mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-28 04:52:07 +00:00
1a990ba7f0
* improve effr and move sofr to fixedincome.rate * federal_reserve default start date * fred cassette * commercial paper * cp series map * update sofr and add federal_reserve to endpoint * examples * update ameribor * maturity_dict * add overnight bank funding rate * add federal reserve to obfr * pop footnoteId * central bank holdings descriptions * move moody's bond indices to the bond_indices endpoint * add it to the INDEX_CHOICES * improve hqm * handle none * add treasury minus fed funds to yield curve * static assets * estr * description * missed file in commit * second return statement
479 lines
19 KiB
Python
479 lines
19 KiB
Python
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
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import datetime
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from typing import 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(Container):
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"""/fixedincome
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bond_indices
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/corporate
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/government
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mortgage_indices
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/rate
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sofr
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/spreads
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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 bond_indices(
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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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index_type: Annotated[
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Literal["yield", "yield_to_worst", "total_return", "oas"],
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OpenBBField(
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description="The type of series. OAS is the option-adjusted spread. Default is yield.",
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choices=["yield", "yield_to_worst", "total_return", "oas"],
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),
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] = "yield",
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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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"""Bond Indices.
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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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index_type : Literal['yield', 'yield_to_worst', 'total_return', 'oas']
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The type of series. OAS is the option-adjusted spread. Default is yield.
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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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category : Literal['high_yield', 'us', 'emerging_markets']
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The type of index category. Used in conjunction with 'index', default is 'us'. (provider: fred)
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index : str
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The specific index to query. Used in conjunction with 'category' and 'index_type', default is 'yield_curve'. Multiple comma separated items allowed. (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 daily 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 : Literal['avg', 'sum', 'eop']
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A key that indicates the aggregation method used for frequency aggregation.
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This parameter has no affect if the frequency parameter is not set, default is 'avg'.
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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', 'log']]
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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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log = Natural Log
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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[BondIndices]
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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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BondIndices
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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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value : float
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Index values.
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maturity : Optional[str]
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The maturity range of the bond index. Only applicable when 'index' is 'yield_curve'. (provider: fred)
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title : Optional[str]
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The title of the index. (provider: fred)
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Examples
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--------
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>>> from openbb import obb
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>>> # The default state for FRED are series for constructing the US Corporate Bond Yield Curve.
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>>> obb.fixedincome.bond_indices(provider='fred')
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>>> # Multiple indices, from within the same 'category', can be requested.
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>>> obb.fixedincome.bond_indices(category='high_yield', index='us,europe,emerging', index_type='total_return', provider='fred')
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>>> # From FRED, there are three main categories, 'high_yield', 'us', and 'emerging_markets'. Emerging markets is a broad category.
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>>> obb.fixedincome.bond_indices(category='emerging_markets', index='corporate,private_sector,public_sector', provider='fred')
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""" # noqa: E501
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return self._run(
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"/fixedincome/bond_indices",
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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.bond_indices",
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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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"index_type": index_type,
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},
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extra_params=kwargs,
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info={"index": {"fred": {"multiple_items_allowed": True}}},
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)
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)
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@property
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def corporate(self):
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# pylint: disable=import-outside-toplevel
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from . import fixedincome_corporate
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return fixedincome_corporate.ROUTER_fixedincome_corporate(
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command_runner=self._command_runner
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)
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@property
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def government(self):
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# pylint: disable=import-outside-toplevel
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from . import fixedincome_government
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return fixedincome_government.ROUTER_fixedincome_government(
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command_runner=self._command_runner
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)
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@exception_handler
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@validate
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def mortgage_indices(
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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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"""Mortgage Indices.
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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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index : Union[Literal['primary', 'ltv_lte_80', 'ltv_gt_80', 'conforming_30y', 'conforming_30y_na', 'jumbo_30y', 'fha_30y', 'va_30y', 'usda_30y', 'conforming_15y', 'ltv_lte80_fico_ge740', 'ltv_lte80_fico_a720b739', 'ltv_lte80_fico_a700b719', 'ltv_lte80_fico_a680b699', 'ltv_lte80_fico_lt680', 'ltv_gt80_fico_ge740', 'ltv_gt80_fico_a720b739', 'ltv_gt80_fico_a700b719', 'ltv_gt80_fico_a680b699', 'ltv_gt80_fico_lt680'], str]
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The specific index, or index group, to query. Default is the 'primary' group. Multiple comma separated items allowed. (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 daily 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 : Literal['avg', 'sum', 'eop']
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A key that indicates the aggregation method used for frequency aggregation.
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This parameter has no affect if the frequency parameter is not set, default is 'avg'.
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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', 'log']]
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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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log = Natural Log
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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[MortgageIndices]
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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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MortgageIndices
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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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name : Optional[str]
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Name of the index.
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rate : float
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Mortgage rate.
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Examples
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--------
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>>> from openbb import obb
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>>> # The default state for FRED are the primary mortgage indices from Optimal Blue.
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>>> obb.fixedincome.mortgage_indices(provider='fred')
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>>> # Multiple indices can be requested.
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>>> obb.fixedincome.mortgage_indices(index='jumbo_30y,conforming_30y,conforming_15y', provider='fred')
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""" # noqa: E501
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return self._run(
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"/fixedincome/mortgage_indices",
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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.mortgage_indices",
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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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info={"index": {"fred": {"multiple_items_allowed": True}}},
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)
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)
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@property
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def rate(self):
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# pylint: disable=import-outside-toplevel
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from . import fixedincome_rate
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return fixedincome_rate.ROUTER_fixedincome_rate(
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command_runner=self._command_runner
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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 is deprecated; use `/fixedincome/rate/sofr` instead. Deprecated in OpenBB Platform V4.2 to be removed in V4.5.",
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category=OpenBBDeprecationWarning,
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)
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def sofr(
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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", "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: federal_reserve, fred."
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),
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] = None,
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**kwargs
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) -> OBBject:
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"""Secured Overnight Financing Rate.
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The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of
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borrowing cash overnight collateralizing by Treasury securities.
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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', '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: federal_reserve, fred.
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frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
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Frequency aggregation to convert daily data to lower frequency.
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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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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', 'log']]
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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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log = Natural Log
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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[SOFR]
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Serializable results.
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provider : Optional[Literal['federal_reserve', '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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SOFR
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----
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date : date
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The date of the data.
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rate : float
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Effective federal funds rate.
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percentile_1 : Optional[float]
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1st percentile of the distribution.
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percentile_25 : Optional[float]
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25th percentile of the distribution.
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percentile_75 : Optional[float]
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75th percentile of the distribution.
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percentile_99 : Optional[float]
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99th percentile of the distribution.
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volume : Optional[float]
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The trading volume.The notional volume of transactions (Billions of $).
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average_30d : Optional[float]
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30-Day Average SOFR (provider: fred)
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average_90d : Optional[float]
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90-Day Average SOFR (provider: fred)
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average_180d : Optional[float]
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180-Day Average SOFR (provider: fred)
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index : Optional[float]
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SOFR index as 2018-04-02 = 1 (provider: fred)
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Examples
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--------
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>>> from openbb import obb
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>>> obb.fixedincome.sofr(provider='fred')
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""" # noqa: E501
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|
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simplefilter("always", DeprecationWarning)
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warn(
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"This endpoint is deprecated; use `/fixedincome/rate/sofr` instead. Deprecated in OpenBB Platform V4.2 to be removed in V4.5.",
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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/sofr",
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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.sofr",
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("federal_reserve", "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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@property
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def spreads(self):
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# pylint: disable=import-outside-toplevel
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from . import fixedincome_spreads
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return fixedincome_spreads.ROUTER_fixedincome_spreads(
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command_runner=self._command_runner
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)
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