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78445ce007
* round 1 * black * more black * providers a-thru-fmp * charting settings * charting backend * black * charting_settings * missing nasdaq import * nasdaq mypy * fed money measure * some linting * black * more linting * more linting * charting imports * black * pylint * refactor fred * more linting * rest of the providers * didn't want that file * more cleanup * missed * ta_helpers * router views * chart ta_class * forgot a file * forgot another file * biztoc * package builder * technical router * fred params * bump finviz * fix tmx * more cleanup * try again * currency historical * equity search * missed files in commit * fix some tests * black * fix more test cassettes * more patchy * black * linters * more tests * black * mypy * delete unused model * more linting * forgot files * more linting * make up your mind, black, and stop moving pylint for me * more black * back to where we were before black destroyed it * .......... * .................. * unused fetcher test * remove standard model validator * commodity router * treasury prices * oecd tests * finra * container cleanup * black * forgotten file * linter * remove wrapped "" * fix merge * patches * ecb test * finra cassette * finviz cassettes * nasdaq cassettes * oecd cassettes * yfinance cassettes * more test cassettes * black * merge cleanup * cboe helpers * black * fix typo --------- Co-authored-by: Henrique Joaquim <henriquecjoaquim@gmail.com> Co-authored-by: Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com>
82 lines
2.3 KiB
Python
82 lines
2.3 KiB
Python
"""FRED Treasury Constant Maturity 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.provider.abstract.fetcher import Fetcher
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from openbb_core.provider.standard_models.tmc import (
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TreasuryConstantMaturityData,
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TreasuryConstantMaturityQueryParams,
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)
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from pydantic import field_validator
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TMC_PARAMETER_TO_FRED_ID = {
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"3m": "T10Y3M",
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"2y": "T10Y2Y",
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}
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class FREDTreasuryConstantMaturityQueryParams(TreasuryConstantMaturityQueryParams):
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"""FRED Treasury Constant Maturity Query."""
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class FREDTreasuryConstantMaturityData(TreasuryConstantMaturityData):
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"""FRED Treasury Constant Maturity 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 FREDTreasuryConstantMaturityFetcher(
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Fetcher[
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FREDTreasuryConstantMaturityQueryParams,
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List[FREDTreasuryConstantMaturityData],
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]
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):
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"""Transform the query, extract and transform the data from the FRED endpoints."""
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@staticmethod
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def transform_query(
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params: Dict[str, Any]
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) -> FREDTreasuryConstantMaturityQueryParams:
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"""Transform query."""
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return FREDTreasuryConstantMaturityQueryParams(**params)
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@staticmethod
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def extract_data(
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query: FREDTreasuryConstantMaturityQueryParams,
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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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key = credentials.get("fred_api_key") if credentials else ""
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fred = Fred(key)
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data = fred.get_series(
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series_id=TMC_PARAMETER_TO_FRED_ID[query.maturity], # type: ignore
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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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return data
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@staticmethod
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def transform_data(
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query: FREDTreasuryConstantMaturityQueryParams, data: List, **kwargs: Any
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) -> List[FREDTreasuryConstantMaturityData]:
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"""Transform data."""
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return [FREDTreasuryConstantMaturityData.model_validate(d) for d in data]
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