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https://github.com/OpenBB-finance/OpenBB.git
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c587a14a95
* add tips yields * default start/end date * gonna need that one * grammar police * mypy * mypy * tests..? * mypy.. * trick pytest..? * try without CommandRunner * black * test cassettes
425 lines
16 KiB
Python
425 lines
16 KiB
Python
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
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import datetime
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from typing import List, Literal, Optional, Union
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from warnings import simplefilter, warn
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from openbb_core.app.deprecation import OpenBBDeprecationWarning
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from openbb_core.app.model.field import OpenBBField
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from openbb_core.app.model.obbject import OBBject
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from openbb_core.app.static.container import Container
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from openbb_core.app.static.utils.decorators import exception_handler, validate
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from openbb_core.app.static.utils.filters import filter_inputs
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from typing_extensions import Annotated, deprecated
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class ROUTER_fixedincome_government(Container):
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"""/fixedincome/government
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tips_yields
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treasury_rates
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us_yield_curve
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yield_curve
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"""
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def __repr__(self) -> str:
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return self.__doc__ or ""
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@exception_handler
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@validate
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def tips_yields(
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self,
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start_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
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] = None,
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end_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
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] = None,
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provider: Annotated[
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Optional[Literal["fred"]],
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OpenBBField(
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
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),
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] = None,
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**kwargs
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) -> OBBject:
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"""Get current Treasury inflation-protected securities yields.
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Parameters
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----------
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start_date : Union[datetime.date, None, str]
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Start date of the data, in YYYY-MM-DD format.
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end_date : Union[datetime.date, None, str]
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End date of the data, in YYYY-MM-DD format.
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provider : Optional[Literal['fred']]
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
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maturity : Optional[Literal[5, 10, 20, 30]]
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The maturity of the security in years - 5, 10, 20, 30 - defaults to all. Note that the maturity is the tenor of the security, not the time to maturity. (provider: fred)
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frequency : Optional[Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
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Frequency aggregation to convert high frequency data to lower frequency.
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None = No change
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a = Annual
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q = Quarterly
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m = Monthly
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w = Weekly
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d = Daily
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wef = Weekly, Ending Friday
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weth = Weekly, Ending Thursday
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wew = Weekly, Ending Wednesday
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wetu = Weekly, Ending Tuesday
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wem = Weekly, Ending Monday
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wesu = Weekly, Ending Sunday
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wesa = Weekly, Ending Saturday
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bwew = Biweekly, Ending Wednesday
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bwem = Biweekly, Ending Monday
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(provider: fred)
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aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
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A key that indicates the aggregation method used for frequency aggregation.
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avg = Average
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sum = Sum
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eop = End of Period
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(provider: fred)
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transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca']]
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Transformation type
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None = No transformation
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chg = Change
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ch1 = Change from Year Ago
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pch = Percent Change
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pc1 = Percent Change from Year Ago
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pca = Compounded Annual Rate of Change
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cch = Continuously Compounded Rate of Change
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cca = Continuously Compounded Annual Rate of Change
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(provider: fred)
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Returns
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-------
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OBBject
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results : List[TipsYields]
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Serializable results.
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provider : Optional[Literal['fred']]
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Provider name.
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warnings : Optional[List[Warning_]]
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List of warnings.
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chart : Optional[Chart]
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Chart object.
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extra : Dict[str, Any]
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Extra info.
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TipsYields
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----------
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date : date
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The date of the data.
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symbol : Optional[str]
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Symbol representing the entity requested in the data.
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due : Optional[date]
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The due date (maturation date) of the security.
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name : Optional[str]
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The name of the security.
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value : Optional[float]
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The yield value.
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Examples
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--------
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>>> from openbb import obb
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>>> obb.fixedincome.government.tips_yields(provider='fred')
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>>> obb.fixedincome.government.tips_yields(maturity=10, provider='fred')
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""" # noqa: E501
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return self._run(
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"/fixedincome/government/tips_yields",
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**filter_inputs(
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provider_choices={
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"provider": self._get_provider(
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provider,
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"fixedincome.government.tips_yields",
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("fred",),
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)
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},
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standard_params={
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"start_date": start_date,
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"end_date": end_date,
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},
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extra_params=kwargs,
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)
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)
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@exception_handler
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@validate
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def treasury_rates(
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self,
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start_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
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] = None,
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end_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
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] = None,
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provider: Annotated[
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Optional[Literal["federal_reserve", "fmp"]],
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OpenBBField(
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fmp."
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),
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] = None,
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**kwargs
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) -> OBBject:
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"""Government Treasury Rates.
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Parameters
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----------
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start_date : Union[datetime.date, None, str]
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Start date of the data, in YYYY-MM-DD format.
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end_date : Union[datetime.date, None, str]
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End date of the data, in YYYY-MM-DD format.
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provider : Optional[Literal['federal_reserve', 'fmp']]
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fmp.
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Returns
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-------
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OBBject
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results : List[TreasuryRates]
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Serializable results.
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provider : Optional[Literal['federal_reserve', 'fmp']]
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Provider name.
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warnings : Optional[List[Warning_]]
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List of warnings.
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chart : Optional[Chart]
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Chart object.
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extra : Dict[str, Any]
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Extra info.
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TreasuryRates
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-------------
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date : date
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The date of the data.
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week_4 : Optional[float]
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4 week Treasury bills rate (secondary market).
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month_1 : Optional[float]
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1 month Treasury rate.
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month_2 : Optional[float]
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2 month Treasury rate.
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month_3 : Optional[float]
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3 month Treasury rate.
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month_6 : Optional[float]
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6 month Treasury rate.
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year_1 : Optional[float]
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1 year Treasury rate.
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year_2 : Optional[float]
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2 year Treasury rate.
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year_3 : Optional[float]
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3 year Treasury rate.
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year_5 : Optional[float]
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5 year Treasury rate.
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year_7 : Optional[float]
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7 year Treasury rate.
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year_10 : Optional[float]
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10 year Treasury rate.
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year_20 : Optional[float]
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20 year Treasury rate.
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year_30 : Optional[float]
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30 year Treasury rate.
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Examples
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--------
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>>> from openbb import obb
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>>> obb.fixedincome.government.treasury_rates(provider='fmp')
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""" # noqa: E501
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return self._run(
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"/fixedincome/government/treasury_rates",
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**filter_inputs(
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provider_choices={
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"provider": self._get_provider(
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provider,
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"fixedincome.government.treasury_rates",
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("federal_reserve", "fmp"),
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)
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},
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standard_params={
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"start_date": start_date,
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"end_date": end_date,
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},
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extra_params=kwargs,
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)
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)
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@exception_handler
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@validate
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@deprecated(
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"This endpoint will be removed in a future version. Use, `/fixedincome/government/yield_curve`, instead. Deprecated in OpenBB Platform V4.2 to be removed in V4.4.",
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category=OpenBBDeprecationWarning,
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)
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def us_yield_curve(
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self,
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date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(
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description="A specific date to get data for. Defaults to the most recent FRED entry."
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),
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] = None,
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inflation_adjusted: Annotated[
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Optional[bool], OpenBBField(description="Get inflation adjusted rates.")
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] = False,
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provider: Annotated[
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Optional[Literal["fred"]],
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OpenBBField(
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
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),
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] = None,
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**kwargs
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) -> OBBject:
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"""US Yield Curve. Get United States yield curve.
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Parameters
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----------
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date : Union[datetime.date, None, str]
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A specific date to get data for. Defaults to the most recent FRED entry.
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inflation_adjusted : Optional[bool]
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Get inflation adjusted rates.
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provider : Optional[Literal['fred']]
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
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Returns
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-------
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OBBject
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results : List[USYieldCurve]
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Serializable results.
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provider : Optional[Literal['fred']]
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Provider name.
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warnings : Optional[List[Warning_]]
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List of warnings.
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chart : Optional[Chart]
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Chart object.
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extra : Dict[str, Any]
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Extra info.
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USYieldCurve
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------------
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maturity : float
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Maturity of the treasury rate in years.
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rate : float
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Associated rate given in decimal form (0.05 is 5%)
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Examples
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--------
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>>> from openbb import obb
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>>> obb.fixedincome.government.us_yield_curve(provider='fred')
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>>> obb.fixedincome.government.us_yield_curve(inflation_adjusted=True, provider='fred')
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""" # noqa: E501
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simplefilter("always", DeprecationWarning)
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warn(
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"This endpoint will be removed in a future version. Use, `/fixedincome/government/yield_curve`, instead. Deprecated in OpenBB Platform V4.2 to be removed in V4.4.",
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category=DeprecationWarning,
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stacklevel=2,
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)
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return self._run(
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"/fixedincome/government/us_yield_curve",
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**filter_inputs(
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provider_choices={
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"provider": self._get_provider(
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provider,
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"fixedincome.government.us_yield_curve",
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("fred",),
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)
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},
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standard_params={
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"date": date,
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"inflation_adjusted": inflation_adjusted,
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},
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extra_params=kwargs,
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)
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)
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@exception_handler
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@validate
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def yield_curve(
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self,
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date: Annotated[
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Union[str, None, List[Optional[str]]],
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OpenBBField(
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description="A specific date to get data for. By default is the current data. Multiple comma separated items allowed for provider(s): econdb, federal_reserve, fmp, fred."
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),
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] = None,
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provider: Annotated[
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Optional[Literal["econdb", "federal_reserve", "fmp", "fred"]],
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OpenBBField(
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: econdb, federal_reserve, fmp, fred."
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),
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] = None,
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**kwargs
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) -> OBBject:
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"""Get yield curve data by country and date.
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Parameters
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----------
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date : Union[str, None, List[Optional[str]]]
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A specific date to get data for. By default is the current data. Multiple comma separated items allowed for provider(s): econdb, federal_reserve, fmp, fred.
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provider : Optional[Literal['econdb', 'federal_reserve', 'fmp', 'fred']]
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: econdb, federal_reserve, fmp, fred.
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country : Literal['australia', 'canada', 'china', 'hong_kong', 'india', 'japan', 'mexico', 'new_zealand', 'russia', 'saudi_arabia', 'singapore', 'south_africa', 'south_korea', 'taiwan', 'thailand', 'united_kingdom', 'united_states']
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The country to get data. New Zealand, Mexico, Singapore, and Thailand have only monthly data. The nearest date to the requested one will be used. (provider: econdb)
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use_cache : bool
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If true, cache the request for four hours. (provider: econdb)
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yield_curve_type : Literal['nominal', 'real', 'breakeven', 'treasury_minus_fed_funds', 'corporate_spot', 'corporate_par']
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Yield curve type. Nominal and Real Rates are available daily, others are monthly. The closest date to the requested date will be returned. (provider: fred)
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Returns
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-------
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OBBject
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results : List[YieldCurve]
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Serializable results.
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provider : Optional[Literal['econdb', 'federal_reserve', 'fmp', 'fred']]
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Provider name.
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warnings : Optional[List[Warning_]]
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List of warnings.
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chart : Optional[Chart]
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Chart object.
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extra : Dict[str, Any]
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Extra info.
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YieldCurve
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----------
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date : Optional[date]
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The date of the data.
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maturity : str
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Maturity length of the security.
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rate : float
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The yield as a normalized percent (0.05 is 5%)
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Examples
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--------
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>>> from openbb import obb
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>>> obb.fixedincome.government.yield_curve(provider='federal_reserve')
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>>> obb.fixedincome.government.yield_curve(date='2023-05-01,2024-05-01', provider='fmp')
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>>> obb.fixedincome.government.yield_curve(date='2023-05-01', country='united_kingdom', provider='econdb')
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>>> obb.fixedincome.government.yield_curve(provider='fred', yield_curve_type='real', date='2023-05-01,2024-05-01')
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""" # noqa: E501
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return self._run(
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"/fixedincome/government/yield_curve",
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**filter_inputs(
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provider_choices={
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"provider": self._get_provider(
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provider,
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"fixedincome.government.yield_curve",
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("econdb", "federal_reserve", "fmp", "fred"),
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)
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},
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standard_params={
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"date": date,
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},
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extra_params=kwargs,
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info={
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"date": {
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"econdb": ["multiple_items_allowed"],
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"federal_reserve": {"multiple_items_allowed": True},
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"fmp": {"multiple_items_allowed": True},
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"fred": {"multiple_items_allowed": True},
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}
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},
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)
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)
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