[Enhancement] Improve Intrinio Unusual Options

[deeleeramone]

1. Why?:

   • The current target endpoint had only a parameter for "symbol", it was returning no results today directly from the Intrinio API.

2. What? (1-3 sentences or a bullet point list):

   • Targets a different Intrinio endpoint "intraday", which is parameterized but very difficult to get a complete data set for a single date.

   • To overcome some of the challenges of the data retrieval:

     • start_date/end_date are valid only when a symbol is supplied, else start_date is the effective "target date".
       • enforced via model_validator.
     • pagination occurs at 1000 records, but a typical day has between 50-80K.
       • default "limit" is set at 100K.
       • absolute max limit is 1.25M, based on outlier dates.

3. Impact (1-2 sentences or a bullet point list):

   • Improved UX and data mining capability.
   • Using max ceiling for "limit" will take > 1 min.
   • Using without supplying "symbol" will result in a large number of API calls.

4. Testing Done:

   • obb.derivatives.options.unusual(start_date="2023-11-17")
   • obb.derivatives.options.unusual(start_date="2023-11-20")
   • obb.derivatives.options.unusual(start_date="2023-11-20", limit=1200000)
   • obb.derivatives.options.unusual(start_date="2023-11-20", symbol="AAPL")

[deeleeramone]

Unclear why the test is failing, it's definitely a valid ISO string.

Got it, Python < 3.11 thing: datetime doesn't support parsing ISO 8601 timestamps with a timezone component.

from datetime import datetime

v = "2023-11-20T15:45:05.837Z"
datetime.fromisoformat(v)

datetime.datetime(2023, 11, 20, 15, 45, 5, 837000, tzinfo=datetime.timezone.utc)