[BugFix] - Fix lowercase symbols (#6342)

* Fix lowercase symbols

* fix decorator for to_upper

* add annotated results with underlying symbol info

* ?

* Improvements

---------

Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com>
Co-authored-by: Henrique Joaquim <henriquecjoaquim@gmail.com>

2 files changed, 55 insertions, 16 deletions

diff --git a/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py b/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py
index 231945419ed..6a23f687f5d 100644
--- a/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py
+++ b/openbb_platform/core/openbb_core/provider/standard_models/options_chains.py
@@ -21,8 +21,8 @@ class OptionsChainsQueryParams(QueryParams):
 
     symbol: str = Field(description=QUERY_DESCRIPTIONS.get("symbol", ""))
 
-    @classmethod
     @field_validator("symbol", mode="before", check_fields=False)
+    @classmethod
     def to_upper(cls, v: str) -> str:
         """Return the symbol in uppercase."""
         return v.upper()
diff --git a/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py b/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py
index 1f83a7cb99a..c1c0602d3cc 100644
--- a/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py
+++ b/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py
@@ -10,6 +10,7 @@ from openbb_cboe.utils.helpers import (
     get_company_directory,
     get_index_directory,
 )
+from openbb_core.provider.abstract.annotated_result import AnnotatedResult
 from openbb_core.provider.abstract.fetcher import Fetcher
 from openbb_core.provider.standard_models.options_chains import (
     OptionsChainsData,
@@ -62,10 +63,9 @@ class CboeOptionsChainsFetcher(
         query: CboeOptionsChainsQueryParams,
         credentials: Optional[Dict[str, str]],
         **kwargs: Any,
-    ) -> List[Dict]:
-        """Return the raw data from the Cboe endpoint"""
-
-        symbol = query.symbol.replace("^", "").split(",")[0]
+    ) -> Dict:
+        """Return the raw data from the Cboe endpoint."""
+        symbol = query.symbol.replace("^", "").split(",")[0].upper()
         INDEXES = await get_index_directory(use_cache=query.use_cache)
         SYMBOLS = await get_company_directory(use_cache=query.use_cache)
         INDEXES = INDEXES.set_index("index_symbol")
@@ -78,21 +78,57 @@ class CboeOptionsChainsFetcher(
             if symbol in TICKER_EXCEPTIONS or symbol in INDEXES.index
             else f"https://cdn.cboe.com/api/global/delayed_quotes/options/{symbol}.json"
         )
-
-        return await amake_request(quotes_url)
+        results = await amake_request(quotes_url)
+        return results  # type: ignore
 
     @staticmethod
     def transform_data(
         query: CboeOptionsChainsQueryParams,
-        data: List[Dict],
+        data: Dict,
         **kwargs: Any,
-    ) -> List[CboeOptionsChainsData]:
-        """Transform the data to the standard format"""
-
+    ) -> AnnotatedResult[List[CboeOptionsChainsData]]:
+        """Transform the data to the standard format."""
         if not data:
             raise EmptyDataError()
+        results_metadata = {}
+        options = data.get("data", {}).pop("options", [])
+        change_percent = data["data"].get("percent_change", None)
+        iv30_percent = data["data"].get("iv30_change_percent", None)
+        if change_percent:
+            change_percent = change_percent / 100
+        if iv30_percent:
+            iv30_percent = iv30_percent / 100
+        last_timestamp = data["data"].get("last_trade_time", None)
+        if last_timestamp:
+            last_timestamp = to_datetime(
+                last_timestamp, format="%Y-%m-%dT%H:%M:%S"
+            ).strftime("%Y-%m-%d %H:%M:%S")
+        results_metadata.update(
+            {
+                "symbol": data["data"].get("symbol"),
+                "security_type": data["data"].get("security_type", None),
+                "bid": data["data"].get("bid", None),
+                "bid_size": data["data"].get("bid_size", None),
+                "ask": data["data"].get("ask", None),
+                "ask_size": data["data"].get("ask_size", None),
+                "open": data["data"].get("open", None),
+                "high": data["data"].get("high", None),
+                "low": data["data"].get("low", None),
+                "close": data["data"].get("close", None),
+                "volume": data["data"].get("volume", None),
+                "current_price": data["data"].get("current_price", None),
+                "prev_close": data["data"].get("prev_day_close", None),
+                "change": data["data"].get("price_change", None),
+                "change_percent": change_percent,
+                "iv30": data["data"].get("iv30", None),
+                "iv30_change": data["data"].get("iv30_change", None),
+                "iv30_change_percent": iv30_percent,
+                "last_tick": data["data"].get("tick", None),
+                "last_trade_timestamp": last_timestamp,
+            }
+        )
 
-        options_df = DataFrame.from_records(data["data"]["options"])
+        options_df = DataFrame.from_records(options)
 
         options_df = options_df.rename(
             columns={
@@ -152,7 +188,10 @@ class CboeOptionsChainsFetcher(
         quotes["prev_close"] = round(quotes["prev_close"], 2)
         quotes["change_percent"] = round(quotes["change_percent"] / 100, 4)
 
-        return [
-            CboeOptionsChainsData.model_validate(d)
-            for d in quotes.reset_index().to_dict("records")
-        ]
+        return AnnotatedResult(
+            result=[
+                CboeOptionsChainsData.model_validate(d)
+                for d in quotes.reset_index().to_dict("records")
+            ],
+            metadata=results_metadata,
+        )