mirror of
https://github.com/OpenBB-finance/OpenBB.git
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262 lines
10 KiB
Python
262 lines
10 KiB
Python
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
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from openbb_core.app.static.container import Container
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from openbb_core.app.model.obbject import OBBject
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from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
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import openbb_provider
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import pandas
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import datetime
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import pydantic
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from pydantic import BaseModel
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from inspect import Parameter
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import typing
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from typing import List, Dict, Union, Optional, Literal
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from annotated_types import Ge, Le, Gt, Lt
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<<<<<<< Updated upstream
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from typing_extensions import Annotated
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=======
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import typing_extensions
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>>>>>>> Stashed changes
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from openbb_core.app.utils import df_to_basemodel
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from openbb_core.app.static.decorators import validate
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from openbb_core.app.static.filters import filter_inputs
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from openbb_provider.abstract.data import Data
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import openbb_core.app.model.command_context
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import openbb_core.app.model.obbject
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import types
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class ROUTER_forex(Container):
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"""/forex
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load
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pairs
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"""
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def __repr__(self) -> str:
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return self.__doc__ or ""
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@validate
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def load(
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self,
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symbol: typing_extensions.Annotated[
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Union[str, List[str]],
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OpenBBCustomParameter(
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description="Symbol Pair to get data for in CURR1-CURR2 or CURR1CURR2 format."
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),
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],
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start_date: typing_extensions.Annotated[
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Union[datetime.date, None, str],
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OpenBBCustomParameter(
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description="Start date of the data, in YYYY-MM-DD format."
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),
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] = None,
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end_date: typing_extensions.Annotated[
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Union[datetime.date, None, str],
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OpenBBCustomParameter(
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description="End date of the data, in YYYY-MM-DD format."
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),
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] = None,
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provider: Union[Literal["fmp", "polygon", "yfinance"], None] = None,
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**kwargs
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) -> OBBject[List[Data]]:
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"""Forex Historical Price. Forex historical data.
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Parameters
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----------
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symbol : str
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Symbol Pair to get data for in CURR1-CURR2 or CURR1CURR2 format.
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start_date : Union[datetime.date, None]
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Start date of the data, in YYYY-MM-DD format.
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end_date : Union[datetime.date, None]
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End date of the data, in YYYY-MM-DD format.
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provider : Union[Literal['fmp', 'polygon', 'yfinance'], None]
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The provider to use for the query, by default None.
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If None, the provider specified in defaults is selected or 'fmp' if there is
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no default.
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interval : Optional[Union[Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
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Data granularity. (provider: fmp, yfinance)
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multiplier : int
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Multiplier of the timespan. (provider: polygon)
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timespan : Literal['minute', 'hour', 'day', 'week', 'month', 'quarter', 'year']
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Timespan of the data. (provider: polygon)
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sort : Literal['asc', 'desc']
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Sort order of the data. (provider: polygon)
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limit : int
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The number of data entries to return. (provider: polygon)
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adjusted : bool
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Whether the data is adjusted. (provider: polygon)
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period : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]]
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Time period of the data to return. (provider: yfinance)
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Returns
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-------
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OBBject
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results : Union[List[ForexHistorical]]
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Serializable results.
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provider : Union[Literal['fmp', 'polygon', 'yfinance'], None]
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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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ForexHistorical
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---------------
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date : datetime
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The date of the data.
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open : float
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The open price of the symbol.
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high : float
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The high price of the symbol.
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low : float
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The low price of the symbol.
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close : float
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The close price of the symbol.
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volume : float
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The volume of the symbol.
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vwap : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)]]]
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Volume Weighted Average Price of the symbol.
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adj_close : Optional[Union[float]]
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Adjusted Close Price of the symbol. (provider: fmp)
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unadjusted_volume : Optional[Union[float]]
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Unadjusted volume of the symbol. (provider: fmp)
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change : Optional[Union[float]]
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Change in the price of the symbol from the previous day. (provider: fmp)
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change_percent : Optional[Union[float]]
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Change % in the price of the symbol. (provider: fmp)
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label : Optional[Union[str]]
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Human readable format of the date. (provider: fmp)
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change_over_time : Optional[Union[float]]
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Change % in the price of the symbol over a period of time. (provider: fmp)
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transactions : Optional[Union[typing_extensions.Annotated[int, Gt(gt=0)]]]
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Number of transactions for the symbol in the time period. (provider: polygon)
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Example
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--------
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>>> from openbb import obb
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>>> obb.forex.load(symbol=EURUSD)
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""" # noqa: E501
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inputs = filter_inputs(
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provider_choices={
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"provider": provider,
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},
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standard_params={
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"symbol": ",".join(symbol) if isinstance(symbol, list) else symbol,
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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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return self._run(
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"/forex/load",
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**inputs,
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)
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@validate
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def pairs(
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self,
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provider: Union[Literal["fmp", "intrinio", "polygon"], None] = None,
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**kwargs
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) -> OBBject[List[Data]]:
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"""Forex Pairs. Forex available pairs.
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Parameters
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----------
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provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
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The provider to use for the query, by default None.
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If None, the provider specified in defaults is selected or 'fmp' if there is
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no default.
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symbol : Optional[Union[str]]
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Symbol of the pair to search. (provider: polygon)
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date : Optional[Union[datetime.date]]
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A specific date to get data for. (provider: polygon)
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search : Optional[Union[str]]
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Search for terms within the ticker and/or company name. (provider: polygon)
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active : Optional[Union[bool]]
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Specify if the tickers returned should be actively traded on the queried date. (provider: polygon)
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order : Optional[Union[Literal['asc', 'desc']]]
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Order data by ascending or descending. (provider: polygon)
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sort : Optional[Union[Literal['ticker', 'name', 'market', 'locale', 'currency_symbol', 'currency_name', 'base_currency_symbol', 'base_currency_name', 'last_updated_utc', 'delisted_utc']]]
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Sort field used for ordering. (provider: polygon)
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limit : Optional[Union[typing_extensions.Annotated[int, Gt(gt=0)]]]
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The number of data entries to return. (provider: polygon)
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Returns
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-------
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OBBject
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results : Union[List[ForexPairs]]
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Serializable results.
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provider : Union[Literal['fmp', 'intrinio', 'polygon'], None]
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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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ForexPairs
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----------
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name : str
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Name of the currency pair.
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symbol : Optional[Union[str]]
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Symbol of the currency pair. (provider: fmp)
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currency : Optional[Union[str]]
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Base currency of the currency pair. (provider: fmp)
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stock_exchange : Optional[Union[str]]
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Stock exchange of the currency pair. (provider: fmp)
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exchange_short_name : Optional[Union[str]]
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Short name of the stock exchange of the currency pair. (provider: fmp)
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code : Optional[Union[str]]
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Code of the currency pair. (provider: intrinio)
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base_currency : Optional[Union[str]]
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ISO 4217 currency code of the base currency. (provider: intrinio)
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quote_currency : Optional[Union[str]]
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ISO 4217 currency code of the quote currency. (provider: intrinio)
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market : Optional[Union[str]]
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Name of the trading market. Always 'fx'. (provider: polygon)
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locale : Optional[Union[str]]
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Locale of the currency pair. (provider: polygon)
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currency_symbol : Optional[Union[str]]
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The symbol of the quote currency. (provider: polygon)
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currency_name : Optional[Union[str]]
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Name of the quote currency. (provider: polygon)
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base_currency_symbol : Optional[Union[str]]
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The symbol of the base currency. (provider: polygon)
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base_currency_name : Optional[Union[str]]
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Name of the base currency. (provider: polygon)
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last_updated_utc : Optional[Union[datetime]]
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The last updated timestamp in UTC. (provider: polygon)
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<<<<<<< Updated upstream
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delisted_utc : Optional[datetime]
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The delisted timestamp in UTC. (provider: polygon)
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Example
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--------
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>>> from openbb import obb
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>>> obb.forex.pairs()
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""" # noqa: E501
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=======
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delisted_utc : Optional[Union[datetime]]
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The delisted timestamp in UTC. (provider: polygon)""" # noqa: E501
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>>>>>>> Stashed changes
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inputs = filter_inputs(
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provider_choices={
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"provider": provider,
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},
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standard_params={},
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extra_params=kwargs,
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)
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return self._run(
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"/forex/pairs",
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**inputs,
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)
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