black

openbb_platform/core/openbb_core/app/model/preferences.py

@@ -27,9 +27,9 @@ class Preferences(BaseModel):
     field_order: bool = (
         False  # Whether to display the field order by which the data was defined
     )
-    output_type: Literal["OBBject", "dataframe", "polars", "numpy", "dict", "chart"] = (
-        Field(default="OBBject", description="Python default output type.")
-    )
+    output_type: Literal[
+        "OBBject", "dataframe", "polars", "numpy", "dict", "chart"
+    ] = Field(default="OBBject", description="Python default output type.")
 
     model_config = ConfigDict(validate_assignment=True)
 

openbb_platform/core/openbb_core/app/router.py

@@ -284,9 +284,9 @@ class Router:
                 if deprecation_message:
                     kwargs["summary"] = deprecation_message
                 else:
-                    kwargs["summary"] = (
-                        "This functionality will be deprecated in the future releases."
-                    )
+                    kwargs[
+                        "summary"
+                    ] = "This functionality will be deprecated in the future releases."
 
             api_router.add_api_route(**kwargs)
 

openbb_platform/core/openbb_core/provider/standard_models/eu_yield_curve.py

@@ -16,11 +16,11 @@ class EUYieldCurveQueryParams(QueryParams):
     date: Optional[dateType] = Field(
         default=None, description=QUERY_DESCRIPTIONS.get("date", "")
     )
-    yield_curve_type: Literal["spot_rate", "instantaneous_forward", "par_yield"] = (
-        Field(
-            default="spot_rate",
-            description="The yield curve type.",
-        )
+    yield_curve_type: Literal[
+        "spot_rate", "instantaneous_forward", "par_yield"
+    ] = Field(
+        default="spot_rate",
+        description="The yield curve type.",
     )
 
 

openbb_platform/providers/biztoc/openbb_biztoc/models/world_news.py

@@ -17,9 +17,9 @@ from pydantic import Field, field_validator
 class BiztocWorldNewsQueryParams(WorldNewsQueryParams):
     """Biztoc World News Query."""
 
-    filter: Literal["crypto", "hot", "latest", "main", "media", "source", "tag"] = (
-        Field(default="latest", description="Filter by type of news.")
-    )
+    filter: Literal[
+        "crypto", "hot", "latest", "main", "media", "source", "tag"
+    ] = Field(default="latest", description="Filter by type of news.")
     source: str = Field(
         description="Filter by a specific publisher. Only valid when filter is set to source.",
         default="bloomberg",

openbb_platform/providers/cboe/openbb_cboe/models/index_historical.py

@@ -137,9 +137,7 @@ class CboeIndexHistoricalFetcher(
                 )
                 url += f"{symbol.replace('^', '')}.json"
             else:
-                base_url: str = (
-                    f"https://cdn.cboe.com/api/global/delayed_quotes/charts/{interval_type}"
-                )
+                base_url: str = f"https://cdn.cboe.com/api/global/delayed_quotes/charts/{interval_type}"
                 url = (
                     base_url + f"/_{symbol.replace('^', '')}.json"
                     if symbol.replace("^", "") in TICKER_EXCEPTIONS

openbb_platform/providers/fmp/openbb_fmp/models/crypto_historical.py

@@ -28,9 +28,9 @@ class FMPCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
     timeseries: Optional[NonNegativeInt] = Field(
         default=None, description="Number of days to look back."
     )
-    interval: Literal["1min", "5min", "15min", "30min", "1hour", "4hour", "1day"] = (
-        Field(default="1day", description="Data granularity.")
-    )
+    interval: Literal[
+        "1min", "5min", "15min", "30min", "1hour", "4hour", "1day"
+    ] = Field(default="1day", description="Data granularity.")
 
 
 class FMPCryptoHistoricalData(CryptoHistoricalData):

openbb_platform/providers/fmp/openbb_fmp/models/currency_historical.py

@@ -22,9 +22,9 @@ class FMPCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
 
     __alias_dict__ = {"start_date": "from", "end_date": "to"}
 
-    interval: Literal["1min", "5min", "15min", "30min", "1hour", "4hour", "1day"] = (
-        Field(default="1day", description="Data granularity.")
-    )
+    interval: Literal[
+        "1min", "5min", "15min", "30min", "1hour", "4hour", "1day"
+    ] = Field(default="1day", description="Data granularity.")
 
 
 class FMPCurrencyHistoricalData(CurrencyHistoricalData):

openbb_platform/providers/fmp/openbb_fmp/models/etf_search.py

@@ -15,11 +15,11 @@ from pydantic import Field
 class FMPEtfSearchQueryParams(EtfSearchQueryParams):
     """FMP ETF Search Query."""
 
-    exchange: Optional[Literal["AMEX", "NYSE", "NASDAQ", "ETF", "TSX", "EURONEXT"]] = (
-        Field(
-            description="The exchange code the ETF trades on.",
-            default=None,
-        )
+    exchange: Optional[
+        Literal["AMEX", "NYSE", "NASDAQ", "ETF", "TSX", "EURONEXT"]
+    ] = Field(
+        description="The exchange code the ETF trades on.",
+        default=None,
     )
     is_active: Optional[Literal[True, False]] = Field(
         description="Whether the ETF is actively trading.",

openbb_platform/providers/fmp/openbb_fmp/models/index_historical.py

@@ -26,9 +26,9 @@ class FMPIndexHistoricalQueryParams(IndexHistoricalQueryParams):
     timeseries: Optional[NonNegativeInt] = Field(
         default=None, description="Number of days to look back."
     )
-    interval: Literal["1min", "5min", "15min", "30min", "1hour", "4hour", "1day"] = (
-        Field(default="1day", description="Data granularity.")
-    )
+    interval: Literal[
+        "1min", "5min", "15min", "30min", "1hour", "4hour", "1day"
+    ] = Field(default="1day", description="Data granularity.")
     sort: Literal["asc", "desc"] = Field(
         default="desc", description="Sort the data in ascending or descending order."
     )

openbb_platform/providers/fmp/openbb_fmp/models/market_indices.py

@@ -26,9 +26,9 @@ class FMPMarketIndicesQueryParams(MarketIndicesQueryParams):
     timeseries: Optional[NonNegativeInt] = Field(
         default=None, description="Number of days to look back."
     )
-    interval: Literal["1min", "5min", "15min", "30min", "1hour", "4hour", "1day"] = (
-        Field(default="1day", description="Data granularity.")
-    )
+    interval: Literal[
+        "1min", "5min", "15min", "30min", "1hour", "4hour", "1day"
+    ] = Field(default="1day", description="Data granularity.")
     sort: Literal["asc", "desc"] = Field(
         default="desc", description="Sort the data in ascending or descending order."
     )

openbb_platform/providers/fred/openbb_fred/models/dwpcr_rates.py

@@ -22,9 +22,9 @@ DWPCR_PARAMETER_TO_FRED_ID = {
 class FREDDiscountWindowPrimaryCreditRateParams(DiscountWindowPrimaryCreditRateParams):
     """FRED Discount Window Primary Credit Rate Query."""
 
-    parameter: Literal["daily_excl_weekend", "monthly", "weekly", "daily", "annual"] = (
-        Field(default="daily_excl_weekend", description="FRED series ID of DWPCR data.")
-    )
+    parameter: Literal[
+        "daily_excl_weekend", "monthly", "weekly", "daily", "annual"
+    ] = Field(default="daily_excl_weekend", description="FRED series ID of DWPCR data.")
 
 
 class FREDDiscountWindowPrimaryCreditRateData(DiscountWindowPrimaryCreditRateData):

openbb_platform/providers/fred/openbb_fred/models/series.py

@@ -78,10 +78,11 @@ class FredSeriesQueryParams(SeriesQueryParams):
             eop = End of Period
         """,
     )
-    transform: Literal[None, "chg", "ch1", "pch", "pc1", "pca", "cch", "cca", "log"] = (
-        Field(
-            default=None,
-            description="""
+    transform: Literal[
+        None, "chg", "ch1", "pch", "pc1", "pca", "cch", "cca", "log"
+    ] = Field(
+        default=None,
+        description="""
         Transformation type
             None = No transformation
             chg = Change
@@ -93,7 +94,6 @@ class FredSeriesQueryParams(SeriesQueryParams):
             cca = Continuously Compounded Annual Rate of Change
             log = Natural Log
         """,
-        )
     )
     limit: int = Field(description=QUERY_DESCRIPTIONS.get("limit", ""), default=100000)
 

openbb_platform/providers/intrinio/openbb_intrinio/models/equity_historical.py

@@ -49,9 +49,9 @@ class IntrinioEquityHistoricalQueryParams(EquityHistoricalQueryParams):
     _interval_size: Literal["1m", "5m", "10m", "15m", "30m", "60m", "1h"] = PrivateAttr(
         default=None
     )
-    _frequency: Literal["daily", "weekly", "monthly", "quarterly", "yearly"] = (
-        PrivateAttr(default=None)
-    )
+    _frequency: Literal[
+        "daily", "weekly", "monthly", "quarterly", "yearly"
+    ] = PrivateAttr(default=None)
 
     # pylint: disable=protected-access
     @model_validator(mode="after")

openbb_platform/providers/intrinio/openbb_intrinio/models/income_statement.py

@@ -226,11 +226,11 @@ class IntrinioIncomeStatementData(IncomeStatementData):
     deposits_interest_expense: Optional[float] = Field(
         default=None, description="Deposits interest expense"
     )
-    federal_funds_purchased_and_securities_sold_interest_expense: Optional[float] = (
-        Field(
-            default=None,
-            description="Federal funds purchased and securities sold interest expense",
-        )
+    federal_funds_purchased_and_securities_sold_interest_expense: Optional[
+        float
+    ] = Field(
+        default=None,
+        description="Federal funds purchased and securities sold interest expense",
     )
     other_interest_expense: Optional[float] = Field(
         default=None, description="Other interest expense"

openbb_platform/providers/nasdaq/openbb_nasdaq/models/sp500_multiples.py

@@ -15,11 +15,11 @@ from pydantic import Field
 class NasdaqSP500MultiplesQueryParams(SP500MultiplesQueryParams):
     """Nasdaq SP500 Multiples Query."""
 
-    collapse: Optional[Literal["daily", "weekly", "monthly", "quarterly", "annual"]] = (
-        Field(
-            description="Collapse the frequency of the time series.",
-            default="monthly",
-        )
+    collapse: Optional[
+        Literal["daily", "weekly", "monthly", "quarterly", "annual"]
+    ] = Field(
+        description="Collapse the frequency of the time series.",
+        default="monthly",
     )
     transform: Optional[Literal["diff", "rdiff", "cumul", "normalize"]] = Field(
         description="The transformation of the time series.",

openbb_platform/providers/polygon/openbb_polygon/models/crypto_historical.py

@@ -23,9 +23,9 @@ class PolygonCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
     multiplier: PositiveInt = Field(
         default=1, description="Multiplier of the timespan."
     )
-    timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
-        Field(default="day", description="Timespan of the data.")
-    )
+    timespan: Literal[
+        "minute", "hour", "day", "week", "month", "quarter", "year"
+    ] = Field(default="day", description="Timespan of the data.")
     sort: Literal["asc", "desc"] = Field(
         default="desc", description="Sort order of the data."
     )

openbb_platform/providers/polygon/openbb_polygon/models/currency_historical.py

@@ -23,9 +23,9 @@ class PolygonCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
     multiplier: PositiveInt = Field(
         default=1, description="Multiplier of the timespan."
     )
-    timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
-        Field(default="day", description="Timespan of the data.")
-    )
+    timespan: Literal[
+        "minute", "hour", "day", "week", "month", "quarter", "year"
+    ] = Field(default="day", description="Timespan of the data.")
     sort: Literal["asc", "desc"] = Field(
         default="desc", description="Sort order of the data."
     )

openbb_platform/providers/polygon/openbb_polygon/models/income_statement.py

@@ -219,11 +219,11 @@ class PolygonIncomeStatementData(IncomeStatementData):
         default=None,
         description="Participating Securities Distributed And Undistributed Earnings Loss Basic",
     )
-    undistributed_earnings_allocated_to_participating_securities: Optional[float] = (
-        Field(
-            default=None,
-            description="Undistributed Earnings Allocated To Participating Securities",
-        )
+    undistributed_earnings_allocated_to_participating_securities: Optional[
+        float
+    ] = Field(
+        default=None,
+        description="Undistributed Earnings Allocated To Participating Securities",
     )
     common_stock_dividends: Optional[float] = Field(
         default=None, description="Common Stock Dividends"

openbb_platform/providers/polygon/openbb_polygon/models/index_historical.py

@@ -20,9 +20,9 @@ class PolygonIndexHistoricalQueryParams(IndexHistoricalQueryParams):
     Source: https://polygon.io/docs/indices/getting-started
     """
 
-    timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
-        Field(default="day", description="Timespan of the data.")
-    )
+    timespan: Literal[
+        "minute", "hour", "day", "week", "month", "quarter", "year"
+    ] = Field(default="day", description="Timespan of the data.")
     sort: Literal["asc", "desc"] = Field(
         default="desc", description="Sort order of the data."
     )

openbb_platform/providers/polygon/openbb_polygon/models/market_indices.py

@@ -20,9 +20,9 @@ class PolygonMarketIndicesQueryParams(MarketIndicesQueryParams):
     Source: https://polygon.io/docs/indices/getting-started
     """
 
-    timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
-        Field(default="day", description="Timespan of the data.")
-    )
+    timespan: Literal[
+        "minute", "hour", "day", "week", "month", "quarter", "year"
+    ] = Field(default="day", description="Timespan of the data.")
     sort: Literal["asc", "desc"] = Field(
         default="desc", description="Sort order of the data."
     )

openbb_platform/providers/sec/openbb_sec/models/etf_holdings.py

@@ -431,9 +431,9 @@ class SecEtfHoldingsFetcher(
                         option_swaption_warrant_deriv = derivative_info[
                             "optionSwaptionWarrantDeriv"
                         ]
-                        df.loc[i, "derivative_category"] = (
-                            option_swaption_warrant_deriv.get("@derivCat")
-                        )
+                        df.loc[
+                            i, "derivative_category"
+                        ] = option_swaption_warrant_deriv.get("@derivCat")
                         df.loc[i, "counterparty"] = option_swaption_warrant_deriv[
                             "counterparties"
                         ].get("counterpartyName")
@@ -461,21 +461,21 @@ class SecEtfHoldingsFetcher(
                         df.loc[i, "option_type"] = option_swaption_warrant_deriv.get(
                             "putOrCall"
                         )
-                        df.loc[i, "derivative_payoff"] = (
-                            option_swaption_warrant_deriv.get("writtenOrPur")
-                        )
+                        df.loc[
+                            i, "derivative_payoff"
+                        ] = option_swaption_warrant_deriv.get("writtenOrPur")
                         df.loc[i, "expiry_date"] = option_swaption_warrant_deriv.get(
                             "expDt"
                         )
                         df.loc[i, "exercise_price"] = option_swaption_warrant_deriv.get(
                             "exercisePrice"
                         )
-                        df.loc[i, "exercise_currency"] = (
-                            option_swaption_warrant_deriv.get("exercisePriceCurCd")
-                        )
-                        df.loc[i, "shares_per_contract"] = (
-                            option_swaption_warrant_deriv.get("shareNo")
-                        )
+                        df.loc[
+                            i, "exercise_currency"
+                        ] = option_swaption_warrant_deriv.get("exercisePriceCurCd")
+                        df.loc[
+                            i, "shares_per_contract"
+                        ] = option_swaption_warrant_deriv.get("shareNo")
                         if option_swaption_warrant_deriv.get("delta") != "XXXX":
                             df.loc[i, "delta"] = option_swaption_warrant_deriv.get(
                                 "delta"

openbb_platform/providers/tiingo/openbb_tiingo/models/crypto_historical.py

@@ -26,9 +26,9 @@ class TiingoCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
         "end_date": "endDate",
     }
 
-    interval: Literal["1min", "5min", "15min", "30min", "1hour", "4hour", "1day"] = (
-        Field(default="1day", description="Data granularity.", alias="resampleFreq")
-    )
+    interval: Literal[
+        "1min", "5min", "15min", "30min", "1hour", "4hour", "1day"
+    ] = Field(default="1day", description="Data granularity.", alias="resampleFreq")
 
     exchanges: Optional[List[str]] = Field(
         default=None,

openbb_platform/providers/tiingo/openbb_tiingo/models/currency_historical.py

@@ -26,9 +26,9 @@ class TiingoCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
         "end_date": "endDate",
     }
 
-    interval: Literal["1min", "5min", "15min", "30min", "1hour", "4hour", "1day"] = (
-        Field(default="1day", description="Data granularity.", alias="resampleFreq")
-    )
+    interval: Literal[
+        "1min", "5min", "15min", "30min", "1hour", "4hour", "1day"
+    ] = Field(default="1day", description="Data granularity.", alias="resampleFreq")
 
 
 class TiingoCurrencyHistoricalData(CurrencyHistoricalData):

openbb_platform/providers/tiingo/openbb_tiingo/models/equity_historical.py

@@ -28,9 +28,9 @@ class TiingoEquityHistoricalQueryParams(EquityHistoricalQueryParams):
     interval: Literal["1d", "1W", "1M", "1Y"] = Field(
         default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
     )
-    _frequency: Literal["daily", "weekly", "monthly", "quarterly", "yearly"] = (
-        PrivateAttr(default=None)
-    )
+    _frequency: Literal[
+        "daily", "weekly", "monthly", "quarterly", "yearly"
+    ] = PrivateAttr(default=None)
 
     # pylint: disable=protected-access
     @model_validator(mode="after")  # type: ignore[arg-type]