### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ### import datetime from typing import List, Literal, Optional, Union from openbb_core.app.model.custom_parameter import OpenBBCustomParameter from openbb_core.app.model.obbject import OBBject from openbb_core.app.static.container import Container from openbb_core.app.static.utils.decorators import validate from openbb_core.app.static.utils.filters import filter_inputs from typing_extensions import Annotated class ROUTER_index(Container): """/index available constituents market """ def __repr__(self) -> str: return self.__doc__ or "" @validate def available(self, provider: Optional[Literal["fmp"]] = None, **kwargs) -> OBBject: """Available Indices. Available indices for a given provider. Parameters ---------- provider : Optional[Literal['fmp']] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fmp' if there is no default. Returns ------- OBBject results : List[AvailableIndices] Serializable results. provider : Optional[Literal['fmp']] Provider name. warnings : Optional[List[Warning_]] List of warnings. chart : Optional[Chart] Chart object. extra: Dict[str, Any] Extra info. AvailableIndices ---------------- name : Optional[str] Name of the index. currency : Optional[str] Currency the index is traded in. stock_exchange : Optional[str] Stock exchange where the index is listed. (provider: fmp) exchange_short_name : Optional[str] Short name of the stock exchange where the index is listed. (provider: fmp) Example ------- >>> from openbb import obb >>> obb.index.available() """ # noqa: E501 return self._run( "/index/available", **filter_inputs( provider_choices={ "provider": provider, }, standard_params={}, extra_params=kwargs, ) ) @validate def constituents( self, index: Annotated[ Literal["nasdaq", "sp500", "dowjones"], OpenBBCustomParameter( description="Index for which we want to fetch the constituents." ), ] = "dowjones", provider: Optional[Literal["fmp"]] = None, **kwargs ) -> OBBject: """Index Constituents. Constituents of an index. Parameters ---------- index : Literal['nasdaq', 'sp500', 'dowjones'] Index for which we want to fetch the constituents. provider : Optional[Literal['fmp']] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fmp' if there is no default. Returns ------- OBBject results : List[IndexConstituents] Serializable results. provider : Optional[Literal['fmp']] Provider name. warnings : Optional[List[Warning_]] List of warnings. chart : Optional[Chart] Chart object. extra: Dict[str, Any] Extra info. IndexConstituents ----------------- symbol : str Symbol representing the entity requested in the data. name : str 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 the constituent company in the index belongs to. headquarter : Optional[str] Location of the headquarter of the constituent company in the index. date_first_added : Optional[Union[str, date]] Date the constituent company was added to the index. cik : int Central Index Key (CIK) for the requested entity. founded : Optional[Union[str, date]] Founding year of the constituent company in the index. Example ------- >>> from openbb import obb >>> obb.index.constituents(index="dowjones") """ # noqa: E501 return self._run( "/index/constituents", **filter_inputs( provider_choices={ "provider": provider, }, standard_params={ "index": index, }, extra_params=kwargs, ) ) @validate def market( self, symbol: Annotated[ Union[str, List[str]], OpenBBCustomParameter(description="Symbol to get data for."), ], start_date: Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="Start date of the data, in YYYY-MM-DD format." ), ] = None, end_date: Annotated[ Union[datetime.date, None, str], OpenBBCustomParameter( description="End date of the data, in YYYY-MM-DD format." ), ] = None, provider: Optional[Literal["fmp", "intrinio", "polygon"]] = None, **kwargs ) -> OBBject: """Historical Market Indices. Parameters ---------- symbol : str Symbol to get data for. start_date : Optional[datetime.date] Start date of the data, in YYYY-MM-DD format. end_date : Optional[datetime.date] End date of the data, in YYYY-MM-DD format. provider : Optional[Literal['fmp', 'intrinio', 'polygon']] The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fmp' if there is no default. timeseries : Optional[Annotated[int, Ge(ge=0)]] Number of days to look back. (provider: fmp) interval : Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'] Data granularity. (provider: fmp) sort : Literal['asc', 'desc'] Sort the data in ascending or descending order. (provider: fmp); Sort order. (provider: intrinio); Sort order of the data. (provider: polygon) tag : Optional[str] Index tag. (provider: intrinio) type : Optional[str] Index type. (provider: intrinio) limit : int The number of data entries to return. (provider: intrinio, polygon) timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year'] Timespan of the data. (provider: polygon) adjusted : bool Whether the data is adjusted. (provider: polygon) multiplier : int Multiplier of the timespan. (provider: polygon) Returns ------- OBBject results : List[MarketIndices] Serializable results. provider : Optional[Literal['fmp', 'intrinio', 'polygon']] Provider name. warnings : Optional[List[Warning_]] List of warnings. chart : Optional[Chart] Chart object. extra: Dict[str, Any] Extra info. MarketIndices ------------- date : datetime The date of the data. open : Optional[Annotated[float, Strict(strict=True)]] The open price. high : Optional[Annotated[float, Strict(strict=True)]] The high price. low : Optional[Annotated[float, Strict(strict=True)]] The low price. close : Optional[Annotated[float, Strict(strict=True)]] The close price. volume : Optional[int] The trading volume. adj_close : Optional[float] The adjusted close price. (provider: fmp) unadjusted_volume : Optional[float] Unadjusted volume of the symbol. (provider: fmp) change : Optional[float] Change in the price of the symbol from the previous day. (provider: fmp) change_percent : Optional[float] Change % in the price of the symbol. (provider: fmp) label : Optional[str] Human readable format of the date. (provider: fmp) change_over_time : Optional[float] Change % in the price of the symbol over a period of time. (provider: fmp) transactions : Optional[Annotated[int, Gt(gt=0)]] Number of transactions for the symbol in the time period. (provider: polygon) Example ------- >>> from openbb import obb >>> obb.index.market(symbol="SPX") """ # noqa: E501 return self._run( "/index/market", **filter_inputs( provider_choices={ "provider": provider, }, standard_params={ "symbol": ",".join(symbol) if isinstance(symbol, list) else symbol, "start_date": start_date, "end_date": end_date, }, extra_params=kwargs, ) )