diff options
author | Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com> | 2024-02-19 17:12:19 +0100 |
---|---|---|
committer | GitHub <noreply@github.com> | 2024-02-19 16:12:19 +0000 |
commit | 0b5260fc10d3395b375e542584b5e82b4d528afb (patch) | |
tree | 9f09a35c8b2af44c86bc52ae1a7df270f4c39355 | |
parent | 9f1891931cca50ea43587bc38dfeb49006222a65 (diff) |
[BugFix] - Fix POST docstring examples (#6095)
* Fix POST docstring examples.
* Move router examples to command decorator
4 files changed, 328 insertions, 325 deletions
diff --git a/openbb_platform/core/openbb_core/app/static/package_builder.py b/openbb_platform/core/openbb_core/app/static/package_builder.py index ea57bfbbd98..52a16185467 100644 --- a/openbb_platform/core/openbb_core/app/static/package_builder.py +++ b/openbb_platform/core/openbb_core/app/static/package_builder.py @@ -493,7 +493,7 @@ class MethodDefinition: @staticmethod def get_extra(field: FieldInfo) -> dict: - """Get json schema extra""" + """Get json schema extra.""" field_default = getattr(field, "default", None) if field_default: return getattr(field_default, "json_schema_extra", {}) @@ -542,7 +542,6 @@ class MethodDefinition: path: str, parameter_map: Dict[str, Parameter] ) -> OrderedDict[str, Parameter]: """Format the params.""" - DEFAULT_REPLACEMENT = { "provider": None, } @@ -701,13 +700,12 @@ class MethodDefinition: ): """Build the command method docstring.""" doc = func.__doc__ - if model_name: - doc = DocstringGenerator.generate( - func=func, - formatted_params=formatted_params, - model_name=model_name, - examples=examples, - ) + doc = DocstringGenerator.generate( + func=func, + formatted_params=formatted_params, + model_name=model_name, + examples=examples, + ) code = f' """{doc} """ # noqa: E501\n\n' if doc else "" return code @@ -777,7 +775,7 @@ class MethodDefinition: @classmethod def get_expanded_type(cls, field_name: str, extra: Optional[dict] = None) -> object: - """Expand the original field type""" + """Expand the original field type.""" if extra and "multiple_items_allowed" in extra: return List[str] return cls.TYPE_EXPANSION.get(field_name, ...) @@ -1008,6 +1006,12 @@ class DocstringGenerator: examples=examples, ) return doc + if examples and examples != [""] and doc: + doc += "\n Examples\n --------\n" + doc += " >>> from openbb import obb\n" + for example in examples: + if example != "": + doc += f" >>> {example}\n" return doc @staticmethod diff --git a/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py b/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py index 5ef694fc90e..0c7b52529a0 100644 --- a/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py +++ b/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py @@ -29,7 +29,13 @@ from openbb_econometrics.utils import get_engle_granger_two_step_cointegration_t router = Router(prefix="") -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.econometrics.correlation_matrix(data=stock_data)", + ], +) def correlation_matrix(data: List[Data]) -> OBBject[List[Data]]: """Get the correlation matrix of an input dataset. @@ -47,12 +53,6 @@ def correlation_matrix(data: List[Data]) -> OBBject[List[Data]]: ------- OBBject[List[Data]]: Correlation matrix. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.econometrics.correlation_matrix(data=stock_data) """ df = basemodel_to_df(data) # remove non float columns from the dataframe to perform the correlation @@ -70,7 +70,14 @@ def correlation_matrix(data: List[Data]) -> OBBject[List[Data]]: return OBBject(results=ret) -@router.command(methods=["POST"], include_in_schema=False) +@router.command( + methods=["POST"], + include_in_schema=False, + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + 'obb.econometrics.ols_regression(data=stock_data, y_column="close", x_columns=["open", "high", "low"])', + ], +) def ols_regression( data: List[Data], y_column: str, @@ -96,12 +103,6 @@ def ols_regression( ------- OBBject[Dict]: OBBject with the results being model and results objects. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.econometrics.ols_regression(data=stock_data, y_column="close", x_columns=["open", "high", "low"]) """ X = sm.add_constant(get_target_columns(basemodel_to_df(data), x_columns)) y = get_target_column(basemodel_to_df(data), y_column) @@ -110,7 +111,13 @@ def ols_regression( return OBBject(results={"model": model, "results": results}) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + 'obb.econometrics.ols_regression_summary(data=stock_data, y_column="close", x_columns=["open", "high", "low"])', + ], +) def ols_regression_summary( data: List[Data], y_column: str, @@ -133,12 +140,6 @@ def ols_regression_summary( ------- OBBject[Data]: OBBject with the results being summary object. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.econometrics.ols_regression_summary(data=stock_data, y_column="close", x_columns=["open", "high", "low"]) """ X = sm.add_constant(get_target_columns(basemodel_to_df(data), x_columns)) y = get_target_column(basemodel_to_df(data), y_column) @@ -183,7 +184,13 @@ def ols_regression_summary( return OBBject(results=clean_results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + 'obb.econometrics.autocorrelation(data=stock_data, y_column="close", x_columns=["open", "high", "low"])', + ], +) def autocorrelation( data: List[Data], y_column: str, @@ -212,12 +219,6 @@ def autocorrelation( ------- OBBject[Dict]: OBBject with the results being the score from the test. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.econometrics.autocorrelation(data=stock_data, y_column="close", x_columns=["open", "high", "low"]) """ X = sm.add_constant(get_target_columns(basemodel_to_df(data), x_columns)) y = get_target_column(basemodel_to_df(data), y_column) @@ -225,7 +226,13 @@ def autocorrelation( return OBBject(results=Data(score=durbin_watson(results.resid))) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + 'obb.econometrics.residual_autocorrelation(data=stock_data, y_column="close", x_columns=["open", "high", "low"])', + ], +) def residual_autocorrelation( data: List[Data], y_column: str, @@ -257,12 +264,6 @@ def residual_autocorrelation( ------- OBBject[Data]: OBBject with the results being the score from the test. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.econometrics.residual_autocorrelation(data=stock_data, y_column="close", x_columns=["open", "high", "low"]) """ X = sm.add_constant(get_target_columns(basemodel_to_df(data), x_columns)) y = get_target_column(basemodel_to_df(data), y_column) @@ -280,7 +281,13 @@ def residual_autocorrelation( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + 'obb.econometrics.cointegration(data=stock_data, columns=["open", "close"])', + ], +) def cointegration( data: List[Data], columns: List[str], @@ -309,12 +316,6 @@ def cointegration( ------- OBBject[Data]: OBBject with the results being the score from the test. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.econometrics.cointegration(data=stock_data, columns=["open", "close"]) """ pairs = list(combinations(columns, 2)) dataset = get_target_columns(basemodel_to_df(data), columns) @@ -339,7 +340,13 @@ def cointegration( return OBBject(results=result) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + 'obb.econometrics.causality(data=stock_data, y_column="close", x_column="open")', + ], +) def causality( data: List[Data], y_column: str, @@ -371,12 +378,6 @@ def causality( ------- OBBject[Data]: OBBject with the results being the score from the test. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.econometrics.causality(data=stock_data, y_column="close", x_column="open") """ X = get_target_column(basemodel_to_df(data), x_column) y = get_target_column(basemodel_to_df(data), y_column) @@ -396,7 +397,14 @@ def causality( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + 'obb.econometrics.unit_root(data=stock_data, column="close")', + 'obb.econometrics.unit_root(data=stock_data, column="close", regression="ct")', + ], +) def unit_root( data: List[Data], column: str, @@ -427,13 +435,6 @@ def unit_root( ------- OBBject[Data]: OBBject with the results being the score from the test. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.econometrics.unit_root(data=stock_data, column="close") - >>> obb.econometrics.unit_root(data=stock_data, column="close", regression="ct") """ dataset = get_target_column(basemodel_to_df(data), column) adfstat, pvalue, usedlag, nobs, _, icbest = adfuller(dataset, regression=regression) diff --git a/openbb_platform/extensions/quantitative/openbb_quantitative/quantitative_router.py b/openbb_platform/extensions/quantitative/openbb_quantitative/quantitative_router.py index ac1392ae0be..a381da937cb 100644 --- a/openbb_platform/extensions/quantitative/openbb_quantitative/quantitative_router.py +++ b/openbb_platform/extensions/quantitative/openbb_quantitative/quantitative_router.py @@ -30,7 +30,13 @@ from .models import ( router = Router(prefix="") -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.quantitative.normality(data=stock_data, target='close')", + ], +) def normality(data: List[Data], target: str) -> OBBject[NormalityModel]: """Get Normality Statistics. @@ -51,12 +57,6 @@ def normality(data: List[Data], target: str) -> OBBject[NormalityModel]: ------- OBBject[NormalityModel] Normality tests summary. See qa_models.NormalityModel for details. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.quantitative.normality(data=stock_data, target="close") """ from scipy import stats # pylint: disable=import-outside-toplevel @@ -80,7 +80,13 @@ def normality(data: List[Data], target: str) -> OBBject[NormalityModel]: return OBBject(results=norm_summary) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.quantitative.capm(data=stock_data, target='close')", + ], +) def capm(data: List[Data], target: str) -> OBBject[CAPMModel]: """Get Capital Asset Pricing Model (CAPM). @@ -99,12 +105,6 @@ def capm(data: List[Data], target: str) -> OBBject[CAPMModel]: ------- OBBject[CAPMModel] CAPM model summary. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").results - >>> obb.quantitative.capm(data=stock_data, target="close") """ import statsmodels.api as sm # pylint: disable=import-outside-toplevel # type: ignore @@ -137,7 +137,13 @@ def capm(data: List[Data], target: str) -> OBBject[CAPMModel]: return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.quantitative.omega_ratio(data=stock_data, target='close')", + ], +) def omega_ratio( data: List[Data], target: str, @@ -165,12 +171,6 @@ def omega_ratio( ------- OBBject[List[OmegaModel]] Omega ratios. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.quantitative.omega_ratio(data=stock_data, target="close") """ df = basemodel_to_df(data) series_target = get_target_column(df, target) @@ -195,7 +195,13 @@ def omega_ratio( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.quantitative.kurtosis(data=stock_data, target='close', window=252)", + ], +) def kurtosis( data: List[Data], target: str, window: PositiveInt = 21, index: str = "date" ) -> OBBject[List[Data]]: @@ -223,12 +229,6 @@ def kurtosis( ------- OBBject[List[Data]] Kurtosis. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.quantitative.kurtosis(data=stock_data, target="close", window=252) """ import pandas_ta as ta # pylint: disable=import-outside-toplevel # type: ignore @@ -243,7 +243,14 @@ def kurtosis( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.quantitative.unitroot_test(data=stock_data, target='close')", + 'obb.quantitative.unitroot_test(data=stock_data, target="close", fuller_reg="ct", kpss_reg="ct")', + ], +) def unitroot_test( data: List[Data], target: str, @@ -275,13 +282,6 @@ def unitroot_test( ------- OBBject[UnitRootModel] Unit root tests summary. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.quantitative.unitroot_test(data=stock_data, target="close") - >>> obb.quantitative.unitroot_test(data=stock_data, target="close", fuller_reg="ct", kpss_reg="ct") """ # pylint: disable=import-outside-toplevel from statsmodels.tsa import stattools # type: ignore @@ -309,7 +309,14 @@ def unitroot_test( return OBBject(results=unitroot_summary) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.quantitative.sharpe_ratio(data=stock_data, target='close')", + "obb.quantitative.sharpe_ratio(data=stock_data, target='close', rfr=0.01, window=126)", + ], +) def sharpe_ratio( data: List[Data], target: str, @@ -342,13 +349,6 @@ def sharpe_ratio( ------- OBBject[List[Data]] Sharpe ratio. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.quantitative.sharpe_ratio(data=stock_data, target="close") - >>> obb.quantitative.sharpe_ratio(data=stock_data, target="close", rfr=0.01, window=126) """ df = basemodel_to_df(data, index=index) series_target = get_target_column(df, target) @@ -363,7 +363,14 @@ def sharpe_ratio( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.quantitative.sortino_ratio(data=stock_data, target='close')", + "obb.quantitative.sortino_ratio(data=stock_data, target='close', target_return=0.01, window=126, adjusted=True)", + ], +) def sortino_ratio( data: List[Data], target: str, @@ -404,13 +411,6 @@ def sortino_ratio( ------- OBBject[List[Data]] Sortino ratio. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.quantitative.sortino_ratio(data=stock_data, target="close") - >>> obb.quantitative.sortino_ratio(data=stock_data, target="close", target_return=0.01, window=126, adjusted=True) """ df = basemodel_to_df(data, index=index) series_target = get_target_column(df, target) @@ -433,7 +433,13 @@ def sortino_ratio( return OBBject(results=results_) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.quantitative.skewness(data=stock_data, target='close', window=252)", + ], +) def skewness( data: List[Data], target: str, window: PositiveInt = 21, index: str = "date" ) -> OBBject[List[Data]]: @@ -459,12 +465,6 @@ def skewness( ------- OBBject[List[Data]] Skewness. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.quantitative.skewness(data=stock_data, target="close", window=252) """ import pandas_ta as ta # pylint: disable=import-outside-toplevel # type: ignore @@ -479,7 +479,14 @@ def skewness( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + 'obb.quantitative.quantile(data=stock_data, target="close", window=252, quantile_pct=0.25)', + "obb.quantitative.quantile(data=stock_data, target='close', window=252, quantile_pct=0.75)", + ], +) def quantile( data: List[Data], target: str, @@ -510,13 +517,6 @@ def quantile( ------- OBBject[List[Data]] Quantile. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.quantitative.quantile(data=stock_data, target="close", window=252, quantile_pct=0.25) - >>> obb.quantitative.quantile(data=stock_data, target="close", window=252, quantile_pct=0.75) """ import pandas_ta as ta # pylint: disable=import-outside-toplevel # type: ignore @@ -534,7 +534,13 @@ def quantile( return OBBject(results=results_) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp').to_df()", + "obb.quantitative.volatility(data=stock_data, target='close')", + ], +) def summary(data: List[Data], target: str) -> OBBject[SummaryModel]: """Get Summary Statistics. @@ -556,12 +562,6 @@ def summary(data: List[Data], target: str) -> OBBject[SummaryModel]: ------- OBBject[SummaryModel] Summary table. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df() - >>> obb.quantitative.summary(data=stock_data, target="close") """ df = basemodel_to_df(data) series_target = get_target_column(df, target) diff --git a/openbb_platform/extensions/technical/openbb_technical/technical_router.py b/openbb_platform/extensions/technical/openbb_technical/technical_router.py index 6b3a430f60f..60b27220b95 100644 --- a/openbb_platform/extensions/technical/openbb_technical/technical_router.py +++ b/openbb_platform/extensions/technical/openbb_technical/technical_router.py @@ -22,7 +22,13 @@ from . import helpers router = Router(prefix="") -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')", + "atr_data = obb.technical.atr(data=stock_data.results)", + ], +) def atr( data: List[Data], index: str = "date", @@ -60,12 +66,6 @@ def atr( ------- OBBject[List[Data]] List of data with the indicator applied. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> atr_data = obb.technical.atr(data=stock_data.results) """ df = basemodel_to_df(data, index=index) df_target = get_target_columns(df, ["high", "low", "close"]) @@ -79,7 +79,13 @@ def atr( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')", + "fib_data = obb.technical.fib(data=stock_data.results, period=120)", + ], +) def fib( data: List[Data], index: str = "date", @@ -109,12 +115,6 @@ def fib( ------- OBBject[List[Data]] List of data with the indicator applied. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> fib_data = obb.technical.fib(data=stock_data.results, period=120) """ df = basemodel_to_df(data, index=index) @@ -144,7 +144,13 @@ def fib( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')", + "obv_data = obb.technical.obv(data=stock_data.results, offset=0)", + ], +) def obv( data: List[Data], index: str = "date", @@ -174,12 +180,6 @@ def obv( ------- OBBject[List[Data]] List of data with the indicator applied. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> obv_data = obb.technical.obv(data=stock_data.results, offset=0) """ df = basemodel_to_df(data, index=index) df_target = get_target_columns(df, ["close", "volume"]) @@ -191,7 +191,13 @@ def obv( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')", + "fisher_data = obb.technical.fisher(data=stock_data.results, length=14, signal=1)", + ], +) def fisher( data: List[Data], index: str = "date", @@ -221,12 +227,6 @@ def fisher( ------- OBBject[List[Data]] List of data with the indicator applied. - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> fisher_data = obb.technical.fisher(data=stock_data.results, length=14, signal=1) """ df = basemodel_to_df(data, index=index) df_target = get_target_columns(df, ["high", "low"]) @@ -238,7 +238,13 @@ def fisher( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + methods=["POST"], + examples=[ + "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')", + "adosc_data = obb.technical.adosc(data=stock_data.results, fast=3, slow=10, offset=0)", + ], +) def adosc( data: List[Data], index: str = "date", @@ -271,12 +277,6 @@ def adosc( Returns ------- OBBject[List[Data]] - - Examples - -------- - >>> from openbb import obb - >>> stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp") - >>> adosc_data = obb.technical.adosc(data=stock_data.results, fast=3, slow=10, offset=0) """ df = basemodel_to_df(data, index=index) df_target = get_target_columns(df, ["high", "low", "close", "volume", "open"]) @@ -288,7 +288,13 @@ def adosc( return OBBject(results=results) -@router.command(methods=["POST"]) +@router.command( + m |