mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-27 04:31:13 +00:00
[Enhancement] openbb-cftc: Improve CFTC Endpoints and Make a Standalone Workspace App For COT Data (#7449)
* improve cftc endpoints and make a standalone workspace app * mypy * forgot couple of files to commit * test params * integration test param name * fix sec-sic-search * fill some contracts missing category and subcategory, add a workspace workchoices endpoint * linter * integration test for cot_choices
This commit is contained in:
Danglewood
@@ -8,17 +8,15 @@ from openbb_core.provider.utils.descriptions import (
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DATA_DESCRIPTIONS,
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QUERY_DESCRIPTIONS,
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)
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from pydantic import Field
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from pydantic import AliasChoices, Field
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class COTQueryParams(QueryParams):
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"""Commitment of Traders Reports Query."""
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id: str = Field(
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description="A string with the CFTC market code or other identifying string,"
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+ " such as the contract market name, commodity name, or commodity group - i.e, 'gold' or 'japanese yen'."
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+ "Default report is Fed Funds Futures. Use the 'cftc_market_code' for an exact match.",
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default="045601",
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code: str = Field(
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description="A string with the market code.",
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validation_alias=AliasChoices("code", "id"),
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)
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start_date: dateType | None = Field(
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default=None,
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@@ -9,13 +9,28 @@ from pydantic import Field
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class CotSearchQueryParams(QueryParams):
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"""Commitment of Traders Reports Search Query."""
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code: str | None = Field(
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default=None,
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description="A string with the market contract code (can be partial).",
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)
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query: str = Field(description="Search query.", default="")
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class CotSearchData(Data):
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"""Commitment of Traders Reports Search Data."""
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code: str = Field(description="CFTC market contract code of the report.")
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code: str = Field(
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description="CFTC market contract code of the report.",
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json_schema_extra={
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"x-widget_config": {
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"renderFn": "cellOnClick",
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"renderFnParams": {
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"actionType": "groupBy",
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"groupByParamName": "code",
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},
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},
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},
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)
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name: str = Field(description="Name of the underlying asset.")
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category: str | None = Field(
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default=None, description="Category of the underlying asset."
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@@ -136,51 +136,6 @@ def test_regulators_sec_sic_search(params, headers):
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assert result.status_code == 200
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@pytest.mark.parametrize(
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"params",
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[
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({"query": "grain", "provider": "cftc"}),
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],
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)
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@pytest.mark.integration
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def test_regulators_cftc_cot_search(params, headers):
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"""Test the CFTC COT search endpoint."""
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params = {p: v for p, v in params.items() if v}
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query_str = get_querystring(params, [])
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url = f"http://0.0.0.0:8000/api/v1/regulators/cftc/cot_search?{query_str}"
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result = requests.get(url, headers=headers, timeout=10)
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assert isinstance(result, requests.Response)
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assert result.status_code == 200
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@pytest.mark.parametrize(
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"params",
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[
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(
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{
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"id": "045601",
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"report_type": "legacy",
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"start_date": "2023-01-01",
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"end_date": "2023-06-06",
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"futures_only": False,
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"provider": "cftc",
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}
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),
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],
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)
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@pytest.mark.integration
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def test_regulators_cftc_cot(params, headers):
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"""Test the CFTC COT endpoint."""
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params = {p: v for p, v in params.items() if v}
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query_str = get_querystring(params, [])
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url = f"http://0.0.0.0:8000/api/v1/regulators/cftc/cot?{query_str}"
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result = requests.get(url, headers=headers, timeout=10)
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assert isinstance(result, requests.Response)
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assert result.status_code == 200
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@pytest.mark.parametrize(
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"params",
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[
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@@ -117,45 +117,6 @@ def test_regulators_sec_sic_search(params, obb):
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params",
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[
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({"query": "grain", "provider": "cftc"}),
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],
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)
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@pytest.mark.integration
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def test_regulators_cftc_cot_search(params, obb):
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"""Test the CFTC COT search endpoint."""
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result = obb.regulators.cftc.cot_search(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params",
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[
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(
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{
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"id": "045601",
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"report_type": "legacy",
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"start_date": "2023-01-01",
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"end_date": "2023-06-06",
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"futures_only": False,
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"provider": "cftc",
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}
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),
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],
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)
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@pytest.mark.integration
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def test_regulators_cftc_cot(params, obb):
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"""Test the CFTC COT endpoint."""
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result = obb.regulators.cftc.cot(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params",
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[
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@@ -1 +0,0 @@
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"""Commodity Futures Trading Commission (CFTC)."""
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@@ -1,67 +0,0 @@
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# pylint: disable=W0613:unused-argument
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"""Commodity Futures Trading Commission (CFTC) Router."""
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from openbb_core.app.model.command_context import CommandContext
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from openbb_core.app.model.example import APIEx
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from openbb_core.app.model.obbject import OBBject
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from openbb_core.app.provider_interface import (
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ExtraParams,
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ProviderChoices,
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StandardParams,
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)
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from openbb_core.app.query import Query
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from openbb_core.app.router import Router
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router = Router(prefix="/cftc")
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@router.command(
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model="COTSearch",
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examples=[
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APIEx(parameters={"provider": "cftc"}),
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APIEx(parameters={"query": "gold", "provider": "cftc"}),
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],
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)
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async def cot_search(
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cc: CommandContext,
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provider_choices: ProviderChoices,
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standard_params: StandardParams,
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extra_params: ExtraParams,
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) -> OBBject:
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"""Get the current Commitment of Traders Reports.
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Search a list of the current Commitment of Traders Reports series information.
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"""
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return await OBBject.from_query(Query(**locals()))
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@router.command(
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model="COT",
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examples=[
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APIEx(parameters={"provider": "ctfc"}),
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APIEx(
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description="Get the latest report for all items classified as, GOLD.",
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parameters={"id": "gold", "provider": "cftc"},
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),
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APIEx(
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description="Enter the entire history for a single CFTC Market Contract Code.",
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parameters={"id": "088691", "provider": "cftc"},
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),
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APIEx(
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description="Get the report for futures only.",
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parameters={"id": "088691", "futures_only": True, "provider": "cftc"},
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),
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APIEx(
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description="Get the most recent Commodity Index Traders Supplemental Report.",
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parameters={"id": "all", "report_type": "supplemental", "provider": "cftc"},
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),
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],
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)
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async def cot(
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cc: CommandContext,
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provider_choices: ProviderChoices,
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standard_params: StandardParams,
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extra_params: ExtraParams,
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) -> OBBject:
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"""Get Commitment of Traders Reports."""
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return await OBBject.from_query(Query(**locals()))
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@@ -5,11 +5,7 @@
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from openbb_core.app.router import Router
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from .cftc.cftc_router import (
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router as cftc_router,
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)
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from .sec.sec_router import router as sec_router
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router = Router(prefix="", description="Financial market regulators data.")
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router.include_router(sec_router)
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router.include_router(cftc_router)
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90
openbb_platform/providers/cftc/README.md
vendored
90
openbb_platform/providers/cftc/README.md
vendored
@@ -1,17 +1,20 @@
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# CFTC Provider Extension
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This package provides full access to the CFTC Commitment of Traders database.
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Reports are fetched by CFTC Code (e.g. `13874+`) and returns the full history of the contract.
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## Installation
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Install from PyPI with:
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Install into a Python environment (3.10 - 3.14) from PyPI with:
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```sh
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pip install openbb-cftc
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```
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Install this extension locally with:
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Then build the Python static assets:
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```sh
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pip install -e .
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openbb-build
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```
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## Credentials
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@@ -28,3 +31,84 @@ Then, generate the app_token by signing in with the credentials here: https://pu
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If adding a token, use `cftc_app_token` as the key in the `user_settings.json` file. The value expected value is the app_token and not the `secret` or `api_key`.
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The token can be set as an environment variable:
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```env
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CFTC_APP_TOKEN
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```
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## Coverage
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This extension provides a dedicated router module with two endpoints, and one OpenBB Workspace application.
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- `obb.cftc.cot`
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- `obb.cftc.cot_search`
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## Usage
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The package can be used as a Python module, or a REST API.
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### REST API
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Start the server over localhost with:
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```sh
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openbb-api
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```
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### Python
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```python
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from openbb import obb
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search_results = obb.cftc.cot_search(query="gold")
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print(search_results.to_df())
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```
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| code | name | category | subcategory | commodity_name | contract_units |
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|:------------|:-------------------|:------------------|:----------------|:-----------------|:-------------------------------|
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| CFTC_088691 | GOLD | NATURAL RESOURCES | PRECIOUS METALS | GOLD | (CONTRACTS OF 100 TROY OUNCES) |
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| CFTC_088LM1 | GOLD -1 TROY OUNCE | NATURAL RESOURCES | PRECIOUS METALS | GOLD | (1 troy ounce x $2,300) |
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| CFTC_088695 | MICRO GOLD | NATURAL RESOURCES | PRECIOUS METALS | GOLD | (CONTRACTS OF 10 TROY OUNCES) |
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```python
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report = obb.cftc.cot(code="CFTC_088695", measure="percent_of_oi", limit=4)
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print(report.to_df().T)
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```
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| | 2026-03-03 | 2026-03-10 | 2026-03-17 | 2026-03-24 |
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|:--------------------------------------------|-------------:|-------------:|-------------:|-------------:|
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| open_interest_all | 60933 | 58119 | 64124 | 71998 |
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| open_interest_pct_all | 1 | 1 | 1 | 1 |
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| open_interest_pct_non_commercial_long_all | 0.186 | 0.18 | 0.168 | 0.285 |
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| open_interest_pct_non_commercial_short_all | 0.527 | 0.546 | 0.555 | 0.515 |
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| open_interest_pct_non_commercial_spread | 0.058 | 0.06 | 0.078 | 0.124 |
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| open_interest_pct_commercial_long_all | 0.088 | 0.095 | 0.091 | 0.083 |
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| open_interest_pct_commercial_short_all | 0 | 0 | 0 | 0 |
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| open_interest_pct_total_reportable_long_all | 0.333 | 0.335 | 0.336 | 0.492 |
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| open_interest_pct_total_reportable_short | 0.585 | 0.606 | 0.632 | 0.64 |
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| open_interest_pct_non_reportable_long_all | 0.667 | 0.665 | 0.664 | 0.508 |
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| open_interest_pct_non_reportable_short_all | 0.415 | 0.394 | 0.368 | 0.36 |
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## Report Types
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Reports can be filtered by measure, or include all reported fields. Report types come as 'Futures Only', or 'Combined' (futures and options combined positions), selectable by setting the `futures_only` boolean parameter.
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### Legacy
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The Legacy report is broken down by exchange with reported open interest further broken down into three trader classifications: commercial, non-commercial and non-reportable.
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### Disaggregated
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The Disaggregated reports are broken down by Agriculture and Natural Resource contracts. The Disaggregated reports break down reportable open interest positions into four classifications: Producer/Merchant, Swap Dealers, Managed Money and Other Reportables.
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### Financial
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The Traders in Financial Futures (TFF) report includes financial contracts. The TFF report breaks down the reported open interest into five classifications: Dealer, Asset Manager, Leveraged Money, Other Reportables and Non-Reportables.
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### Supplemental
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The Supplemental report includes 13 select agricultural commodity contracts for combined futures and options positions. Supplemental reports break down the reportable open interest positions into three trader classifications: non-commercial, commercial, and index traders.
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Visit the CFTC [website](https://www.cftc.gov/MarketReports/CommitmentsofTraders/index.htm) for detailed descriptions of reports and classification methodology.
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93
openbb_platform/providers/cftc/integration/test_cftc_api.py
Normal file
93
openbb_platform/providers/cftc/integration/test_cftc_api.py
Normal file
@@ -0,0 +1,93 @@
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"""Integration tests for the regulators API."""
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# pylint: disable=redefined-outer-name
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import base64
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import pytest
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import requests
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from openbb_core.env import Env
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from openbb_core.provider.utils.helpers import get_querystring
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@pytest.fixture(scope="session")
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def headers():
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"""Get the headers for the API request."""
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userpass = f"{Env().API_USERNAME}:{Env().API_PASSWORD}"
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userpass_bytes = userpass.encode("ascii")
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base64_bytes = base64.b64encode(userpass_bytes)
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return {"Authorization": f"Basic {base64_bytes.decode('ascii')}"}
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@pytest.mark.parametrize(
|
||||
"params",
|
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[
|
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(
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{
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"query": "grain",
|
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"report_type": "legacy",
|
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"futures_only": False,
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"category": None,
|
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"subcategory": None,
|
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"code": None,
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"provider": "cftc",
|
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}
|
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),
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],
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)
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@pytest.mark.integration
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def test_cftc_cot_search(params, headers):
|
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"""Test the CFTC COT search endpoint."""
|
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params = {p: v for p, v in params.items() if v}
|
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|
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query_str = get_querystring(params, [])
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url = f"http://localhost:8000/api/v1/cftc/cot_search?{query_str}"
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result = requests.get(url, headers=headers, timeout=10)
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assert isinstance(result, requests.Response)
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assert result.status_code == 200
|
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|
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|
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@pytest.mark.parametrize(
|
||||
"params",
|
||||
[
|
||||
(
|
||||
{
|
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"code": "045601",
|
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"report_type": "legacy",
|
||||
"start_date": None,
|
||||
"end_date": None,
|
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"limit": 1,
|
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"futures_only": False,
|
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"measure": "all",
|
||||
"provider": "cftc",
|
||||
}
|
||||
),
|
||||
],
|
||||
)
|
||||
@pytest.mark.integration
|
||||
def test_cftc_cot(params, headers):
|
||||
"""Test the CFTC COT endpoint."""
|
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params = {p: v for p, v in params.items() if v}
|
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|
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query_str = get_querystring(params, [])
|
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url = f"http://localhost:8000/api/v1/cftc/cot?{query_str}"
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result = requests.get(url, headers=headers, timeout=10)
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assert isinstance(result, requests.Response)
|
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assert result.status_code == 200
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"params",
|
||||
[
|
||||
({}),
|
||||
],
|
||||
)
|
||||
@pytest.mark.integration
|
||||
def test_cftc_get_cot_choices(params, headers):
|
||||
"""Test the CFTC get_cot_choices endpoint."""
|
||||
query_str = get_querystring(params, [])
|
||||
url = f"http://localhost:8000/api/v1/cftc/get_cot_choices?{query_str}"
|
||||
result = requests.get(url, headers=headers, timeout=10)
|
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assert isinstance(result, requests.Response)
|
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assert result.status_code == 200
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||||
@@ -0,0 +1,84 @@
|
||||
"""Test Regulators extension."""
|
||||
|
||||
# pylint: disable=redefined-outer-name
|
||||
|
||||
import pytest
|
||||
from openbb_core.app.model.obbject import OBBject
|
||||
|
||||
|
||||
# pylint: disable=inconsistent-return-statements
|
||||
@pytest.fixture(scope="session")
|
||||
def obb(pytestconfig):
|
||||
"""Fixture to setup obb."""
|
||||
|
||||
if pytestconfig.getoption("markexpr") != "not integration":
|
||||
import openbb # pylint: disable=import-outside-toplevel
|
||||
|
||||
return openbb.obb
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"params",
|
||||
[
|
||||
(
|
||||
{
|
||||
"query": "grain",
|
||||
"report_type": "legacy",
|
||||
"futures_only": False,
|
||||
"category": None,
|
||||
"subcategory": None,
|
||||
"code": None,
|
||||
"provider": "cftc",
|
||||
}
|
||||
),
|
||||
],
|
||||
)
|
||||
@pytest.mark.integration
|
||||
def test_cftc_cot_search(params, obb):
|
||||
"""Test the CFTC COT search endpoint."""
|
||||
result = obb.cftc.cot_search(**params)
|
||||
assert result
|
||||
assert isinstance(result, OBBject)
|
||||
assert len(result.results) > 0
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"params",
|
||||
[
|
||||
(
|
||||
{
|
||||
"code": "045601",
|
||||
"report_type": "legacy",
|
||||
"start_date": None,
|
||||
"end_date": None,
|
||||
"limit": 1,
|
||||
"futures_only": False,
|
||||
"measure": "all",
|
||||
"provider": "cftc",
|
||||
}
|
||||
),
|
||||
],
|
||||
)
|
||||
@pytest.mark.integration
|
||||
def test_cftc_cot(params, obb):
|
||||
"""Test the CFTC COT endpoint."""
|
||||
result = obb.cftc.cot(**params)
|
||||
assert result
|
||||
assert isinstance(result, OBBject)
|
||||
assert len(result.results) > 0
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"params",
|
||||
[
|
||||
({}),
|
||||
],
|
||||
)
|
||||
@pytest.mark.integration
|
||||
@pytest.mark.skip(reason="This is not included in the Python interface.")
|
||||
def test_cftc_get_cot_choices(params, obb):
|
||||
"""Test the CFTC get_cot_choices endpoint."""
|
||||
result = obb.cftc.get_cot_choices(**params)
|
||||
assert result
|
||||
assert isinstance(result, OBBject)
|
||||
assert len(result.results) > 0
|
||||
107
openbb_platform/providers/cftc/openbb_cftc/apps.json
vendored
Normal file
107
openbb_platform/providers/cftc/openbb_cftc/apps.json
vendored
Normal file
@@ -0,0 +1,107 @@
|
||||
[
|
||||
{
|
||||
"name": "CFTC Commitment of Traders",
|
||||
"img": "https://upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Commodity_Futures_Trading_Commission_seal.svg/1920px-Commodity_Futures_Trading_Commission_seal.svg.png",
|
||||
"img_dark": "https://upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Commodity_Futures_Trading_Commission_seal.svg/1920px-Commodity_Futures_Trading_Commission_seal.svg.png",
|
||||
"img_light": "https://upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Commodity_Futures_Trading_Commission_seal.svg/1920px-Commodity_Futures_Trading_Commission_seal.svg.png",
|
||||
"description": "Search and query the full historical database of reports for contracts covering commodity and financial futures.",
|
||||
"allowCustomization": true,
|
||||
"tabs": {
|
||||
"": {
|
||||
"id": "",
|
||||
"name": "",
|
||||
"layout": [
|
||||
{
|
||||
"i": "cftc_cot_cftc_obb",
|
||||
"x": 0,
|
||||
"y": 15,
|
||||
"w": 40,
|
||||
"h": 22,
|
||||
"state": {
|
||||
"params": {
|
||||
"code": "CFTC_13874+",
|
||||
"measure": "changes",
|
||||
"futures_only": "true",
|
||||
"limit": "52"
|
||||
},
|
||||
"chartView": {
|
||||
"enabled": false,
|
||||
"chartType": "line"
|
||||
},
|
||||
"columnState": {
|
||||
"default": {
|
||||
"columnPinning": {
|
||||
"leftColIds": [
|
||||
"date"
|
||||
],
|
||||
"rightColIds": []
|
||||
},
|
||||
"columnOrder": {
|
||||
"orderedColIds": [
|
||||
"date",
|
||||
"open_interest_all",
|
||||
"change_in_open_interest_all",
|
||||
"change_in_non_commercial_long_all",
|
||||
"change_in_non_commercial_short_all",
|
||||
"change_in_non_commercial_spread_all",
|
||||
"change_in_commercial_long_all",
|
||||
"change_in_commercial_short_all",
|
||||
"change_in_total_reportable_long_all",
|
||||
"change_in_total_reportable_short",
|
||||
"change_in_non_reportable_long_all",
|
||||
"change_in_non_reportable_short_all"
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
"groups": [
|
||||
"Group 1"
|
||||
]
|
||||
},
|
||||
{
|
||||
"i": "cftc_cot_search_cftc_obb",
|
||||
"x": 0,
|
||||
"y": 0,
|
||||
"w": 40,
|
||||
"h": 15,
|
||||
"state": {
|
||||
"params": {
|
||||
"subcategory": "stock_indices"
|
||||
},
|
||||
"chartView": {
|
||||
"enabled": false,
|
||||
"chartType": "line"
|
||||
},
|
||||
"columnState": {
|
||||
"default": {
|
||||
"columnOrder": {
|
||||
"orderedColIds": [
|
||||
"code",
|
||||
"name",
|
||||
"category",
|
||||
"subcategory",
|
||||
"commodity_name",
|
||||
"contract_units"
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
"groups": [
|
||||
"Group 1"
|
||||
]
|
||||
}
|
||||
]
|
||||
}
|
||||
},
|
||||
"groups": [
|
||||
{
|
||||
"name": "Group 1",
|
||||
"type": "param",
|
||||
"paramName": "code",
|
||||
"defaultValue": "CFTC_13874+"
|
||||
}
|
||||
]
|
||||
}
|
||||
]
|
||||
@@ -1 +0,0 @@
|
||||
"""CFTC Provider Module Static Assets."""
|
||||
File diff suppressed because one or more lines are too long
159
openbb_platform/providers/cftc/openbb_cftc/cftc_router.py
Normal file
159
openbb_platform/providers/cftc/openbb_cftc/cftc_router.py
Normal file
@@ -0,0 +1,159 @@
|
||||
"""Commodity Futures Trading Commission (CFTC) Router."""
|
||||
|
||||
# pylint: disable=W0212,W0613
|
||||
|
||||
from typing import Any
|
||||
|
||||
from openbb_core.app.model.command_context import CommandContext
|
||||
from openbb_core.app.model.example import APIEx
|
||||
from openbb_core.app.model.obbject import OBBject
|
||||
from openbb_core.app.provider_interface import (
|
||||
ExtraParams,
|
||||
ProviderChoices,
|
||||
StandardParams,
|
||||
)
|
||||
from openbb_core.app.query import Query
|
||||
from openbb_core.app.router import Router
|
||||
|
||||
router = Router(prefix="")
|
||||
COT_CHOICES: list[dict[str, str | dict[str, str | None]]] = []
|
||||
|
||||
|
||||
async def build_choices():
|
||||
"""Build the choices for Workspace."""
|
||||
# pylint: disable=import-outside-toplevel
|
||||
from openbb_cftc.models.cot_search import CftcCotSearchFetcher
|
||||
|
||||
contracts = await CftcCotSearchFetcher.fetch_data({}, {})
|
||||
choices: list[dict[str, str | dict[str, str | None]]] = []
|
||||
|
||||
for d in contracts:
|
||||
choice: dict[str, str | dict[str, str | None]] = {
|
||||
"label": d.name.strip(), # type: ignore
|
||||
"value": d.code.strip(), # type: ignore
|
||||
"extraInfo": {"description": f"{d.subcategory.strip()} | {d.code.strip()}", "rightOfDescription": ""}, # type: ignore
|
||||
}
|
||||
choices.append(choice)
|
||||
|
||||
global COT_CHOICES # noqa: PLW0603 # pylint: disable=W0603
|
||||
|
||||
COT_CHOICES = choices
|
||||
|
||||
|
||||
router.api_router.add_event_handler("startup", build_choices)
|
||||
|
||||
|
||||
async def get_cot_choices() -> list[dict[str, str | dict[str, str | None]]]:
|
||||
"""Get the choices for the COT command in Workspace."""
|
||||
return COT_CHOICES
|
||||
|
||||
|
||||
router._api_router.add_api_route(
|
||||
path="/get_cot_choices",
|
||||
endpoint=get_cot_choices,
|
||||
methods=["GET"],
|
||||
include_in_schema=False,
|
||||
)
|
||||
|
||||
|
||||
@router.command(
|
||||
model="COTSearch",
|
||||
examples=[
|
||||
APIEx(parameters={"provider": "cftc"}),
|
||||
APIEx(parameters={"query": "gold", "provider": "cftc"}),
|
||||
],
|
||||
widget_config={
|
||||
"name": "Commitment of Traders Search",
|
||||
"description": "Search for CFTC Commitment of Traders (COT) report series.",
|
||||
"category": "CFTC",
|
||||
"subCategory": "COT",
|
||||
"refetchInterval": False,
|
||||
},
|
||||
)
|
||||
async def cot_search(
|
||||
cc: CommandContext,
|
||||
provider_choices: ProviderChoices,
|
||||
standard_params: StandardParams,
|
||||
extra_params: ExtraParams,
|
||||
) -> OBBject:
|
||||
"""Search current Commitment of Traders Reports."""
|
||||
return await OBBject.from_query(Query(**locals()))
|
||||
|
||||
|
||||
@router.command(
|
||||
model="COT",
|
||||
examples=[
|
||||
APIEx(parameters={"provider": "ctfc"}),
|
||||
APIEx(
|
||||
description="Get the latest report for all items classified as, GOLD.",
|
||||
parameters={"code": "CFTC_088691", "limit": 1, "provider": "cftc"},
|
||||
),
|
||||
APIEx(
|
||||
description="Get the report for futures only.",
|
||||
parameters={
|
||||
"code": "CFTC_088691",
|
||||
"futures_only": True,
|
||||
"limit": 1,
|
||||
"provider": "cftc",
|
||||
},
|
||||
),
|
||||
APIEx(
|
||||
description="Filter the report down to a specific section.",
|
||||
parameters={
|
||||
"code": "CFTC_088691",
|
||||
"futures_only": True,
|
||||
"measure": "changes",
|
||||
"limit": 1,
|
||||
"provider": "cftc",
|
||||
},
|
||||
),
|
||||
],
|
||||
widget_config={
|
||||
"name": "Commitment of Traders",
|
||||
"description": "CFTC Commitment of Traders (COT) reports.",
|
||||
"category": "CFTC",
|
||||
"subCategory": "COT",
|
||||
"refetchInterval": False,
|
||||
},
|
||||
)
|
||||
async def cot(
|
||||
cc: CommandContext,
|
||||
provider_choices: ProviderChoices,
|
||||
standard_params: StandardParams,
|
||||
extra_params: ExtraParams,
|
||||
) -> OBBject:
|
||||
"""Get Commitment of Traders Reports."""
|
||||
return await OBBject.from_query(Query(**locals()))
|
||||
|
||||
|
||||
async def get_cftc_apps_json() -> list[dict[str, Any]]:
|
||||
"""Get the IMF apps.json file.
|
||||
|
||||
This endpoint serves the apps.json file containing OpenBB Workspace app configurations.
|
||||
It is automatically merged with any existing apps.json files in the Workspace and API.
|
||||
|
||||
Returns
|
||||
-------
|
||||
list[dict[str, Any]]
|
||||
A list of OpenBB Workspace app configurations.
|
||||
"""
|
||||
# pylint: disable=import-outside-toplevel
|
||||
import json
|
||||
from pathlib import Path
|
||||
|
||||
apps_file = Path(__file__).parent / "apps.json"
|
||||
|
||||
try:
|
||||
with apps_file.open("r", encoding="utf-8") as f:
|
||||
apps_json = json.load(f)
|
||||
return apps_json
|
||||
except Exception:
|
||||
return []
|
||||
|
||||
|
||||
router._api_router.add_api_route(
|
||||
path="/apps.json",
|
||||
endpoint=get_cftc_apps_json,
|
||||
methods=["GET"],
|
||||
include_in_schema=False,
|
||||
)
|
||||
File diff suppressed because it is too large
Load Diff
@@ -2,13 +2,15 @@
|
||||
|
||||
# pylint: disable=unused-argument
|
||||
|
||||
from typing import Any
|
||||
from typing import Any, Literal
|
||||
|
||||
from openbb_core.app.model.abstract.error import OpenBBError
|
||||
from openbb_core.provider.abstract.fetcher import Fetcher
|
||||
from openbb_core.provider.standard_models.cot_search import (
|
||||
CotSearchData,
|
||||
CotSearchQueryParams,
|
||||
)
|
||||
from openbb_core.provider.utils.errors import EmptyDataError
|
||||
from pydantic import Field
|
||||
|
||||
|
||||
@@ -18,6 +20,74 @@ class CftcCotSearchQueryParams(CotSearchQueryParams):
|
||||
Source: https://publicreporting.cftc.gov/stories/s/r4w3-av2u
|
||||
"""
|
||||
|
||||
__json_schema_extra__ = {
|
||||
"report_type": {
|
||||
"multiple_items_allowed": False,
|
||||
"choices": ["legacy", "disaggregated", "financial", "supplemental"],
|
||||
},
|
||||
"category": {
|
||||
"multiple_items_allowed": False,
|
||||
"choices": [
|
||||
"agriculture",
|
||||
"financial_instruments",
|
||||
"natural_resources",
|
||||
],
|
||||
},
|
||||
"subcategory": {
|
||||
"multiple_items_allowed": False,
|
||||
"choices": [
|
||||
"base_metals",
|
||||
"chemicals",
|
||||
"currency",
|
||||
"currency_non_major",
|
||||
"dairy_products",
|
||||
"digital_asset",
|
||||
"digital_asset_non_major",
|
||||
"electricity_and_sources",
|
||||
"emissions",
|
||||
"fertilizer",
|
||||
"fiber",
|
||||
"foodstuffs_softs",
|
||||
"grains",
|
||||
"interest_rate_swaps",
|
||||
"interest_rates_non_us_treasury",
|
||||
"interest_rates_us_treasury",
|
||||
"livestock_meat_products",
|
||||
"natural_gas_and_products",
|
||||
"oilseed_and_products",
|
||||
"other_agricultural",
|
||||
"other_financial_instruments",
|
||||
"petroleum_and_products",
|
||||
"precious_metals",
|
||||
"stock_indices",
|
||||
"weather",
|
||||
"wood_products",
|
||||
"yield_insurance",
|
||||
],
|
||||
},
|
||||
}
|
||||
|
||||
report_type: Literal["legacy", "disaggregated", "financial", "supplemental"] = (
|
||||
Field(
|
||||
default="legacy",
|
||||
description="The report type to search within.",
|
||||
)
|
||||
)
|
||||
futures_only: bool = Field(
|
||||
default=False,
|
||||
description="Search the futures-only report. Default is False, for the combined report.",
|
||||
)
|
||||
category: str | None = Field(
|
||||
default=None,
|
||||
description="Filter by commodity group name."
|
||||
" Underscores are replaced with spaces. E.g, 'natural_resources' -> 'NATURAL RESOURCES'.",
|
||||
)
|
||||
subcategory: str | None = Field(
|
||||
default=None,
|
||||
description="Filter by commodity subgroup name."
|
||||
" Underscores are replaced with spaces. E.g, 'precious_metals' -> 'PRECIOUS METALS'.",
|
||||
)
|
||||
|
||||
|
||||
class CftcCotSearchData(CotSearchData):
|
||||
"""CFTC Commitment of Traders Reports Search Data."""
|
||||
@@ -43,48 +113,132 @@ class CftcCotSearchFetcher(Fetcher[CftcCotSearchQueryParams, list[CftcCotSearchD
|
||||
return CftcCotSearchQueryParams(**params)
|
||||
|
||||
@staticmethod
|
||||
def extract_data(
|
||||
async def aextract_data(
|
||||
query: CftcCotSearchQueryParams,
|
||||
credentials: dict[str, str] | None,
|
||||
**kwargs: Any,
|
||||
) -> list[dict]:
|
||||
"""Search a curated list of CFTC Commitment of Traders Reports."""
|
||||
"""Search CFTC Commitment of Traders Reports via the live API."""
|
||||
# pylint: disable=import-outside-toplevel
|
||||
from importlib.resources import files # noqa
|
||||
from pathlib import Path
|
||||
from pandas import read_json
|
||||
from urllib.parse import quote
|
||||
|
||||
assets_path = Path(str(files("openbb_cftc").joinpath("assets")))
|
||||
from openbb_cftc.utils import reports_dict
|
||||
from openbb_core.provider.utils.helpers import amake_request
|
||||
|
||||
with open(assets_path.joinpath("cot_ids.json"), encoding="utf-8") as f:
|
||||
available_cot = read_json(f)
|
||||
app_token = credentials.get("cftc_app_token") if credentials else ""
|
||||
|
||||
query_string = query.query # noqa
|
||||
return (
|
||||
available_cot[
|
||||
available_cot["contract_market_name"].str.contains(
|
||||
query_string, case=False
|
||||
report_type = query.report_type.replace("financial", "tff")
|
||||
if query.futures_only is True and report_type != "supplemental":
|
||||
report_type += "_futures_only"
|
||||
elif query.futures_only is False and report_type != "supplemental":
|
||||
report_type += "_combined"
|
||||
|
||||
dataset_id = reports_dict[report_type]
|
||||
select_cols = (
|
||||
"cftc_contract_market_code,"
|
||||
"contract_market_name,"
|
||||
"commodity_name,"
|
||||
"commodity_group_name,"
|
||||
"commodity_subgroup_name,"
|
||||
"contract_units"
|
||||
)
|
||||
| available_cot["cftc_contract_market_code"].str.contains(
|
||||
query_string, case=False
|
||||
base_url = (
|
||||
f"https://publicreporting.cftc.gov/resource/{dataset_id}.json"
|
||||
f"?$select={select_cols}"
|
||||
f"&$group={select_cols}"
|
||||
"&$limit=50000"
|
||||
"&$order=commodity_group_name,commodity_subgroup_name,contract_market_name"
|
||||
)
|
||||
| available_cot["commodity_name"].str.contains(query_string, case=False)
|
||||
| available_cot["commodity_group_name"].str.contains(
|
||||
query_string, case=False
|
||||
|
||||
search_term = query.query
|
||||
where_parts: list[str] = []
|
||||
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
cutoff = (datetime.now() - timedelta(weeks=52)).strftime("%Y-%m-%d")
|
||||
where_parts.append(f"Report_Date_as_YYYY_MM_DD > '{cutoff}'")
|
||||
|
||||
if search_term:
|
||||
escaped = search_term.replace("'", "''")
|
||||
where_parts.append(
|
||||
f"(UPPER(contract_market_name) like UPPER('%{escaped}%')"
|
||||
f" OR UPPER(cftc_contract_market_code) like UPPER('%{escaped}%')"
|
||||
f" OR UPPER(commodity_name) like UPPER('%{escaped}%')"
|
||||
f" OR UPPER(commodity_group_name) like UPPER('%{escaped}%')"
|
||||
f" OR UPPER(commodity_subgroup_name) like UPPER('%{escaped}%'))"
|
||||
)
|
||||
| available_cot["commodity_subgroup_name"].str.contains(
|
||||
query_string, case=False
|
||||
|
||||
if query.category:
|
||||
cat = query.category.replace("_", " ").upper()
|
||||
where_parts.append(f"UPPER(commodity_group_name) = '{cat}'")
|
||||
|
||||
if query.subcategory:
|
||||
subcategory_map = {
|
||||
"currency_non_major": "CURRENCY(NON-MAJOR)",
|
||||
"digital_asset_non_major": "DIGITAL ASSET (NON-MAJOR)",
|
||||
"foodstuffs_softs": "FOODSTUFFS/SOFTS",
|
||||
"interest_rates_non_us_treasury": "INTEREST RATES - NON U.S. TREASURY",
|
||||
"interest_rates_us_treasury": "INTEREST RATES - U.S. TREASURY",
|
||||
"livestock_meat_products": "LIVESTOCK/MEAT PRODUCTS",
|
||||
"oilseed_and_products": "OILSEED AND PRODUCTS",
|
||||
}
|
||||
sub = subcategory_map.get(
|
||||
query.subcategory,
|
||||
query.subcategory.replace("_", " ").upper(),
|
||||
)
|
||||
]
|
||||
.reset_index(drop=True)
|
||||
.to_dict("records")
|
||||
where_parts.append(f"UPPER(commodity_subgroup_name) = '{sub}'")
|
||||
|
||||
if where_parts:
|
||||
base_url += "&$where=" + quote(" AND ".join(where_parts))
|
||||
|
||||
url = f"{base_url}&$$app_token={app_token}" if app_token else base_url
|
||||
|
||||
try:
|
||||
response = await amake_request(url, **kwargs)
|
||||
except OpenBBError as error:
|
||||
raise error from error
|
||||
|
||||
if not response:
|
||||
raise EmptyDataError(
|
||||
f"No results found for '{search_term}'."
|
||||
if search_term
|
||||
else "No results returned from the CFTC API."
|
||||
)
|
||||
|
||||
return response # type: ignore
|
||||
|
||||
@staticmethod
|
||||
def transform_data(
|
||||
query: CotSearchQueryParams,
|
||||
query: CftcCotSearchQueryParams,
|
||||
data: list[dict],
|
||||
**kwargs: Any,
|
||||
) -> list[CftcCotSearchData]:
|
||||
"""Transform the data."""
|
||||
return [CftcCotSearchData.model_validate(d) for d in data]
|
||||
results: list[CftcCotSearchData] = []
|
||||
seen: set[str] = set()
|
||||
for d in data:
|
||||
code = d.get("cftc_contract_market_code", "")
|
||||
if code and code not in seen:
|
||||
seen.add(code)
|
||||
name = d.get("commodity_name", "")
|
||||
|
||||
if "commodity_group_name" not in list(
|
||||
d
|
||||
) and name.strip().upper().endswith("INDICES"):
|
||||
category = "FINANCIAL INSTRUMENTS"
|
||||
subcategory = "STOCK INDICES"
|
||||
d["commodity_group_name"] = category
|
||||
d["commodity_subgroup_name"] = subcategory
|
||||
elif (
|
||||
"commodity_group_name" not in list(d)
|
||||
and "CRYPTO" in name.strip().upper()
|
||||
):
|
||||
category = "FINANCIAL INSTRUMENTS"
|
||||
subcategory = "DIGITAL ASSET (NON-MAJOR)"
|
||||
d["commodity_group_name"] = category
|
||||
d["commodity_subgroup_name"] = subcategory
|
||||
|
||||
d["cftc_contract_market_code"] = f"CFTC_{code}"
|
||||
results.append(CftcCotSearchData.model_validate(d))
|
||||
|
||||
return results
|
||||
|
||||
@@ -1 +1,11 @@
|
||||
"""CFTC provider extension utilities."""
|
||||
|
||||
reports_dict = {
|
||||
"legacy_futures_only": "6dca-aqww",
|
||||
"legacy_combined": "jun7-fc8e",
|
||||
"disaggregated_futures_only": "72hh-3qpy",
|
||||
"disaggregated_combined": "kh3c-gbw2",
|
||||
"tff_futures_only": "gpe5-46if",
|
||||
"tff_combined": "yw9f-hn96",
|
||||
"supplemental": "4zgm-a668",
|
||||
}
|
||||
|
||||
311
openbb_platform/providers/cftc/poetry.lock
generated
vendored
311
openbb_platform/providers/cftc/poetry.lock
generated
vendored
@@ -419,6 +419,30 @@ files = [
|
||||
{file = "colorama-0.4.6.tar.gz", hash = "sha256:08695f5cb7ed6e0531a20572697297273c47b8cae5a63ffc6d6ed5c201be6e44"},
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "deepdiff"
|
||||
version = "9.0.0"
|
||||
description = "Deep Difference and Search of any Python object/data. Recreate objects by adding adding deltas to each other."
|
||||
optional = false
|
||||
python-versions = ">=3.10"
|
||||
groups = ["main"]
|
||||
files = [
|
||||
{file = "deepdiff-9.0.0-py3-none-any.whl", hash = "sha256:b1ae0dd86290d86a03de5fbee728fde43095c1472ae4974bdab23ab4656305bd"},
|
||||
{file = "deepdiff-9.0.0.tar.gz", hash = "sha256:4872005306237b5b50829803feff58a1dfd20b2b357a55de22e7ded65b2008a7"},
|
||||
]
|
||||
|
||||
[package.dependencies]
|
||||
orderly-set = ">=5.5.0,<6"
|
||||
|
||||
[package.extras]
|
||||
cli = ["click (>=8.3.1,<8.4.0)", "pyyaml (>=6.0.3,<6.1.0)"]
|
||||
coverage = ["coverage (>=7.13.5,<7.14.0)"]
|
||||
dev = ["bump2version (>=1.0.1,<1.1.0)", "flit-core (==3.12.0)", "ipdb (>=0.13.13,<0.14.0)", "jsonpickle (>=4.1.1,<4.2.0)", "nox (==2026.2.9)", "numpy (>=2.2.0,<2.3.0) ; python_version < \"3.14\"", "numpy (>=2.4.3,<2.5.0) ; python_version >= \"3.14\"", "orjson (>=3.11.7,<3.12.0)", "pandas (>=2.2.0,<2.3.0) ; python_version < \"3.11\"", "pandas (>=3.0.1,<3.1.0) ; python_version >= \"3.11\"", "polars (>=1.39.3,<1.40.0)", "python-dateutil (>=2.9.0.post0,<2.10.0)", "pytz", "tomli (>=2.4.0,<2.5.0)", "tomli-w (>=1.2.0,<1.3.0)", "uuid6 (==2025.0.1)"]
|
||||
docs = ["Sphinx (>=8.1.3,<8.2.0)", "furo (>=2024.8.6)", "sphinx-sitemap (>=2.9.0,<2.10.0)", "sphinxemoji (>=0.3.2,<0.4.0)"]
|
||||
optimize = ["orjson"]
|
||||
static = ["flake8 (>=7.3.0,<7.4.0)", "flake8-pyproject (>=1.2.4,<1.3.0)", "pydantic (>=2.12.5,<2.13.0)"]
|
||||
test = ["pytest (>=9.0.2,<9.1.0)", "pytest-benchmark (>=5.2.3,<5.3.0)", "pytest-cov (>=7.1.0,<7.2.0)", "python-dotenv (>=1.2.2,<1.3.0)"]
|
||||
|
||||
[[package]]
|
||||
name = "exceptiongroup"
|
||||
version = "1.3.1"
|
||||
@@ -1011,6 +1035,41 @@ uuid7 = ">=0.1.0,<0.2.0"
|
||||
uvicorn = ">=0.40.0,<0.41.0"
|
||||
websockets = ">=15.0"
|
||||
|
||||
[[package]]
|
||||
name = "openbb-platform-api"
|
||||
version = "1.3.5"
|
||||
description = "OpenBB Platform API: Launch script and widgets builder for the Open Data Platform REST API and Workspace Backend Connector."
|
||||
optional = false
|
||||
python-versions = "<4,>=3.10"
|
||||
groups = ["main"]
|
||||
files = [
|
||||
{file = "openbb_platform_api-1.3.5-py3-none-any.whl", hash = "sha256:dfa0175006aede9e09906b81832105075747d836b135e945e73af51060731066"},
|
||||
{file = "openbb_platform_api-1.3.5.tar.gz", hash = "sha256:40816bb6ffe18481d7e023a5c36304761e5334d18098c72af7bd6d44f4235932"},
|
||||
]
|
||||
|
||||
[package.dependencies]
|
||||
deepdiff = ">=8.6.2"
|
||||
openbb-core = ">=1.6.4,<2.0.0"
|
||||
|
||||
[[package]]
|
||||
name = "orderly-set"
|
||||
version = "5.5.0"
|
||||
description = "Orderly set"
|
||||
optional = false
|
||||
python-versions = ">=3.8"
|
||||
groups = ["main"]
|
||||
files = [
|
||||
{file = "orderly_set-5.5.0-py3-none-any.whl", hash = "sha256:46f0b801948e98f427b412fcabb831677194c05c3b699b80de260374baa0b1e7"},
|
||||
{file = "orderly_set-5.5.0.tar.gz", hash = "sha256:e87185c8e4d8afa64e7f8160ee2c542a475b738bc891dc3f58102e654125e6ce"},
|
||||
]
|
||||
|
||||
[package.extras]
|
||||
coverage = ["coverage (>=7.6.0,<7.7.0)"]
|
||||
dev = ["bump2version (>=1.0.0,<1.1.0)", "ipdb (>=0.13.0,<0.14.0)"]
|
||||
optimize = ["orjson"]
|
||||
static = ["flake8 (>=7.1.0,<7.2.0)", "flake8-pyproject (>=1.2.3,<1.3.0)"]
|
||||
test = ["pytest (>=8.3.0,<8.4.0)", "pytest-benchmark (>=5.1.0,<5.2.0)", "pytest-cov (>=6.0.0,<6.1.0)", "python-dotenv (>=1.0.0,<1.1.0)"]
|
||||
|
||||
[[package]]
|
||||
name = "pandas"
|
||||
version = "2.3.3"
|
||||
@@ -1335,19 +1394,19 @@ files = [
|
||||
|
||||
[[package]]
|
||||
name = "pydantic"
|
||||
version = "2.13.2"
|
||||
version = "2.13.3"
|
||||
description = "Data validation using Python type hints"
|
||||
optional = false
|
||||
python-versions = ">=3.9"
|
||||
groups = ["main"]
|
||||
files = [
|
||||
{file = "pydantic-2.13.2-py3-none-any.whl", hash = "sha256:a525087f4c03d7e7456a3de89b64cd693d2229933bb1068b9af6befd5563694e"},
|
||||
{file = "pydantic-2.13.2.tar.gz", hash = "sha256:b418196607e61081c3226dcd4f0672f2a194828abb9109e9cfb84026564df2d1"},
|
||||
{file = "pydantic-2.13.3-py3-none-any.whl", hash = "sha256:6db14ac8dfc9a1e57f87ea2c0de670c251240f43cb0c30a5130e9720dc612927"},
|
||||
{file = "pydantic-2.13.3.tar.gz", hash = "sha256:af09e9d1d09f4e7fe37145c1f577e1d61ceb9a41924bf0094a36506285d0a84d"},
|
||||
]
|
||||
|
||||
[package.dependencies]
|
||||
annotated-types = ">=0.6.0"
|
||||
pydantic-core = "2.46.2"
|
||||
pydantic-core = "2.46.3"
|
||||
typing-extensions = ">=4.14.1"
|
||||
typing-inspection = ">=0.4.2"
|
||||
|
||||
@@ -1357,132 +1416,132 @@ timezone = ["tzdata ; python_version >= \"3.9\" and platform_system == \"Windows
|
||||
|
||||
[[package]]
|
||||
name = "pydantic-core"
|
||||
version = "2.46.2"
|
||||
version = "2.46.3"
|
||||
description = "Core functionality for Pydantic validation and serialization"
|
||||
optional = false
|
||||
python-versions = ">=3.9"
|
||||
groups = ["main"]
|
||||
files = [
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-macosx_10_12_x86_64.whl", hash = "sha256:160ef93541f4f84e3e5068e6c1f64d8fd6f57586e5853d609b467d3333f8146a"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-macosx_11_0_arm64.whl", hash = "sha256:1a9124b63f4f40a12a0666df57450b4c24b98407ff74349221b869ec085a5d8e"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:de12004a7da7f1eb67ece37439a5a23a915636085dd042176fda362e006e6940"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-manylinux_2_17_armv7l.manylinux2014_armv7l.whl", hash = "sha256:a070c7769fec277409ad0b3d55b2f0a3703a6f00cf5031fe93090f155bf56382"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl", hash = "sha256:41d701bb34f81f0b11c724cc544b9a10b26a28f4d0d1197f2037c91225708706"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-manylinux_2_17_s390x.manylinux2014_s390x.whl", hash = "sha256:19631e7350b7a574fb6b6db222f4b17e8bd31803074b3307d07df62379d2b2e4"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:48b1059e4f2a6ec3e41983148eb1eec5ef9fa3a80bbc4ac0893ac76b115fe039"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-manylinux_2_31_riscv64.whl", hash = "sha256:df73724fce8ad53c670358c905b37930bd7b9d92e57db640a65c53b2706eee00"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-manylinux_2_5_i686.manylinux1_i686.whl", hash = "sha256:a0891a9be0def16fb320af21a198ece052eed72bf44d73d8ff43f702bd26fd6b"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-musllinux_1_1_aarch64.whl", hash = "sha256:2ca790779aa1cba1329b8dc42ccebada441d9ac1d932de980183d544682c646d"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-musllinux_1_1_armv7l.whl", hash = "sha256:6b865eb702c3af71cf7331919a787563ce2413f7a54ef49ec6709a01b4f22ce6"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-musllinux_1_1_x86_64.whl", hash = "sha256:631bec5f951a30a4b332b4a57d0cdd5a2c8187eb71301f966425f2e54a697855"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-win32.whl", hash = "sha256:8cbd9d67357f3a925f2af1d44db3e8ef1ce1a293ea0add98081b072d4a12e3b4"},
|
||||
{file = "pydantic_core-2.46.2-cp310-cp310-win_amd64.whl", hash = "sha256:dd51dd16182b4bfdcefd27b39b856aa4a57b77f15b231a2d10c45391b0a02028"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-macosx_10_12_x86_64.whl", hash = "sha256:d8060f42db3cd204871db0afd51fef54a13fa544c4dd48cdcae2e174ef40c8ba"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-macosx_11_0_arm64.whl", hash = "sha256:73a9d2809bd8d4a7cda4d336dc996a565eb4feaaa39932f9d85a65fa18382f28"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:3b0a2dee92dfaabcfb93629188c3e9cf74fdfc0f22e7c369cb444a98814a1e50"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-manylinux_2_17_armv7l.manylinux2014_armv7l.whl", hash = "sha256:3098446ba8cf774f61cb8d4008c1dba14a30426a15169cd95ac3392a461193b1"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-manylinux_2_17_ppc64le.manylinux2014_ppc64le.whl", hash = "sha256:57c584af6c375ea3f826d8131a94cb212b3d9926eaff67117e3711bbff3a83a5"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-manylinux_2_17_s390x.manylinux2014_s390x.whl", hash = "sha256:547381cca999be88b4715a0ed7afa11f07fc7e53cb1883687b190d25a92c56cf"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:caeed15dcb1233a5a94bc6ff37ef5393cf5b33a45e4bdfb2d6042f3d24e1cb27"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-manylinux_2_31_riscv64.whl", hash = "sha256:c05f53362568c75476b5c96659377a5dfd982cfbe5a5c07de5106d08a04efc4f"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-manylinux_2_5_i686.manylinux1_i686.whl", hash = "sha256:2643ac7eae296200dbd48762a1c852cf2cad5f5e3eba34e652053cebf03becf8"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-musllinux_1_1_aarch64.whl", hash = "sha256:dc4620a47c6fe6a39f89392c00833a82fc050ce90169798f78a25a8d4df03b6e"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-musllinux_1_1_armv7l.whl", hash = "sha256:78cb0d2453b50bf2035f85fd0d9cfabdb98c47f9c53ddb7c23873cd83da9560b"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-musllinux_1_1_x86_64.whl", hash = "sha256:f0c1cbb7d6112932cc188c6be007a5e2867005a069e47f42fe67bf5f122b0908"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-win32.whl", hash = "sha256:c1ce5b2366f85cfdbf7f0907755043707f86d09a5b1b1acebbb7bf1600d75c64"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-win_amd64.whl", hash = "sha256:f1a6197eadff5bd0bb932f12bb038d403cb75db5b0b391e70e816a647745ddaf"},
|
||||
{file = "pydantic_core-2.46.2-cp311-cp311-win_arm64.whl", hash = "sha256:15e42885b283f87846ee79e161002c5c496ef747a73f6e47054f45a13d9035bc"},
|
||||
{file = "pydantic_core-2.46.2-cp312-cp312-macosx_10_12_x86_64.whl", hash = "sha256:ea1ad8c89da31512fe2d249cf0638fb666925bda341901541bc5f3311c6fcc9e"},
|
||||
{file = "pydantic_core-2.46.2-cp312-cp312-macosx_11_0_arm64.whl", hash = "sha256:b308da17b92481e0587244631c5529e5d91d04cb2b08194825627b1eca28e21e"},
|
||||
{file = "pydantic_core-2.46.2-cp312-cp312-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:d333a50bdd814a917d8d6a7ee35ba2395d53ddaa882613bc24e54a9d8b129095"},
|
||||
{file = "pydantic_core-2.46.2-cp312-cp312-manylinux_2_17_armv7l.manylinux2014_armv7l.whl", hash = "sha256:1d00b99590c5bd1fabbc5d28b170923e32c1b1071b1f1de1851a4d14d89eb192"},
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{file = "pydantic_core-2.46.3-graalpy312-graalpy250_312_native-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:fd35aa21299def8db7ef4fe5c4ff862941a9a158ca7b63d61e66fe67d30416b4"},
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{file = "pydantic_core-2.46.3-pp311-pypy311_pp73-macosx_10_12_x86_64.whl", hash = "sha256:13afdd885f3d71280cf286b13b310ee0f7ccfefd1dbbb661514a474b726e2f25"},
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{file = "pydantic_core-2.46.3-pp311-pypy311_pp73-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:6529d1d128321a58d30afcc97b49e98836542f68dd41b33c2e972bb9e5290536"},
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{file = "pydantic_core-2.46.3-pp311-pypy311_pp73-manylinux_2_5_i686.manylinux1_i686.whl", hash = "sha256:975c267cff4f7e7272eacbe50f6cc03ca9a3da4c4fbd66fffd89c94c1e311aa1"},
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{file = "pydantic_core-2.46.3-pp311-pypy311_pp73-musllinux_1_1_aarch64.whl", hash = "sha256:2b8e4f2bbdf71415c544b4b1138b8060db7b6611bc927e8064c769f64bed651c"},
|
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{file = "pydantic_core-2.46.3-pp311-pypy311_pp73-musllinux_1_1_armv7l.whl", hash = "sha256:e61ea8e9fff9606d09178f577ff8ccdd7206ff73d6552bcec18e1033c4254b85"},
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{file = "pydantic_core-2.46.3-pp311-pypy311_pp73-musllinux_1_1_x86_64.whl", hash = "sha256:b504bda01bafc69b6d3c7a0c7f039dcf60f47fab70e06fe23f57b5c75bdc82b8"},
|
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{file = "pydantic_core-2.46.3-pp311-pypy311_pp73-win_amd64.whl", hash = "sha256:b00b76f7142fc60c762ce579bd29c8fa44aaa56592dd3c54fab3928d0d4ca6ff"},
|
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{file = "pydantic_core-2.46.3.tar.gz", hash = "sha256:41c178f65b8c29807239d47e6050262eb6bf84eb695e41101e62e38df4a5bc2c"},
|
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]
|
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[package.dependencies]
|
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@@ -1984,4 +2043,4 @@ type = ["pytest-mypy"]
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[metadata]
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lock-version = "2.1"
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python-versions = ">=3.10,<4"
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content-hash = "5f36b0c7eaace34b3c91fb3cae711fb3f6b38dbfd604ce0d0f9ef102cddb73ba"
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content-hash = "a6c8f4724724200e183e448094d277a866c529e9afe622e340c8ba2521d0d8c4"
|
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|
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@@ -1,6 +1,6 @@
|
||||
[tool.poetry]
|
||||
name = "openbb-cftc"
|
||||
version = "1.3.0"
|
||||
version = "1.4.0"
|
||||
description = "The mission of the Commodity Futures Trading Commission (CFTC) is to promote the integrity, resilience, and vibrancy of the U.S. derivatives markets through sound regulation."
|
||||
authors = ["OpenBB Team <hello@openbb.co>"]
|
||||
license = "AGPL-3.0-only"
|
||||
@@ -9,7 +9,8 @@ packages = [{ include = "openbb_cftc" }]
|
||||
|
||||
[tool.poetry.dependencies]
|
||||
python = ">=3.10,<4"
|
||||
openbb-core = "^1.6.3"
|
||||
openbb-core = "^1.6.7"
|
||||
openbb-platform-api = "^1.3.5"
|
||||
|
||||
[build-system]
|
||||
requires = ["poetry-core"]
|
||||
@@ -17,3 +18,6 @@ build-backend = "poetry.core.masonry.api"
|
||||
|
||||
[tool.poetry.plugins."openbb_provider_extension"]
|
||||
cftc = "openbb_cftc:cftc_provider"
|
||||
|
||||
[tool.poetry.plugins."openbb_core_extension"]
|
||||
cftc = "openbb_cftc.cftc_router:router"
|
||||
|
||||
@@ -34,8 +34,6 @@ interactions:
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headers:
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Access-Control-Allow-Origin:
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- '*'
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Age:
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- '0'
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Connection:
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- keep-alive
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Content-Encoding:
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@@ -43,10 +41,10 @@ interactions:
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Content-Type:
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- application/json;charset=utf-8
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Date:
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- Thu, 05 Sep 2024 18:48:26 GMT
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- Thu, 02 Apr 2026 04:20:30 GMT
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Etag: null
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Last-Modified:
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- Fri, 30 Aug 2024 19:30:46 GMT
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- Fri, 27 Mar 2026 19:31:05 GMT
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Server:
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- nginx
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Strict-Transport-Security:
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@@ -60,9 +58,9 @@ interactions:
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X-SODA2-Fields:
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|
||||
X-SODA2-Secondary-Last-Modified:
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- Fri, 30 Aug 2024 19:30:46 GMT
|
||||
- Fri, 27 Mar 2026 19:31:05 GMT
|
||||
X-SODA2-Truth-Last-Modified:
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- Fri, 30 Aug 2024 19:30:46 GMT
|
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- Fri, 27 Mar 2026 19:31:05 GMT
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X-SODA2-Types:
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- Thu, 02 Apr 2026 04:20:30 GMT
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Etag: null
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Server:
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X-SODA2-Data-Out-Of-Date:
|
||||
- 'false'
|
||||
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|
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- '["cftc_contract_market_code","contract_market_name","commodity_name","commodity_group_name","commodity_subgroup_name","contract_units"]'
|
||||
X-SODA2-Secondary-Last-Modified:
|
||||
- Fri, 27 Mar 2026 19:31:05 GMT
|
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X-SODA2-Truth-Last-Modified:
|
||||
- Fri, 27 Mar 2026 19:31:05 GMT
|
||||
X-SODA2-Types:
|
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- '["text","text","text","text","text","text"]'
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status:
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code: 200
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message: OK
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version: 1
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@@ -45,7 +45,7 @@ def vcr_config():
|
||||
def test_cftc_cot_fetcher(credentials=test_credentials):
|
||||
"""Test the CFTC COT fetcher."""
|
||||
params = {
|
||||
"id": "239747",
|
||||
"code": "239747",
|
||||
"start_date": date(2024, 8, 19),
|
||||
"end_date": date(2024, 8, 21),
|
||||
}
|
||||
@@ -55,7 +55,7 @@ def test_cftc_cot_fetcher(credentials=test_credentials):
|
||||
assert result is None
|
||||
|
||||
|
||||
# The data for this request are local files, so we can't record them.
|
||||
@pytest.mark.record_http
|
||||
def test_cftc_cot_sarch_fetcher(credentials=test_credentials):
|
||||
"""Test the CFTC COT Search fetcher."""
|
||||
params = {"query": "S&P 500"}
|
||||
|
||||
@@ -6,16 +6,18 @@ from typing import Any
|
||||
|
||||
from openbb_core.provider.abstract.data import Data
|
||||
from openbb_core.provider.abstract.fetcher import Fetcher
|
||||
from openbb_core.provider.standard_models.cot_search import CotSearchQueryParams
|
||||
from openbb_core.provider.abstract.query_params import QueryParams
|
||||
from pydantic import Field
|
||||
|
||||
|
||||
class SecInstitutionsSearchQueryParams(CotSearchQueryParams):
|
||||
class SecInstitutionsSearchQueryParams(QueryParams):
|
||||
"""SEC Institutions Search Query.
|
||||
|
||||
Source: https://sec.gov/
|
||||
"""
|
||||
|
||||
query: str = Field(description="Search query.", default="")
|
||||
|
||||
use_cache: bool | None = Field(
|
||||
default=True,
|
||||
description="Whether or not to use cache.",
|
||||
|
||||
@@ -6,16 +6,19 @@ from typing import Any
|
||||
|
||||
from openbb_core.provider.abstract.data import Data
|
||||
from openbb_core.provider.abstract.fetcher import Fetcher
|
||||
from openbb_core.provider.standard_models.cot_search import CotSearchQueryParams
|
||||
from openbb_core.provider.abstract.query_params import QueryParams
|
||||
from pydantic import Field
|
||||
|
||||
|
||||
class SecSicSearchQueryParams(CotSearchQueryParams):
|
||||
class SecSicSearchQueryParams(QueryParams):
|
||||
"""SEC Standard Industrial Classification Code (SIC) Query.
|
||||
|
||||
Source: https://sec.gov/
|
||||
"""
|
||||
|
||||
query: str = Field(
|
||||
description="Search query to match against SIC code, industry title, or office."
|
||||
)
|
||||
use_cache: bool | None = Field(
|
||||
default=True,
|
||||
description="Whether or not to use cache.",
|
||||
|
||||
2
openbb_platform/pyproject.toml
vendored
2
openbb_platform/pyproject.toml
vendored
@@ -15,7 +15,7 @@ openbb-platform-api = "^1.3.5"
|
||||
|
||||
openbb-benzinga = "^1.6.0"
|
||||
openbb-bls = "^1.3.0"
|
||||
openbb-cftc = "^1.3.0"
|
||||
openbb-cftc = "^1.4.0"
|
||||
openbb-congress-gov = "^1.2.2"
|
||||
openbb-econdb = "^1.5.0"
|
||||
openbb-federal-reserve = "^1.6.1"
|
||||
|
||||
Reference in New Issue
Block a user