Add multi-ticker support to etf_countries (#5670)

* add multi-ticker support to etf_countries * remove commented-out lines * normalized percent points * percent -> percentage
OpenBB-finance · Nov 7, 2023 · 8c965c4 · 8c965c4
1 parent 88099d2
commit 8c965c4
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Showing 4 changed files with 215 additions and 25 deletions.
diff --git a/openbb_platform/platform/provider/openbb_provider/standard_models/etf_countries.py b/openbb_platform/platform/provider/openbb_provider/standard_models/etf_countries.py
@@ -26,7 +26,6 @@ def upper_symbol(cls, v: Union[str, List[str], Set[str]]):
 class EtfCountriesData(Data):
     """ETF Countries Data."""
 
-    country: str = Field(description="The country of the exposure.")
-    weight: float = Field(
-        description="Exposure of the ETF to the country in normalized percentage points."
+    country: str = Field(
+        description="The country of the exposure.  Corresponding values are normalized percentage points."
     )
diff --git a/openbb_platform/providers/fmp/openbb_fmp/models/etf_countries.py b/openbb_platform/providers/fmp/openbb_fmp/models/etf_countries.py
@@ -2,6 +2,7 @@
 
 from typing import Any, Dict, List, Optional
 
+import pandas as pd
 from openbb_fmp.utils.helpers import create_url, get_data_many
 from openbb_provider.abstract.fetcher import Fetcher
 from openbb_provider.standard_models.etf_countries import (
@@ -17,8 +18,6 @@ class FMPEtfCountriesQueryParams(EtfCountriesQueryParams):
 class FMPEtfCountriesData(EtfCountriesData):
     """FMP ETF Country Weighting Data."""
 
-    __alias_dict__ = {"weight": "weightPercentage"}
-
 
 class FMPEtfCountriesFetcher(
     Fetcher[
@@ -40,24 +39,52 @@ def extract_data(
         **kwargs: Any,
     ) -> List[Dict]:
         """Return the raw data from the FMP endpoint."""
+
         api_key = credentials.get("fmp_api_key") if credentials else ""
+        symbols = (
+            query.symbol.split(",") if "," in query.symbol else [query.symbol.upper()]
+        )
+        results = {}
 
-        url = create_url(
-            version=3,
-            endpoint=f"etf-country-weightings/{query.symbol.upper()}",
-            api_key=api_key,
+        for symbol in symbols:
+            data = {}
+            url = create_url(
+                version=3,
+                endpoint=f"etf-country-weightings/{symbol}",
+                api_key=api_key,
+            )
+            result = get_data_many(url, **kwargs)
+            df = pd.DataFrame(result).set_index("country")
+            if len(df) > 0:
+                for i in df.index:
+                    data.update(
+                        {
+                            i: float(df.loc[i]["weightPercentage"].replace("%", ""))
+                            * 0.01
+                        }
+                    )
+                results.update({symbol: data})
+
+        output = (
+            pd.DataFrame(results)
+            .transpose()
+            .reset_index()
+            .fillna(value=0)
+            .replace(0, None)
+            .rename(columns={"index": "symbol"})
+        ).transpose()
+        output.columns = output.loc["symbol"].to_list()
+        output = output.drop("symbol", axis=0).sort_values(
+            by=output.columns[0], ascending=False
         )
 
-        return get_data_many(url, **kwargs)
+        return (
+            output.reset_index().rename(columns={"index": "country"}).to_dict("records")
+        )
 
     @staticmethod
     def transform_data(
         query: FMPEtfCountriesQueryParams, data: List[Dict], **kwargs: Any
     ) -> List[FMPEtfCountriesData]:
         """Return the transformed data."""
-        for d in data:
-            if d["weightPercentage"] is not None and d["weightPercentage"].endswith(
-                "%"
-            ):
-                d["weightPercentage"] = float(d["weightPercentage"][:-1]) / 100
         return [FMPEtfCountriesData.model_validate(d) for d in data]
diff --git a/...orm/providers/fmp/tests/record/http/test_fmp_fetchers/test_fmp_etf_countries_fetcher.yaml b/...orm/providers/fmp/tests/record/http/test_fmp_fetchers/test_fmp_etf_countries_fetcher.yaml
@@ -5,16 +5,18 @@ interactions:
       Accept:
       - '*/*'
       Accept-Encoding:
-      - gzip, deflate
+      - gzip, deflate, br
       Connection:
       - keep-alive
     method: GET
-    uri: https://financialmodelingprep.com/api/v3/etf-country-weightings/MISL?apikey=MOCK_API_KEY
+    uri: https://financialmodelingprep.com/api/v3/etf-country-weightings/VTI?apikey=MOCK_API_KEY
   response:
     body:
-      string: "[\n  {\n    \"country\": \"United States\",\n    \"weightPercentage\":
-        \"98.35%\"\n  },\n  {\n    \"country\": \"Other\",\n    \"weightPercentage\":
-        \"1.65%\"\n  }\n]"
+      string: !!binary |
+        H4sIAAAAAAAAA6XSTQuCQBAG4Hu/YlnoJqKG9nGrTkZUEJ2iw6SDCrnCOItZ9N9TusYYdNjTvPPw
+        srvnkVLP7iilk8oaplYvlD6ZgjFVRwbGWjufeYNFlvMBKUHDkGEfnEfuzB/rLvByvkp7zpEkwXOn
+        kQTEhDcwqUT4bhhKxLEp+IE0xHjuRGTWYCAFWQgCSVjamgluxQDiTSVkhVTa/3qsoS3BqLjur0R8
+        366MKG2QamxFQVrfYf89hltIxtbesbxWlrIfiNHlDcqTD93xAgAA
     headers:
       Access-Control-Allow-Credentials:
       - 'true'
@@ -29,16 +31,178 @@ interactions:
       - '3600'
       Connection:
       - keep-alive
-      Content-Length:
-      - '141'
+      Content-Encoding:
+      - gzip
       Content-Type:
       - application/json; charset=utf-8
       Date:
-      - Wed, 01 Nov 2023 13:27:52 GMT
+      - Sun, 05 Nov 2023 05:15:21 GMT
       ETag:
-      - W/"8d-2VmJo306+5EGW4NWPOj2rTFnMzA"
+      - W/"2f1-z5/4g/ulC3y6Aw5o83OT94EFKKU"
       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
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate, br
+      Connection:
+      - keep-alive
+    method: GET
+    uri: https://financialmodelingprep.com/api/v3/etf-country-weightings/QQQ?apikey=MOCK_API_KEY
+  response:
+    body:
+      string: !!binary |
+        H4sIAAAAAAAAA4XPwQrCMAyA4fueIhS8jTI3nc6beFdBPImHsIa2MCp0KTLEd3djV8kOOSV8/Hlk
+        AJ9xAFT7SoHjoA6g7sEzGbgxMvUqn/dv8tbxlWJLgdHSdNjUulmpcf/N/0Mx2YSDRBR6KxIn5wPK
+        QC0CZ2JHscNgxFcKvd+JHRjQLIRsSkm4TB0yUK0l4Jh6jtj5hYqympHs+QNActKX3gEAAA==
+    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:
+      - Sun, 05 Nov 2023 05:15:21 GMT
+      ETag:
+      - W/"1de-u/Rt0fxDvduVLpiU+/1mhnLcZeE"
+      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
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate, br
+      Connection:
+      - keep-alive
+    method: GET
+    uri: https://financialmodelingprep.com/api/v3/etf-country-weightings/VOO?apikey=MOCK_API_KEY
+  response:
+    body:
+      string: !!binary |
+        H4sIAAAAAAAAA4XQPQvCQAwG4L2/Ihy4leOqpX6Mbi4qFCdxOHqhPagnpClFxf/uHV0lDpne5CHJ
+        NQN4xwJQzWMMTE+1A3UJntFBzZZxUPmcT+jbjs9IDQa2LabG7XqhYvrJfzIHwt4GJwGFrjYSceIO
+        SQKMrqT5evL8Qvq3htHlSmL2SPfRWZkoROKI6ZS0iPjRyJTiTwey2MuCWc5CdvsCtZKIl98BAAA=
+    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:
+      - Sun, 05 Nov 2023 05:15:22 GMT
+      ETag:
+      - W/"1df-OEmfqekeHOVvwG/zgq/j7mJKmsQ"
+      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
+- request:
+    body: null
+    headers:
+      Accept:
+      - '*/*'
+      Accept-Encoding:
+      - gzip, deflate, br
+      Connection:
+      - keep-alive
+    method: GET
+    uri: https://financialmodelingprep.com/api/v3/etf-country-weightings/IWM?apikey=MOCK_API_KEY
+  response:
+    body:
+      string: !!binary |
+        H4sIAAAAAAAAA6XTTUvDQBAG4Ht/xbLQWwlJa9R6jNAS8aNQPImHaTIkgWQik100iv/dBPEm7woe
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+        KzEcrL1nlYHHgAFX7YY1LMCx2DcnpdYR3hEk3PO8Yn/Y9Z+eLJ6/ANaC2CnFBAAA
+    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:
+      - Sun, 05 Nov 2023 05:15:22 GMT
+      ETag:
+      - W/"4c5-b5x+LUJL2Tk17h5pypIQmPJe3ag"
+      Server:
+      - nginx/1.18.0 (Ubuntu)
+      Transfer-Encoding:
+      - chunked
+      Vary:
+      - Accept-Encoding
       X-Frame-Options:
       - SAMEORIGIN
       X-Powered-By:

diff --git a/openbb_platform/providers/fmp/tests/test_fmp_fetchers.py b/openbb_platform/providers/fmp/tests/test_fmp_fetchers.py
@@ -542,7 +542,7 @@ def test_fmp_price_performance_fetcher(credentials=test_credentials):
 
 @pytest.mark.record_http
 def test_fmp_etf_countries_fetcher(credentials=test_credentials):
-    params = {"symbol": "MISL"}
+    params = {"symbol": "VTI,QQQ,VOO,IWM"}
 
     fetcher = FMPEtfCountriesFetcher()
     result = fetcher.test(params, credentials)