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46f4834cb2
* remap to etf router * add the intrinio files this time * update standard model * the rest of the changes * static files * black * pylint * test thing * black * fix test? * try another way? * ruff * maybe? * new cassette?
156 lines
5.2 KiB
Python
156 lines
5.2 KiB
Python
"""Intrinio References Helpers."""
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from typing import Literal, Optional
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from openbb_core.provider.abstract.data import Data
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from pydantic import Field
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SOURCES = Literal[
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"iex",
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"bats",
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"bats_delayed",
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"utp_delayed",
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"cta_a_delayed",
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"cta_b_delayed",
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"intrinio_mx",
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"intrinio_mx_plus",
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"delayed_sip",
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]
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VENUES = {
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"A": "NYSE MKT LLC",
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"B": "NASDAQ OMX BX, Inc.",
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"C": "National Stock Exchange Inc. (NSX)",
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"D": "FINRA ADF",
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"I": "International Securities Exchange, LLC",
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"J": "Bats EDGA Exchange, INC",
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"K": "Bats EDGX Exchange, Inc.",
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"M": "Chicago Stock Exchange, Inc. (CHX)",
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"N": "New York Stock Exchange LLC",
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"P": "NYSE Arca, Inc.",
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"S": "Consolidated Tape System",
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"T": "NASDAQ (Tape A, B securities)",
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"Q": "NASDAQ (Tape C securities)",
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"V": "The Investors' Exchange, LLC (IEX)",
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"W": "Chicago Broad Options Exchange, Inc. (CBOE)",
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"X": "NASDAQ OMX PSX, Inc. LLC",
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"Y": "Bats BYX Exchange, Inc.",
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"Z": "Bats BZX Exchange, Inc.",
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"u": "Other OTC Markets",
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}
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ETF_EXCHANGES = Literal[
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"xnas",
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"arcx",
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"bats",
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"xnys",
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"bvmf",
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"xshg",
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"xshe",
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"xhkg",
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"xbom",
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"xnse",
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"xidx",
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"tase",
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"xkrx",
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"xkls",
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"xmex",
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"xses",
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"roco",
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"xtai",
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"xbkk",
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"xist",
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]
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ETF_PERFORMANCE_MAP = {
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"trailing_one_month_return_split_and_dividend": "one_month",
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"trailing_one_month_return_split_only": "one_month",
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"trailing_one_year_return_split_and_dividend": "one_year",
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"trailing_one_year_return_split_only": "one_year",
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"trailing_one_year_volatility_annualized": "volatility_one_year",
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"trailing_three_year_annualized_return_split_and_dividend": "three_year",
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"trailing_three_year_annualized_return_split_only": "three_year",
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"trailing_three_year_volatility_annualized": "volatility_three_year",
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"trailing_five_year_annualized_return_split_and_dividend": "five_year",
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"trailing_five_year_annualized_return_split_only": "five_year",
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"trailing_five_year_volatility_annualized": "volatility_five_year",
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"trailing_ten_year_annualized_return_split_and_dividend": "ten_year",
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"trailing_ten_year_annualized_return_split_only": "ten_year",
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"inception_annualized_return_split_and_dividend": "max_annualized",
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"inception_annualized_return_split_only": "max_annualized",
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"calendar_year_5_return_split_and_dividend": "five_year",
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"calendar_year_5_return_split_only": "five_year",
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"calendar_year_4_return_split_and_dividend": "four_year",
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"calendar_year_4_return_split_only": "four_year",
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"calendar_year_3_return_split_and_dividend": "three_year",
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"calendar_year_3_return_split_only": "three_year",
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"calendar_year_2_return_split_and_dividend": "two_year",
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"calendar_year_2_return_split_only": "two_year",
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"calendar_year_1_return_split_and_dividend": "one_year",
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"calendar_year_1_return_split_only": "one_year",
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"calendar_year_to_date_return_split_and_dividend": "ytd",
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"calendar_year_to_date_return_split_only": "ytd",
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"net_asset_value": "nav",
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"beta_vs_spy": "beta",
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}
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class IntrinioCompany(Data):
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"""Intrinio Company Data."""
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id: str = Field(description="The Intrinio ID of the Company.")
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ticker: Optional[str] = Field(
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description="The stock market ticker symbol associated with the company's common stock securities",
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default=None,
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)
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name: Optional[str] = Field(description="The company's common name.", default=None)
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lei: Optional[str] = Field(
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description="The Legal Entity Identifier (LEI) of the company.", default=None
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)
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cik: Optional[str] = Field(
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description="The Central Index Key (CIK) of the company.",
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)
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class IntrinioSecurity(Data):
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"""Intrinio Security Data."""
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id: str = Field(description="The Intrinio ID for Security.")
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company_id: Optional[str] = Field(
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description="The Intrinio ID for the company for which the Security is issued.",
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default=None,
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)
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name: Optional[str] = Field(description="Name of the Security.", default=None)
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code: Optional[str] = Field(
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description="""
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A 2-3 digit code classifying the Security.
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Reference: https://docs.intrinio.com/documentation/security_codes
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""",
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default=None,
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)
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currency: Optional[str] = Field(
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description="The currency in which the Security is traded.", default=None
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)
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ticker: Optional[str] = Field(
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description="The common/local ticker of the Security.", default=None
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)
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composite_ticker: Optional[str] = Field(
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description="The country-composite ticker of the Security.", default=None
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)
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figi: Optional[str] = Field(description="The OpenFIGI identifier.", default=None)
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composite_figi: Optional[str] = Field(
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description="The country-composite OpenFIGI identifier.", default=None
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)
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share_class_figi: Optional[str] = Field(
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description="The global-composite OpenFIGI identifier.", default=None
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)
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primary_listing: Optional[bool] = Field(
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description="""
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If true, the Security is the primary issue for the company,
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otherwise it is a secondary issue on a secondary stock exchange,
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""",
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default=None,
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)
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