Feature/yieldcurve (#1734)

* Adds yield curves

* Adds yield curves for several countries

* Adds yield curves for several countries

* Adds yield curves for several countries

* Adds yield curves for several countries

* Adds yield curves for several countries

* ycrv plots by default

* Limits source choices and renames raw columns

* Fix test

* Fix test

* lint

Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
Co-authored-by: James Maslek <jmaslek11@gmail.com>

openbb_terminal/config_terminal.py

@@ -42,7 +42,9 @@
 LOGGING_FREQUENCY = os.getenv("OPENBB_LOGGING_FREQUENCY") or "H"
 # stdout,stderr,noop,file
 LOGGING_HANDLERS = os.getenv("OPENBB_LOGGING_HANDLERS") or "file"
-LOGGING_ROLLING_CLOCK = bool(strtobool(os.getenv("OPENBB_LOGGING_ROLLING_CLOCK", "False")))
+LOGGING_ROLLING_CLOCK = bool(
+    strtobool(os.getenv("OPENBB_LOGGING_ROLLING_CLOCK", "False"))
+)
 # CRITICAL = 50
 # FATAL = CRITICAL
 # ERROR = 40

openbb_terminal/economy/economy_controller.py

@@ -26,6 +26,8 @@
     fred_model,
     yfinance_model,
     yfinance_view,
+    investingcom_model,
+    investingcom_view,
     plot_view,
 )
 from openbb_terminal.helper_funcs import (
@@ -63,6 +65,7 @@ class EconomyController(BaseController):
         "rtps",
         "industry",
         "bigmac",
+        "ycrv",
     ]
 
     CHOICES_MENUS = ["pred", "qa"]
@@ -142,6 +145,7 @@ class EconomyController(BaseController):
         "country": "Country (U.S. listed stocks only)",
         "capitalization": "Capitalization",
     }
+    ycrv_sources = ["FRED", "investpy"]
     PATH = "/economy/"
     FILE_PATH = os.path.join(os.path.dirname(__file__), "README.md")
 
@@ -172,6 +176,11 @@ def __init__(self, queue: List[str] = None):
                 c: None for c in econdb_model.COUNTRY_CODES
             }
 
+            self.choices["ycrv"]["-c"] = {c: None for c in investingcom_model.COUNTRIES}
+            self.choices["ycrv"]["--countries"] = {
+                c: None for c in investingcom_model.COUNTRIES
+            }
+
             self.choices["valuation"]["-s"] = {
                 c: None for c in self.valuation_sort_cols
             }
@@ -226,6 +235,7 @@ def print_help(self):
     index         find and plot any (major) index on the market [src][Source: Yahoo Finance][/src]
     treasury      obtain U.S. treasury rates [src][Source: EconDB][/src]
     yield         show the U.S. Treasury yield curve [src][Source: FRED][/src]
+    ycrv          show sovereign yield curves [src][Source: Investing.com/FRED][/src]
     plot          plot data from the above commands together
     options       show the available options for 'plot' or show/export the data
 
@@ -968,6 +978,64 @@ def call_yield(self, other_args: List[str]):
         if ns_parser:
             fred_view.display_yield_curve(ns_parser.date)
 
+    @log_start_end(log=logger)
+    def call_ycrv(self, other_args: List[str]):
+        """Process ycrv command"""
+        parser = argparse.ArgumentParser(
+            add_help=False,
+            formatter_class=argparse.ArgumentDefaultsHelpFormatter,
+            prog="ycrv",
+            description="Generate country yield curve. The yield curve shows the bond rates"
+            " at different maturities.",
+        )
+        parser.add_argument(
+            "-s",
+            "--source",
+            action="store",
+            dest="source",
+            choices=self.ycrv_sources,
+            type=str,
+            default="investpy",
+            help="Source for the data. If not supplied, the most recent entry from investpy will be used.",
+        )
+        parser.add_argument(
+            "-c",
+            "--country",
+            action="store",
+            dest="country",
+            nargs="+",
+            default="united states",
+            help="Display yield curve for specific country.",
+        )
+        parser.add_argument(
+            "-d",
+            "--date",
+            type=valid_date,
+            help="Date to get data from FRED. If not supplied, the most recent entry will be used.",
+            dest="date",
+            default=None,
+        )
+        ns_parser = parse_known_args_and_warn(
+            parser,
+            other_args,
+            export_allowed=EXPORT_ONLY_RAW_DATA_ALLOWED,
+            raw=True,
+        )
+        if ns_parser:
+            if isinstance(ns_parser.country, list):
+                ns_parser.country = " ".join(ns_parser.country)
+
+            investingcom_model.check_correct_country(ns_parser.country)
+
+            if ns_parser.source == "FRED":
+                fred_view.display_yield_curve(ns_parser.date)
+            elif ns_parser.source == "investpy":
+                investingcom_view.display_yieldcurve(
+                    country=ns_parser.country,
+                    raw=ns_parser.raw,
+                    export=ns_parser.export,
+                )
+
     @log_start_end(log=logger)
     def call_plot(self, other_args: List[str]):
         """Process plot command"""

openbb_terminal/economy/investingcom_model.py

@@ -0,0 +1,53 @@
+""" Investing.com Model """
+__docformat__ = "numpy"
+
+import logging
+import argparse
+
+import pandas as pd
+import investpy
+
+from openbb_terminal.decorators import log_start_end
+from openbb_terminal.helper_funcs import log_and_raise
+
+logger = logging.getLogger(__name__)
+
+COUNTRIES = investpy.bonds.get_bond_countries()
+
+
+def check_correct_country(country):
+    """Argparse type to check that correct country is inserted"""
+    if country not in investpy.bonds.get_bond_countries():
+        log_and_raise(
+            argparse.ArgumentTypeError(
+                f"{country} is an invalid country. Choose from {', '.join(investpy.bonds.get_bond_countries())}"
+            )
+        )
+    return country
+
+
+@log_start_end(log=logger)
+def get_yieldcurve(country) -> pd.DataFrame:
+    """Get country yield curve [Source: Investing.com]
+
+    Returns
+    -------
+    pd.DataFrame
+        Country yield curve
+    """
+
+    data = investpy.bonds.get_bonds_overview(country)
+    data.drop(columns=data.columns[0], axis=1, inplace=True)
+    data.rename(
+        columns={
+            "name": "Tenor",
+            "last": "Current",
+            "last_close": "Previous",
+            "high": "High",
+            "low": "Low",
+            "change": "Change",
+            "change_percentage": "% Change",
+        },
+        inplace=True,
+    )
+    return data

openbb_terminal/economy/investingcom_view.py

@@ -0,0 +1,114 @@
+""" Investing.com View """
+__docformat__ = "numpy"
+
+import logging
+import os
+from typing import Optional, List
+
+import matplotlib.pyplot as plt
+from pandas.plotting import register_matplotlib_converters
+
+from openbb_terminal.config_plot import PLOT_DPI
+from openbb_terminal.config_terminal import theme
+from openbb_terminal.decorators import log_start_end
+from openbb_terminal.economy import investingcom_model
+from openbb_terminal.helper_funcs import (
+    export_data,
+    plot_autoscale,
+    print_rich_table,
+)
+from openbb_terminal.rich_config import console
+
+logger = logging.getLogger(__name__)
+
+register_matplotlib_converters()
+
+tenors_dict = {
+    "1M": 1 / 12,
+    "3M": 0.25,
+    "6M": 0.5,
+    "9M": 0.75,
+    "1Y": 1,
+    "2Y": 2,
+    "3Y": 3,
+    "4Y": 4,
+    "5Y": 5,
+    "6Y": 6,
+    "7Y": 7,
+    "8Y": 8,
+    "9Y": 9,
+    "10Y": 10,
+    "15Y": 15,
+    "20Y": 20,
+    "25Y": 25,
+    "30Y": 30,
+    "50Y": 50,
+}
+
+
+@log_start_end(log=logger)
+def display_yieldcurve(
+    country: str,
+    external_axes: Optional[List[plt.Axes]] = None,
+    raw: bool = False,
+    export: str = "",
+):
+    """Display yield curve. [Source: Investing.com]
+
+    Parameters
+    ----------
+    country: str
+        Country to display
+    export : str
+        Export dataframe data to csv,json,xlsx file
+    """
+
+    df = investingcom_model.get_yieldcurve(country)
+    df = df.replace(float("NaN"), "")
+
+    if df.empty:
+        console.print(f"[red]Yield data not found for {country.title()}[/red].\n")
+        return
+    if external_axes is None:
+        _, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
+
+    else:
+        if len(external_axes) != 1:
+            logger.error("Expected list of 3 axis items")
+            console.print("[red]Expected list of 3 axis items.\n[/red]")
+            return
+        (ax,) = external_axes
+
+    tenors = []
+    for i, row in df.iterrows():
+        t = row["Tenor"][-3:].strip()
+        df.at[i, "Tenor"] = t
+        if t[-1] == "M":
+            tenors.append(int(t[:-1]) / 12)
+        elif t[-1] == "Y":
+            tenors.append(int(t[:-1]))
+
+    ax.plot(tenors, df["Current"], "-o")
+    ax.set_xlabel("Maturity")
+    ax.set_ylabel("Rate (%)")
+    theme.style_primary_axis(ax)
+    if external_axes is None:
+        ax.set_title(f"Yield Curve for {country.title()} ")
+        theme.visualize_output()
+
+    if raw:
+        print_rich_table(
+            df,
+            headers=list(df.columns),
+            show_index=False,
+            title=f"{country.title()} Yield Curve",
+            floatfmt=".3f",
+        )
+        console.print("")
+
+    export_data(
+        export,
+        os.path.dirname(os.path.abspath(__file__)),
+        "ycrv",
+        df,
+    )

tests/openbb_terminal/economy/test_economy_controller.py

@@ -430,6 +430,16 @@ def test_call_func_expect_queue(expected_queue, func, queue):
                 map_type="world",
             ),
         ),
+        (
+            "call_ycrv",
+            [
+                "--country=portugal",
+                "--export=csv",
+            ],
+            "investingcom_view.display_yieldcurve",
+            [],
+            dict(country="portugal", export="csv", raw=False),
+        ),
     ],
 )
 def test_call_func(

tests/openbb_terminal/economy/test_investingcom_model.py

@@ -0,0 +1,24 @@
+# IMPORTATION STANDARD
+
+# IMPORTATION THIRDPARTY
+import pandas as pd
+import pytest
+
+# IMPORTATION INTERNAL
+from openbb_terminal.economy import investingcom_model
+
+
+# @pytest.mark.vcr
+@pytest.mark.parametrize(
+    "country",
+    [
+        "united states",
+        "portugal",
+        "spain",
+        "germany",
+    ],
+)
+def test_get_yieldcurve(country):
+    result_df = investingcom_model.get_yieldcurve(country)
+
+    assert isinstance(result_df, pd.DataFrame)

tests/openbb_terminal/economy/test_investingcom_view.py

@@ -0,0 +1,16 @@
+# IMPORTATION STANDARD
+# import gzip
+
+# IMPORTATION THIRDPARTY
+# import pandas as pd
+
+# import pytest
+
+# IMPORTATION INTERNAL
+from openbb_terminal.economy import investingcom_view
+
+
+# @pytest.mark.vcr
+# @pytest.mark.record_stdout
+def test_display_yieldcurve():
+    investingcom_view.display_yieldcurve(country="portugal", export="")

tests/openbb_terminal/economy/txt/test_econdb_view/test_show_treasuries[instruments0-maturities0-monthly-2020-01-01-2020-02-03].txt

@@ -1,2 +1 @@
 The maturity 3y is not an option for inflation. Please choose between 5y, 7y, 10y, 20y, 30y
-

tests/openbb_terminal/economy/txt/test_econdb_view/test_show_treasuries[instruments1-maturities1-annually-2015-01-04-2015-01-28].txt

@@ -1,3 +1,2 @@
 No data found for the combination nominal and 1m.
 No data found for the combination nominal and 30y.
-

tests/openbb_terminal/economy/txt/test_econdb_view/test_show_treasuries[instruments2-maturities2-weekly-2018-06-05-2018-07-06].txt

@@ -1,2 +1 @@
 The maturity 3y is not an option for inflation. Please choose between 5y, 7y, 10y, 20y, 30y
-

tests/openbb_terminal/economy/txt/test_economy_controller/test_print_help.txt

@@ -11,6 +11,7 @@ Macro Data
     index         find and plot any (major) index on the market [Source: Yahoo Finance]
     treasury      obtain U.S. treasury rates [Source: EconDB]
     yield         show the U.S. Treasury yield curve [Source: FRED]
+    ycrv          show sovereign yield curves [Source: Investing.com/FRED]
     plot          plot data from the above commands together
     options       show the available options for 'plot' or show/export the data
 

website/data/menu/main.yml

@@ -1010,6 +1010,8 @@ main:
             ref: "/terminal/economy/treasury"
           - name: yield
             ref: "/terminal/economy/yield"
+          - name: ycrv
+            ref: "/terminal/economy/ycrv"            
           - name: plot
             ref: "/terminal/economy/plot"
           - name: rtps