
Search query.
ticker : bool
Whether to search by ticker symbol.
provider : Union[Literal['cboe'], NoneType]
provider : Optional[Literal['cboe']]
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.
@@ -860,7 +774,7 @@ class CLASS_stocks(Container):
OBBject
results : List[StockSearch]
Serializable results.
provider : Union[Literal['cboe'], NoneType]
provider : Optional[Literal['cboe']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

12
openbb_sdk/openbb/package/stocks_ca.py
View File

@@ -1,13 +1,13 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import List, Literal, Union
from typing import List, Literal, Optional, 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.filters import filter_inputs
from pydantic import BaseModel, validate_arguments
from typing_extensions import Annotated
class CLASS_stocks_ca(Container):
@@ -21,11 +21,11 @@ class CLASS_stocks_ca(Container):
@validate_arguments
def peers(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Union[Literal["fmp"], None] = None,
provider: Optional[Literal["fmp"]] = None,
**kwargs
) -> OBBject[BaseModel]:
"""Company peers.
@@ -34,7 +34,7 @@ class CLASS_stocks_ca(Container):
----------
symbol : Union[str, List[str]]
Symbol to get data for.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
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.
@@ -44,7 +44,7 @@ class CLASS_stocks_ca(Container):
OBBject
results : List[StockPeers]
Serializable results.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

26
openbb_sdk/openbb/package/stocks_dd.py
View File

@@ -1,13 +1,13 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import List, Literal, Union
from typing import List, Literal, Optional, 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.filters import filter_inputs
from pydantic import validate_arguments
from typing_extensions import Annotated
class CLASS_stocks_dd(Container):
@@ -21,11 +21,11 @@ class CLASS_stocks_dd(Container):
@validate_arguments
def sec(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
type: typing_extensions.Annotated[
type: Annotated[
Literal[
"1",
"1-A",
@@ -130,15 +130,15 @@ class CLASS_stocks_dd(Container):
],
OpenBBCustomParameter(description="Type of the SEC filing form."),
] = "10-K",
page: typing_extensions.Annotated[
Union[int, None],
page: Annotated[
Optional[int],
OpenBBCustomParameter(description="Page number of the results."),
] = 0,
limit: typing_extensions.Annotated[
Union[int, None],
limit: Annotated[
Optional[int],
OpenBBCustomParameter(description="The number of data entries to return."),
] = 100,
provider: Union[Literal["fmp"], None] = None,
provider: Optional[Literal["fmp"]] = None,
**kwargs
) -> OBBject[List]:
"""SEC Filings.
@@ -149,11 +149,11 @@ class CLASS_stocks_dd(Container):
Symbol to get data for.
type : Literal['1', '1-A', '1-E', '1-K', '1-N', '1-SA', '1-U', '1-Z', '10', '10-D', '10-K', '10-M', '10-Q', '11-K', '12b-25', '13F', '13H', '144', '15', '15F', '17-H', '18', '18-K', '19b-4', '19b-4(e)', '19b-7', '2-E', '20-F', '24F-2', '25', '3', '4', '40-F', '5', '6-K', '7-M', '8-A', '8-K', '8-M', '9-M', 'ABS-15G', 'ABS-EE', 'ABS DD-15E', 'ADV', 'ADV-E', 'ADV-H', 'ADV-NR', 'ADV-W', 'ATS', 'ATS-N', 'ATS-R', 'BD', 'BD-N', 'BDW', 'C', 'CA-1', 'CB', 'CFPORTAL', 'CRS', 'CUSTODY', 'D', 'F-1', 'F-10', 'F-3', 'F-4', 'F-6', 'F-7', 'F-8', 'F-80', 'F-N', 'F-X', 'ID', 'MA', 'MA-I', 'MA-NR', 'MA-W', 'MSD', 'MSDW', 'N-14', 'N-17D-1', 'N-17f-1', 'N-17f-2', 'N-18f-1', 'N-1A', 'N-2', 'N-23c-3', 'N-27D-1', 'N-3', 'N-4', 'N-5', 'N-54A', 'N-54C', 'N-6', 'N-6EI-1', 'N-6F', 'N-8A', 'N-8B-2', 'N-8B-4', 'N-8F', 'N-CEN']
Type of the SEC filing form.
page : Union[int, NoneType]
page : Optional[int]
Page number of the results.
limit : Union[int, NoneType]
limit : Optional[int]
The number of data entries to return.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
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.
@@ -163,7 +163,7 @@ class CLASS_stocks_dd(Container):
OBBject
results : List[SECFilings]
Serializable results.
provider : Union[Literal['fmp'], NoneType]
provider : Optional[Literal['fmp']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

461
openbb_sdk/openbb/package/stocks_fa.py
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File diff suppressed because it is too large Load Diff

51
openbb_sdk/openbb/package/stocks_options.py
View File

@@ -1,13 +1,13 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import List, Literal, Union
from typing import List, Literal, Optional, 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.filters import filter_inputs
from pydantic import validate_arguments
from typing_extensions import Annotated
class CLASS_stocks_options(Container):
@@ -21,11 +21,11 @@ class CLASS_stocks_options(Container):
@validate_arguments
def chains(
self,
symbol: typing_extensions.Annotated[
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Union[Literal["cboe", "intrinio"], None] = None,
provider: Optional[Literal["cboe"]] = None,
**kwargs
) -> OBBject[List]:
"""Get the complete options chain for a ticker.
@@ -34,19 +34,17 @@ class CLASS_stocks_options(Container):
----------
symbol : Union[str, List[str]]
Symbol to get data for.
provider : Union[Literal['cboe', 'intrinio'], NoneType]
provider : Optional[Literal['cboe']]
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.
date : Union[datetime.date, str, NoneType]
Date for which the options chains are returned. (provider: intrinio)
Returns
-------
OBBject
results : List[OptionsChains]
Serializable results.
provider : Union[Literal['cboe', 'intrinio'], NoneType]
provider : Optional[Literal['cboe']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -80,11 +78,11 @@ class CLASS_stocks_options(Container):
theoretical : Optional[float]
Theoretical value of the option. (provider: cboe)
open : Optional[float]
Opening price of the option. (provider: cboe, intrinio)
Opening price of the option. (provider: cboe)
high : Optional[float]
High price of the option. (provider: cboe, intrinio)
High price of the option. (provider: cboe)
low : Optional[float]
Low price of the option. (provider: cboe, intrinio)
Low price of the option. (provider: cboe)
last_trade_price : Optional[float]
Last trade price of the option. (provider: cboe)
tick : Optional[str]
@@ -96,40 +94,21 @@ class CLASS_stocks_options(Container):
change_percent : Optional[float]
Change, in percent, of the option. (provider: cboe)
implied_volatility : Optional[float]
Implied volatility of the option. (provider: cboe, intrinio)
Implied volatility of the option. (provider: cboe)
delta : Optional[float]
Delta of the option. (provider: cboe, intrinio)
Delta of the option. (provider: cboe)
gamma : Optional[float]
Gamma of the option. (provider: cboe, intrinio)
Gamma of the option. (provider: cboe)
vega : Optional[float]
Vega of the option. (provider: cboe, intrinio)
Vega of the option. (provider: cboe)
theta : Optional[float]
Theta of the option. (provider: cboe, intrinio)
Theta of the option. (provider: cboe)
rho : Optional[float]
Rho of the option. (provider: cboe)
last_trade_timestamp : Optional[datetime]
Last trade timestamp of the option. (provider: cboe)
dte : Optional[int]
Days to expiration for the option. (provider: cboe, intrinio)
mark : Optional[float]
The mid-price between the latest bid-ask spread. (provider: intrinio)
open_bid : Optional[float]
The lowest bid price for the option that day. (provider: intrinio)
open_ask : Optional[float]
The lowest ask price for the option that day. (provider: intrinio)
bid_low : Optional[float]
The lowest bid price for the option that day. (provider: intrinio)
ask_low : Optional[float]
The lowest ask price for the option that day. (provider: intrinio)
bid_high : Optional[float]
The highest bid price for the option that day. (provider: intrinio)
ask_high : Optional[float]
The highest ask price for the option that day. (provider: intrinio)
close : Optional[float]
Close price for the option that day. (provider: intrinio)
eod_date : Optional[date]
Historical date for which the options chains data is from. (provider: intrinio)
""" # noqa: E501
Days to expiration for the option. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={

6
openbb_sdk/openbb/package/ta.py
View File

@@ -1,6 +1,6 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import List, Literal, Union
from typing import List, Literal, Optional, Union
import openbb_provider
import pandas
@@ -783,8 +783,8 @@ class CLASS_ta(Container):
index: str = "date",
close_column: Literal["close", "adj_close"] = "close",
period: pydantic.types.PositiveInt = 120,
start_date: Union[str, None] = None,
end_date: Union[str, None] = None,
start_date: Optional[str] = None,
end_date: Optional[str] = None,
) -> OBBject[List]:
"""Create Fibonacci Retracement Levels.

12
openbb_sdk/providers/tests/test_provider_field_dupes.py
View File

@@ -1,3 +1,4 @@
"""Test for duplicate fields in the provider models."""
import fnmatch
import glob
import importlib
@@ -55,8 +56,9 @@ def get_subclasses_w_keys(module: object, cls: Type) -> Dict[Type, List[str]]:
def get_subclasses(
python_files: List[str], package_name: str, cls: Type
) -> Dict[str, Type]:
"""
) -> Dict[Type, List[str]]:
"""Get subclasses of a class defined in a list of python files.
Given a list of python files, and a class, return a dictionary of
subclasses of that class that are defined in those files.
@@ -113,12 +115,14 @@ def child_parent_map(map_: Dict, parents: Dict, module: object) -> None:
class ProviderFieldDupesTest(unittest.TestCase):
"""Test for duplicate fields in the provider models."""
def test_provider_field_dupes(self):
"""
"""Check for duplicate fields in the provider models.
This function checks for duplicate fields in the provider models
and identifies the fields that should be standardized.
"""
standard_models_directory = os.path.dirname(standard_models.__file__)
standard_models_files = glob.glob(
os.path.join(standard_models_directory, "*.py")