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Changes to the obb.fixedincome.corporate.hqm() output #5876

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merged 4 commits into from
Dec 11, 2023
Merged

Changes to the obb.fixedincome.corporate.hqm() output #5876

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73a5705
changes to the hqm output
hjoaquim Dec 11, 2023
566b667
typo
hjoaquim Dec 11, 2023
5ec95a4
Merge branch 'develop' into hotfix/hqm-output
IgorWounds Dec 11, 2023
f85c680
Merge branch 'develop' into hotfix/hqm-output
hjoaquim Dec 11, 2023
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2 changes: 1 addition & 1 deletion .github/pull_request_template.md
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Original file line number Diff line number Diff line change
Expand Up @@ -74,7 +74,7 @@
- [ ] I have performed a self-review of my own code.
- [ ] I have commented my code, particularly in hard-to-understand areas.
- [ ] I have adhered to the GitFlow naming convention and my branch name is in the format of `feature/feature-name` or `hotfix/hotfix-name`.
- [ ] I ensure that I am following th [CONTRIBUTING guidelines](https://github.com/OpenBB-finance/OpenBBTerminal/blob/main/CONTRIBUTING.md).
- [ ] I ensure that I am following the [CONTRIBUTING guidelines](https://github.com/OpenBB-finance/OpenBBTerminal/blob/main/CONTRIBUTING.md).
- [ ] (If applicable) I have updated tests following [these guidelines](/openbb_platform/CONTRIBUTING.md#qa-your-extension).

</details>
17 changes: 12 additions & 5 deletions openbb_platform/providers/fred/openbb_fred/models/hqm.py
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Expand Up @@ -14,7 +14,7 @@
YIELD_CURVE_SERIES_CORPORATE_PAR,
YIELD_CURVE_SERIES_CORPORATE_SPOT,
)
from pydantic import field_validator
from pydantic import Field, field_validator


class FREDHighQualityMarketCorporateBondQueryParams(
Expand All @@ -28,6 +28,8 @@ class FREDHighQualityMarketCorporateBondData(HighQualityMarketCorporateBondData)

__alias_dict__ = {"rate": "value"}

series_id: str = Field(description="FRED series id.")

@field_validator("rate", mode="before", check_fields=False)
@classmethod
def value_validate(cls, v):
Expand Down Expand Up @@ -88,10 +90,15 @@ def extract_data(
start_date=start_date,
**kwargs,
)
for item in d:
item["maturity"] = maturity
item["yield_curve"] = query.yield_curve
data.extend(d)
for observation in d:
series_data = {
"series_id": id_,
"maturity": maturity,
"yield_curve": query.yield_curve,
"date": observation["date"],
"value": observation["value"],
}
data.append(series_data)

return data

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