feature/compare-etf-countries: Add multi-ticker support to etf_countries

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."
  )

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]

openbb_platform/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
+ 9rTLw7vz8bQw5mM6xtii9+J0tFfG5sotSWlX3zev3FS1O7AWLI4qnp/EUbpZ2un+c/Ur8SiN49Ic
+ HTkeELRNo80aSdc0diQmH+ZIkJoynSEpY+18SYhIovMEEQ+uZsUZtrAud71Q0WMhuUTCsZGKXnrl
+ AAJLsVOSIiQgIB+UuP1PhEzpvQkI8QWeDCHczjhap0i49W/cnXqvVSAHVDKqqaPAaMawGIfpK13g
+ 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:

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)