diff --git a/openbb_platform/providers/finra/README.md b/openbb_platform/providers/finra/README.md index e69de29bb2d1..8158e0c171ac 100644 --- a/openbb_platform/providers/finra/README.md +++ b/openbb_platform/providers/finra/README.md @@ -0,0 +1,15 @@ +# OpenBB FINRA Provider + +This extension integrates the [FINRA](https://finra.org/) data provider into the OpenBB Platform. + +## Installation + +To install the extension: + +```bash +pip install openbb-finra +``` + +For development please check [Contribution Guidelines](https://github.com/OpenBB-finance/OpenBBTerminal/blob/feature/openbb-sdk-v4/openbb_platform/CONTRIBUTING.md). + +Documentation available [here](https://docs.openbb.co/sdk). diff --git a/openbb_platform/providers/finra/openbb_finra/models/equity_short_interest.py b/openbb_platform/providers/finra/openbb_finra/models/equity_short_interest.py index bb2e312f202a..357595a0f5d0 100644 --- a/openbb_platform/providers/finra/openbb_finra/models/equity_short_interest.py +++ b/openbb_platform/providers/finra/openbb_finra/models/equity_short_interest.py @@ -12,11 +12,11 @@ class FinraShortInterestQueryParams(ShortInterestQueryParams): - """Finra Company Filings Query Params.""" + """FINRA Company Filings Query Params.""" class FinraShortInterestData(ShortInterestData): - """Finra Short Interest Data.""" + """FINRA Short Interest Data.""" __alias_dict__ = { "symbol": "symbolCode", @@ -35,7 +35,7 @@ class FinraShortInterestData(ShortInterestData): class FinraShortInterestFetcher( Fetcher[FinraShortInterestQueryParams, List[FinraShortInterestData]] ): - """Finra Short Interest Fetcher.""" + """FINRA Short Interest Fetcher.""" @staticmethod def transform_query(params: Dict[str, Any]) -> FinraShortInterestQueryParams: @@ -48,8 +48,7 @@ def extract_data( credentials: Optional[Dict[str, str]], **kwargs: Any, ) -> List[Dict]: - """Extracts the data from the Finra endpoint.""" - + """Extract the data from the Finra endpoint.""" # Put the data in the cache prepare_data() # Get the data from the cache @@ -81,6 +80,8 @@ def extract_data( ] @staticmethod - def transform_data(data: List[Dict], **kwargs: Any) -> List[FinraShortInterestData]: - """Transforms the data.""" + def transform_data( + query: FinraShortInterestQueryParams, data: List[Dict], **kwargs: Any + ) -> List[FinraShortInterestData]: + """Transform the data.""" return [FinraShortInterestData.model_validate(d) for d in data] diff --git a/openbb_platform/providers/finra/openbb_finra/models/otc_aggregate.py b/openbb_platform/providers/finra/openbb_finra/models/otc_aggregate.py index 656485640c09..7506b178a98e 100644 --- a/openbb_platform/providers/finra/openbb_finra/models/otc_aggregate.py +++ b/openbb_platform/providers/finra/openbb_finra/models/otc_aggregate.py @@ -1,4 +1,4 @@ -"""Finra OTC Aggregates fetcher.""" +"""FINRA OTC Aggregates fetcher.""" from typing import Any, Dict, List, Literal, Optional @@ -16,11 +16,8 @@ class FinraOTCAggregateQueryParams(OTCAggregateQueryParams): tier: Literal["T1", "T2", "OTCE"] = Field( default="T1", - description=( - "T1 - Securities included in the S&P 500, Russell 1000 and selected " - "exchange-traded products; T2 - All other NMS stocks;" - "OTC - Over-the-Counter equity securities", - ), + description=""""T1 - Securities included in the S&P 500, Russell 1000 and selected exchange-traded products; + T2 - All other NMS stocks; OTC - Over-the-Counter equity securities""", ) is_ats: bool = Field( default=True, description="ATS data if true, NON-ATS otherwise" @@ -28,7 +25,7 @@ class FinraOTCAggregateQueryParams(OTCAggregateQueryParams): class FinraOTCAggregateData(OTCAggregateData): - """Finra OTC Aggregate Data.""" + """FINRA OTC Aggregate Data.""" __alias_dict__ = { "share_quantity": "totalWeeklyShareQuantity", @@ -53,10 +50,12 @@ def extract_data( credentials: Optional[Dict[str, str]], **kwargs: Any, ) -> List[Dict]: - """Extracts the data from the FINRA endpoint.""" + """Extract the data from the FINRA endpoint.""" return get_full_data(query.symbol, query.tier, query.is_ats) @staticmethod - def transform_data(data: List[Dict], **kwargs: Any) -> List[FinraOTCAggregateData]: - """Transforms the data.""" + def transform_data( + query: FinraOTCAggregateQueryParams, data: List[Dict], **kwargs: Any + ) -> List[FinraOTCAggregateData]: + """Transform the data.""" return [FinraOTCAggregateData.model_validate(d) for d in data if d] diff --git a/openbb_platform/providers/finra/openbb_finra/utils/data_storage.py b/openbb_platform/providers/finra/openbb_finra/utils/data_storage.py index 8f7459221f8c..c65e95dcfded 100644 --- a/openbb_platform/providers/finra/openbb_finra/utils/data_storage.py +++ b/openbb_platform/providers/finra/openbb_finra/utils/data_storage.py @@ -1,21 +1,25 @@ -"""Utility for SEC data storage.""" -# This was created as a way to handle short interest data from the SEC. -# The files do not change, so there is no need to download them every time. +"""Utility for FINRA data storage. + +This was created as a way to handle short interest data from the FINRA. +The files do not change, so there is no need to download them every time. +""" import random import sqlite3 from io import StringIO from pathlib import Path +from typing import List import requests from openbb_core.app.utils import get_user_cache_directory from openbb_finra.utils.helpers import get_short_interest_dates from pandas import read_csv -DB_PATH = Path(get_user_cache_directory()) / "caches/sec_short_volume.db" +DB_PATH = Path(get_user_cache_directory()) / "caches/finra_short_volume.db" DB_PATH.parent.mkdir(parents=True, exist_ok=True) -def get_cached_dates(): +def get_cached_dates() -> List: + """Return the dates that are cached in the DB file.""" cnx = sqlite3.connect(DB_PATH) cursor = cnx.cursor() diff --git a/openbb_platform/providers/finra/poetry.lock b/openbb_platform/providers/finra/poetry.lock new file mode 100644 index 000000000000..0f74b841d83e --- 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+1484,14 @@ interactions: response: body: string: !!binary | - H4sIAAAAAAAAAwAAAP//TMoxC0IhEADg/3KzD+ykErdHLUFD8YqGaLjwInmmoecg0X9v7Zu/6wck - C8UL8xz79KTCx0ZJgnRwqK1eGIPq/5wKed7klgQcGmtXSwWh1sZTf91z3HlOEh6BCzgYx8MeFESq - cn57Et6SMDhAjWbQ60Eb+N5+AAAA//8DAOuh4puDAAAA + H4sIAAAAAAAAA0zKMQtCIRAA4P9ysw/spBK3Ry1BQ/GKhmi48CJ5pqHnINF/b+2bv+sHJAvFC/Mc + +/SkwsdGSYJ0cKitXhiD6v+cCnne5JYEHBprV0sFodbGU3/dc9x5ThIegQs4GMfDHhREqnJ+exLe + kjA4QI1m0OtBG/jefgAAAP//AwDroeKbgwAAAA== headers: CF-Cache-Status: - DYNAMIC CF-Ray: - - 8232301f2e8c05ad-IAD + - 823545fe9fd18ae7-DEL Connection: - keep-alive Content-Encoding: @@ -1499,9 +1499,9 @@ interactions: Content-Type: - application/json Date: - - Thu, 09 Nov 2023 01:12:32 GMT + - Thu, 09 Nov 2023 10:11:45 GMT FINRA-api-request-id: - - 356ed273-fe53-4298-b313-9a835194e55a + - f129245e-9ebe-4d4b-ae79-0de794389533 Record-Limit: - '5000' Record-Max-Limit: @@ -1515,10 +1515,10 @@ interactions: Server: - cloudflare Set-Cookie: - - 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@@ interactions: Content-Type: - application/json Date: - - Thu, 09 Nov 2023 01:13:12 GMT + - Thu, 09 Nov 2023 10:12:02 GMT FINRA-api-request-id: - - 0095d796-390f-4df9-844b-f15c90f2dc34 + - a927f07f-eac9-4363-b22b-1d918d67a569 Record-Limit: - '5000' Record-Max-Limit: @@ -2824,10 +2824,10 @@ interactions: Server: - cloudflare Set-Cookie: - - __cf_bm=_zZgawgdOGyK0OlCaPTGWRlHtKVqW.0hBjO95FraVPU-1699492392-0-AT0ZIBuYg4f00lrIw/WaruBI3Qbq6r5RUbIWU26yfW5v2Ds1vNaLkGW4T3bUci41+UBZnP3qjVSENuTDOTwrEH0=; - path=/; expires=Thu, 09-Nov-23 01:43:12 GMT; domain=.api.finra.org; HttpOnly; + - __cf_bm=vkHOHZ.D9DO6RJZ6jMDM4tZkVvJJILp0H1mtFoFvjHI-1699524722-0-AdmZDBdHom/g9UiqXi9vCgFKaTO3px6bOPqnFxWljS0JImW+9BCH4CERT2/Tal2xPyP/vMonYJBl8cGTj0jZUnE=; + path=/; expires=Thu, 09-Nov-23 10:42:02 GMT; domain=.api.finra.org; HttpOnly; Secure; SameSite=None - - __cfruid=3a134d17d7de4a0974a8ffac8624d1d317abd785-1699492392; path=/; domain=.api.finra.org; + - 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+3640,14 @@ interactions: response: body: string: !!binary | - H4sIAAAAAAAAA0zKsQrCMBAA0H+5OYXkhGqzFV0Eh0oVB3E4yYnBmJTkMgTx311987t+QJJQuDC/ - QpuflPlYKYqXBhY3/cqstVb/55TJ8TbVKGBR9zhoBb6UynN731PYO47iH54zWBjH6QAKAhU5L46E - dyQMFlAjdgY7M8D39gMAAP//AwCNRY9WgwAAAA== + H4sIAAAAAAAAAwAAAP//TMqxCsIwEADQf7k5heSEarMVXQSHShUHcTjJicGYlOQyBPHfXX3zu35A + klC4ML9Cm5+U+VgpipcGFjf9yqy1Vv/nlMnxNtUoYFH3OGgFvpTKc3vfU9g7juIfnjNYGMfpAAoC + FTkvjoR3JAwWUCN2BjszwPf2AwAA//8DAI1Fj1aDAAAA headers: CF-Cache-Status: - DYNAMIC CF-Ray: - - 823231be3f643b7a-IAD + - 823546abfb641b64-DEL Connection: - keep-alive Content-Encoding: @@ -3655,9 +3655,9 @@ interactions: Content-Type: - application/json Date: - - Thu, 09 Nov 2023 01:13:38 GMT + - Thu, 09 Nov 2023 10:12:13 GMT FINRA-api-request-id: - - 2a934476-d8ec-49a3-a371-def01cd7fd67 + - 7456e6ac-7f6c-44aa-ba73-c65a53f24dab Record-Limit: - '5000' Record-Max-Limit: @@ -3671,10 +3671,10 @@ interactions: Server: - cloudflare Set-Cookie: - - 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X-Content-Type-Options: - nosniff x-amz-apigw-id: - - OGzKaHa5oAMEFjw= + - OICDlH8HIAMEQMw= x-amzn-RequestId: - - 4a725430-f841-4633-b692-4e695360a3e2 + - 8552c90f-d526-4d78-b31a-d5187887eb37 status: code: 200 message: OK @@ -3717,14 +3717,14 @@ interactions: response: body: string: !!binary | - H4sIAAAAAAAAAwAAAP//TMqxCsIwFAXQf7lzBJPUDtmKLoKDUsVBHJ7kiaExkfRlCOK/i5twxnN5 - Q7JQPDNPsY0PKnyolCRIg9PW2G7VWfV/joU8r3NNAqe16W2vEOa58tietxy3npOEe+ACh2HY76AQ - aZbTy5PwhoThYJbGLPQPPtcvAAAA//8DAPm2gw+DAAAA + H4sIAAAAAAAAA0zKsQrCMBQF0H+5cwST1A7Zii6Cg1LFQRye5ImhMZH0ZQjiv4ubcMZzeUOyUDwz + T7GNDyp8qJQkSIPT1thu1Vn1f46FPK9zTQKnteltrxDmufLYnrcct56ThHvgAodh2O+gEGmW08uT + 8IaE4WCWxiz0Dz7XLwAAAP//AwD5toMPgwAAAA== headers: CF-Cache-Status: - DYNAMIC CF-Ray: - - 823231dbadb92082-IAD + - 823546b21f178e92-DEL Connection: - keep-alive Content-Encoding: @@ -3732,9 +3732,9 @@ interactions: Content-Type: - application/json Date: - - Thu, 09 Nov 2023 01:13:43 GMT + - Thu, 09 Nov 2023 10:12:14 GMT FINRA-api-request-id: - - 46f54cf3-3b30-4349-85b1-af4221ed8c50 + - f1334b21-a388-4750-a2ff-eb5f6fb0f5fd Record-Limit: - '5000' Record-Max-Limit: @@ -3748,10 +3748,10 @@ interactions: Server: - cloudflare Set-Cookie: - - __cf_bm=HRWGLtX0O3UIUjWkNYqp4tgTQICU_TUL5DkslyX950A-1699492423-0-AQgGM7osXhNG5EGVdWAW/paIevhnNL2voEnji654WVQDRx6Z2SRPsJy9e6hv8AK8aBECllAeOHTlRfPORaE0PmY=; - path=/; expires=Thu, 09-Nov-23 01:43:43 GMT; domain=.api.finra.org; HttpOnly; + - __cf_bm=qBsMPD9iVYpD5lQ31wb.SnuKSa1YeYGF5DqzKL52ttw-1699524734-0-AZ4PRhosA/ADvzut/32uMRXZoIUIvWAKHKHNYK5RXOs6y1Q9nfVJogLUNxUU+z+j4+Rz8vsOX7KKad7njPZ2rOw=; + path=/; expires=Thu, 09-Nov-23 10:42:14 GMT; domain=.api.finra.org; HttpOnly; Secure; SameSite=None - - __cfruid=16d7e568b519524a43a03ba2ef703ade649da65c-1699492423; path=/; domain=.api.finra.org; + - __cfruid=ba31f0333e9106fec695abedc65bfb1b8085052e-1699524734; path=/; domain=.api.finra.org; HttpOnly; Secure; SameSite=None Total-Records-On-Page: - '1' @@ -3760,13 +3760,13 @@ interactions: Vary: - Accept-Encoding X-Amzn-Trace-Id: - - Root=1-654c3247-5bb1729b3605cc7433e97ae7;Sampled=0;lineage=31a07f80:0|04620952:0 + - Root=1-654cb07d-58662a186a2fbbff574f296f;Sampled=0;lineage=31a07f80:0|04620952:0 X-Content-Type-Options: - nosniff x-amz-apigw-id: - - OGzLJFktIAMEdzA= + - OICDuGCSoAMEs8Q= x-amzn-RequestId: - - 60cbf1c7-76f6-4f9b-b08a-529fab93739d + - 2c91680f-cf27-4ce5-ac2c-223f82b446f5 status: code: 200 message: OK @@ -3801,7 +3801,7 @@ interactions: CF-Cache-Status: - DYNAMIC CF-Ray: - - 823231f7885b07eb-IAD + - 823546b7f8f38ad5-DEL Connection: - keep-alive Content-Encoding: @@ -3809,9 +3809,9 @@ interactions: Content-Type: - application/json Date: - - Thu, 09 Nov 2023 01:13:47 GMT + - Thu, 09 Nov 2023 10:12:15 GMT FINRA-api-request-id: - - 37c65f42-9783-4fa9-b6eb-ace894794b28 + - f4fb8f4a-8e3b-45bc-815f-e2e0f89626ae Record-Limit: - '5000' Record-Max-Limit: @@ -3825,10 +3825,10 @@ interactions: Server: - cloudflare Set-Cookie: - - 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X-Content-Type-Options: - nosniff x-amz-apigw-id: - - OGzL1E-yoAMEgVw= + - OICD4HkcIAMED1A= x-amzn-RequestId: - - 27627545-a6fb-4079-8bf5-ad04d25c1448 + - 8ba144c5-a929-468a-a609-e20446087d34 status: code: 200 message: OK @@ -3878,7 +3878,7 @@ interactions: CF-Cache-Status: - DYNAMIC CF-Ray: - - 823231fa6a023b0c-IAD + - 823546bdd97e1bd4-DEL Connection: - keep-alive Content-Encoding: @@ -3886,9 +3886,9 @@ interactions: Content-Type: - application/json Date: - - Thu, 09 Nov 2023 01:13:48 GMT + - Thu, 09 Nov 2023 10:12:16 GMT FINRA-api-request-id: - - e141ff15-f934-4cc1-be27-558c16d9ac73 + - c809c3f3-35a4-4ba7-b5a1-1c70edd20848 Record-Limit: - '5000' Record-Max-Limit: @@ -3902,10 +3902,10 @@ interactions: Server: - cloudflare Set-Cookie: - - __cf_bm=OI9rnDnWTUohBe19VXohfr3uHS6MAIUlLvWIHfAjyo8-1699492428-0-AYJD6Gh/LP/sl+EFBxLTVazlPeNAHLz9bEzlkezJ+Apf0Wr+o2IWD3tf9NoARkiG6iC6sYmrEBfwP8BhmgGNvsM=; - path=/; expires=Thu, 09-Nov-23 01:43:48 GMT; domain=.api.finra.org; HttpOnly; + - 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+3955,7 @@ interactions: CF-Cache-Status: - DYNAMIC CF-Ray: - - 8232320a0bca5a70-IAD + - 823546c42ede1bda-DEL Connection: - keep-alive Content-Encoding: @@ -3963,9 +3963,9 @@ interactions: Content-Type: - application/json Date: - - Thu, 09 Nov 2023 01:13:50 GMT + - Thu, 09 Nov 2023 10:12:17 GMT FINRA-api-request-id: - - 08ee27b9-50d3-48ce-9d08-cc5dc57a4513 + - 8c5de2c4-43d3-4dfe-8829-897a7abedfcf Record-Limit: - '5000' Record-Max-Limit: @@ -3979,10 +3979,10 @@ interactions: Server: - cloudflare Set-Cookie: - - __cf_bm=toMpIuyCUuEd7yXZkgnmvLzUIjZMaOnQHl7PFf4BWvk-1699492430-0-AXtUFV3j48kj1GET0B5eXVR1ofbylVbw2FKoMe5LmNoyma80CM2GacxplCeAubtk/V82P3NqCNOSeHEcNhivcDU=; - path=/; expires=Thu, 09-Nov-23 01:43:50 GMT; domain=.api.finra.org; HttpOnly; + - __cf_bm=fCxlMxVXtQAzoZ4ZoCY_ATOV6SNrpEAu0ihnTT61vpI-1699524737-0-AZlsrTuc/X2n+E4Rqhs2ZWSU8MKsKKBCGBAef0pZd3VDLfEenftMzs1G6pBfIL4mE4VPcGf1fyPNI9eShPR+D5o=; + path=/; expires=Thu, 09-Nov-23 10:42:17 GMT; domain=.api.finra.org; HttpOnly; Secure; SameSite=None - - __cfruid=46faacf896fe9cbf25943fbb67ca051234c3930e-1699492430; path=/; domain=.api.finra.org; + - __cfruid=460a5aef2402e8a21517d3d683b07c007e7cb337-1699524737; path=/; domain=.api.finra.org; HttpOnly; Secure; SameSite=None Total-Records-On-Page: - '1' @@ -3991,13 +3991,13 @@ interactions: Vary: - Accept-Encoding X-Amzn-Trace-Id: - - Root=1-654c324e-48e5374d6c5403ed6e36062d;Sampled=0;lineage=31a07f80:0|04620952:0 + - Root=1-654cb080-7afb7ad7197f5fa633e09afe;Sampled=0;lineage=31a07f80:0|04620952:0 X-Content-Type-Options: - nosniff x-amz-apigw-id: - - OGzMTEf1IAMEhzg= + - OICELGDBoAMEKWw= x-amzn-RequestId: - - f4ce6a44-6bd9-4d77-bad2-452276874efc + - 56cb6807-cc0f-4c87-9df6-dcc88c54e267 status: code: 200 message: OK @@ -4025,14 +4025,14 @@ interactions: response: body: string: !!binary | - H4sIAAAAAAAAA0zKsQrCMBAA0H+5OYXmtJFmK7oIDkoVB3E4yYnBmEhyGYL4766++V0+IEkonJmf - oc0PynyoFMVLA7sYNZpej+r/HDM5XqcaBSyujBkGBb6UynN73VLYOo7i754zWJim/Q4UBCpyejsS - 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cloudfront x-amz-meta-x-amz-meta-category: diff --git a/openbb_platform/providers/finra/tests/test_finra_fetchers.py b/openbb_platform/providers/finra/tests/test_finra_fetchers.py index b540aa9036c4..212fb4317c0e 100644 --- a/openbb_platform/providers/finra/tests/test_finra_fetchers.py +++ b/openbb_platform/providers/finra/tests/test_finra_fetchers.py @@ -29,7 +29,7 @@ def test_finra_otc_aggregate_fetcher(credentials=test_credentials): @pytest.mark.freeze_time("2021-10-21") @pytest.mark.record_http -def test_sec_short_interest_fetcher(credentials=test_credentials): +def test_finra_short_interest_fetcher(credentials=test_credentials): params = {"symbol": "AAPL"} fetcher = FinraShortInterestFetcher()