Add support for multiple symbols on obb.equity.price.historical (#5984)

* av - support for multiple symbols

* tiingo - support for multiple symbols

* include symbol only if necessary
This commit is contained in:
Henrique Joaquim
2024-01-23 08:59:42 +00:00
committed by GitHub
parent 04df52d06a
commit 604f5496f8
2 changed files with 41 additions and 18 deletions

View File

@@ -8,7 +8,6 @@ from dateutil.relativedelta import relativedelta
from openbb_alpha_vantage.utils.helpers import (
extract_key_name,
filter_by_dates,
get_data,
get_interval,
)
from openbb_core.provider.abstract.fetcher import Fetcher
@@ -20,7 +19,7 @@ from openbb_core.provider.utils.descriptions import (
DATA_DESCRIPTIONS,
QUERY_DESCRIPTIONS,
)
from openbb_core.provider.utils.helpers import get_querystring
from openbb_core.provider.utils.helpers import amake_request, get_querystring
from pydantic import (
Field,
NonNegativeFloat,
@@ -156,7 +155,7 @@ class AVEquityHistoricalFetcher(
return AVEquityHistoricalQueryParams(**transformed_params)
@staticmethod
def extract_data(
async def aextract_data(
query: AVEquityHistoricalQueryParams,
credentials: Optional[Dict[str, str]],
**kwargs: Any,
@@ -166,15 +165,20 @@ class AVEquityHistoricalFetcher(
interval = get_interval(query.interval)
query_str = get_querystring(
query.model_dump(by_alias=True), ["start_date", "end_date", "interval"]
query.model_dump(by_alias=True),
["start_date", "end_date", "interval", "symbol"],
)
query_str += f"&function={query._function}&interval={interval}" # pylint: disable=protected-access
url = f"https://www.alphavantage.co/query?{query_str}&apikey={api_key}"
data = get_data(url, **kwargs)
dynamic_key = (set(data.keys()) - {"Meta Data"}).pop()
data = {}
return data[dynamic_key]
for symbol in query.symbol.split(","):
raw_data = await amake_request(f"{url}&symbol={symbol}", **kwargs)
dynamic_key = (set(raw_data.keys()) - {"Meta Data"}).pop()
data[symbol] = raw_data[dynamic_key]
return data
# pylint: disable=unused-argument
@staticmethod
@@ -182,10 +186,21 @@ class AVEquityHistoricalFetcher(
query: AVEquityHistoricalQueryParams, data: Dict, **kwargs: Any
) -> List[AVEquityHistoricalData]:
"""Transform the data to the standard format."""
data = [
{"date": date, **{extract_key_name(k): v for k, v in values.items()}}
for date, values in data.items()
]
data = filter_by_dates(data, query.start_date, query.end_date)
transformed_data = []
for symbol, content in data.items():
if not isinstance(content, dict):
# if the content isn't a dict, it means that the API returned an error
# most likely too many requests without premium account
raise Exception(content)
d = [
{
**({"symbol": symbol} if "," in query.symbol else {}),
"date": date,
**{extract_key_name(k): v for k, v in values.items()},
}
for date, values in content.items()
]
filter_by_dates(d, query.start_date, query.end_date)
transformed_data += d
return [AVEquityHistoricalData.model_validate(d) for d in data]
return [AVEquityHistoricalData.model_validate(d) for d in transformed_data]

View File

@@ -10,8 +10,7 @@ from openbb_core.provider.standard_models.equity_historical import (
EquityHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.helpers import get_querystring
from openbb_tiingo.utils.helpers import get_data_many
from openbb_core.provider.utils.helpers import amake_request, get_querystring
from pydantic import Field, PrivateAttr, model_validator
@@ -115,7 +114,7 @@ class TiingoEquityHistoricalFetcher(
# pylint: disable=protected-access
@staticmethod
def extract_data(
async def aextract_data(
query: TiingoEquityHistoricalQueryParams,
credentials: Optional[Dict[str, str]],
**kwargs: Any,
@@ -127,9 +126,18 @@ class TiingoEquityHistoricalFetcher(
query_str = get_querystring(
query.model_dump(by_alias=True), ["symbol", "interval"]
)
url = f"{base_url}/{query.symbol}/prices?{query_str}&resampleFreq={query._frequency}&token={api_key}"
data: List[Dict] = []
for symbol in query.symbol.split(","):
url = f"{base_url}/{symbol}/prices?{query_str}&resampleFreq={query._frequency}&token={api_key}"
d = await amake_request(url, **kwargs)
return get_data_many(url)
if "," in query.symbol:
for item in d:
item["symbol"] = symbol
data += d
return data
# pylint: disable=unused-argument
@staticmethod