Expanding the fixedincome menu (#5655)

* models and fetcher * making the fetcher visible * std model * adding the command * improvements to the models * typo * adding the command * imrpovements to dwpcr * standard model for ecb int rates * adding the fetcher for fred * standard model of ice bofa * add ice_bofa command * ruff * ice bofa fetcher * moody std model * moody * std model * add cp command * unused import * cp * spot * ruff * hqm * tmc * ffrmc * tbffr * ruff * typing fixes * buggy dates * fred fetcher tests * ruff * adding ecb as a provider * adding new provider related stuff * adding the new command eu_ycvr * models * test for ecb fetcher * Feature/v4 fixedincome int tests (#5661) * integration tests * happy ruff * mini adjustment * ruff * typo * verbose type * fix tests * docstrings everywhere and an happy pydocstyle * fix tests
OpenBB-finance · Nov 6, 2023 · 537a6da · 537a6da
1 parent d365d92
commit 537a6da
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Showing 68 changed files with 74,450 additions and 11 deletions.
diff --git a/openbb_platform/dev_install.py b/openbb_platform/dev_install.py
@@ -44,6 +44,7 @@
 openbb-quandl = { path = "./providers/quandl", optional = true, develop = true }
 openbb-seeking-alpha = { path = "./providers/seeking_alpha", optional = true, develop = true }
 openbb-yfinance = { path = "./providers/yfinance", optional = true, develop = true }
+openbb-ecb = { path = "./providers/ecb", optional = true, develop = true }
 
 openbb-charting = { path = "./extensions/charting", optional = true, develop = true }
 openbb-futures = { path = "./extensions/futures", optional = true, develop = true }

diff --git a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py
@@ -198,3 +198,229 @@ def test_fixedincome_iorb(params, headers):
     result = requests.get(url, headers=headers, timeout=10)
     assert isinstance(result, requests.Response)
     assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"start_date": "2023-01-01", "end_date": "2023-06-06"}),
+        (
+            {
+                "parameter": "daily_excl_weekend",
+                "provider": "fred",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_dwpcr(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/fixedincome/dwpcr?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        (
+            {
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "interest_rate_type": "lending",
+            }
+        )
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_ecb_interest_rates(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/fixedincome/ecb_interest_rates?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"start_date": "2023-01-01", "end_date": "2023-06-06", "index_type": "yield"}),
+        (
+            {
+                "category": "all",
+                "area": "us",
+                "grade": "non_sovereign",
+                "options": True,
+                "provider": "fred",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "index_type": "yield",
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_ice_bofa(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/fixedincome/ice_bofa?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [({"start_date": "2023-01-01", "end_date": "2023-06-06", "index_type": "aaa"})],
+)
+@pytest.mark.integration
+def test_fixedincome_moody(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/fixedincome/moody?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        (
+            {
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "maturity": "30d",
+                "category": "financial",
+                "grade": "aa",
+            }
+        )
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_cp(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/fixedincome/cp?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        (
+            {
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "maturity": [10.0],
+                "category": ["spot_rate"],
+            }
+        )
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_spot(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/fixedincome/spot?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [({"date": "2023-01-01", "yield_curve": ["spot"]})],
+)
+@pytest.mark.integration
+def test_fixedincome_hqm(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/fixedincome/hqm?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [({"start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "3m"})],
+)
+@pytest.mark.integration
+def test_fixedincome_tmc(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/fixedincome/tmc?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [({"start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "10y"})],
+)
+@pytest.mark.integration
+def test_fixedincome_ffrmc(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/fixedincome/ffrmc?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [({"start_date": "2023-01-01", "end_date": "2023-06-06", "maturity": "3m"})],
+)
+@pytest.mark.integration
+def test_fixedincome_tbffr(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/fixedincome/tbffr?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"date": "2023-01-01", "yield_curve_type": "spot_rate"}),
+        (
+            {
+                "rating": "A",
+                "provider": "ecb",
+                "date": "2023-01-01",
+                "yield_curve_type": "spot_rate",
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_eu_ycrv(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/fixedincome/eu_ycrv?{query_str}"
+    result = requests.get(url, headers=headers, timeout=30)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200