Feature/v4-price-performance: % returns for various horizons, comparable across multiple tickers.

openbb_platform/extensions/etf/integration/test_etf_api.py

@@ -20,7 +20,7 @@ def headers():
 
 @pytest.mark.parametrize(
     "params",
-    [({})],
+    [({"query": None, "provider": "fmp"})],
 )
 @pytest.mark.integration
 def test_etf_search(params, headers):
@@ -36,8 +36,22 @@ def test_etf_search(params, headers):
 @pytest.mark.parametrize(
     "params",
     [
-        ({"symbol": "IOO", "start_date": "2023-01-01", "end_date": "2023-06-06"}),
-        ({"symbol": "MISL", "start_date": "2023-01-01", "end_date": "2023-06-06"}),
+        (
+            {
+                "symbol": "IOO",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "yfinance",
+            }
+        ),
+        (
+            {
+                "symbol": "MISL",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "yfinance",
+            }
+        ),
     ],
 )
 @pytest.mark.integration
@@ -49,3 +63,18 @@ def test_etf_historical(params, headers):
     result = requests.get(url, headers=headers, timeout=10)
     assert isinstance(result, requests.Response)
     assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [({"symbol": "SPY,VOO,QQQ,IWM,IWN,GOVT,JNK", "provider": "fmp"})],
+)
+@pytest.mark.integration
+def test_etf_price_performance(params, headers):
+    params = {p: v for p, v in params.items() if v}
+
+    query_str = get_querystring(params, [])
+    url = f"http://0.0.0.0:8000/api/v1/etf/price_performance?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200

openbb_platform/extensions/etf/integration/test_etf_python.py

@@ -19,7 +19,7 @@ def obb(pytestconfig):  # pylint: disable=inconsistent-return-statements
 @pytest.mark.parametrize(
     "params",
     [
-        ({}),
+        ({"query": None, "provider": "fmp"}),
     ],
 )
 @pytest.mark.integration
@@ -35,8 +35,22 @@ def test_etf_search(params, obb):
 @pytest.mark.parametrize(
     "params",
     [
-        ({"symbol": "IOO", "start_date": "2023-01-01", "end_date": "2023-06-06"}),
-        ({"symbol": "MISL", "start_date": "2023-01-01", "end_date": "2023-06-06"}),
+        (
+            {
+                "symbol": "IOO",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "yfinance",
+            }
+        ),
+        (
+            {
+                "symbol": "MISL",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "provider": "yfinance",
+            }
+        ),
     ],
 )
 @pytest.mark.integration
@@ -47,3 +61,17 @@ def test_etf_historical(params, obb):
     assert result
     assert isinstance(result, OBBject)
     assert len(result.results) > 0
+
+
+@pytest.mark.parametrize(
+    "params",
+    [({"symbol": "SPY,VOO,QQQ,IWM,IWN,GOVT,JNK", "provider": "fmp"})],
+)
+@pytest.mark.integration
+def test_etf_price_performance(params, obb):
+    params = {p: v for p, v in params.items() if v}
+
+    result = obb.etf.price_performance(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0

openbb_platform/extensions/etf/openbb_etf/etf_router.py

@@ -38,3 +38,14 @@ def historical(
 ) -> OBBject[BaseModel]:
     """ETF Historical Market Price."""
     return OBBject(results=Query(**locals()).execute())
+
+
+@router.command(model="PricePerformance")
+def price_performance(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject[BaseModel]:
+    """Price performance as a return, over different periods."""
+    return OBBject(results=Query(**locals()).execute())

openbb_platform/extensions/stocks/integration/test_stocks_api.py

@@ -946,3 +946,18 @@ def test_stocks_info(params, headers):
     result = requests.get(url, headers=headers, timeout=10)
     assert isinstance(result, requests.Response)
     assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [({"symbol": "AAPL,NVDA,QQQ,INTC", "provider": "fmp"})],
+)
+@pytest.mark.integration
+def test_stocks_price_performance(params, headers):
+    params = {p: v for p, v in params.items() if v}
+
+    query_str = get_querystring(params, [])
+    url = f"http://0.0.0.0:8000/api/v1/stocks/price_performance?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200

openbb_platform/extensions/stocks/integration/test_stocks_python.py

@@ -894,3 +894,17 @@ def test_stocks_info(params, obb):
     assert result
     assert isinstance(result, OBBject)
     assert len(result.results) > 0
+
+
+@pytest.mark.parametrize(
+    "params",
+    [({"symbol": "AAPL,NVDA,QQQ,INTC", "provider": "fmp"})],
+)
+@pytest.mark.integration
+def test_stocks_price_performance(params, obb):
+    params = {p: v for p, v in params.items() if v}
+
+    result = obb.stocks.price_performance(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0

openbb_platform/extensions/stocks/openbb_stocks/stocks_router.py

@@ -97,3 +97,14 @@ def info(
 ) -> OBBject[BaseModel]:
     """Stock Info. Get general price and performance metrics of a stock."""
     return OBBject(results=Query(**locals()).execute())
+
+
+@router.command(model="PricePerformance")
+def price_performance(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject[BaseModel]:
+    """Price performance as a return, over different periods."""
+    return OBBject(results=Query(**locals()).execute())

openbb_platform/providers/cboe/openbb_cboe/models/stock_search.py

@@ -52,12 +52,12 @@ def extract_data(
         query: CboeStockSearchQueryParams,
         credentials: Optional[Dict[str, str]],
         **kwargs: Any,
-    ) -> dict:
+    ) -> Dict:
         """Return the raw data from the CBOE endpoint."""
 
         data = {}
-        symbols = get_cboe_directory().reset_index().replace("nan", None)
-        target = "name" if not query.is_symbol else "symbol"
+        symbols = get_cboe_directory().reset_index()
+        target = "name" if query.is_symbol is False else "symbol"
         idx = symbols[target].str.contains(query.query, case=False)
         result = symbols[idx].to_dict("records")
         data.update({"results": result})

openbb_platform/providers/fmp/openbb_fmp/__init__.py

@@ -29,6 +29,7 @@
     FMPMajorIndicesConstituentsFetcher,
 )
 from openbb_fmp.models.major_indices_historical import FMPMajorIndicesHistoricalFetcher
+from openbb_fmp.models.price_performance import FMPPricePerformanceFetcher
 from openbb_fmp.models.price_target import FMPPriceTargetFetcher
 from openbb_fmp.models.price_target_consensus import FMPPriceTargetConsensusFetcher
 from openbb_fmp.models.revenue_business_line import FMPRevenueBusinessLineFetcher
@@ -96,5 +97,6 @@
         "DividendCalendar": FMPDividendCalendarFetcher,
         "StockQuote": FMPStockQuoteFetcher,
         "FinancialRatios": FMPFinancialRatiosFetcher,
+        "PricePerformance": FMPPricePerformanceFetcher,
     },
 )

openbb_platform/providers/fmp/openbb_fmp/models/price_performance.py

@@ -0,0 +1,72 @@
+"""FMP Price Performance Model"""
+
+
+from typing import Any, Dict, List, Optional
+
+from openbb_fmp.utils.helpers import get_data_one
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.standard_models.recent_performance import (
+    RecentPerformanceData,
+    RecentPerformanceQueryParams,
+)
+from pydantic import Field
+
+
+class FMPPricePerformanceQueryParams(RecentPerformanceQueryParams):
+    """FMP Price Performance query.
+
+    Source: https://site.financialmodelingprep.com/developer/docs/stock-split-calendar-api/
+    """
+
+
+class FMPPricePerformanceData(RecentPerformanceData):
+    """FMP Price Performance data."""
+
+    symbol: str = Field(description="The ticker symbol.")
+
+    __alias_dict__ = {
+        "one_day": "1D",
+        "one_week": "5D",
+        "one_month": "1M",
+        "three_month": "3M",
+        "six_month": "6M",
+        "one_year": "1Y",
+        "three_year": "3Y",
+        "five_year": "5Y",
+        "ten_year": "10Y",
+    }
+
+
+class FMPPricePerformanceFetcher(
+    Fetcher[
+        FMPPricePerformanceQueryParams,
+        List[FMPPricePerformanceData],
+    ]
+):
+    """Transform the query, extract and transform the data from the FMP endpoints."""
+
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> FMPPricePerformanceQueryParams:
+        """Transform the query params."""
+        return FMPPricePerformanceQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: FMPPricePerformanceQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> Dict:
+        """Return the raw data from the FMP endpoint."""
+        api_key = credentials.get("fmp_api_key") if credentials else ""
+
+        url = f"https://financialmodelingprep.com/api/v3/stock-price-change/{query.symbol}?apikey={api_key}"
+
+        data = get_data_one(url, **kwargs)
+        return data if 0 in data else {0: data}
+
+    @staticmethod
+    def transform_data(
+        data: Dict,
+        **kwargs: Any,
+    ) -> List[FMPPricePerformanceData]:
+        return [FMPPricePerformanceData.model_validate(data[i]) for i in data]

openbb_platform/providers/fmp/tests/record/http/test_fmp_fetchers/test_fmp_price_performance_fetcher.yaml

@@ -0,0 +1,62 @@
+interactions:
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate, br
+      Connection:
+      - keep-alive
+    method: GET
+    uri: https://financialmodelingprep.com/api/v3/stock-price-change/AAPL,SPY,QQQ,MSFT,AMZN,GOOG?apikey=MOCK_API_KEY
+  response:
+    body:
+      string: !!binary |
+        H4sIAAAAAAAAA32UP28UQQzF+3yK09WJNf47HrqTEGk4klNoQkQBoiSigIII8d3x7qyHzIlQbPO0
+        6/X7+dkPF7vdr3h2u/33p8fP377uX+32h8Pt2/1lV/F1KAVqs7YpuihXAkWELN86LhoCNau0adw1
+        gsZuKdoqFkAkx5Yln358CZkFtBTzrHkfGhpglcJZc9FEgCoWzH4WjbBC4cr5HyyLWt2hYZNUHz/9
+        XGpyacYgzUlD/335LwZ3t/cTguhZlLOPzoBBGw6/nQGDlarJpTNoQNxa+koEEo25Sr7aGVRwKa0+
+        R+BQauOUuLsFiZKjm0VTBRNGmQAgc2Cx8XUH4EHa2FFedH86nc4CIP4X+Ga+sckcAIKYlWYL3bwD
+        I8s0/xpxQkke2/ALqKGPeqtNA5Uqo96qEaDJ0FbriBgvOs7D58iOcNWk1L1rNSAnf9H68e7N+zPv
+        6mOgumVBq1Y3TySrfQURZJ3cl4iqolbKLlYADjH7mtIGoIJZZP05AImSWtoEQGN26p6/GelX55Ji
+        B+BUgZDH5x0Ac1tS0fB/6T8cP7ybIBg4U04sIZBQaTRiuEJA4FbLOYTQzIpPKYjxMFZLhJ2CeCyA
+        jbj0G6CARDptwFXkgAznHJhBoUjMRMGQY/3I5xjEDWCtsUVO/CKF65ub6/MjUJjGP1cJCzQrnKes
+        L0JcLUacF0GgxcmbCDC4NUxYIwdqbb6CMa8wy3MOeCGFUw5QcGmmjo/7IsQVRKaWpDsBcbbF+cXH
+        P2eCaLUEBgAA
+    headers:
+      Access-Control-Allow-Credentials:
+      - 'true'
+      Access-Control-Allow-Headers:
+      - X-Requested-With, content-type, auth-token, Authorization, stripe-signature,
+        APPS
+      Access-Control-Allow-Methods:
+      - GET, POST, OPTIONS
+      Access-Control-Allow-Origin:
+      - '*'
+      Access-Control-Max-Age:
+      - '3600'
+      Connection:
+      - keep-alive
+      Content-Encoding:
+      - gzip
+      Content-Type:
+      - application/json; charset=utf-8
+      Date:
+      - Sat, 28 Oct 2023 05:22:03 GMT
+      ETag:
+      - W/"604-kWkPmala6K7vrDTi6htNqwejLFY"
+      Server:
+      - nginx/1.18.0 (Ubuntu)
+      Transfer-Encoding:
+      - chunked
+      Vary:
+      - Accept-Encoding
+      X-Frame-Options:
+      - SAMEORIGIN
+      X-Powered-By:
+      - Express
+    status:
+      code: 200
+      message: OK
+version: 1

openbb_platform/providers/fmp/tests/test_fmp_fetchers.py

@@ -32,6 +32,7 @@
     FMPMajorIndicesConstituentsFetcher,
 )
 from openbb_fmp.models.major_indices_historical import FMPMajorIndicesHistoricalFetcher
+from openbb_fmp.models.price_performance import FMPPricePerformanceFetcher
 from openbb_fmp.models.price_target import FMPPriceTargetFetcher
 from openbb_fmp.models.price_target_consensus import FMPPriceTargetConsensusFetcher
 from openbb_fmp.models.revenue_business_line import FMPRevenueBusinessLineFetcher
@@ -465,3 +466,12 @@ def test_fmp_etf_search_fetcher(credentials=test_credentials):
     fetcher = FMPEtfSearchFetcher()
     result = fetcher.test(params, credentials)
     assert result is None
+
+
+@pytest.mark.record_http
+def test_fmp_price_performance_fetcher(credentials=test_credentials):
+    params = {"symbol": "AAPL,SPY,QQQ,MSFT,AMZN,GOOG"}
+
+    fetcher = FMPPricePerformanceFetcher()
+    result = fetcher.test(params, credentials)
+    assert result is None