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[Feature] Remove Deprecated Fields From Equity Historical #6598

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merged 3 commits into from
Jul 24, 2024
Merged

[Feature] Remove Deprecated Fields From Equity Historical #6598

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f51027e
remove deprecated fields in Equity Historical
deeleeramone Jul 22, 2024
fee4556
Merge branch 'develop' into feature/remove-old-fields
deeleeramone Jul 22, 2024
b77f244
test params
deeleeramone Jul 22, 2024
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4 changes: 0 additions & 4 deletions openbb_platform/extensions/equity/integration/test_equity_api.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1134,8 +1134,6 @@ def test_equity_compare_groups(params, headers):
"start_date": "2023-06-01",
"end_date": "2023-06-03",
"interval": "1h",
"adjusted": False,
"prepost": False,
}
),
(
Expand All @@ -1148,8 +1146,6 @@ def test_equity_compare_groups(params, headers):
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"interval": "1d",
"adjusted": False,
"prepost": False,
}
),
(
Expand Down
4 changes: 0 additions & 4 deletions openbb_platform/extensions/equity/integration/test_equity_python.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1083,8 +1083,6 @@ def test_equity_compare_groups(params, obb):
"start_date": "2023-06-01",
"end_date": "2023-06-03",
"interval": "1h",
"adjusted": True,
"prepost": False,
}
),
(
Expand All @@ -1097,8 +1095,6 @@ def test_equity_compare_groups(params, obb):
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"interval": "1d",
"adjusted": False,
"prepost": False,
}
),
(
Expand Down
4 changes: 0 additions & 4 deletions openbb_platform/extensions/etf/integration/test_etf_api.py
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Original file line number Diff line number Diff line change
Expand Up @@ -161,8 +161,6 @@ def test_etf_search(params, headers):
"start_date": "2023-06-01",
"end_date": "2023-06-03",
"interval": "1h",
"adjusted": True,
"prepost": False,
}
),
(
Expand All @@ -175,8 +173,6 @@ def test_etf_search(params, headers):
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"interval": "1d",
"adjusted": False,
"prepost": False,
}
),
(
Expand Down
4 changes: 0 additions & 4 deletions openbb_platform/extensions/etf/integration/test_etf_python.py
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Original file line number Diff line number Diff line change
Expand Up @@ -156,8 +156,6 @@ def test_etf_search(params, obb):
"start_date": "2023-06-01",
"end_date": "2023-06-03",
"interval": "1h",
"adjusted": True,
"prepost": False,
}
),
(
Expand All @@ -170,8 +168,6 @@ def test_etf_search(params, obb):
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"interval": "1d",
"adjusted": False,
"prepost": False,
}
),
(
Expand Down
34 changes: 1 addition & 33 deletions openbb_platform/openbb/assets/reference.json
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Original file line number Diff line number Diff line change
Expand Up @@ -5871,7 +5871,7 @@
{
"name": "symbol",
"type": "str",
"description": "The date of the data.",
"description": "Symbol representing the entity requested in the data.",
"default": null,
"optional": true,
"choices": null
Expand Down Expand Up @@ -25677,22 +25677,6 @@
"default": "splits_only",
"optional": true,
"choices": null
},
{
"name": "adjusted",
"type": "bool",
"description": "This field is deprecated (4.1.5) and will be removed in a future version. Use 'adjustment' set as 'splits_and_dividends' instead.",
"default": false,
"optional": true,
"choices": null
},
{
"name": "prepost",
"type": "bool",
"description": "This field is deprecated (4.1.5) and will be removed in a future version. Use 'extended_hours' as True instead.",
"default": false,
"optional": true,
"choices": null
}
]
},
Expand Down Expand Up @@ -28335,22 +28319,6 @@
"default": "splits_only",
"optional": true,
"choices": null
},
{
"name": "adjusted",
"type": "bool",
"description": "This field is deprecated (4.1.5) and will be removed in a future version. Use 'adjustment' set as 'splits_and_dividends' instead.",
"default": false,
"optional": true,
"choices": null
},
{
"name": "prepost",
"type": "bool",
"description": "This field is deprecated (4.1.5) and will be removed in a future version. Use 'extended_hours' as True instead.",
"default": false,
"optional": true,
"choices": null
}
]
},
Expand Down
2 changes: 1 addition & 1 deletion openbb_platform/openbb/package/economy.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1072,7 +1072,7 @@ def fred_release_table(
children : Optional[str]
The element_id of each child, as a comma-separated string.
symbol : Optional[str]
The date of the data.
Symbol representing the entity requested in the data.
name : Optional[str]
The name of the series.
value : Optional[float]
Expand Down
8 changes: 1 addition & 7 deletions openbb_platform/openbb/package/equity_price.py
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Original file line number Diff line number Diff line change
Expand Up @@ -84,10 +84,6 @@ def historical(
The number of data entries to return. (provider: polygon)
include_actions : bool
Include dividends and stock splits in results. (provider: yfinance)
adjusted : bool
This field is deprecated (4.1.5) and will be removed in a future version. Use 'adjustment' set as 'splits_and_dividends' instead. (provider: yfinance)
prepost : bool
This field is deprecated (4.1.5) and will be removed in a future version. Use 'extended_hours' as True instead. (provider: yfinance)

Returns
-------
Expand Down Expand Up @@ -188,9 +184,7 @@ def historical(
"polygon": {"multiple_items_allowed": True},
"tiingo": {"multiple_items_allowed": True},
"yfinance": {"multiple_items_allowed": True},
},
"adjusted": {"deprecated": True},
"prepost": {"deprecated": True},
}
},
)
)
Expand Down
8 changes: 1 addition & 7 deletions openbb_platform/openbb/package/etf.py
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Original file line number Diff line number Diff line change
Expand Up @@ -239,10 +239,6 @@ def historical(
The number of data entries to return. (provider: polygon)
include_actions : bool
Include dividends and stock splits in results. (provider: yfinance)
adjusted : bool
This field is deprecated (4.1.5) and will be removed in a future version. Use 'adjustment' set as 'splits_and_dividends' instead. (provider: yfinance)
prepost : bool
This field is deprecated (4.1.5) and will be removed in a future version. Use 'extended_hours' as True instead. (provider: yfinance)

Returns
-------
Expand Down Expand Up @@ -345,9 +341,7 @@ def historical(
"polygon": {"multiple_items_allowed": True},
"tiingo": {"multiple_items_allowed": True},
"yfinance": {"multiple_items_allowed": True},
},
"adjusted": {"deprecated": True},
"prepost": {"deprecated": True},
}
},
)
)
Expand Down
28 changes: 6 additions & 22 deletions openbb_platform/providers/alpha_vantage/openbb_alpha_vantage/models/equity_historical.py
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Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,6 @@
Field,
NonNegativeFloat,
PositiveFloat,
model_validator,
)


Expand All @@ -39,29 +38,10 @@ class AVEquityHistoricalQueryParams(EquityHistoricalQueryParams):
description="The adjustment factor to apply. 'splits_only' is not supported for intraday data.",
default="splits_only",
)
extended_hours: Optional[bool] = Field(
extended_hours: bool = Field(
description="Include Pre and Post market data.",
default=False,
)
adjusted: bool = Field(
default=False,
exclude=True,
description="This field is deprecated (4.1.5) and will be removed in a future version."
+ " Use 'adjustment' set as 'splits_and_dividends' instead.",
json_schema_extra={"deprecated": True},
)

@model_validator(mode="before")
@classmethod
def validate_deprecated_params(cls, values):
"""Validate the deprecated parameters."""
for k, v in values.copy().items():
if k in ["adjusted"] and v is True:
warn(
f"The '{k}' parameter is deprecated and will be removed in a future version."
)
values["adjustment"] = "splits_and_dividends"
return values


class AVEquityHistoricalData(EquityHistoricalData):
Expand Down Expand Up @@ -287,7 +267,11 @@ async def get_one(symbol, intraday: bool = False):
if len(query.symbol.split(",")) > 1:
data.loc[:, "symbol"] = symbol

results.extend(data.reset_index().to_dict("records"))
data = data.reset_index()
if intraday is False:
data["date"] = data["date"].dt.date

results.extend(data.to_dict("records"))

return results

Expand Down
16 changes: 10 additions & 6 deletions openbb_platform/providers/alpha_vantage/openbb_alpha_vantage/utils/helpers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -77,16 +77,20 @@ def calculate_adjusted_prices(
# Reverse the DataFrame order, sorting by date in descending order
df.sort_index(ascending=False, inplace=True)

price_col = df[column].values
split_col = df["volume_factor"] if column == "volume" else df["split_factor"].values
dividend_col = df["dividend"].values if dividends else zeros(len(price_col))
price_col = df[column]
split_col = df["volume_factor"] if column == "volume" else df["split_factor"]
dividend_col = df["dividend"] if dividends else zeros(len(price_col))
adj_price_col = zeros(len(df.index))
adj_price_col[0] = price_col[0]
adj_price_col[0] = price_col.iloc[0]

for i in range(1, len(price_col)):
adj_price_col[i] = adj_price_col[i - 1] + adj_price_col[i - 1] * (
((price_col[i] * split_col[i - 1]) - price_col[i - 1] - dividend_col[i - 1])
/ price_col[i - 1]
(
(price_col.iloc[i] * split_col.iloc[i - 1])
- price_col.iloc[i - 1]
- dividend_col[i - 1]
)
/ price_col.iloc[i - 1]
)
df[adj_column] = adj_price_col

Expand Down
41 changes: 9 additions & 32 deletions openbb_platform/providers/yfinance/openbb_yfinance/models/equity_historical.py
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Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,7 @@
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_yfinance.utils.references import INTERVALS_DICT, PERIODS
from pydantic import Field, PrivateAttr, model_validator
from pydantic import Field, PrivateAttr

if TYPE_CHECKING:
from pandas import DataFrame
Expand Down Expand Up @@ -58,20 +58,6 @@ class YFinanceEquityHistoricalQueryParams(EquityHistoricalQueryParams):
default="splits_only",
description="The adjustment factor to apply. Default is splits only.",
)
adjusted: bool = Field(
default=False,
exclude=True,
description="This field is deprecated (4.1.5) and will be removed in a future version."
+ " Use 'adjustment' set as 'splits_and_dividends' instead.",
json_schema_extra={"deprecated": True},
)
prepost: bool = Field(
default=False,
exclude=True,
description="This field is deprecated (4.1.5) and will be removed in a future version."
+ " Use 'extended_hours' as True instead.",
json_schema_extra={"deprecated": True},
)

_ignore_tz: bool = PrivateAttr(default=True)
_progress: bool = PrivateAttr(default=False)
Expand All @@ -81,23 +67,6 @@ class YFinanceEquityHistoricalQueryParams(EquityHistoricalQueryParams):
_repair: bool = PrivateAttr(default=False)
_group_by: Literal["ticker", "column"] = PrivateAttr(default="ticker")

@model_validator(mode="before")
@classmethod
def validate_deprecated_params(cls, values):
"""Validate the deprecated parameters."""
for k, v in values.copy().items():
if k in ["adjusted"] and v is True:
warn(
f"The '{k}' parameter is deprecated and will be removed in a future version."
)
values["adjustment"] = "splits_and_dividends"
if k in ["prepost"] and v is True:
warn(
f"The '{k}' parameter is deprecated and will be removed in a future version."
)
values["extended_hours"] = True
return values


class YFinanceEquityHistoricalData(EquityHistoricalData):
"""Yahoo Finance Equity Historical Price Data."""
Expand Down Expand Up @@ -191,6 +160,14 @@ def transform_data(
if query.include_actions is False
else data
)
query_symbols = query.symbol.upper().split(",")

if len(query_symbols) > 1:
symbols = data.symbol.unique().tolist()
for symbol in query_symbols:
if symbol not in symbols:
warn(f"Data for '{symbol}' was not found.")

return [
YFinanceEquityHistoricalData.model_validate(d)
for d in data.to_dict("records")
Expand Down
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