Adding databento as a source (#4293)

* First commit

* Baby steps

* Keys and sdk

* Fix import for api key

* Add SDK endpoints

* Test + api checks

* tests

* roque print of api key

* Changes

* minor

* custom timeout

* improve timeouts

---------

Co-authored-by: hjoaquim <h.joaquim@campus.fct.unl.pt>

openbb_terminal/config_terminal.py

@@ -200,3 +200,6 @@ OPENBB_PERSONAL_ACCESS_TOKEN = (
 
 # https://intrinio.com/starter-plan
 API_INTRINIO_KEY = os.getenv("OPENBB_API_INTRINIO_KEY") or "REPLACE_ME"
+
+# https://databento.com/
+API_DATABENTO_KEY = os.getenv("OPENBB_API_DATABENTO_KEY") or "REPLACE_ME"

openbb_terminal/futures/databento_view.py

@@ -0,0 +1,118 @@
+"""DataBento view"""
+__docformat__ = "numpy"
+
+import os
+from typing import List, Optional
+
+import mplfinance as mpf
+from matplotlib import pyplot as plt
+
+from openbb_terminal.config_terminal import theme
+from openbb_terminal.helper_funcs import (
+    export_data,
+    is_valid_axes_count,
+    lambda_long_number_format_y_axis,
+    plot_autoscale,
+    print_rich_table,
+)
+from openbb_terminal.rich_config import console
+from openbb_terminal.stocks import databento_model
+
+
+def display_historical(
+    symbol: str,
+    start_date: Optional[str] = None,
+    end_date: Optional[str] = None,
+    raw: bool = False,
+    export: str = "",
+    sheet_name: Optional[str] = None,
+    external_axes: Optional[List[plt.Axes]] = None,
+):
+    """Display historical futures [Source: DataBento]
+
+    Parameters
+    ----------
+    symbol: List[str]
+        Symbol to display
+    start_date: Optional[str]
+        Start date of the historical data with format YYYY-MM-DD
+    end_date: Optional[str]
+        End date of the historical data with format YYYY-MM-DD
+    raw: bool
+        Display futures timeseries in raw format
+    sheet_name: str
+        Optionally specify the name of the sheet the data is exported to.
+    export: str
+        Type of format to export data
+    external_axes : Optional[List[plt.Axes]], optional
+        External axes (1 axis is expected in the list), by default None
+    """
+    data = databento_model.get_historical_futures(
+        symbol.upper(), start_date=start_date, end_date=end_date
+    )
+    if data.empty:
+        console.print(f"No data found for {symbol}.")
+        return
+    # We check if there's Volume data to avoid errors and empty subplots
+    has_volume = False
+    if "Volume" in data.columns:
+        has_volume = bool(data["Volume"].sum() > 0)
+
+    candle_chart_kwargs = {
+        "type": "candle",
+        "style": theme.mpf_style,
+        "volume": has_volume,
+        "addplot": [],
+        "xrotation": theme.xticks_rotation,
+        "scale_padding": {"left": 0.3, "right": 1, "top": 0.8, "bottom": 0.8},
+        "update_width_config": {
+            "candle_linewidth": 0.6,
+            "candle_width": 0.8,
+            "volume_linewidth": 0.8,
+            "volume_width": 0.8,
+        },
+        "warn_too_much_data": 10000,
+    }
+    if external_axes is None:
+        candle_chart_kwargs["returnfig"] = True
+        candle_chart_kwargs["figratio"] = (10, 7)
+        candle_chart_kwargs["figscale"] = 1.10
+        candle_chart_kwargs["figsize"] = plot_autoscale()
+        candle_chart_kwargs["warn_too_much_data"] = 100_000
+
+        fig, ax = mpf.plot(data, **candle_chart_kwargs)
+
+        if has_volume:
+            lambda_long_number_format_y_axis(data, "Volume", ax)
+
+        fig.suptitle(
+            f"{symbol}",
+            x=0.055,
+            y=0.965,
+            horizontalalignment="left",
+        )
+        theme.visualize_output(force_tight_layout=False)
+    elif (has_volume and is_valid_axes_count(external_axes, 2)) or (
+        not has_volume and is_valid_axes_count(external_axes, 1)
+    ):
+        candle_chart_kwargs["ax"] = external_axes[0]
+        if has_volume:
+            candle_chart_kwargs["volume"] = external_axes[1]
+        mpf.plot(data, **candle_chart_kwargs)
+
+    if raw:
+        print_rich_table(
+            data,
+            headers=list(data.columns),
+            show_index=True,
+            title="Futures timeseries",
+        )
+        console.print()
+
+    export_data(
+        export,
+        os.path.dirname(os.path.abspath(__file__)),
+        "historical_db",
+        data,
+        sheet_name,
+    )

openbb_terminal/futures/futures_controller.py

@@ -11,7 +11,7 @@ from typing import List, Optional
 from openbb_terminal import feature_flags as obbff
 from openbb_terminal.custom_prompt_toolkit import NestedCompleter
 from openbb_terminal.decorators import log_start_end
-from openbb_terminal.futures import yfinance_model, yfinance_view
+from openbb_terminal.futures import databento_view, yfinance_model, yfinance_view
 from openbb_terminal.helper_funcs import (
     EXPORT_BOTH_RAW_DATA_AND_FIGURES,
     EXPORT_ONLY_RAW_DATA_ALLOWED,
@@ -165,8 +165,8 @@ class FuturesController(BaseController):
             "--start",
             dest="start",
             type=valid_date,
-            help="Initial date. Default: 3 years ago",
-            default=(datetime.now() - timedelta(days=3 * 365)),
+            help="Initial date. Default: 2 years ago",
+            default=(datetime.now() - timedelta(days=2 * 365)),
         )
         parser.add_argument(
             "-e",
@@ -193,17 +193,29 @@ class FuturesController(BaseController):
             raw=True,
         )
         if ns_parser:
-            yfinance_view.display_historical(
-                symbols=ns_parser.ticker.upper().split(","),
-                expiry=ns_parser.expiry,
-                start_date=ns_parser.start.strftime("%Y-%m-%d"),
-                end_date=ns_parser.end.strftime("%Y-%m-%d"),
-                raw=ns_parser.raw,
-                export=ns_parser.export,
-                sheet_name=" ".join(ns_parser.sheet_name)
-                if ns_parser.sheet_name
-                else None,
-            )
+            if ns_parser.source == "YahooFinance":
+                yfinance_view.display_historical(
+                    symbols=ns_parser.ticker.upper().split(","),
+                    expiry=ns_parser.expiry,
+                    start_date=ns_parser.start.strftime("%Y-%m-%d"),
+                    end_date=ns_parser.end.strftime("%Y-%m-%d"),
+                    raw=ns_parser.raw,
+                    export=ns_parser.export,
+                    sheet_name=" ".join(ns_parser.sheet_name)
+                    if ns_parser.sheet_name
+                    else None,
+                )
+            if ns_parser.source == "DataBento":
+                databento_view.display_historical(
+                    symbol=ns_parser.ticker,
+                    start_date=ns_parser.start.strftime("%Y-%m-%d"),
+                    end_date=ns_parser.end.strftime("%Y-%m-%d"),
+                    raw=ns_parser.raw,
+                    export=ns_parser.export,
+                    sheet_name=" ".join(ns_parser.sheet_name)
+                    if ns_parser.sheet_name
+                    else None,
+                )
 
     @log_start_end(log=logger)
     def call_curve(self, other_args: List[str]):

openbb_terminal/futures/sdk_helper.py

@@ -0,0 +1,31 @@
+"""SDK Helper Functions"""
+__docformat__ = "numpy"
+
+from typing import List, Optional, Union
+
+import pandas as pd
+
+from openbb_terminal.futures import yfinance_model
+from openbb_terminal.stocks import databento_model
+
+
+def get_historical(
+    symbols: Union[str, List[str]],
+    start_date: str,
+    end_date: str,
+    source: Optional[str] = "YahooFinance",
+    expiry: Optional[str] = "",
+) -> pd.DataFrame:
+    """Get historical futures data"""
+    if source == "YahooFinance":
+        if isinstance(symbols, str):
+            symbols = [symbols]
+        return yfinance_model.get_historical_futures(
+            symbols, expiry, start_date, end_date
+        )
+    if source == "DataBento":
+        if isinstance(symbols, list):
+            print("DataBento only supports one symbol at a time.  Using first symbol.")
+            symbols = symbols[0]
+        return databento_model.get_historical_futures(symbols, start_date, end_date)
+    return pd.DataFrame()

openbb_terminal/futures/yfinance_model.py

@@ -99,7 +99,7 @@ def get_historical_futures(
     Returns
     -------
     pd.DataFrame
-        Dictionary with sector weightings allocation
+        Historical futures data
     """
 
     if start_date is None:

openbb_terminal/helper_funcs.py

@@ -44,10 +44,7 @@ from openbb_terminal import (
     config_terminal as cfg,
     feature_flags as obbff,
 )
-from openbb_terminal.core.config.paths import (
-    HOME_DIRECTORY,
-    USER_EXPORTS_DIRECTORY,
-)
+from openbb_terminal.core.config.paths import HOME_DIRECTORY, USER_EXPORTS_DIRECTORY
 from openbb_terminal.rich_config import console
 
 try:
@@ -1967,7 +1964,9 @@ def check_start_less_than_end(start_date: str, end_date: str) -> bool:
 
 
 # Write an abstract helper to make requests from a url with potential headers and params
-def request(url: str, method="GET", **kwargs) -> requests.Response:
+def request(
+    url: str, method: str = "GET", timeout: int = 0, **kwargs
+) -> requests.Response:
     """Abstract helper to make requests from a url with potential headers and params.
 
     Parameters
@@ -1990,15 +1989,15 @@ def request(url: str, method="GET", **kwargs) -> requests.Response:
     # We want to add a user agent to the request, so check if there are any headers
     # If there are headers, check if there is a user agent, if not add one.
     # Some requests seem to work only with a specific user agent, so we want to be able to override it.
-    headers = kwargs.pop("headers") if "headers" in kwargs else {}
+    headers = kwargs.pop("headers", {})
+    timeout = timeout or cfg.REQUEST_TIMEOUT
+
     if "User-Agent" not in headers:
         headers["User-Agent"] = get_user_agent()
     if method.upper() == "GET":
-        return requests.get(url, headers=headers, timeout=cfg.REQUEST_TIMEOUT, **kwargs)
+        return requests.get(url, headers=headers, timeout=timeout, **kwargs)
     if method.upper() == "POST":
-        return requests.post(
-            url, headers=headers, timeout=cfg.REQUEST_TIMEOUT, **kwargs
-        )
+        return requests.post(url, headers=headers, timeout=timeout, **kwargs)
     raise ValueError("Method must be GET or POST")
 
 

openbb_terminal/keys_controller.py

@@ -1140,6 +1140,34 @@ class KeysController(BaseController):  # pylint: disable=too-many-public-methods
                 key=ns_parser.key, persist=True, show_output=True
             )
 
+    @log_start_end(log=logger)
+    def call_databento(self, other_args: List[str]):
+        """Process databento command"""
+        parser = argparse.ArgumentParser(
+            add_help=False,
+            formatter_class=argparse.ArgumentDefaultsHelpFormatter,
+            prog="databento",
+            description="Set DataBento API key.",
+        )
+        parser.add_argument(
+            "-k",
+            "--key",
+            type=str,
+            dest="key",
+            help="key",
+        )
+        if not other_args:
+            console.print("For your API Key, https://databento.com")
+            return
+
+        if other_args and "-" not in other_args[0][0]:
+            other_args.insert(0, "-k")
+        ns_parser = self.parse_simple_args(parser, other_args)
+        if ns_parser:
+            self.status_dict["databento"] = keys_model.set_databento_key(
+                key=ns_parser.key, persist=True, show_output=True
+            )
+
     @log_start_end(log=logger)
     def call_openbb(self, other_args: List[str]):
         """Process openbb command"""

openbb_terminal/keys_model.py

@@ -58,6 +58,7 @@ API_DICT: Dict = {
     "quandl": "QUANDL",
     "polygon": "POLYGON",
     "intrinio": "INTRINIO",
+    "databento": "DATABENTO",
     "fred": "FRED",
     "news": "NEWSAPI",
     "tradier": "TRADIER",
@@ -2592,7 +2593,7 @@ def set_intrinio_key(key: str, persist: bool = False, show_output: bool = False)
 
 
 def check_intrinio_key(show_output: bool = False) -> str:
-    """Check Polygon key
+    """Check Intrinio key
 
     Parameters
     ----------
@@ -2626,3 +2627,72 @@ def check_intrinio_key(show_output: bool = False) -> str:
         console.print(status.colorize())
 
     return str(status)
+
+
+def set_databento_key(
+    key: str, persist: bool = False, show_output: bool = False
+) -> str:
+    """Set DataBento key
+
+    Parameters
+    ----------
+    key: str
+        API key
+    persist: bool, optional
+        If False, api key change will be contained to where it was changed. For example, a Jupyter notebook session.
+        If True, api key change will be global, i.e. it will affect terminal environment variables.
+        By default, False.
+    show_output: bool, optional
+        Display status string or not. By default, False.
+
+    Returns
+    -------
+    str
+        Status of key set
+
+    Examples
+    --------
+    >>> from openbb_terminal.sdk import openbb
+    >>> openbb.keys.databento(key="example_key")
+    """
+
+    set_key("OPENBB_API_DATABENTO_KEY", key, persist)
+    return check_databento_key(show_output)
+
+
+def check_databento_key(show_output: bool = False) -> str:
+    """Check DataBento key
+
+    Parameters
+    ----------
+    show_output: bool
+        Display status string or not. By default, False.
+
+    Returns
+    -------
+    str
+        Status of key set
+    """
+
+    if cfg.API_DATABENTO_KEY == "REPLACE_ME":
+        logger.info("DataBento key not defined")
+        status = KeyStatus.NOT_DEFINED
+    else:
+        r = request(
+            "https://hist.databento.com/v0/metadata.list_datasets",
+            auth=(f"{cfg.API_DATABENTO_KEY}", ""),
+        )
+        if r.status_code in [403, 401, 429]:
+            logger.warning("DataBento key defined, test failed")
+            status = KeyStatus.DEFINED_TEST_FAILED
+        elif r.status_code == 200:
+            logger.info("DataBento key defined, test passed")
+            status = KeyStatus.DEFINED_TEST_PASSED
+        else:
+            logger.warning("DataBento key defined, test inconclusive")
+            status = KeyStatus.DEFINED_TEST_INCONCLUSIVE
+
+    if show_output:
+        console.print(status.colorize())
+
+    return str(status)

openbb_terminal/miscellaneous/data_sources_default.json

@@ -6,7 +6,7 @@
     "candle": [],
     "codes": ["Polygon"],
     "news": ["Feedparser", "NewsApi"],
-    "load": ["YahooFinance", "AlphaVantage", "Polygon", "EODHD", "Intrinio"],
+    "load": ["YahooFinance", "AlphaVantage", "Polygon", "EODHD", "Intrinio", "DataBento"],
     "th": {
       "symbol": ["FinanceDatabase"],
       "open": ["Bursa"],
@@ -489,7 +489,7 @@
   },
   "futures": {
     "search": ["YahooFinance"],
-    "historical": ["YahooFinance"],
+    "historical": ["YahooFinance", "DataBento"],
     "curve": ["YahooFinance"]
   },
   "portfolio": {

openbb_terminal/sdk.py

@@ -297,7 +297,7 @@ class OpenBBSDK:
         Attributes:
             `curve`: Get curve futures [Source: Yahoo Finance]\n
             `curve_chart`: Display curve futures [Source: Yahoo Finance]\n
-            `historical`: Get historical futures [Source: Yahoo Finance]\n
+            `historical`: Get historical futures data\n
             `historical_chart`: Display historical futures [Source: Yahoo Finance]\n
             `search`: Get search futures [Source: Yahoo Finance]\n
         """
@@ -316,6 +316,7 @@ class OpenBBSDK:
             `coinbase`: Set Coinbase key\n
             `coinglass`: Set Coinglass key.\n
             `cpanic`: Set Cpanic key.\n
+            `databento`: Set DataBento key\n
             `degiro`: Set Degiro key\n
             `eodhd`: Set Eodhd key.\n
             `ethplorer`: Set Ethplorer key.\n

openbb_terminal/sdk_core/models/forecast_sdk_model.py

@@ -77,7 +77,6 @@ class ForecastRoot(Category):
 
         if not lib.FORECASTING_TOOLKIT_ENABLED:
             # pylint: disable=C0415
-
             from openbb_terminal.rich_config import console
 
             console.print(lib.FORECASTING_TOOLKIT_WARNING)

openbb_terminal/sdk_core/models/futures_sdk_model.py

@@ -10,7 +10,7 @@ class FuturesRoot(Category):
     Attributes:
         `curve`: Get curve futures [Source: Yahoo Finance]\n
         `curve_chart`: Display curve futures [Source: Yahoo Finance]\n
-        `historical`: Get historical futures [Source: Yahoo Finance]\n
+        `historical`: Get historical futures data\n
         `historical_chart`: Display historical futures [Source: Yahoo Finance]\n
         `search`: Get search futures [Source: Yahoo Finance]\n
     """
@@ -21,6 +21,6 @@ class FuturesRoot(Category):
         super().__init__()
         self.curve = lib.futures_yfinance_model.get_curve_futures
         self.curve_chart = lib.futures_yfinance_view.display_curve
-        self.historical = lib.futures_yfinance_model.get_historical_futures
+        self.historical = lib.futures_sdk_model.get_historical
         self.historical_chart = lib.futures_yfinance_view.display_historical
         self.search = lib.futures_yfinance_model.get_search_futures

openbb_terminal/sdk_core/models/keys_sdk_model.py

@@ -15,6 +15,7 @@ class KeysRoot(Category):
         `coinbase`: Set Coinbase key\n
         `coinglass`: Set Coinglass key.\n
         `cpanic`: Set Cpanic key.\n
+        `databento`: Set DataBento key\n
         `degiro`: Set Degiro key\n
         `eodhd`: Set Eodhd key.\n
         `ethplorer`: Set Ethplorer key.\n
@@ -55,6 +56,7 @@ class KeysRoot(Category):
         self.coinbase = lib.keys_model.set_coinbase_key
         self.coinglass = lib.keys_model.set_coinglass_key
         self.cpanic = lib.keys_model.set_cpanic_key
+        self.databento = lib.keys_model.set_databento_key
         self.degiro = lib.keys_model.set_degiro_key
         self.eodhd = lib.keys_model.set_eodhd_key
         self.ethplorer = lib.keys_model.set_ethplorer_key

openbb_terminal/sdk_core/models/portfolio_sdk_model.py

@@ -177,7 +177,6 @@ class PortfolioPortfolioOptimization(Category):
 
         if not lib.OPTIMIZATION_TOOLKIT_ENABLED:
             # pylint: disable=C0415
-
             from openbb_terminal.rich_config import console
 
             console.print(lib.OPTIMIZATION_TOOLKIT_WARNING)

openbb_terminal/sdk_core/sdk_init.py

@@ -252,6 +252,7 @@ from openbb_terminal.forex import (
 from openbb_terminal.futures import (
     yfinance_model as futures_yfinance_model,
     yfinance_view as futures_yfinance_view,
+    sdk_helper as futures_sdk_model,
 )
 
 # Stocks Helpers

openbb_terminal/sdk_core/trail_map_forecasting.csv

@@ -1,39 +1,39 @@
-trail,model,view
-forecast.anom,forecast_anom_model.get_anomaly_detection_data,forecast_anom_view.display_anomaly_detection
-forecast.atr,forecast_model.add_atr,
-forecast.autoarima,forecast_autoarima_model.get_autoarima_data,forecast_autoarima_view.display_autoarima_forecast
-forecast.autoces,forecast_autoces_model.get_autoces_data,forecast_autoces_view.display_autoces_forecast
-forecast.autoets,forecast_autoets_model.get_autoets_data,forecast_autoets_view.display_autoets_forecast
-forecast.autoselect,forecast_autoselect_model.get_autoselect_data,forecast_autoselect_view.display_autoselect_forecast
-forecast.brnn,forecast_brnn_model.get_brnn_data,forecast_brnn_view.display_brnn_forecast
-forecast.clean,forecast_model.clean,
-forecast.combine,forecast_model.combine_dfs,
-forecast.corr,forecast_model.corr_df,forecast_view.display_corr
-forecast.delete,forecast_model.delete_column,
-forecast.delta,forecast_model.add_delta,
-forecast.desc,forecast_model.describe_df,forecast_view.describe_df
-forecast.ema,forecast_model.add_ema,
-forecast.expo,forecast_expo_model.get_expo_data,forecast_expo_view.display_expo_forecast
-forecast.export,forecast_view.export_df,
-forecast.linregr,forecast_linregr_model.get_linear_regression_data,forecast_linregr_view.display_linear_regression
-forecast.load,common_model.load,
-forecast.mom,forecast_model.add_momentum,
-forecast.mstl,forecast_mstl_model.get_mstl_data,forecast_mstl_view.display_mstl_forecast
-forecast.nbeats,forecast_nbeats_model.get_NBEATS_data,forecast_nbeats_view.display_nbeats_forecast
-forecast.nhits,forecast_nhits_model.get_nhits_data,forecast_nhits_view.display_nhits_forecast
-forecast.plot,forecast_view.display_plot,forecast_view.display_plot
-forecast.regr,forecast_regr_model.get_regression_data,forecast_regr_view.display_regression
-forecast.rename,forecast_model.rename_column,
-forecast.rnn,forecast_rnn_model.get_rnn_data,forecast_rnn_view.display_rnn_forecast
-forecast.roc,forecast_model.add_roc,
-forecast.rsi,forecast_model.add_rsi,
-forecast.rwd,forecast_rwd_model.get_rwd_data,forecast_rwd_view.display_rwd_forecast
-forecast.season,,forecast_view.display_seasonality
-forecast.seasonalnaive,forecast_seasonalnaive_model.get_seasonalnaive_data,forecast_seasonalnaive_view.display_seasonalnaive_forecast
-forecast.show,forecast_view.show_df,
-forecast.signal,forecast_model.add_signal,
-forecast.sto,forecast_model.add_sto,
-forecast.tcn,forecast_tcn_model.get_tcn_data,forecast_tcn_view.display_tcn_forecast
-forecast.tft,forecast_tft_model.get_tft_data,forecast_tft_view.display_tft_forecast
-forecast.theta,forecast_theta_model.get_theta_data,forecast_theta_view.display_theta_forecast
-forecast.trans,forecast_trans_model.get_trans_data,forecast_trans_view.display_trans_forecast
+trail,model,view
+forecast.anom,forecast_anom_model.get_anomaly_detection_data,forecast_anom_view.display_anomaly_detection
+forecast.atr,forecast_model.add_atr,
+forecast.autoarima,forecast_autoarima_model.get_autoarima_data,forecast_autoarima_view.display_autoarima_forecast
+forecast.autoces,forecast_autoces_model.get_autoces_data,forecast_autoces_view.display_autoces_forecast
+forecast.autoets,forecast_autoets_model.get_autoets_data,forecast_autoets_view.display_autoets_forecast
+forecast.autoselect,forecast_autoselect_model.get_autoselect_data,forecast_autoselect_view.display_autoselect_forecast
+forecast.brnn,forecast_brnn_model.get_brnn_data,forecast_brnn_view.display_brnn_forecast
+forecast.clean,forecast_model.clean,
+forecast.combine,forecast_model.combine_dfs,
+forecast.corr,forecast_model.corr_df,forecast_view.display_corr
+forecast.delete,forecast_model.delete_column,
+forecast.delta,forecast_model.add_delta,
+forecast.desc,forecast_model.describe_df,forecast_view.describe_df
+forecast.ema,forecast_model.add_ema,
+forecast.expo,forecast_expo_model.get_expo_data,forecast_expo_view.display_expo_forecast
+forecast.export,forecast_view.export_df,
+forecast.linregr,forecast_linregr_model.get_linear_regression_data,forecast_linregr_view.display_linear_regression
+forecast.load,common_model.load,
+forecast.mom,forecast_model.add_momentum,
+forecast.mstl,forecast_mstl_model.get_mstl_data,forecast_mstl_view.display_mstl_forecast
+forecast.nbeats,forecast_nbeats_model.get_NBEATS_data,forecast_nbeats_view.display_nbeats_forecast
+forecast.nhits,forecast_nhits_model.get_nhits_data,forecast_nhits_view.display_nhits_forecast
+forecast.plot,forecast_view.display_plot,forecast_view.display_plot
+forecast.regr,forecast_regr_model.get_regression_data,forecast_regr_view.display_regression
+forecast.rename,forecast_model.rename_column,
+forecast.rnn,forecast_rnn_model.get_rnn_data,forecast_rnn_view.display_rnn_forecast
+forecast.roc,forecast_model.add_roc,
+forecast.rsi,forecast_model.add_rsi,
+forecast.rwd,forecast_rwd_model.get_rwd_data,forecast_rwd_view.display_rwd_forecast
+forecast.season,,forecast_view.display_seasonality
+forecast.seasonalnaive,forecast_seasonalnaive_model.get_seasonalnaive_data,forecast_seasonalnaive_view.display_seasonalnaive_forecast
+forecast.show,forecast_view.show_df,
+forecast.signal,forecast_model.add_signal,
+forecast.sto,forecast_model.add_sto,
+forecast.tcn,forecast_tcn_model.get_tcn_data,forecast_tcn_view.display_tcn_forecast
+forecast.tft,forecast_tft_model.get_tft_data,forecast_tft_view.display_tft_forecast
+forecast.theta,forecast_theta_model.get_theta_data,forecast_theta_view.display_theta_forecast
+forecast.trans,forecast_trans_model.get_trans_data,forecast_trans_view.display_trans_forecast

openbb_terminal/sdk_core/trail_map_optimization.csv

@@ -1,19 +1,19 @@
-trail,model,view
-portfolio.po.blacklitterman,portfolio_optimization_po_model.get_blacklitterman,
-portfolio.po.ef,portfolio_optimization_po_model.get_ef,portfolio_optimization_po_view.display_ef
-portfolio.po.file,portfolio_optimization_po_model.load_parameters_file,
-portfolio.po.herc,portfolio_optimization_po_model.get_herc,
-portfolio.po.hrp,portfolio_optimization_po_model.get_hrp,
-portfolio.po.load,portfolio_optimization_po_model.generate_portfolio,
-portfolio.po.load_bl_views,portfolio_optimization_excel_model.load_bl_views,
-portfolio.po.maxdecorr,portfolio_optimization_po_model.get_maxdecorr,
-portfolio.po.maxdiv,portfolio_optimization_po_model.get_maxdiv,
-portfolio.po.maxret,portfolio_optimization_po_model.get_maxret,
-portfolio.po.maxsharpe,portfolio_optimization_po_model.get_maxsharpe,
-portfolio.po.maxutil,portfolio_optimization_po_model.get_maxutil,
-portfolio.po.minrisk,portfolio_optimization_po_model.get_minrisk,
-portfolio.po.nco,portfolio_optimization_po_model.get_nco,
-portfolio.po.plot,portfolio_optimization_po_view.display_plot,portfolio_optimization_po_view.display_plot
-portfolio.po.relriskparity,portfolio_optimization_po_model.get_relriskparity,
-portfolio.po.riskparity,portfolio_optimization_po_model.get_riskparity,
-portfolio.po.show,portfolio_optimization_po_model.show,
+trail,model,view
+portfolio.po.blacklitterman,portfolio_optimization_po_model.get_blacklitterman,
+portfolio.po.ef,portfolio_optimization_po_model.get_ef,portfolio_optimization_po_view.display_ef
+portfolio.po.file,portfolio_optimization_po_model.load_parameters_file,
+portfolio.po.herc,portfolio_optimization_po_model.get_herc,
+portfolio.po.hrp,portfolio_optimization_po_model.get_hrp,
+portfolio.po.load,portfolio_optimization_po_model.generate_portfolio,
+portfolio.po.load_bl_views,portfolio_optimization_excel_model.load_bl_views,
+portfolio.po.maxdecorr,portfolio_optimization_po_model.get_maxdecorr,
+portfolio.po.maxdiv,portfolio_optimization_po_model.get_maxdiv,
+portfolio.po.maxret,portfolio_optimization_po_model.get_maxret,
+portfolio.po.maxsharpe,portfolio_optimization_po_model.get_maxsharpe,
+portfolio.po.maxutil,portfolio_optimization_po_model.get_maxutil,
+portfolio.po.minrisk,portfolio_optimization_po_model.get_minrisk,
+portfolio.po.nco,portfolio_optimization_po_model.get_nco,
+portfolio.po.plot,portfolio_optimization_po_view.display_plot,portfolio_optimization_po_view.display_plot
+portfolio.po.relriskparity,portfolio_optimization_po_model.get_relriskparity,
+portfolio.po.riskparity,portfolio_optimization_po_model.get_riskparity,
+portfolio.po.show,portfolio_optimization_po_model.show,

openbb_terminal/stocks/databento_model.py

@@ -0,0 +1,154 @@
+__docformat__ = "numpy"
+import logging
+from datetime import datetime, timedelta
+from io import StringIO
+
+import pandas as pd
+import requests
+from pydantic import BaseModel
+
+from openbb_terminal import config_terminal as cfg
+from openbb_terminal.decorators import check_api_key, log_start_end
+from openbb_terminal.helper_funcs import request
+from openbb_terminal.rich_config import console
+
+logger = logging.getLogger(__name__)
+
+# pylint:disable=too-few-public-methods
+
+
+class DataBento(BaseModel):
+    symbol: str
+    exchange: str = "XNAS.ITCH"
+    stype: str = "native"
+    start: str = (datetime.now() - timedelta(days=365)).strftime("%Y-%m-%d")
+    end: str = datetime.now().strftime("%Y-%m-%d")
+
+    class Config:
+        arbitrary_types_allowed = True
+
+    def get_historical_stock(self):
+        """Gets historical EOD stock data from DataBento.  Currnetly, just NASDAQ is supported.
+        Note that only nonadjusted data is available."""
+        self.exchange = "XNAS.ITCH"
+        self.stype = "native"
+        if not self.validate_symbol():
+            return pd.DataFrame()
+        return self.get_historical()
+
+    def validate_symbol(self):
+        """Validates the symbol is supported by DataBento.  There is no API for this, so we will use their
+        Symbology endpoint to see if something exists.  Doing a long time range can make this request on the order of
+        one minute, so try to keep smaller requests."""
+        base_url = "https://hist.databento.com/v0/symbology.resolve"
+        params = {
+            "dataset": self.exchange,
+            "symbols": self.symbol,
+            "start_date": self.start,
+            "end_date": self.end,
+            "stype_in": "smart",
+            "stype_out": "product_id",
+        }
+        auth = requests.auth.HTTPBasicAuth(cfg.API_DATABENTO_KEY, "")
+        # This seems to only work for futures? Assume the user is entering correct stock ticker
+        if self.exchange == "XNAS.ITCH":
+            return True
+        result = request(base_url, params=params, auth=auth, timeout=30)
+        if "message" not in result.json():
+            console.print(
+                "Issue validating symbol in the date range. Please check with DataBento for symbology."
+            )
+            return False
+        return result.json()["message"] != "Not found"
+
+    def get_historical_futures(self):
+        """Gets historical EODfutures data from DataBento.  Currently, just CME is supported.
+        Note this gets the highest volume contract each day"""
+        self.exchange = "GLBX.MDP3"
+        self.stype = "smart"
+        if not self.validate_symbol():
+            return pd.DataFrame()
+        return self.get_historical()
+
+    @log_start_end(log=logger)
+    @check_api_key(["API_DATABENTO_KEY"])
+    def get_historical(self) -> pd.DataFrame:
+        """Prepares the request to be made.  I am using their https interface instead of their python client.
+        Their next update will change symbol.V.0 to symbol.C.0"""
+
+        base_url = "https://hist.databento.com/v0/timeseries.stream"
+        symbol = self.symbol + ".V.0" if self.exchange == "GLBX.MDP3" else self.symbol
+        params = {
+            "dataset": self.exchange,
+            "symbols": symbol,
+            "schema": "ohlcv-1d",
+            "start": self.start,
+            "end": self.end,
+            "stype_in": self.stype,
+            "encoding": "csv",
+        }
+        auth = requests.auth.HTTPBasicAuth(cfg.API_DATABENTO_KEY, "")
+        data = self.process_request(base_url, params, auth)
+        if data.empty:
+            console.print(f"No data found for symbol `{self.symbol}`.")
+        return data
+
+    def process_request(self, base_url, params, auth) -> pd.DataFrame:
+        """Takes the request and returns the adjusted dataframe"""
+        r = request(base_url, params=params, auth=auth)
+        if r.status_code != 200:
+            raise Exception(f"Error: Status Code {r.status_code}")
+        df = pd.read_csv(StringIO(r.text))
+        df["time"] = pd.to_datetime(df.ts_event, unit="ns")
+        df[["open", "high", "low", "close"]] /= 1_000_000_000
+        df = df.drop(columns=["ts_event", "publisher_id", "product_id"]).set_index(
+            "time"
+        )
+        df = df.rename(
+            columns={
+                "open": "Open",
+                "high": "High",
+                "low": "Low",
+                "close": "Close",
+                "volume": "Volume",
+            }
+        )
+        return df
+
+
+@log_start_end(log=logger)
+@check_api_key(["API_DATABENTO_KEY"])
+def get_historical_stock(symbol: str, start_date: str, end_date: str) -> pd.DataFrame:
+    """Gets historical EOD data from DataBento.  Currently, just NASDAQ is supported.
+
+    Parameters
+    ----------
+    symbol : str
+        Symbol to get data for
+    start_date : str
+        Start date of data
+    end_date : str
+        End date to get data for
+
+    """
+    db = DataBento(symbol=symbol, start=start_date, end=end_date)
+    return db.get_historical_stock()
+
+
+@log_start_end(log=logger)
+@check_api_key(["API_DATABENTO_KEY"])
+def get_historical_futures(symbol: str, start_date: str, end_date: str) -> pd.DataFrame:
+    """Gets historical EODfutures data from DataBento.  Currently, just CME is supported.
+
+    Parameters
+    ----------
+    symbol : str
+        Symbol to get data for
+    start_date : str
+        Start date of data
+    end_date : str
+        End date to get data for
+
+    """
+    db = DataBento(symbol=symbol, start=start_date, end=end_date)
+    return db.get_historical_futures()

openbb_terminal/stocks/stocks_helper.py

@@ -56,6 +56,8 @@ from openbb_terminal.stocks.stocks_model import (
     load_stock_yf,
 )
 
+from . import databento_model
+
 logger = logging.getLogger(__name__)
 
 
@@ -335,6 +337,12 @@ def load(
 
         elif source == "Intrinio":
             df_stock_candidate = load_stock_intrinio(symbol, start_date, end_date)
+
+        elif source == "DataBento":
+            df_stock_candidate = databento_model.get_historical_stock(
+                symbol, start_date.strftime("%Y-%m-%d"), end_date.strftime("%Y-%m-%d")
+            )
+
         else:
             console.print("[red]Invalid source for stock[/red]\n")
             return

tests/openbb_terminal/futures/txt/test_futures_controller/test_print_help.txt

@@ -1,5 +1,5 @@
     search             search for a future based on category or exchange               [YahooFinance]
 
-    historical         get historical timeseries                                       [YahooFinance]
+    historical         get historical timeseries                                       [YahooFinance, DataBento]
     curve              get futures curves                                              [YahooFinance]
 

tests/openbb_terminal/stocks/cassettes/test_databento_model/test_stock_load.yaml

@@ -0,0 +1,118 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate
+      Authorization:
+      - MOCK_AUTHORIZATION
+      Connection:
+      - keep-alive
+    method: GET
+    uri: https://hist.databento.com/v0/timeseries.stream?dataset=XNAS.ITCH&symbols=AAPL&schema=ohlcv-1d&start=2022-08-01&end=2022-12-01&stype_in=native&encoding=csv
+  response:
+    body:
+      string: 'ts_event,publisher_id,product_id,open,high,low,close,volume
+
+        1659312000000000000,2,27,162200000000,163590000000,160830000000,161400000000,10045637
+
+        1659398400000000000,2,27,160730000000,162410000000,159550000000,160010000000,10065910
+
+        1659484800000000000,2,27,160060000000,166595000000,159850000000,165840000000,13326012
+
+        1659571200000000000,2,27,165830000000,167190000000,164430000000,165850000000,9578445
+
+        1659657600000000000,2,27,166000000000,166230000000,162790000000,164920000000,9683719
+
+        1659916800000000000,2,27,166080000000,167800000000,164200000000,165150000000,9135766
+
+        1660003200000000000,2,29,164990000000,165810000000,163460000000,164970000000,9230005
+
+        1660089600000000000,2,29,165010000000,169310000000,164560000000,169130000000,11638513
+
+        1660176000000000000,2,29,169240000000,170990000000,168190000000,168800000000,9732568
+
+        1660262400000000000,2,29,169180000000,172170000000,168650000000,171850000000,11916663
+
+        1660521600000000000,2,29,171140000000,173390000000,170740000000,173150000000,8485815
+
+        1660608000000000000,2,29,172830000000,174080000000,171670000000,173700000000,9979182
+
+        1660694400000000000,2,29,172670000000,176150000000,172140000000,173320000000,13581411
+
+        1660780800000000000,2,29,173200000000,174890000000,173130000000,174090000000,11175367
+
+        1660867200000000000,2,29,173600000000,173730000000,170700000000,170790000000,11296793
+
+        1661126400000000000,2,29,169400000000,169860000000,167135000000,167950000000,13070702
+
+        1661212800000000000,2,29,167610000000,168700000000,166650000000,167130000000,10629743
+
+        1661299200000000000,2,29,166930000000,168410000000,166245000000,167910000000,9482192
+
+        1661385600000000000,2,29,169270000000,170340000000,168230000000,170200000000,9874644
+
+        1661472000000000000,2,29,169900000000,171130000000,162300000000,162450000000,14062181
+
+        1661731200000000000,2,29,161790000000,162910000000,159830000000,161780000000,12363097
+
+        1661817600000000000,2,29,162600000000,163340000000,157730000000,158960000000,11853126
+
+        1661904000000000000,2,29,159650000000,160570000000,155770000000,156000000000,13343001
+
+        1661990400000000000,2,29,155890000000,158690000000,154675000000,158620000000,13016463
+
+        1662076800000000000,2,29,157710000000,160360000000,154965000000,155650000000,12975036
+
+        1662422400000000000,2,29,156790000000,157390000000,153730000000,154490000000,14840703
+
+        1662508800000000000,2,29,154800000000,156660000000,153610000000,155960000000,13205605
+
+        1662595200000000000,2,29,155950000000,156430000000,152680000000,154620000000,14072194
+
+        1662681600000000000,2,29,155260000000,157805000000,154760000000,157520000000,10213517
+
+        1662940800000000000,2,29,158000000000,164260000000,158000000000,164100000000,15959461
+
+        1663027200000000000,2,29,164150000000,164900000000,153385000000,154250000000,19181953
+
+        1663113600000000000,2,29,154470000000,157100000000,153250000000,156000000000,15250245
+
+        1663200000000000000,2,29,155960000000,156040000000,151100000000,151270000000,13929824
+
+        1663286400000000000,2,29,151350000000,151510000000,148360000000,151290000000,19608708
+
+        1663545600000000000,2,29,149820000000,155000000000,148700000000,155000000000,13024172
+
+        1663632000000000000,2,29,154270000000,158080000000,153090000000,156480000000,16126729
+
+        1663718400000000000,2,29,156580000000,158740000000,152240000000,152400000000,16938650
+
+        1663804800000000000,2,29,153530000000,154960000000,150920000000,153090000000,14902502
+
+        1663891200000000000,2,29,152250000000,152550000000,148560000000,150570000000,16074945
+
+        1664150400000000000,2,29,150420000000,153770000000,149140000000,151100000000,14918149
+
+        1664236800000000000,2,29,152840000000,154690000000,149950000000,151870000000,14873042
+
+        1664323200000000000,2,29,148500000000,150640000000,144840000000,149370000000,24532649
+
+        1664409600000000000,2,29,148000000000,148180000000,140680000000,142410000000,21075773
+
+        1664496000000000000,2,29,143160000000,143580000000,137220000000,137540000000,20801834
+
+        '
+    headers:
+      date:
+      - Tue, 21 Feb 2023 14:37:29 GMT
+      server:
+      - uvicorn
+      transfer-encoding:
+      - chunked
+    status:
+      code: 200
+      message: OK
+version: 1

tests/openbb_terminal/stocks/csv/test_databento_model/test_stock_load.csv

@@ -0,0 +1,45 @@
+time,Open,High,Low,Close,Volume
+2022-08-01,162.2,163.59,160.83,161.4,10045637
+2022-08-02,160.73,162.41,159.55,160.01,10065910
+2022-08-03,160.06,166.595,159.85,165.84,13326012
+2022-08-04,165.83,167.19,164.43,165.85,9578445
+2022-08-05,166.0,166.23,162.79,164.92,9683719
+2022-08-08,166.08,167.8,164.2,165.15,9135766
+2022-08-09,164.99,165.81,163.46,164.97,9230005
+2022-08-10,165.01,169.31,164.56,169.13,11638513
+2022-08-11,169.24,170.99,168.19,168.8,9732568
+2022-08-12,169.18,172.17,168.65,171.85,11916663
+2022-08-15,171.14,173.39,170.74,173.15,8485815
+2022-08-16,172.83,174.08,171.67,173.7,9979182
+2022-08-17,172.67,176.15,172.14,173.32,13581411
+2022-08-18,173.2,174.89,173.13,174.09,11175367
+2022-08-19,173.6,173.73,170.7,170.79,11296793
+2022-08-22,169.4,169.86,167.135,167.95,13070702
+2022-08-23,167.61,168.7,166.65,167.13,10629743
+2022-08-24,166.93,168.41,166.245,167.91,9482192
+2022-08-25,169.27,170.34,168.23,170.2,9874644
+2022-08-26,169.9,171.13,162.3,162.45,14062181
+2022-08-29,161.79,162.91,159.83,161.78,12363097
+2022-08-30,162.6,163.34,157.73,158.96,11853126
+2022-08-31,159.65,160.57,155.77,156.0,13343001
+2022-09-01,155.89,158.69,154.675,158.62,13016463
+2022-09-02,157.71,160.36,154.965,155.65,12975036
+2022-09-06,156.79,157.39,153.73,154.49,14840703
+2022-09-07,154.8,156.66,153.61,155.96,13205605
+2022-09-08,155.95,156.43,152.68,154.62,14072194
+2022-09-09,155.26,157.805,154.76,157.52,10213517
+2022-09-12,158.0,164.26,158.0,164.1,15959461
+2022-09-13,164.15,164.9,153.385,154.25,19181953
+2022-09-14,154.47,157.1,153.25,156.0,15250245
+2022-09-15,155.96,156.04,151.1,151.27,13929824
+2022-09-16,151.35,151.51,148.36,151.29,19608708
+2022-09-19,149.82,155.0,148.7,155.0,13024172
+2022-09-20,154.27,158.08,153.09,156.48,16126729
+2022-09-21,156.58,158.74,152.24,152.4,16938650
+2022-09-22,153.53,154.96,150.92,153.09,14902502
+2022-09-23,152.25,152.55,148.56,150.57,16074945
+2022-09-26,150.42,153.77,149.14,151.1,14918149
+2022-09-27,152.84,154.69,149.95,151.87,14873042
+2022-09-28,148.5,150.64,144.84,149.37,24532649
+2022-09-29,148.0,148.18,140.68,142.41,21075773
+2022-09-30,143.16,143.58,137.22,137.54,20801834

tests/openbb_terminal/stocks/test_databento_model.py

@@ -0,0 +1,35 @@
+import pytest
+
+from openbb_terminal.stocks import databento_model
+
+
+@pytest.fixture(scope="module")
+def vcr_config():
+    return {
+        "filter_headers": [
+            ("User-Agent", None),
+            ("Authorization", "MOCK_AUTHORIZATION"),
+        ],
+    }
+
+
+def test_databento_model():
+    """Tests the DataBento model."""
+    model = databento_model.DataBento(
+        symbol="AAPL", start="2021-08-10", end="2021-08-11"
+    )
+    assert model.symbol == "AAPL"
+    assert model.exchange == "XNAS.ITCH"
+    assert model.stype == "native"
+    assert model.start == "2021-08-10"
+    assert model.end == "2021-08-11"
+
+
+@pytest.mark.vcr
+def test_stock_load(recorder):
+    """Tests the stock load function."""
+    result = databento_model.get_historical_stock(
+        symbol="AAPL", start_date="2022-08-01", end_date="2022-12-01"
+    )
+    assert result.empty is False
+    recorder.capture(result)

tests/openbb_terminal/stocks/txt/test_stocks_controller/test_print_help.txt

@@ -1,5 +1,5 @@
     search             search a specific stock ticker for analysis                     [FinanceDatabase]
-    load               load a specific stock ticker and additional info for analysis   [YahooFinance, AlphaVantage, Polygon, EODHD, Intrinio]
+    load               load a specific stock ticker and additional info for analysis   [YahooFinance, AlphaVantage, Polygon, EODHD, Intrinio, DataBento]
 
 Stock: