Fx forward rates (#1721)

.pre-commit-config.yaml

@@ -13,7 +13,7 @@ repos:
           ]
         entry: python custom_pre_commit/check_doc.py
   - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v4.1.0
+    rev: v4.2.0
     hooks:
       - id: check-yaml
       - id: end-of-file-fixer
@@ -68,7 +68,7 @@ repos:
           ["--baseline", ".secrets.baseline", "--exclude-files", "cassettes/*"]
         exclude: package.lock.json
   - repo: https://github.com/asottile/pyupgrade
-    rev: v2.31.1
+    rev: v2.32.0
     hooks:
       - id: pyupgrade
         args: [--py36-plus]

openbb_terminal/forex/forex_controller.py

@@ -12,9 +12,13 @@ from prompt_toolkit.completion import NestedCompleter
 
 from openbb_terminal import feature_flags as obbff
 from openbb_terminal.decorators import log_start_end
-from openbb_terminal.forex import av_view, forex_helper
+from openbb_terminal.forex import av_view, forex_helper, fxempire_view
 from openbb_terminal.forex.forex_helper import FOREX_SOURCES, SOURCES_INTERVALS
-from openbb_terminal.helper_funcs import parse_known_args_and_warn, valid_date
+from openbb_terminal.helper_funcs import (
+    parse_known_args_and_warn,
+    valid_date,
+    EXPORT_ONLY_RAW_DATA_ALLOWED,
+)
 from openbb_terminal.menu import session
 from openbb_terminal.parent_classes import BaseController
 from openbb_terminal.rich_config import console
@@ -28,7 +32,7 @@ logger = logging.getLogger(__name__)
 class ForexController(BaseController):
     """Forex Controller class."""
 
-    CHOICES_COMMANDS = ["to", "from", "load", "quote", "candle", "resources"]
+    CHOICES_COMMANDS = ["to", "from", "load", "quote", "candle", "resources", "fwd"]
     CHOICES_MENUS = ["ta", "qa", "oanda", "pred"]
     PATH = "/forex/"
     FILE_PATH = os.path.join(os.path.dirname(__file__), "README.md")
@@ -63,7 +67,8 @@ class ForexController(BaseController):
 [cmds]
     quote         get last quote [src][AlphaVantage][/src]
     load          get historical data
-    candle        show candle plot for loaded data[/cmds]
+    candle        show candle plot for loaded pair
+    fwd           get forward rates for loaded pair[src][FXEmpire][/src][/cmds]
 [menu]
 >   ta          technical analysis for loaded coin,     e.g.: ema, macd, rsi, adx, bbands, obv
 >   qa          quantitative analysis,                  e.g.: decompose, cusum, residuals analysis
@@ -282,6 +287,31 @@ class ForexController(BaseController):
                     "[red]Make sure both a 'to' symbol and a 'from' symbol are selected.[/red]\n"
                 )
 
+    @log_start_end(log=logger)
+    def call_fwd(self, other_args: List[str]):
+        """Process fwd command."""
+        parser = argparse.ArgumentParser(
+            add_help=False,
+            formatter_class=argparse.ArgumentDefaultsHelpFormatter,
+            prog="fwd",
+            description="Get forward rates for loaded pair.",
+        )
+        ns_parser = parse_known_args_and_warn(
+            parser, other_args, export_allowed=EXPORT_ONLY_RAW_DATA_ALLOWED
+        )
+        if ns_parser:
+            if self.to_symbol and self.from_symbol:
+                fxempire_view.display_forward_rates(
+                    self.to_symbol, self.from_symbol, ns_parser.export
+                )
+            else:
+                logger.error(
+                    "Make sure both a 'to' symbol and a 'from' symbol are selected."
+                )
+                console.print(
+                    "[red]Make sure both a 'to' symbol and a 'from' symbol are selected.[/red]\n"
+                )
+
     # MENUS
     @log_start_end(log=logger)
     @check_api_key(["OANDA_ACCOUNT_TYPE", "OANDA_ACCOUNT", "OANDA_TOKEN"])

openbb_terminal/forex/fxempire_model.py

@@ -0,0 +1,36 @@
+"""FXEmpire Model"""
+
+import logging
+import requests
+import pandas as pd
+
+from openbb_terminal.helper_funcs import get_user_agent
+from openbb_terminal.decorators import log_start_end
+
+logger = logging.getLogger(__name__)
+
+
+@log_start_end(log=logger)
+def get_forward_rates(to_cur: str, from_cur: str):
+    """Gets forward rates from fxempire
+
+    Parameters
+    ----------
+    to_cur:str
+        To currenct
+    from_cur:str
+
+    Returns
+    -------
+
+    """
+    r = requests.get(
+        f"https://www.fxempire.com/currencies/{to_cur}-{from_cur}/forward-rates",
+        headers={"User-Agent": get_user_agent()},
+    )
+    if r.status_code == 200:
+        forwards = pd.read_html(r.text)[0].set_index("Expiration")
+        return forwards
+
+    logger.info("Currency not found.")
+    return pd.DataFrame()

openbb_terminal/forex/fxempire_view.py

@@ -0,0 +1,45 @@
+"""FXEmpire view"""
+
+import logging
+import os
+from openbb_terminal.forex import fxempire_model
+from openbb_terminal.decorators import log_start_end
+from openbb_terminal.rich_config import console
+from openbb_terminal.helper_funcs import print_rich_table, export_data
+
+logger = logging.getLogger(__name__)
+
+
+@log_start_end(log=logger)
+def display_forward_rates(to_cur: str, from_cur: str, export: str = ""):
+    """Display forward rates for currency pairs
+
+    Parameters
+    ----------
+    to_cur: str
+        To currency
+    from_cur: str
+        From currency
+    export: str
+        Format to export data
+    """
+    forward_rates = fxempire_model.get_forward_rates(to_cur, from_cur)
+    if forward_rates.empty:
+        console.print(f"[red]Forward rates not found for {to_cur}/{from_cur}.[/red]\n")
+        return
+
+    print_rich_table(
+        forward_rates,
+        index_name="Expirations",
+        show_index=True,
+        headers=forward_rates.columns,
+        title=f"Forward rates for {to_cur}/{from_cur}",
+        floatfmt=".4f",
+    )
+    console.print()
+    export_data(
+        export,
+        os.path.dirname(os.path.abspath(__file__)),
+        "fwd",
+        forward_rates,
+    )

scripts/test_forex_base.openbb

@@ -8,6 +8,8 @@ forex
 forex
 quit
 forex
+to EUR
+fwd
 r
 reset
 exit

tests/openbb_terminal/forex/csv/test_fxempire_model/test_forwards.csv

@@ -0,0 +1,20 @@
+Expiration,Ask,Bid,Mid,Points
+Overnight,0.9223,0.92223,0.92227,-0.25
+Tomorrow Next,0.9223,0.92224,0.92227,-0.245
+Spot Next,0.92225,0.92218,0.92221,-0.76
+One Week,0.92215,0.92208,0.92212,-1.75
+Two Weeks,0.92195,0.92188,0.92192,-3.75
+Three Weeks,0.92168,0.92161,0.92164,-6.48
+One Month,0.92127,0.92121,0.92124,-10.5
+Two Months,0.92,0.91993,0.91997,-23.225
+Three Months,0.9184,0.91832,0.91836,-39.295
+Four Months,0.91663,0.91654,0.91659,-57.045
+Five Months,0.91484,0.91475,0.9148,-74.95
+Six Months,0.91275,0.91265,0.9127,-95.87
+Seven Months,0.91085,0.91073,0.91079,-115.02
+Eight Months,0.9088,0.90868,0.90874,-135.51
+Nine Months,0.9061,0.90598,0.90604,-162.49
+Ten Months,0.90407,0.90393,0.904,-182.87
+Eleven Months,0.9022,0.90208,0.90214,-201.535
+One Year,0.89978,0.89964,0.89971,-225.795
+Two Years,0.87878,0.87841,0.8786,-436.95

tests/openbb_terminal/forex/csv/test_fxempire_model/test_forwards_not_known.csv

@@ -0,0 +1 @@
+""

tests/openbb_terminal/forex/test_fxempire_model.py

@@ -0,0 +1,21 @@
+import pytest
+from openbb_terminal.forex.fxempire_model import get_forward_rates
+
+
+@pytest.fixture(scope="module")
+def vcr_config():
+    return {"filter_headers": [("User-Agent", None)]}
+
+
+@pytest.mark.vcr
+def test_forwards(recorder):
+    df = get_forward_rates("USD", "EUR")
+    assert df.empty is False
+    recorder.capture(df)
+
+
+@pytest.mark.vcr
+def test_forwards_not_known(recorder):
+    df = get_forward_rates("GWYG", "GUCHWUHW")
+    assert df.empty is True
+    recorder.capture(df)

tests/openbb_terminal/forex/test_fxempire_view.py

@@ -0,0 +1,19 @@
+import pytest
+from openbb_terminal.forex.fxempire_view import display_forward_rates
+
+
+@pytest.fixture(scope="module")
+def vcr_config():
+    return {"filter_headers": [("User-Agent", None)]}
+
+
+@pytest.mark.vcr
+@pytest.mark.record_stdout
+def test_forwards():
+    display_forward_rates("USD", "EUR")
+
+
+@pytest.mark.vcr
+@pytest.mark.record_stdout
+def test_forwards_not_known():
+    display_forward_rates("HUGYDIBWU", "GWUBWYBCY")

tests/openbb_terminal/forex/txt/test_forex_controller/test_print_help.txt

@@ -8,7 +8,8 @@ Source: YahooFinance[dim]
 
     quote         get last quote [AlphaVantage]
     load          get historical data
-    candle        show candle plot for loaded data
+    candle        show candle plot for loaded pair
+    fwd           get forward rates for loaded pair[FXEmpire]
 
 >   ta          technical analysis for loaded coin,     e.g.: ema, macd, rsi, adx, bbands, obv
 >   qa          quantitative analysis,                  e.g.: decompose, cusum, residuals analysis

tests/openbb_terminal/forex/txt/test_fxempire_view/test_forwards.txt

@@ -0,0 +1,22 @@
+                   Ask      Bid      Mid   Points
+Expiration                                       
+Overnight      0.92208  0.92177  0.92193   -0.250
+Tomorrow Next  0.92208  0.92178  0.92193   -0.245
+Spot Next      0.92203  0.92172  0.92187   -0.760
+One Week       0.92193  0.92162  0.92178   -1.750
+Two Weeks      0.92173  0.92142  0.92158   -3.745
+Three Weeks    0.92146  0.92115  0.92130   -6.480
+One Month      0.92105  0.92075  0.92090  -10.500
+Two Months     0.91978  0.91947  0.91963  -23.225
+Three Months   0.91818  0.91786  0.91802  -39.305
+Four Months    0.91640  0.91608  0.91624  -57.085
+Five Months    0.91463  0.91429  0.91446  -74.895
+Six Months     0.91254  0.91220  0.91237  -95.800
+Seven Months   0.91064  0.91030  0.91047 -114.835
+Eight Months   0.90859  0.90825  0.90842 -135.310
+Nine Months    0.90591  0.90555  0.90573 -162.165
+Ten Months     0.90389  0.90353  0.90371 -182.430
+Eleven Months  0.90203  0.90167  0.90185 -200.975
+One Year       0.89956  0.89918  0.89937 -225.795
+Two Years      0.87856  0.87795  0.87826 -436.950
+

tests/openbb_terminal/forex/txt/test_fxempire_view/test_forwards_not_known.txt

@@ -0,0 +1,2 @@
+[red]Forward rates not found for HUGYDIBWU/GWUBWYBCY.[/red]
+

website/content/terminal/forex/fwd/_index.md

@@ -0,0 +1,68 @@
+```
+usage: fwd [-h] [--export EXPORT]
+```
+Get forward rates for loaded pair.
+```
+options:
+  -h, --help       show this help message (default: False)
+  --export EXPORT  Export raw data into csv, json, xlsx (default: )
+```
+
+Sample usage:
+```
+           Forward rates for EUR/USD            
+               Forward rates for EUR/USD                
+┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━┓
+┃ Expirations   ┃ Ask    ┃ Bid    ┃ Mid    ┃ Points    ┃
+┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━┩
+│ Overnight     │ 1.0791 │ 1.0790 │ 1.0791 │ 0.3100    │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Tomorrow Next │ 1.0791 │ 1.0790 │ 1.0791 │ 0.3100    │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Spot Next     │ 1.0792 │ 1.0791 │ 1.0791 │ 0.9050    │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ One Week      │ 1.0793 │ 1.0792 │ 1.0792 │ 2.0800    │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Two Weeks     │ 1.0795 │ 1.0795 │ 1.0795 │ 4.5000    │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Three Weeks   │ 1.0798 │ 1.0798 │ 1.0798 │ 7.6400    │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ One Month     │ 1.0803 │ 1.0802 │ 1.0803 │ 12.4195   │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Two Months    │ 1.0818 │ 1.0817 │ 1.0818 │ 27.3000   │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Three Months  │ 1.0838 │ 1.0835 │ 1.0836 │ 45.9245   │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Four Months   │ 1.0858 │ 1.0857 │ 1.0857 │ 67.0500   │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Five Months   │ 1.0879 │ 1.0878 │ 1.0878 │ 88.0500   │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Six Months    │ 1.0903 │ 1.0902 │ 1.0903 │ 112.5000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Seven Months  │ 1.0925 │ 1.0924 │ 1.0925 │ 134.4000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Eight Months  │ 1.0949 │ 1.0947 │ 1.0948 │ 157.7000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Nine Months   │ 1.0983 │ 1.0981 │ 1.0982 │ 191.8000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Ten Months    │ 1.1007 │ 1.1004 │ 1.1006 │ 215.3000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Eleven Months │ 1.1030 │ 1.1029 │ 1.1030 │ 239.3000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ One Year      │ 1.1059 │ 1.1057 │ 1.1058 │ 267.7000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Two Years     │ 1.1311 │ 1.1306 │ 1.1309 │ 518.3000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Three Years   │ 1.1500 │ 1.1493 │ 1.1497 │ 706.2000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Four Years    │ 1.1712 │ 1.1691 │ 1.1702 │ 911.2000  │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Five Years    │ 1.1890 │ 1.1859 │ 1.1874 │ 1084.0000 │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Six Years     │ 1.2068 │ 1.2042 │ 1.2055 │ 1264.5000 │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Seven Years   │ 1.2236 │ 1.2200 │ 1.2218 │ 1427.5000 │
+├───────────────┼────────┼────────┼────────┼───────────┤
+│ Ten Years     │ 1.2661 │ 1.2595 │ 1.2628 │ 1837.5000 │
+└───────────────┴────────┴────────┴────────┴───────────┘
+```

website/data/menu/main.yml

@@ -1187,6 +1187,8 @@ main:
             ref: "/terminal/forex/select"
           - name: load
             ref: "/terminal/forex/load"
+          - name: fwd
+            ref: "/terminal/forex/fwd"
           - name: candle
             ref: "/terminal/forex/candle"
           - name: from