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OpenBB/openbb_sdk/openbb/package/futures.py
Pratyush Shukla e4a5c4cef0 static
2023-09-26 18:23:22 +05:30

188 lines
6.4 KiB
Python

### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import List, Literal, Union
import typing_extensions
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.filters import filter_inputs
from pydantic import validate_arguments
class ROUTER_futures(Container):
"""/futures
curve
load
"""
def __repr__(self) -> str:
return self.__doc__ or ""
@validate_arguments
def curve(
self,
symbol: typing_extensions.Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
date: typing_extensions.Annotated[
Union[datetime.date, None],
OpenBBCustomParameter(description="Historical date to search curve for."),
] = None,
provider: Union[Literal["cboe", "yfinance"], None] = None,
**kwargs
) -> OBBject[List]:
"""Futures Historical Price.
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for.
date : Union[datetime.date, None]
Historical date to search curve for.
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.
Returns
-------
OBBject
results : List[FuturesCurve]
Serializable results.
provider : Union[Literal['cboe', 'yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
metadata: Optional[Metadata]
Metadata info about the command execution.
FuturesCurve
------------
expiration : Optional[str]
Futures expiration month.
price : Optional[float]
The close price of the symbol.
symbol : Optional[str]
The trading symbol for the tenor of future. (provider: cboe)""" # noqa: E501
inputs = filter_inputs(
provider_choices={
"provider": provider,
},
standard_params={
"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
"date": date,
},
extra_params=kwargs,
)
return self._command_runner.run(
"/futures/curve",
**inputs,
)
@validate_arguments
def load(
self,
symbol: typing_extensions.Annotated[
Union[str, List[str]],
OpenBBCustomParameter(description="Symbol to get data for."),
],
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: typing_extensions.Annotated[
Union[datetime.date, None, str],
OpenBBCustomParameter(
description="End date of the data, in YYYY-MM-DD format."
),
] = None,
expiration: typing_extensions.Annotated[
Union[str, None],
OpenBBCustomParameter(description="Future expiry date with format YYYY-MM"),
] = None,
provider: Union[Literal["yfinance"], None] = None,
**kwargs
) -> OBBject[List]:
"""Futures Historical Price.
Parameters
----------
symbol : Union[str, List[str]]
Symbol to get data for.
start_date : Union[datetime.date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, None, str]
End date of the data, in YYYY-MM-DD format.
expiration : Union[str, None]
Future expiry date with format YYYY-MM
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 : Union[Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo'], None]
Data granularity. (provider: yfinance)
period : Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'], None]
Period of the data to return. (provider: yfinance)
prepost : bool
Include Pre and Post market data. (provider: yfinance)
adjust : bool
Adjust all the data automatically. (provider: yfinance)
back_adjust : bool
Back-adjusted data to mimic true historical prices. (provider: yfinance)
Returns
-------
OBBject
results : List[FuturesHistorical]
Serializable results.
provider : Union[Literal['yfinance'], None]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
metadata: Optional[Metadata]
Metadata info about the command execution.
FuturesHistorical
-----------------
date : Optional[datetime]
The date of the data.
open : Optional[float]
The open price of the symbol.
high : Optional[float]
The high price of the symbol.
low : Optional[float]
The low price of the symbol.
close : Optional[float]
The close price of the symbol.
volume : Optional[float]
The volume of the symbol.""" # noqa: E501
inputs = 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,
"expiration": expiration,
},
extra_params=kwargs,
)
return self._command_runner.run(
"/futures/load",
**inputs,
)