diff --git a/openbb_platform/openbb/package/__extensions__.py b/openbb_platform/openbb/package/__extensions__.py index 6cee226f838..3be941aedfe 100644 --- a/openbb_platform/openbb/package/__extensions__.py +++ b/openbb_platform/openbb/package/__extensions__.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate diff --git a/openbb_platform/openbb/package/crypto.py b/openbb_platform/openbb/package/crypto.py index 59977cb0fce..fbf003a9410 100644 --- a/openbb_platform/openbb/package/crypto.py +++ b/openbb_platform/openbb/package/crypto.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -35,25 +39,29 @@ class ROUTER_crypto(Container): @validate def load( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter( description="Symbol Pair to get data for in CURR1-CURR2 or CURR1CURR2 format." ), ], - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, +<<<<<<< Updated upstream provider: Optional[Literal["fmp", "polygon", "yfinance"]] = None, +======= + provider: Union[Literal["fmp", "polygon", "yfinance"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Crypto Historical Price. Cryptocurrency historical price data. @@ -62,15 +70,15 @@ class ROUTER_crypto(Container): ---------- symbol : str Symbol Pair to get data for in CURR1-CURR2 or CURR1CURR2 format. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fmp', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'polygon', 'yfinance'], None] 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)]] + timeseries : Optional[Union[typing_extensions.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) @@ -84,15 +92,15 @@ 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 : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]] Time period of the data to return. (provider: yfinance) Returns ------- OBBject - results : List[CryptoHistorical] + results : Union[List[CryptoHistorical]] Serializable results. - provider : Optional[Literal['fmp', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'polygon', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -115,21 +123,21 @@ class ROUTER_crypto(Container): The close price of the symbol. volume : float The volume of the symbol. - vwap : Optional[Annotated[float, Gt(gt=0)]] + vwap : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)]]] Volume Weighted Average Price of the symbol. - adj_close : Optional[float] + adj_close : Optional[Union[float]] Adjusted Close Price of the symbol. (provider: fmp) - unadjusted_volume : Optional[float] + unadjusted_volume : Optional[Union[float]] Unadjusted volume of the symbol. (provider: fmp) - change : Optional[float] + change : Optional[Union[float]] Change in the price of the symbol from the previous day. (provider: fmp) - change_percent : Optional[float] + change_percent : Optional[Union[float]] Change % in the price of the symbol. (provider: fmp) - label : Optional[str] + label : Optional[Union[str]] Human readable format of the date. (provider: fmp) - change_over_time : Optional[float] + change_over_time : Optional[Union[float]] Change % in the price of the symbol over a period of time. (provider: fmp) - transactions : Optional[Annotated[int, Gt(gt=0)]] + transactions : Optional[Union[typing_extensions.Annotated[int, Gt(gt=0)]]] Number of transactions for the symbol in the time period. (provider: polygon) Example -------- diff --git a/openbb_platform/openbb/package/econometrics.py b/openbb_platform/openbb/package/econometrics.py index bfee02a94a9..d30c0ae3dd5 100644 --- a/openbb_platform/openbb/package/econometrics.py +++ b/openbb_platform/openbb/package/econometrics.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -50,7 +54,7 @@ class ROUTER_econometrics(Container): data: Union[List[Data], pandas.DataFrame], y_column: str, x_columns: List[str], - lags: Annotated[int, Gt(gt=0)] = 1, + lags: typing_extensions.Annotated[int, Gt(gt=0)] = 1, ) -> OBBject[Data]: """Perform Breusch-Godfrey Lagrange Multiplier tests for residual autocorrelation. @@ -179,7 +183,7 @@ class ROUTER_econometrics(Container): data: Union[List[Data], pandas.DataFrame], y_column: str, x_column: str, - lag: Annotated[int, Gt(gt=0)] = 3, + lag: typing_extensions.Annotated[int, Gt(gt=0)] = 3, ) -> OBBject[Data]: """Perform Granger causality test to determine if X "causes" y. diff --git a/openbb_platform/openbb/package/economy.py b/openbb_platform/openbb/package/economy.py index 5bae7b88b07..685dcf7ab33 100644 --- a/openbb_platform/openbb/package/economy.py +++ b/openbb_platform/openbb/package/economy.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -50,13 +54,13 @@ class ROUTER_economy(Container): @validate def available_indices( - self, provider: Optional[Literal["cboe", "fmp", "yfinance"]] = None, **kwargs + self, provider: Union[Literal["cboe", "fmp", "yfinance"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Available Indices. Available indices for a given provider. Parameters ---------- - provider : Optional[Literal['cboe', 'fmp', 'yfinance']] + provider : Union[Literal['cboe', 'fmp', 'yfinance'], None] 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. @@ -66,9 +70,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[AvailableIndices] + results : Union[List[AvailableIndices]] Serializable results. - provider : Optional[Literal['cboe', 'fmp', 'yfinance']] + provider : Union[Literal['cboe', 'fmp', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -79,36 +83,37 @@ class ROUTER_economy(Container): AvailableIndices ---------------- - name : Optional[str] + name : Optional[Union[str]] Name of the index. - currency : Optional[str] + currency : Optional[Union[str]] Currency the index is traded in. - isin : Optional[str] + isin : Optional[Union[str]] ISIN code for the index. Valid only for European indices. (provider: cboe) - region : Optional[str] + region : Optional[Union[str]] Region for the index. Valid only for European indices (provider: cboe) - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol for the index. (provider: cboe, yfinance) - description : Optional[str] + description : Optional[Union[str]] Description for the index. Valid only for US indices. (provider: cboe) - data_delay : Optional[int] + data_delay : Optional[Union[int]] Data delay for the index. Valid only for US indices. (provider: cboe) - open_time : Optional[datetime.time] + open_time : Optional[Union[datetime.time]] Opening time for the index. Valid only for US indices. (provider: cboe) - close_time : Optional[datetime.time] + close_time : Optional[Union[datetime.time]] Closing time for the index. Valid only for US indices. (provider: cboe) - time_zone : Optional[str] + time_zone : Optional[Union[str]] Time zone for the index. Valid only for US indices. (provider: cboe) - tick_days : Optional[str] + tick_days : Optional[Union[str]] The trading days for the index. Valid only for US indices. (provider: cboe) - tick_frequency : Optional[str] + tick_frequency : Optional[Union[str]] The frequency of the index ticks. Valid only for US indices. (provider: cboe) - tick_period : Optional[str] + tick_period : Optional[Union[str]] The period of the index ticks. Valid only for US indices. (provider: cboe) - stock_exchange : Optional[str] + stock_exchange : Optional[Union[str]] Stock exchange where the index is listed. (provider: fmp) - exchange_short_name : Optional[str] + exchange_short_name : Optional[Union[str]] Short name of the stock exchange where the index is listed. (provider: fmp) +<<<<<<< Updated upstream code : Optional[str] ID code for keying the index in the OpenBB Terminal. (provider: yfinance) Example @@ -117,6 +122,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.available_indices() """ # noqa: E501 +======= + code : Optional[Union[str]] + ID code for keying the index in the OpenBB Terminal. (provider: yfinance)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -134,13 +143,13 @@ class ROUTER_economy(Container): @validate def const( self, - index: Annotated[ + index: typing_extensions.Annotated[ Literal["nasdaq", "sp500", "dowjones"], OpenBBCustomParameter( description="Index for which we want to fetch the constituents." ), ] = "dowjones", - provider: Optional[Literal["fmp"]] = None, + provider: Union[Literal["fmp"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Major Indices Constituents. Constituents of an index. @@ -149,7 +158,7 @@ class ROUTER_economy(Container): ---------- index : Literal['nasdaq', 'sp500', 'dowjones'] Index for which we want to fetch the constituents. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -157,9 +166,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[MajorIndicesConstituents] + results : Union[List[MajorIndicesConstituents]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -176,9 +185,9 @@ class ROUTER_economy(Container): Name of the constituent company in the index. sector : str Sector the constituent company in the index belongs to. - sub_sector : Optional[str] + sub_sector : Optional[Union[str]] Sub-sector the constituent company in the index belongs to. - headquarter : Optional[str] + headquarter : Optional[Union[str]] Location of the headquarter of the constituent company in the index. date_first_added : Optional[Union[date, str]] Date the constituent company was added to the index. @@ -210,13 +219,13 @@ class ROUTER_economy(Container): @validate def cot( - self, provider: Optional[Literal["quandl"]] = None, **kwargs + self, provider: Union[Literal["quandl"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Commitment of Traders Reports. Lookup Commitment of Traders Reports by series ID. Parameters ---------- - provider : Optional[Literal['quandl']] + provider : Union[Literal['quandl'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'quandl' if there is no default. @@ -227,7 +236,7 @@ class ROUTER_economy(Container): Certain symbols, such as "ES=F", or exact names are also valid. Default report is: S&P 500 Consolidated (CME)) (provider: quandl) - data_type : Optional[Literal['F', 'FO', 'CITS']] + data_type : Optional[Union[Literal['F', 'FO', 'CITS']]] The type of data to reuturn. Default is "FO". @@ -237,9 +246,9 @@ class ROUTER_economy(Container): CITS = Commodity Index Trader Supplemental. Only valid for commodities. (provider: quandl) - legacy_format : Optional[bool] + legacy_format : Optional[Union[bool]] Returns the legacy format of report. Default is False. (provider: quandl) - report_type : Optional[Literal['ALL', 'CHG', 'OLD', 'OTR']] + report_type : Optional[Union[Literal['ALL', 'CHG', 'OLD', 'OTR']]] The type of report to return. Default is "ALL". @@ -251,7 +260,7 @@ class ROUTER_economy(Container): OTR = Other Crop Years (provider: quandl) - measure : Optional[Literal['CR', 'NT', 'OI', 'CHG']] + measure : Optional[Union[Literal['CR', 'NT', 'OI', 'CHG']]] The measure to return. Default is None. @@ -263,19 +272,19 @@ class ROUTER_economy(Container): CHG = Change in Positions. Only valid when data_type is "CITS". (provider: quandl) - start_date : Optional[datetime.date] + start_date : Optional[Union[datetime.date]] The start date of the time series. Defaults to all. (provider: quandl) - end_date : Optional[datetime.date] + end_date : Optional[Union[datetime.date]] The end date of the time series. Defaults to the most recent data. (provider: quandl) - transform : Optional[Literal['diff', 'rdiff', 'cumul', 'normalize']] + transform : Optional[Union[Literal['diff', 'rdiff', 'cumul', 'normalize']]] Transform the data as w/w difference, percent change, cumulative, or normalize. (provider: quandl) Returns ------- OBBject - results : List[COT] + results : Union[List[COT]] Serializable results. - provider : Optional[Literal['quandl']] + provider : Union[Literal['quandl'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -309,8 +318,10 @@ class ROUTER_economy(Container): @validate def cot_search( self, - query: Annotated[str, OpenBBCustomParameter(description="Search query.")] = "", - provider: Optional[Literal["quandl"]] = None, + query: typing_extensions.Annotated[ + str, OpenBBCustomParameter(description="Search query.") + ] = "", + provider: Union[Literal["quandl"], None] = None, **kwargs ) -> OBBject[List[Data]]: """ @@ -322,7 +333,7 @@ class ROUTER_economy(Container): ---------- query : str Search query. - provider : Optional[Literal['quandl']] + provider : Union[Literal['quandl'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'quandl' if there is no default. @@ -330,9 +341,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[COTSearch] + results : Union[List[COTSearch]] Serializable results. - provider : Optional[Literal['quandl']] + provider : Union[Literal['quandl'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -347,12 +358,13 @@ class ROUTER_economy(Container): CFTC Code of the report. name : str Name of the underlying asset. - category : Optional[str] + category : Optional[Union[str]] Category of the underlying asset. - subcategory : Optional[str] + subcategory : Optional[Union[str]] Subcategory of the underlying asset. - units : Optional[str] + units : Optional[Union[str]] The units for one contract. +<<<<<<< Updated upstream symbol : Optional[str] Trading symbol representing the underlying asset. Example @@ -361,6 +373,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.cot_search() """ # noqa: E501 +======= + symbol : Optional[Union[str]] + Trading symbol representing the underlying asset.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -380,7 +396,7 @@ class ROUTER_economy(Container): @validate def cpi( self, - countries: Annotated[ + countries: typing_extensions.Annotated[ List[ Literal[ "australia", @@ -436,33 +452,33 @@ class ROUTER_economy(Container): ], OpenBBCustomParameter(description="The country or countries to get data."), ], - units: Annotated[ + units: typing_extensions.Annotated[ Literal["growth_previous", "growth_same", "index_2015"], OpenBBCustomParameter(description="The data units."), ] = "growth_same", - frequency: Annotated[ + frequency: typing_extensions.Annotated[ Literal["monthly", "quarter", "annual"], OpenBBCustomParameter(description="The data time frequency."), ] = "monthly", - harmonized: Annotated[ + harmonized: typing_extensions.Annotated[ bool, OpenBBCustomParameter( description="Whether you wish to obtain harmonized data." ), ] = False, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["fred"]] = None, + provider: Union[Literal["fred"], None] = None, **kwargs ) -> OBBject[List[Data]]: """CPI. Consumer Price Index. @@ -477,11 +493,11 @@ class ROUTER_economy(Container): The data time frequency. harmonized : bool Whether you wish to obtain harmonized data. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. @@ -489,9 +505,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[CPI] + results : Union[List[CPI]] Serializable results. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -502,8 +518,9 @@ class ROUTER_economy(Container): CPI --- - date : Optional[date] + date : Optional[Union[date]] The date of the data. +<<<<<<< Updated upstream value : Optional[float] CPI value on the date. Example @@ -512,6 +529,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.cpi(countries=['portugal', 'spain'], units=growth_same, frequency=monthly) """ # noqa: E501 +======= + value : Optional[Union[float]] + CPI value on the date.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -536,23 +557,23 @@ class ROUTER_economy(Container): @validate def econcal( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - importance: Annotated[ + importance: typing_extensions.Annotated[ Literal["Low", "Medium", "High"], OpenBBCustomParameter(description="Importance of the event."), ] = None, - group: Annotated[ + group: typing_extensions.Annotated[ Literal[ "interest rate", "inflation", @@ -570,20 +591,20 @@ class ROUTER_economy(Container): ], OpenBBCustomParameter(description="Grouping of events"), ] = None, - country: Annotated[ + country: typing_extensions.Annotated[ Union[List[str], str, None], OpenBBCustomParameter(description="Country of the event"), ] = None, - provider: Optional[Literal["tradingeconomics"]] = None, + provider: Union[Literal["tradingeconomics"], None] = None, **kwargs ) -> OBBject[List[Data]]: """GDP Data. Parameters ---------- - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. importance : Literal['Low', 'Medium', 'High'] Importance of the event. @@ -591,7 +612,7 @@ class ROUTER_economy(Container): Grouping of events country : Union[List[str], str, None] Country of the event - provider : Optional[Literal['tradingeconomics']] + provider : Union[Literal['tradingeconomics'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'tradingeconomics' if there is no default. @@ -599,9 +620,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[EconomicCalendar] + results : Union[List[EconomicCalendar]] Serializable results. - provider : Optional[Literal['tradingeconomics']] + provider : Union[Literal['tradingeconomics'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -612,34 +633,35 @@ class ROUTER_economy(Container): EconomicCalendar ---------------- - date : Optional[datetime] + date : Optional[Union[datetime]] Date and time of event. - country : Optional[str] + country : Optional[Union[str]] Country of event. - category : Optional[str] + category : Optional[Union[str]] Category of event. - event : Optional[str] + event : Optional[Union[str]] Event name. - reference : Optional[str] + reference : Optional[Union[str]] Abbreviated period for which released data refers to. - source : Optional[str] + source : Optional[Union[str]] Source of the data. - sourceurl : Optional[str] + sourceurl : Optional[Union[str]] Source URL. - actual : Optional[str] + actual : Optional[Union[str]] Latest released value. - previous : Optional[str] + previous : Optional[Union[str]] Value for the previous period after the revision (if revision is applicable). - consensus : Optional[str] + consensus : Optional[Union[str]] Average forecast among a representative group of economists. - forecast : Optional[str] + forecast : Optional[Union[str]] Trading Economics projections - url : Optional[str] + url : Optional[Union[str]] Trading Economics URL - importance : Optional[Literal[0, 1, 2, 3]] + importance : Optional[Union[Literal[0, 1, 2, 3]]] Importance of the event. 1-Low, 2-Medium, 3-High - currency : Optional[str] + currency : Optional[Union[str]] Currency of the data. +<<<<<<< Updated upstream unit : Optional[str] Unit of the data. Example @@ -648,6 +670,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.econcal() """ # noqa: E501 +======= + unit : Optional[Union[str]] + Unit of the data.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -671,23 +697,23 @@ class ROUTER_economy(Container): @validate def european_index( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["cboe"]] = None, + provider: Union[Literal["cboe"], None] = None, **kwargs ) -> OBBject[List[Data]]: """European Index Historical. Historical close values for selected European indices. @@ -696,23 +722,23 @@ class ROUTER_economy(Container): ---------- symbol : str Symbol to get data for. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] 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. - interval : Optional[Literal['1d', '1m']] + interval : Optional[Union[Literal['1d', '1m']]] Data granularity. (provider: cboe) Returns ------- OBBject - results : List[EuropeanIndexHistorical] + results : Union[List[EuropeanIndexHistorical]] Serializable results. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -727,12 +753,13 @@ class ROUTER_economy(Container): The date of the data. close : float The close price of the symbol. - open : Optional[float] + open : Optional[Union[float]] Opening price for the interval. Only valid when interval is 1m. (provider: cboe) - high : Optional[float] + high : Optional[Union[float]] High price for the interval. Only valid when interval is 1m. (provider: cboe) - low : Optional[float] + low : Optional[Union[float]] Low price for the interval. Only valid when interval is 1m. (provider: cboe) +<<<<<<< Updated upstream utc_datetime : Optional[datetime] UTC datetime. Only valid when interval is 1m. (provider: cboe) Example @@ -741,6 +768,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.european_index(symbol=AAPL) """ # noqa: E501 +======= + utc_datetime : Optional[Union[datetime]] + UTC datetime. Only valid when interval is 1m. (provider: cboe)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -762,11 +793,11 @@ class ROUTER_economy(Container): @validate def european_index_constituents( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - provider: Optional[Literal["cboe"]] = None, + provider: Union[Literal["cboe"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Get current levels for constituents of select European indices. @@ -775,7 +806,7 @@ class ROUTER_economy(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] 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. @@ -783,9 +814,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[EuropeanIndexConstituents] + results : Union[List[EuropeanIndexConstituents]] Serializable results. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -810,20 +841,21 @@ class ROUTER_economy(Container): The close price of the symbol. volume : float The volume of the symbol. - prev_close : Optional[float] + prev_close : Optional[Union[float]] Previous closing price. (provider: cboe) - change : Optional[float] + change : Optional[Union[float]] Change in price. (provider: cboe) - change_percent : Optional[float] + change_percent : Optional[Union[float]] Change in price as a percentage. (provider: cboe) - tick : Optional[str] + tick : Optional[Union[str]] Whether the last sale was an up or down tick. (provider: cboe) - last_trade_timestamp : Optional[datetime] + last_trade_timestamp : Optional[Union[datetime]] Last trade timestamp for the symbol. (provider: cboe) - exchange_id : Optional[int] + exchange_id : Optional[Union[int]] The Exchange ID number. (provider: cboe) - seqno : Optional[int] + seqno : Optional[Union[int]] Sequence number of the last trade on the tape. (provider: cboe) +<<<<<<< Updated upstream asset_type : Optional[str] Type of asset. (provider: cboe) Example @@ -832,6 +864,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.european_index_constituents(symbol=AAPL) """ # noqa: E501 +======= + asset_type : Optional[Union[str]] + Type of asset. (provider: cboe)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -851,27 +887,27 @@ class ROUTER_economy(Container): @validate def fred_index( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - limit: Annotated[ - Optional[int], + limit: typing_extensions.Annotated[ + Union[int, None], OpenBBCustomParameter(description="The number of data entries to return."), ] = 100, - provider: Optional[Literal["intrinio"]] = None, + provider: Union[Literal["intrinio"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Fred Historical. Historical close values for selected Fred indices. @@ -880,27 +916,27 @@ class ROUTER_economy(Container): ---------- symbol : str Symbol to get data for. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - limit : Optional[int] + limit : Union[int, None] The number of data entries to return. - provider : Optional[Literal['intrinio']] + provider : Union[Literal['intrinio'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'intrinio' if there is no default. - next_page : Optional[str] + next_page : Optional[Union[str]] Token to get the next page of data from a previous API call. (provider: intrinio) - all_pages : Optional[bool] + all_pages : Optional[Union[bool]] Returns all pages of data from the API call at once. (provider: intrinio) Returns ------- OBBject - results : List[FredHistorical] + results : Union[List[FredHistorical]] Serializable results. - provider : Optional[Literal['intrinio']] + provider : Union[Literal['intrinio'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -913,6 +949,7 @@ class ROUTER_economy(Container): -------------- date : date The date of the data. +<<<<<<< Updated upstream value : Optional[Annotated[float, Gt(gt=0)]] Value of the index. Example @@ -921,6 +958,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.fred_index(symbol=AAPL, limit=100) """ # noqa: E501 +======= + value : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)]]] + Value of the index.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -943,31 +984,31 @@ class ROUTER_economy(Container): @validate def gdpforecast( self, - period: Annotated[ + period: typing_extensions.Annotated[ Literal["quarter", "annual"], OpenBBCustomParameter( description="Units for nominal GDP period. Either quarter or annual." ), ] = "annual", - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - type: Annotated[ + type: typing_extensions.Annotated[ Literal["nominal", "real"], OpenBBCustomParameter( description="Type of GDP to get forecast of. Either nominal or real." ), ] = "real", - provider: Optional[Literal["oecd"]] = None, + provider: Union[Literal["oecd"], None] = None, **kwargs ) -> OBBject[List[Data]]: """GDP Data. @@ -976,13 +1017,13 @@ class ROUTER_economy(Container): ---------- period : Literal['quarter', 'annual'] Units for nominal GDP period. Either quarter or annual. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. type : Literal['nominal', 'real'] Type of GDP to get forecast of. Either nominal or real. - provider : Optional[Literal['oecd']] + provider : Union[Literal['oecd'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'oecd' if there is no default. @@ -992,9 +1033,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[GDPForecast] + results : Union[List[GDPForecast]] Serializable results. - provider : Optional[Literal['oecd']] + provider : Union[Literal['oecd'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1005,8 +1046,9 @@ class ROUTER_economy(Container): GDPForecast ----------- - date : Optional[date] + date : Optional[Union[date]] The date of the data. +<<<<<<< Updated upstream value : Optional[float] Nominal GDP value on the date. Example @@ -1015,6 +1057,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.gdpforecast(period=annual, type=real) """ # noqa: E501 +======= + value : Optional[Union[float]] + Nominal GDP value on the date.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -1037,25 +1083,25 @@ class ROUTER_economy(Container): @validate def gdpnom( self, - units: Annotated[ + units: typing_extensions.Annotated[ Literal["usd", "usd_cap"], OpenBBCustomParameter( description="Units to get nominal GDP in. Either usd or usd_cap indicating per capita." ), ] = "usd", - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["oecd"]] = None, + provider: Union[Literal["oecd"], None] = None, **kwargs ) -> OBBject[List[Data]]: """GDP Data. @@ -1064,11 +1110,11 @@ class ROUTER_economy(Container): ---------- units : Literal['usd', 'usd_cap'] Units to get nominal GDP in. Either usd or usd_cap indicating per capita. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['oecd']] + provider : Union[Literal['oecd'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'oecd' if there is no default. @@ -1078,9 +1124,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[GDPNom] + results : Union[List[GDPNom]] Serializable results. - provider : Optional[Literal['oecd']] + provider : Union[Literal['oecd'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1091,8 +1137,9 @@ class ROUTER_economy(Container): GDPNom ------ - date : Optional[date] + date : Optional[Union[date]] The date of the data. +<<<<<<< Updated upstream value : Optional[float] Nominal GDP value on the date. Example @@ -1101,6 +1148,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.gdpnom(units=usd) """ # noqa: E501 +======= + value : Optional[Union[float]] + Nominal GDP value on the date.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -1122,25 +1173,25 @@ class ROUTER_economy(Container): @validate def gdpreal( self, - units: Annotated[ + units: typing_extensions.Annotated[ Literal["idx", "qoq", "yoy"], OpenBBCustomParameter( description="Units to get real GDP in. Either idx (indicating 2015=100), qoq (previous period) or yoy (same period, previous year).)" ), ] = "yoy", - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["oecd"]] = None, + provider: Union[Literal["oecd"], None] = None, **kwargs ) -> OBBject[List[Data]]: """GDP Data. @@ -1149,11 +1200,11 @@ class ROUTER_economy(Container): ---------- units : Literal['idx', 'qoq', 'yoy'] Units to get real GDP in. Either idx (indicating 2015=100), qoq (previous period) or yoy (same period, previous year).) - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['oecd']] + provider : Union[Literal['oecd'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'oecd' if there is no default. @@ -1163,9 +1214,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[GDPReal] + results : Union[List[GDPReal]] Serializable results. - provider : Optional[Literal['oecd']] + provider : Union[Literal['oecd'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1176,8 +1227,9 @@ class ROUTER_economy(Container): GDPReal ------- - date : Optional[date] + date : Optional[Union[date]] The date of the data. +<<<<<<< Updated upstream value : Optional[float] Nominal GDP value on the date. Example @@ -1186,6 +1238,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.gdpreal(units=yoy) """ # noqa: E501 +======= + value : Optional[Union[float]] + Nominal GDP value on the date.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -1207,23 +1263,23 @@ class ROUTER_economy(Container): @validate def index( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["cboe", "fmp", "polygon", "yfinance"]] = None, + provider: Union[Literal["cboe", "fmp", "polygon", "yfinance"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Major Indices Historical. Historical levels for an index. @@ -1232,17 +1288,17 @@ class ROUTER_economy(Container): ---------- symbol : str Symbol to get data for. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['cboe', 'fmp', 'polygon', 'yfinance']] + provider : Union[Literal['cboe', 'fmp', 'polygon', 'yfinance'], None] 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. interval : Optional[Union[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']]] Use interval, 1m, for intraday prices during the most recent trading period. (provider: cboe); Data granularity. (provider: fmp); Data granularity. (provider: yfinance) - timeseries : Optional[Annotated[int, Ge(ge=0)]] + timeseries : Optional[Union[typing_extensions.Annotated[int, Ge(ge=0)]]] Number of days to look back. (provider: fmp) timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year'] Timespan of the data. (provider: polygon) @@ -1254,7 +1310,7 @@ class ROUTER_economy(Container): Whether the data is adjusted. (provider: polygon) multiplier : int Multiplier of the timespan. (provider: polygon) - period : Optional[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']] + period : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]] Time period of the data to return. (provider: yfinance) prepost : bool Include Pre and Post market data. (provider: yfinance) @@ -1264,9 +1320,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[MajorIndicesHistorical] + results : Union[List[MajorIndicesHistorical]] Serializable results. - provider : Optional[Literal['cboe', 'fmp', 'polygon', 'yfinance']] + provider : Union[Literal['cboe', 'fmp', 'polygon', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1287,27 +1343,27 @@ class ROUTER_economy(Container): The low price of the symbol. close : float The close price of the symbol. - volume : Optional[Annotated[int, Strict(strict=True)]] + volume : Optional[Union[typing_extensions.Annotated[int, Strict(strict=True)]]] The volume of the symbol. - calls_volume : Optional[float] + calls_volume : Optional[Union[float]] Number of calls traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe) - puts_volume : Optional[float] + puts_volume : Optional[Union[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_options_volume : Optional[Union[float]] Total number of options traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe) - adj_close : Optional[float] + adj_close : Optional[Union[float]] Adjusted Close Price of the symbol. (provider: fmp) - unadjusted_volume : Optional[float] + unadjusted_volume : Optional[Union[float]] Unadjusted volume of the symbol. (provider: fmp) - change : Optional[float] + change : Optional[Union[float]] Change in the price of the symbol from the previous day. (provider: fmp) - change_percent : Optional[float] + change_percent : Optional[Union[float]] Change % in the price of the symbol. (provider: fmp) - label : Optional[str] + label : Optional[Union[str]] Human readable format of the date. (provider: fmp) - change_over_time : Optional[float] + change_over_time : Optional[Union[float]] Change % in the price of the symbol over a period of time. (provider: fmp) - transactions : Optional[Annotated[int, Gt(gt=0)]] + transactions : Optional[Union[typing_extensions.Annotated[int, Gt(gt=0)]]] Number of transactions for the symbol in the time period. (provider: polygon) Example -------- @@ -1336,12 +1392,14 @@ class ROUTER_economy(Container): @validate def index_search( self, - query: Annotated[str, OpenBBCustomParameter(description="Search query.")] = "", - symbol: Annotated[ + query: typing_extensions.Annotated[ + str, OpenBBCustomParameter(description="Search query.") + ] = "", + symbol: typing_extensions.Annotated[ Union[bool, List[str]], OpenBBCustomParameter(description="Whether to search by ticker symbol."), ] = False, - provider: Optional[Literal["cboe"]] = None, + provider: Union[Literal["cboe"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Index Search. Search for indices. @@ -1352,7 +1410,7 @@ class ROUTER_economy(Container): Search query. symbol : bool Whether to search by ticker symbol. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] 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. @@ -1362,9 +1420,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[IndexSearch] + results : Union[List[IndexSearch]] Serializable results. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1379,26 +1437,27 @@ class ROUTER_economy(Container): Symbol of the index. name : str Name of the index. - isin : Optional[str] + isin : Optional[Union[str]] ISIN code for the index. Valid only for European indices. (provider: cboe) - region : Optional[str] + region : Optional[Union[str]] Region for the index. Valid only for European indices (provider: cboe) - description : Optional[str] + description : Optional[Union[str]] Description for the index. (provider: cboe) - data_delay : Optional[int] + data_delay : Optional[Union[int]] Data delay for the index. Valid only for US indices. (provider: cboe) - currency : Optional[str] + currency : Optional[Union[str]] Currency for the index. (provider: cboe) - time_zone : Optional[str] + time_zone : Optional[Union[str]] Time zone for the index. Valid only for US indices. (provider: cboe) - open_time : Optional[datetime.time] + open_time : Optional[Union[datetime.time]] Opening time for the index. Valid only for US indices. (provider: cboe) - close_time : Optional[datetime.time] + close_time : Optional[Union[datetime.time]] Closing time for the index. Valid only for US indices. (provider: cboe) - tick_days : Optional[str] + tick_days : Optional[Union[str]] The trading days for the index. Valid only for US indices. (provider: cboe) - tick_frequency : Optional[str] + tick_frequency : Optional[Union[str]] Tick frequency for the index. Valid only for US indices. (provider: cboe) +<<<<<<< Updated upstream tick_period : Optional[str] Tick period for the index. Valid only for US indices. (provider: cboe) Example @@ -1407,6 +1466,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.index_search() """ # noqa: E501 +======= + tick_period : Optional[Union[str]] + Tick period for the index. Valid only for US indices. (provider: cboe)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -1427,22 +1490,22 @@ class ROUTER_economy(Container): @validate def index_snapshots( self, - region: Annotated[ - Optional[Literal["US", "EU"]], + region: typing_extensions.Annotated[ + Union[Literal["US", "EU"], None], OpenBBCustomParameter( description="The region to return. Currently supports US and EU." ), ] = "US", - provider: Optional[Literal["cboe"]] = None, + provider: Union[Literal["cboe"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Index Snapshots. Current levels for all indices from a provider. Parameters ---------- - region : Optional[Literal['US', 'EU']] + region : Union[Literal['US', 'EU'], None] The region to return. Currently supports US and EU. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] 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. @@ -1450,9 +1513,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[IndexSnapshots] + results : Union[List[IndexSnapshots]] Serializable results. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1465,28 +1528,29 @@ class ROUTER_economy(Container): -------------- symbol : str Symbol of the index. - name : Optional[str] + name : Optional[Union[str]] Name of the index. - currency : Optional[str] + currency : Optional[Union[str]] Currency of the index. - price : Optional[float] + price : Optional[Union[float]] Current price of the index. - open : Optional[float] + open : Optional[Union[float]] Opening price of the index. - high : Optional[float] + high : Optional[Union[float]] Highest price of the index. - low : Optional[float] + low : Optional[Union[float]] Lowest price of the index. - close : Optional[float] + close : Optional[Union[float]] Closing price of the index. - prev_close : Optional[float] + prev_close : Optional[Union[float]] Previous closing price of the index. - change : Optional[float] + change : Optional[Union[float]] Change of the index. - change_percent : Optional[float] + change_percent : Optional[Union[float]] Change percent of the index. - isin : Optional[str] + isin : Optional[Union[str]] ISIN code for the index. Valid only for European indices. (provider: cboe) +<<<<<<< Updated upstream last_trade_timestamp : Optional[datetime] Last trade timestamp for the index. (provider: cboe) Example @@ -1495,6 +1559,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.index_snapshots(region=US) """ # noqa: E501 +======= + last_trade_timestamp : Optional[Union[datetime]] + Last trade timestamp for the index. (provider: cboe)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -1513,13 +1581,13 @@ class ROUTER_economy(Container): @validate def risk( - self, provider: Optional[Literal["fmp"]] = None, **kwargs + self, provider: Union[Literal["fmp"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Market Risk Premium. Historical market risk premium. Parameters ---------- - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -1527,9 +1595,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[RiskPremium] + results : Union[List[RiskPremium]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1542,10 +1610,11 @@ class ROUTER_economy(Container): ----------- country : str Market country. - continent : Optional[str] + continent : Optional[Union[str]] Continent of the country. - total_equity_risk_premium : Optional[Annotated[float, Gt(gt=0)]] + total_equity_risk_premium : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)]]] Total equity risk premium for the country. +<<<<<<< Updated upstream country_risk_premium : Optional[Annotated[float, Ge(ge=0)]] Country-specific risk premium. Example @@ -1554,6 +1623,10 @@ class ROUTER_economy(Container): >>> from openbb import obb >>> obb.economy.risk() """ # noqa: E501 +======= + country_risk_premium : Optional[Union[typing_extensions.Annotated[float, Ge(ge=0)]]] + Country-specific risk premium.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -1571,7 +1644,7 @@ class ROUTER_economy(Container): @validate def sp500_multiples( self, - series_name: Annotated[ + series_name: typing_extensions.Annotated[ Literal[ "Shiller PE Ratio by Month", "Shiller PE Ratio by Year", @@ -1614,29 +1687,29 @@ class ROUTER_economy(Container): description="The name of the series. Defaults to 'PE Ratio by Month'." ), ] = "PE Ratio by Month", - start_date: Annotated[ - Optional[str], + start_date: typing_extensions.Annotated[ + Union[str, None], OpenBBCustomParameter( description="The start date of the time series. Format: YYYY-MM-DD" ), ] = "", - end_date: Annotated[ - Optional[str], + end_date: typing_extensions.Annotated[ + Union[str, None], OpenBBCustomParameter( description="The end date of the time series. Format: YYYY-MM-DD" ), ] = "", - collapse: Annotated[ - Optional[Literal["daily", "weekly", "monthly", "quarterly", "annual"]], + collapse: typing_extensions.Annotated[ + Union[Literal["daily", "weekly", "monthly", "quarterly", "annual"], None], OpenBBCustomParameter( description="Collapse the frequency of the time series." ), ] = "monthly", - transform: Annotated[ - Optional[Literal["diff", "rdiff", "cumul", "normalize"]], + transform: typing_extensions.Annotated[ + Union[Literal["diff", "rdiff", "cumul", "normalize"], None], OpenBBCustomParameter(description="The transformation of the time series."), ] = None, - provider: Optional[Literal["quandl"]] = None, + provider: Union[Literal["quandl"], None] = None, **kwargs ) -> OBBject[List[Data]]: """S&P 500 Multiples. Historical S&P 500 multiples and Shiller PE ratios. @@ -1645,15 +1718,15 @@ class ROUTER_economy(Container): ---------- series_name : Literal['Shiller PE Ratio by Month', 'Shiller PE Ratio by Year', 'PE Rat... The name of the series. Defaults to 'PE Ratio by Month'. - start_date : Optional[str] + start_date : Union[str, None] The start date of the time series. Format: YYYY-MM-DD - end_date : Optional[str] + end_date : Union[str, None] The end date of the time series. Format: YYYY-MM-DD - collapse : Optional[Literal['daily', 'weekly', 'monthly', 'quarterly', 'annu... + collapse : Union[Literal['daily', 'weekly', 'monthly', 'quarterly', 'annual'... Collapse the frequency of the time series. - transform : Optional[Literal['diff', 'rdiff', 'cumul', 'normalize']] + transform : Union[Literal['diff', 'rdiff', 'cumul', 'normalize'], None] The transformation of the time series. - provider : Optional[Literal['quandl']] + provider : Union[Literal['quandl'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'quandl' if there is no default. @@ -1661,9 +1734,9 @@ class ROUTER_economy(Container): Returns ------- OBBject - results : List[SP500Multiples] + results : Union[List[SP500Multiples]] Serializable results. - provider : Optional[Literal['quandl']] + provider : Union[Literal['quandl'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. diff --git a/openbb_platform/openbb/package/fixedincome.py b/openbb_platform/openbb/package/fixedincome.py index 7905518770a..51da5eda79b 100644 --- a/openbb_platform/openbb/package/fixedincome.py +++ b/openbb_platform/openbb/package/fixedincome.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -43,19 +47,19 @@ class ROUTER_fixedincome(Container): @validate def ameribor( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["fred"]] = None, + provider: Union[Literal["fred"], None] = None, **kwargs ) -> OBBject[List[Data]]: """ @@ -66,11 +70,11 @@ class ROUTER_fixedincome(Container): Parameters ---------- - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. @@ -80,9 +84,9 @@ class ROUTER_fixedincome(Container): Returns ------- OBBject - results : List[AMERIBOR] + results : Union[List[AMERIBOR]] Serializable results. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -95,6 +99,7 @@ class ROUTER_fixedincome(Container): -------- date : date The date of the data. +<<<<<<< Updated upstream rate : Optional[float] AMERIBOR rate. Example @@ -103,6 +108,10 @@ class ROUTER_fixedincome(Container): >>> from openbb import obb >>> obb.fixedincome.ameribor() """ # noqa: E501 +======= + rate : Union[float] + AMERIBOR rate.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -123,19 +132,19 @@ class ROUTER_fixedincome(Container): @validate def estr( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["fred"]] = None, + provider: Union[Literal["fred"], None] = None, **kwargs ) -> OBBject[List[Data]]: """ @@ -147,11 +156,11 @@ class ROUTER_fixedincome(Container): Parameters ---------- - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. @@ -161,9 +170,9 @@ class ROUTER_fixedincome(Container): Returns ------- OBBject - results : List[ESTR] + results : Union[List[ESTR]] Serializable results. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -176,6 +185,7 @@ class ROUTER_fixedincome(Container): ---- date : date The date of the data. +<<<<<<< Updated upstream rate : Optional[float] ESTR rate. Example @@ -184,6 +194,10 @@ class ROUTER_fixedincome(Container): >>> from openbb import obb >>> obb.fixedincome.estr() """ # noqa: E501 +======= + rate : Union[float] + ESTR rate.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -204,19 +218,19 @@ class ROUTER_fixedincome(Container): @validate def fed( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["fred"]] = None, + provider: Union[Literal["fred"], None] = None, **kwargs ) -> OBBject[List[Data]]: """ @@ -228,11 +242,11 @@ class ROUTER_fixedincome(Container): Parameters ---------- - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. @@ -242,9 +256,9 @@ class ROUTER_fixedincome(Container): Returns ------- OBBject - results : List[FEDFUNDS] + results : Union[List[FEDFUNDS]] Serializable results. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -257,6 +271,7 @@ class ROUTER_fixedincome(Container): -------- date : date The date of the data. +<<<<<<< Updated upstream rate : Optional[float] FED rate. Example @@ -265,6 +280,10 @@ class ROUTER_fixedincome(Container): >>> from openbb import obb >>> obb.fixedincome.fed() """ # noqa: E501 +======= + rate : Union[float] + FED rate.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -285,19 +304,19 @@ class ROUTER_fixedincome(Container): @validate def iorb( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["fred"]] = None, + provider: Union[Literal["fred"], None] = None, **kwargs ) -> OBBject[List[Data]]: """ @@ -309,11 +328,11 @@ class ROUTER_fixedincome(Container): Parameters ---------- - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. @@ -321,9 +340,9 @@ class ROUTER_fixedincome(Container): Returns ------- OBBject - results : List[IORB] + results : Union[List[IORB]] Serializable results. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -336,6 +355,7 @@ class ROUTER_fixedincome(Container): ---- date : date The date of the data. +<<<<<<< Updated upstream rate : Optional[float] IORB rate. Example @@ -344,6 +364,10 @@ class ROUTER_fixedincome(Container): >>> from openbb import obb >>> obb.fixedincome.iorb() """ # noqa: E501 +======= + rate : Union[float] + IORB rate.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -363,7 +387,7 @@ class ROUTER_fixedincome(Container): @validate def projections( - self, provider: Optional[Literal["fred"]] = None, **kwargs + self, provider: Union[Literal["fred"], None] = None, **kwargs ) -> OBBject[List[Data]]: """ Fed Funds Rate Projections. @@ -375,7 +399,7 @@ class ROUTER_fixedincome(Container): Parameters ---------- - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. @@ -385,9 +409,9 @@ class ROUTER_fixedincome(Container): Returns ------- OBBject - results : List[PROJECTIONS] + results : Union[List[PROJECTIONS]] Serializable results. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -400,18 +424,19 @@ class ROUTER_fixedincome(Container): ----------- date : date The date of the data. - range_high : Optional[float] + range_high : Union[float] High projection of rates. - central_tendency_high : Optional[float] + central_tendency_high : Union[float] Central tendency of high projection of rates. - median : Optional[float] + median : Union[float] Median projection of rates. - range_midpoint : Optional[float] + range_midpoint : Union[float] Midpoint projection of rates. - central_tendency_midpoint : Optional[float] + central_tendency_midpoint : Union[float] Central tendency of midpoint projection of rates. - range_low : Optional[float] + range_low : Union[float] Low projection of rates. +<<<<<<< Updated upstream central_tendency_low : Optional[float] Central tendency of low projection of rates. Example @@ -420,6 +445,10 @@ class ROUTER_fixedincome(Container): >>> from openbb import obb >>> obb.fixedincome.projections() """ # noqa: E501 +======= + central_tendency_low : Union[float] + Central tendency of low projection of rates.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -437,19 +466,19 @@ class ROUTER_fixedincome(Container): @validate def sofr( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["fred"]] = None, + provider: Union[Literal["fred"], None] = None, **kwargs ) -> OBBject[List[Data]]: """ @@ -460,11 +489,11 @@ class ROUTER_fixedincome(Container): Parameters ---------- - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. @@ -474,9 +503,9 @@ class ROUTER_fixedincome(Container): Returns ------- OBBject - results : List[SOFR] + results : Union[List[SOFR]] Serializable results. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -489,6 +518,7 @@ class ROUTER_fixedincome(Container): ---- date : date The date of the data. +<<<<<<< Updated upstream rate : Optional[float] SOFR rate. Example @@ -497,6 +527,10 @@ class ROUTER_fixedincome(Container): >>> from openbb import obb >>> obb.fixedincome.sofr() """ # noqa: E501 +======= + rate : Union[float] + SOFR rate.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -517,19 +551,19 @@ class ROUTER_fixedincome(Container): @validate def sonia( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["fred"]] = None, + provider: Union[Literal["fred"], None] = None, **kwargs ) -> OBBject[List[Data]]: """ @@ -540,11 +574,11 @@ class ROUTER_fixedincome(Container): Parameters ---------- - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. @@ -554,9 +588,9 @@ class ROUTER_fixedincome(Container): Returns ------- OBBject - results : List[SONIA] + results : Union[List[SONIA]] Serializable results. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -569,6 +603,7 @@ class ROUTER_fixedincome(Container): ----- date : date The date of the data. +<<<<<<< Updated upstream rate : Optional[float] SONIA rate. Example @@ -577,6 +612,10 @@ class ROUTER_fixedincome(Container): >>> from openbb import obb >>> obb.fixedincome.sonia() """ # noqa: E501 +======= + rate : Union[float] + SONIA rate.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -597,30 +636,30 @@ class ROUTER_fixedincome(Container): @validate def treasury( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["fmp"]] = None, + provider: Union[Literal["fmp"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Treasury Rates. Treasury rates data. Parameters ---------- - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -628,9 +667,9 @@ class ROUTER_fixedincome(Container): Returns ------- OBBject - results : List[TreasuryRates] + results : Union[List[TreasuryRates]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -693,28 +732,28 @@ class ROUTER_fixedincome(Container): @validate def ycrv( self, - date: Annotated[ - Optional[datetime.date], + date: typing_extensions.Annotated[ + Union[datetime.date, None], OpenBBCustomParameter( description="Date to get Yield Curve data. Defaults to the most recent FRED entry." ), ] = None, - inflation_adjusted: Annotated[ - Optional[bool], + inflation_adjusted: typing_extensions.Annotated[ + Union[bool, None], OpenBBCustomParameter(description="Get inflation adjusted rates."), ] = False, - provider: Optional[Literal["fred"]] = None, + provider: Union[Literal["fred"], None] = None, **kwargs ) -> OBBject[List[Data]]: """US Yield Curve. Get United States yield curve. Parameters ---------- - date : Optional[datetime.date] + date : Union[datetime.date, None] Date to get Yield Curve data. Defaults to the most recent FRED entry. - inflation_adjusted : Optional[bool] + inflation_adjusted : Union[bool, None] Get inflation adjusted rates. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. @@ -722,9 +761,9 @@ class ROUTER_fixedincome(Container): Returns ------- OBBject - results : List[USYieldCurve] + results : Union[List[USYieldCurve]] Serializable results. - provider : Optional[Literal['fred']] + provider : Union[Literal['fred'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. diff --git a/openbb_platform/openbb/package/forex.py b/openbb_platform/openbb/package/forex.py index 46ebacd2e6a..a7d48c8eb49 100644 --- a/openbb_platform/openbb/package/forex.py +++ b/openbb_platform/openbb/package/forex.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -36,25 +40,25 @@ class ROUTER_forex(Container): @validate def load( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter( description="Symbol Pair to get data for in CURR1-CURR2 or CURR1CURR2 format." ), ], - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - provider: Optional[Literal["fmp", "polygon", "yfinance"]] = None, + provider: Union[Literal["fmp", "polygon", "yfinance"], None] = None, **kwargs ) -> OBBject[List[Data]]: """Forex Historical Price. Forex historical data. @@ -63,11 +67,11 @@ class ROUTER_forex(Container): ---------- symbol : str Symbol Pair to get data for in CURR1-CURR2 or CURR1CURR2 format. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fmp', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'polygon', 'yfinance'], None] 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. @@ -83,15 +87,15 @@ 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 : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]] Time period of the data to return. (provider: yfinance) Returns ------- OBBject - results : List[ForexHistorical] + results : Union[List[ForexHistorical]] Serializable results. - provider : Optional[Literal['fmp', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'polygon', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -114,21 +118,21 @@ class ROUTER_forex(Container): The close price of the symbol. volume : float The volume of the symbol. - vwap : Optional[Annotated[float, Gt(gt=0)]] + vwap : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)]]] Volume Weighted Average Price of the symbol. - adj_close : Optional[float] + adj_close : Optional[Union[float]] Adjusted Close Price of the symbol. (provider: fmp) - unadjusted_volume : Optional[float] + unadjusted_volume : Optional[Union[float]] Unadjusted volume of the symbol. (provider: fmp) - change : Optional[float] + change : Optional[Union[float]] Change in the price of the symbol from the previous day. (provider: fmp) - change_percent : Optional[float] + change_percent : Optional[Union[float]] Change % in the price of the symbol. (provider: fmp) - label : Optional[str] + label : Optional[Union[str]] Human readable format of the date. (provider: fmp) - change_over_time : Optional[float] + change_over_time : Optional[Union[float]] Change % in the price of the symbol over a period of time. (provider: fmp) - transactions : Optional[Annotated[int, Gt(gt=0)]] + transactions : Optional[Union[typing_extensions.Annotated[int, Gt(gt=0)]]] Number of transactions for the symbol in the time period. (provider: polygon) Example -------- @@ -156,37 +160,39 @@ class ROUTER_forex(Container): @validate def pairs( - self, provider: Optional[Literal["fmp", "intrinio", "polygon"]] = None, **kwargs + self, + provider: Union[Literal["fmp", "intrinio", "polygon"], None] = None, + **kwargs ) -> OBBject[List[Data]]: """Forex Pairs. Forex available pairs. Parameters ---------- - provider : Optional[Literal['fmp', 'intrinio', 'polygon']] + provider : Union[Literal['fmp', 'intrinio', 'polygon'], None] 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. - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol of the pair to search. (provider: polygon) - date : Optional[datetime.date] + date : Optional[Union[datetime.date]] A specific date to get data for. (provider: polygon) - search : Optional[str] + search : Optional[Union[str]] Search for terms within the ticker and/or company name. (provider: polygon) - active : Optional[bool] + active : Optional[Union[bool]] Specify if the tickers returned should be actively traded on the queried date. (provider: polygon) - order : Optional[Literal['asc', 'desc']] + order : Optional[Union[Literal['asc', 'desc']]] Order data by ascending or descending. (provider: polygon) - sort : Optional[Literal['ticker', 'name', 'market', 'locale', 'currency_symbol', 'currency_name', 'base_currency_symbol', 'base_currency_name', 'last_updated_utc', 'delisted_utc']] + sort : Optional[Union[Literal['ticker', 'name', 'market', 'locale', 'currency_symbol', 'currency_name', 'base_currency_symbol', 'base_currency_name', 'last_updated_utc', 'delisted_utc']]] Sort field used for ordering. (provider: polygon) - limit : Optional[Annotated[int, Gt(gt=0)]] + limit : Optional[Union[typing_extensions.Annotated[int, Gt(gt=0)]]] The number of data entries to return. (provider: polygon) Returns ------- OBBject - results : List[ForexPairs] + results : Union[List[ForexPairs]] Serializable results. - provider : Optional[Literal['fmp', 'intrinio', 'polygon']] + provider : Union[Literal['fmp', 'intrinio', 'polygon'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -199,34 +205,35 @@ class ROUTER_forex(Container): ---------- name : str Name of the currency pair. - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol of the currency pair. (provider: fmp) - currency : Optional[str] + currency : Optional[Union[str]] Base currency of the currency pair. (provider: fmp) - stock_exchange : Optional[str] + stock_exchange : Optional[Union[str]] Stock exchange of the currency pair. (provider: fmp) - exchange_short_name : Optional[str] + exchange_short_name : Optional[Union[str]] Short name of the stock exchange of the currency pair. (provider: fmp) - code : Optional[str] + code : Optional[Union[str]] Code of the currency pair. (provider: intrinio) - base_currency : Optional[str] + base_currency : Optional[Union[str]] ISO 4217 currency code of the base currency. (provider: intrinio) - quote_currency : Optional[str] + quote_currency : Optional[Union[str]] ISO 4217 currency code of the quote currency. (provider: intrinio) - market : Optional[str] + market : Optional[Union[str]] Name of the trading market. Always 'fx'. (provider: polygon) - locale : Optional[str] + locale : Optional[Union[str]] Locale of the currency pair. (provider: polygon) - currency_symbol : Optional[str] + currency_symbol : Optional[Union[str]] The symbol of the quote currency. (provider: polygon) - currency_name : Optional[str] + currency_name : Optional[Union[str]] Name of the quote currency. (provider: polygon) - base_currency_symbol : Optional[str] + base_currency_symbol : Optional[Union[str]] The symbol of the base currency. (provider: polygon) - base_currency_name : Optional[str] + base_currency_name : Optional[Union[str]] Name of the base currency. (provider: polygon) - last_updated_utc : Optional[datetime] + last_updated_utc : Optional[Union[datetime]] The last updated timestamp in UTC. (provider: polygon) +<<<<<<< Updated upstream delisted_utc : Optional[datetime] The delisted timestamp in UTC. (provider: polygon) Example @@ -235,6 +242,10 @@ class ROUTER_forex(Container): >>> from openbb import obb >>> obb.forex.pairs() """ # noqa: E501 +======= + delisted_utc : Optional[Union[datetime]] + The delisted timestamp in UTC. (provider: polygon)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ diff --git a/openbb_platform/openbb/package/futures.py b/openbb_platform/openbb/package/futures.py index daa322c11af..a37518b82f7 100644 --- a/openbb_platform/openbb/package/futures.py +++ b/openbb_platform/openbb/package/futures.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -36,15 +40,19 @@ class ROUTER_futures(Container): @validate def curve( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - date: Annotated[ - Optional[datetime.date], + date: typing_extensions.Annotated[ + Union[datetime.date, None], OpenBBCustomParameter(description="Historical date to search curve for."), ] = None, +<<<<<<< Updated upstream provider: Optional[Literal["cboe", "yfinance"]] = None, +======= + provider: Union[Literal["cboe", "yfinance"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Futures Historical Price. Futures historical data. @@ -53,9 +61,9 @@ class ROUTER_futures(Container): ---------- symbol : str Symbol to get data for. - date : Optional[datetime.date] + date : Union[datetime.date, None] Historical date to search curve for. - provider : Optional[Literal['cboe', 'yfinance']] + provider : Union[Literal['cboe', 'yfinance'], None] 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. @@ -63,9 +71,9 @@ class ROUTER_futures(Container): Returns ------- OBBject - results : List[FuturesCurve] + results : Union[List[FuturesCurve]] Serializable results. - provider : Optional[Literal['cboe', 'yfinance']] + provider : Union[Literal['cboe', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -78,8 +86,9 @@ class ROUTER_futures(Container): ------------ expiration : str Futures expiration month. - price : Optional[float] + price : Optional[Union[float]] The close price of the symbol. +<<<<<<< Updated upstream symbol : Optional[str] The trading symbol for the tenor of future. (provider: cboe) Example @@ -88,6 +97,10 @@ class ROUTER_futures(Container): >>> from openbb import obb >>> obb.futures.curve(symbol=AAPL) """ # noqa: E501 +======= + symbol : Optional[Union[str]] + The trading symbol for the tenor of future. (provider: cboe)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -108,27 +121,31 @@ class ROUTER_futures(Container): @validate def load( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, - expiration: Annotated[ - Optional[str], + expiration: typing_extensions.Annotated[ + Union[str, None], OpenBBCustomParameter(description="Future expiry date with format YYYY-MM"), ] = None, +<<<<<<< Updated upstream provider: Optional[Literal["yfinance"]] = None, +======= + provider: Union[Literal["yfinance"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Futures Historical Price. Futures historical data. @@ -137,19 +154,19 @@ class ROUTER_futures(Container): ---------- symbol : str Symbol to get data for. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - expiration : Optional[str] + expiration : Union[str, None] Future expiry date with format YYYY-MM - provider : Optional[Literal['yfinance']] + provider : Union[Literal['yfinance'], None] 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']] + interval : Optional[Union[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 : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]] Time period of the data to return. (provider: yfinance) prepost : bool Include Pre and Post market data. (provider: yfinance) @@ -161,9 +178,9 @@ class ROUTER_futures(Container): Returns ------- OBBject - results : List[FuturesHistorical] + results : Union[List[FuturesHistorical]] Serializable results. - provider : Optional[Literal['yfinance']] + provider : Union[Literal['yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. diff --git a/openbb_platform/openbb/package/news.py b/openbb_platform/openbb/package/news.py index e8d14409c73..6b066a9424a 100644 --- a/openbb_platform/openbb/package/news.py +++ b/openbb_platform/openbb/package/news.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -35,10 +39,14 @@ class ROUTER_news(Container): @validate def globalnews( self, - limit: Annotated[ + limit: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="Number of articles to return.") ] = 20, +<<<<<<< Updated upstream provider: Optional[Literal["benzinga", "fmp", "intrinio"]] = None, +======= + provider: Union[Literal["benzinga", "fmp", "intrinio"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Global News. Global news data. @@ -47,45 +55,45 @@ class ROUTER_news(Container): ---------- limit : int Number of articles to return. - provider : Optional[Literal['benzinga', 'fmp', 'intrinio']] + provider : Union[Literal['benzinga', 'fmp', 'intrinio'], None] 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. display : Literal['headline', 'abstract', 'full'] Specify headline only (headline), headline + teaser (abstract), or headline + full body (full). (provider: benzinga) - date : Optional[str] + date : Optional[Union[str]] Date of the news to retrieve. (provider: benzinga) - start_date : Optional[str] + start_date : Optional[Union[str]] Start date of the news to retrieve. (provider: benzinga) - end_date : Optional[str] + end_date : Optional[Union[str]] End date of the news to retrieve. (provider: benzinga) - updated_since : Optional[int] + updated_since : Optional[Union[int]] Number of seconds since the news was updated. (provider: benzinga) - published_since : Optional[int] + published_since : Optional[Union[int]] Number of seconds since the news was published. (provider: benzinga) - sort : Optional[Literal['id', 'created', 'updated']] + sort : Optional[Union[Literal['id', 'created', 'updated']]] Key to sort the news by. (provider: benzinga) - order : Optional[Literal['asc', 'desc']] + order : Optional[Union[Literal['asc', 'desc']]] Order to sort the news by. (provider: benzinga) - isin : Optional[str] + isin : Optional[Union[str]] The ISIN of the news to retrieve. (provider: benzinga) - cusip : Optional[str] + cusip : Optional[Union[str]] The CUSIP of the news to retrieve. (provider: benzinga) - channels : Optional[str] + channels : Optional[Union[str]] Channels of the news to retrieve. (provider: benzinga) - topics : Optional[str] + topics : Optional[Union[str]] Topics of the news to retrieve. (provider: benzinga) - authors : Optional[str] + authors : Optional[Union[str]] Authors of the news to retrieve. (provider: benzinga) - content_types : Optional[str] + content_types : Optional[Union[str]] Content types of the news to retrieve. (provider: benzinga) Returns ------- OBBject - results : List[GlobalNews] + results : Union[List[GlobalNews]] Serializable results. - provider : Optional[Literal['benzinga', 'fmp', 'intrinio']] + provider : Union[Literal['benzinga', 'fmp', 'intrinio'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -100,28 +108,29 @@ class ROUTER_news(Container): Published date of the news. title : str Title of the news. - images : Optional[List[Dict[str, str]]] + images : Optional[Union[List[Dict[str, str]]]] Images associated with the news. - text : Optional[str] + text : Optional[Union[str]] Text/body of the news. - url : Optional[str] + url : Optional[Union[str]] URL of the news. - id : Optional[str] + id : Optional[Union[str]] ID of the news. (provider: benzinga); Article ID. (provider: intrinio) - author : Optional[str] + author : Optional[Union[str]] Author of the news. (provider: benzinga) - teaser : Optional[str] + teaser : Optional[Union[str]] Teaser of the news. (provider: benzinga) - channels : Optional[str] + channels : Optional[Union[str]] Channels associated with the news. (provider: benzinga) - stocks : Optional[str] + stocks : Optional[Union[str]] Stocks associated with the news. (provider: benzinga) - tags : Optional[str] + tags : Optional[Union[str]] Tags associated with the news. (provider: benzinga) - updated : Optional[datetime] + updated : Optional[Union[datetime]] None - site : Optional[str] + site : Optional[Union[str]] Site of the news. (provider: fmp) +<<<<<<< Updated upstream company : Optional[Dict[str, Any]] Company details related to the news article. (provider: intrinio) Example @@ -130,6 +139,10 @@ class ROUTER_news(Container): >>> from openbb import obb >>> obb.news.globalnews(limit=20) """ # noqa: E501 +======= + company : Optional[Union[Dict[str, Any]]] + Company details related to the news article. (provider: intrinio)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ diff --git a/openbb_platform/openbb/package/qa.py b/openbb_platform/openbb/package/qa.py index f5595d23608..298ef62ec08 100644 --- a/openbb_platform/openbb/package/qa.py +++ b/openbb_platform/openbb/package/qa.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -68,7 +72,7 @@ class ROUTER_qa(Container): self, data: Union[List[Data], pandas.DataFrame], target: str, - window: Annotated[int, Gt(gt=0)], + window: typing_extensions.Annotated[int, Gt(gt=0)], ) -> OBBject[List[Data]]: """Get the Kurtosis. @@ -177,8 +181,8 @@ class ROUTER_qa(Container): self, data: Union[List[Data], pandas.DataFrame], target: str, - window: Annotated[int, Gt(gt=0)], - quantile_pct: Annotated[float, Ge(ge=0)] = 0.5, + window: typing_extensions.Annotated[int, Gt(gt=0)], + quantile_pct: typing_extensions.Annotated[float, Ge(ge=0)] = 0.5, ) -> OBBject[List[Data]]: """Get Quantile. @@ -217,7 +221,7 @@ class ROUTER_qa(Container): data: Union[List[Data], pandas.DataFrame], target: str, rfr: float = 0.0, - window: Annotated[int, Gt(gt=0)] = 252, + window: typing_extensions.Annotated[int, Gt(gt=0)] = 252, ) -> OBBject[List[Data]]: """Get Sharpe Ratio. @@ -255,7 +259,7 @@ class ROUTER_qa(Container): self, data: Union[List[Data], pandas.DataFrame], target: str, - window: Annotated[int, Gt(gt=0)], + window: typing_extensions.Annotated[int, Gt(gt=0)], ) -> OBBject[List[Data]]: """Get Skewness. @@ -291,7 +295,7 @@ class ROUTER_qa(Container): data: Union[List[Data], pandas.DataFrame], target: str, target_return: float = 0.0, - window: Annotated[int, Gt(gt=0)] = 252, + window: typing_extensions.Annotated[int, Gt(gt=0)] = 252, adjusted: bool = False, ) -> OBBject[List[Data]]: """Get Sortino Ratio. @@ -364,7 +368,7 @@ class ROUTER_qa(Container): self, data: Union[List[Data], pandas.DataFrame], target: str, - fuller_reg: Literal["c", "ct", "ctt", "nc"] = "c", + fuller_reg: Literal["c", "ct", "ctt", "nc", "c"] = "c", kpss_reg: Literal["c", "ct"] = "c", ) -> OBBject[UnitRootModel]: """Get Unit Root Test. diff --git a/openbb_platform/openbb/package/stocks.py b/openbb_platform/openbb/package/stocks.py index ef2ca2fe2d6..9f4a72d89be 100644 --- a/openbb_platform/openbb/package/stocks.py +++ b/openbb_platform/openbb/package/stocks.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -55,11 +59,15 @@ class ROUTER_stocks(Container): @validate def info( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["cboe"]] = None, +======= + provider: Union[Literal["cboe"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Stock Info. Get general price and performance metrics of a stock. @@ -68,7 +76,7 @@ class ROUTER_stocks(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] 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. @@ -76,9 +84,9 @@ class ROUTER_stocks(Container): Returns ------- OBBject - results : List[StockInfo] + results : Union[List[StockInfo]] Serializable results. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -93,62 +101,63 @@ class ROUTER_stocks(Container): Symbol to get data for. name : str Name associated with the ticker symbol. - price : Optional[float] + price : Optional[Union[float]] Last transaction price. - open : Optional[float] + open : Optional[Union[float]] Opening price of the stock. - high : Optional[float] + high : Optional[Union[float]] High price of the current trading day. - low : Optional[float] + low : Optional[Union[float]] Low price of the current trading day. - close : Optional[float] + close : Optional[Union[float]] Closing price of the most recent trading day. - change : Optional[float] + change : Optional[Union[float]] Change in price over the current trading period. - change_percent : Optional[float] + change_percent : Optional[Union[float]] Percent change in price over the current trading period. - prev_close : Optional[float] + prev_close : Optional[Union[float]] Previous closing price. - type : Optional[str] + type : Optional[Union[str]] Type of asset. (provider: cboe) - exchange_id : Optional[int] + exchange_id : Optional[Union[int]] The Exchange ID number. (provider: cboe) - tick : Optional[str] + tick : Optional[Union[str]] Whether the last sale was an up or down tick. (provider: cboe) - bid : Optional[float] + bid : Optional[Union[float]] Current bid price. (provider: cboe) - bid_size : Optional[float] + bid_size : Optional[Union[float]] Bid lot size. (provider: cboe) - ask : Optional[float] + ask : Optional[Union[float]] Current ask price. (provider: cboe) - ask_size : Optional[float] + ask_size : Optional[Union[float]] Ask lot size. (provider: cboe) - volume : Optional[float] + volume : Optional[Union[float]] Stock volume for the current trading day. (provider: cboe) - iv30 : Optional[float] + iv30 : Optional[Union[float]] The 30-day implied volatility of the stock. (provider: cboe) - iv30_change : Optional[float] + iv30_change : Optional[Union[float]] Change in 30-day implied volatility of the stock. (provider: cboe) - last_trade_timestamp : Optional[datetime] + last_trade_timestamp : Optional[Union[datetime]] Last trade timestamp for the stock. (provider: cboe) - iv30_annual_high : Optional[float] + iv30_annual_high : Optional[Union[float]] The 1-year high of implied volatility. (provider: cboe) - hv30_annual_high : Optional[float] + hv30_annual_high : Optional[Union[float]] The 1-year high of realized volatility. (provider: cboe) - iv30_annual_low : Optional[float] + iv30_annual_low : Optional[Union[float]] The 1-year low of implied volatility. (provider: cboe) - hv30_annual_low : Optional[float] + hv30_annual_low : Optional[Union[float]] The 1-year low of realized volatility. (provider: cboe) - iv60_annual_high : Optional[float] + iv60_annual_high : Optional[Union[float]] The 60-day high of implied volatility. (provider: cboe) - hv60_annual_high : Optional[float] + hv60_annual_high : Optional[Union[float]] The 60-day high of realized volatility. (provider: cboe) - iv60_annual_low : Optional[float] + iv60_annual_low : Optional[Union[float]] The 60-day low of implied volatility. (provider: cboe) - hv60_annual_low : Optional[float] + hv60_annual_low : Optional[Union[float]] The 60-day low of realized volatility. (provider: cboe) - iv90_annual_high : Optional[float] + iv90_annual_high : Optional[Union[float]] The 90-day high of implied volatility. (provider: cboe) +<<<<<<< Updated upstream hv90_annual_high : Optional[float] The 90-day high of realized volatility. (provider: cboe) Example @@ -157,6 +166,10 @@ class ROUTER_stocks(Container): >>> from openbb import obb >>> obb.stocks.info(symbol=AAPL) """ # noqa: E501 +======= + hv90_annual_high : Optional[Union[float]] + The 90-day high of realized volatility. (provider: cboe)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -176,29 +189,30 @@ class ROUTER_stocks(Container): @validate def load( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - interval: Annotated[ - Optional[str], + interval: typing_extensions.Annotated[ + Union[str, None], OpenBBCustomParameter(description="Time interval of the data to return."), ] = "1d", - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( 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"] + provider: Union[ + Literal["alpha_vantage", "cboe", "fmp", "intrinio", "polygon", "yfinance"], + None, ] = None, **kwargs ) -> OBBject[List[Data]]: @@ -208,35 +222,35 @@ class ROUTER_stocks(Container): ---------- symbol : str Symbol to get data for. - interval : Optional[str] + interval : Union[str, None] Time interval of the data to return. - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] 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 : Union[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygo... 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 no default. - adjusted : Optional[bool] + adjusted : Optional[Union[bool]] Output time series is adjusted by historical split and dividend events. (provider: alpha_vantage, polygon); Adjust all OHLC data automatically. (provider: yfinance) - extended_hours : Optional[bool] + extended_hours : Optional[Union[bool]] Extended trading hours during pre-market and after-hours.Only available for intraday data. (provider: alpha_vantage) - month : Optional[str] + month : Optional[Union[str]] Query a specific month in history (in YYYY-MM format). (provider: alpha_vantage) - output_size : Optional[Literal['compact', 'full']] + output_size : Optional[Union[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 is not specified, or the full intraday data for aspecific month in history if the month parameter is specified. (provider: alpha_vantage) - limit : Optional[Union[Annotated[int, Ge(ge=0)], int]] + limit : Optional[Union[typing_extensions.Annotated[int, Ge(ge=0)], int]] Number of days to look back (Only for interval 1d). (provider: fmp); The number of data entries to return. (provider: polygon) - start_time : Optional[datetime.time] + start_time : Optional[Union[datetime.time]] Return intervals starting at the specified time on the `start_date` formatted as 'HH:MM:SS'. (provider: intrinio) - end_time : Optional[datetime.time] + end_time : Optional[Union[datetime.time]] Return intervals stopping at the specified time on the `end_date` formatted as 'HH:MM:SS'. (provider: intrinio) timezone : str Timezone of the data, in the IANA format (Continent/City). (provider: intrinio) - source : Optional[Literal['realtime', 'delayed', 'nasdaq_basic']] + source : Optional[Union[Literal['realtime', 'delayed', 'nasdaq_basic']]] The source of the data. (provider: intrinio) sort : Literal['asc', 'desc'] Sort order of the data. (provider: polygon) @@ -252,9 +266,9 @@ class ROUTER_stocks(Container): Returns ------- OBBject - results : List[StockHistorical] + results : StockHistorical Serializable results. - provider : Optional[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'yfinance']] + provider : Union[Literal['alpha_vantage', 'cboe', 'fmp', 'intrinio', 'polygon', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -277,59 +291,59 @@ class ROUTER_stocks(Container): The close price of the symbol. volume : Union[float, int] The volume of the symbol. - vwap : Optional[Annotated[float, Gt(gt=0)]] + vwap : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)]]] Volume Weighted Average Price of the symbol. - adj_close : Optional[Union[Annotated[float, Gt(gt=0)], float]] + adj_close : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)], float]] The adjusted close price of the symbol. (provider: alpha_vantage, fmp); Adjusted closing price during the period. (provider: intrinio) - dividend_amount : Optional[Annotated[float, Ge(ge=0)]] + dividend_amount : Optional[Union[typing_extensions.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 : Optional[Union[typing_extensions.Annotated[float, Ge(ge=0)]]] Split coefficient for the corresponding date. (provider: alpha_vantage) - calls_volume : Optional[float] + calls_volume : Optional[Union[float]] Number of calls traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe) - puts_volume : Optional[float] + puts_volume : Optional[Union[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_options_volume : Optional[Union[float]] Total number of options traded during the most recent trading period. Only valid if interval is 1m. (provider: cboe) - label : Optional[str] + label : Optional[Union[str]] Human readable format of the date. (provider: fmp) - unadjusted_volume : Optional[float] + unadjusted_volume : Optional[Union[float]] Unadjusted volume of the symbol. (provider: fmp) - change : Optional[float] + change : Optional[Union[float]] Change in the price of the symbol from the previous day. (provider: fmp, intrinio) - change_percent : Optional[float] + change_percent : Optional[Union[float]] Change % in the price of the symbol. (provider: fmp) - change_over_time : Optional[float] + change_over_time : Optional[Union[float]] Change % in the price of the symbol over a period of time. (provider: fmp) - close_time : Optional[datetime] + close_time : Optional[Union[datetime]] The timestamp that represents the end of the interval span. (provider: intrinio) - interval : Optional[str] + interval : Optional[Union[str]] The data time frequency. (provider: intrinio) - average : Optional[float] + average : Optional[Union[float]] Average trade price of an individual stock during the interval. (provider: intrinio) - intra_period : Optional[bool] + intra_period : Optional[Union[bool]] If true, the stock price represents an unfinished period (be it day, week, quarter, month, or year), meaning that the close price is the latest price available, not the official close price for the period (provider: intrinio) - adj_open : Optional[float] + adj_open : Optional[Union[float]] Adjusted open price during the period. (provider: intrinio) - adj_high : Optional[float] + adj_high : Optional[Union[float]] Adjusted high price during the period. (provider: intrinio) - adj_low : Optional[float] + adj_low : Optional[Union[float]] Adjusted low price during the period. (provider: intrinio) - adj_volume : Optional[float] + adj_volume : Optional[Union[float]] Adjusted volume during the period. (provider: intrinio) - factor : Optional[float] + factor : Optional[Union[float]] factor by which to multiply stock prices before this date, in order to calculate historically-adjusted stock prices. (provider: intrinio) - split_ratio : Optional[float] + split_ratio : Optional[Union[float]] Ratio of the stock split, if a stock split occurred. (provider: intrinio) - dividend : Optional[float] + dividend : Optional[Union[float]] Dividend amount, if a dividend was paid. (provider: intrinio) - percent_change : Optional[float] + percent_change : Optional[Union[float]] Percent change in the price of the symbol from the previous day. (provider: intrinio) - fifty_two_week_high : Optional[float] + fifty_two_week_high : Optional[Union[float]] 52 week high price for the symbol. (provider: intrinio) - fifty_two_week_low : Optional[float] + fifty_two_week_low : Optional[Union[float]] 52 week low price for the symbol. (provider: intrinio) - transactions : Optional[Annotated[int, Gt(gt=0)]] + transactions : Optional[Union[typing_extensions.Annotated[int, Gt(gt=0)]]] Number of transactions for the symbol in the time period. (provider: polygon) Example -------- @@ -360,16 +374,20 @@ class ROUTER_stocks(Container): @validate def multiples( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - limit: Annotated[ - Optional[int], + limit: typing_extensions.Annotated[ + Union[int, None], OpenBBCustomParameter(description="The number of data entries to return."), ] = 100, chart: bool = False, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Stock Multiples. Valuation multiples for a stock ticker. @@ -378,11 +396,11 @@ class ROUTER_stocks(Container): ---------- symbol : str Symbol to get data for. - limit : Optional[int] + limit : Union[int, None] The number of data entries to return. chart : bool Whether to create a chart or not, by default False. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -390,9 +408,9 @@ class ROUTER_stocks(Container): Returns ------- OBBject - results : List[StockMultiples] + results : Union[List[StockMultiples]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -403,124 +421,125 @@ class ROUTER_stocks(Container): StockMultiples -------------- - revenue_per_share_ttm : Optional[float] + revenue_per_share_ttm : Optional[Union[float]] Revenue per share calculated as trailing twelve months. - net_income_per_share_ttm : Optional[float] + net_income_per_share_ttm : Optional[Union[float]] Net income per share calculated as trailing twelve months. - operating_cash_flow_per_share_ttm : Optional[float] + operating_cash_flow_per_share_ttm : Optional[Union[float]] Operating cash flow per share calculated as trailing twelve months. - free_cash_flow_per_share_ttm : Optional[float] + free_cash_flow_per_share_ttm : Optional[Union[float]] Free cash flow per share calculated as trailing twelve months. - cash_per_share_ttm : Optional[float] + cash_per_share_ttm : Optional[Union[float]] Cash per share calculated as trailing twelve months. - book_value_per_share_ttm : Optional[float] + book_value_per_share_ttm : Optional[Union[float]] Book value per share calculated as trailing twelve months. - tangible_book_value_per_share_ttm : Optional[float] + tangible_book_value_per_share_ttm : Optional[Union[float]] Tangible book value per share calculated as trailing twelve months. - shareholders_equity_per_share_ttm : Optional[float] + shareholders_equity_per_share_ttm : Optional[Union[float]] Shareholders equity per share calculated as trailing twelve months. - interest_debt_per_share_ttm : Optional[float] + interest_debt_per_share_ttm : Optional[Union[float]] Interest debt per share calculated as trailing twelve months. - market_cap_ttm : Optional[float] + market_cap_ttm : Optional[Union[float]] Market capitalization calculated as trailing twelve months. - enterprise_value_ttm : Optional[float] + enterprise_value_ttm : Optional[Union[float]] Enterprise value calculated as trailing twelve months. - pe_ratio_ttm : Optional[float] + pe_ratio_ttm : Optional[Union[float]] Price-to-earnings ratio (P/E ratio) calculated as trailing twelve months. - price_to_sales_ratio_ttm : Optional[float] + price_to_sales_ratio_ttm : Optional[Union[float]] Price-to-sales ratio calculated as trailing twelve months. - pocf_ratio_ttm : Optional[float] + pocf_ratio_ttm : Optional[Union[float]] Price-to-operating cash flow ratio calculated as trailing twelve months. - pfcf_ratio_ttm : Optional[float] + pfcf_ratio_ttm : Optional[Union[float]] Price-to-free cash flow ratio calculated as trailing twelve months. - pb_ratio_ttm : Optional[float] + pb_ratio_ttm : Optional[Union[float]] Price-to-book ratio calculated as trailing twelve months. - ptb_ratio_ttm : Optional[float] + ptb_ratio_ttm : Optional[Union[float]] Price-to-tangible book ratio calculated as trailing twelve months. - ev_to_sales_ttm : Optional[float] + ev_to_sales_ttm : Optional[Union[float]] Enterprise value-to-sales ratio calculated as trailing twelve months. - enterprise_value_over_ebitda_ttm : Optional[float] + enterprise_value_over_ebitda_ttm : Optional[Union[float]] Enterprise value-to-EBITDA ratio calculated as trailing twelve months. - ev_to_operating_cash_flow_ttm : Optional[float] + ev_to_operating_cash_flow_ttm : Optional[Union[float]] Enterprise value-to-operating cash flow ratio calculated as trailing twelve months. - ev_to_free_cash_flow_ttm : Optional[float] + ev_to_free_cash_flow_ttm : Optional[Union[float]] Enterprise value-to-free cash flow ratio calculated as trailing twelve months. - earnings_yield_ttm : Optional[float] + earnings_yield_ttm : Optional[Union[float]] Earnings yield calculated as trailing twelve months. - free_cash_flow_yield_ttm : Optional[float] + free_cash_flow_yield_ttm : Optional[Union[float]] Free cash flow yield calculated as trailing twelve months. - debt_to_equity_ttm : Optional[float] + debt_to_equity_ttm : Optional[Union[float]] Debt-to-equity ratio calculated as trailing twelve months. - debt_to_assets_ttm : Optional[float] + debt_to_assets_ttm : Optional[Union[float]] Debt-to-assets ratio calculated as trailing twelve months. - net_debt_to_ebitda_ttm : Optional[float] + net_debt_to_ebitda_ttm : Optional[Union[float]] Net debt-to-EBITDA ratio calculated as trailing twelve months. - current_ratio_ttm : Optional[float] + current_ratio_ttm : Optional[Union[float]] Current ratio calculated as trailing twelve months. - interest_coverage_ttm : Optional[float] + interest_coverage_ttm : Optional[Union[float]] Interest coverage calculated as trailing twelve months. - income_quality_ttm : Optional[float] + income_quality_ttm : Optional[Union[float]] Income quality calculated as trailing twelve months. - dividend_yield_ttm : Optional[float] + dividend_yield_ttm : Optional[Union[float]] Dividend yield calculated as trailing twelve months. - dividend_yield_percentage_ttm : Optional[float] + dividend_yield_percentage_ttm : Optional[Union[float]] Dividend yield percentage calculated as trailing twelve months. - dividend_to_market_cap_ttm : Optional[float] + dividend_to_market_cap_ttm : Optional[Union[float]] Dividend to market capitalization ratio calculated as trailing twelve months. - dividend_per_share_ttm : Optional[float] + dividend_per_share_ttm : Optional[Union[float]] Dividend per share calculated as trailing twelve months. - payout_ratio_ttm : Optional[float] + payout_ratio_ttm : Optional[Union[float]] Payout ratio calculated as trailing twelve months. - sales_general_and_administrative_to_revenue_ttm : Optional[float] + sales_general_and_administrative_to_revenue_ttm : Optional[Union[float]] Sales general and administrative expenses-to-revenue ratio calculated as trailing twelve months. - research_and_development_to_revenue_ttm : Optional[float] + research_and_development_to_revenue_ttm : Optional[Union[float]] Research and development expenses-to-revenue ratio calculated as trailing twelve months. - intangibles_to_total_assets_ttm : Optional[float] + intangibles_to_total_assets_ttm : Optional[Union[float]] Intangibles-to-total assets ratio calculated as trailing twelve months. - capex_to_operating_cash_flow_ttm : Optional[float] + capex_to_operating_cash_flow_ttm : Optional[Union[float]] Capital expenditures-to-operating cash flow ratio calculated as trailing twelve months. - capex_to_revenue_ttm : Optional[float] + capex_to_revenue_ttm : Optional[Union[float]] Capital expenditures-to-revenue ratio calculated as trailing twelve months. - capex_to_depreciation_ttm : Optional[float] + capex_to_depreciation_ttm : Optional[Union[float]] Capital expenditures-to-depreciation ratio calculated as trailing twelve months. - stock_based_compensation_to_revenue_ttm : Optional[float] + stock_based_compensation_to_revenue_ttm : Optional[Union[float]] Stock-based compensation-to-revenue ratio calculated as trailing twelve months. - graham_number_ttm : Optional[float] + graham_number_ttm : Optional[Union[float]] Graham number calculated as trailing twelve months. - roic_ttm : Optional[float] + roic_ttm : Optional[Union[float]] Return on invested capital calculated as trailing twelve months. - return_on_tangible_assets_ttm : Optional[float] + return_on_tangible_assets_ttm : Optional[Union[float]] Return on tangible assets calculated as trailing twelve months. - graham_net_net_ttm : Optional[float] + graham_net_net_ttm : Optional[Union[float]] Graham net-net working capital calculated as trailing twelve months. - working_capital_ttm : Optional[float] + working_capital_ttm : Optional[Union[float]] Working capital calculated as trailing twelve months. - tangible_asset_value_ttm : Optional[float] + tangible_asset_value_ttm : Optional[Union[float]] Tangible asset value calculated as trailing twelve months. - net_current_asset_value_ttm : Optional[float] + net_current_asset_value_ttm : Optional[Union[float]] Net current asset value calculated as trailing twelve months. - invested_capital_ttm : Optional[float] + invested_capital_ttm : Optional[Union[float]] Invested capital calculated as trailing twelve months. - average_receivables_ttm : Optional[float] + average_receivables_ttm : Optional[Union[float]] Average receivables calculated as trailing twelve months. - average_payables_ttm : Optional[float] + average_payables_ttm : Optional[Union[float]] Average payables calculated as trailing twelve months. - average_inventory_ttm : Optional[float] + average_inventory_ttm : Optional[Union[float]] Average inventory calculated as trailing twelve months. - days_sales_outstanding_ttm : Optional[float] + days_sales_outstanding_ttm : Optional[Union[float]] Days sales outstanding calculated as trailing twelve months. - days_payables_outstanding_ttm : Optional[float] + days_payables_outstanding_ttm : Optional[Union[float]] Days payables outstanding calculated as trailing twelve months. - days_of_inventory_on_hand_ttm : Optional[float] + days_of_inventory_on_hand_ttm : Optional[Union[float]] Days of inventory on hand calculated as trailing twelve months. - receivables_turnover_ttm : Optional[float] + receivables_turnover_ttm : Optional[Union[float]] Receivables turnover calculated as trailing twelve months. - payables_turnover_ttm : Optional[float] + payables_turnover_ttm : Optional[Union[float]] Payables turnover calculated as trailing twelve months. - inventory_turnover_ttm : Optional[float] + inventory_turnover_ttm : Optional[Union[float]] Inventory turnover calculated as trailing twelve months. - roe_ttm : Optional[float] + roe_ttm : Optional[Union[float]] Return on equity calculated as trailing twelve months. +<<<<<<< Updated upstream capex_per_share_ttm : Optional[float] Capital expenditures per share calculated as trailing twelve months. Example @@ -529,6 +548,10 @@ class ROUTER_stocks(Container): >>> from openbb import obb >>> obb.stocks.multiples(symbol=AAPL, limit=100) """ # noqa: E501 +======= + capex_per_share_ttm : Optional[Union[float]] + Capital expenditures per share calculated as trailing twelve months.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -550,16 +573,16 @@ class ROUTER_stocks(Container): @validate def news( self, - symbols: Annotated[ + symbols: typing_extensions.Annotated[ str, OpenBBCustomParameter(description="Comma separated list of symbols.") ], - limit: Annotated[ - Optional[Annotated[int, Ge(ge=0)]], + limit: typing_extensions.Annotated[ + Union[typing_extensions.Annotated[int, Ge(ge=0)], None], OpenBBCustomParameter(description="Number of results to return per page."), ] = 20, chart: bool = False, - provider: Optional[ - Literal["benzinga", "fmp", "intrinio", "polygon", "yfinance"] + provider: Union[ + Literal["benzinga", "fmp", "intrinio", "polygon", "yfinance"], None ] = None, **kwargs ) -> OBBject[List[Data]]: @@ -569,53 +592,53 @@ class ROUTER_stocks(Container): ---------- symbols : str Comma separated list of symbols. - limit : Optional[Annotated[int, Ge(ge=0)]] + limit : Union[typing_extensions.Annotated[int, Ge(ge=0)], None] 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 : Union[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'yfinance... 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. display : Literal['headline', 'abstract', 'full'] Specify headline only (headline), headline + teaser (abstract), or headline + full body (full). (provider: benzinga) - date : Optional[str] + date : Optional[Union[str]] Date of the news to retrieve. (provider: benzinga) - start_date : Optional[str] + start_date : Optional[Union[str]] Start date of the news to retrieve. (provider: benzinga) - end_date : Optional[str] + end_date : Optional[Union[str]] End date of the news to retrieve. (provider: benzinga) - updated_since : Optional[int] + updated_since : Optional[Union[int]] Number of seconds since the news was updated. (provider: benzinga) - published_since : Optional[int] + published_since : Optional[Union[int]] Number of seconds since the news was published. (provider: benzinga) - sort : Optional[Literal['id', 'created', 'updated']] + sort : Optional[Union[Literal['id', 'created', 'updated']]] Key to sort the news by. (provider: benzinga) - order : Optional[Literal['asc', 'desc']] + order : Optional[Union[Literal['asc', 'desc']]] Order to sort the news by. (provider: benzinga); Sort order of the articles. (provider: polygon) - isin : Optional[str] + isin : Optional[Union[str]] The ISIN of the news to retrieve. (provider: benzinga) - cusip : Optional[str] + cusip : Optional[Union[str]] The CUSIP of the news to retrieve. (provider: benzinga) - channels : Optional[str] + channels : Optional[Union[str]] Channels of the news to retrieve. (provider: benzinga) - topics : Optional[str] + topics : Optional[Union[str]] Topics of the news to retrieve. (provider: benzinga) - authors : Optional[str] + authors : Optional[Union[str]] Authors of the news to retrieve. (provider: benzinga) - content_types : Optional[str] + content_types : Optional[Union[str]] Content types of the news to retrieve. (provider: benzinga) - page : Optional[int] + page : Optional[Union[int]] Page number of the results. Use in combination with limit. (provider: fmp) - published_utc : Optional[str] + published_utc : Optional[Union[str]] Date query to fetch articles. Supports operators <, <=, >, >= (provider: polygon) Returns ------- OBBject - results : List[StockNews] + results : Union[List[StockNews]] Serializable results. - provider : Optional[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'yfinance']] + provider : Union[Literal['benzinga', 'fmp', 'intrinio', 'polygon', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -630,48 +653,49 @@ class ROUTER_stocks(Container): Published date of the news. title : str Title of the news. - image : Optional[str] + image : Optional[Union[str]] Image URL of the news. - text : Optional[str] + text : Optional[Union[str]] Text/body of the news. url : str URL of the news. - id : Optional[str] + id : Optional[Union[str]] ID of the news. (provider: benzinga); Intrinio ID for the article. (provider: intrinio); Article ID. (provider: polygon) - author : Optional[str] + author : Optional[Union[str]] Author of the news. (provider: benzinga); Author of the article. (provider: polygon) - teaser : Optional[str] + teaser : Optional[Union[str]] Teaser of the news. (provider: benzinga) images : Optional[Union[List[Dict[str, str]], List[str], str]] Images associated with the news. (provider: benzinga); URL to the images of the news. (provider: fmp) - channels : Optional[str] + channels : Optional[Union[str]] Channels associated with the news. (provider: benzinga) - stocks : Optional[str] + stocks : Optional[Union[str]] Stocks associated with the news. (provider: benzinga) - tags : Optional[str] + tags : Optional[Union[str]] Tags associated with the news. (provider: benzinga) - updated : Optional[datetime] + updated : Optional[Union[datetime]] None - symbol : Optional[str] + symbol : Optional[Union[str]] Ticker of the fetched news. (provider: fmp) - site : Optional[str] + site : Optional[Union[str]] Name of the news source. (provider: fmp) - amp_url : Optional[str] + amp_url : Optional[Union[str]] AMP URL. (provider: polygon) - image_url : Optional[str] + image_url : Optional[Union[str]] Image URL. (provider: polygon) - keywords : Optional[List[str]] + keywords : Optional[Union[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) - tickers : Optional[List[str]] + tickers : Optional[Union[List[str]]] Tickers covered in the article. (provider: polygon) - uuid : Optional[str] + uuid : Optional[Union[str]] Unique identifier for the news article (provider: yfinance) - type : Optional[str] + type : Optional[Union[str]] Type of the news article (provider: yfinance) - thumbnail : Optional[List] + thumbnail : Optional[Union[List]] Thumbnail related data to the ticker news article. (provider: yfinance) +<<<<<<< Updated upstream related_tickers : Optional[str] Tickers related to the news article. (provider: yfinance) Example @@ -680,6 +704,10 @@ class ROUTER_stocks(Container): >>> from openbb import obb >>> obb.stocks.news(symbols=AAPL,MSFT, limit=20) """ # noqa: E501 +======= + related_tickers : Optional[Union[str]] + Tickers related to the news article. (provider: yfinance)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -707,11 +735,15 @@ class ROUTER_stocks(Container): @validate def quote( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Comma separated list of symbols."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp", "intrinio"]] = None, +======= + provider: Union[Literal["fmp", "intrinio"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[Union[List[Data], Data]]: """Stock Quote. Load stock data for a specific ticker. @@ -720,7 +752,7 @@ class ROUTER_stocks(Container): ---------- symbol : str Comma separated list of symbols. - provider : Optional[Literal['fmp', 'intrinio']] + provider : Union[Literal['fmp', 'intrinio'], None] 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. @@ -732,7 +764,7 @@ class ROUTER_stocks(Container): OBBject results : Union[List[StockQuote], StockQuote] Serializable results. - provider : Optional[Literal['fmp', 'intrinio']] + provider : Union[Literal['fmp', 'intrinio'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -743,29 +775,29 @@ class ROUTER_stocks(Container): StockQuote ---------- - day_low : Optional[float] + day_low : Optional[Union[float]] Lowest price of the stock in the current trading day. - day_high : Optional[float] + day_high : Optional[Union[float]] Highest price of the stock in the current trading day. - date : Optional[datetime] + date : Optional[Union[datetime]] Timestamp of the stock quote. - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol of the company. (provider: fmp) - name : Optional[str] + name : Optional[Union[str]] Name of the company. (provider: fmp) - price : Optional[float] + price : Optional[Union[float]] Current trading price of the stock. (provider: fmp) - changes_percentage : Optional[float] + changes_percentage : Optional[Union[float]] Change percentage of the stock price. (provider: fmp) - change : Optional[float] + change : Optional[Union[float]] Change in the stock price. (provider: fmp) - year_high : Optional[float] + year_high : Optional[Union[float]] Highest price of the stock in the last 52 weeks. (provider: fmp) - year_low : Optional[float] + year_low : Optional[Union[float]] Lowest price of the stock in the last 52 weeks. (provider: fmp) - market_cap : Optional[float] + market_cap : Optional[Union[float]] Market cap of the company. (provider: fmp) - price_avg50 : Optional[float] + price_avg50 : Optional[Union[float]] 50 days average price of the stock. (provider: fmp) price_avg200 : Optional[int] 200 days average price of the stock. (provider: fmp) @@ -773,62 +805,63 @@ class ROUTER_stocks(Container): Volume of the stock in the current trading day. (provider: fmp) avg_volume : Optional[int] Average volume of the stock in the last 10 trading days. (provider: fmp) - exchange : Optional[str] + exchange : Optional[Union[str]] Exchange the stock is traded on. (provider: fmp) - open : Optional[float] + open : Optional[Union[float]] Opening price of the stock in the current trading day. (provider: fmp) - previous_close : Optional[float] + previous_close : Optional[Union[float]] Previous closing price of the stock. (provider: fmp) - eps : Optional[float] + eps : Optional[Union[float]] Earnings per share of the stock. (provider: fmp) - pe : Optional[float] + pe : Optional[Union[float]] Price earnings ratio of the stock. (provider: fmp) - earnings_announcement : Optional[str] + earnings_announcement : Optional[Union[str]] Earnings announcement date of the stock. (provider: fmp) shares_outstanding : Optional[int] Number of shares outstanding of the stock. (provider: fmp) - last_price : Optional[float] + last_price : Optional[Union[float]] Price of the last trade. (provider: intrinio) - last_time : Optional[datetime] + last_time : Optional[Union[datetime]] Date and Time when the last trade occurred. (provider: intrinio) - last_size : Optional[int] + last_size : Optional[Union[int]] Size of the last trade. (provider: intrinio) - bid_price : Optional[float] + bid_price : Optional[Union[float]] Price of the top bid order. (provider: intrinio) - bid_size : Optional[int] + bid_size : Optional[Union[int]] Size of the top bid order. (provider: intrinio) - ask_price : Optional[float] + ask_price : Optional[Union[float]] Price of the top ask order. (provider: intrinio) - ask_size : Optional[int] + ask_size : Optional[Union[int]] Size of the top ask order. (provider: intrinio) - open_price : Optional[float] + open_price : Optional[Union[float]] Open price for the trading day. (provider: intrinio) - close_price : Optional[float] + close_price : Optional[Union[float]] Closing price for the trading day (IEX source only). (provider: intrinio) - high_price : Optional[float] + high_price : Optional[Union[float]] High Price for the trading day. (provider: intrinio) - low_price : Optional[float] + low_price : Optional[Union[float]] Low Price for the trading day. (provider: intrinio) - exchange_volume : Optional[int] + exchange_volume : Optional[Union[int]] Number of shares exchanged during the trading day on the exchange. (provider: intrinio) - market_volume : Optional[int] + market_volume : Optional[Union[int]] Number of shares exchanged during the trading day for the whole market. (provider: intrinio) - updated_on : Optional[datetime] + updated_on : Optional[Union[datetime]] Date and Time when the data was last updated. (provider: intrinio) - source : Optional[str] + source : Optional[Union[str]] Source of the data. (provider: intrinio) - listing_venue : Optional[str] + listing_venue : Optional[Union[str]] Listing venue where the trade took place (SIP source only). (provider: intrinio) - sales_conditions : Optional[str] + sales_conditions : Optional[Union[str]] Indicates any sales condition modifiers associated with the trade. (provider: intrinio) - quote_conditions : Optional[str] + quote_conditions : Optional[Union[str]] Indicates any quote condition modifiers associated with the trade. (provider: intrinio) - market_center_code : Optional[str] + market_center_code : Optional[Union[str]] Market center character code. (provider: intrinio) - is_darkpool : Optional[bool] + is_darkpool : Optional[Union[bool]] Whether or not the current trade is from a darkpool. (provider: intrinio) - messages : Optional[List[str]] + messages : Optional[Union[List[str]]] Messages associated with the endpoint. (provider: intrinio) +<<<<<<< Updated upstream security : Optional[Dict[str, Any]] Security details related to the quote. (provider: intrinio) Example @@ -837,6 +870,10 @@ class ROUTER_stocks(Container): >>> from openbb import obb >>> obb.stocks.quote(symbol=AAPL) """ # noqa: E501 +======= + security : Optional[Union[Dict[str, Any]]] + Security details related to the quote. (provider: intrinio)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -856,12 +893,18 @@ class ROUTER_stocks(Container): @validate def search( self, - query: Annotated[str, OpenBBCustomParameter(description="Search query.")] = "", - is_symbol: Annotated[ + query: typing_extensions.Annotated[ + str, OpenBBCustomParameter(description="Search query.") + ] = "", + is_symbol: typing_extensions.Annotated[ bool, OpenBBCustomParameter(description="Whether to search by ticker symbol."), ] = False, +<<<<<<< Updated upstream provider: Optional[Literal["cboe"]] = None, +======= + provider: Union[Literal["cboe"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Stock Search. Search for a company or stock ticker. @@ -872,7 +915,7 @@ class ROUTER_stocks(Container): Search query. is_symbol : bool Whether to search by ticker symbol. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] 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. @@ -880,9 +923,9 @@ class ROUTER_stocks(Container): Returns ------- OBBject - results : List[StockSearch] + results : Union[List[StockSearch]] Serializable results. - provider : Optional[Literal['cboe']] + provider : Union[Literal['cboe'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -897,8 +940,9 @@ class ROUTER_stocks(Container): Symbol to get data for. name : str Name of the company. - dpm_name : Optional[str] + dpm_name : Optional[Union[str]] Name of the primary market maker. (provider: cboe) +<<<<<<< Updated upstream post_station : Optional[str] Post and station location on the CBOE trading floor. (provider: cboe) Example @@ -907,6 +951,10 @@ class ROUTER_stocks(Container): >>> from openbb import obb >>> obb.stocks.search() """ # noqa: E501 +======= + post_station : Optional[Union[str]] + Post and station location on the CBOE trading floor. (provider: cboe)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ diff --git a/openbb_platform/openbb/package/stocks_ca.py b/openbb_platform/openbb/package/stocks_ca.py index 3ed0620c1a4..383e3c7ebe1 100644 --- a/openbb_platform/openbb/package/stocks_ca.py +++ b/openbb_platform/openbb/package/stocks_ca.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -35,11 +39,11 @@ class ROUTER_stocks_ca(Container): @validate def peers( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - provider: Optional[Literal["fmp"]] = None, + provider: Union[Literal["fmp"], None] = None, **kwargs ) -> OBBject[Data]: """Stock Peers. Company peers. @@ -48,7 +52,7 @@ class ROUTER_stocks_ca(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -56,9 +60,9 @@ class ROUTER_stocks_ca(Container): Returns ------- OBBject - results : StockPeers + results : Union[StockPeers] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. diff --git a/openbb_platform/openbb/package/stocks_fa.py b/openbb_platform/openbb/package/stocks_fa.py index 51795839bb5..a2f33232ecd 100644 --- a/openbb_platform/openbb/package/stocks_fa.py +++ b/openbb_platform/openbb/package/stocks_fa.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -62,19 +66,23 @@ class ROUTER_stocks_fa(Container): @validate def balance( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - period: Annotated[ + period: typing_extensions.Annotated[ Literal["annual", "quarter"], OpenBBCustomParameter(description="Time period of the data to return."), ] = "annual", - limit: Annotated[ + limit: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="The number of data entries to return."), ] = 12, +<<<<<<< Updated upstream provider: Optional[Literal["fmp", "intrinio", "polygon", "yfinance"]] = None, +======= + provider: Union[Literal["fmp", "intrinio", "polygon", "yfinance"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Balance Sheet. Balance sheet statement. @@ -87,55 +95,55 @@ class ROUTER_stocks_fa(Container): Time period of the data to return. limit : int The number of data entries to return. - provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None] 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. - cik : Optional[str] + cik : Optional[Union[str]] Central Index Key (CIK) of the company. (provider: fmp) type : Literal['reported', 'standardized'] Type of the statement to be fetched. (provider: intrinio) - year : Optional[int] + year : Optional[Union[int]] Year of the statement to be fetched. (provider: intrinio) - company_name : Optional[str] + company_name : Optional[Union[str]] Name of the company. (provider: polygon) - company_name_search : Optional[str] + company_name_search : Optional[Union[str]] Name of the company to search. (provider: polygon) - sic : Optional[str] + sic : Optional[Union[str]] The Standard Industrial Classification (SIC) of the company. (provider: polygon) - filing_date : Optional[datetime.date] + filing_date : Optional[Union[datetime.date]] Filing date of the financial statement. (provider: polygon) - filing_date_lt : Optional[datetime.date] + filing_date_lt : Optional[Union[datetime.date]] Filing date less than the given date. (provider: polygon) - filing_date_lte : Optional[datetime.date] + filing_date_lte : Optional[Union[datetime.date]] Filing date less than or equal to the given date. (provider: polygon) - filing_date_gt : Optional[datetime.date] + filing_date_gt : Optional[Union[datetime.date]] Filing date greater than the given date. (provider: polygon) - filing_date_gte : Optional[datetime.date] + filing_date_gte : Optional[Union[datetime.date]] Filing date greater than or equal to the given date. (provider: polygon) - period_of_report_date : Optional[datetime.date] + period_of_report_date : Optional[Union[datetime.date]] Period of report date of the financial statement. (provider: polygon) - period_of_report_date_lt : Optional[datetime.date] + period_of_report_date_lt : Optional[Union[datetime.date]] Period of report date less than the given date. (provider: polygon) - period_of_report_date_lte : Optional[datetime.date] + period_of_report_date_lte : Optional[Union[datetime.date]] Period of report date less than or equal to the given date. (provider: polygon) - period_of_report_date_gt : Optional[datetime.date] + period_of_report_date_gt : Optional[Union[datetime.date]] Period of report date greater than the given date. (provider: polygon) - period_of_report_date_gte : Optional[datetime.date] + period_of_report_date_gte : Optional[Union[datetime.date]] Period of report date greater than or equal to the given date. (provider: polygon) - include_sources : Optional[bool] + include_sources : Optional[Union[bool]] Whether to include the sources of the financial statement. (provider: polygon) - order : Optional[Literal['asc', 'desc']] + order : Optional[Union[Literal['asc', 'desc']]] Order of the financial statement. (provider: polygon) - sort : Optional[Literal['filing_date', 'period_of_report_date']] + sort : Optional[Union[Literal['filing_date', 'period_of_report_date']]] Sort of the financial statement. (provider: polygon) Returns ------- OBBject - results : List[BalanceSheet] + results : Union[List[BalanceSheet]] Serializable results. - provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -146,19 +154,19 @@ class ROUTER_stocks_fa(Container): BalanceSheet ------------ - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol to get data for. date : date Date of the fetched statement. - cik : Optional[str] + cik : Optional[Union[str]] Central Index Key (CIK) of the company. - currency : Optional[str] + currency : Optional[Union[str]] Reporting currency. - filling_date : Optional[date] + filling_date : Optional[Union[date]] Filling date. - accepted_date : Optional[datetime] + accepted_date : Optional[Union[datetime]] Accepted date. - period : Optional[str] + period : Optional[Union[str]] Reporting period of the statement. cash_and_cash_equivalents : Optional[int] Cash and cash equivalents @@ -256,8 +264,9 @@ class ROUTER_stocks_fa(Container): Total Debt (provider: fmp) net_debt : Optional[int] Net Debt (provider: fmp) - link : Optional[str] + link : Optional[Union[str]] Link to the statement. (provider: fmp) +<<<<<<< Updated upstream final_link : Optional[str] Link to the final statement. (provider: fmp) Example @@ -266,6 +275,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.balance(symbol=AAPL, period=annual, limit=12) """ # noqa: E501 +======= + final_link : Optional[Union[str]] + Link to the final statement. (provider: fmp)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -287,15 +300,19 @@ class ROUTER_stocks_fa(Container): @validate def balance_growth( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - limit: Annotated[ + limit: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="The number of data entries to return."), ] = 10, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Balance Sheet Statement Growth. Information about the growth of the company balance sheet. @@ -306,7 +323,7 @@ class ROUTER_stocks_fa(Container): Symbol to get data for. limit : int The number of data entries to return. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -314,9 +331,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[BalanceSheetGrowth] + results : Union[List[BalanceSheetGrowth]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -327,7 +344,7 @@ class ROUTER_stocks_fa(Container): BalanceSheetGrowth ------------------ - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol to get data for. date : date The date of the data. @@ -437,19 +454,23 @@ class ROUTER_stocks_fa(Container): @validate def cal( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Dividend Calendar. Show Dividend Calendar for a given start and end dates. @@ -460,7 +481,7 @@ class ROUTER_stocks_fa(Container): Start date of the data, in YYYY-MM-DD format. end_date : date End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -468,9 +489,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[DividendCalendar] + results : Union[List[DividendCalendar]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -487,14 +508,15 @@ class ROUTER_stocks_fa(Container): The date of the data. label : str Date in human readable form in the calendar. - adj_dividend : Optional[float] + adj_dividend : Optional[Union[float]] Adjusted dividend on a date in the calendar. - dividend : Optional[float] + dividend : Optional[Union[float]] Dividend amount in the calendar. - record_date : Optional[date] + record_date : Optional[Union[date]] Record date of the dividend in the calendar. - payment_date : Optional[date] + payment_date : Optional[Union[date]] Payment date of the dividend in the calendar. +<<<<<<< Updated upstream declaration_date : Optional[date] Declaration date of the dividend in the calendar. Example @@ -503,6 +525,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.cal() """ # noqa: E501 +======= + declaration_date : Optional[Union[date]] + Declaration date of the dividend in the calendar.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -523,19 +549,23 @@ class ROUTER_stocks_fa(Container): @validate def cash( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - period: Annotated[ + period: typing_extensions.Annotated[ Literal["annual", "quarter"], OpenBBCustomParameter(description="Time period of the data to return."), ] = "annual", - limit: Annotated[ + limit: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="The number of data entries to return."), ] = 12, +<<<<<<< Updated upstream provider: Optional[Literal["fmp", "intrinio", "polygon", "yfinance"]] = None, +======= + provider: Union[Literal["fmp", "intrinio", "polygon", "yfinance"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Cash Flow Statement. Information about the cash flow statement. @@ -548,55 +578,55 @@ class ROUTER_stocks_fa(Container): Time period of the data to return. limit : int The number of data entries to return. - provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None] 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. - cik : Optional[str] + cik : Optional[Union[str]] Central Index Key (CIK) of the company. (provider: fmp) type : Literal['reported', 'standardized'] Type of the statement to be fetched. (provider: intrinio) - year : Optional[int] + year : Optional[Union[int]] Year of the statement to be fetched. (provider: intrinio) - company_name : Optional[str] + company_name : Optional[Union[str]] Name of the company. (provider: polygon) - company_name_search : Optional[str] + company_name_search : Optional[Union[str]] Name of the company to search. (provider: polygon) - sic : Optional[str] + sic : Optional[Union[str]] The Standard Industrial Classification (SIC) of the company. (provider: polygon) - filing_date : Optional[datetime.date] + filing_date : Optional[Union[datetime.date]] Filing date of the financial statement. (provider: polygon) - filing_date_lt : Optional[datetime.date] + filing_date_lt : Optional[Union[datetime.date]] Filing date less than the given date. (provider: polygon) - filing_date_lte : Optional[datetime.date] + filing_date_lte : Optional[Union[datetime.date]] Filing date less than or equal to the given date. (provider: polygon) - filing_date_gt : Optional[datetime.date] + filing_date_gt : Optional[Union[datetime.date]] Filing date greater than the given date. (provider: polygon) - filing_date_gte : Optional[datetime.date] + filing_date_gte : Optional[Union[datetime.date]] Filing date greater than or equal to the given date. (provider: polygon) - period_of_report_date : Optional[datetime.date] + period_of_report_date : Optional[Union[datetime.date]] Period of report date of the financial statement. (provider: polygon) - period_of_report_date_lt : Optional[datetime.date] + period_of_report_date_lt : Optional[Union[datetime.date]] Period of report date less than the given date. (provider: polygon) - period_of_report_date_lte : Optional[datetime.date] + period_of_report_date_lte : Optional[Union[datetime.date]] Period of report date less than or equal to the given date. (provider: polygon) - period_of_report_date_gt : Optional[datetime.date] + period_of_report_date_gt : Optional[Union[datetime.date]] Period of report date greater than the given date. (provider: polygon) - period_of_report_date_gte : Optional[datetime.date] + period_of_report_date_gte : Optional[Union[datetime.date]] Period of report date greater than or equal to the given date. (provider: polygon) - include_sources : Optional[bool] + include_sources : Optional[Union[bool]] Whether to include the sources of the financial statement. (provider: polygon) - order : Optional[Literal['asc', 'desc']] + order : Optional[Union[Literal['asc', 'desc']]] Order of the financial statement. (provider: polygon) - sort : Optional[Literal['filing_date', 'period_of_report_date']] + sort : Optional[Union[Literal['filing_date', 'period_of_report_date']]] Sort of the financial statement. (provider: polygon) Returns ------- OBBject - results : List[CashFlowStatement] + results : Union[List[CashFlowStatement]] Serializable results. - provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -607,13 +637,13 @@ class ROUTER_stocks_fa(Container): CashFlowStatement ----------------- - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol to get data for. date : date Date of the fetched statement. - period : Optional[str] + period : Optional[Union[str]] Reporting period of the statement. - cik : Optional[str] + cik : Optional[Union[str]] Central Index Key (CIK) of the company. net_income : Optional[int] Net income. @@ -671,11 +701,11 @@ class ROUTER_stocks_fa(Container): Net cash flow from financing activities. net_change_in_cash : Optional[int] Net increase (decrease) in cash, cash equivalents, and restricted cash - reported_currency : Optional[str] + reported_currency : Optional[Union[str]] Reported currency in the statement. (provider: fmp) - filling_date : Optional[date] + filling_date : Optional[Union[date]] Filling date. (provider: fmp) - accepted_date : Optional[datetime] + accepted_date : Optional[Union[datetime]] Accepted date. (provider: fmp) calendar_year : Optional[int] Calendar year. (provider: fmp) @@ -697,8 +727,9 @@ class ROUTER_stocks_fa(Container): Capital expenditure. (provider: fmp) free_cash_flow : Optional[int] Free cash flow. (provider: fmp) - link : Optional[str] + link : Optional[Union[str]] Link to the statement. (provider: fmp) +<<<<<<< Updated upstream final_link : Optional[str] Link to the final statement. (provider: fmp) Example @@ -707,6 +738,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.cash(symbol=AAPL, period=annual, limit=12) """ # noqa: E501 +======= + final_link : Optional[Union[str]] + Link to the final statement. (provider: fmp)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -728,15 +763,19 @@ class ROUTER_stocks_fa(Container): @validate def cash_growth( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - limit: Annotated[ + limit: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="The number of data entries to return."), ] = 10, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Cash Flow Statement Growth. Information about the growth of the company cash flow statement. @@ -747,7 +786,7 @@ class ROUTER_stocks_fa(Container): Symbol to get data for. limit : int The number of data entries to return. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -755,9 +794,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[CashFlowStatementGrowth] + results : Union[List[CashFlowStatementGrowth]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -768,7 +807,7 @@ class ROUTER_stocks_fa(Container): CashFlowStatementGrowth ----------------------- - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol to get data for. date : date The date of the data. @@ -860,11 +899,15 @@ class ROUTER_stocks_fa(Container): @validate def comp( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Executive Compensation. Information about the executive compensation for a given company. @@ -873,7 +916,7 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -881,9 +924,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[ExecutiveCompensation] + results : Union[List[ExecutiveCompensation]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -896,7 +939,7 @@ class ROUTER_stocks_fa(Container): --------------------- symbol : str Symbol to get data for. - cik : Optional[str] + cik : Optional[Union[str]] Central Index Key (CIK) of the company. filing_date : date Date of the filing. @@ -945,30 +988,34 @@ class ROUTER_stocks_fa(Container): @validate def comsplit( self, - start_date: Annotated[ + start_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, - end_date: Annotated[ + end_date: typing_extensions.Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Stock Split Calendar. Show Stock Split Calendar. Parameters ---------- - start_date : Optional[datetime.date] + start_date : Union[datetime.date, None] Start date of the data, in YYYY-MM-DD format. - end_date : Optional[datetime.date] + end_date : Union[datetime.date, None] End date of the data, in YYYY-MM-DD format. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -976,9 +1023,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[StockSplitCalendar] + results : Union[List[StockSplitCalendar]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1025,11 +1072,15 @@ class ROUTER_stocks_fa(Container): @validate def divs( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Historical Dividends. Historical dividends data for a given company. @@ -1038,7 +1089,7 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -1046,9 +1097,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[HistoricalDividends] + results : Union[List[HistoricalDividends]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1067,10 +1118,11 @@ class ROUTER_stocks_fa(Container): Adjusted dividend of the historical dividends. dividend : float Dividend of the historical dividends. - record_date : Optional[date] + record_date : Optional[Union[date]] Record date of the historical dividends. - payment_date : Optional[date] + payment_date : Optional[Union[date]] Payment date of the historical dividends. +<<<<<<< Updated upstream declaration_date : Optional[date] Declaration date of the historical dividends. Example @@ -1079,6 +1131,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.divs(symbol=AAPL) """ # noqa: E501 +======= + declaration_date : Optional[Union[date]] + Declaration date of the historical dividends.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -1098,15 +1154,19 @@ class ROUTER_stocks_fa(Container): @validate def earning( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - limit: Annotated[ - Optional[int], + limit: typing_extensions.Annotated[ + Union[int, None], OpenBBCustomParameter(description="The number of data entries to return."), ] = 50, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Earnings Calendar. Earnings calendar for a given company. @@ -1115,9 +1175,9 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - limit : Optional[int] + limit : Union[int, None] The number of data entries to return. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -1125,9 +1185,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[EarningsCalendar] + results : Union[List[EarningsCalendar]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1142,15 +1202,15 @@ class ROUTER_stocks_fa(Container): Symbol to get data for. date : date The date of the data. - eps : Optional[float] + eps : Optional[Union[float]] EPS of the earnings calendar. - eps_estimated : Optional[float] + eps_estimated : Optional[Union[float]] Estimated EPS of the earnings calendar. time : str Time of the earnings calendar. - revenue : Optional[float] + revenue : Optional[Union[float]] Revenue of the earnings calendar. - revenue_estimated : Optional[float] + revenue_estimated : Optional[Union[float]] Estimated revenue of the earnings calendar. updated_from_date : Optional[date] Updated from date of the earnings calendar. @@ -1182,11 +1242,15 @@ class ROUTER_stocks_fa(Container): @validate def emp( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Historical Employees. Historical number of employees. @@ -1195,7 +1259,7 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -1203,9 +1267,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[HistoricalEmployees] + results : Union[List[HistoricalEmployees]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1259,19 +1323,27 @@ class ROUTER_stocks_fa(Container): @validate def est( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream period: Annotated[ +======= + period: typing_extensions.Annotated[ +>>>>>>> Stashed changes Literal["quarter", "annual"], OpenBBCustomParameter(description="Time period of the data to return."), ] = "annual", - limit: Annotated[ + limit: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="The number of data entries to return."), ] = 30, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Analyst Estimates. Analyst stock recommendations. @@ -1284,7 +1356,7 @@ class ROUTER_stocks_fa(Container): Time period of the data to return. limit : int The number of data entries to return. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -1292,9 +1364,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[AnalystEstimates] + results : Union[List[AnalystEstimates]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1376,15 +1448,19 @@ class ROUTER_stocks_fa(Container): @validate def filings( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - limit: Annotated[ - Optional[int], + limit: typing_extensions.Annotated[ + Union[int, None], OpenBBCustomParameter(description="The number of data entries to return."), ] = 100, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Company Filings. Company filings data. @@ -1393,23 +1469,23 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - limit : Optional[int] + limit : Union[int, None] The number of data entries to return. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. - type : Optional[Literal['1', '1-A', '1-E', '1-K', '1-N', '1-SA', '1-U', '1-Z', '10', '10-D', '10-K', '10-M', '10-Q', '11-K', '12b-25', '13F', '13H', '144', '15', '15F', '17-H', '18', '18-K', '19b-4', '19b-4(e)', '19b-7', '2-E', '20-F', '24F-2', '25', '3', '4', '40-F', '5', '6-K', '7-M', '8-A', '8-K', '8-M', '9-M', 'ABS-15G', 'ABS-EE', 'ABS DD-15E', 'ADV', 'ADV-E', 'ADV-H', 'ADV-NR', 'ADV-W', 'ATS', 'ATS-N', 'ATS-R', 'BD', 'BD-N', 'BDW', 'C', 'CA-1', 'CB', 'CFPORTAL', 'CRS', 'CUSTODY', 'D', 'F-1', 'F-10', 'F-3', 'F-4', 'F-6', 'F-7', 'F-8', 'F-80', 'F-N', 'F-X', 'ID', 'MA', 'MA-I', 'MA-NR', 'MA-W', 'MSD', 'MSDW', 'N-14', 'N-17D-1', 'N-17f-1', 'N-17f-2', 'N-18f-1', 'N-1A', 'N-2', 'N-23c-3', 'N-27D-1', 'N-3', 'N-4', 'N-5', 'N-54A', 'N-54C', 'N-6', 'N-6EI-1', 'N-6F', 'N-8A', 'N-8B-2', 'N-8B-4', 'N-8F', 'N-CEN']] + type : Optional[Union[Literal['1', '1-A', '1-E', '1-K', '1-N', '1-SA', '1-U', '1-Z', '10', '10-D', '10-K', '10-M', '10-Q', '11-K', '12b-25', '13F', '13H', '144', '15', '15F', '17-H', '18', '18-K', '19b-4', '19b-4(e)', '19b-7', '2-E', '20-F', '24F-2', '25', '3', '4', '40-F', '5', '6-K', '7-M', '8-A', '8-K', '8-M', '9-M', 'ABS-15G', 'ABS-EE', 'ABS DD-15E', 'ADV', 'ADV-E', 'ADV-H', 'ADV-NR', 'ADV-W', 'ATS', 'ATS-N', 'ATS-R', 'BD', 'BD-N', 'BDW', 'C', 'CA-1', 'CB', 'CFPORTAL', 'CRS', 'CUSTODY', 'D', 'F-1', 'F-10', 'F-3', 'F-4', 'F-6', 'F-7', 'F-8', 'F-80', 'F-N', 'F-X', 'ID', 'MA', 'MA-I', 'MA-NR', 'MA-W', 'MSD', 'MSDW', 'N-14', 'N-17D-1', 'N-17f-1', 'N-17f-2', 'N-18f-1', 'N-1A', 'N-2', 'N-23c-3', 'N-27D-1', 'N-3', 'N-4', 'N-5', 'N-54A', 'N-54C', 'N-6', 'N-6EI-1', 'N-6F', 'N-8A', 'N-8B-2', 'N-8B-4', 'N-8F', 'N-CEN']]] Type of the SEC filing form. (provider: fmp) - page : Optional[int] + page : Optional[Union[int]] Page number of the results. (provider: fmp) Returns ------- OBBject - results : List[CompanyFilings] + results : Union[List[CompanyFilings]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1426,12 +1502,13 @@ class ROUTER_stocks_fa(Container): Type of document. link : str URL to the document. - symbol : Optional[str] + symbol : Optional[Union[str]] The ticker symbol of the company. (provider: fmp) - cik : Optional[str] + cik : Optional[Union[str]] CIK of the SEC filing. (provider: fmp) - accepted_date : Optional[datetime] + accepted_date : Optional[Union[datetime]] Accepted date of the SEC filing. (provider: fmp) +<<<<<<< Updated upstream final_link : Optional[str] Final link of the SEC filing. (provider: fmp) Example @@ -1440,6 +1517,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.filings(symbol=AAPL, limit=100) """ # noqa: E501 +======= + final_link : Optional[Union[str]] + Final link of the SEC filing. (provider: fmp)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -1460,19 +1541,23 @@ class ROUTER_stocks_fa(Container): @validate def income( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - period: Annotated[ + period: typing_extensions.Annotated[ Literal["annual", "quarter"], OpenBBCustomParameter(description="Time period of the data to return."), ] = "annual", - limit: Annotated[ + limit: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="The number of data entries to return."), ] = 12, +<<<<<<< Updated upstream provider: Optional[Literal["fmp", "intrinio", "polygon", "yfinance"]] = None, +======= + provider: Union[Literal["fmp", "intrinio", "polygon", "yfinance"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Income Statement. Report on a company's finanacial performance. @@ -1485,55 +1570,55 @@ class ROUTER_stocks_fa(Container): Time period of the data to return. limit : int The number of data entries to return. - provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None] 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. - cik : Optional[str] + cik : Optional[Union[str]] The CIK of the company if no symbol is provided. (provider: fmp) type : Literal['reported', 'standardized'] Type of the statement to be fetched. (provider: intrinio) - year : Optional[int] + year : Optional[Union[int]] Year of the statement to be fetched. (provider: intrinio) - company_name : Optional[str] + company_name : Optional[Union[str]] Name of the company. (provider: polygon) - company_name_search : Optional[str] + company_name_search : Optional[Union[str]] Name of the company to search. (provider: polygon) - sic : Optional[str] + sic : Optional[Union[str]] The Standard Industrial Classification (SIC) of the company. (provider: polygon) - filing_date : Optional[datetime.date] + filing_date : Optional[Union[datetime.date]] Filing date of the financial statement. (provider: polygon) - filing_date_lt : Optional[datetime.date] + filing_date_lt : Optional[Union[datetime.date]] Filing date less than the given date. (provider: polygon) - filing_date_lte : Optional[datetime.date] + filing_date_lte : Optional[Union[datetime.date]] Filing date less than or equal to the given date. (provider: polygon) - filing_date_gt : Optional[datetime.date] + filing_date_gt : Optional[Union[datetime.date]] Filing date greater than the given date. (provider: polygon) - filing_date_gte : Optional[datetime.date] + filing_date_gte : Optional[Union[datetime.date]] Filing date greater than or equal to the given date. (provider: polygon) - period_of_report_date : Optional[datetime.date] + period_of_report_date : Optional[Union[datetime.date]] Period of report date of the financial statement. (provider: polygon) - period_of_report_date_lt : Optional[datetime.date] + period_of_report_date_lt : Optional[Union[datetime.date]] Period of report date less than the given date. (provider: polygon) - period_of_report_date_lte : Optional[datetime.date] + period_of_report_date_lte : Optional[Union[datetime.date]] Period of report date less than or equal to the given date. (provider: polygon) - period_of_report_date_gt : Optional[datetime.date] + period_of_report_date_gt : Optional[Union[datetime.date]] Period of report date greater than the given date. (provider: polygon) - period_of_report_date_gte : Optional[datetime.date] + period_of_report_date_gte : Optional[Union[datetime.date]] Period of report date greater than or equal to the given date. (provider: polygon) - include_sources : Optional[bool] + include_sources : Optional[Union[bool]] Whether to include the sources of the financial statement. (provider: polygon) - order : Optional[Literal['asc', 'desc']] + order : Optional[Union[Literal['asc', 'desc']]] Order of the financial statement. (provider: polygon) - sort : Optional[Literal['filing_date', 'period_of_report_date']] + sort : Optional[Union[Literal['filing_date', 'period_of_report_date']]] Sort of the financial statement. (provider: polygon) Returns ------- OBBject - results : List[IncomeStatement] + results : Union[List[IncomeStatement]] Serializable results. - provider : Optional[Literal['fmp', 'intrinio', 'polygon', 'yfinance']] + provider : Union[Literal['fmp', 'intrinio', 'polygon', 'yfinance'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1544,13 +1629,13 @@ class ROUTER_stocks_fa(Container): IncomeStatement --------------- - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol to get data for. date : date Date of the income statement. - period : Optional[str] + period : Optional[Union[str]] Period of the income statement. - cik : Optional[str] + cik : Optional[Union[str]] Central Index Key. revenue : Optional[int] Revenue. @@ -1560,13 +1645,13 @@ class ROUTER_stocks_fa(Container): Gross profit. cost_and_expenses : Optional[int] Cost and expenses. - gross_profit_ratio : Optional[float] + gross_profit_ratio : Optional[Union[float]] Gross profit ratio. research_and_development_expenses : Optional[int] Research and development expenses. general_and_administrative_expenses : Optional[int] General and administrative expenses. - selling_and_marketing_expenses : Optional[float] + selling_and_marketing_expenses : Optional[Union[float]] Selling and marketing expenses. selling_general_and_administrative_expenses : Optional[int] Selling, general and administrative expenses. @@ -1578,11 +1663,11 @@ class ROUTER_stocks_fa(Container): Depreciation and amortization. ebitda : Optional[int] Earnings before interest, taxes, depreciation and amortization. - ebitda_ratio : Optional[float] + ebitda_ratio : Optional[Union[float]] Earnings before interest, taxes, depreciation and amortization ratio. operating_income : Optional[int] Operating income. - operating_income_ratio : Optional[float] + operating_income_ratio : Optional[Union[float]] Operating income ratio. interest_income : Optional[int] Interest income. @@ -1592,50 +1677,51 @@ class ROUTER_stocks_fa(Container): Total other income expenses net. income_before_tax : Optional[int] Income before tax. - income_before_tax_ratio : Optional[float] + income_before_tax_ratio : Optional[Union[float]] Income before tax ratio. income_tax_expense : Optional[int] Income tax expense. net_income : Optional[int] Net income. - net_income_ratio : Optional[float] + net_income_ratio : Optional[Union[float]] Net income ratio. - eps : Optional[float] + eps : Optional[Union[float]] Earnings per share. - eps_diluted : Optional[float] + eps_diluted : Optional[Union[float]] Earnings per share diluted. weighted_average_shares_outstanding : Optional[int] Weighted average shares outstanding. weighted_average_shares_outstanding_dil : Optional[int] Weighted average shares outstanding diluted. - link : Optional[str] + link : Optional[Union[str]] Link to the income statement. - final_link : Optional[str] + final_link : Optional[Union[str]] Final link to the income statement. - reported_currency : Optional[str] + reported_currency : Optional[Union[str]] Reporting currency. (provider: fmp) - filling_date : Optional[date] + filling_date : Optional[Union[date]] Filling date. (provider: fmp) - accepted_date : Optional[datetime] + accepted_date : Optional[Union[datetime]] Accepted date. (provider: fmp) - calendar_year : Optional[int] + calendar_year : Optional[Union[int]] Calendar year. (provider: fmp) - income_loss_from_continuing_operations_before_tax : Optional[float] + income_loss_from_continuing_operations_before_tax : Optional[Union[float]] Income/Loss From Continuing Operations After Tax (provider: polygon) - income_loss_from_continuing_operations_after_tax : Optional[float] + income_loss_from_continuing_operations_after_tax : Optional[Union[float]] Income (loss) from continuing operations after tax (provider: polygon) - benefits_costs_expenses : Optional[float] + benefits_costs_expenses : Optional[Union[float]] Benefits, costs and expenses (provider: polygon) net_income_loss_attributable_to_noncontrolling_interest : Optional[int] Net income (loss) attributable to noncontrolling interest (provider: polygon) - net_income_loss_attributable_to_parent : Optional[float] + net_income_loss_attributable_to_parent : Optional[Union[float]] Net income (loss) attributable to parent (provider: polygon) - net_income_loss_available_to_common_stockholders_basic : Optional[float] + net_income_loss_available_to_common_stockholders_basic : Optional[Union[float]] Net Income/Loss Available To Common Stockholders Basic (provider: polygon) - participating_securities_distributed_and_undistributed_earnings_loss_basic : Optional[float] + participating_securities_distributed_and_undistributed_earnings_loss_basic : Optional[Union[float]] Participating Securities Distributed And Undistributed Earnings Loss Basic (provider: polygon) - nonoperating_income_loss : Optional[float] + nonoperating_income_loss : Optional[Union[float]] Nonoperating Income Loss (provider: polygon) +<<<<<<< Updated upstream preferred_stock_dividends_and_other_adjustments : Optional[float] Preferred stock dividends and other adjustments (provider: polygon) Example @@ -1644,6 +1730,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.income(symbol=AAPL, period=annual, limit=12) """ # noqa: E501 +======= + preferred_stock_dividends_and_other_adjustments : Optional[Union[float]] + Preferred stock dividends and other adjustments (provider: polygon)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -1665,19 +1755,23 @@ class ROUTER_stocks_fa(Container): @validate def income_growth( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - limit: Annotated[ + limit: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="The number of data entries to return."), ] = 10, - period: Annotated[ + period: typing_extensions.Annotated[ Literal["annual", "quarter"], OpenBBCustomParameter(description="Time period of the data to return."), ] = "annual", +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Income Statement Growth. Information about the growth of the company income statement. @@ -1690,7 +1784,7 @@ class ROUTER_stocks_fa(Container): The number of data entries to return. period : Literal['annual', 'quarter'] Time period of the data to return. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -1698,9 +1792,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[IncomeStatementGrowth] + results : Union[List[IncomeStatementGrowth]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1711,7 +1805,7 @@ class ROUTER_stocks_fa(Container): IncomeStatementGrowth --------------------- - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol to get data for. date : date The date of the data. @@ -1796,11 +1890,11 @@ class ROUTER_stocks_fa(Container): @validate def ins( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - transactionType: Annotated[ + transactionType: typing_extensions.Annotated[ Union[ List[ Literal[ @@ -1829,11 +1923,15 @@ class ROUTER_stocks_fa(Container): ], OpenBBCustomParameter(description="Type of the transaction."), ] = ["P-Purchase"], - page: Annotated[ - Optional[int], + page: typing_extensions.Annotated[ + Union[int, None], OpenBBCustomParameter(description="Page number of the data to fetch."), ] = 0, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Stock Insider Trading. Information about insider trading. @@ -1844,9 +1942,9 @@ class ROUTER_stocks_fa(Container): Symbol to get data for. transactionType : Union[List[Literal['A-Award', 'C-Conversion', 'D-Return', ... Type of the transaction. - page : Optional[int] + page : Union[int, None] Page number of the data to fetch. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -1854,9 +1952,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[StockInsiderTrading] + results : Union[List[StockInsiderTrading]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1924,19 +2022,23 @@ class ROUTER_stocks_fa(Container): @validate def ins_own( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - include_current_quarter: Annotated[ - Optional[bool], + include_current_quarter: typing_extensions.Annotated[ + Union[bool, None], OpenBBCustomParameter(description="Include current quarter data."), ] = False, - date: Annotated[ - Optional[datetime.date], + date: typing_extensions.Annotated[ + Union[datetime.date, None], OpenBBCustomParameter(description="A specific date to get data for."), ] = None, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Institutional Ownership. Institutional ownership data. @@ -1945,11 +2047,11 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - include_current_quarter : Optional[bool] + include_current_quarter : Union[bool, None] Include current quarter data. - date : Optional[datetime.date] + date : Union[datetime.date, None] A specific date to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -1957,9 +2059,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[InstitutionalOwnership] + results : Union[List[InstitutionalOwnership]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -1972,7 +2074,7 @@ class ROUTER_stocks_fa(Container): ---------------------- symbol : str Symbol to get data for. - cik : Optional[str] + cik : Optional[Union[str]] CIK of the company. date : date The date of the data. @@ -2069,19 +2171,23 @@ class ROUTER_stocks_fa(Container): @validate def metrics( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - period: Annotated[ - Optional[Literal["annual", "quarter"]], + period: typing_extensions.Annotated[ + Union[Literal["annual", "quarter"], None], OpenBBCustomParameter(description="Time period of the data to return."), ] = "annual", - limit: Annotated[ - Optional[int], + limit: typing_extensions.Annotated[ + Union[int, None], OpenBBCustomParameter(description="The number of data entries to return."), ] = 100, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Key Metrics. Key metrics for a given company. @@ -2090,23 +2196,23 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - period : Optional[Literal['annual', 'quarter']] + period : Union[Literal['annual', 'quarter'], None] Time period of the data to return. - limit : Optional[int] + limit : Union[int, None] The number of data entries to return. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. - with_ttm : Optional[bool] + with_ttm : Optional[Union[bool]] Include trailing twelve months (TTM) data. (provider: fmp) Returns ------- OBBject - results : List[KeyMetrics] + results : Union[List[KeyMetrics]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -2117,125 +2223,125 @@ class ROUTER_stocks_fa(Container): KeyMetrics ---------- - symbol : Optional[str] + symbol : Optional[Union[str]] Symbol to get data for. date : date The date of the data. period : str Period of the data. - revenue_per_share : Optional[float] + revenue_per_share : Optional[Union[float]] Revenue per share - net_income_per_share : Optional[float] + net_income_per_share : Optional[Union[float]] Net income per share - operating_cash_flow_per_share : Optional[float] + operating_cash_flow_per_share : Optional[Union[float]] Operating cash flow per share - free_cash_flow_per_share : Optional[float] + free_cash_flow_per_share : Optional[Union[float]] Free cash flow per share - cash_per_share : Optional[float] + cash_per_share : Optional[Union[float]] Cash per share - book_value_per_share : Optional[float] + book_value_per_share : Optional[Union[float]] Book value per share - tangible_book_value_per_share : Optional[float] + tangible_book_value_per_share : Optional[Union[float]] Tangible book value per share - shareholders_equity_per_share : Optional[float] + shareholders_equity_per_share : Optional[Union[float]] Shareholders equity per share - interest_debt_per_share : Optional[float] + interest_debt_per_share : Optional[Union[float]] Interest debt per share - market_cap : Optional[float] + market_cap : Optional[Union[float]] Market capitalization - enterprise_value : Optional[float] + enterprise_value : Optional[Union[float]] Enterprise value - pe_ratio : Optional[float] + pe_ratio : Optional[Union[float]] Price-to-earnings ratio (P/E ratio) - price_to_sales_ratio : Optional[float] + price_to_sales_ratio : Optional[Union[float]] Price-to-sales ratio - pocf_ratio : Optional[float] + pocf_ratio : Optional[Union[float]] Price-to-operating cash flow ratio - pfcf_ratio : Optional[float] + pfcf_ratio : Optional[Union[float]] Price-to-free cash flow ratio - pb_ratio : Optional[float] + pb_ratio : Optional[Union[float]] Price-to-book ratio - ptb_ratio : Optional[float] + ptb_ratio : Optional[Union[float]] Price-to-tangible book ratio - ev_to_sales : Optional[float] + ev_to_sales : Optional[Union[float]] Enterprise value-to-sales ratio - enterprise_value_over_ebitda : Optional[float] + enterprise_value_over_ebitda : Optional[Union[float]] Enterprise value-to-EBITDA ratio - ev_to_operating_cash_flow : Optional[float] + ev_to_operating_cash_flow : Optional[Union[float]] Enterprise value-to-operating cash flow ratio - ev_to_free_cash_flow : Optional[float] + ev_to_free_cash_flow : Optional[Union[float]] Enterprise value-to-free cash flow ratio - earnings_yield : Optional[float] + earnings_yield : Optional[Union[float]] Earnings yield - free_cash_flow_yield : Optional[float] + free_cash_flow_yield : Optional[Union[float]] Free cash flow yield - debt_to_equity : Optional[float] + debt_to_equity : Optional[Union[float]] Debt-to-equity ratio - debt_to_assets : Optional[float] + debt_to_assets : Optional[Union[float]] Debt-to-assets ratio - net_debt_to_ebitda : Optional[float] + net_debt_to_ebitda : Optional[Union[float]] Net debt-to-EBITDA ratio - current_ratio : Optional[float] + current_ratio : Optional[Union[float]] Current ratio - interest_coverage : Optional[float] + interest_coverage : Optional[Union[float]] Interest coverage - income_quality : Optional[float] + income_quality : Optional[Union[float]] Income quality - dividend_yield : Optional[float] + dividend_yield : Optional[Union[float]] Dividend yield - payout_ratio : Optional[float] + payout_ratio : Optional[Union[float]] Payout ratio - sales_general_and_administrative_to_revenue : Optional[float] + sales_general_and_administrative_to_revenue : Optional[Union[float]] Sales general and administrative expenses-to-revenue ratio - research_and_development_to_revenue : Optional[float] + research_and_development_to_revenue : Optional[Union[float]] Research and development expenses-to-revenue ratio - intangibles_to_total_assets : Optional[float] + intangibles_to_total_assets : Optional[Union[float]] Intangibles-to-total assets ratio - capex_to_operating_cash_flow : Optional[float] + capex_to_operating_cash_flow : Optional[Union[float]] Capital expenditures-to-operating cash flow ratio - capex_to_revenue : Optional[float] + capex_to_revenue : Optional[Union[float]] Capital expenditures-to-revenue ratio - capex_to_depreciation : Optional[float] + capex_to_depreciation : Optional[Union[float]] Capital expenditures-to-depreciation ratio - stock_based_compensation_to_revenue : Optional[float] + stock_based_compensation_to_revenue : Optional[Union[float]] Stock-based compensation-to-revenue ratio - graham_number : Optional[float] + graham_number : Optional[Union[float]] Graham number - roic : Optional[float] + roic : Optional[Union[float]] Return on invested capital - return_on_tangible_assets : Optional[float] + return_on_tangible_assets : Optional[Union[float]] Return on tangible assets - graham_net_net : Optional[float] + graham_net_net : Optional[Union[float]] Graham net-net working capital - working_capital : Optional[float] + working_capital : Optional[Union[float]] Working capital - tangible_asset_value : Optional[float] + tangible_asset_value : Optional[Union[float]] Tangible asset value - net_current_asset_value : Optional[float] + net_current_asset_value : Optional[Union[float]] Net current asset value - invested_capital : Optional[float] + invested_capital : Optional[Union[float]] Invested capital - average_receivables : Optional[float] + average_receivables : Optional[Union[float]] Average receivables - average_payables : Optional[float] + average_payables : Optional[Union[float]] Average payables - average_inventory : Optional[float] + average_inventory : Optional[Union[float]] Average inventory - days_sales_outstanding : Optional[float] + days_sales_outstanding : Optional[Union[float]] Days sales outstanding - days_payables_outstanding : Optional[float] + days_payables_outstanding : Optional[Union[float]] Days payables outstanding - days_of_inventory_on_hand : Optional[float] + days_of_inventory_on_hand : Optional[Union[float]] Days of inventory on hand - receivables_turnover : Optional[float] + receivables_turnover : Optional[Union[float]] Receivables turnover - payables_turnover : Optional[float] + payables_turnover : Optional[Union[float]] Payables turnover - inventory_turnover : Optional[float] + inventory_turnover : Optional[Union[float]] Inventory turnover - roe : Optional[float] + roe : Optional[Union[float]] Return on equity - capex_per_share : Optional[float] + capex_per_share : Optional[Union[float]] Capital expenditures per share calendar_year : Optional[int] Calendar year. (provider: fmp) @@ -2266,11 +2372,15 @@ class ROUTER_stocks_fa(Container): @validate def mgmt( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Key Executives. Key executives for a given company. @@ -2279,7 +2389,7 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -2287,9 +2397,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[KeyExecutives] + results : Union[List[KeyExecutives]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -2308,7 +2418,7 @@ class ROUTER_stocks_fa(Container): Pay of the key executive. currency_pay : str Currency of the pay. - gender : Optional[str] + gender : Optional[Union[str]] Gender of the key executive. year_born : Optional[int] Birth year of the key executive. @@ -2339,11 +2449,15 @@ class ROUTER_stocks_fa(Container): @validate def overview( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[Data]: """Company Overview. General information about a company. @@ -2352,7 +2466,7 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -2360,9 +2474,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : CompanyOverview + results : Union[CompanyOverview] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -2375,65 +2489,65 @@ class ROUTER_stocks_fa(Container): --------------- symbol : str Symbol to get data for. - price : Optional[float] + price : Optional[Union[float]] Price of the company. - beta : Optional[float] + beta : Optional[Union[float]] Beta of the company. vol_avg : Optional[int] Volume average of the company. mkt_cap : Optional[int] Market capitalization of the company. - last_div : Optional[float] + last_div : Optional[Union[float]] Last dividend of the company. - range : Optional[str] + range : Optional[Union[str]] Range of the company. - changes : Optional[float] + changes : Optional[Union[float]] Changes of the company. - company_name : Optional[str] + company_name : Optional[Union[str]] Company name of the company. - currency : Optional[str] + currency : Optional[Union[str]] Currency of the company. - cik : Optional[str] + cik : Optional[Union[str]] CIK of the company. - isin : Optional[str] + isin : Optional[Union[str]] ISIN of the company. - cusip : Optional[str] + cusip : Optional[Union[str]] CUSIP of the company. - exchange : Optional[str] + exchange : Optional[Union[str]] Exchange of the company. - exchange_short_name : Optional[str] + exchange_short_name : Optional[Union[str]] Exchange short name of the company. - industry : Optional[str] + industry : Optional[Union[str]] Industry of the company. - website : Optional[str] + website : Optional[Union[str]] Website of the company. - description : Optional[str] + description : Optional[Union[str]] Description of the company. - ceo : Optional[str] + ceo : Optional[Union[str]] CEO of the company. - sector : Optional[str] + sector : Optional[Union[str]] Sector of the company. - country : Optional[str] + country : Optional[Union[str]] Country of the company. - full_time_employees : Optional[str] + full_time_employees : Optional[Union[str]] Full time employees of the company. - phone : Optional[str] + phone : Optional[Union[str]] Phone of the company. - address : Optional[str] + address : Optional[Union[str]] Address of the company. - city : Optional[str] + city : Optional[Union[str]] City of the company. - state : Optional[str] + state : Optional[Union[str]] State of the company. - zip : Optional[str] + zip : Optional[Union[str]] Zip of the company. - dcf_diff : Optional[float] + dcf_diff : Optional[Union[float]] Discounted cash flow difference of the company. - dcf : Optional[float] + dcf : Optional[Union[float]] Discounted cash flow of the company. - image : Optional[str] + image : Optional[Union[str]] Image of the company. - ipo_date : Optional[date] + ipo_date : Optional[Union[date]] IPO date of the company. default_image : bool If the image is the default image. @@ -2470,19 +2584,23 @@ class ROUTER_stocks_fa(Container): @validate def own( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - date: Annotated[ - Optional[datetime.date], + date: typing_extensions.Annotated[ + Union[datetime.date, None], OpenBBCustomParameter(description="A specific date to get data for."), ] = None, - page: Annotated[ - Optional[int], + page: typing_extensions.Annotated[ + Union[int, None], OpenBBCustomParameter(description="Page number of the data to fetch."), ] = 0, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Stock Ownership. Information about the company ownership. @@ -2491,11 +2609,11 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - date : Optional[datetime.date] + date : Union[datetime.date, None] A specific date to get data for. - page : Optional[int] + page : Union[int, None] Page number of the data to fetch. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -2503,9 +2621,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[StockOwnership] + results : Union[List[StockOwnership]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -2621,11 +2739,15 @@ class ROUTER_stocks_fa(Container): @validate def pt( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[Data]: """Price Target Consensus. Price target consensus data. @@ -2634,7 +2756,7 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -2642,9 +2764,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : PriceTargetConsensus + results : Union[PriceTargetConsensus] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -2657,12 +2779,13 @@ class ROUTER_stocks_fa(Container): -------------------- symbol : str Symbol to get data for. - target_high : Optional[float] + target_high : Optional[Union[float]] High target of the price target consensus. - target_low : Optional[float] + target_low : Optional[Union[float]] Low target of the price target consensus. - target_consensus : Optional[float] + target_consensus : Optional[Union[float]] Consensus target of the price target consensus. +<<<<<<< Updated upstream target_median : Optional[float] Median target of the price target consensus. Example @@ -2671,6 +2794,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.pt(symbol=AAPL) """ # noqa: E501 +======= + target_median : Optional[Union[float]] + Median target of the price target consensus.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -2690,11 +2817,15 @@ class ROUTER_stocks_fa(Container): @validate def pta( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Price Target. Price target data. @@ -2703,7 +2834,7 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -2713,9 +2844,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[PriceTarget] + results : Union[List[PriceTarget]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -2730,28 +2861,29 @@ class ROUTER_stocks_fa(Container): Symbol to get data for. published_date : datetime Published date of the price target. - news_url : Optional[str] + news_url : Optional[Union[str]] News URL of the price target. - news_title : Optional[str] + news_title : Optional[Union[str]] News title of the price target. - analyst_name : Optional[str] + analyst_name : Optional[Union[str]] Analyst name. - analyst_company : Optional[str] + analyst_company : Optional[Union[str]] Analyst company. - price_target : Optional[float] + price_target : Optional[Union[float]] Price target. - adj_price_target : Optional[float] + adj_price_target : Optional[Union[float]] Adjusted price target. - price_when_posted : Optional[float] + price_when_posted : Optional[Union[float]] Price when posted. - news_publisher : Optional[str] + news_publisher : Optional[Union[str]] News publisher of the price target. - news_base_url : Optional[str] + news_base_url : Optional[Union[str]] News base URL of the price target. - new_grade : Optional[str] + new_grade : Optional[Union[str]] New grade (provider: fmp) - previous_grade : Optional[str] + previous_grade : Optional[Union[str]] Previous grade (provider: fmp) +<<<<<<< Updated upstream grading_company : Optional[str] Grading company (provider: fmp) Example @@ -2760,6 +2892,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.pta(symbol=AAPL) """ # noqa: E501 +======= + grading_company : Optional[Union[str]] + Grading company (provider: fmp)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -2779,19 +2915,23 @@ class ROUTER_stocks_fa(Container): @validate def ratios( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - period: Annotated[ + period: typing_extensions.Annotated[ Literal["annual", "quarter"], OpenBBCustomParameter(description="Time period of the data to return."), ] = "annual", - limit: Annotated[ + limit: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="The number of data entries to return."), ] = 12, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Extensive set of ratios over time. Financial ratios for a given company. @@ -2804,19 +2944,19 @@ class ROUTER_stocks_fa(Container): Time period of the data to return. limit : int The number of data entries to return. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. - with_ttm : Optional[bool] + with_ttm : Optional[Union[bool]] Include trailing twelve months (TTM) data. (provider: fmp) Returns ------- OBBject - results : List[FinancialRatios] + results : Union[List[FinancialRatios]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -2833,112 +2973,113 @@ class ROUTER_stocks_fa(Container): Date of the financial ratios. period : str Period of the financial ratios. - current_ratio : Optional[float] + current_ratio : Optional[Union[float]] Current ratio. - quick_ratio : Optional[float] + quick_ratio : Optional[Union[float]] Quick ratio. - cash_ratio : Optional[float] + cash_ratio : Optional[Union[float]] Cash ratio. - days_of_sales_outstanding : Optional[float] + days_of_sales_outstanding : Optional[Union[float]] Days of sales outstanding. - days_of_inventory_outstanding : Optional[float] + days_of_inventory_outstanding : Optional[Union[float]] Days of inventory outstanding. - operating_cycle : Optional[float] + operating_cycle : Optional[Union[float]] Operating cycle. - days_of_payables_outstanding : Optional[float] + days_of_payables_outstanding : Optional[Union[float]] Days of payables outstanding. - cash_conversion_cycle : Optional[float] + cash_conversion_cycle : Optional[Union[float]] Cash conversion cycle. - gross_profit_margin : Optional[float] + gross_profit_margin : Optional[Union[float]] Gross profit margin. - operating_profit_margin : Optional[float] + operating_profit_margin : Optional[Union[float]] Operating profit margin. - pretax_profit_margin : Optional[float] + pretax_profit_margin : Optional[Union[float]] Pretax profit margin. - net_profit_margin : Optional[float] + net_profit_margin : Optional[Union[float]] Net profit margin. - effective_tax_rate : Optional[float] + effective_tax_rate : Optional[Union[float]] Effective tax rate. - return_on_assets : Optional[float] + return_on_assets : Optional[Union[float]] Return on assets. - return_on_equity : Optional[float] + return_on_equity : Optional[Union[float]] Return on equity. - return_on_capital_employed : Optional[float] + return_on_capital_employed : Optional[Union[float]] Return on capital employed. - net_income_per_ebt : Optional[float] + net_income_per_ebt : Optional[Union[float]] Net income per EBT. - ebt_per_ebit : Optional[float] + ebt_per_ebit : Optional[Union[float]] EBT per EBIT. - ebit_per_revenue : Optional[float] + ebit_per_revenue : Optional[Union[float]] EBIT per revenue. - debt_ratio : Optional[float] + debt_ratio : Optional[Union[float]] Debt ratio. - debt_equity_ratio : Optional[float] + debt_equity_ratio : Optional[Union[float]] Debt equity ratio. - long_term_debt_to_capitalization : Optional[float] + long_term_debt_to_capitalization : Optional[Union[float]] Long term debt to capitalization. - total_debt_to_capitalization : Optional[float] + total_debt_to_capitalization : Optional[Union[float]] Total debt to capitalization. - interest_coverage : Optional[float] + interest_coverage : Optional[Union[float]] Interest coverage. - cash_flow_to_debt_ratio : Optional[float] + cash_flow_to_debt_ratio : Optional[Union[float]] Cash flow to debt ratio. - company_equity_multiplier : Optional[float] + company_equity_multiplier : Optional[Union[float]] Company equity multiplier. - receivables_turnover : Optional[float] + receivables_turnover : Optional[Union[float]] Receivables turnover. - payables_turnover : Optional[float] + payables_turnover : Optional[Union[float]] Payables turnover. - inventory_turnover : Optional[float] + inventory_turnover : Optional[Union[float]] Inventory turnover. - fixed_asset_turnover : Optional[float] + fixed_asset_turnover : Optional[Union[float]] Fixed asset turnover. - asset_turnover : Optional[float] + asset_turnover : Optional[Union[float]] Asset turnover. - operating_cash_flow_per_share : Optional[float] + operating_cash_flow_per_share : Optional[Union[float]] Operating cash flow per share. - free_cash_flow_per_share : Optional[float] + free_cash_flow_per_share : Optional[Union[float]] Free cash flow per share. - cash_per_share : Optional[float] + cash_per_share : Optional[Union[float]] Cash per share. - payout_ratio : Optional[float] + payout_ratio : Optional[Union[float]] Payout ratio. - operating_cash_flow_sales_ratio : Optional[float] + operating_cash_flow_sales_ratio : Optional[Union[float]] Operating cash flow sales ratio. - free_cash_flow_operating_cash_flow_ratio : Optional[float] + free_cash_flow_operating_cash_flow_ratio : Optional[Union[float]] Free cash flow operating cash flow ratio. - cash_flow_coverage_ratios : Optional[float] + cash_flow_coverage_ratios : Optional[Union[float]] Cash flow coverage ratios. - short_term_coverage_ratios : Optional[float] + short_term_coverage_ratios : Optional[Union[float]] Short term coverage ratios. - capital_expenditure_coverage_ratio : Optional[float] + capital_expenditure_coverage_ratio : Optional[Union[float]] Capital expenditure coverage ratio. - dividend_paid_and_capex_coverage_ratio : Optional[float] + dividend_paid_and_capex_coverage_ratio : Optional[Union[float]] Dividend paid and capex coverage ratio. - dividend_payout_ratio : Optional[float] + dividend_payout_ratio : Optional[Union[float]] Dividend payout ratio. - price_book_value_ratio : Optional[float] + price_book_value_ratio : Optional[Union[float]] Price book value ratio. - price_to_book_ratio : Optional[float] + price_to_book_ratio : Optional[Union[float]] Price to book ratio. - price_to_sales_ratio : Optional[float] + price_to_sales_ratio : Optional[Union[float]] Price to sales ratio. - price_earnings_ratio : Optional[float] + price_earnings_ratio : Optional[Union[float]] Price earnings ratio. - price_to_free_cash_flows_ratio : Optional[float] + price_to_free_cash_flows_ratio : Optional[Union[float]] Price to free cash flows ratio. - price_to_operating_cash_flows_ratio : Optional[float] + price_to_operating_cash_flows_ratio : Optional[Union[float]] Price to operating cash flows ratio. - price_cash_flow_ratio : Optional[float] + price_cash_flow_ratio : Optional[Union[float]] Price cash flow ratio. - price_earnings_to_growth_ratio : Optional[float] + price_earnings_to_growth_ratio : Optional[Union[float]] Price earnings to growth ratio. - price_sales_ratio : Optional[float] + price_sales_ratio : Optional[Union[float]] Price sales ratio. - dividend_yield : Optional[float] + dividend_yield : Optional[Union[float]] Dividend yield. - enterprise_value_multiple : Optional[float] + enterprise_value_multiple : Optional[Union[float]] Enterprise value multiple. +<<<<<<< Updated upstream price_fair_value : Optional[float] Price fair value. Example @@ -2947,6 +3088,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.ratios(symbol=AAPL, period=annual, limit=12) """ # noqa: E501 +======= + price_fair_value : Optional[Union[float]] + Price fair value.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -2968,19 +3113,27 @@ class ROUTER_stocks_fa(Container): @validate def revgeo( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream period: Annotated[ +======= + period: typing_extensions.Annotated[ +>>>>>>> Stashed changes Literal["quarter", "annual"], OpenBBCustomParameter(description="Time period of the data to return."), ] = "annual", - structure: Annotated[ + structure: typing_extensions.Annotated[ Literal["hierarchical", "flat"], OpenBBCustomParameter(description="Structure of the returned data."), ] = "flat", +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Revenue Geographic. Geographic revenue data. @@ -2993,7 +3146,7 @@ class ROUTER_stocks_fa(Container): Time period of the data to return. structure : Literal['hierarchical', 'flat'] Structure of the returned data. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -3001,9 +3154,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[RevenueGeographic] + results : Union[List[RevenueGeographic]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -3055,19 +3208,27 @@ class ROUTER_stocks_fa(Container): @validate def revseg( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream period: Annotated[ +======= + period: typing_extensions.Annotated[ +>>>>>>> Stashed changes Literal["quarter", "annual"], OpenBBCustomParameter(description="Time period of the data to return."), ] = "annual", - structure: Annotated[ + structure: typing_extensions.Annotated[ Literal["hierarchical", "flat"], OpenBBCustomParameter(description="Structure of the returned data."), ] = "flat", +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Revenue Business Line. Business line revenue data. @@ -3080,7 +3241,7 @@ class ROUTER_stocks_fa(Container): Time period of the data to return. structure : Literal['hierarchical', 'flat'] Structure of the returned data. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -3088,9 +3249,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[RevenueBusinessLine] + results : Union[List[RevenueBusinessLine]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -3132,11 +3293,15 @@ class ROUTER_stocks_fa(Container): @validate def shrs( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Share Statistics. Share statistics for a given company. @@ -3145,7 +3310,7 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -3153,9 +3318,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[ShareStatistics] + results : Union[List[ShareStatistics]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -3168,14 +3333,15 @@ class ROUTER_stocks_fa(Container): --------------- symbol : str Symbol to get data for. - date : Optional[date] + date : Optional[Union[date]] A specific date to get data for. - free_float : Optional[float] + free_float : Optional[Union[float]] Percentage of unrestricted shares of a publicly-traded company. - float_shares : Optional[float] + float_shares : Optional[Union[float]] Number of shares available for trading by the general public. - outstanding_shares : Optional[float] + outstanding_shares : Optional[Union[float]] Total number of shares of a publicly-traded company. +<<<<<<< Updated upstream source : Optional[str] Source of the received data. Example @@ -3184,6 +3350,10 @@ class ROUTER_stocks_fa(Container): >>> from openbb import obb >>> obb.stocks.fa.shrs(symbol=AAPL) """ # noqa: E501 +======= + source : Optional[Union[str]] + Source of the received data.""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ @@ -3203,11 +3373,15 @@ class ROUTER_stocks_fa(Container): @validate def split( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Historical Stock Splits. Historical stock splits data. @@ -3216,7 +3390,7 @@ class ROUTER_stocks_fa(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -3224,9 +3398,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[HistoricalStockSplits] + results : Union[List[HistoricalStockSplits]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -3270,21 +3444,25 @@ class ROUTER_stocks_fa(Container): @validate def transcript( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], - year: Annotated[ + year: typing_extensions.Annotated[ int, OpenBBCustomParameter(description="Year of the earnings call transcript."), ], - quarter: Annotated[ + quarter: typing_extensions.Annotated[ int, OpenBBCustomParameter( description="Quarter of the earnings call transcript." ), ] = 1, +<<<<<<< Updated upstream provider: Optional[Literal["fmp"]] = None, +======= + provider: Union[Literal["fmp"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Earnings Call Transcript. Earnings call transcript for a given company. @@ -3297,7 +3475,7 @@ class ROUTER_stocks_fa(Container): Year of the earnings call transcript. quarter : int Quarter of the earnings call transcript. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] 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. @@ -3305,9 +3483,9 @@ class ROUTER_stocks_fa(Container): Returns ------- OBBject - results : List[EarningsCallTranscript] + results : Union[List[EarningsCallTranscript]] Serializable results. - provider : Optional[Literal['fmp']] + provider : Union[Literal['fmp'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. diff --git a/openbb_platform/openbb/package/stocks_options.py b/openbb_platform/openbb/package/stocks_options.py index 9df2f4d38fa..17d9f499f81 100644 --- a/openbb_platform/openbb/package/stocks_options.py +++ b/openbb_platform/openbb/package/stocks_options.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -35,11 +39,15 @@ class ROUTER_stocks_options(Container): @validate def chains( self, - symbol: Annotated[ + symbol: typing_extensions.Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], +<<<<<<< Updated upstream provider: Optional[Literal["cboe", "intrinio"]] = None, +======= + provider: Union[Literal["cboe", "intrinio"], None] = None, +>>>>>>> Stashed changes **kwargs ) -> OBBject[List[Data]]: """Get the complete options chain for a ticker. @@ -48,19 +56,19 @@ class ROUTER_stocks_options(Container): ---------- symbol : str Symbol to get data for. - provider : Optional[Literal['cboe', 'intrinio']] + provider : Union[Literal['cboe', 'intrinio'], None] 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. - date : Optional[datetime.date] + date : Optional[Union[datetime.date]] Date for which the options chains are returned. (provider: intrinio) Returns ------- OBBject - results : List[OptionsChains] + results : Union[List[OptionsChains]] Serializable results. - provider : Optional[Literal['cboe', 'intrinio']] + provider : Union[Literal['cboe', 'intrinio'], None] Provider name. warnings : Optional[List[Warning_]] List of warnings. @@ -73,7 +81,7 @@ class ROUTER_stocks_options(Container): ------------- contract_symbol : str Contract symbol for the option. - symbol : Optional[str] + symbol : Optional[Union[str]] Underlying symbol for the option. expiration : date Expiration date of the contract. @@ -81,68 +89,69 @@ class ROUTER_stocks_options(Container): Strike price of the contract. option_type : str Call or Put. - eod_date : Optional[date] + eod_date : Optional[Union[date]] Date for which the options chains are returned. - close : Optional[float] + close : Optional[Union[float]] Close price for the option that day. - close_bid : Optional[float] + close_bid : Optional[Union[float]] The closing bid price for the option that day. - close_ask : Optional[float] + close_ask : Optional[Union[float]] The closing ask price for the option that day. - volume : Optional[float] + volume : Optional[Union[float]] Current trading volume on the contract. - open : Optional[float] + open : Optional[Union[float]] Opening price of the option. - open_bid : Optional[float] + open_bid : Optional[Union[float]] The opening bid price for the option that day. - open_ask : Optional[float] + open_ask : Optional[Union[float]] The opening ask price for the option that day. - open_interest : Optional[float] + open_interest : Optional[Union[float]] Open interest on the contract. - high : Optional[float] + high : Optional[Union[float]] High price of the option. - low : Optional[float] + low : Optional[Union[float]] Low price of the option. - mark : Optional[float] + mark : Optional[Union[float]] The mid-price between the latest bid-ask spread. - ask_high : Optional[float] + ask_high : Optional[Union[float]] The highest ask price for the option that day. - ask_low : Optional[float] + ask_low : Optional[Union[float]] The lowest ask price for the option that day. - bid_high : Optional[float] + bid_high : Optional[Union[float]] The highest bid price for the option that day. - bid_low : Optional[float] + bid_low : Optional[Union[float]] The lowest bid price for the option that day. - implied_volatility : Optional[float] + implied_volatility : Optional[Union[float]] Implied volatility of the option. - delta : Optional[float] + delta : Optional[Union[float]] Delta of the option. - gamma : Optional[float] + gamma : Optional[Union[float]] Gamma of the option. - theta : Optional[float] + theta : Optional[Union[float]] Theta of the option. - vega : Optional[float] + vega : Optional[Union[float]] Vega of the option. - bid_size : Optional[int] + bid_size : Optional[Union[int]] Bid size for the option. (provider: cboe) - ask_size : Optional[int] + ask_size : Optional[Union[int]] Ask size for the option. (provider: cboe) - theoretical : Optional[float] + theoretical : Optional[Union[float]] Theoretical value of the option. (provider: cboe) - last_trade_price : Optional[float] + last_trade_price : Optional[Union[float]] Last trade price of the option. (provider: cboe) - tick : Optional[str] + tick : Optional[Union[str]] Whether the last tick was up or down in price. (provider: cboe) - prev_close : Optional[float] + prev_close : Optional[Union[float]] Previous closing price of the option. (provider: cboe) - change : Optional[float] + change : Optional[Union[float]] Change in price of the option. (provider: cboe) - change_percent : Optional[float] + change_percent : Optional[Union[float]] Change, in percent, of the option. (provider: cboe) - rho : Optional[float] + rho : Optional[Union[float]] Rho of the option. (provider: cboe) - last_trade_timestamp : Optional[datetime] + last_trade_timestamp : Optional[Union[datetime]] Last trade timestamp of the option. (provider: cboe) +<<<<<<< Updated upstream dte : Optional[int] Days to expiration for the option. (provider: cboe) Example @@ -151,6 +160,10 @@ class ROUTER_stocks_options(Container): >>> from openbb import obb >>> obb.stocks.options.chains(symbol=AAPL) """ # noqa: E501 +======= + dte : Optional[Union[int]] + Days to expiration for the option. (provider: cboe)""" # noqa: E501 +>>>>>>> Stashed changes inputs = filter_inputs( provider_choices={ diff --git a/openbb_platform/openbb/package/ta.py b/openbb_platform/openbb/package/ta.py index 041f7461b60..9d76ad77996 100644 --- a/openbb_platform/openbb/package/ta.py +++ b/openbb_platform/openbb/package/ta.py @@ -12,7 +12,11 @@ from inspect import Parameter import typing from typing import List, Dict, Union, Optional, Literal from annotated_types import Ge, Le, Gt, Lt +<<<<<<< Updated upstream from typing_extensions import Annotated +======= +import typing_extensions +>>>>>>> Stashed changes from openbb_core.app.utils import df_to_basemodel from openbb_core.app.static.decorators import validate @@ -113,8 +117,8 @@ class ROUTER_ta(Container): self, data: Union[List[Data], pandas.DataFrame], index: str = "date", - fast: Annotated[int, Gt(gt=0)] = 3, - slow: Annotated[int, Gt(gt=0)] = 10, + fast: typing_extensions.Annotated[int, Gt(gt=0)] = 3, + slow: typing_extensions.Annotated[int, Gt(gt=0)] = 10, offset: int = 0, ) -> OBBject[List[Data]]: """ @@ -278,9 +282,9 @@ class ROUTER_ta(Container): self, data: Union[List[Data], pandas.DataFrame], index: str = "date", - length: Annotated[int, Gt(gt=0)] = 14, + length: typing_extensions.Annotated[int, Gt(gt=0)] = 14, mamode: Literal["rma", "ema", "sma", "wma"] = "rma", - drift: Annotated[int, Ge(ge=0)] = 1, + drift: typing_extensions.Annotated[int, Ge(ge=0)] = 1, offset: int = 0, ) -> OBBject[List[Data]]: """ @@ -335,7 +339,7 @@ class ROUTER_ta(Container): target: str = "close", index: str = "date", length: int = 50, - std: Annotated[float, Ge(ge=0)] = 2, + std: typing_extensions.Annotated[float, Ge(ge=0)] = 2, mamode: Literal["sma", "ema", "wma", "rma"] = "sma", offset: int = 0, ) -> OBBject[List[Data]]: @@ -404,8 +408,8 @@ class ROUTER_ta(Container): self, data: Union[List[Data], pandas.DataFrame], index: str = "date", - length: Annotated[int, Gt(gt=0)] = 14, - scalar: Annotated[float, Gt(gt=0)] = 0.015, + length: typing_extensions.Annotated[int, Gt(gt=0)] = 14, + scalar: typing_extensions.Annotated[float, Gt(gt=0)] = 0.015, ) -> OBBject[List[Data]]: """ The CCI is designed to detect beginning and ending market trends. @@ -448,7 +452,7 @@ class ROUTER_ta(Container): self, data: Union[List[Data], pandas.DataFrame], index: str = "date", - length: Annotated[int, Gt(gt=0)] = 14, + length: typing_extensions.Annotated[int, Gt(gt=0)] = 14, ) -> OBBject[List[Data]]: """ The Center of Gravity indicator, in short, is used to anticipate future price movements @@ -495,7 +499,7 @@ class ROUTER_ta(Container): data: Union[List[Data], pandas.DataFrame], index: str = "date", target: str = "close", - period: Annotated[int, Gt(gt=0)] = 90, + period: typing_extensions.Annotated[int, Gt(gt=0)] = 90, ) -> OBBject[List[Data]]: """ Clenow Volatility Adjusted Momentum. @@ -676,8 +680,8 @@ class ROUTER_ta(Container): self, data: Union[List[Data], pandas.DataFrame], index: str = "date", - lower_length: Annotated[int, Gt(gt=0)] = 20, - upper_length: Annotated[int, Gt(gt=0)] = 20, + lower_length: typing_extensions.Annotated[int, Gt(gt=0)] = 20, + upper_length: typing_extensions.Annotated[int, Gt(gt=0)] = 20, offset: int = 0, ) -> OBBject[List[Data]]: """ @@ -792,9 +796,9 @@ class ROUTER_ta(Container): data: Union[List[Data], pandas.DataFrame], index: str = "date", close_column: Literal["close", "adj_close"] = "close", - period: Annotated[int, Gt(gt=0)] = 120, - start_date: Optional[str] = None, - end_date: Optional[str] = None, + period: typing_extensions.Annotated[int, Gt(gt=0)] = 120, + start_date: Union[str, None] = None, + end_date: Union[str, None] = None, ) -> OBBject[List[Data]]: """Create Fibonacci Retracement Levels. @@ -838,8 +842,8 @@ class ROUTER_ta(Container): self, data: Union[List[Data], pandas.DataFrame], index: str = "date", - length: Annotated[int, Gt(gt=0)] = 14, - signal: Annotated[int, Gt(gt=0)] = 1, + length: typing_extensions.Annotated[int, Gt(gt=0)] = 14, + signal: typing_extensions.Annotated[int, Gt(gt=0)] = 1, ) -> OBBject[List[Data]]: """ The Fisher Transform is a technical indicator created by John F. Ehlers @@ -943,10 +947,10 @@ class ROUTER_ta(Container): self, data: Union[List[Data], pandas.DataFrame], index: str = "date", - conversion: Annotated[int, Gt(gt=0)] = 9, - base: Annotated[int, Gt(gt=0)] = 26, - lagging: Annotated[int, Gt(gt=0)] = 52, - offset: Annotated[int, Gt(gt=0)] = 26, + conversion: typing_extensions.Annotated[int, Gt(gt=0)] = 9, + base: typing_extensions.Annotated[int, Gt(gt=0)] = 26, + lagging: typing_extensions.Annotated[int, Gt(gt=0)] = 52, + offset: typing_extensions.Annotated[int, Gt(gt=0)] = 26, lookahead: bool = False, ) -> OBBject[List[Data]]: """ @@ -993,10 +997,10 @@ class ROUTER_ta(Container): self, data: Union[List[Data], pandas.DataFrame], index: str = "date", - length: Annotated[int, Gt(gt=0)] = 20, - scalar: Annotated[float, Gt(gt=0)] = 20, + length: typing_extensions.Annotated[int, Gt(gt=0)] = 20, + scalar: typing_extensions.Annotated[float, Gt(gt=0)] = 20, mamode: Literal["ema", "sma", "wma", "hma", "zlma"] = "ema", - offset: Annotated[int, Ge(ge=0)] = 0, + offset: typing_extensions.Annotated[int, Ge(ge=0)] = 0, ) -> OBBject[List[Data]]: """ Keltner Channels are volatility-based bands that are placed @@ -1283,9 +1287,9 @@ class ROUTER_ta(Container): self, data: Union[List[Data], pandas.DataFrame], index: str = "date", - fast_k_period: Annotated[int, Ge(ge=0)] = 14, - slow_d_period: Annotated[int, Ge(ge=0)] = 3, - slow_k_period: Annotated[int, Ge(ge=0)] = 3, + fast_k_period: typing_extensions.Annotated[int, Ge(ge=0)] = 14, + slow_d_period: typing_extensions.Annotated[int, Ge(ge=0)] = 3, + slow_k_period: typing_extensions.Annotated[int, Ge(ge=0)] = 3, ) -> OBBject[List[Data]]: """ The Stochastic Oscillator measures where the close is in relation