mirror of
https://github.com/OpenBB-finance/OpenBB.git
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a905799b94
* add multi-country suppport and ECB yield curves to EconDB * lint * do igor's suggestion * mypy
453 lines
17 KiB
Python
453 lines
17 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[date, None, str]
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Start date of the data, in YYYY-MM-DD format.
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end_date : Union[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[date, None, str]
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Start date of the data, in YYYY-MM-DD format.
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end_date : Union[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[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[datetime.date, str, None, List[Union[datetime.date, str, None]]],
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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[date, str, None, List[Union[date, str, None]]]
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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 : str
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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. Multiple comma separated items allowed. (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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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": True, "choices": None},
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"federal_reserve": {
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"multiple_items_allowed": True,
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"choices": None,
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},
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"fmp": {"multiple_items_allowed": True, "choices": None},
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"fred": {"multiple_items_allowed": True, "choices": None},
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},
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"country": {
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"econdb": {
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"multiple_items_allowed": True,
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"choices": [
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"australia",
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"canada",
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"china",
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"ecb_instantaneous_forward",
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"ecb_par_yield",
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"ecb_spot_rate",
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"hong_kong",
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"india",
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"japan",
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"mexico",
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"new_zealand",
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"russia",
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"saudi_arabia",
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"singapore",
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"south_africa",
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"south_korea",
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"taiwan",
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"thailand",
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"united_kingdom",
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"united_states",
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],
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}
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},
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},
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)
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)
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