mirror of
https://github.com/OpenBB-finance/OpenBB.git
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Add futures stuff
This commit is contained in:
James Maslek
11
openbb_sdk/extensions/futures/README.md
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11
openbb_sdk/extensions/futures/README.md
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# Crypto data extension for OpenBB SDK
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This extension provides a set of commands for crypto data retrieval.
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## Installation
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To install the extension, run the following command in this folder:
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```bash
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pip install .
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```
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from openbb_core.app.model.command_context import CommandContext
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from openbb_core.app.model.obbject import OBBject
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from openbb_core.app.provider_interface import (
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ExtraParams,
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ProviderChoices,
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StandardParams,
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)
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from openbb_core.app.query import Query
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from openbb_core.app.router import Router
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from pydantic import BaseModel
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router = Router(prefix="")
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# pylint: disable=unused-argument
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@router.command(model="FuturesEOD")
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def load(
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cc: CommandContext,
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provider_choices: ProviderChoices,
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standard_params: StandardParams,
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extra_params: ExtraParams,
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) -> Obbject[BaseModel]:
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"""Crypto Intraday Price."""
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return OBBject(results=Query(**locals()).execute())
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978
openbb_sdk/extensions/futures/poetry.lock
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978
openbb_sdk/extensions/futures/poetry.lock
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@@ -0,0 +1,978 @@
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# This file is automatically @generated by Poetry 1.5.1 and should not be changed by hand.
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[[package]]
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name = "anyio"
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version = "3.7.1"
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description = "High level compatibility layer for multiple asynchronous event loop implementations"
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optional = false
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python-versions = ">=3.7"
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files = [
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{file = "anyio-3.7.1-py3-none-any.whl", hash = "sha256:91dee416e570e92c64041bd18b900d1d6fa78dff7048769ce5ac5ddad004fbb5"},
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{file = "anyio-3.7.1.tar.gz", hash = "sha256:44a3c9aba0f5defa43261a8b3efb97891f2bd7d804e0e1f56419befa1adfc780"},
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]
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[package.dependencies]
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exceptiongroup = {version = "*", markers = "python_version < \"3.11\""}
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idna = ">=2.8"
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sniffio = ">=1.1"
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[package.extras]
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doc = ["Sphinx", "packaging", "sphinx-autodoc-typehints (>=1.2.0)", "sphinx-rtd-theme (>=1.2.2)", "sphinxcontrib-jquery"]
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test = ["anyio[trio]", "coverage[toml] (>=4.5)", "hypothesis (>=4.0)", "mock (>=4)", "psutil (>=5.9)", "pytest (>=7.0)", "pytest-mock (>=3.6.1)", "trustme", "uvloop (>=0.17)"]
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trio = ["trio (<0.22)"]
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[[package]]
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name = "backoff"
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version = "2.2.1"
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description = "Function decoration for backoff and retry"
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optional = false
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python-versions = ">=3.7,<4.0"
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files = [
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{file = "backoff-2.2.1-py3-none-any.whl", hash = "sha256:63579f9a0628e06278f7e47b7d7d5b6ce20dc65c5e96a6f3ca99a6adca0396e8"},
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{file = "backoff-2.2.1.tar.gz", hash = "sha256:03f829f5bb1923180821643f8753b0502c3b682293992485b0eef2807afa5cba"},
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]
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[[package]]
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name = "bcrypt"
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version = "4.0.1"
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description = "Modern password hashing for your software and your servers"
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optional = false
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python-versions = ">=3.6"
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files = [
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{file = "bcrypt-4.0.1-cp36-abi3-macosx_10_10_universal2.whl", hash = "sha256:b1023030aec778185a6c16cf70f359cbb6e0c289fd564a7cfa29e727a1c38f8f"},
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{file = "bcrypt-4.0.1-cp36-abi3-manylinux_2_17_aarch64.manylinux2014_aarch64.whl", hash = "sha256:0eaa47d4661c326bfc9d08d16debbc4edf78778e6aaba29c1bc7ce67214d4410"},
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{file = "bcrypt-4.0.1-cp36-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:ae88eca3024bb34bb3430f964beab71226e761f51b912de5133470b649d82344"},
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{file = "bcrypt-4.0.1-cp36-abi3-manylinux_2_24_x86_64.whl", hash = "sha256:a522427293d77e1c29e303fc282e2d71864579527a04ddcfda6d4f8396c6c36a"},
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{file = "bcrypt-4.0.1-cp36-abi3-musllinux_1_1_aarch64.whl", hash = "sha256:089098effa1bc35dc055366740a067a2fc76987e8ec75349eb9484061c54f535"},
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{file = "bcrypt-4.0.1-cp36-abi3-musllinux_1_1_x86_64.whl", hash = "sha256:e9a51bbfe7e9802b5f3508687758b564069ba937748ad7b9e890086290d2f79e"},
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{file = "bcrypt-4.0.1-cp36-abi3-win_amd64.whl", hash = "sha256:8a68f4341daf7522fe8d73874de8906f3a339048ba406be6ddc1b3ccb16fc0d9"},
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{file = "bcrypt-4.0.1-pp37-pypy37_pp73-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:bf4fa8b2ca74381bb5442c089350f09a3f17797829d958fad058d6e44d9eb83c"},
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{file = "bcrypt-4.0.1-pp37-pypy37_pp73-manylinux_2_24_x86_64.whl", hash = "sha256:67a97e1c405b24f19d08890e7ae0c4f7ce1e56a712a016746c8b2d7732d65d4b"},
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{file = "bcrypt-4.0.1-pp37-pypy37_pp73-manylinux_2_28_x86_64.whl", hash = "sha256:b3b85202d95dd568efcb35b53936c5e3b3600c7cdcc6115ba461df3a8e89f38d"},
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{file = "bcrypt-4.0.1-pp38-pypy38_pp73-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:cbb03eec97496166b704ed663a53680ab57c5084b2fc98ef23291987b525cb7d"},
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{file = "bcrypt-4.0.1-pp38-pypy38_pp73-manylinux_2_24_x86_64.whl", hash = "sha256:5ad4d32a28b80c5fa6671ccfb43676e8c1cc232887759d1cd7b6f56ea4355215"},
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{file = "bcrypt-4.0.1-pp38-pypy38_pp73-manylinux_2_28_x86_64.whl", hash = "sha256:b57adba8a1444faf784394de3436233728a1ecaeb6e07e8c22c8848f179b893c"},
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||||
{file = "bcrypt-4.0.1-pp39-pypy39_pp73-manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:705b2cea8a9ed3d55b4491887ceadb0106acf7c6387699fca771af56b1cdeeda"},
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||||
{file = "bcrypt-4.0.1-pp39-pypy39_pp73-manylinux_2_24_x86_64.whl", hash = "sha256:2b3ac11cf45161628f1f3733263e63194f22664bf4d0c0f3ab34099c02134665"},
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||||
{file = "bcrypt-4.0.1-pp39-pypy39_pp73-manylinux_2_28_x86_64.whl", hash = "sha256:3100851841186c25f127731b9fa11909ab7b1df6fc4b9f8353f4f1fd952fbf71"},
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||||
{file = "bcrypt-4.0.1.tar.gz", hash = "sha256:27d375903ac8261cfe4047f6709d16f7d18d39b1ec92aaf72af989552a650ebd"},
|
||||
]
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[package.extras]
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tests = ["pytest (>=3.2.1,!=3.3.0)"]
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typecheck = ["mypy"]
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[[package]]
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name = "certifi"
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version = "2023.5.7"
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description = "Python package for providing Mozilla's CA Bundle."
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optional = false
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python-versions = ">=3.6"
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files = [
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||||
{file = "certifi-2023.5.7-py3-none-any.whl", hash = "sha256:c6c2e98f5c7869efca1f8916fed228dd91539f9f1b444c314c06eef02980c716"},
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||||
{file = "certifi-2023.5.7.tar.gz", hash = "sha256:0f0d56dc5a6ad56fd4ba36484d6cc34451e1c6548c61daad8c320169f91eddc7"},
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]
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[[package]]
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name = "charset-normalizer"
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version = "3.2.0"
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description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet."
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optional = false
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python-versions = ">=3.7.0"
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files = [
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||||
{file = "charset-normalizer-3.2.0.tar.gz", hash = "sha256:3bb3d25a8e6c0aedd251753a79ae98a093c7e7b471faa3aa9a93a81431987ace"},
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secure = ["certifi", "cryptography (>=1.3.4)", "idna (>=2.0.0)", "ipaddress", "pyOpenSSL (>=0.14)", "urllib3-secure-extra"]
|
||||
socks = ["PySocks (>=1.5.6,!=1.5.7,<2.0)"]
|
||||
|
||||
[[package]]
|
||||
name = "uuid7"
|
||||
version = "0.1.0"
|
||||
description = "UUID version 7, generating time-sorted UUIDs with 200ns time resolution and 48 bits of randomness"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
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|
||||
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|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "uvicorn"
|
||||
version = "0.20.0"
|
||||
description = "The lightning-fast ASGI server."
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
files = [
|
||||
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|
||||
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|
||||
]
|
||||
|
||||
[package.dependencies]
|
||||
click = ">=7.0"
|
||||
h11 = ">=0.8"
|
||||
|
||||
[package.extras]
|
||||
standard = ["colorama (>=0.4)", "httptools (>=0.5.0)", "python-dotenv (>=0.13)", "pyyaml (>=5.1)", "uvloop (>=0.14.0,!=0.15.0,!=0.15.1)", "watchfiles (>=0.13)", "websockets (>=10.4)"]
|
||||
|
||||
[[package]]
|
||||
name = "webencodings"
|
||||
version = "0.5.1"
|
||||
description = "Character encoding aliases for legacy web content"
|
||||
optional = false
|
||||
python-versions = "*"
|
||||
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|
||||
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||||
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|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "websockets"
|
||||
version = "10.4"
|
||||
description = "An implementation of the WebSocket Protocol (RFC 6455 & 7692)"
|
||||
optional = false
|
||||
python-versions = ">=3.7"
|
||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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||||
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|
||||
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||||
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||||
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|
||||
{file = "websockets-10.4-pp39-pypy39_pp73-manylinux_2_5_x86_64.manylinux1_x86_64.manylinux_2_17_x86_64.manylinux2014_x86_64.whl", hash = "sha256:b627c266f295de9dea86bd1112ed3d5fafb69a348af30a2422e16590a8ecba13"},
|
||||
{file = "websockets-10.4-pp39-pypy39_pp73-win_amd64.whl", hash = "sha256:05a7233089f8bd355e8cbe127c2e8ca0b4ea55467861906b80d2ebc7db4d6b72"},
|
||||
{file = "websockets-10.4.tar.gz", hash = "sha256:eef610b23933c54d5d921c92578ae5f89813438fded840c2e9809d378dc765d3"},
|
||||
]
|
||||
|
||||
[metadata]
|
||||
lock-version = "2.0"
|
||||
python-versions = "^3.8"
|
||||
content-hash = "ed5c1001c4f47bae1cfde8d8509294643e3b3ea101a8482c3f0248085360bb18"
|
||||
18
openbb_sdk/extensions/futures/pyproject.toml
vendored
Normal file
18
openbb_sdk/extensions/futures/pyproject.toml
vendored
Normal file
@@ -0,0 +1,18 @@
|
||||
[tool.poetry]
|
||||
name = "openbb-futures"
|
||||
version = "0.1.1"
|
||||
description = ""
|
||||
authors = ["OpenBB Team <hello@openbb.co>"]
|
||||
readme = "README.md"
|
||||
packages = [{ include = "openbb_futures" }]
|
||||
|
||||
[tool.poetry.dependencies]
|
||||
python = "^3.8"
|
||||
openbb-core = { path = "../../sdk/core" }
|
||||
|
||||
[build-system]
|
||||
requires = ["poetry-core"]
|
||||
build-backend = "poetry.core.masonry.api"
|
||||
|
||||
[tool.poetry.plugins."openbb_core_extension"]
|
||||
futures = "openbb_futures.futures_router:router"
|
||||
0
openbb_sdk/extensions/futures/tests/.gitkeep
vendored
Normal file
0
openbb_sdk/extensions/futures/tests/.gitkeep
vendored
Normal file
@@ -0,0 +1,104 @@
|
||||
"""yfinance Futures end of day fetcher."""
|
||||
|
||||
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Any, Dict, List, Optional
|
||||
|
||||
from openbb_provider.abstract.fetcher import Fetcher
|
||||
from openbb_provider.standard_models.crypto_eod import (
|
||||
FuturesEODData,
|
||||
FuturesEODQueryParams,
|
||||
)
|
||||
from openbb_provider.utils.descriptions import QUERY_DESCRIPTIONS
|
||||
from pydantic import Field, validator
|
||||
from yfinance import Ticker
|
||||
|
||||
from openbb_yfinance.utils.types import INTERVALS, PERIODS
|
||||
|
||||
|
||||
class YFinanceFuturesEODQueryParams(FuturesEODQueryParams):
|
||||
"""YFinance Futures end of day Query.
|
||||
|
||||
Source: https://finance.yahoo.com/crypto/
|
||||
"""
|
||||
|
||||
interval: Optional[INTERVALS] = Field(default="1d", description="Data granularity.")
|
||||
period: Optional[PERIODS] = Field(
|
||||
default=None, description=QUERY_DESCRIPTIONS.get("period", "")
|
||||
)
|
||||
|
||||
|
||||
class YFinanceFuturesEODData(FuturesEODData):
|
||||
"""YFinance Futures end of day Data."""
|
||||
|
||||
class Config:
|
||||
fields = {
|
||||
"date": "Date",
|
||||
"open": "Open",
|
||||
"high": "High",
|
||||
"low": "Low",
|
||||
"close": "Close",
|
||||
"volume": "Volume",
|
||||
}
|
||||
|
||||
@validator("Date", pre=True, check_fields=False)
|
||||
def date_validate(cls, v): # pylint: disable=E0213
|
||||
return datetime.strptime(v, "%Y-%m-%dT%H:%M:%S")
|
||||
|
||||
|
||||
class YFinanceFuturesEODFetcher(
|
||||
Fetcher[
|
||||
YFinanceFuturesEODQueryParams,
|
||||
List[YFinanceFuturesEODData],
|
||||
]
|
||||
):
|
||||
@staticmethod
|
||||
def transform_query(params: Dict[str, Any]) -> YFinanceFuturesEODQueryParams:
|
||||
now = datetime.now().date()
|
||||
transformed_params = params
|
||||
if params.get("start_date") is None:
|
||||
transformed_params["start_date"] = now - timedelta(days=7)
|
||||
|
||||
if params.get("end_date") is None:
|
||||
transformed_params["end_date"] = now
|
||||
return YFinanceFuturesEODQueryParams(**params)
|
||||
|
||||
@staticmethod
|
||||
def extract_data(
|
||||
query: YFinanceFuturesEODQueryParams,
|
||||
credentials: Optional[Dict[str, str]],
|
||||
**kwargs: Any,
|
||||
) -> List[YFinanceFuturesEODData]:
|
||||
now = datetime.now().date()
|
||||
query.start_date = query.start_date or (now - timedelta(days=8))
|
||||
query.end_date = query.end_date or (now - timedelta(days=1))
|
||||
|
||||
if query.period:
|
||||
data = Ticker(query.symbol).history(
|
||||
interval=query.interval,
|
||||
period=query.period,
|
||||
actions=False,
|
||||
raise_errors=True,
|
||||
)
|
||||
else:
|
||||
data = Ticker(query.symbol).history(
|
||||
interval=query.interval,
|
||||
start=query.start_date,
|
||||
end=query.end_date,
|
||||
actions=False,
|
||||
raise_errors=True,
|
||||
)
|
||||
|
||||
data = data.reset_index()
|
||||
data["Date"] = (
|
||||
data["Date"].dt.tz_localize(None).dt.strftime("%Y-%m-%dT%H:%M:%S")
|
||||
)
|
||||
data = data.to_dict("records")
|
||||
|
||||
return [YFinanceFuturesEODData.parse_obj(d) for d in data]
|
||||
|
||||
@staticmethod
|
||||
def transform_data(
|
||||
data: List[YFinanceFuturesEODData],
|
||||
) -> List[YFinanceFuturesEODData]:
|
||||
return data
|
||||
@@ -34,4 +34,4 @@ class CryptoEODData(Data):
|
||||
low: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("low", ""))
|
||||
close: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("close", ""))
|
||||
volume: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("volume", ""))
|
||||
vwap: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("vwap", ""))
|
||||
vwap: Optional[PositiveFloat] = Field(description=DATA_DESCRIPTIONS.get("vwap", ""))
|
||||
|
||||
@@ -0,0 +1,36 @@
|
||||
"""Futures aggregate end of day price data model."""
|
||||
|
||||
|
||||
from datetime import date, datetime
|
||||
from typing import Optional
|
||||
|
||||
from pydantic import Field, PositiveFloat
|
||||
|
||||
from openbb_provider.abstract.data import Data
|
||||
from openbb_provider.abstract.query_params import QueryParams
|
||||
from openbb_provider.standard_models.base import BaseSymbol
|
||||
from openbb_provider.utils.descriptions import DATA_DESCRIPTIONS, QUERY_DESCRIPTIONS
|
||||
|
||||
|
||||
class FuturesEODQueryParams(QueryParams, BaseSymbol):
|
||||
"""Futures end of day Query."""
|
||||
|
||||
start_date: Optional[date] = Field(
|
||||
default=None,
|
||||
description=QUERY_DESCRIPTIONS.get("start_date", ""),
|
||||
)
|
||||
end_date: Optional[date] = Field(
|
||||
default=None,
|
||||
description=QUERY_DESCRIPTIONS.get("end_date", ""),
|
||||
)
|
||||
|
||||
|
||||
class FuturesEODData(Data):
|
||||
"""Futures end of day price Data."""
|
||||
|
||||
date: datetime = Field(description=DATA_DESCRIPTIONS.get("date", ""))
|
||||
open: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("open", ""))
|
||||
high: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("high", ""))
|
||||
low: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("low", ""))
|
||||
close: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("close", ""))
|
||||
volume: PositiveFloat = Field(description=DATA_DESCRIPTIONS.get("volume", ""))
|
||||
Reference in New Issue
Block a user