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[Feature] to_df where results is a model of arrays. (#6510)

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* enable to_df to convert a model where all fields are arrays

* use dt for check

* static assets

* pylint

---------

Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com>
Co-authored-by: Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com>
This commit is contained in:
Danglewood
2024-06-24 02:47:00 -07:00
committed by GitHub
parent 041e2247bf
commit faa1e896fa
5 changed files with 142 additions and 134 deletions
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13
openbb_platform/core/openbb_core/app/model/obbject.py
View File

@@ -155,12 +155,19 @@ class OBBject(Tagged, Generic[T]):
dict_of_df[k] = pd.DataFrame(v)
df = pd.concat(dict_of_df, axis=1)
# List[BaseModel]
elif is_list_of_basemodel(res):
dt: Union[List[Data], Data] = res # type: ignore
df = basemodel_to_df(dt, index)
sort_columns = False
r = dt[0] if isinstance(dt, list) else dt
if all(
prop.get("type") == "array"
for prop in r.schema()["properties"].values()
):
sort_columns = False
df = pd.DataFrame(r.model_dump(exclude_unset=True))
else:
df = basemodel_to_df(dt, index)
sort_columns = False
# str
elif isinstance(res, str):
df = pd.DataFrame([res])

56
openbb_platform/core/openbb_core/provider/standard_models/options_snapshots.py
View File

@@ -4,7 +4,7 @@ from datetime import (
date as dateType,
datetime,
)
from typing import Optional
from typing import List, Union
from pydantic import Field
@@ -20,56 +20,60 @@ class OptionsSnapshotsQueryParams(QueryParams):
class OptionsSnapshotsData(Data):
"""Options Snapshots Data."""
underlying_symbol: str = Field(description="Ticker symbol of the underlying asset.")
contract_symbol: str = Field(description="Symbol of the options contract.")
expiration: dateType = Field(description="Expiration date of the options contract.")
dte: Optional[int] = Field(
default=None,
underlying_symbol: List[str] = Field(
description="Ticker symbol of the underlying asset."
)
contract_symbol: List[str] = Field(description="Symbol of the options contract.")
expiration: List[dateType] = Field(
description="Expiration date of the options contract."
)
dte: List[Union[int, None]] = Field(
default_factory=list,
description="Number of days to expiration of the options contract.",
)
strike: float = Field(
strike: List[float] = Field(
description="Strike price of the options contract.",
json_schema_extra={"x-unit_measurement": "currency"},
)
option_type: str = Field(description="The type of option.")
volume: Optional[int] = Field(
default=None,
option_type: List[str] = Field(description="The type of option.")
volume: List[Union[int, None]] = Field(
default_factory=list,
description=DATA_DESCRIPTIONS.get("volume", ""),
)
open_interest: Optional[int] = Field(
default=None,
open_interest: List[Union[int, None]] = Field(
default_factory=list,
description="Open interest at the time.",
)
last_price: Optional[float] = Field(
default=None,
last_price: List[Union[float, None]] = Field(
default_factory=list,
description="Last trade price at the time.",
json_schema_extra={"x-unit_measurement": "currency"},
)
last_size: Optional[int] = Field(
default=None,
last_size: List[Union[int, None]] = Field(
default_factory=list,
description="Lot size of the last trade.",
)
last_timestamp: Optional[datetime] = Field(
default=None,
last_timestamp: List[Union[datetime, None]] = Field(
default_factory=list,
description="Timestamp of the last price.",
)
open: Optional[float] = Field(
default=None,
open: List[Union[float, None]] = Field(
default_factory=list,
description=DATA_DESCRIPTIONS.get("open", ""),
json_schema_extra={"x-unit_measurement": "currency"},
)
high: Optional[float] = Field(
default=None,
high: List[Union[float, None]] = Field(
default_factory=list,
description=DATA_DESCRIPTIONS.get("high", ""),
json_schema_extra={"x-unit_measurement": "currency"},
)
low: Optional[float] = Field(
default=None,
low: List[Union[float, None]] = Field(
default_factory=list,
description=DATA_DESCRIPTIONS.get("low", ""),
json_schema_extra={"x-unit_measurement": "currency"},
)
close: Optional[float] = Field(
default=None,
close: List[Union[float, None]] = Field(
default_factory=list,
description=DATA_DESCRIPTIONS.get("close", ""),
json_schema_extra={"x-unit_measurement": "currency"},
)

98
openbb_platform/openbb/assets/reference.json vendored
View File

@@ -2060,7 +2060,7 @@
"standard": [
{
"name": "underlying_symbol",
"type": "str",
"type": "List[str]",
"description": "Ticker symbol of the underlying asset.",
"default": "",
"optional": false,
@@ -2068,7 +2068,7 @@
},
{
"name": "contract_symbol",
"type": "str",
"type": "List[str]",
"description": "Symbol of the options contract.",
"default": "",
"optional": false,
@@ -2076,7 +2076,7 @@
},
{
"name": "expiration",
"type": "date",
"type": "List[date]",
"description": "Expiration date of the options contract.",
"default": "",
"optional": false,
@@ -2084,15 +2084,15 @@
},
{
"name": "dte",
"type": "int",
"type": "List[int]",
"description": "Number of days to expiration of the options contract.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "strike",
"type": "float",
"type": "List[float]",
"description": "Strike price of the options contract.",
"default": "",
"optional": false,
@@ -2100,7 +2100,7 @@
},
{
"name": "option_type",
"type": "str",
"type": "List[str]",
"description": "The type of option.",
"default": "",
"optional": false,
@@ -2108,73 +2108,73 @@
},
{
"name": "volume",
"type": "int",
"type": "List[int]",
"description": "The trading volume.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "open_interest",
"type": "int",
"type": "List[int]",
"description": "Open interest at the time.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "last_price",
"type": "float",
"type": "List[float]",
"description": "Last trade price at the time.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "last_size",
"type": "int",
"type": "List[int]",
"description": "Lot size of the last trade.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "last_timestamp",
"type": "datetime",
"type": "List[datetime]",
"description": "Timestamp of the last price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "open",
"type": "float",
"type": "List[float]",
"description": "The open price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "high",
"type": "float",
"type": "List[float]",
"description": "The high price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "low",
"type": "float",
"type": "List[float]",
"description": "The low price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "close",
"type": "float",
"type": "List[float]",
"description": "The close price.",
"default": null,
"default": "",
"optional": true,
"choices": null
}
@@ -2182,97 +2182,97 @@
"intrinio": [
{
"name": "bid",
"type": "float",
"type": "List[float]",
"description": "The last bid price at the time.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "bid_size",
"type": "int",
"type": "List[int]",
"description": "The size of the last bid price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "bid_timestamp",
"type": "datetime",
"type": "List[datetime]",
"description": "The timestamp of the last bid price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "ask",
"type": "float",
"type": "List[float]",
"description": "The last ask price at the time.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "ask_size",
"type": "int",
"type": "List[int]",
"description": "The size of the last ask price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "ask_timestamp",
"type": "datetime",
"type": "List[datetime]",
"description": "The timestamp of the last ask price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "total_bid_volume",
"type": "int",
"type": "List[int]",
"description": "Total volume of bids.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "bid_high",
"type": "float",
"type": "List[float]",
"description": "The highest bid price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "bid_low",
"type": "float",
"type": "List[float]",
"description": "The lowest bid price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "total_ask_volume",
"type": "int",
"type": "List[int]",
"description": "Total volume of asks.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "ask_high",
"type": "float",
"type": "List[float]",
"description": "The highest ask price.",
"default": null,
"default": "",
"optional": true,
"choices": null
},
{
"name": "ask_low",
"type": "float",
"type": "List[float]",
"description": "The lowest ask price.",
"default": null,
"default": "",
"optional": true,
"choices": null
}

54
openbb_platform/openbb/package/derivatives_options.py
View File

@@ -253,59 +253,59 @@ class ROUTER_derivatives_options(Container):
OptionsSnapshots
----------------
underlying_symbol : str
underlying_symbol : List[str]
Ticker symbol of the underlying asset.
contract_symbol : str
contract_symbol : List[str]
Symbol of the options contract.
expiration : date
expiration : List[date]
Expiration date of the options contract.
dte : Optional[int]
dte : List[Optional[int]]
Number of days to expiration of the options contract.
strike : float
strike : List[float]
Strike price of the options contract.
option_type : str
option_type : List[str]
The type of option.
volume : Optional[int]
volume : List[Optional[int]]
The trading volume.
open_interest : Optional[int]
open_interest : List[Optional[int]]
Open interest at the time.
last_price : Optional[float]
last_price : List[Optional[float]]
Last trade price at the time.
last_size : Optional[int]
last_size : List[Optional[int]]
Lot size of the last trade.
last_timestamp : Optional[datetime]
last_timestamp : List[Optional[datetime]]
Timestamp of the last price.
open : Optional[float]
open : List[Optional[float]]
The open price.
high : Optional[float]
high : List[Optional[float]]
The high price.
low : Optional[float]
low : List[Optional[float]]
The low price.
close : Optional[float]
close : List[Optional[float]]
The close price.
bid : Optional[float]
bid : List[Optional[float]]
The last bid price at the time. (provider: intrinio)
bid_size : Optional[int]
bid_size : List[Optional[int]]
The size of the last bid price. (provider: intrinio)
bid_timestamp : Optional[datetime]
bid_timestamp : List[Optional[datetime]]
The timestamp of the last bid price. (provider: intrinio)
ask : Optional[float]
ask : List[Optional[float]]
The last ask price at the time. (provider: intrinio)
ask_size : Optional[int]
ask_size : List[Optional[int]]
The size of the last ask price. (provider: intrinio)
ask_timestamp : Optional[datetime]
ask_timestamp : List[Optional[datetime]]
The timestamp of the last ask price. (provider: intrinio)
total_bid_volume : Optional[int]
total_bid_volume : List[Optional[int]]
Total volume of bids. (provider: intrinio)
bid_high : Optional[float]
bid_high : List[Optional[float]]
The highest bid price. (provider: intrinio)
bid_low : Optional[float]
bid_low : List[Optional[float]]
The lowest bid price. (provider: intrinio)
total_ask_volume : Optional[int]
total_ask_volume : List[Optional[int]]
Total volume of asks. (provider: intrinio)
ask_high : Optional[float]
ask_high : List[Optional[float]]
The highest ask price. (provider: intrinio)
ask_low : Optional[float]
ask_low : List[Optional[float]]
The lowest ask price. (provider: intrinio)
Examples

55
openbb_platform/providers/intrinio/openbb_intrinio/models/options_snapshots.py
View File

@@ -45,57 +45,57 @@ class IntrinioOptionsSnapshotsQueryParams(OptionsSnapshotsQueryParams):
class IntrinioOptionsSnapshotsData(OptionsSnapshotsData):
"""Intrinio Options Snapshots Data. Warning: This is a large file."""
bid: Optional[float] = Field(
default=None,
bid: List[Union[float, None]] = Field(
default_factory=list,
description="The last bid price at the time.",
json_schema_extra={"x-unit_measurement": "currency"},
)
bid_size: Optional[int] = Field(
default=None,
bid_size: List[Union[int, None]] = Field(
default_factory=list,
description="The size of the last bid price.",
)
bid_timestamp: Optional[datetime] = Field(
default=None,
bid_timestamp: List[Union[datetime, None]] = Field(
default_factory=list,
description="The timestamp of the last bid price.",
)
ask: Optional[float] = Field(
default=None,
ask: List[Union[float, None]] = Field(
default_factory=list,
description="The last ask price at the time.",
json_schema_extra={"x-unit_measurement": "currency"},
)
ask_size: Optional[int] = Field(
default=None,
ask_size: List[Union[int, None]] = Field(
default_factory=list,
description="The size of the last ask price.",
)
ask_timestamp: Optional[datetime] = Field(
default=None,
ask_timestamp: List[Union[datetime, None]] = Field(
default_factory=list,
description="The timestamp of the last ask price.",
)
total_bid_volume: Optional[int] = Field(
default=None,
total_bid_volume: List[Union[int, None]] = Field(
default_factory=list,
description="Total volume of bids.",
)
bid_high: Optional[float] = Field(
default=None,
bid_high: List[Union[float, None]] = Field(
default_factory=list,
description="The highest bid price.",
json_schema_extra={"x-unit_measurement": "currency"},
)
bid_low: Optional[float] = Field(
default=None,
bid_low: List[Union[float, None]] = Field(
default_factory=list,
description="The lowest bid price.",
json_schema_extra={"x-unit_measurement": "currency"},
)
total_ask_volume: Optional[int] = Field(
default=None,
total_ask_volume: List[Union[int, None]] = Field(
default_factory=list,
description="Total volume of asks.",
)
ask_high: Optional[float] = Field(
default=None,
ask_high: List[Union[float, None]] = Field(
default_factory=list,
description="The highest ask price.",
json_schema_extra={"x-unit_measurement": "currency"},
)
ask_low: Optional[float] = Field(
default=None,
ask_low: List[Union[float, None]] = Field(
default_factory=list,
description="The lowest ask price.",
json_schema_extra={"x-unit_measurement": "currency"},
)
@@ -316,14 +316,11 @@ class IntrinioOptionsSnapshotsFetcher(
strike = f"{front}{_strike[0]}{_strike[1]}{back}"
return symbol + exp + cp + strike
if symbols.str.contains("\.").any(): # noqa
if symbols.str.contains("\.").any(): # noqa # pylint: disable=W1401
df["contract_symbol"] = df["contract_symbol"].apply(apply_contract_symbol)
else:
df["contract_symbol"] = symbols.str.replace("_", "")
df = df.replace({NaT: None, np.nan: None})
df = df.sort_values(by="volume", ascending=False)
return [
IntrinioOptionsSnapshotsData.model_validate(d)
for d in df.to_dict(orient="records")
]
return [IntrinioOptionsSnapshotsData.model_validate(df.to_dict(orient="list"))]