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https://github.com/OpenBB-finance/OpenBB.git
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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
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@@ -8,7 +8,6 @@ from dateutil.relativedelta import relativedelta
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from openbb_alpha_vantage.utils.helpers import (
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extract_key_name,
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filter_by_dates,
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get_data,
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get_interval,
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)
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from openbb_core.provider.abstract.fetcher import Fetcher
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@@ -20,7 +19,7 @@ from openbb_core.provider.utils.descriptions import (
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DATA_DESCRIPTIONS,
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QUERY_DESCRIPTIONS,
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)
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from openbb_core.provider.utils.helpers import get_querystring
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from openbb_core.provider.utils.helpers import amake_request, get_querystring
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from pydantic import (
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Field,
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NonNegativeFloat,
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@@ -156,7 +155,7 @@ class AVEquityHistoricalFetcher(
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return AVEquityHistoricalQueryParams(**transformed_params)
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@staticmethod
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def extract_data(
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async def aextract_data(
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query: AVEquityHistoricalQueryParams,
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credentials: Optional[Dict[str, str]],
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**kwargs: Any,
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@@ -166,15 +165,20 @@ class AVEquityHistoricalFetcher(
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interval = get_interval(query.interval)
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query_str = get_querystring(
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query.model_dump(by_alias=True), ["start_date", "end_date", "interval"]
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query.model_dump(by_alias=True),
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["start_date", "end_date", "interval", "symbol"],
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)
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query_str += f"&function={query._function}&interval={interval}" # pylint: disable=protected-access
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url = f"https://www.alphavantage.co/query?{query_str}&apikey={api_key}"
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data = get_data(url, **kwargs)
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dynamic_key = (set(data.keys()) - {"Meta Data"}).pop()
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data = {}
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return data[dynamic_key]
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for symbol in query.symbol.split(","):
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raw_data = await amake_request(f"{url}&symbol={symbol}", **kwargs)
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dynamic_key = (set(raw_data.keys()) - {"Meta Data"}).pop()
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data[symbol] = raw_data[dynamic_key]
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return data
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# pylint: disable=unused-argument
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@staticmethod
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@@ -182,10 +186,21 @@ class AVEquityHistoricalFetcher(
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query: AVEquityHistoricalQueryParams, data: Dict, **kwargs: Any
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) -> List[AVEquityHistoricalData]:
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"""Transform the data to the standard format."""
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data = [
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{"date": date, **{extract_key_name(k): v for k, v in values.items()}}
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for date, values in data.items()
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]
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data = filter_by_dates(data, query.start_date, query.end_date)
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transformed_data = []
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for symbol, content in data.items():
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if not isinstance(content, dict):
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# if the content isn't a dict, it means that the API returned an error
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# most likely too many requests without premium account
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raise Exception(content)
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d = [
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{
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**({"symbol": symbol} if "," in query.symbol else {}),
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"date": date,
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**{extract_key_name(k): v for k, v in values.items()},
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}
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for date, values in content.items()
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]
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filter_by_dates(d, query.start_date, query.end_date)
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transformed_data += d
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return [AVEquityHistoricalData.model_validate(d) for d in data]
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return [AVEquityHistoricalData.model_validate(d) for d in transformed_data]
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@@ -10,8 +10,7 @@ from openbb_core.provider.standard_models.equity_historical import (
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EquityHistoricalQueryParams,
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)
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from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
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from openbb_core.provider.utils.helpers import get_querystring
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from openbb_tiingo.utils.helpers import get_data_many
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from openbb_core.provider.utils.helpers import amake_request, get_querystring
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from pydantic import Field, PrivateAttr, model_validator
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@@ -115,7 +114,7 @@ class TiingoEquityHistoricalFetcher(
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# pylint: disable=protected-access
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@staticmethod
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def extract_data(
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async def aextract_data(
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query: TiingoEquityHistoricalQueryParams,
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credentials: Optional[Dict[str, str]],
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**kwargs: Any,
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@@ -127,9 +126,18 @@ class TiingoEquityHistoricalFetcher(
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query_str = get_querystring(
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query.model_dump(by_alias=True), ["symbol", "interval"]
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)
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url = f"{base_url}/{query.symbol}/prices?{query_str}&resampleFreq={query._frequency}&token={api_key}"
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data: List[Dict] = []
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for symbol in query.symbol.split(","):
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url = f"{base_url}/{symbol}/prices?{query_str}&resampleFreq={query._frequency}&token={api_key}"
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d = await amake_request(url, **kwargs)
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return get_data_many(url)
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if "," in query.symbol:
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for item in d:
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item["symbol"] = symbol
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data += d
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return data
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# pylint: disable=unused-argument
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@staticmethod
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