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Danglewood
2025-03-31 15:32:16 -07:00
parent 2564ba43db
commit b9b79a205c
33 changed files with 3761 additions and 3776 deletions
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3434
openbb_platform/openbb/assets/reference.json vendored
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10
openbb_platform/openbb/package/__extensions__.py
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@@ -25,7 +25,7 @@ Extensions:
- crypto@1.4.0
- currency@1.4.0
- derivatives@1.4.0
- economy@1.4.0
- economy@1.4.1
- equity@1.4.0
- etf@1.4.0
- fixedincome@1.4.2
@@ -34,21 +34,21 @@ Extensions:
- regulators@1.4.1
- benzinga@1.4.0
- bls@1.1.0
- bls@1.1.1
- cftc@1.1.0
- econdb@1.3.0
- federal_reserve@1.4.0
- federal_reserve@1.4.1
- fmp@1.4.1
- fred@1.4.1
- imf@1.1.0
- intrinio@1.4.0
- oecd@1.4.0
- polygon@1.4.0
- sec@1.4.1
- sec@1.4.2
- tiingo@1.4.0
- tradingeconomics@1.4.0
- us_eia@1.1.0
- yfinance@1.4.1 """
- yfinance@1.4.2 """
# fmt: on
def __repr__(self) -> str:

162
openbb_platform/openbb/package/commodity.py
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@@ -45,71 +45,71 @@ class ROUTER_commodity(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: eia.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['eia']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: eia.
category : Literal['balance_sheet', 'inputs_and_production', 'refiner_blender_net_production', 'crude_petroleum_stocks', 'gasoline_fuel_stocks', 'total_gasoline_by_sub_padd', 'distillate_fuel_oil_stocks', 'imports', 'imports_by_country', 'weekly_estimates', 'spot_prices_crude_gas_heating', 'spot_prices_diesel_jet_fuel_propane', 'retail_prices']
The group of data to be returned. The default is the balance sheet. (provider: eia)
table : Optional[str]
The specific table element within the category to be returned, default is 'stocks', if the category is 'weekly_estimates', else 'all'.
Note: Choices represent all available tables from the entire collection and are not all available for every category.
Invalid choices will raise a ValidationError with a message indicating the valid choices for the selected category.
Choices are:
all
conventional_gas
crude
crude_production
crude_production_avg
diesel
ethanol_plant_production
ethanol_plant_production_avg
exports
exports_avg
heating_oil
imports
imports_avg
imports_by_country
imports_by_country_avg
inputs_and_utilization
inputs_and_utilization_avg
jet_fuel
monthly
net_imports_inc_spr_avg
net_imports_incl_spr
net_production
net_production_avg
net_production_by_product
net_production_by_production_avg
product_by_region
product_by_region_avg
product_supplied
product_supplied_avg
propane
rbob
refiner_blender_net_production
refiner_blender_net_production_avg
stocks
supply
supply_avg
ulta_low_sulfur_distillate_reclassification
ulta_low_sulfur_distillate_reclassification_avg
weekly
Multiple comma separated items allowed. (provider: eia)
Note: Choices represent all available tables from the entire collection and are not all available for every category.
Invalid choices will raise a ValidationError with a message indicating the valid choices for the selected category.
Choices are:
all
conventional_gas
crude
crude_production
crude_production_avg
diesel
ethanol_plant_production
ethanol_plant_production_avg
exports
exports_avg
heating_oil
imports
imports_avg
imports_by_country
imports_by_country_avg
inputs_and_utilization
inputs_and_utilization_avg
jet_fuel
monthly
net_imports_inc_spr_avg
net_imports_incl_spr
net_production
net_production_avg
net_production_by_product
net_production_by_production_avg
product_by_region
product_by_region_avg
product_supplied
product_supplied_avg
propane
rbob
refiner_blender_net_production
refiner_blender_net_production_avg
stocks
supply
supply_avg
ulta_low_sulfur_distillate_reclassification
ulta_low_sulfur_distillate_reclassification_avg
weekly
Multiple comma separated items allowed. (provider: eia)
use_cache : bool
Subsequent requests for the same source data are cached for the session using ALRU cache. (provider: eia)
Returns
-------
OBBject
results : List[PetroleumStatusReport]
results : list[PetroleumStatusReport]
Serializable results.
provider : Optional[Literal['eia']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -263,54 +263,54 @@ class ROUTER_commodity(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: eia.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['eia']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: eia.
symbol : Optional[str]
Symbol to get data for. If provided, overrides the 'table' parameter to return only the specified symbol from the STEO API. Multiple comma separated items allowed. (provider: eia)
table : Literal['01', '02', '03a', '03b', '03c', '03d', '03e', '04a', '04b', '04c', '04d', '05a', '05b', '06', '07a', '07b', '07c', '07d1', '07d2', '07e', '08', '09a', '09b', '09c', '10a', '10b']
The specific table within the STEO dataset. Default is '01'. When 'symbol' is provided, this parameter is ignored.
01: US Energy Markets Summary
02: Nominal Energy Prices
03a: World Petroleum and Other Liquid Fuels Production, Consumption, and Inventories
03b: Non-OPEC Petroleum and Other Liquid Fuels Production
03c: World Petroleum and Other Liquid Fuels Production
03d: World Crude Oil Production
03e: World Petroleum and Other Liquid Fuels Consumption
04a: US Petroleum and Other Liquid Fuels Supply, Consumption, and Inventories
04b: US Hydrocarbon Gas Liquids (HGL) and Petroleum Refinery Balances
04c: US Regional Motor Gasoline Prices and Inventories
04d: US Biofuel Supply, Consumption, and Inventories
05a: US Natural Gas Supply, Consumption, and Inventories
05b: US Regional Natural Gas Prices
06: US Coal Supply, Consumption, and Inventories
07a: US Electricity Industry Overview
07b: US Regional Electricity Retail Sales
07c: US Regional Electricity Prices
07d1: US Regional Electricity Generation, Electric Power Sector
07d2: US Regional Electricity Generation, Electric Power Sector, continued
07e: US Electricity Generating Capacity
08: US Renewable Energy Consumption
09a: US Macroeconomic Indicators and CO2 Emissions
09b: US Regional Macroeconomic Data
09c: US Regional Weather Data
10a: Drilling Productivity Metrics
10b: Crude Oil and Natural Gas Production from Shale and Tight Formations (provider: eia)
01: US Energy Markets Summary
02: Nominal Energy Prices
03a: World Petroleum and Other Liquid Fuels Production, Consumption, and Inventories
03b: Non-OPEC Petroleum and Other Liquid Fuels Production
03c: World Petroleum and Other Liquid Fuels Production
03d: World Crude Oil Production
03e: World Petroleum and Other Liquid Fuels Consumption
04a: US Petroleum and Other Liquid Fuels Supply, Consumption, and Inventories
04b: US Hydrocarbon Gas Liquids (HGL) and Petroleum Refinery Balances
04c: US Regional Motor Gasoline Prices and Inventories
04d: US Biofuel Supply, Consumption, and Inventories
05a: US Natural Gas Supply, Consumption, and Inventories
05b: US Regional Natural Gas Prices
06: US Coal Supply, Consumption, and Inventories
07a: US Electricity Industry Overview
07b: US Regional Electricity Retail Sales
07c: US Regional Electricity Prices
07d1: US Regional Electricity Generation, Electric Power Sector
07d2: US Regional Electricity Generation, Electric Power Sector, continued
07e: US Electricity Generating Capacity
08: US Renewable Energy Consumption
09a: US Macroeconomic Indicators and CO2 Emissions
09b: US Regional Macroeconomic Data
09c: US Regional Weather Data
10a: Drilling Productivity Metrics
10b: Crude Oil and Natural Gas Production from Shale and Tight Formations (provider: eia)
frequency : Literal['month', 'quarter', 'annual']
The frequency of the data. Default is 'month'. (provider: eia)
Returns
-------
OBBject
results : List[ShortTermEnergyOutlook]
results : list[ShortTermEnergyOutlook]
Serializable results.
provider : Optional[Literal['eia']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

74
openbb_platform/openbb/package/commodity_price.py
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@@ -43,61 +43,61 @@ class ROUTER_commodity_price(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
commodity : Literal['wti', 'brent', 'natural_gas', 'jet_fuel', 'propane', 'heating_oil', 'diesel_gulf_coast', 'diesel_ny_harbor', 'diesel_la', 'gasoline_ny_harbor', 'gasoline_gulf_coast', 'rbob', 'all']
Commodity name associated with the EIA spot price commodity data, default is 'all'. (provider: fred)
frequency : Optional[Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert high frequency data to lower frequency.
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Literal['avg', 'sum', 'eop']
A key that indicates the aggregation method used for frequency aggregation.
This parameter has no affect if the frequency parameter is not set.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
This parameter has no affect if the frequency parameter is not set.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[CommoditySpotPrices]
results : list[CommoditySpotPrices]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

12
openbb_platform/openbb/package/crypto.py
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@@ -45,20 +45,20 @@ class ROUTER_crypto(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
query : Optional[str]
Search query.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
Returns
-------
OBBject
results : List[CryptoSearch]
results : list[CryptoSearch]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

24
openbb_platform/openbb/package/crypto_price.py
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@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -24,7 +24,7 @@ class ROUTER_crypto_price(Container):
def historical(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance."
),
@@ -49,32 +49,34 @@ class ROUTER_crypto_price(Container):
Parameters
----------
symbol : Union[str, List[str]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, polygon, tiingo, yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp', 'polygon', 'tiingo', 'yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, polygon, tiingo, yfinance.
interval : Union[Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d'], str, Literal['1m', '5m', '15m', '30m', '90m', '1h', '2h', '4h', '1d', '7d', '30d'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q']]
interval : str
Time interval of the data to return. (provider: fmp, polygon, tiingo, yfinance)
Choices for fmp: '1m', '5m', '15m', '30m', '1h', '4h', '1d'
Choices for yfinance: '1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q'
sort : Literal['asc', 'desc']
Sort order of the data. This impacts the results in combination with the 'limit' parameter. The results are always returned in ascending order by date. (provider: polygon)
limit : int
The number of data entries to return. (provider: polygon)
exchanges : Optional[Union[list[str], str]]
exchanges : Union[list[str], str, None]
To limit the query to a subset of exchanges e.g. ['POLONIEX', 'GDAX'] Multiple comma separated items allowed. (provider: tiingo)
Returns
-------
OBBject
results : List[CryptoHistorical]
results : list[CryptoHistorical]
Serializable results.
provider : Optional[Literal['fmp', 'polygon', 'tiingo', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

34
openbb_platform/openbb/package/currency.py
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@@ -1,6 +1,6 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -56,20 +56,20 @@ class ROUTER_currency(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon.
query : Optional[str]
Query to search for currency pairs.
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon.
Returns
-------
OBBject
results : List[CurrencyPairs]
results : list[CurrencyPairs]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -138,7 +138,7 @@ class ROUTER_currency(Container):
def snapshots(
self,
base: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="The base currency symbol. Multiple comma separated items allowed for provider(s): fmp, polygon."
),
@@ -150,7 +150,7 @@ class ROUTER_currency(Container):
),
] = "indirect",
counter_currencies: Annotated[
Union[str, List[str], None],
Union[str, list[str], None],
OpenBBField(
description="An optional list of counter currency symbols to filter for. None returns all."
),
@@ -167,24 +167,24 @@ class ROUTER_currency(Container):
Parameters
----------
base : Union[str, List[str]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, polygon.
base : Union[str, list[str]]
The base currency symbol. Multiple comma separated items allowed for provider(s): fmp, polygon.
quote_type : Literal['direct', 'indirect']
Whether the quote is direct or indirect. Selecting 'direct' will return the exchange rate as the amount of domestic currency required to buy one unit of the foreign currency. Selecting 'indirect' (default) will return the exchange rate as the amount of foreign currency required to buy one unit of the domestic currency.
counter_currencies : Union[str, List[str], None]
counter_currencies : Union[str, list[str], None]
An optional list of counter currency symbols to filter for. None returns all.
provider : Optional[Literal['fmp', 'polygon']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, polygon.
Returns
-------
OBBject
results : List[CurrencySnapshots]
results : list[CurrencySnapshots]
Serializable results.
provider : Optional[Literal['fmp', 'polygon']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

22
openbb_platform/openbb/package/currency_price.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -24,7 +24,7 @@ class ROUTER_currency_price(Container):
def historical(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance."
),
@@ -56,16 +56,18 @@ class ROUTER_currency_price(Container):
Parameters
----------
symbol : Union[str, List[str]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, polygon, tiingo, yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. Can use CURR1-CURR2 or CURR1CURR2 format. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp', 'polygon', 'tiingo', 'yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, polygon, tiingo, yfinance.
interval : Union[Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d'], str, Literal['1m', '5m', '15m', '30m', '90m', '1h', '2h', '4h', '1d', '5d', '21d'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q']]
interval : str
Time interval of the data to return. (provider: fmp, polygon, tiingo, yfinance)
Choices for fmp: '1m', '5m', '15m', '30m', '1h', '4h', '1d'
Choices for yfinance: '1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q'
sort : Literal['asc', 'desc']
Sort order of the data. This impacts the results in combination with the 'limit' parameter. The results are always returned in ascending order by date. (provider: polygon)
limit : int
@@ -74,12 +76,12 @@ class ROUTER_currency_price(Container):
Returns
-------
OBBject
results : List[CurrencyHistorical]
results : list[CurrencyHistorical]
Serializable results.
provider : Optional[Literal['fmp', 'polygon', 'tiingo', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

34
openbb_platform/openbb/package/derivatives_futures.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -26,7 +26,7 @@ class ROUTER_derivatives_futures(Container):
self,
symbol: Annotated[str, OpenBBField(description="Symbol to get data for.")],
date: Annotated[
Union[datetime.date, str, None, List[Union[datetime.date, str, None]]],
Union[datetime.date, str, None, list[Union[datetime.date, str, None]]],
OpenBBField(
description="A specific date to get data for. Multiple comma separated items allowed for provider(s): yfinance."
),
@@ -43,22 +43,22 @@ class ROUTER_derivatives_futures(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
symbol : str
Symbol to get data for.
date : Union[date, str, None, List[Union[date, str, None]]]
date : Union[date, str, None, list[Union[date, str, None]]]
A specific date to get data for. Multiple comma separated items allowed for provider(s): yfinance.
provider : Optional[Literal['yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
Returns
-------
OBBject
results : List[FuturesCurve]
results : list[FuturesCurve]
Serializable results.
provider : Optional[Literal['yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -107,7 +107,7 @@ class ROUTER_derivatives_futures(Container):
def historical(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): yfinance."
),
@@ -136,7 +136,9 @@ class ROUTER_derivatives_futures(Container):
Parameters
----------
symbol : Union[str, List[str]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): yfinance.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
@@ -144,20 +146,18 @@ class ROUTER_derivatives_futures(Container):
End date of the data, in YYYY-MM-DD format.
expiration : Optional[str]
Future expiry date with format YYYY-MM
provider : Optional[Literal['yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
interval : Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q']
Time interval of the data to return. (provider: yfinance)
Returns
-------
OBBject
results : List[FuturesHistorical]
results : list[FuturesHistorical]
Serializable results.
provider : Optional[Literal['yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

206
openbb_platform/openbb/package/derivatives_options.py
View File

@@ -37,13 +37,13 @@ class ROUTER_derivatives_options(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio, yfinance.
symbol : str
Symbol to get data for.
provider : Optional[Literal['intrinio', 'yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio, yfinance.
delay : Literal['eod', 'realtime', 'delayed']
Whether to return delayed, realtime, or eod data. (provider: intrinio)
date : Optional[datetime.date]
date : Optional[date]
The end-of-day date for options chains data. (provider: intrinio)
option_type : Optional[Literal['call', 'put']]
The option type, call or put, 'None' is both (default). (provider: intrinio)
@@ -73,10 +73,10 @@ class ROUTER_derivatives_options(Container):
OBBject
results : OptionsChains
Serializable results.
provider : Optional[Literal['intrinio', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -84,113 +84,113 @@ class ROUTER_derivatives_options(Container):
OptionsChains
-------------
underlying_symbol : List[Optional[str]]
underlying_symbol : list[Optional[str]]
Underlying symbol for the option.
underlying_price : List[Optional[float]]
underlying_price : list[Optional[float]]
Price of the underlying stock.
contract_symbol : List[str]
contract_symbol : list[str]
Contract symbol for the option.
eod_date : List[Optional[date]]
eod_date : list[Optional[date]]
Date for which the options chains are returned.
expiration : List[date]
expiration : list[date]
Expiration date of the contract.
dte : List[Optional[int]]
dte : list[Optional[int]]
Days to expiration of the contract.
strike : List[float]
strike : list[float]
Strike price of the contract.
option_type : List[str]
option_type : list[str]
Call or Put.
contract_size : List[Union[int, float]]
contract_size : list[Union[int, float]]
Number of underlying units per contract.
open_interest : List[Union[int, float]]
open_interest : list[Union[int, float]]
Open interest on the contract.
volume : List[Union[int, float]]
volume : list[Union[int, float]]
The trading volume.
theoretical_price : List[Optional[float]]
theoretical_price : list[Optional[float]]
Theoretical value of the option.
last_trade_price : List[Optional[float]]
last_trade_price : list[Optional[float]]
Last trade price of the option.
last_trade_size : List[Union[int, float]]
last_trade_size : list[Union[int, float]]
Last trade size of the option.
last_trade_time : List[Optional[datetime]]
last_trade_time : list[Optional[datetime]]
The timestamp of the last trade.
tick : List[Optional[str]]
tick : list[Optional[str]]
Whether the last tick was up or down in price.
bid : List[Optional[float]]
bid : list[Optional[float]]
Current bid price for the option.
bid_size : List[Union[int, float]]
bid_size : list[Union[int, float]]
Bid size for the option.
bid_time : List[Optional[datetime]]
bid_time : list[Optional[datetime]]
The timestamp of the bid price.
bid_exchange : List[Optional[str]]
bid_exchange : list[Optional[str]]
The exchange of the bid price.
ask : List[Optional[float]]
ask : list[Optional[float]]
Current ask price for the option.
ask_size : List[Union[int, float]]
ask_size : list[Union[int, float]]
Ask size for the option.
ask_time : List[Optional[datetime]]
ask_time : list[Optional[datetime]]
The timestamp of the ask price.
ask_exchange : List[Optional[str]]
ask_exchange : list[Optional[str]]
The exchange of the ask price.
mark : List[Optional[float]]
mark : list[Optional[float]]
The mid-price between the latest bid and ask.
open : List[Optional[float]]
open : list[Optional[float]]
The open price.
open_bid : List[Optional[float]]
open_bid : list[Optional[float]]
The opening bid price for the option that day.
open_ask : List[Optional[float]]
open_ask : list[Optional[float]]
The opening ask price for the option that day.
high : List[Optional[float]]
high : list[Optional[float]]
The high price.
bid_high : List[Optional[float]]
bid_high : list[Optional[float]]
The highest bid price for the option that day.
ask_high : List[Optional[float]]
ask_high : list[Optional[float]]
The highest ask price for the option that day.
low : List[Optional[float]]
low : list[Optional[float]]
The low price.
bid_low : List[Optional[float]]
bid_low : list[Optional[float]]
The lowest bid price for the option that day.
ask_low : List[Optional[float]]
ask_low : list[Optional[float]]
The lowest ask price for the option that day.
close : List[Optional[float]]
close : list[Optional[float]]
The close price.
close_size : List[Union[int, float]]
close_size : list[Union[int, float]]
The closing trade size for the option that day.
close_time : List[Optional[datetime]]
close_time : list[Optional[datetime]]
The time of the closing price for the option that day.
close_bid : List[Optional[float]]
close_bid : list[Optional[float]]
The closing bid price for the option that day.
close_bid_size : List[Union[int, float]]
close_bid_size : list[Union[int, float]]
The closing bid size for the option that day.
close_bid_time : List[Optional[datetime]]
close_bid_time : list[Optional[datetime]]
The time of the bid closing price for the option that day.
close_ask : List[Optional[float]]
close_ask : list[Optional[float]]
The closing ask price for the option that day.
close_ask_size : List[Union[int, float]]
close_ask_size : list[Union[int, float]]
The closing ask size for the option that day.
close_ask_time : List[Optional[datetime]]
close_ask_time : list[Optional[datetime]]
The time of the ask closing price for the option that day.
prev_close : List[Optional[float]]
prev_close : list[Optional[float]]
The previous close price.
change : List[Optional[float]]
change : list[Optional[float]]
The change in the price of the option.
change_percent : List[Optional[float]]
change_percent : list[Optional[float]]
Change, in normalized percentage points, of the option.
implied_volatility : List[Optional[float]]
implied_volatility : list[Optional[float]]
Implied volatility of the option.
delta : List[Optional[float]]
delta : list[Optional[float]]
Delta of the option.
gamma : List[Optional[float]]
gamma : list[Optional[float]]
Gamma of the option.
theta : List[Optional[float]]
theta : list[Optional[float]]
Theta of the option.
vega : List[Optional[float]]
vega : list[Optional[float]]
Vega of the option.
rho : List[Optional[float]]
rho : list[Optional[float]]
Rho of the option.
in_the_money : List[Optional[bool]]
in_the_money : list[Optional[bool]]
Whether the option is in the money. (provider: yfinance)
currency : List[Optional[str]]
currency : list[Optional[str]]
Currency of the option. (provider: yfinance)
Examples
@@ -260,9 +260,9 @@ class ROUTER_derivatives_options(Container):
Parameters
----------
provider : Optional[Literal['intrinio']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio.
date : Optional[Union[datetime.date, datetime.datetime, str]]
date : Union[date, datetime, str, None]
The date of the data. Can be a datetime or an ISO datetime string. Data appears to go back to around 2022-06-01 Example: '2024-03-08T12:15:00+0400' (provider: intrinio)
only_traded : bool
Only include options that have been traded during the session, default is True. Setting to false will dramatically increase the size of the response - use with caution. (provider: intrinio)
@@ -270,12 +270,12 @@ class ROUTER_derivatives_options(Container):
Returns
-------
OBBject
results : List[OptionsSnapshots]
results : list[OptionsSnapshots]
Serializable results.
provider : Optional[Literal['intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -283,59 +283,59 @@ class ROUTER_derivatives_options(Container):
OptionsSnapshots
----------------
underlying_symbol : List[str]
underlying_symbol : list[str]
Ticker symbol of the underlying asset.
contract_symbol : List[str]
contract_symbol : list[str]
Symbol of the options contract.
expiration : List[date]
expiration : list[date]
Expiration date of the options contract.
dte : List[Optional[int]]
dte : list[Optional[int]]
Number of days to expiration of the options contract.
strike : List[float]
strike : list[float]
Strike price of the options contract.
option_type : List[str]
option_type : list[str]
The type of option.
volume : List[Optional[int]]
volume : list[Optional[int]]
The trading volume.
open_interest : List[Optional[int]]
open_interest : list[Optional[int]]
Open interest at the time.
last_price : List[Optional[float]]
last_price : list[Optional[float]]
Last trade price at the time.
last_size : List[Optional[int]]
last_size : list[Optional[int]]
Lot size of the last trade.
last_timestamp : List[Optional[datetime]]
last_timestamp : list[Optional[datetime]]
Timestamp of the last price.
open : List[Optional[float]]
open : list[Optional[float]]
The open price.
high : List[Optional[float]]
high : list[Optional[float]]
The high price.
low : List[Optional[float]]
low : list[Optional[float]]
The low price.
close : List[Optional[float]]
close : list[Optional[float]]
The close price.
bid : List[Optional[float]]
bid : list[Optional[float]]
The last bid price at the time. (provider: intrinio)
bid_size : List[Optional[int]]
bid_size : list[Optional[int]]
The size of the last bid price. (provider: intrinio)
bid_timestamp : List[Optional[datetime]]
bid_timestamp : list[Optional[datetime]]
The timestamp of the last bid price. (provider: intrinio)
ask : List[Optional[float]]
ask : list[Optional[float]]
The last ask price at the time. (provider: intrinio)
ask_size : List[Optional[int]]
ask_size : list[Optional[int]]
The size of the last ask price. (provider: intrinio)
ask_timestamp : List[Optional[datetime]]
ask_timestamp : list[Optional[datetime]]
The timestamp of the last ask price. (provider: intrinio)
total_bid_volume : List[Optional[int]]
total_bid_volume : list[Optional[int]]
Total volume of bids. (provider: intrinio)
bid_high : List[Optional[float]]
bid_high : list[Optional[float]]
The highest bid price. (provider: intrinio)
bid_low : List[Optional[float]]
bid_low : list[Optional[float]]
The lowest bid price. (provider: intrinio)
total_ask_volume : List[Optional[int]]
total_ask_volume : list[Optional[int]]
Total volume of asks. (provider: intrinio)
ask_high : List[Optional[float]]
ask_high : list[Optional[float]]
The highest ask price. (provider: intrinio)
ask_low : List[Optional[float]]
ask_low : list[Optional[float]]
The lowest ask price. (provider: intrinio)
Examples
@@ -379,21 +379,21 @@ class ROUTER_derivatives_options(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio.
symbol : Optional[str]
Symbol to get data for. (the underlying symbol)
provider : Optional[Literal['intrinio']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio.
start_date : Optional[datetime.date]
start_date : Optional[date]
Start date of the data, in YYYY-MM-DD format. If no symbol is supplied, requests are only allowed for a single date. Use the start_date for the target date. Intrinio appears to have data beginning Feb/2022, but is unclear when it actually began. (provider: intrinio)
end_date : Optional[datetime.date]
end_date : Optional[date]
End date of the data, in YYYY-MM-DD format. If a symbol is not supplied, do not include an end date. (provider: intrinio)
trade_type : Optional[Literal['block', 'sweep', 'large']]
The type of unusual activity to query for. (provider: intrinio)
sentiment : Optional[Literal['bullish', 'bearish', 'neutral']]
The sentiment type to query for. (provider: intrinio)
min_value : Optional[Union[int, float]]
min_value : Union[int, float, None]
The inclusive minimum total value for the unusual activity. (provider: intrinio)
max_value : Optional[Union[int, float]]
max_value : Union[int, float, None]
The inclusive maximum total value for the unusual activity. (provider: intrinio)
limit : int
The number of data entries to return. A typical day for all symbols will yield 50-80K records. The API will paginate at 1000 records. The high default limit (100K) is to be able to reliably capture the most days. The high absolute limit (1.25M) is to allow for outlier days. Queries at the absolute limit will take a long time, and might be unreliable. Apply filters to improve performance. (provider: intrinio)
@@ -403,12 +403,12 @@ class ROUTER_derivatives_options(Container):
Returns
-------
OBBject
results : List[OptionsUnusual]
results : list[OptionsUnusual]
Serializable results.
provider : Optional[Literal['intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

627
openbb_platform/openbb/package/economy.py
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107
openbb_platform/openbb/package/economy_gdp.py
View File

@@ -43,50 +43,51 @@ class ROUTER_economy_gdp(Container):
) -> OBBject:
"""Get Forecasted GDP Data.
Parameters
----------
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['oecd']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: oecd.
country : str
Country, or countries, to get forward GDP projections for. Default is all. Multiple comma separated items allowed. (provider: oecd)
frequency : Literal['annual', 'quarter']
Frequency of the data, default is annual. (provider: oecd)
units : Literal['current_prices', 'volume', 'capita', 'growth', 'deflator']
Units of the data, default is volume (chain linked volume, 2015).
'current_prices', 'volume', and 'capita' are expressed in USD; 'growth' as a percent; 'deflator' as an index. (provider: oecd)
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: oecd.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
country : str
Country, or countries, to get forward GDP projections for. Default is all. Multiple comma separated items allowed. (provider: oecd)
frequency : Literal['annual', 'quarter']
Frequency of the data, default is annual. (provider: oecd)
units : Literal['current_prices', 'volume', 'capita', 'growth', 'deflator']
Units of the data, default is volume (chain linked volume, 2015).
'current_prices', 'volume', and 'capita' are expressed in USD;
'deflator' as an index. (provider: oecd)
Returns
-------
OBBject
results : List[GdpForecast]
Serializable results.
provider : Optional[Literal['oecd']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
Extra info.
Returns
-------
OBBject
results : list[GdpForecast]
Serializable results.
provider : Optional[str]
Provider name.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
Extra info.
GdpForecast
-----------
date : date
The date of the data.
country : str
None
value : Union[int, float]
Forecasted GDP value for the country and date.
GdpForecast
-----------
date : date
The date of the data.
country : str
None
value : Union[int, float]
Forecasted GDP value for the country and date.
Examples
--------
>>> from openbb import obb
>>> obb.economy.gdp.forecast(provider='oecd')
>>> obb.economy.gdp.forecast(country='united_states,germany,france', frequency='annual', units='capita', provider='oecd')
Examples
--------
>>> from openbb import obb
>>> obb.economy.gdp.forecast(provider='oecd')
>>> obb.economy.gdp.forecast(country='united_states,germany,france', frequency='annual', units='capita', provider='oecd')
""" # noqa: E501
return self._run(
@@ -194,12 +195,12 @@ class ROUTER_economy_gdp(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: econdb, oecd.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['econdb', 'oecd']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: econdb, oecd.
country : str
The country to get data.Use 'all' to get data for all available countries. Multiple comma separated items allowed. (provider: econdb, oecd)
use_cache : bool
@@ -214,12 +215,12 @@ class ROUTER_economy_gdp(Container):
Returns
-------
OBBject
results : List[GdpNominal]
results : list[GdpNominal]
Serializable results.
provider : Optional[Literal['econdb', 'oecd']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -355,12 +356,12 @@ class ROUTER_economy_gdp(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: econdb, oecd.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['econdb', 'oecd']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: econdb, oecd.
country : str
The country to get data.Use 'all' to get data for all available countries. Multiple comma separated items allowed. (provider: econdb, oecd)
use_cache : bool
@@ -371,12 +372,12 @@ class ROUTER_economy_gdp(Container):
Returns
-------
OBBject
results : List[GdpReal]
results : list[GdpReal]
Serializable results.
provider : Optional[Literal['econdb', 'oecd']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

305
openbb_platform/openbb/package/economy_survey.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -45,76 +45,77 @@ class ROUTER_economy_survey(Container):
) -> OBBject:
"""Search BLS surveys by category and keyword or phrase to identify BLS series IDs.
Parameters
----------
query : str
The search word(s). Use semi-colon to separate multiple queries as an & operator.
provider : Optional[Literal['bls']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: bls.
category : Optional[Literal['cpi', 'pce', 'ppi', 'ip', 'jolts', 'nfp', 'cps', 'lfs', 'wages', 'ec', 'sla', 'bed', 'tu']]
The category of BLS survey to search within.
An empty search query will return all series within the category. Options are:
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: bls.
query : str
The search word(s). Use semi-colon to separate multiple queries as an & operator.
category : Optional[Literal['cpi', 'pce', 'ppi', 'ip', 'jolts', 'nfp', 'cps', 'lfs', 'wages', 'ec', 'sla', 'bed', 'tu']]
The category of BLS survey to search within.
An empty search query will return all series within the category. Options are:
cpi - Consumer Price Index
cpi - Consumer Price Index
pce - Personal Consumption Expenditure
pce - Personal Consumption Expenditure
ppi - Producer Price Index
ppi - Producer Price Index
ip - Industry Productivity
ip - Industry Productivity
jolts - Job Openings and Labor Turnover Survey
jolts - Job Openings and Labor Turnover Survey
nfp - Nonfarm Payrolls
nfp - Nonfarm Payrolls
cps - Current Population Survey
cps - Current Population Survey
lfs - Labor Force Statistics
lfs - Labor Force Statistics
wages - Wages
wages - Wages
ec - Employer Costs
ec - Employer Costs
sla - State and Local Area Employment
sla - State and Local Area Employment
bed - Business Employment Dynamics
bed - Business Employment Dynamics
tu - Time Use
(provider: bls)
include_extras : bool
Include additional information in the search results. Extra fields returned are metadata and vary by survey. Fields are undefined strings that typically have names ending with '_code'. (provider: bls)
include_code_map : bool
When True, includes the complete code map for eaçh survey in the category, returned separately as a nested JSON to the `extras['results_metadata']` property of the response. Example content is the NAICS industry map for PPI surveys. Each code is a value within the 'symbol' of the time series. (provider: bls)
tu - Time Use
(provider: bls)
Choices for bls: 'cpi', 'pce', 'ppi', 'ip', 'jolts', 'nfp', 'cps', 'lfs', 'wages', 'ec', 'sla', 'bed', 'tu'
include_extras : bool
Include additional information in the search results. Extra fields returned are metadata and vary by survey. Fields are undefined strings that typically have names ending with '_code'. (provider: bls)
include_code_map : bool
When True, includes the complete code map for eaçh survey in the category, returned separately as a nested JSON to the `extras['results_metadata']` property of the response. Example content is the NAICS industry map for PPI surveys. Each code is a value within the 'symbol' of the time series. (provider: bls)
Returns
-------
OBBject
results : List[BlsSearch]
Serializable results.
provider : Optional[Literal['bls']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
Extra info.
Returns
-------
OBBject
results : list[BlsSearch]
Serializable results.
provider : Optional[str]
Provider name.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
Extra info.
BlsSearch
---------
symbol : str
Symbol representing the entity requested in the data.
title : Optional[str]
The title of the series.
survey_name : Optional[str]
The name of the survey.
BlsSearch
---------
symbol : str
Symbol representing the entity requested in the data.
title : Optional[str]
The title of the series.
survey_name : Optional[str]
The name of the survey.
Examples
--------
>>> from openbb import obb
>>> obb.economy.survey.bls_search(provider='bls', category='cpi')
>>> # Use semi-colon to separate multiple queries as an & operator.
>>> obb.economy.survey.bls_search(provider='bls', category='cpi', query='seattle;gasoline')
Examples
--------
>>> from openbb import obb
>>> obb.economy.survey.bls_search(provider='bls', category='cpi')
>>> # Use semi-colon to separate multiple queries as an & operator.
>>> obb.economy.survey.bls_search(provider='bls', category='cpi', query='seattle;gasoline')
""" # noqa: E501
return self._run(
@@ -161,7 +162,7 @@ class ROUTER_economy_survey(Container):
def bls_series(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): bls."
),
@@ -186,14 +187,14 @@ class ROUTER_economy_survey(Container):
Parameters
----------
symbol : Union[str, List[str]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: bls.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): bls.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['bls']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: bls.
calculations : bool
Include calculations in the response, if available. Default is True. (provider: bls)
annual_average : bool
@@ -204,12 +205,12 @@ class ROUTER_economy_survey(Container):
Returns
-------
OBBject
results : List[BlsSeries]
results : list[BlsSeries]
Serializable results.
provider : Optional[Literal['bls']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -298,54 +299,54 @@ class ROUTER_economy_survey(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
frequency : Optional[Literal['annual', 'quarter']]
Frequency aggregation to convert monthly data to lower frequency. None is monthly. (provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
avg = Average
sum = Sum
sum = Sum
eop = End of Period
(provider: fred)
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
None = No transformation
chg = Change
chg = Change
ch1 = Change from Year Ago
ch1 = Change from Year Ago
pch = Percent Change
pch = Percent Change
pc1 = Percent Change from Year Ago
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[SurveyOfEconomicConditionsChicago]
results : list[SurveyOfEconomicConditionsChicago]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -422,48 +423,48 @@ class ROUTER_economy_survey(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
topic : Union[Literal['business_activity', 'business_outlook', 'capex', 'prices_paid', 'production', 'inventory', 'new_orders', 'new_orders_growth', 'unfilled_orders', 'shipments', 'delivery_time', 'employment', 'wages', 'hours_worked'], str]
The topic for the survey response. Multiple comma separated items allowed. (provider: fred)
frequency : Optional[Literal['annual', 'quarter']]
Frequency aggregation to convert monthly data to lower frequency. None is monthly.
(provider: fred)
Frequency aggregation to convert monthly data to lower frequency. None is monthly.
(provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[ManufacturingOutlookTexas]
results : list[ManufacturingOutlookTexas]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -537,7 +538,7 @@ class ROUTER_economy_survey(Container):
def nonfarm_payrolls(
self,
date: Annotated[
Union[datetime.date, str, None, List[Union[datetime.date, str, None]]],
Union[datetime.date, str, None, list[Union[datetime.date, str, None]]],
OpenBBField(
description="A specific date to get data for. Default is the latest report. Multiple comma separated items allowed for provider(s): fred."
),
@@ -554,22 +555,22 @@ class ROUTER_economy_survey(Container):
Parameters
----------
date : Union[date, str, None, List[Union[date, str, None]]]
A specific date to get data for. Default is the latest report. Multiple comma separated items allowed for provider(s): fred.
provider : Optional[Literal['fred']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
date : Union[date, str, None, list[Union[date, str, None]]]
A specific date to get data for. Default is the latest report. Multiple comma separated items allowed for provider(s): fred.
category : Literal['employees_nsa', 'employees_sa', 'employees_production_and_nonsupervisory', 'employees_women', 'employees_women_percent', 'avg_hours', 'avg_hours_production_and_nonsupervisory', 'avg_hours_overtime', 'avg_hours_overtime_production_and_nonsupervisory', 'avg_earnings_hourly', 'avg_earnings_hourly_production_and_nonsupervisory', 'avg_earnings_weekly', 'avg_earnings_weekly_production_and_nonsupervisory', 'index_weekly_hours', 'index_weekly_hours_production_and_nonsupervisory', 'index_weekly_payrolls', 'index_weekly_payrolls_production_and_nonsupervisory']
The category to query. (provider: fred)
Returns
-------
OBBject
results : List[NonFarmPayrolls]
results : list[NonFarmPayrolls]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -645,37 +646,37 @@ class ROUTER_economy_survey(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
category : Literal['spreads', 'consumer', 'auto', 'credit_card', 'firms', 'mortgage', 'commercial_real_estate', 'standards', 'demand', 'foreign_banks']
Category of survey response. (provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[SeniorLoanOfficerSurvey]
results : list[SeniorLoanOfficerSurvey]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -741,54 +742,54 @@ class ROUTER_economy_survey(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
frequency : Optional[Literal['annual', 'quarter']]
Frequency aggregation to convert monthly data to lower frequency. None is monthly. (provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
avg = Average
sum = Sum
sum = Sum
eop = End of Period
(provider: fred)
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
None = No transformation
chg = Change
chg = Change
ch1 = Change from Year Ago
ch1 = Change from Year Ago
pch = Percent Change
pch = Percent Change
pc1 = Percent Change from Year Ago
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[UniversityOfMichigan]
results : list[UniversityOfMichigan]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

80
openbb_platform/openbb/package/equity.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -79,7 +79,7 @@ class ROUTER_equity(Container):
def historical_market_cap(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio."
),
@@ -104,26 +104,26 @@ class ROUTER_equity(Container):
Parameters
----------
symbol : Union[str, List[str]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp', 'intrinio']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio.
interval : Literal['day', 'week', 'month', 'quarter', 'year']
None
Returns
-------
OBBject
results : List[HistoricalMarketCap]
results : list[HistoricalMarketCap]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -191,22 +191,22 @@ class ROUTER_equity(Container):
Parameters
----------
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon.
market : Literal['amex', 'ams', 'ase', 'asx', 'ath', 'bme', 'bru', 'bud', 'bue', 'cai', 'cnq', 'cph', 'dfm', 'doh', 'etf', 'euronext', 'hel', 'hkse', 'ice', 'iob', 'ist', 'jkt', 'jnb', 'jpx', 'kls', 'koe', 'ksc', 'kuw', 'lse', 'mex', 'mutual_fund', 'nasdaq', 'neo', 'nse', 'nyse', 'nze', 'osl', 'otc', 'pnk', 'pra', 'ris', 'sao', 'sau', 'set', 'sgo', 'shh', 'shz', 'six', 'sto', 'tai', 'tlv', 'tsx', 'two', 'vie', 'wse', 'xetra']
The market to fetch data for. (provider: fmp)
date : Optional[Union[datetime.date, datetime.datetime, str]]
date : Union[date, datetime, str, None]
The date of the data. Can be a datetime or an ISO datetime string. Historical data appears to go back to mid-June 2022. Example: '2024-03-08T12:15:00+0400' (provider: intrinio)
Returns
-------
OBBject
results : List[MarketSnapshots]
results : list[MarketSnapshots]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -306,7 +306,7 @@ class ROUTER_equity(Container):
The last trade price. (provider: polygon)
last_trade_size : Optional[int]
The last trade size. (provider: polygon)
last_trade_conditions : Optional[List[int]]
last_trade_conditions : Optional[list[int]]
The last trade condition codes. (provider: polygon)
last_trade_exchange : Optional[int]
The last trade exchange ID code. (provider: polygon)
@@ -418,7 +418,7 @@ class ROUTER_equity(Container):
def profile(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance."
),
@@ -435,20 +435,20 @@ class ROUTER_equity(Container):
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance.
Returns
-------
OBBject
results : List[EquityInfo]
results : list[EquityInfo]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -627,7 +627,7 @@ class ROUTER_equity(Container):
Parameters
----------
provider : Optional[Literal['fmp', 'yfinance']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, yfinance.
mktcap_min : Optional[int]
Filter by market cap greater than this value. (provider: fmp, yfinance)
@@ -653,28 +653,26 @@ class ROUTER_equity(Container):
If true, returns only ETFs. (provider: fmp)
is_active : Optional[bool]
If false, returns only inactive tickers. (provider: fmp)
sector : Optional[Union[Literal['consumer_cyclical', 'energy', 'technology', 'industrials', 'financial_services', 'basic_materials', 'communication_services', 'consumer_defensive', 'healthcare', 'real_estate', 'utilities', 'industrial_goods', 'financial', 'services'], Literal['basic_materials', 'communication_services', 'consumer_cyclical', 'consumer_defensive', 'energy', 'financial_services', 'healthcare', 'industrials', 'real_estate', 'technology', 'utilities']]]
sector : str
Filter by sector. (provider: fmp, yfinance)
industry : Optional[str]
Filter by industry. (provider: fmp, yfinance)
country : Optional[str]
Filter by country, as a two-letter country code. (provider: fmp);
Filter by country, as a two-letter country code. Default is, 'us'. Use, 'all', for all countries. (provider: yfinance)
exchange : Optional[Union[Literal['amex', 'ams', 'ase', 'asx', 'ath', 'bme', 'bru', 'bud', 'bue', 'cai', 'cnq', 'cph', 'dfm', 'doh', 'etf', 'euronext', 'hel', 'hkse', 'ice', 'iob', 'ist', 'jkt', 'jnb', 'jpx', 'kls', 'koe', 'ksc', 'kuw', 'lse', 'mex', 'mutual_fund', 'nasdaq', 'neo', 'nse', 'nyse', 'nze', 'osl', 'otc', 'pnk', 'pra', 'ris', 'sao', 'sau', 'set', 'sgo', 'shh', 'shz', 'six', 'sto', 'tai', 'tlv', 'tsx', 'two', 'vie', 'wse', 'xetra'], Literal['ams', 'aqs', 'ase', 'asx', 'ath', 'ber', 'bru', 'bse', 'bts', 'bud', 'bue', 'bvb', 'bvc', 'ccs', 'cnq', 'cph', 'cxe', 'dfm', 'doh', 'dus', 'ebs', 'fka', 'fra', 'ger', 'ham', 'han', 'hel', 'hkg', 'ice', 'iob', 'ise', 'ist', 'jkt', 'jnb', 'jpx', 'kls', 'kuw', 'lis', 'lit', 'lse', 'mce', 'mex', 'mil', 'mun', 'ncm', 'neo', 'ngm', 'nms', 'nsi', 'nyq', 'nze', 'oem', 'oqb', 'oqx', 'osl', 'par', 'pnk', 'pra', 'ris', 'sau', 'ses', 'set', 'sgo', 'shh', 'shz', 'sto', 'stu', 'tai', 'tal', 'tlv', 'tor', 'two', 'van', 'vie', 'vse', 'wse']]]
Filter by country, as a two-letter country code. (provider: fmp)
exchange : str
Filter by exchange. (provider: fmp, yfinance)
limit : Optional[int]
Limit the number of results to return. (provider: fmp);
Limit the number of results returned. Default is, 200. Set to, 0, for all results. (provider: yfinance)
Limit the number of results to return. (provider: fmp)
Returns
-------
OBBject
results : List[EquityScreener]
results : list[EquityScreener]
Serializable results.
provider : Optional[Literal['fmp', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -1188,12 +1186,12 @@ class ROUTER_equity(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio, sec.
query : str
Search query.
is_symbol : bool
Whether to search by ticker symbol.
provider : Optional[Literal['intrinio', 'sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio, sec.
active : bool
When true, return companies that are actively traded (having stock prices within the past 14 days). When false, return companies that are not actively traded or never have been traded. (provider: intrinio)
limit : Optional[int]
@@ -1206,12 +1204,12 @@ class ROUTER_equity(Container):
Returns
-------
OBBject
results : List[EquitySearch]
results : list[EquitySearch]
Serializable results.
provider : Optional[Literal['intrinio', 'sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

60
openbb_platform/openbb/package/equity_calendar.py
View File

@@ -47,22 +47,22 @@ class ROUTER_equity_calendar(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
Returns
-------
OBBject
results : List[CalendarDividend]
results : list[CalendarDividend]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -137,22 +137,22 @@ class ROUTER_equity_calendar(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
Returns
-------
OBBject
results : List[CalendarEarnings]
results : list[CalendarEarnings]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -233,22 +233,22 @@ class ROUTER_equity_calendar(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
Returns
-------
OBBject
results : List[CalendarEvents]
results : list[CalendarEvents]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -330,6 +330,8 @@ class ROUTER_equity_calendar(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio.
symbol : Optional[str]
Symbol to get data for.
start_date : Union[date, None, str]
@@ -338,8 +340,6 @@ class ROUTER_equity_calendar(Container):
End date of the data, in YYYY-MM-DD format.
limit : Optional[int]
The number of data entries to return.
provider : Optional[Literal['intrinio']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio.
status : Optional[Literal['upcoming', 'priced', 'withdrawn']]
Status of the IPO. [upcoming, priced, or withdrawn] (provider: intrinio)
min_value : Optional[int]
@@ -350,12 +350,12 @@ class ROUTER_equity_calendar(Container):
Returns
-------
OBBject
results : List[CalendarIpo]
results : list[CalendarIpo]
Serializable results.
provider : Optional[Literal['intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -460,22 +460,22 @@ class ROUTER_equity_calendar(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
Returns
-------
OBBject
results : List[CalendarSplits]
results : list[CalendarSplits]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

35
openbb_platform/openbb/package/equity_compare.py
View File

File diff suppressed because one or more lines are too long

108
openbb_platform/openbb/package/equity_discovery.py
View File

@@ -49,22 +49,22 @@ class ROUTER_equity_discovery(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
sort : Literal['asc', 'desc']
Sort order. Possible values: 'asc', 'desc'. Default: 'desc'.
provider : Optional[Literal['yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
limit : Optional[int]
Limit the number of results. (provider: yfinance)
Returns
-------
OBBject
results : List[EquityActive]
results : list[EquityActive]
Serializable results.
provider : Optional[Literal['yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -171,22 +171,22 @@ class ROUTER_equity_discovery(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
sort : Literal['asc', 'desc']
Sort order. Possible values: 'asc', 'desc'. Default: 'desc'.
provider : Optional[Literal['yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
limit : Optional[int]
Limit the number of results. Default is all. (provider: yfinance)
Returns
-------
OBBject
results : List[EquityAggressiveSmallCaps]
results : list[EquityAggressiveSmallCaps]
Serializable results.
provider : Optional[Literal['yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -310,6 +310,8 @@ class ROUTER_equity_discovery(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
@@ -318,20 +320,18 @@ class ROUTER_equity_discovery(Container):
Filter by form type. Visit https://www.sec.gov/forms for a list of supported form types.
limit : int
The number of data entries to return.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
is_done : Optional[bool]
Flag for whether or not the filing is done. (provider: fmp)
Returns
-------
OBBject
results : List[DiscoveryFilings]
results : list[DiscoveryFilings]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -402,22 +402,22 @@ class ROUTER_equity_discovery(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
sort : Literal['asc', 'desc']
Sort order. Possible values: 'asc', 'desc'. Default: 'desc'.
provider : Optional[Literal['yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
limit : Optional[int]
Limit the number of results. (provider: yfinance)
Returns
-------
OBBject
results : List[EquityGainers]
results : list[EquityGainers]
Serializable results.
provider : Optional[Literal['yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -524,22 +524,22 @@ class ROUTER_equity_discovery(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
sort : Literal['asc', 'desc']
Sort order. Possible values: 'asc', 'desc'. Default: 'desc'.
provider : Optional[Literal['yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
limit : Optional[int]
Limit the number of results. (provider: yfinance)
Returns
-------
OBBject
results : List[GrowthTechEquities]
results : list[GrowthTechEquities]
Serializable results.
provider : Optional[Literal['yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -640,9 +640,9 @@ class ROUTER_equity_discovery(Container):
Parameters
----------
provider : Optional[Literal['sec']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
date : Optional[datetime.date]
date : Optional[date]
A specific date to get data for. Defaults to today. (provider: sec)
report_type : Optional[str]
Return only a specific form type. Default is all quarterly, annual, and current reports. Choices: 1-K, 1-SA, 1-U, 10-D, 10-K, 10-KT, 10-Q, 10-QT, 20-F, 40-F, 6-K, 8-K. Multiple comma separated items allowed. (provider: sec)
@@ -650,12 +650,12 @@ class ROUTER_equity_discovery(Container):
Returns
-------
OBBject
results : List[LatestFinancialReports]
results : list[LatestFinancialReports]
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -757,22 +757,22 @@ class ROUTER_equity_discovery(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
sort : Literal['asc', 'desc']
Sort order. Possible values: 'asc', 'desc'. Default: 'desc'.
provider : Optional[Literal['yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
limit : Optional[int]
Limit the number of results. (provider: yfinance)
Returns
-------
OBBject
results : List[EquityLosers]
results : list[EquityLosers]
Serializable results.
provider : Optional[Literal['yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -879,22 +879,22 @@ class ROUTER_equity_discovery(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
sort : Literal['asc', 'desc']
Sort order. Possible values: 'asc', 'desc'. Default: 'desc'.
provider : Optional[Literal['yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
limit : Optional[int]
Limit the number of results. (provider: yfinance)
Returns
-------
OBBject
results : List[EquityUndervaluedGrowth]
results : list[EquityUndervaluedGrowth]
Serializable results.
provider : Optional[Literal['yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -1001,22 +1001,22 @@ class ROUTER_equity_discovery(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
sort : Literal['asc', 'desc']
Sort order. Possible values: 'asc', 'desc'. Default: 'desc'.
provider : Optional[Literal['yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: yfinance.
limit : Optional[int]
Limit the number of results. (provider: yfinance)
Returns
-------
OBBject
results : List[EquityUndervaluedLargeCaps]
results : list[EquityUndervaluedLargeCaps]
Serializable results.
provider : Optional[Literal['yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

158
openbb_platform/openbb/package/equity_estimates.py
View File

@@ -1,6 +1,6 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -30,13 +30,13 @@ class ROUTER_equity_estimates(Container):
def analyst_search(
self,
analyst_name: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Analyst names to return. Omitting will return all available analysts. Multiple comma separated items allowed for provider(s): benzinga."
),
] = None,
firm_name: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Firm names to return. Omitting will return all available firms. Multiple comma separated items allowed for provider(s): benzinga."
),
@@ -53,14 +53,14 @@ class ROUTER_equity_estimates(Container):
Parameters
----------
analyst_name : Union[str, None, List[Optional[str]]]
Analyst names to return. Omitting will return all available analysts. Multiple comma separated items allowed for provider(s): benzinga.
firm_name : Union[str, None, List[Optional[str]]]
Firm names to return. Omitting will return all available firms. Multiple comma separated items allowed for provider(s): benzinga.
provider : Optional[Literal['benzinga']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: benzinga.
analyst_name : Union[str, None, list[Optional[str]]]
Analyst names to return. Omitting will return all available analysts. Multiple comma separated items allowed for provider(s): benzinga.
firm_name : Union[str, None, list[Optional[str]]]
Firm names to return. Omitting will return all available firms. Multiple comma separated items allowed for provider(s): benzinga.
analyst_ids : Optional[str]
List of analyst IDs to return. Multiple comma separated items allowed. (provider: benzinga)
list of analyst IDs to return. Multiple comma separated items allowed. (provider: benzinga)
firm_ids : Optional[str]
Firm IDs to return. Multiple comma separated items allowed. (provider: benzinga)
limit : Optional[int]
@@ -73,12 +73,12 @@ class ROUTER_equity_estimates(Container):
Returns
-------
OBBject
results : List[AnalystSearch]
results : list[AnalystSearch]
Serializable results.
provider : Optional[Literal['benzinga']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -246,7 +246,7 @@ class ROUTER_equity_estimates(Container):
def consensus(
self,
symbol: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance."
),
@@ -263,22 +263,22 @@ class ROUTER_equity_estimates(Container):
Parameters
----------
symbol : Union[str, None, List[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, yfinance.
symbol : Union[str, None, list[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance.
industry_group_number : Optional[int]
The Zacks industry group number. (provider: intrinio)
Returns
-------
OBBject
results : List[PriceTargetConsensus]
results : list[PriceTargetConsensus]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -357,7 +357,7 @@ class ROUTER_equity_estimates(Container):
def forward_ebitda(
self,
symbol: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio."
),
@@ -374,13 +374,12 @@ class ROUTER_equity_estimates(Container):
Parameters
----------
symbol : Union[str, None, List[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio.
provider : Optional[Literal['fmp', 'intrinio']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio.
symbol : Union[str, None, list[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio.
fiscal_period : Optional[Literal['annual', 'quarter']]
The future fiscal period to retrieve estimates for. (provider: fmp);
Filter for only full-year or quarterly estimates. (provider: intrinio)
The future fiscal period to retrieve estimates for. (provider: fmp)
limit : Optional[int]
The number of data entries to return. (provider: fmp)
include_historical : bool
@@ -391,12 +390,12 @@ class ROUTER_equity_estimates(Container):
Returns
-------
OBBject
results : List[ForwardEbitdaEstimates]
results : list[ForwardEbitdaEstimates]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -471,7 +470,7 @@ class ROUTER_equity_estimates(Container):
def forward_eps(
self,
symbol: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio."
),
@@ -488,12 +487,13 @@ class ROUTER_equity_estimates(Container):
Parameters
----------
symbol : Union[str, None, List[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio.
provider : Optional[Literal['fmp', 'intrinio']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio.
fiscal_period : Optional[Union[Literal['annual', 'quarter'], Literal['fy', 'q1', 'q2', 'q3', 'q4']]]
symbol : Union[str, None, list[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio.
fiscal_period : str
The future fiscal period to retrieve estimates for. (provider: fmp, intrinio)
Choices for fmp: 'annual', 'quarter'
limit : Optional[int]
The number of data entries to return. (provider: fmp)
include_historical : bool
@@ -508,12 +508,12 @@ class ROUTER_equity_estimates(Container):
Returns
-------
OBBject
results : List[ForwardEpsEstimates]
results : list[ForwardEpsEstimates]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -593,7 +593,7 @@ class ROUTER_equity_estimates(Container):
def forward_pe(
self,
symbol: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): intrinio."
),
@@ -610,20 +610,20 @@ class ROUTER_equity_estimates(Container):
Parameters
----------
symbol : Union[str, None, List[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): intrinio.
provider : Optional[Literal['intrinio']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio.
symbol : Union[str, None, list[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): intrinio.
Returns
-------
OBBject
results : List[ForwardPeEstimates]
results : list[ForwardPeEstimates]
Serializable results.
provider : Optional[Literal['intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -686,7 +686,7 @@ class ROUTER_equity_estimates(Container):
def forward_sales(
self,
symbol: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): intrinio."
),
@@ -703,10 +703,10 @@ class ROUTER_equity_estimates(Container):
Parameters
----------
symbol : Union[str, None, List[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): intrinio.
provider : Optional[Literal['intrinio']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: intrinio.
symbol : Union[str, None, list[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): intrinio.
fiscal_year : Optional[int]
The future fiscal year to retrieve estimates for. When no symbol and year is supplied the current calendar year is used. (provider: intrinio)
fiscal_period : Optional[Literal['fy', 'q1', 'q2', 'q3', 'q4']]
@@ -719,12 +719,12 @@ class ROUTER_equity_estimates(Container):
Returns
-------
OBBject
results : List[ForwardSalesEstimates]
results : list[ForwardSalesEstimates]
Serializable results.
provider : Optional[Literal['intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -811,7 +811,7 @@ class ROUTER_equity_estimates(Container):
def historical(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp."
),
@@ -828,10 +828,10 @@ class ROUTER_equity_estimates(Container):
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp.
provider : Optional[Literal['fmp']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp.
period : Literal['quarter', 'annual']
Time period of the data to return. (provider: fmp)
limit : Optional[int]
@@ -840,12 +840,12 @@ class ROUTER_equity_estimates(Container):
Returns
-------
OBBject
results : List[AnalystEstimates]
results : list[AnalystEstimates]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -929,7 +929,7 @@ class ROUTER_equity_estimates(Container):
def price_target(
self,
symbol: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): benzinga, fmp."
),
@@ -949,31 +949,31 @@ class ROUTER_equity_estimates(Container):
Parameters
----------
symbol : Union[str, None, List[Optional[str]]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: benzinga, fmp.
symbol : Union[str, None, list[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): benzinga, fmp.
limit : int
The number of data entries to return.
provider : Optional[Literal['benzinga', 'fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: benzinga, fmp.
page : Optional[int]
Page offset. For optimization, performance and technical reasons, page offsets are limited from 0 - 100000. Limit the query results by other parameters such as date. Used in conjunction with the limit and date parameters. (provider: benzinga)
date : Optional[datetime.date]
date : Optional[date]
Date for calendar data, shorthand for date_from and date_to. (provider: benzinga)
start_date : Optional[datetime.date]
start_date : Optional[date]
Start date of the data, in YYYY-MM-DD format. (provider: benzinga)
end_date : Optional[datetime.date]
end_date : Optional[date]
End date of the data, in YYYY-MM-DD format. (provider: benzinga)
updated : Optional[Union[datetime.date, int]]
updated : Union[date, int, None]
Records last Updated Unix timestamp (UTC). This will force the sort order to be Greater Than or Equal to the timestamp indicated. The date can be a date string or a Unix timestamp. The date string must be in the format of YYYY-MM-DD. (provider: benzinga)
importance : Optional[int]
Importance level to filter by. Uses Greater Than or Equal To the importance indicated (provider: benzinga)
action : Optional[Literal['downgrades', 'maintains', 'reinstates', 'reiterates', 'upgrades', 'assumes', 'initiates', 'terminates', 'removes', 'suspends', 'firm_dissolved']]
Filter by a specific action_company. (provider: benzinga)
analyst_ids : Optional[Union[str, List[str]]]
analyst_ids : Union[str, list[str], None]
Comma-separated list of analyst (person) IDs. Omitting will bring back all available analysts. Multiple comma separated items allowed. (provider: benzinga)
firm_ids : Optional[Union[str, List[str]]]
firm_ids : Union[str, list[str], None]
Comma-separated list of firm IDs. Multiple comma separated items allowed. (provider: benzinga)
fields : Optional[Union[str, List[str]]]
fields : Union[str, list[str], None]
Comma-separated list of fields to include in the response. See https://docs.benzinga.io/benzinga-apis/calendar/get-ratings to learn about the available fields. Multiple comma separated items allowed. (provider: benzinga)
with_grade : bool
Include upgrades and downgrades in the response. (provider: fmp)
@@ -981,12 +981,12 @@ class ROUTER_equity_estimates(Container):
Returns
-------
OBBject
results : List[PriceTarget]
results : list[PriceTarget]
Serializable results.
provider : Optional[Literal['benzinga', 'fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

468
openbb_platform/openbb/package/equity_fundamental.py
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File diff suppressed because it is too large Load Diff

91
openbb_platform/openbb/package/equity_ownership.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from annotated_types import Ge
from openbb_core.app.model.field import OpenBBField
@@ -67,24 +67,24 @@ class ROUTER_equity_ownership(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
symbol : str
Symbol to get data for. A CIK or Symbol can be used.
date : Union[date, None, str]
A specific date to get data for. The date represents the end of the reporting period. All form 13F-HR filings are based on the calendar year and are reported quarterly. If a date is not supplied, the most recent filing is returned. Submissions beginning 2013-06-30 are supported.
limit : Optional[int]
The number of data entries to return. The number of previous filings to return. The date parameter takes priority over this parameter.
provider : Optional[Literal['sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
Returns
-------
OBBject
results : List[Form13FHR]
results : list[Form13FHR]
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -155,7 +155,7 @@ class ROUTER_equity_ownership(Container):
def government_trades(
self,
symbol: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp."
),
@@ -182,24 +182,24 @@ class ROUTER_equity_ownership(Container):
Parameters
----------
symbol : Union[str, None, List[Optional[str]]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : Union[str, None, list[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp.
chamber : Literal['house', 'senate', 'all']
Government Chamber.
limit : Optional[Annotated[int, Ge(ge=0)]]
The number of data entries to return.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
Returns
-------
OBBject
results : List[GovernmentTrades]
results : list[GovernmentTrades]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -281,18 +281,17 @@ class ROUTER_equity_ownership(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, sec.
symbol : str
Symbol to get data for.
limit : int
The number of data entries to return.
provider : Optional[Literal['fmp', 'intrinio', 'sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, sec.
transaction_type : Optional[Literal['award', 'conversion', 'return', 'expire_short', 'in_kind', 'gift', 'expire_long', 'discretionary', 'other', 'small', 'exempt', 'otm', 'purchase', 'sale', 'tender', 'will', 'itm', 'trust']]
Type of the transaction. (provider: fmp)
start_date : Optional[datetime.date]
Start date of the data, in YYYY-MM-DD format. (provider: intrinio);
Start date of the data, in YYYY-MM-DD format. Wide date ranges can result in long download times. Recommended to use a smaller date range, default is 120 days ago. (provider: sec)
end_date : Optional[datetime.date]
start_date : Optional[date]
Start date of the data, in YYYY-MM-DD format. (provider: intrinio)
end_date : Optional[date]
End date of the data, in YYYY-MM-DD format. (provider: intrinio, sec)
ownership_type : Optional[Literal['D', 'I']]
Type of ownership. (provider: intrinio)
@@ -304,12 +303,12 @@ class ROUTER_equity_ownership(Container):
Returns
-------
OBBject
results : List[InsiderTrading]
results : list[InsiderTrading]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -471,24 +470,24 @@ class ROUTER_equity_ownership(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : str
Symbol to get data for.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
include_current_quarter : Optional[bool]
Include current quarter data. (provider: fmp)
date : Optional[datetime.date]
date : Optional[date]
A specific date to get data for. (provider: fmp)
Returns
-------
OBBject
results : List[InstitutionalOwnership]
results : list[InstitutionalOwnership]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -616,24 +615,24 @@ class ROUTER_equity_ownership(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : str
Symbol to get data for.
date : Union[date, None, str]
A specific date to get data for.
page : Optional[int]
Page number of the data to fetch.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
Returns
-------
OBBject
results : List[EquityOwnership]
results : list[EquityOwnership]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -751,7 +750,7 @@ class ROUTER_equity_ownership(Container):
def share_statistics(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): yfinance."
),
@@ -768,20 +767,20 @@ class ROUTER_equity_ownership(Container):
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): yfinance.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): yfinance.
Returns
-------
OBBject
results : List[ShareStatistics]
results : list[ShareStatistics]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

95
openbb_platform/openbb/package/equity_price.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -27,7 +27,7 @@ class ROUTER_equity_price(Container):
def historical(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance."
),
@@ -52,16 +52,19 @@ class ROUTER_equity_price(Container):
Parameters
----------
symbol : Union[str, List[str]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon, tiingo, yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'tiingo', 'yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon, tiingo, yfinance.
interval : Union[Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d'], Literal['1m', '5m', '10m', '15m', '30m', '60m', '1h', '1d', '1W', '1M', '1Q', '1Y'], str, Literal['1m', '5m', '15m', '30m', '90m', '1h', '2h', '4h', '1d', '1W', '1M', '1Y'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q']]
interval : str
Time interval of the data to return. (provider: fmp, intrinio, polygon, tiingo, yfinance)
Choices for fmp: '1m', '5m', '15m', '30m', '1h', '4h', '1d'
Choices for intrinio: '1m', '5m', '10m', '15m', '30m', '60m', '1h', '1d', '1W', '1M', '1Q', '1Y'
Choices for yfinance: '1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q'
start_time : Optional[datetime.time]
Return intervals starting at the specified time on the `start_date` formatted as 'HH:MM:SS'. (provider: intrinio)
end_time : Optional[datetime.time]
@@ -70,8 +73,10 @@ class ROUTER_equity_price(Container):
Timezone of the data, in the IANA format (Continent/City). (provider: intrinio)
source : Literal['realtime', 'delayed', 'nasdaq_basic']
The source of the data. (provider: intrinio)
adjustment : Union[Literal['splits_only', 'unadjusted'], Literal['splits_only', 'splits_and_dividends']]
adjustment : str
The adjustment factor to apply. Default is splits only. (provider: polygon, yfinance)
Choices for polygon: 'splits_only', 'unadjusted'
Choices for yfinance: 'splits_only', 'splits_and_dividends'
extended_hours : bool
Include Pre and Post market data. (provider: polygon, yfinance)
sort : Literal['asc', 'desc']
@@ -84,12 +89,12 @@ class ROUTER_equity_price(Container):
Returns
-------
OBBject
results : List[EquityHistorical]
results : list[EquityHistorical]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'tiingo', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -259,32 +264,32 @@ class ROUTER_equity_price(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: polygon.
symbol : str
Symbol to get data for.
provider : Optional[Literal['polygon']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: polygon.
limit : int
The number of data entries to return. Up to ten million records will be returned. Pagination occurs in groups of 50,000. Remaining limit values will always return 50,000 more records unless it is the last page. High volume tickers will require multiple max requests for a single day's NBBO records. Expect stocks, like SPY, to approach 1GB in size, per day, as a raw CSV. Splitting large requests into chunks is recommended for full-day requests of high-volume symbols. (provider: polygon)
date : Optional[datetime.date]
date : Optional[date]
A specific date to get data for. Use bracketed the timestamp parameters to specify exact time ranges. (provider: polygon)
timestamp_lt : Optional[Union[datetime.datetime, str]]
timestamp_lt : Union[datetime, str, None]
Query by datetime, less than. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour. (provider: polygon)
timestamp_gt : Optional[Union[datetime.datetime, str]]
timestamp_gt : Union[datetime, str, None]
Query by datetime, greater than. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour. (provider: polygon)
timestamp_lte : Optional[Union[datetime.datetime, str]]
timestamp_lte : Union[datetime, str, None]
Query by datetime, less than or equal to. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour. (provider: polygon)
timestamp_gte : Optional[Union[datetime.datetime, str]]
timestamp_gte : Union[datetime, str, None]
Query by datetime, greater than or equal to. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour. (provider: polygon)
Returns
-------
OBBject
results : List[EquityNBBO]
results : list[EquityNBBO]
Serializable results.
provider : Optional[Literal['polygon']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -297,11 +302,9 @@ class ROUTER_equity_price(Container):
ask : float
The last ask price.
ask_size : int
The ask size. This represents the number of round lot orders at the given ask price.
The ask size. This represents the number of round lot orders at the given ask price.
The normal round lot size is 100 shares.
An ask size of 2 means there are 200 shares available to purchase at the given ask price.
bid_size : int
The bid size in round lots.
bid : float
@@ -310,9 +313,9 @@ class ROUTER_equity_price(Container):
The exchange ID for the bid.
tape : Optional[str]
The exchange tape. (provider: polygon)
conditions : Optional[Union[str, List[int], List[str]]]
conditions : Optional[Union[str, list[int], list[str]]]
A list of condition codes. (provider: polygon)
indicators : Optional[List[int]]
indicators : Optional[list[int]]
A list of indicator codes. (provider: polygon)
sequence_num : Optional[int]
The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11) (provider: polygon)
@@ -351,7 +354,7 @@ class ROUTER_equity_price(Container):
def performance(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp."
),
@@ -368,20 +371,20 @@ class ROUTER_equity_price(Container):
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp.
provider : Optional[Literal['fmp']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp.
Returns
-------
OBBject
results : List[PricePerformance]
results : list[PricePerformance]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -455,7 +458,7 @@ class ROUTER_equity_price(Container):
def quote(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance."
),
@@ -472,22 +475,22 @@ class ROUTER_equity_price(Container):
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance.
source : Literal['iex', 'bats', 'bats_delayed', 'utp_delayed', 'cta_a_delayed', 'cta_b_delayed', 'intrinio_mx', 'intrinio_mx_plus', 'delayed_sip']
Source of the data. (provider: intrinio)
Returns
-------
OBBject
results : List[EquityQuote]
results : list[EquityQuote]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -515,11 +518,11 @@ class ROUTER_equity_price(Container):
This represents the number of round lot orders at the given price. The normal round lot size is 100 shares. A size of 2 means there are 200 shares available at the given price.
ask_exchange : Optional[str]
The specific trading venue where the sale order was placed.
quote_conditions : Optional[Union[str, int, List[str], List[int]]]
quote_conditions : Optional[Union[str, int, list[str], list[int]]]
Conditions or condition codes applicable to the quote.
quote_indicators : Optional[Union[str, int, List[str], List[int]]]
quote_indicators : Optional[Union[str, int, list[str], list[int]]]
Indicators or indicator codes applicable to the participant quote related to the price bands for the issue, or the affect the quote has on the NBBO.
sales_conditions : Optional[Union[str, int, List[str], List[int]]]
sales_conditions : Optional[Union[str, int, list[str], list[int]]]
Conditions or condition codes applicable to the sale.
sequence_number : Optional[int]
The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11).

22
openbb_platform/openbb/package/equity_shorts.py
View File

@@ -35,31 +35,31 @@ class ROUTER_equity_shorts(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
symbol : str
Symbol to get data for.
provider : Optional[Literal['sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
limit : Optional[int]
Limit the number of reports to parse, from most recent.
Approximately 24 reports per year, going back to 2009.
(provider: sec)
Limit the number of reports to parse, from most recent.
Approximately 24 reports per year, going back to 2009.
(provider: sec)
skip_reports : Optional[int]
Skip N number of reports from current. A value of 1 will skip the most recent report.
(provider: sec)
Skip N number of reports from current. A value of 1 will skip the most recent report.
(provider: sec)
use_cache : Optional[bool]
Whether or not to use cache for the request, default is True. Each reporting period is a separate URL, new reports will be added to the cache. (provider: sec)
Returns
-------
OBBject
results : List[EquityFTD]
results : list[EquityFTD]
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

157
openbb_platform/openbb/package/etf.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -32,7 +32,7 @@ class ROUTER_etf(Container):
def countries(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. (ETF) Multiple comma separated items allowed for provider(s): fmp."
),
@@ -49,20 +49,20 @@ class ROUTER_etf(Container):
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for. (ETF) Multiple comma separated items allowed for provider(s): fmp.
provider : Optional[Literal['fmp']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : Union[str, list[str]]
Symbol to get data for. (ETF) Multiple comma separated items allowed for provider(s): fmp.
Returns
-------
OBBject
results : List[EtfCountries]
results : list[EtfCountries]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -104,7 +104,7 @@ class ROUTER_etf(Container):
def equity_exposure(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. (Stock) Multiple comma separated items allowed for provider(s): fmp."
),
@@ -121,20 +121,20 @@ class ROUTER_etf(Container):
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for. (Stock) Multiple comma separated items allowed for provider(s): fmp.
provider : Optional[Literal['fmp']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : Union[str, list[str]]
Symbol to get data for. (Stock) Multiple comma separated items allowed for provider(s): fmp.
Returns
-------
OBBject
results : List[EtfEquityExposure]
results : list[EtfEquityExposure]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -186,7 +186,7 @@ class ROUTER_etf(Container):
def historical(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance."
),
@@ -211,16 +211,19 @@ class ROUTER_etf(Container):
Parameters
----------
symbol : Union[str, List[str]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon, tiingo, yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, polygon, tiingo, yfinance.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'tiingo', 'yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon, tiingo, yfinance.
interval : Union[Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d'], Literal['1m', '5m', '10m', '15m', '30m', '60m', '1h', '1d', '1W', '1M', '1Q', '1Y'], str, Literal['1m', '5m', '15m', '30m', '90m', '1h', '2h', '4h', '1d', '1W', '1M', '1Y'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q']]
interval : str
Time interval of the data to return. (provider: fmp, intrinio, polygon, tiingo, yfinance)
Choices for fmp: '1m', '5m', '15m', '30m', '1h', '4h', '1d'
Choices for intrinio: '1m', '5m', '10m', '15m', '30m', '60m', '1h', '1d', '1W', '1M', '1Q', '1Y'
Choices for yfinance: '1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q'
start_time : Optional[datetime.time]
Return intervals starting at the specified time on the `start_date` formatted as 'HH:MM:SS'. (provider: intrinio)
end_time : Optional[datetime.time]
@@ -229,8 +232,10 @@ class ROUTER_etf(Container):
Timezone of the data, in the IANA format (Continent/City). (provider: intrinio)
source : Literal['realtime', 'delayed', 'nasdaq_basic']
The source of the data. (provider: intrinio)
adjustment : Union[Literal['splits_only', 'unadjusted'], Literal['splits_only', 'splits_and_dividends']]
adjustment : str
The adjustment factor to apply. Default is splits only. (provider: polygon, yfinance)
Choices for polygon: 'splits_only', 'unadjusted'
Choices for yfinance: 'splits_only', 'splits_and_dividends'
extended_hours : bool
Include Pre and Post market data. (provider: polygon, yfinance)
sort : Literal['asc', 'desc']
@@ -243,12 +248,12 @@ class ROUTER_etf(Container):
Returns
-------
OBBject
results : List[EtfHistorical]
results : list[EtfHistorical]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'tiingo', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -422,14 +427,13 @@ class ROUTER_etf(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, sec.
symbol : str
Symbol to get data for. (ETF)
provider : Optional[Literal['fmp', 'intrinio', 'sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, sec.
date : Optional[Union[datetime.date, str]]
date : Union[date, str, None]
A specific date to get data for. Entering a date will attempt to return the NPORT-P filing for the entered date. This needs to be _exactly_ the date of the filing. Use the holdings_date command/endpoint to find available filing dates for the ETF. (provider: fmp);
A specific date to get data for. (provider: intrinio);
A specific date to get data for. The date represents the period ending. The date entered will return the closest filing. (provider: sec)
The date represents the period ending. The date entered will return the closest filing. (provider: sec)
cik : Optional[str]
The CIK of the filing entity. Overrides symbol. (provider: fmp)
use_cache : bool
@@ -438,12 +442,12 @@ class ROUTER_etf(Container):
Returns
-------
OBBject
results : List[EtfHoldings]
results : list[EtfHoldings]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -507,7 +511,7 @@ class ROUTER_etf(Container):
ric : Optional[str]
The Reuters Instrument Code. (provider: intrinio)
sedol : Optional[str]
The Stock Exchange Daily Official List. (provider: intrinio)
The Stock Exchange Daily Official list. (provider: intrinio)
share_class_figi : Optional[str]
The OpenFIGI symbol for the holding. (provider: intrinio)
maturity_date : Optional[date]
@@ -681,22 +685,22 @@ class ROUTER_etf(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : str
Symbol to get data for. (ETF)
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
cik : Optional[str]
The CIK of the filing entity. Overrides symbol. (provider: fmp)
Returns
-------
OBBject
results : List[EtfHoldingsDate]
results : list[EtfHoldingsDate]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -735,7 +739,7 @@ class ROUTER_etf(Container):
def info(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. (ETF) Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance."
),
@@ -752,20 +756,20 @@ class ROUTER_etf(Container):
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for. (ETF) Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. (ETF) Multiple comma separated items allowed for provider(s): fmp, intrinio, yfinance.
Returns
-------
OBBject
results : List[EtfInfo]
results : list[EtfInfo]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -825,7 +829,7 @@ class ROUTER_etf(Container):
ric : Optional[str]
Reuters Instrument Code (RIC). (provider: intrinio)
sedol : Optional[str]
Stock Exchange Daily Official List (SEDOL). (provider: intrinio)
Stock Exchange Daily Official list (SEDOL). (provider: intrinio)
figi_symbol : Optional[str]
Financial Instrument Global Identifier (FIGI) symbol. (provider: intrinio)
share_class_figi : Optional[str]
@@ -1022,7 +1026,7 @@ class ROUTER_etf(Container):
base_currency : Optional[str]
Base currency in which NAV is reported. (provider: intrinio)
listing_currency : Optional[str]
Listing currency of the Exchange Traded Product (ETP) in which it is traded. Reported using the 3-digit ISO currency code. (provider: intrinio)
listing currency of the Exchange Traded Product (ETP) in which it is traded. Reported using the 3-digit ISO currency code. (provider: intrinio)
number_of_holdings : Optional[int]
The number of holdings in the ETF. (provider: intrinio)
month_end_assets : Optional[float]
@@ -1127,7 +1131,7 @@ class ROUTER_etf(Container):
def price_performance(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio."
),
@@ -1144,10 +1148,10 @@ class ROUTER_etf(Container):
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio.
provider : Optional[Literal['fmp', 'intrinio']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio.
return_type : Literal['trailing', 'calendar']
The type of returns to return, a trailing or calendar window. (provider: intrinio)
adjustment : Literal['splits_only', 'splits_and_dividends']
@@ -1156,12 +1160,12 @@ class ROUTER_etf(Container):
Returns
-------
OBBject
results : List[EtfPricePerformance]
results : list[EtfPricePerformance]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -1284,25 +1288,24 @@ class ROUTER_etf(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio.
query : Optional[str]
Search query.
provider : Optional[Literal['fmp', 'intrinio']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio.
exchange : Optional[Union[Literal['AMEX', 'NYSE', 'NASDAQ', 'ETF', 'TSX', 'EURONEXT'], Literal['xnas', 'arcx', 'bats', 'xnys', 'bvmf', 'xshg', 'xshe', 'xhkg', 'xbom', 'xnse', 'xidx', 'tase', 'xkrx', 'xkls', 'xmex', 'xses', 'roco', 'xtai', 'xbkk', 'xist']]]
The exchange code the ETF trades on. (provider: fmp);
Target a specific exchange by providing the MIC code. (provider: intrinio)
exchange : str
The exchange code the ETF trades on. (provider: fmp)
is_active : Optional[Literal[True, False]]
Whether the ETF is actively trading. (provider: fmp)
Returns
-------
OBBject
results : List[EtfSearch]
results : list[EtfSearch]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -1344,7 +1347,7 @@ class ROUTER_etf(Container):
isin : Optional[str]
The International Securities Identification Number. (provider: intrinio)
sedol : Optional[str]
The Stock Exchange Daily Official List. (provider: intrinio)
The Stock Exchange Daily Official list. (provider: intrinio)
intrinio_id : Optional[str]
The unique Intrinio ID for the security. (provider: intrinio)
@@ -1408,20 +1411,20 @@ class ROUTER_etf(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : str
Symbol to get data for. (ETF)
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
Returns
-------
OBBject
results : List[EtfSectors]
results : list[EtfSectors]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

288
openbb_platform/openbb/package/fixedincome.py
View File

@@ -57,96 +57,96 @@ class ROUTER_fixedincome(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
index_type : Literal['yield', 'yield_to_worst', 'total_return', 'oas']
The type of series. OAS is the option-adjusted spread. Default is yield.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
category : Literal['high_yield', 'us', 'emerging_markets']
The type of index category. Used in conjunction with 'index', default is 'us'. (provider: fred)
index : str
The specific index to query. Used in conjunction with 'category' and 'index_type', default is 'yield_curve'.
Possible values are:
corporate
seasoned_corporate
liquid_corporate
yield_curve
crossover
public_sector
private_sector
non_financial
high_grade
high_yield
liquid_emea
emea
liquid_asia
asia
liquid_latam
latam
liquid_aaa
liquid_bbb
aaa
aa
a
bbb
bb
b
ccc
Possible values are:
corporate
seasoned_corporate
liquid_corporate
yield_curve
crossover
public_sector
private_sector
non_financial
high_grade
high_yield
liquid_emea
emea
liquid_asia
asia
liquid_latam
latam
liquid_aaa
liquid_bbb
aaa
aa
a
bbb
bb
b
ccc
Multiple comma separated items allowed. (provider: fred)
Multiple comma separated items allowed. (provider: fred)
frequency : Optional[Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
Frequency aggregation to convert daily data to lower frequency.
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Literal['avg', 'sum', 'eop']
A key that indicates the aggregation method used for frequency aggregation.
This parameter has no affect if the frequency parameter is not set, default is 'avg'.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
A key that indicates the aggregation method used for frequency aggregation.
This parameter has no affect if the frequency parameter is not set, default is 'avg'.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[BondIndices]
results : list[BondIndices]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -271,64 +271,64 @@ class ROUTER_fixedincome(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
index : Union[Literal['primary', 'ltv_lte_80', 'ltv_gt_80', 'conforming_30y', 'conforming_30y_na', 'jumbo_30y', 'fha_30y', 'va_30y', 'usda_30y', 'conforming_15y', 'ltv_lte80_fico_ge740', 'ltv_lte80_fico_a720b739', 'ltv_lte80_fico_a700b719', 'ltv_lte80_fico_a680b699', 'ltv_lte80_fico_lt680', 'ltv_gt80_fico_ge740', 'ltv_gt80_fico_a720b739', 'ltv_gt80_fico_a700b719', 'ltv_gt80_fico_a680b699', 'ltv_gt80_fico_lt680'], str]
The specific index, or index group, to query. Default is the 'primary' group. Multiple comma separated items allowed. (provider: fred)
frequency : Optional[Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
Frequency aggregation to convert daily data to lower frequency.
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Literal['avg', 'sum', 'eop']
A key that indicates the aggregation method used for frequency aggregation.
This parameter has no affect if the frequency parameter is not set, default is 'avg'.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
A key that indicates the aggregation method used for frequency aggregation.
This parameter has no affect if the frequency parameter is not set, default is 'avg'.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[MortgageIndices]
results : list[MortgageIndices]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -442,59 +442,59 @@ class ROUTER_fixedincome(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['federal_reserve', 'fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[SOFR]
results : list[SOFR]
Serializable results.
provider : Optional[Literal['federal_reserve', 'fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

139
openbb_platform/openbb/package/fixedincome_corporate.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from warnings import simplefilter, warn
from openbb_core.app.deprecation import OpenBBDeprecationWarning
@@ -55,63 +55,63 @@ class ROUTER_fixedincome_corporate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
maturity : Union[str, Literal['all', 'overnight', '7d', '15d', '30d', '60d', '90d']]
A target maturity. Multiple comma separated items allowed. (provider: fred)
category : Union[str, Literal['all', 'asset_backed', 'financial', 'nonfinancial', 'a2p2']]
The category of asset. Multiple comma separated items allowed. (provider: fred)
frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[CommercialPaper]
results : list[CommercialPaper]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -190,7 +190,7 @@ class ROUTER_fixedincome_corporate(Container):
def hqm(
self,
date: Annotated[
Union[datetime.date, str, None, List[Union[datetime.date, str, None]]],
Union[datetime.date, str, None, list[Union[datetime.date, str, None]]],
OpenBBField(
description="A specific date to get data for. Multiple comma separated items allowed for provider(s): fred."
),
@@ -213,22 +213,22 @@ class ROUTER_fixedincome_corporate(Container):
Parameters
----------
date : Union[date, str, None, List[Union[date, str, None]]]
A specific date to get data for. Multiple comma separated items allowed for provider(s): fred.
provider : Optional[Literal['fred']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
date : Union[date, str, None, list[Union[date, str, None]]]
A specific date to get data for. Multiple comma separated items allowed for provider(s): fred.
yield_curve : Literal['spot', 'par']
The yield curve type. (provider: fred)
Returns
-------
OBBject
results : List[HighQualityMarketCorporateBond]
results : list[HighQualityMarketCorporateBond]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -309,14 +309,14 @@ class ROUTER_fixedincome_corporate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
index_type : Literal['yield', 'yield_to_worst', 'total_return', 'spread']
The type of series.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
category : Literal['all', 'duration', 'eur', 'usd']
The type of category. (provider: fred)
area : Literal['asia', 'emea', 'eu', 'ex_g10', 'latin_america', 'us']
@@ -329,12 +329,12 @@ class ROUTER_fixedincome_corporate(Container):
Returns
-------
OBBject
results : List[ICEBofA]
results : list[ICEBofA]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -417,26 +417,26 @@ class ROUTER_fixedincome_corporate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
index_type : Literal['aaa', 'baa']
The type of series.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
spread : Optional[Literal['treasury', 'fed_funds']]
The type of spread. (provider: fred)
Returns
-------
OBBject
results : List[MoodyCorporateBondIndex]
results : list[MoodyCorporateBondIndex]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -495,15 +495,15 @@ class ROUTER_fixedincome_corporate(Container):
OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
] = None,
maturity: Annotated[
Union[float, str, List[Union[float, str]]],
Union[float, str, list[Union[float, str]]],
OpenBBField(
description="Maturities in years. Multiple comma separated items allowed for provider(s): fred."
),
] = 10.0,
category: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Rate category. Options: spot_rate, par_yield. Multiple comma separated items allowed for provider(s): fred."
description="Rate category. Options: spot_rate, par_yield. Multiple comma separated items allowed for provider(s): fred.\nChoices for fred: 'par_yield', 'spot_rate'"
),
] = "spot_rate",
provider: Annotated[
@@ -524,26 +524,27 @@ class ROUTER_fixedincome_corporate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
maturity : Union[float, str, List[Union[float, str]]]
maturity : Union[float, str, list[Union[float, str]]]
Maturities in years. Multiple comma separated items allowed for provider(s): fred.
category : Union[str, List[str]]
category : Union[str, list[str]]
Rate category. Options: spot_rate, par_yield. Multiple comma separated items allowed for provider(s): fred.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
Choices for fred: 'par_yield', 'spot_rate'
Returns
-------
OBBject
results : List[SpotRate]
results : list[SpotRate]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

100
openbb_platform/openbb/package/fixedincome_government.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -45,59 +45,59 @@ class ROUTER_fixedincome_government(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
maturity : Optional[Literal[5, 10, 20, 30]]
The maturity of the security in years - 5, 10, 20, 30 - defaults to all. Note that the maturity is the tenor of the security, not the time to maturity. (provider: fred)
frequency : Optional[Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert high frequency data to lower frequency.
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
(provider: fred)
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
(provider: fred)
Returns
-------
OBBject
results : List[TipsYields]
results : list[TipsYields]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -165,22 +165,22 @@ class ROUTER_fixedincome_government(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fmp.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['federal_reserve', 'fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fmp.
Returns
-------
OBBject
results : List[TreasuryRates]
results : list[TreasuryRates]
Serializable results.
provider : Optional[Literal['federal_reserve', 'fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -246,7 +246,7 @@ class ROUTER_fixedincome_government(Container):
def yield_curve(
self,
date: Annotated[
Union[datetime.date, str, None, List[Union[datetime.date, str, None]]],
Union[datetime.date, str, None, list[Union[datetime.date, str, None]]],
OpenBBField(
description="A specific date to get data for. By default is the current data. Multiple comma separated items allowed for provider(s): econdb, federal_reserve, fmp, fred."
),
@@ -263,10 +263,10 @@ class ROUTER_fixedincome_government(Container):
Parameters
----------
date : Union[date, str, None, List[Union[date, str, None]]]
A specific date to get data for. By default is the current data. Multiple comma separated items allowed for provider(s): econdb, federal_reserve, fmp, fred.
provider : Optional[Literal['econdb', 'federal_reserve', 'fmp', 'fred']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: econdb, federal_reserve, fmp, fred.
date : Union[date, str, None, list[Union[date, str, None]]]
A specific date to get data for. By default is the current data. Multiple comma separated items allowed for provider(s): econdb, federal_reserve, fmp, fred.
country : str
The country to get data. New Zealand, Mexico, Singapore, and Thailand have only monthly data. The nearest date to the requested one will be used. Multiple comma separated items allowed. (provider: econdb)
use_cache : bool
@@ -277,12 +277,12 @@ class ROUTER_fixedincome_government(Container):
Returns
-------
OBBject
results : List[YieldCurve]
results : list[YieldCurve]
Serializable results.
provider : Optional[Literal['econdb', 'federal_reserve', 'fmp', 'fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

424
openbb_platform/openbb/package/fixedincome_rate.py
View File

@@ -57,61 +57,61 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
maturity : Union[Literal['all', 'overnight', 'average_30d', 'average_90d', 'term_30d', 'term_90d'], str]
Period of AMERIBOR rate. Multiple comma separated items allowed. (provider: fred)
frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[Ameribor]
results : list[Ameribor]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -201,24 +201,24 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
parameter : Literal['daily_excl_weekend', 'monthly', 'weekly', 'daily', 'annual']
FRED series ID of DWPCR data. (provider: fred)
Returns
-------
OBBject
results : List[DiscountWindowPrimaryCreditRate]
results : list[DiscountWindowPrimaryCreditRate]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -292,24 +292,24 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
interest_rate_type : Literal['deposit', 'lending', 'refinancing']
The type of interest rate.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
Returns
-------
OBBject
results : List[EuropeanCentralBankInterestRates]
results : list[EuropeanCentralBankInterestRates]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -376,61 +376,61 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['federal_reserve', 'fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
effr_only : bool
Return data without quantiles, target ranges, and volume. (provider: fred)
Returns
-------
OBBject
results : List[FederalFundsRate]
results : list[FederalFundsRate]
Serializable results.
provider : Optional[Literal['federal_reserve', 'fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -512,7 +512,7 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : Optional[Literal['fred']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
long_run : bool
Flag to show long run projections (provider: fred)
@@ -520,12 +520,12 @@ class ROUTER_fixedincome_rate(Container):
Returns
-------
OBBject
results : List[PROJECTIONS]
results : list[PROJECTIONS]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -602,83 +602,83 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
a = Annual
a = Annual
q = Quarterly
q = Quarterly
m = Monthly
m = Monthly
w = Weekly
w = Weekly
d = Daily
d = Daily
wef = Weekly, Ending Friday
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
avg = Average
sum = Sum
sum = Sum
eop = End of Period
(provider: fred)
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
None = No transformation
chg = Change
chg = Change
ch1 = Change from Year Ago
ch1 = Change from Year Ago
pch = Percent Change
pch = Percent Change
pc1 = Percent Change from Year Ago
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[EuroShortTermRate]
results : list[EuroShortTermRate]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -757,22 +757,22 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
Returns
-------
OBBject
results : List[IORB]
results : list[IORB]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -838,59 +838,59 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['federal_reserve', 'fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[OvernightBankFundingRate]
results : list[OvernightBankFundingRate]
Serializable results.
provider : Optional[Literal['federal_reserve', 'fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -967,59 +967,59 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['federal_reserve', 'fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
(provider: fred)
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
(provider: fred)
transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
(provider: fred)
Returns
-------
OBBject
results : List[SOFR]
results : list[SOFR]
Serializable results.
provider : Optional[Literal['federal_reserve', 'fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -1103,24 +1103,24 @@ class ROUTER_fixedincome_rate(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
parameter : Literal['rate', 'index', '10th_percentile', '25th_percentile', '75th_percentile', '90th_percentile', 'total_nominal_value']
Period of SONIA rate. (provider: fred)
Returns
-------
OBBject
results : List[SONIA]
results : list[SONIA]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

36
openbb_platform/openbb/package/fixedincome_spreads.py
View File

@@ -54,24 +54,24 @@ class ROUTER_fixedincome_spreads(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
maturity : Optional[Literal['3m', '2y']]
The maturity
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
Returns
-------
OBBject
results : List[TreasuryConstantMaturity]
results : list[TreasuryConstantMaturity]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -144,24 +144,24 @@ class ROUTER_fixedincome_spreads(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
maturity : Optional[Literal['10y', '5y', '1y', '6m', '3m']]
The maturity
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
Returns
-------
OBBject
results : List[SelectedTreasuryConstantMaturity]
results : list[SelectedTreasuryConstantMaturity]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -234,24 +234,24 @@ class ROUTER_fixedincome_spreads(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
maturity : Optional[Literal['3m', '6m']]
The maturity
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
Returns
-------
OBBject
results : List[SelectedTreasuryBill]
results : list[SelectedTreasuryBill]
Serializable results.
provider : Optional[Literal['fred']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

22
openbb_platform/openbb/package/index.py
View File

@@ -36,18 +36,18 @@ class ROUTER_index(Container):
Parameters
----------
provider : Optional[Literal['fmp', 'yfinance']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, yfinance.
Returns
-------
OBBject
results : List[AvailableIndices]
results : list[AvailableIndices]
Serializable results.
provider : Optional[Literal['fmp', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -107,20 +107,20 @@ class ROUTER_index(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
symbol : str
Symbol to get data for.
provider : Optional[Literal['fmp']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp.
Returns
-------
OBBject
results : List[IndexConstituents]
results : list[IndexConstituents]
Serializable results.
provider : Optional[Literal['fmp']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

22
openbb_platform/openbb/package/index_price.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
@@ -24,7 +24,7 @@ class ROUTER_index_price(Container):
def historical(
self,
symbol: Annotated[
Union[str, List[str]],
Union[str, list[str]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, polygon, yfinance."
),
@@ -49,16 +49,18 @@ class ROUTER_index_price(Container):
Parameters
----------
symbol : Union[str, List[str]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon, yfinance.
symbol : Union[str, list[str]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): fmp, intrinio, polygon, yfinance.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fmp, intrinio, polygon, yfinance.
interval : Union[Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d'], str, Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q']]
interval : str
Time interval of the data to return. (provider: fmp, polygon, yfinance)
Choices for fmp: '1m', '5m', '15m', '30m', '1h', '4h', '1d'
Choices for yfinance: '1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1W', '1M', '1Q'
limit : Optional[int]
The number of data entries to return. (provider: intrinio, polygon)
sort : Literal['asc', 'desc']
@@ -67,12 +69,12 @@ class ROUTER_index_price(Container):
Returns
-------
OBBject
results : List[IndexHistorical]
results : list[IndexHistorical]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

55
openbb_platform/openbb/package/news.py
View File

@@ -1,7 +1,7 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from typing import Literal, Optional, Union
from annotated_types import Ge
from openbb_core.app.model.field import OpenBBField
@@ -26,7 +26,7 @@ class ROUTER_news(Container):
def company(
self,
symbol: Annotated[
Union[str, None, List[Optional[str]]],
Union[str, None, list[Optional[str]]],
OpenBBField(
description="Symbol to get data for. Multiple comma separated items allowed for provider(s): benzinga, fmp, intrinio, polygon, tiingo, yfinance."
),
@@ -57,7 +57,9 @@ class ROUTER_news(Container):
Parameters
----------
symbol : Union[str, None, List[Optional[str]]]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: benzinga, fmp, intrinio, polygon, tiingo, yfinance.
symbol : Union[str, None, list[Optional[str]]]
Symbol to get data for. Multiple comma separated items allowed for provider(s): benzinga, fmp, intrinio, polygon, tiingo, yfinance.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
@@ -65,9 +67,7 @@ class ROUTER_news(Container):
End date of the data, in YYYY-MM-DD format.
limit : Optional[Annotated[int, Ge(ge=0)]]
The number of data entries to return.
provider : Optional[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'tiingo', 'yfinance']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: benzinga, fmp, intrinio, polygon, tiingo, yfinance.
date : Optional[datetime.date]
date : Optional[date]
A specific date to get data for. (provider: benzinga)
display : Literal['headline', 'abstract', 'full']
Specify headline only (headline), headline + teaser (abstract), or headline + full body (full). (provider: benzinga)
@@ -78,8 +78,7 @@ class ROUTER_news(Container):
sort : Literal['id', 'created', 'updated']
Key to sort the news by. (provider: benzinga)
order : Literal['asc', 'desc']
Order to sort the news by. (provider: benzinga);
Sort order of the articles. (provider: polygon)
Order to sort the news by. (provider: benzinga)
isin : Optional[str]
The company's ISIN. (provider: benzinga)
cusip : Optional[str]
@@ -94,9 +93,8 @@ class ROUTER_news(Container):
Content types of the news to retrieve. (provider: benzinga)
page : Optional[int]
Page number of the results. Use in combination with limit. (provider: fmp)
source : Optional[Union[Literal['yahoo', 'moody', 'moody_us_news', 'moody_us_press_releases'], str]]
The source of the news article. (provider: intrinio);
A comma-separated list of the domains requested. Multiple comma separated items allowed. (provider: tiingo)
source : Union[Literal['yahoo', 'moody', 'moody_us_news', 'moody_us_press_releases'], None, str]
The source of the news article. (provider: intrinio)
sentiment : Optional[Literal['positive', 'neutral', 'negative']]
Return news only from this source. (provider: intrinio)
language : Optional[str]
@@ -119,12 +117,12 @@ class ROUTER_news(Container):
Returns
-------
OBBject
results : List[CompanyNews]
results : list[CompanyNews]
Serializable results.
provider : Optional[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'tiingo', 'yfinance']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -138,7 +136,7 @@ class ROUTER_news(Container):
Title of the article.
text : Optional[str]
Text/body of the article.
images : Optional[List[Dict[str, str]]]
images : Optional[list[Dict[str, str]]]
Images associated with the article.
url : str
URL to the article.
@@ -171,7 +169,7 @@ class ROUTER_news(Container):
word_count : Optional[int]
The word count of the news article. (provider: intrinio)
business_relevance : Optional[float]
How strongly correlated the news article is to the business (provider: intrinio)
How strongly correlated the news article is to the business (provider: intrinio)
sentiment : Optional[str]
The sentiment of the news article - i.e, negative, positive. (provider: intrinio)
sentiment_confidence : Optional[float]
@@ -299,15 +297,15 @@ class ROUTER_news(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: benzinga, fmp, intrinio, tiingo.
limit : int
The number of data entries to return. The number of articles to return.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['benzinga', 'fmp', 'intrinio', 'tiingo']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: benzinga, fmp, intrinio, tiingo.
date : Optional[datetime.date]
date : Optional[date]
A specific date to get data for. (provider: benzinga)
display : Literal['headline', 'abstract', 'full']
Specify headline only (headline), headline + teaser (abstract), or headline + full body (full). (provider: benzinga)
@@ -331,9 +329,8 @@ class ROUTER_news(Container):
Authors of the news to retrieve. (provider: benzinga)
content_types : Optional[str]
Content types of the news to retrieve. (provider: benzinga)
source : Optional[Union[Literal['yahoo', 'moody', 'moody_us_news', 'moody_us_press_releases'], str]]
The source of the news article. (provider: intrinio);
A comma-separated list of the domains requested. Multiple comma separated items allowed. (provider: tiingo)
source : Union[Literal['yahoo', 'moody', 'moody_us_news', 'moody_us_press_releases'], None, str]
The source of the news article. (provider: intrinio)
sentiment : Optional[Literal['positive', 'neutral', 'negative']]
Return news only from this source. (provider: intrinio)
language : Optional[str]
@@ -356,12 +353,12 @@ class ROUTER_news(Container):
Returns
-------
OBBject
results : List[WorldNews]
results : list[WorldNews]
Serializable results.
provider : Optional[Literal['benzinga', 'fmp', 'intrinio', 'tiingo']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -373,7 +370,7 @@ class ROUTER_news(Container):
The date of the data. The published date of the article.
title : str
Title of the article.
images : Optional[List[Dict[str, str]]]
images : Optional[list[Dict[str, str]]]
Images associated with the article.
text : Optional[str]
Text/body of the article.
@@ -404,7 +401,7 @@ class ROUTER_news(Container):
word_count : Optional[int]
The word count of the news article. (provider: intrinio)
business_relevance : Optional[float]
How strongly correlated the news article is to the business (provider: intrinio)
How strongly correlated the news article is to the business (provider: intrinio)
sentiment : Optional[str]
The sentiment of the news article - i.e, negative, positive. (provider: intrinio)
sentiment_confidence : Optional[float]

40
openbb_platform/openbb/package/regulators_cftc.py
View File

@@ -52,36 +52,36 @@ class ROUTER_regulators_cftc(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cftc.
id : str
A string with the CFTC market code or other identifying string, such as the contract market name, commodity name, or commodity group - i.e, 'gold' or 'japanese yen'.Default report is Fed Funds Futures. Use the 'cftc_market_code' for an exact match.
start_date : Union[date, None, str]
Start date of the data, in YYYY-MM-DD format. Default is the most recent report.
end_date : Union[date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['cftc']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cftc.
report_type : Literal['legacy', 'disaggregated', 'financial', 'supplemental']
The type of report to retrieve. Set `id` as 'all' to return all items in the report
type (default date range returns the latest report). 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. 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.
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. (provider: cftc)
type (default date range returns the latest report). 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. 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.
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. (provider: cftc)
futures_only : bool
Returns the futures-only report. Default is False, for the combined report. (provider: cftc)
Returns
-------
OBBject
results : List[COT]
results : list[COT]
Serializable results.
provider : Optional[Literal['cftc']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -187,20 +187,20 @@ class ROUTER_regulators_cftc(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cftc.
query : str
Search query.
provider : Optional[Literal['cftc']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: cftc.
Returns
-------
OBBject
results : List[COTSearch]
results : list[COTSearch]
Serializable results.
provider : Optional[Literal['cftc']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]

86
openbb_platform/openbb/package/regulators_sec.py
View File

@@ -42,10 +42,10 @@ class ROUTER_regulators_sec(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
symbol : str
Symbol to get data for.
provider : Optional[Literal['sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
use_cache : Optional[bool]
Whether or not to use cache for the request, default is True. (provider: sec)
@@ -54,10 +54,10 @@ class ROUTER_regulators_sec(Container):
OBBject
results : CikMap
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -107,7 +107,7 @@ class ROUTER_regulators_sec(Container):
Parameters
----------
provider : Optional[Literal['sec']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
url : str
URL for the SEC filing. The specific URL is not directly used or downloaded, but is used to generate the base URL for the filing. e.g. https://www.sec.gov/Archives/edgar/data/317540/000031754024000045/coke-20240731.htm and https://www.sec.gov/Archives/edgar/data/317540/000031754024000045/ are both valid URLs for the same filing. (provider: sec)
@@ -119,10 +119,10 @@ class ROUTER_regulators_sec(Container):
OBBject
results : SecFiling
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -157,7 +157,7 @@ class ROUTER_regulators_sec(Container):
cover_page : Optional[dict]
Cover page information, if available. (provider: sec)
document_urls : Optional[list]
List of files associated with the filing. (provider: sec)
list of files associated with the filing. (provider: sec)
Examples
--------
@@ -197,7 +197,7 @@ class ROUTER_regulators_sec(Container):
Parameters
----------
provider : Optional[Literal['sec']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
url : str
URL for the SEC filing. (provider: sec)
@@ -209,10 +209,10 @@ class ROUTER_regulators_sec(Container):
OBBject
results : SecHtmFile
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -263,22 +263,22 @@ class ROUTER_regulators_sec(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
query : str
Search query.
provider : Optional[Literal['sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
use_cache : Optional[bool]
Whether or not to use cache. (provider: sec)
Returns
-------
OBBject
results : List[InstitutionsSearch]
results : list[InstitutionsSearch]
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -331,18 +331,18 @@ class ROUTER_regulators_sec(Container):
Parameters
----------
provider : Optional[Literal['sec']]
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
Returns
-------
OBBject
results : List[RssLitigation]
results : list[RssLitigation]
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -399,10 +399,10 @@ class ROUTER_regulators_sec(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
query : str
Search query.
provider : Optional[Literal['sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
url : Optional[str]
Enter an optional URL path to fetch the next level. (provider: sec)
use_cache : Optional[bool]
@@ -413,10 +413,10 @@ class ROUTER_regulators_sec(Container):
OBBject
results : SchemaFiles
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -424,7 +424,7 @@ class ROUTER_regulators_sec(Container):
SchemaFiles
-----------
files : Optional[List[str]]
files : Optional[list[str]]
Dictionary of URLs to SEC Schema Files (provider: sec)
Examples
@@ -440,7 +440,7 @@ class ROUTER_regulators_sec(Container):
>>> # The URL base will always be the 0 position in the list, feed the URL back in as a parameter.
>>> obb.regulators.sec.schema_files(url=url).results.files
>>> ['https://xbrl.fasb.org/us-gaap/2024/'
>>> 'USGAAP2024FileList.xml'
>>> 'USGAAP2024Filelist.xml'
>>> 'dis/'
>>> 'dqcrules/'
>>> 'ebp/'
@@ -485,22 +485,22 @@ class ROUTER_regulators_sec(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
query : str
Search query.
provider : Optional[Literal['sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
use_cache : Optional[bool]
Whether or not to use cache. (provider: sec)
Returns
-------
OBBject
results : List[SicSearch]
results : list[SicSearch]
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
@@ -562,22 +562,22 @@ class ROUTER_regulators_sec(Container):
Parameters
----------
provider : str
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
query : str
Search query.
use_cache : Optional[bool]
Whether or not to use cache. If True, cache will store for seven days.
provider : Optional[Literal['sec']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: sec.
Returns
-------
OBBject
results : SymbolMap
Serializable results.
provider : Optional[Literal['sec']]
provider : Optional[str]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
warnings : Optional[list[Warning_]]
list of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]