refactored MajorIndicesEOD for economy.index

openbb_sdk/providers/fmp/openbb_fmp/models/major_indices_eod.py

@@ -1,64 +1,58 @@
 """FMP Major Indices end of day fetcher."""
 
 
-from datetime import date, datetime
-from typing import Dict, List, Literal, Optional
+from datetime import datetime
+from typing import Dict, List, Optional
 
-from openbb_provider.abstract.data import Data, QueryParams
 from openbb_provider.abstract.fetcher import Fetcher
 from openbb_provider.helpers import data_transformer, get_querystring
+from openbb_provider.metadata import DATA_DESCRIPTIONS
 from openbb_provider.models.major_indices_eod import (
     MajorIndicesEODData,
     MajorIndicesEODQueryParams,
 )
-from pydantic import Field, NonNegativeInt, validator
-
 from openbb_fmp.utils.helpers import get_data_many
 
+from pydantic import Field, NonNegativeInt, validator
 
-class FMPMajorIndicesEODQueryParams(QueryParams):
-    """FMP Major Indices end of day query.
 
-    Source: https://site.financialmodelingprep.com/developer/docs/#Historical-stock-index-prices
+class FMPMajorIndicesEODQueryParams(MajorIndicesEODQueryParams):
+    """FMP Major Indices end of day Query.
 
-    Parameter
-    ---------
-    symbol : str
-        The symbol of the company.
-    start_date : date
-        The start date of the stock data from which to retrieve the data.
-    end_date : date
-        The end date of the stock data up to which to retrieve the data.
-    timeseries : Optional[int]
-        The number of days to look back.
-    serietype : Optional[Literal["line"]]
-        The type of the series. Only "line" is supported.
+    Source: https://site.financialmodelingprep.com/developer/docs/historical-index-price-api/
     """
 
-    symbol: str = Field(min_length=1)
-    serietype: Optional[Literal["line"]]
-    start_date: date
-    end_date: date
-    timeseries: Optional[NonNegativeInt]  # Number of days to looks back
+    timeseries: Optional[NonNegativeInt] = Field(
+        default=None, description="Number of days to look back."
+    )
 
 
-class FMPMajorIndicesEODData(Data):
-    date: datetime
-    open: float
-    high: float
-    low: float
-    close: float
-    adjClose: float = Field(alias="adj_close")
-    volume: float
-    unadjustedVolume: float
-    change: float
-    changePercent: float
-    vwap: float
-    label: str
-    changeOverTime: float
+class FMPMajorIndicesEODData(MajorIndicesEODData):
+    """FMP Major Indices end of day Data."""
+
+    date: datetime = Field(description=DATA_DESCRIPTIONS.get("date", ""))
+    adjClose: float = Field(
+        description="Adjusted Close Price of the symbol.", alias="adj_close"
+    )
+    unadjustedVolume: float = Field(
+        description="Unadjusted volume of the symbol.", alias="unadjusted_volume"
+    )
+    change: float = Field(
+        description="Change in the price of the symbol from the previous day.",
+        alias="change",
+    )
+    changePercent: float = Field(
+        description=r"Change \% in the price of the symbol.", alias="change_percent"
+    )
+    vwap: float = Field(description="Volume Weighted Average Price of the symbol.")
+    label: str = Field(description="Human readable format of the date.")
+    changeOverTime: float = Field(
+        description=r"Change \% in the price of the symbol over a period of time.",
+        alias="change_over_time",
+    )
 
     @validator("date", pre=True)
-    def time_validate(cls, v):  # pylint: disable=E0213
+    def date_validate(cls, v):  # pylint: disable=E0213
         return datetime.strptime(v, "%Y-%m-%d")
 
 
@@ -74,12 +68,11 @@ class FMPMajorIndicesEODFetcher(
     def transform_query(
         query: MajorIndicesEODQueryParams, extra_params: Optional[Dict] = None
     ) -> FMPMajorIndicesEODQueryParams:
-        raw_end = query.end_date if query.end_date else datetime.now()
         return FMPMajorIndicesEODQueryParams(
             symbol=query.symbol,
             start_date=query.start_date,
-            end_date=raw_end,
-            **extra_params if extra_params else {},
+            end_date=query.end_date,
+            **extra_params or {},
         )
 
     @staticmethod
@@ -89,10 +82,11 @@ class FMPMajorIndicesEODFetcher(
         if credentials:
             api_key = credentials.get("fmp_api_key")
 
-        base_url = "https://financialmodelingprep.com/api/v3/"
+        base_url = "https://financialmodelingprep.com/api/v3"
         query_str = get_querystring(query.dict(), ["symbol"])
         query_str = query_str.replace("start_date", "from").replace("end_date", "to")
-        url = f"{base_url}historical-price-full/{query.symbol}?{query_str}&apikey={api_key}"
+        url = f"{base_url}/historical-price-full/index/%5E{query.symbol}?{query_str}&apikey={api_key}"
+
         return get_data_many(url, FMPMajorIndicesEODData, "historical")
 
     @staticmethod

openbb_sdk/providers/polygon/openbb_polygon/models/major_indices_eod.py

@@ -1,48 +1,65 @@
 """Polygon major indices end of day fetcher."""
 
 
-from datetime import datetime
-from typing import Dict, List, Optional
+from datetime import datetime, timedelta
+from typing import Dict, List, Literal, Optional
 
 from openbb_provider.abstract.fetcher import Fetcher
 from openbb_provider.helpers import data_transformer
+from openbb_provider.metadata import QUERY_DESCRIPTIONS
 from openbb_provider.models.major_indices_eod import (
     MajorIndicesEODData,
     MajorIndicesEODQueryParams,
 )
-
 from openbb_polygon.utils.helpers import get_data
-from openbb_polygon.utils.types import BaseStockData, BaseStockQueryParams
+
+from pydantic import Field, PositiveFloat, PositiveInt, validator
 
 
-class PolygonMajorIndicesEODQueryParams(BaseStockQueryParams):
-    """Polygon major indices end of day query.
+class PolygonMajorIndicesEODQueryParams(MajorIndicesEODQueryParams):
+    """Polygon major indices end of day Query.
 
     Source: https://polygon.io/docs/indices/getting-started
-
-    Parameters
-    ----------
-    symbol : str
-        The symbol of the stocks to fetch.
-    start_date : Union[date, datetime]
-        The start date of the query.
-    end_date : Union[date, datetime]
-        The end date of the query.
-    timespan : Timespan, optional
-        The timespan of the query, by default Timespan.day
-    sort : Literal["asc", "desc"], optional
-        The sort order of the query, by default "desc"
-    limit : PositiveInt, optional
-        The limit of the query, by default 49999
-    adjusted : bool, optional
-        Whether the query is adjusted, by default True
-    multiplier : PositiveInt, optional
-        The multiplier of the query, by default 1
     """
 
+    timespan: Literal[
+        "minute", "hour", "day", "week", "month", "quarter", "year"
+    ] = Field(default="day", description="The timespan of the data.")
+    sort: Literal["asc", "desc"] = Field(
+        default="desc", description="Sort order of the data."
+    )
+    limit: PositiveInt = Field(
+        default=49999, description=QUERY_DESCRIPTIONS.get("limit", "")
+    )
+    adjusted: bool = Field(default=True, description="Whether the data is adjusted.")
+    multiplier: PositiveInt = Field(
+        default=1, description="The multiplier of the timespan."
+    )
 
-class PolygonMajorIndicesEODData(BaseStockData):
-    """Polygon major indices end of day data."""
+
+class PolygonMajorIndicesEODData(MajorIndicesEODData):
+    """Polygon major indices end of day Data."""
+
+    class Config:
+        fields = {
+            "open": "o",
+            "high": "h",
+            "low": "l",
+            "close": "c",
+            "volume": "v",
+        }
+
+    t: datetime = Field(description="The timestamp of the data.")
+    n: PositiveInt = Field(
+        description="The number of transactions for the symbol in the time period."
+    )
+    vw: PositiveFloat = Field(
+        description="The volume weighted average price of the symbol."
+    )
+
+    @validator("t", pre=True, check_fields=False)
+    def time_validate(cls, v):  # pylint: disable=E0213
+        return datetime.fromtimestamp(v / 1000)
 
 
 class PolygonMajorIndicesEODFetcher(
@@ -57,11 +74,14 @@ class PolygonMajorIndicesEODFetcher(
     def transform_query(
         query: MajorIndicesEODQueryParams, extra_params: Optional[Dict] = None
     ) -> PolygonMajorIndicesEODQueryParams:
+        now = datetime.now().date()
+        start_date = query.start_date or (now - timedelta(days=7))
+        end_date = query.end_date or now
         return PolygonMajorIndicesEODQueryParams(
             symbol=query.symbol,
-            start_date=query.start_date,
-            end_date=query.end_date if query.end_date else datetime.now(),
-            **extra_params if extra_params else {},
+            start_date=start_date,
+            end_date=end_date,
+            **extra_params or {},
         )
 
     @staticmethod
@@ -73,7 +93,7 @@ class PolygonMajorIndicesEODFetcher(
 
         request_url = (
             f"https://api.polygon.io/v2/aggs/ticker/"
-            f"I:{query.stocksTicker.upper()}/range/1/{query.timespan}/"
+            f"I:{query.symbol}/range/1/{query.timespan}/"
             f"{query.start_date}/{query.end_date}?adjusted={query.adjusted}"
             f"&sort={query.sort}&limit={query.limit}&multiplier={query.multiplier}"
             f"&apiKey={api_key}"

openbb_sdk/sdk/provider/openbb_provider/models/major_indices_eod.py

@@ -1,60 +1,32 @@
 """Major indices aggregate end of day price data model."""
 
 
-from datetime import date, datetime
+from datetime import date
 from typing import Optional
 
 from pydantic import Field, PositiveFloat
 
 from openbb_provider.abstract.data import Data, QueryParams
-from openbb_provider.metadata import QUERY_DESCRIPTIONS
+from openbb_provider.metadata import DATA_DESCRIPTIONS, QUERY_DESCRIPTIONS
 from openbb_provider.models.base import BaseSymbol
 
 
 class MajorIndicesEODQueryParams(QueryParams, BaseSymbol):
-    """Major Indices end of day query.
+    """Major Indices end of day Query."""
 
-    Parameter
-    ---------
-    symbol : str
-        The symbol of the company.
-    start_date : date
-        The start date of the stock data from which to retrieve the data.
-    end_date : Optional[date]
-        The end date of the stock data up to which to retrieve the data.
-    """
-
-    start_date: date = Field(description=QUERY_DESCRIPTIONS.get("start_date", ""))
+    start_date: Optional[date] = Field(
+        description=QUERY_DESCRIPTIONS.get("start_date", ""),
+    )
     end_date: Optional[date] = Field(
-        description=QUERY_DESCRIPTIONS.get("end_date", ""), default=date.today()
+        description=QUERY_DESCRIPTIONS.get("end_date", ""),
     )
 
 
 class MajorIndicesEODData(Data):
-    """Major Indices end of day price data.
+    """Major Indices end of day price data."""
 
-    Returns
-    -------
-    date : datetime
-        The date of the stock.
-    open : PositiveFloat
-        The open price of the stock.
-    high : PositiveFloat
-        The high price of the stock.
-    low : PositiveFloat
-        The low price of the stock.
-    close : PositiveFloat
-        The close price of the stock.
-    adj_close : Optional[PositiveFloat]
-        The adjusted close price of the stock.
-    volume : Optional[PositiveFloat]
-        The volume of the stock.
-    """
-
-    date: datetime
-    open: PositiveFloat
-    high: PositiveFloat
-    low: PositiveFloat
-    close: PositiveFloat
-    adj_close: Optional[PositiveFloat]
-    volume: Optional[PositiveFloat]
+    open: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("open", ""))
+    high: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("high", ""))
+    low: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("low", ""))
+    close: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("close", ""))
+    volume: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("volume", ""))