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fix buggy docstring for methods

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This commit is contained in:
Diogo Sousa
2023-10-12 13:22:15 +01:00
parent 1d3a6e997d
commit c88e850407
19 changed files with 157 additions and 3981 deletions
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40
openbb_platform/openbb/package/__extensions__.py
View File

@@ -9,39 +9,25 @@ class Extensions(Container):
"""
Routers:
/crypto
/econometrics
/economy
/fixedincome
/forex
/futures
/news
/qa
/stocks
/ta
Extensions:
- crypto@0.1.0a2
- econometrics@0.1.0a2
- economy@0.1.0a2
- fixedincome@0.1.0a2
- forex@0.1.0a2
- futures@0.1.0a2
- news@0.1.0a2
- openbb_charting@0.1.0a2
- qa@0.1.0a2
- stocks@0.1.0a2
- ta@0.1.0a2
- alpha_vantage@0.1.0a2
- benzinga@0.1.0a2
- cboe@0.1.0a2
- fmp@0.1.0a2
- fred@0.1.0a2
- intrinio@0.1.0a2
- oecd@0.1.0a2
- polygon@0.1.0a2
- quandl@0.1.0a2
- yfinance@0.1.0a2 """
- polygon@0.1.0a2 """
# fmt: on
def __repr__(self) -> str:
return self.__doc__ or ""
@@ -52,12 +38,6 @@ Extensions:
return crypto.ROUTER_crypto(command_runner=self._command_runner)
@property
def econometrics(self): # route = "/econometrics"
from . import econometrics
return econometrics.ROUTER_econometrics(command_runner=self._command_runner)
@property
def economy(self): # route = "/economy"
from . import economy
@@ -76,32 +56,14 @@ Extensions:
return forex.ROUTER_forex(command_runner=self._command_runner)
@property
def futures(self): # route = "/futures"
from . import futures
return futures.ROUTER_futures(command_runner=self._command_runner)
@property
def news(self): # route = "/news"
from . import news
return news.ROUTER_news(command_runner=self._command_runner)
@property
def qa(self): # route = "/qa"
from . import qa
return qa.ROUTER_qa(command_runner=self._command_runner)
@property
def stocks(self): # route = "/stocks"
from . import stocks
return stocks.ROUTER_stocks(command_runner=self._command_runner)
@property
def ta(self): # route = "/ta"
from . import ta
return ta.ROUTER_ta(command_runner=self._command_runner)

16
openbb_platform/openbb/package/crypto.py
View File

@@ -6,9 +6,9 @@ from typing import List, Literal, Optional, Union
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
@@ -20,7 +20,7 @@ class ROUTER_crypto(Container):
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call
@validate
def load(
self,
symbol: Annotated[
@@ -39,7 +39,7 @@ class ROUTER_crypto(Container):
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Optional[Literal["fmp", "polygon", "yfinance"]] = None,
provider: Optional[Literal["fmp", "polygon"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Crypto Historical Price.
@@ -52,14 +52,14 @@ class ROUTER_crypto(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Optional[datetime.date]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'polygon']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
timeseries : Optional[Annotated[int, Ge(ge=0)]]
Number of days to look back. (provider: fmp)
interval : Optional[Union[Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
Data granularity. (provider: fmp, yfinance)
interval : Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day']
Data granularity. (provider: fmp)
multiplier : int
Multiplier of the timespan. (provider: polygon)
timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
@@ -70,15 +70,13 @@ class ROUTER_crypto(Container):
The number of data entries to return. (provider: polygon)
adjusted : bool
Whether the data is adjusted. (provider: polygon)
period : Optional[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]
Period of the data to return. (provider: yfinance)
Returns
-------
OBBject
results : List[CryptoHistorical]
Serializable results.
provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'polygon']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.

514
openbb_platform/openbb/package/econometrics.py
View File

@@ -1,514 +0,0 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import Dict, List, Literal, Union
import pandas
from annotated_types import Gt
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
class ROUTER_econometrics(Container):
"""/econometrics
bgot
coint
corr
dwat
granger
ols
ols_summary
panelbols
panelfd
panelfmac
panelols
panelpols
panelre
unitroot
"""
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call(config=dict(arbitrary_types_allowed=True))
def bgot(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
lags: Annotated[int, Gt(gt=0)] = 1,
) -> OBBject[Data]:
"""Perform Breusch-Godfrey Lagrange Multiplier tests for residual autocorrelation.
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
lags: PositiveInt
Number of lags to use in the test.
Returns
-------
OBBject[Data]
OBBject with the results being the score from the test.
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
lags=lags,
)
return self._run(
"/econometrics/bgot",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def coint(
self, data: Union[List[Data], pandas.DataFrame], columns: List[str]
) -> OBBject[Data]:
"""Show co-integration between two timeseries using the two step Engle-Granger test.
Parameters
----------
data: List[Data]
Input dataset.
columns: List[str]
Data columns to check cointegration
maxlag: PositiveInt
Number of lags to use in the test.
Returns
-------
OBBject[Data]
OBBject with the results being the score from the test.
""" # noqa: E501
inputs = filter_inputs(
data=data,
columns=columns,
)
return self._run(
"/econometrics/coint",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def corr(self, data: Union[List[Data], pandas.DataFrame]) -> OBBject[List[Data]]:
"""Get the corrlelation matrix of an input dataset.
Parameters
----------
data : List[Data]
Input dataset.
Returns
-------
OBBject[List[Data]]
Correlation matrix.
""" # noqa: E501
inputs = filter_inputs(
data=data,
)
return self._run(
"/econometrics/corr",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def dwat(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[Dict]:
"""Perform Durbin-Watson test for autocorrelation
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
Returns
-------
OBBject[Data]
OBBject with the results being the score from the test.
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
)
return self._run(
"/econometrics/dwat",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def granger(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_column: str,
lag: Annotated[int, Gt(gt=0)] = 3,
) -> OBBject[Data]:
"""Perform Granger causality test to determine if X "causes" y.
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_column: str
Columns to use as exogenous variables.
lag: PositiveInt
Number of lags to use in the test.
Returns
-------
OBBject[Data]
OBBject with the results being the score from the test.
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_column=x_column,
lag=lag,
)
return self._run(
"/econometrics/granger",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def ols(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[Dict]:
"""Perform OLS regression. This returns the model and results objects from statsmodels.
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
Returns
-------
OBBject[Dict]
OBBject with the results being model and results objects.
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
)
return self._run(
"/econometrics/ols",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def ols_summary(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[Data]:
"""Perform OLS regression. This returns the summary object from statsmodels.
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
Returns
-------
OBBject[Dict]
OBBject with the results being summary object.
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
)
return self._run(
"/econometrics/ols_summary",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def panelbols(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[Dict]:
"""Perform a Between estimator regression on panel data
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
Returns
-------
OBBject[Dict]
OBBject with the fit model returned
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
)
return self._run(
"/econometrics/panelbols",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def panelfd(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[Dict]:
"""Perform a first-difference estimate for panel data
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
Returns
-------
OBBject[Dict]
OBBject with the fit model returned
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
)
return self._run(
"/econometrics/panelfd",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def panelfmac(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[Dict]:
"""Fama-MacBeth estimator for panel data
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
Returns
-------
OBBject[Dict]
OBBject with the fit model returned
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
)
return self._run(
"/econometrics/panelfmac",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def panelols(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[Dict]:
"""One- and two-way fixed effects estimator for panel data
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
Returns
-------
OBBject[Dict]
OBBject with the fit model returned
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
)
return self._run(
"/econometrics/panelols",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def panelpols(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[Dict]:
"""Perform a Pooled coefficvient estimator regression on panel data
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
Returns
-------
OBBject[Dict]
OBBject with the fit model returned
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
)
return self._run(
"/econometrics/panelpols",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def panelre(
self,
data: Union[List[Data], pandas.DataFrame],
y_column: str,
x_columns: List[str],
) -> OBBject[Dict]:
"""Perform One-way Random Effects model for panel data
Parameters
----------
data: List[Data]
Input dataset.
y_column: str
Target column.
x_columns: str
List of columns to use as exogenous variables.
Returns
-------
OBBject[Dict]
OBBject with the fit model returned
""" # noqa: E501
inputs = filter_inputs(
data=data,
y_column=y_column,
x_columns=x_columns,
)
return self._run(
"/econometrics/panelre",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def unitroot(
self,
data: Union[List[Data], pandas.DataFrame],
column: str,
regression: Literal["c", "ct", "ctt"] = "c",
) -> OBBject[Data]:
"""Perform Augmented Dickey-Fuller unit root test.
Parameters
----------
data: List[Data]
Input dataset.
column: str
Data columns to check unit root
regression: str
Regression type to use in the test. Either "c" for constant only, "ct" for constant and trend, or "ctt" for
constant, trend, and trend-squared.
Returns
-------
OBBject[Data]
OBBject with the results being the score from the test.
""" # noqa: E501
inputs = filter_inputs(
data=data,
column=column,
regression=regression,
)
return self._run(
"/econometrics/unitroot",
**inputs,
)

947
openbb_platform/openbb/package/economy.py
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File diff suppressed because it is too large Load Diff

14
openbb_platform/openbb/package/extension_map.json vendored
View File

@@ -1,27 +1,17 @@
{
"openbb_core_extension": [
"crypto@0.1.0a2",
"econometrics@0.1.0a2",
"economy@0.1.0a2",
"fixedincome@0.1.0a2",
"forex@0.1.0a2",
"futures@0.1.0a2",
"news@0.1.0a2",
"openbb_charting@0.1.0a2",
"qa@0.1.0a2",
"stocks@0.1.0a2",
"ta@0.1.0a2"
"stocks@0.1.0a2"
],
"openbb_provider_extension": [
"alpha_vantage@0.1.0a2",
"benzinga@0.1.0a2",
"cboe@0.1.0a2",
"fmp@0.1.0a2",
"fred@0.1.0a2",
"intrinio@0.1.0a2",
"oecd@0.1.0a2",
"polygon@0.1.0a2",
"quandl@0.1.0a2",
"yfinance@0.1.0a2"
"polygon@0.1.0a2"
]
}

20
openbb_platform/openbb/package/fixedincome.py
View File

@@ -6,9 +6,9 @@ from typing import List, Literal, Optional, Union
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
@@ -28,7 +28,7 @@ class ROUTER_fixedincome(Container):
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call
@validate
def ameribor(
self,
start_date: Annotated[
@@ -101,7 +101,7 @@ class ROUTER_fixedincome(Container):
**inputs,
)
@validate_call
@validate
def estr(
self,
start_date: Annotated[
@@ -175,7 +175,7 @@ class ROUTER_fixedincome(Container):
**inputs,
)
@validate_call
@validate
def fed(
self,
start_date: Annotated[
@@ -249,7 +249,7 @@ class ROUTER_fixedincome(Container):
**inputs,
)
@validate_call
@validate
def iorb(
self,
start_date: Annotated[
@@ -321,7 +321,7 @@ class ROUTER_fixedincome(Container):
**inputs,
)
@validate_call
@validate
def projections(
self, provider: Optional[Literal["fred"]] = None, **kwargs
) -> OBBject[List[Data]]:
@@ -386,7 +386,7 @@ class ROUTER_fixedincome(Container):
**inputs,
)
@validate_call
@validate
def sofr(
self,
start_date: Annotated[
@@ -456,7 +456,7 @@ class ROUTER_fixedincome(Container):
**inputs,
)
@validate_call
@validate
def sonia(
self,
start_date: Annotated[
@@ -529,7 +529,7 @@ class ROUTER_fixedincome(Container):
**inputs,
)
@validate_call
@validate
def treasury(
self,
start_date: Annotated[
@@ -619,7 +619,7 @@ class ROUTER_fixedincome(Container):
**inputs,
)
@validate_call
@validate
def ycrv(
self,
date: Annotated[

18
openbb_platform/openbb/package/forex.py
View File

@@ -6,9 +6,9 @@ from typing import List, Literal, Optional, Union
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
@@ -21,7 +21,7 @@ class ROUTER_forex(Container):
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call
@validate
def load(
self,
symbol: Annotated[
@@ -40,7 +40,7 @@ class ROUTER_forex(Container):
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
provider: Optional[Literal["fmp", "polygon", "yfinance"]] = None,
provider: Optional[Literal["fmp", "polygon"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Forex Intraday Price.
@@ -53,12 +53,12 @@ class ROUTER_forex(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Optional[datetime.date]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'polygon']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
interval : Optional[Union[Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
Data granularity. (provider: fmp, yfinance)
interval : Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day']
Data granularity. (provider: fmp)
multiplier : int
Multiplier of the timespan. (provider: polygon)
timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
@@ -69,15 +69,13 @@ class ROUTER_forex(Container):
The number of data entries to return. (provider: polygon)
adjusted : bool
Whether the data is adjusted. (provider: polygon)
period : Optional[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]
Period of the data to return. (provider: yfinance)
Returns
-------
OBBject
results : List[ForexHistorical]
Serializable results.
provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'polygon']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -135,7 +133,7 @@ class ROUTER_forex(Container):
**inputs,
)
@validate_call
@validate
def pairs(
self, provider: Optional[Literal["fmp", "intrinio", "polygon"]] = None, **kwargs
) -> OBBject[List[Data]]:

188
openbb_platform/openbb/package/futures.py
View File

@@ -1,188 +0,0 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Optional, Union
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
class ROUTER_futures(Container):
"""/futures
curve
load
"""
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call
def curve(
self,
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
date: Annotated[
Optional[datetime.date],
OpenBBCustomParameter(description="Historical date to search curve for."),
] = None,
provider: Optional[Literal["cboe", "yfinance"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Futures Historical Price.
Parameters
----------
symbol : str
Symbol to get data for.
date : Optional[datetime.date]
Historical date to search curve for.
provider : Optional[Literal['cboe', 'yfinance']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
Returns
-------
OBBject
results : List[FuturesCurve]
Serializable results.
provider : Optional[Literal['cboe', 'yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
FuturesCurve
------------
expiration : str
Futures expiration month.
price : Optional[float]
The close price of the symbol.
symbol : Optional[str]
The trading symbol for the tenor of future. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
"date": date,
},
extra_params=kwargs,
)
return self._run(
"/futures/curve",
**inputs,
)
@validate_call
def load(
self,
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="Start date of the data, in YYYY-MM-DD format."
),
] = None,
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
expiration: Annotated[
Optional[str],
OpenBBCustomParameter(description="Future expiry date with format YYYY-MM"),
] = None,
provider: Optional[Literal["yfinance"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Futures Historical Price.
Parameters
----------
symbol : str
Symbol to get data for.
start_date : Optional[datetime.date]
Start date of the data, in YYYY-MM-DD format.
end_date : Optional[datetime.date]
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 for the query, by default None.
If None, the provider specified in defaults is selected or 'yfinance' if there is
no default.
interval : Optional[Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]
Data granularity. (provider: yfinance)
period : Optional[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]
Period of the data to return. (provider: yfinance)
prepost : bool
Include Pre and Post market data. (provider: yfinance)
adjust : bool
Adjust all the data automatically. (provider: yfinance)
back_adjust : bool
Back-adjusted data to mimic true historical prices. (provider: yfinance)
Returns
-------
OBBject
results : List[FuturesHistorical]
Serializable results.
provider : Optional[Literal['yfinance']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
FuturesHistorical
-----------------
date : datetime
The date of the data.
open : float
The open price of the symbol.
high : float
The high price of the symbol.
low : float
The low price of the symbol.
close : float
The close price of the symbol.
volume : float
The volume of the symbol.""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
"start_date": start_date,
"end_date": end_date,
"expiration": expiration,
},
extra_params=kwargs,
)
return self._run(
"/futures/load",
**inputs,
)

70
openbb_platform/openbb/package/module_map.json vendored
View File

@@ -2,38 +2,13 @@
"__extensions__": "",
"crypto": "/crypto",
"crypto_load": "/crypto/load",
"econometrics": "/econometrics",
"econometrics_bgot": "/econometrics/bgot",
"econometrics_coint": "/econometrics/coint",
"econometrics_corr": "/econometrics/corr",
"econometrics_dwat": "/econometrics/dwat",
"econometrics_granger": "/econometrics/granger",
"econometrics_ols": "/econometrics/ols",
"econometrics_ols_summary": "/econometrics/ols_summary",
"econometrics_panelbols": "/econometrics/panelbols",
"econometrics_panelfd": "/econometrics/panelfd",
"econometrics_panelfmac": "/econometrics/panelfmac",
"econometrics_panelols": "/econometrics/panelols",
"econometrics_panelpols": "/econometrics/panelpols",
"econometrics_panelre": "/econometrics/panelre",
"econometrics_unitroot": "/econometrics/unitroot",
"economy": "/economy",
"economy_available_indices": "/economy/available_indices",
"economy_const": "/economy/const",
"economy_cot": "/economy/cot",
"economy_cot_search": "/economy/cot_search",
"economy_cpi": "/economy/cpi",
"economy_european_index": "/economy/european_index",
"economy_european_index_constituents": "/economy/european_index_constituents",
"economy_fred_index": "/economy/fred_index",
"economy_gdpforecast": "/economy/gdpforecast",
"economy_gdpnom": "/economy/gdpnom",
"economy_gdpreal": "/economy/gdpreal",
"economy_index": "/economy/index",
"economy_index_search": "/economy/index_search",
"economy_index_snapshots": "/economy/index_snapshots",
"economy_risk": "/economy/risk",
"economy_sp500_multiples": "/economy/sp500_multiples",
"fixedincome": "/fixedincome",
"fixedincome_ameribor": "/fixedincome/ameribor",
"fixedincome_estr": "/fixedincome/estr",
@@ -47,22 +22,8 @@
"forex": "/forex",
"forex_load": "/forex/load",
"forex_pairs": "/forex/pairs",
"futures": "/futures",
"futures_curve": "/futures/curve",
"futures_load": "/futures/load",
"news": "/news",
"news_globalnews": "/news/globalnews",
"qa": "/qa",
"qa_capm": "/qa/capm",
"qa_kurtosis": "/qa/kurtosis",
"qa_normality": "/qa/normality",
"qa_om": "/qa/om",
"qa_quantile": "/qa/quantile",
"qa_sh": "/qa/sh",
"qa_skew": "/qa/skew",
"qa_so": "/qa/so",
"qa_summary": "/qa/summary",
"qa_unitroot": "/qa/unitroot",
"stocks": "/stocks",
"stocks_ca": "/stocks/ca",
"stocks_ca_peers": "/stocks/ca/peers",
@@ -95,39 +56,10 @@
"stocks_fa_shrs": "/stocks/fa/shrs",
"stocks_fa_split": "/stocks/fa/split",
"stocks_fa_transcript": "/stocks/fa/transcript",
"stocks_info": "/stocks/info",
"stocks_load": "/stocks/load",
"stocks_multiples": "/stocks/multiples",
"stocks_news": "/stocks/news",
"stocks_options": "/stocks/options",
"stocks_options_chains": "/stocks/options/chains",
"stocks_quote": "/stocks/quote",
"stocks_search": "/stocks/search",
"ta": "/ta",
"ta_ad": "/ta/ad",
"ta_adosc": "/ta/adosc",
"ta_adx": "/ta/adx",
"ta_aroon": "/ta/aroon",
"ta_atr": "/ta/atr",
"ta_bbands": "/ta/bbands",
"ta_cci": "/ta/cci",
"ta_cg": "/ta/cg",
"ta_clenow": "/ta/clenow",
"ta_cones": "/ta/cones",
"ta_demark": "/ta/demark",
"ta_donchian": "/ta/donchian",
"ta_ema": "/ta/ema",
"ta_fib": "/ta/fib",
"ta_fisher": "/ta/fisher",
"ta_hma": "/ta/hma",
"ta_ichimoku": "/ta/ichimoku",
"ta_kc": "/ta/kc",
"ta_macd": "/ta/macd",
"ta_obv": "/ta/obv",
"ta_rsi": "/ta/rsi",
"ta_sma": "/ta/sma",
"ta_stoch": "/ta/stoch",
"ta_vwap": "/ta/vwap",
"ta_wma": "/ta/wma",
"ta_zlma": "/ta/zlma"
"stocks_quote": "/stocks/quote"
}

4
openbb_platform/openbb/package/news.py
View File

@@ -5,9 +5,9 @@ from typing import List, Literal, Optional
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
@@ -19,7 +19,7 @@ class ROUTER_news(Container):
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call
@validate
def globalnews(
self,
limit: Annotated[

375
openbb_platform/openbb/package/qa.py
View File

@@ -1,375 +0,0 @@
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
from typing import List, Literal, Union
import pandas
from annotated_types import Ge, Gt
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from openbb_qa.qa_models import (
CAPMModel,
NormalityModel,
OmegaModel,
SummaryModel,
UnitRootModel,
)
from pydantic import validate_call
from typing_extensions import Annotated
class ROUTER_qa(Container):
"""/qa
capm
kurtosis
normality
om
quantile
sh
skew
so
summary
unitroot
"""
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call(config=dict(arbitrary_types_allowed=True))
def capm(
self, data: Union[List[Data], pandas.DataFrame], target: str
) -> OBBject[CAPMModel]:
"""Capital Asset Pricing Model.""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
)
return self._run(
"/qa/capm",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def kurtosis(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
window: Annotated[int, Gt(gt=0)],
) -> OBBject[List[Data]]:
"""Kurtosis.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
window : PositiveInt
Window size.
Returns
-------
OBBject[List[Data]]
Kurtosis.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
window=window,
)
return self._run(
"/qa/kurtosis",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def normality(
self, data: Union[List[Data], pandas.DataFrame], target: str
) -> OBBject[NormalityModel]:
"""
Normality Statistics.
- **Kurtosis**: whether the kurtosis of a sample differs from the normal distribution.
- **Skewness**: whether the skewness of a sample differs from the normal distribution.
- **Jarque-Bera**: whether the sample data has the skewness and kurtosis matching a normal distribution.
- **Shapiro-Wilk**: whether a random sample comes from a normal distribution.
- **Kolmogorov-Smirnov**: whether two underlying one-dimensional probability distributions differ.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
Returns
-------
OBBject[NormalityModel]
Normality tests summary. See qa_models.NormalityModel for details.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
)
return self._run(
"/qa/normality",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def om(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
threshold_start: float = 0.0,
threshold_end: float = 1.5,
) -> OBBject[List[OmegaModel]]:
"""Omega Ratio.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
threshold_start : float, optional
Start threshold, by default 0.0
threshold_end : float, optional
End threshold, by default 1.5
Returns
-------
OBBject[List[OmegaModel]]
Omega ratios.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
threshold_start=threshold_start,
threshold_end=threshold_end,
)
return self._run(
"/qa/om",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def quantile(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
window: Annotated[int, Gt(gt=0)],
quantile_pct: Annotated[float, Ge(ge=0)] = 0.5,
) -> OBBject[List[Data]]:
"""Quantile.""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
window=window,
quantile_pct=quantile_pct,
)
return self._run(
"/qa/quantile",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def sh(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
rfr: float = 0.0,
window: Annotated[int, Gt(gt=0)] = 252,
) -> OBBject[List[Data]]:
"""Sharpe Ratio.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
rfr : float, optional
Risk-free rate, by default 0.0
window : PositiveInt, optional
Window size, by default 252
Returns
-------
OBBject[List[Data]]
Sharpe ratio.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
rfr=rfr,
window=window,
)
return self._run(
"/qa/sh",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def skew(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
window: Annotated[int, Gt(gt=0)],
) -> OBBject[List[Data]]:
"""Skewness.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
window : PositiveInt
Window size.
Returns
-------
OBBject[List[Data]]
Skewness.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
window=window,
)
return self._run(
"/qa/skew",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def so(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
target_return: float = 0.0,
window: Annotated[int, Gt(gt=0)] = 252,
adjusted: bool = False,
) -> OBBject[List[Data]]:
"""Sortino Ratio.
For method & terminology see: http://www.redrockcapital.com/Sortino__A__Sharper__Ratio_Red_Rock_Capital.pdf
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
target_return : float, optional
Target return, by default 0.0
window : PositiveInt, optional
Window size, by default 252
adjusted : bool, optional
Adjust sortino ratio to compare it to sharpe ratio, by default False
Returns
-------
OBBject[List[Data]]
Sortino ratio.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
target_return=target_return,
window=window,
adjusted=adjusted,
)
return self._run(
"/qa/so",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def summary(
self, data: Union[List[Data], pandas.DataFrame], target: str
) -> OBBject[SummaryModel]:
"""Summary.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
Returns
-------
OBBject[SummaryModel]
Summary table.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
)
return self._run(
"/qa/summary",
**inputs,
)
@validate_call(config=dict(arbitrary_types_allowed=True))
def unitroot(
self,
data: Union[List[Data], pandas.DataFrame],
target: str,
fuller_reg: Literal["c", "ct", "ctt", "nc"] = "c",
kpss_reg: Literal["c", "ct"] = "c",
) -> OBBject[UnitRootModel]:
"""Unit Root Test.
Augmented Dickey-Fuller test for unit root.
Kwiatkowski-Phillips-Schmidt-Shin test for unit root.
Parameters
----------
data : List[Data]
Time series data.
target : str
Target column name.
fuller_reg : Literal["c", "ct", "ctt", "nc", "c"]
Regression type for ADF test.
kpss_reg : Literal["c", "ct"]
Regression type for KPSS test.
Returns
-------
OBBject[UnitRootModel]
Unit root tests summary.
""" # noqa: E501
inputs = filter_inputs(
data=data,
target=target,
fuller_reg=fuller_reg,
kpss_reg=kpss_reg,
)
return self._run(
"/qa/unitroot",
**inputs,
)

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

@@ -7,9 +7,9 @@ from annotated_types import Ge
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
@@ -17,13 +17,11 @@ class ROUTER_stocks(Container):
"""/stocks
/ca
/fa
info
load
multiples
news
/options
quote
search
"""
def __repr__(self) -> str:
@@ -41,122 +39,7 @@ class ROUTER_stocks(Container):
return stocks_fa.ROUTER_stocks_fa(command_runner=self._command_runner)
@validate_call
def info(
self,
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Optional[Literal["cboe"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get general price and performance metrics of a stock.
Parameters
----------
symbol : str
Symbol to get data for.
provider : Optional[Literal['cboe']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
Returns
-------
OBBject
results : List[StockInfo]
Serializable results.
provider : Optional[Literal['cboe']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
StockInfo
---------
symbol : str
Symbol to get data for.
name : str
Name associated with the ticker symbol.
price : Optional[float]
Last transaction price.
open : Optional[float]
Opening price of the stock.
high : Optional[float]
High price of the current trading day.
low : Optional[float]
Low price of the current trading day.
close : Optional[float]
Closing price of the most recent trading day.
change : Optional[float]
Change in price over the current trading period.
change_percent : Optional[float]
Percent change in price over the current trading period.
prev_close : Optional[float]
Previous closing price.
type : Optional[str]
Type of asset. (provider: cboe)
exchange_id : Optional[int]
The Exchange ID number. (provider: cboe)
tick : Optional[str]
Whether the last sale was an up or down tick. (provider: cboe)
bid : Optional[float]
Current bid price. (provider: cboe)
bid_size : Optional[float]
Bid lot size. (provider: cboe)
ask : Optional[float]
Current ask price. (provider: cboe)
ask_size : Optional[float]
Ask lot size. (provider: cboe)
volume : Optional[float]
Stock volume for the current trading day. (provider: cboe)
iv30 : Optional[float]
The 30-day implied volatility of the stock. (provider: cboe)
iv30_change : Optional[float]
Change in 30-day implied volatility of the stock. (provider: cboe)
last_trade_timestamp : Optional[datetime]
Last trade timestamp for the stock. (provider: cboe)
iv30_annual_high : Optional[float]
The 1-year high of implied volatility. (provider: cboe)
hv30_annual_high : Optional[float]
The 1-year high of realized volatility. (provider: cboe)
iv30_annual_low : Optional[float]
The 1-year low of implied volatility. (provider: cboe)
hv30_annual_low : Optional[float]
The 1-year low of realized volatility. (provider: cboe)
iv60_annual_high : Optional[float]
The 60-day high of implied volatility. (provider: cboe)
hv60_annual_high : Optional[float]
The 60-day high of realized volatility. (provider: cboe)
iv60_annual_low : Optional[float]
The 60-day low of implied volatility. (provider: cboe)
hv60_annual_low : Optional[float]
The 60-day low of realized volatility. (provider: cboe)
iv90_annual_high : Optional[float]
The 90-day high of implied volatility. (provider: cboe)
hv90_annual_high : Optional[float]
The 90-day high of realized volatility. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
},
extra_params=kwargs,
)
return self._run(
"/stocks/info",
**inputs,
)
@validate_call
@validate
def load(
self,
symbol: Annotated[
@@ -175,10 +58,7 @@ class ROUTER_stocks(Container):
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
chart: bool = False,
provider: Optional[
Literal["alpha_vantage", "cboe", "fmp", "intrinio", "polygon", "yfinance"]
] = None,
provider: Optional[Literal["fmp", "intrinio", "polygon"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Load stock data for a specific ticker.
@@ -191,28 +71,14 @@ class ROUTER_stocks(Container):
Start date of the data, in YYYY-MM-DD format.
end_date : Optional[datetime.date]
End date of the data, in YYYY-MM-DD format.
chart : bool
Whether to create a chart or not, by default False.
provider : Optional[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'pol...
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'alpha_vantage' if there is
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
function_ : Literal['TIME_SERIES_INTRADAY', 'TIME_SERIES_DAILY', 'TIME_SERIES_WEEKLY', 'TIME_SERIES_MONTHLY', 'TIME_SERIES_DAILY_ADJUSTED', 'TIME_SERIES_WEEKLY_ADJUSTED', 'TIME_SERIES_MONTHLY_ADJUSTED']
The time series of your choice. (provider: alpha_vantage)
period : Optional[Union[Literal['intraday', 'daily', 'weekly', 'monthly'], Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]]
Period of the data to return. (provider: alpha_vantage, yfinance)
interval : Optional[Union[Literal['1min', '5min', '15min', '30min', '60min'], Literal['1d', '1m'], Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
Data granularity. (provider: alpha_vantage, cboe, fmp, yfinance)
adjusted : Optional[bool]
Output time series is adjusted by historical split and dividend events. (provider: alpha_vantage, polygon)
extended_hours : Optional[bool]
Extended trading hours during pre-market and after-hours. (provider: alpha_vantage)
month : Optional[str]
Query a specific month in history (in YYYY-MM format). (provider: alpha_vantage)
outputsize : Optional[Literal['compact', 'full']]
Compact returns only the latest 100 data points in the intraday time series; full returns trailing 30 days of the most recent intraday data if the month parameter (see above) is not specified, or the full intraday data for a specific month in history if the month parameter is specified. (provider: alpha_vantage)
timeseries : Optional[Annotated[int, Ge(ge=0)]]
Number of days to look back. (provider: fmp)
interval : Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day']
Data granularity. (provider: fmp)
timezone : Optional[Literal['Africa/Algiers', 'Africa/Cairo', 'Africa/Casablanca', 'Africa/Harare', 'Africa/Johannesburg', 'Africa/Monrovia', 'Africa/Nairobi', 'America/Argentina/Buenos_Aires', 'America/Bogota', 'America/Caracas', 'America/Chicago', 'America/Chihuahua', 'America/Denver', 'America/Godthab', 'America/Guatemala', 'America/Guyana', 'America/Halifax', 'America/Indiana/Indianapolis', 'America/Juneau', 'America/La_Paz', 'America/Lima', 'America/Los_Angeles', 'America/Mazatlan', 'America/Mexico_City', 'America/Monterrey', 'America/Montevideo', 'America/New_York', 'America/Phoenix', 'America/Regina', 'America/Santiago', 'America/Sao_Paulo', 'America/St_Johns', 'America/Tijuana', 'Asia/Almaty', 'Asia/Baghdad', 'Asia/Baku', 'Asia/Bangkok', 'Asia/Chongqing', 'Asia/Colombo', 'Asia/Dhaka', 'Asia/Hong_Kong', 'Asia/Irkutsk', 'Asia/Jakarta', 'Asia/Jerusalem', 'Asia/Kabul', 'Asia/Kamchatka', 'Asia/Karachi', 'Asia/Kathmandu', 'Asia/Kolkata', 'Asia/Krasnoyarsk', 'Asia/Kuala_Lumpur', 'Asia/Kuwait', 'Asia/Magadan', 'Asia/Muscat', 'Asia/Novosibirsk', 'Asia/Rangoon', 'Asia/Riyadh', 'Asia/Seoul', 'Asia/Shanghai', 'Asia/Singapore', 'Asia/Srednekolymsk', 'Asia/Taipei', 'Asia/Tashkent', 'Asia/Tbilisi', 'Asia/Tehran', 'Asia/Tokyo', 'Asia/Ulaanbaatar', 'Asia/Urumqi', 'Asia/Vladivostok', 'Asia/Yakutsk', 'Asia/Yekaterinburg', 'Asia/Yerevan', 'Atlantic/Azores', 'Atlantic/Cape_Verde', 'Atlantic/South_Georgia', 'Australia/Adelaide', 'Australia/Brisbane', 'Australia/Darwin', 'Australia/Hobart', 'Australia/Melbourne', 'Australia/Perth', 'Australia/Sydney', 'Etc/UTC', 'UTC', 'Europe/Amsterdam', 'Europe/Athens', 'Europe/Belgrade', 'Europe/Berlin', 'Europe/Bratislava', 'Europe/Brussels', 'Europe/Bucharest', 'Europe/Budapest', 'Europe/Copenhagen', 'Europe/Dublin', 'Europe/Helsinki', 'Europe/Istanbul', 'Europe/Kaliningrad', 'Europe/Kiev', 'Europe/Lisbon', 'Europe/Ljubljana', 'Europe/London', 'Europe/Madrid', 'Europe/Minsk', 'Europe/Moscow', 'Europe/Paris', 'Europe/Prague', 'Europe/Riga', 'Europe/Rome', 'Europe/Samara', 'Europe/Sarajevo', 'Europe/Skopje', 'Europe/Sofia', 'Europe/Stockholm', 'Europe/Tallinn', 'Europe/Vienna', 'Europe/Vilnius', 'Europe/Volgograd', 'Europe/Warsaw', 'Europe/Zagreb', 'Pacific/Apia', 'Pacific/Auckland', 'Pacific/Chatham', 'Pacific/Fakaofo', 'Pacific/Fiji', 'Pacific/Guadalcanal', 'Pacific/Guam', 'Pacific/Honolulu', 'Pacific/Majuro', 'Pacific/Midway', 'Pacific/Noumea', 'Pacific/Pago_Pago', 'Pacific/Port_Moresby', 'Pacific/Tongatapu']]
Returns trading times in this timezone. (provider: intrinio)
source : Optional[Literal['realtime', 'delayed', 'nasdaq_basic']]
@@ -231,33 +97,15 @@ class ROUTER_stocks(Container):
Sort order of the data. (provider: polygon)
limit : int
The number of data entries to return. (provider: polygon)
prepost : bool
Include Pre and Post market data. (provider: yfinance)
actions : bool
Include actions. (provider: yfinance)
auto_adjust : bool
Adjust all OHLC data automatically. (provider: yfinance)
back_adjust : bool
Attempt to adjust all the data automatically. (provider: yfinance)
progress : bool
Show progress bar. (provider: yfinance)
ignore_tz : bool
When combining from different timezones, ignore that part of datetime. (provider: yfinance)
rounding : bool
Round to two decimal places? (provider: yfinance)
repair : bool
Detect currency unit 100x mixups and attempt repair. (provider: yfinance)
keepna : bool
Keep NaN rows returned by Yahoo? (provider: yfinance)
group_by : Literal['ticker', 'column']
Group by ticker or column. (provider: yfinance)
adjusted : bool
Output time series is adjusted by historical split and dividend events. (provider: polygon)
Returns
-------
OBBject
results : List[StockHistorical]
Serializable results.
provider : Optional[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -282,18 +130,8 @@ class ROUTER_stocks(Container):
The volume of the symbol.
vwap : Optional[Annotated[float, Gt(gt=0)]]
Volume Weighted Average Price of the symbol.
adj_close : Optional[Union[Annotated[float, Gt(gt=0)], float]]
The adjusted close price of the symbol. (provider: alpha_vantage, fmp)
dividend_amount : Optional[Annotated[float, Ge(ge=0)]]
Dividend amount paid for the corresponding date. (provider: alpha_vantage)
split_coefficient : Optional[Annotated[float, Ge(ge=0)]]
Split coefficient for the corresponding date. (provider: alpha_vantage)
calls_volume : Optional[float]
Number of calls traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
puts_volume : Optional[float]
Number of puts traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
total_options_volume : Optional[float]
Total number of options traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe)
adj_close : Optional[float]
Adjusted Close Price of the symbol. (provider: fmp)
unadjusted_volume : Optional[float]
Unadjusted volume of the symbol. (provider: fmp)
change : Optional[float]
@@ -324,7 +162,6 @@ class ROUTER_stocks(Container):
"end_date": end_date,
},
extra_params=kwargs,
chart=chart,
)
return self._run(
@@ -332,7 +169,7 @@ class ROUTER_stocks(Container):
**inputs,
)
@validate_call
@validate
def multiples(
self,
symbol: Annotated[
@@ -343,7 +180,6 @@ class ROUTER_stocks(Container):
Optional[int],
OpenBBCustomParameter(description="The number of data entries to return."),
] = 100,
chart: bool = False,
provider: Optional[Literal["fmp"]] = None,
**kwargs
) -> OBBject[List[Data]]:
@@ -355,8 +191,6 @@ class ROUTER_stocks(Container):
Symbol to get data for.
limit : Optional[int]
The number of data entries to return.
chart : bool
Whether to create a chart or not, by default False.
provider : Optional[Literal['fmp']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
@@ -508,7 +342,6 @@ class ROUTER_stocks(Container):
"limit": limit,
},
extra_params=kwargs,
chart=chart,
)
return self._run(
@@ -516,7 +349,7 @@ class ROUTER_stocks(Container):
**inputs,
)
@validate_call
@validate
def news(
self,
symbols: Annotated[
@@ -526,10 +359,7 @@ class ROUTER_stocks(Container):
Optional[Annotated[int, Ge(ge=0)]],
OpenBBCustomParameter(description="Number of results to return per page."),
] = 20,
chart: bool = False,
provider: Optional[
Literal["benzinga", "fmp", "intrinio", "polygon", "yfinance"]
] = None,
provider: Optional[Literal["benzinga", "fmp", "intrinio", "polygon"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get news for one or more stock tickers.
@@ -540,9 +370,7 @@ class ROUTER_stocks(Container):
Comma separated list of symbols.
limit : Optional[Annotated[int, Ge(ge=0)]]
Number of results to return per page.
chart : bool
Whether to create a chart or not, by default False.
provider : Optional[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'yfina...
provider : Optional[Literal['benzinga', 'fmp', 'intrinio', 'polygon']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'benzinga' if there is
no default.
@@ -582,7 +410,7 @@ class ROUTER_stocks(Container):
OBBject
results : List[StockNews]
Serializable results.
provider : Optional[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'yfinance']]
provider : Optional[Literal['benzinga', 'fmp', 'intrinio', 'polygon']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -629,18 +457,10 @@ class ROUTER_stocks(Container):
Image URL. (provider: polygon)
keywords : Optional[List[str]]
Keywords in the article (provider: polygon)
publisher : Optional[Union[openbb_polygon.models.stock_news.PolygonPublisher, str]]
Publisher of the article. (provider: polygon, yfinance)
publisher : Optional[openbb_polygon.models.stock_news.PolygonPublisher]
Publisher of the article. (provider: polygon)
tickers : Optional[List[str]]
Tickers covered in the article. (provider: polygon)
uuid : Optional[str]
Unique identifier for the news article (provider: yfinance)
type : Optional[str]
Type of the news article (provider: yfinance)
thumbnail : Optional[List]
Thumbnail related data to the ticker news article. (provider: yfinance)
related_tickers : Optional[str]
Tickers related to the news article. (provider: yfinance)""" # noqa: E501
Tickers covered in the article. (provider: polygon)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
@@ -651,7 +471,6 @@ class ROUTER_stocks(Container):
"limit": limit,
},
extra_params=kwargs,
chart=chart,
)
return self._run(
@@ -665,7 +484,7 @@ class ROUTER_stocks(Container):
return stocks_options.ROUTER_stocks_options(command_runner=self._command_runner)
@validate_call
@validate
def quote(
self,
symbol: Annotated[
@@ -807,68 +626,3 @@ class ROUTER_stocks(Container):
"/stocks/quote",
**inputs,
)
@validate_call
def search(
self,
query: Annotated[str, OpenBBCustomParameter(description="Search query.")] = "",
ticker: Annotated[
bool,
OpenBBCustomParameter(description="Whether to search by ticker symbol."),
] = False,
provider: Optional[Literal["cboe"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Search for a company or stock ticker.
Parameters
----------
query : str
Search query.
ticker : bool
Whether to search by ticker symbol.
provider : Optional[Literal['cboe']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
no default.
Returns
-------
OBBject
results : List[StockSearch]
Serializable results.
provider : Optional[Literal['cboe']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra: Dict[str, Any]
Extra info.
StockSearch
-----------
symbol : str
Symbol to get data for.
name : str
Name of the company.
dpm_name : Optional[str]
Name of the primary market maker. (provider: cboe)
post_station : Optional[str]
Post and station location on the CBOE trading floor. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"query": query,
"ticker": ticker,
},
extra_params=kwargs,
)
return self._run(
"/stocks/search",
**inputs,
)

4
openbb_platform/openbb/package/stocks_ca.py
View File

@@ -5,9 +5,9 @@ from typing import List, Literal, Optional, Union
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
@@ -19,7 +19,7 @@ class ROUTER_stocks_ca(Container):
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call
@validate
def peers(
self,
symbol: Annotated[

76
openbb_platform/openbb/package/stocks_fa.py
View File

@@ -6,9 +6,9 @@ from typing import List, Literal, Optional, Union
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
@@ -47,7 +47,7 @@ class ROUTER_stocks_fa(Container):
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call
@validate
def balance(
self,
symbol: Annotated[
@@ -62,7 +62,7 @@ class ROUTER_stocks_fa(Container):
int,
OpenBBCustomParameter(description="The number of data entries to return."),
] = 12,
provider: Optional[Literal["fmp", "intrinio", "polygon", "yfinance"]] = None,
provider: Optional[Literal["fmp", "intrinio", "polygon"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Balance Sheet.
@@ -75,7 +75,7 @@ class ROUTER_stocks_fa(Container):
Period of the data to return.
limit : int
The number of data entries to return.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
@@ -123,7 +123,7 @@ class ROUTER_stocks_fa(Container):
OBBject
results : List[BalanceSheet]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -266,7 +266,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def balance_growth(
self,
symbol: Annotated[
@@ -410,7 +410,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def cal(
self,
start_date: Annotated[
@@ -490,7 +490,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def cash(
self,
symbol: Annotated[
@@ -505,7 +505,7 @@ class ROUTER_stocks_fa(Container):
int,
OpenBBCustomParameter(description="The number of data entries to return."),
] = 12,
provider: Optional[Literal["fmp", "intrinio", "polygon", "yfinance"]] = None,
provider: Optional[Literal["fmp", "intrinio", "polygon"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Cash Flow Statement.
@@ -518,7 +518,7 @@ class ROUTER_stocks_fa(Container):
Period of the data to return.
limit : int
The number of data entries to return.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
@@ -566,7 +566,7 @@ class ROUTER_stocks_fa(Container):
OBBject
results : List[CashFlowStatement]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -689,7 +689,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def cash_growth(
self,
symbol: Annotated[
@@ -815,7 +815,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def comp(
self,
symbol: Annotated[
@@ -894,7 +894,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def comsplit(
self,
start_date: Annotated[
@@ -968,7 +968,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def divs(
self,
symbol: Annotated[
@@ -1035,7 +1035,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def earning(
self,
symbol: Annotated[
@@ -1113,7 +1113,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def emp(
self,
symbol: Annotated[
@@ -1184,7 +1184,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def est(
self,
symbol: Annotated[
@@ -1295,7 +1295,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def filings(
self,
symbol: Annotated[
@@ -1373,7 +1373,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def income(
self,
symbol: Annotated[
@@ -1388,7 +1388,7 @@ class ROUTER_stocks_fa(Container):
int,
OpenBBCustomParameter(description="The number of data entries to return."),
] = 12,
provider: Optional[Literal["fmp", "intrinio", "polygon", "yfinance"]] = None,
provider: Optional[Literal["fmp", "intrinio", "polygon"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Income Statement.
@@ -1401,7 +1401,7 @@ class ROUTER_stocks_fa(Container):
Period of the data to return.
limit : int
The number of data entries to return.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'fmp' if there is
no default.
@@ -1449,7 +1449,7 @@ class ROUTER_stocks_fa(Container):
OBBject
results : List[IncomeStatement]
Serializable results.
provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']]
provider : Optional[Literal['fmp', 'intrinio', 'polygon']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -1572,7 +1572,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def income_growth(
self,
symbol: Annotated[
@@ -1697,7 +1697,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def ins(
self,
symbol: Annotated[
@@ -1819,7 +1819,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def ins_own(
self,
symbol: Annotated[
@@ -1959,7 +1959,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def metrics(
self,
symbol: Annotated[
@@ -2150,7 +2150,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def mgmt(
self,
symbol: Annotated[
@@ -2217,7 +2217,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def overview(
self,
symbol: Annotated[
@@ -2342,7 +2342,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def own(
self,
symbol: Annotated[
@@ -2487,7 +2487,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def pt(
self,
symbol: Annotated[
@@ -2550,7 +2550,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def pta(
self,
symbol: Annotated[
@@ -2633,7 +2633,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def ratios(
self,
symbol: Annotated[
@@ -2816,7 +2816,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def revgeo(
self,
symbol: Annotated[
@@ -2897,7 +2897,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def revseg(
self,
symbol: Annotated[
@@ -2968,7 +2968,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def shrs(
self,
symbol: Annotated[
@@ -3033,7 +3033,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def split(
self,
symbol: Annotated[
@@ -3094,7 +3094,7 @@ class ROUTER_stocks_fa(Container):
**inputs,
)
@validate_call
@validate
def transcript(
self,
symbol: Annotated[

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

@@ -5,9 +5,9 @@ from typing import List, Literal, Optional, Union
from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.decorators import validate
from openbb_core.app.static.filters import filter_inputs
from openbb_provider.abstract.data import Data
from pydantic import validate_call
from typing_extensions import Annotated
@@ -19,14 +19,14 @@ class ROUTER_stocks_options(Container):
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_call
@validate
def chains(
self,
symbol: Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
provider: Optional[Literal["cboe", "intrinio"]] = None,
provider: Optional[Literal["intrinio"]] = None,
**kwargs
) -> OBBject[List[Data]]:
"""Get the complete options chain for a ticker.
@@ -35,9 +35,9 @@ class ROUTER_stocks_options(Container):
----------
symbol : str
Symbol to get data for.
provider : Optional[Literal['cboe', 'intrinio']]
provider : Optional[Literal['intrinio']]
The provider to use for the query, by default None.
If None, the provider specified in defaults is selected or 'cboe' if there is
If None, the provider specified in defaults is selected or 'intrinio' if there is
no default.
date : Optional[str]
Date for which the options chains are returned. (provider: intrinio)
@@ -47,7 +47,7 @@ class ROUTER_stocks_options(Container):
OBBject
results : List[OptionsChains]
Serializable results.
provider : Optional[Literal['cboe', 'intrinio']]
provider : Optional[Literal['intrinio']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
@@ -109,29 +109,7 @@ class ROUTER_stocks_options(Container):
theta : Optional[float]
Theta of the option.
vega : Optional[float]
Vega of the option.
bid_size : Optional[int]
Bid size for the option. (provider: cboe)
ask_size : Optional[int]
Ask size for the option. (provider: cboe)
theoretical : Optional[float]
Theoretical value of the option. (provider: cboe)
last_trade_price : Optional[float]
Last trade price of the option. (provider: cboe)
tick : Optional[str]
Whether the last tick was up or down in price. (provider: cboe)
prev_close : Optional[float]
Previous closing price of the option. (provider: cboe)
change : Optional[float]
Change in price of the option. (provider: cboe)
change_percent : Optional[float]
Change, in percent, of the option. (provider: cboe)
rho : Optional[float]
Rho of the option. (provider: cboe)
last_trade_timestamp : Optional[datetime]
Last trade timestamp of the option. (provider: cboe)
dte : Optional[int]
Days to expiration for the option. (provider: cboe)""" # noqa: E501
Vega of the option.""" # noqa: E501
inputs = filter_inputs(
provider_choices={

1485
openbb_platform/openbb/package/ta.py
View File

File diff suppressed because it is too large Load Diff

35
openbb_platform/platform/core/openbb_core/app/static/decorators.py Normal file
View File

@@ -0,0 +1,35 @@
from functools import wraps
from typing import Callable, Optional, ParamSpec, TypeVar, overload
from pydantic.validate_call import validate_call
P = ParamSpec("P")
R = TypeVar("R")
@overload
def validate(func: Callable[P, R]) -> Callable[P, R]:
pass
@overload
def validate(**dec_kwargs) -> Callable[P, R]:
pass
def validate(
func: Optional[Callable[P, R]] = None,
**dec_kwargs,
) -> Optional[Callable]:
"""Validate function calls."""
def decorated(f):
"""Decorated function."""
@wraps(f)
def wrapper(*f_args, **f_kwargs):
return validate_call(f, **dec_kwargs)(*f_args, **f_kwargs)
return wrapper
return decorated if func is None else decorated(func)

1
openbb_platform/platform/core/openbb_core/app/static/filters.py
View File

@@ -1,5 +1,6 @@
"""OpenBB filters."""
import pandas as pd
from openbb_core.app.utils import df_to_basemodel

7
openbb_platform/platform/core/openbb_core/app/static/package_builder.py
View File

@@ -252,7 +252,7 @@ class ImportDefinition:
code += "\nimport pandas"
code += "\nimport datetime"
code += "\nimport pydantic"
code += "\nfrom pydantic import validate_call, BaseModel"
code += "\nfrom pydantic import BaseModel"
code += "\nfrom inspect import Parameter"
code += "\nimport typing"
code += "\nfrom typing import List, Dict, Union, Optional, Literal"
@@ -262,6 +262,7 @@ class ImportDefinition:
else:
code += "\nfrom typing_extensions import Annotated"
code += "\nfrom openbb_core.app.utils import df_to_basemodel"
code += "\nfrom openbb_core.app.static.decorators import validate\n"
code += "\nfrom openbb_core.app.static.filters import filter_inputs\n"
code += "\nfrom openbb_provider.abstract.data import Data"
if path.startswith("/qa"):
@@ -721,12 +722,12 @@ class MethodDefinition:
func_params = MethodDefinition.build_func_params(formatted_params)
func_returns = MethodDefinition.build_func_returns(return_type, model_name)
extra = (
args = (
"(config=dict(arbitrary_types_allowed=True))"
if "pandas.DataFrame" in func_params
else ""
)
code = f"\n @validate_call{extra}"
code = f"\n @validate{args}"
code += f"\n def {func_name}(self, {func_params}) -> {func_returns}:\n"
return code