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dd49c5ff35
* fix duplicated unions in reference.json * missing static files * fix choices * black * mypy * more mypy * line too long * fix typo * fix another typo * static files * tradingeconomics country choices * financial statement period choices * black * mypy * test params * price-historical interval choices * test params * test cassettes * new test cassettes again --------- Co-authored-by: Henrique Joaquim <henriquecjoaquim@gmail.com> Co-authored-by: Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com>
109 lines
2.9 KiB
Python
109 lines
2.9 KiB
Python
"""FRED Spot Rate Model."""
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# pylint: disable=unused-argument
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from typing import Any, Dict, List, Optional
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from openbb_core.app.model.abstract.error import OpenBBError
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from openbb_core.provider.abstract.fetcher import Fetcher
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from openbb_core.provider.standard_models.spot import (
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SpotRateData,
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SpotRateQueryParams,
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)
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from pydantic import field_validator
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class FREDSpotRateQueryParams(SpotRateQueryParams):
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"""FRED Spot Rate Query."""
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__json_schema_extra__ = {
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"maturity": {"multiple_items_allowed": True},
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"category": {
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"multiple_items_allowed": True,
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"choices": ["par_yield", "spot_rate"],
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},
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}
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class FREDSpotRateData(SpotRateData):
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"""FRED Spot Rate Data."""
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__alias_dict__ = {"rate": "value"}
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@field_validator("rate", mode="before", check_fields=False)
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@classmethod
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def value_validate(cls, v):
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"""Validate rate."""
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try:
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return float(v)
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except ValueError:
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return None
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class FREDSpotRateFetcher(
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Fetcher[
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FREDSpotRateQueryParams,
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List[FREDSpotRateData],
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]
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):
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"""FRED Spot Rate Fetcher."""
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@staticmethod
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def transform_query(params: Dict[str, Any]) -> FREDSpotRateQueryParams:
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"""Transform query."""
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return FREDSpotRateQueryParams(**params)
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@staticmethod
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def extract_data(
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query: FREDSpotRateQueryParams,
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credentials: Optional[Dict[str, str]],
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**kwargs: Any
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) -> List:
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"""Extract data."""
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# pylint: disable=import-outside-toplevel
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from openbb_fred.utils.fred_base import Fred
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from openbb_fred.utils.fred_helpers import (
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comma_to_float_list,
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get_spot_series_id,
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)
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key = credentials.get("fred_api_key") if credentials else ""
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fred = Fred(key)
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maturity = (
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comma_to_float_list(query.maturity)
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if isinstance(query.maturity, str)
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else [query.maturity]
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)
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if any(1 > m > 100 for m in maturity):
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raise OpenBBError("Maturity must be between 1 and 100")
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series = get_spot_series_id(
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maturity=maturity,
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category=query.category.split(","),
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)
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data = []
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for s in series:
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id_ = s["FRED Series ID"]
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title = s["Title"]
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d = fred.get_series(
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series_id=id_,
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start_date=query.start_date,
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end_date=query.end_date,
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**kwargs,
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)
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for item in d:
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item["title"] = title
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data.extend(d)
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return data
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@staticmethod
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def transform_data(
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query: FREDSpotRateQueryParams, data: List, **kwargs: Any
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) -> List[FREDSpotRateData]:
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"""Transform data."""
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return [FREDSpotRateData.model_validate(d) for d in data]
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