[BugFix] - Adds a timezone to the Unix timestamp conversion to correct localization errors. (#6023)

* fix: remove specific imports

* make polygon historical tz-aware

* undo including that commit

* that PR wasn't supposed to be there.

* pylint unused argument

* fix polygon crypto historical intervals

* pylint

* new cassette

* fix the rest of the polygon historical price query params

* black

* pylint..

* integration test param

* appease daylight savings handling

* paginate for crypto currency and index

* black

* raise EmptyDataError when no results instead of returning an empty list

* ruff

---------

Co-authored-by: Diogo Sousa <montezdesousa@gmail.com>

14 files changed, 383 insertions, 198 deletions

diff --git a/openbb_platform/extensions/crypto/integration/test_crypto_api.py b/openbb_platform/extensions/crypto/integration/test_crypto_api.py
index 111f9d08a0b..97ff10da864 100644
--- a/openbb_platform/extensions/crypto/integration/test_crypto_api.py
+++ b/openbb_platform/extensions/crypto/integration/test_crypto_api.py
@@ -71,11 +71,9 @@ def test_crypto_search(params, headers):
         ),
         (
             {
-                "multiplier": 1,
-                "timespan": "minute",
+                "interval": "1m",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
                 "provider": "polygon",
                 "symbol": "BTCUSD",
                 "start_date": "2023-01-01",
@@ -84,11 +82,9 @@ def test_crypto_search(params, headers):
         ),
         (
             {
-                "multiplier": 1,
-                "timespan": "day",
+                "interval": "1d",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
                 "provider": "polygon",
                 "symbol": "BTCUSD",
                 "start_date": "2023-01-01",
diff --git a/openbb_platform/extensions/crypto/integration/test_crypto_python.py b/openbb_platform/extensions/crypto/integration/test_crypto_python.py
index 5a46fa9e988..e8d3ba097a5 100644
--- a/openbb_platform/extensions/crypto/integration/test_crypto_python.py
+++ b/openbb_platform/extensions/crypto/integration/test_crypto_python.py
@@ -65,11 +65,9 @@ def test_crypto_search(params, obb):
         ),
         (
             {
-                "multiplier": 1,
-                "timespan": "minute",
+                "interval": "1m",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
                 "provider": "polygon",
                 "symbol": "BTCUSD",
                 "start_date": "2023-01-01",
@@ -78,11 +76,9 @@ def test_crypto_search(params, obb):
         ),
         (
             {
-                "multiplier": 1,
-                "timespan": "day",
+                "interval": "1d",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
                 "provider": "polygon",
                 "symbol": "BTCUSD",
                 "start_date": "2023-01-01",
diff --git a/openbb_platform/extensions/currency/integration/test_currency_api.py b/openbb_platform/extensions/currency/integration/test_currency_api.py
index 574fd9cac62..d5dea2303af 100644
--- a/openbb_platform/extensions/currency/integration/test_currency_api.py
+++ b/openbb_platform/extensions/currency/integration/test_currency_api.py
@@ -81,11 +81,9 @@ def test_currency_search(params, headers):
         ),
         (
             {
-                "multiplier": 1,
-                "timespan": "minute",
+                "interval": "1m",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
                 "provider": "polygon",
                 "symbol": "EURUSD",
                 "start_date": "2023-01-01",
@@ -94,11 +92,9 @@ def test_currency_search(params, headers):
         ),
         (
             {
-                "multiplier": 1,
-                "timespan": "day",
+                "interval": "1d",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
                 "provider": "polygon",
                 "symbol": "EURUSD",
                 "start_date": "2023-01-01",
diff --git a/openbb_platform/extensions/currency/integration/test_currency_python.py b/openbb_platform/extensions/currency/integration/test_currency_python.py
index 223b0b1ed60..329f017eb2c 100644
--- a/openbb_platform/extensions/currency/integration/test_currency_python.py
+++ b/openbb_platform/extensions/currency/integration/test_currency_python.py
@@ -76,11 +76,9 @@ def test_currency_search(params, obb):
         ),
         (
             {
-                "multiplier": 1,
-                "timespan": "minute",
+                "interval": "1m",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
                 "provider": "polygon",
                 "symbol": "EURUSD",
                 "start_date": "2023-01-01",
@@ -89,11 +87,9 @@ def test_currency_search(params, obb):
         ),
         (
             {
-                "multiplier": 1,
-                "timespan": "day",
+                "interval": "1d",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
                 "provider": "polygon",
                 "symbol": "EURUSD",
                 "start_date": "2023-01-01",
diff --git a/openbb_platform/extensions/index/integration/test_index_api.py b/openbb_platform/extensions/index/integration/test_index_api.py
index 9b811f561c1..dff0265d57a 100644
--- a/openbb_platform/extensions/index/integration/test_index_api.py
+++ b/openbb_platform/extensions/index/integration/test_index_api.py
@@ -90,30 +90,24 @@ def test_index_constituents(params, headers):
         ),
         (
             {
-                "timespan": "minute",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
-                "multiplier": 1,
+                "interval": "1m",
                 "provider": "polygon",
                 "symbol": "NDX",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
-                "interval": None,
             }
         ),
         (
             {
-                "timespan": "day",
+                "interval": "1d",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
-                "multiplier": 1,
                 "provider": "polygon",
                 "symbol": "NDX",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
-                "interval": None,
             }
         ),
         (
diff --git a/openbb_platform/extensions/index/integration/test_index_python.py b/openbb_platform/extensions/index/integration/test_index_python.py
index 30e4631dbc6..600a1279d7e 100644
--- a/openbb_platform/extensions/index/integration/test_index_python.py
+++ b/openbb_platform/extensions/index/integration/test_index_python.py
@@ -86,30 +86,24 @@ def test_index_constituents(params, obb):
         ),
         (
             {
-                "timespan": "minute",
+                "interval": "1m",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
-                "multiplier": 1,
                 "provider": "polygon",
                 "symbol": "NDX",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
-                "interval": None,
             }
         ),
         (
             {
-                "timespan": "day",
+                "interval": "1d",
                 "sort": "desc",
                 "limit": 49999,
-                "adjusted": True,
-                "multiplier": 1,
                 "provider": "polygon",
                 "symbol": "NDX",
                 "start_date": "2023-01-01",
                 "end_date": "2023-06-06",
-                "interval": None,
             }
         ),
         (
diff --git a/openbb_platform/providers/polygon/openbb_polygon/models/crypto_historical.py b/openbb_platform/providers/polygon/openbb_polygon/models/crypto_historical.py
index c7ae932f62c..96f2918b4d1 100644
--- a/openbb_platform/providers/polygon/openbb_polygon/models/crypto_historical.py
+++ b/openbb_platform/providers/polygon/openbb_polygon/models/crypto_historical.py
@@ -1,5 +1,8 @@
 """Polygon Crypto Historical Price Model."""
 
+# pylint: disable=unused-argument,protected-access,line-too-long
+
+import warnings
 from datetime import datetime
 from typing import Any, Dict, List, Literal, Optional
 
@@ -10,8 +13,21 @@ from openbb_core.provider.standard_models.crypto_historical import (
     CryptoHistoricalQueryParams,
 )
 from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
-from openbb_polygon.utils.helpers import get_data_many
-from pydantic import Field, PositiveInt
+from openbb_core.provider.utils.errors import EmptyDataError
+from openbb_core.provider.utils.helpers import (
+    ClientResponse,
+    ClientSession,
+    amake_requests,
+)
+from pydantic import (
+    Field,
+    PositiveInt,
+    PrivateAttr,
+    model_validator,
+)
+from pytz import timezone
+
+_warn = warnings.warn
 
 
 class PolygonCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
@@ -20,11 +36,8 @@ class PolygonCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
     Source: https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to
     """
 
-    multiplier: PositiveInt = Field(
-        default=1, description="Multiplier of the timespan."
-    )
-    timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
-        Field(default="day", description="Timespan of the data.")
+    interval: str = Field(
+        default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
     )
     sort: Literal["asc", "desc"] = Field(
         default="desc", description="Sort order of the data."
@@ -32,7 +45,28 @@ class PolygonCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
     limit: PositiveInt = Field(
         default=49999, description=QUERY_DESCRIPTIONS.get("limit", "")
     )
-    adjusted: bool = Field(default=True, description="Whether the data is adjusted.")
+    _multiplier: PositiveInt = PrivateAttr(default=None)
+    _timespan: str = PrivateAttr(default=None)
+
+    @model_validator(mode="after")
+    @classmethod
+    def get_api_interval_params(cls, values: "PolygonCryptoHistoricalQueryParams"):
+        """Get the multiplier and timespan parameters for the Polygon API."""
+        intervals = {
+            "s": "second",
+            "m": "minute",
+            "h": "hour",
+            "d": "day",
+            "W": "week",
+            "M": "month",
+            "Q": "quarter",
+            "Y": "year",
+        }
+
+        values._multiplier = int(values.interval[:-1])
+        values._timespan = intervals[values.interval[-1]]
+
+        return values
 
 
 class PolygonCryptoHistoricalData(CryptoHistoricalData):
@@ -84,28 +118,56 @@ class PolygonCryptoHistoricalFetcher(
         query: PolygonCryptoHistoricalQueryParams,
         credentials: Optional[Dict[str, str]],
         **kwargs: Any,
-    ) -> dict:
+    ) -> List[Dict]:
         """Extract raw data from the Polygon endpoint."""
         api_key = credentials.get("polygon_api_key") if credentials else ""
 
-        request_url = (
-            f"https://api.polygon.io/v2/aggs/ticker/"
-            f"X:{query.symbol}/range/{query.multiplier}/{query.timespan}/"
-            f"{query.start_date}/{query.end_date}?adjusted={query.adjusted}"
-            f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
-        )
-        data = await get_data_many(request_url, "results", **kwargs)
-
-        for d in data:
-            d["t"] = datetime.fromtimestamp(d["t"] / 1000)
-            if query.timespan not in ["minute", "hour"]:
-                d["t"] = d["t"].date()
-
-        return data
+        urls = [
+            (
+                "https://api.polygon.io/v2/aggs/ticker/"
+                f"X:{symbol.upper()}/range/{query._multiplier}/{query._timespan}/"
+                f"{query.start_date}/{query.end_date}?"
+                f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
+            )
+            for symbol in query.symbol.split(",")
+        ]
+
+        async def callback(
+            response: ClientResponse, session: ClientSession
+        ) -> List[Dict]:
+            data = await response.json()
+
+            symbol = response.url.parts[4]
+            next_url = data.get("next_url", None)
+            results: list = data.get("results", [])
+
+            while next_url:
+                url = f"{next_url}&apiKey={api_key}"
+                data = await session.get_json(url)
+                results.extend(data.get("results", []))
+                next_url = data.get("next_url", None)
+
+            for r in results:
+                r["t"] = datetime.fromtimestamp(r["t"] / 1000, tz=timezone("UTC"))
+                if query._timespan not in ["second", "minute", "hour"]:
+                    r["t"] = r["t"].date()
+                else:
+                    r["t"] = r["t"].strftime("%Y-%m-%dT%H:%M:%S%z")
+                if "," in query.symbol:
+                    r["symbol"] = symbol.replace("X:", "")
+
+            if results == []:
+                _warn(f"Symbol Error: No data found for {symbol.replace('X:', '')}")
+
+            return results
+
+        return await amake_requests(urls, callback, **kwargs)
 
     @staticmethod
     def transform_data(
-        query: PolygonCryptoHistoricalQueryParams, data: dict, **kwargs: Any
+        query: PolygonCryptoHistoricalQueryParams, data: List[Dict], **kwargs: Any
     ) -> List[PolygonCryptoHistoricalData]:
         """Transform the data."""
+        if not data:
+            raise EmptyDataError()
         return [PolygonCryptoHistoricalData.model_validate(d) for d in data]
diff --git a/openbb_platform/providers/polygon/openbb_polygon/models/currency_historical.py b/openbb_platform/providers/polygon/openbb_polygon/models/currency_historical.py
index b0b9611e1f2..4b5c0acb436 100644
--- a/openbb_platform/providers/polygon/openbb_polygon/models/currency_historical.py
+++ b/openbb_platform/providers/polygon/openbb_polygon/models/currency_historical.py
@@ -1,5 +1,8 @@
 """Polygon Currency Historical Price Model."""
 
+# pylint: disable=unused-argument,protected-access,line-too-long
+
+import warnings
 from datetime import datetime
 from typing import Any, Dict, List, Literal, Optional
 
@@ -10,8 +13,21 @@ from openbb_core.provider.standard_models.currency_historical import (
     CurrencyHistoricalQueryParams,
 )
 from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
-from openbb_polygon.utils.helpers import get_data_many
-from pydantic import Field, PositiveInt
+from openbb_core.provider.utils.errors import EmptyDataError
+from openbb_core.provider.utils.helpers import (
+    ClientResponse,
+    ClientSession,
+    amake_requests,
+)
+from pydantic import (
+    Field,
+    PositiveInt,
+    PrivateAttr,
+    model_validator,
+)
+from pytz import timezone
+
+_warn = warnings.warn
 
 
 class PolygonCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
@@ -20,11 +36,8 @@ class PolygonCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
     Source: https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to
     """
 
-    multiplier: PositiveInt = Field(
-        default=1, description="Multiplier of the timespan."
-    )
-    timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
-        Field(default="day", description="Timespan of the data.")
+    interval: str = Field(
+        default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
     )
     sort: Literal["asc", "desc"] = Field(
         default="desc", description="Sort order of the data."
@@ -32,7 +45,28 @@ class PolygonCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
     limit: PositiveInt = Field(
         default=49999, description=QUERY_DESCRIPTIONS.get("limit", "")
     )
-    adjusted: bool = Field(default=True, description="Whether the data is adjusted.")
+    _multiplier: PositiveInt = PrivateAttr(default=None)
+    _timespan: str = PrivateAttr(default=None)
+
+    @model_validator(mode="after")
+    @classmethod
+    def get_api_interval_params(cls, values: "PolygonCurrencyHistoricalQueryParams"):
+        """Get the multiplier and timespan parameters for the Polygon API."""
+        intervals = {
+            "s": "second",
+            "m": "minute",
+            "h": "hour",
+            "d": "day",
+            "W": "week",
+            "M": "month",
+            "Q": "quarter",
+            "Y": "year",
+        }
+
+        values._multiplier = int(values.interval[:-1])
+        values._timespan = intervals[values.interval[-1]]
+
+        return values
 
 
 class PolygonCurrencyHistoricalData(CurrencyHistoricalData):
@@ -81,28 +115,56 @@ class PolygonCurrencyHistoricalFetcher(
         query: PolygonCurrencyHistoricalQueryParams,
         credentials: Optional[Dict[str, str]],
         **kwargs: Any,
-    ) -> dict:
+    ) -> List[Dict]:
         """Return the raw data from the polygon endpoint."""
         api_key = credentials.get("polygon_api_key") if credentials else ""
 
-        request_url = (
-            f"https://api.polygon.io/v2/aggs/ticker/"
-            f"C:{query.symbol}/range/{query.multiplier}/{query.timespan}/"
-            f"{query.start_date}/{query.end_date}?adjusted={query.adjusted}"
-            f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
-        )
-        data = await get_data_many(request_url, "results", **kwargs)
-
-        for d in data:
-            d["t"] = datetime.fromtimestamp(d["t"] / 1000)
-            if query.timespan not in ["minute", "hour"]:
-                d["t"] = d["t"].date()
-
-        return data
+        urls = [
+            (
+                "https://api.polygon.io/v2/aggs/ticker/"
+                f"C:{symbol.upper()}/range/{query._multiplier}/{query._timespan}/"
+                f"{query.start_date}/{query.end_date}?"
+                f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
+            )
+            for symbol in query.symbol.split(",")
+        ]
+
+        async def callback(
+            response: ClientResponse, session: ClientSession
+        ) -> List[Dict]:
+            data = await response.json()
+
+            symbol = response.url.parts[4]
+            next_url = data.get("next_url", None)
+            results: list = data.get("results", [])
+
+            while next_url:
+                url = f"{next_url}&apiKey={api_key}"
+                data = await session.get_json(url)
+                results.extend(data.get("results", []))
+                next_url = data.get("next_url", None)
+
+            for r in results:
+                r["t"] = datetime.fromtimestamp(r["t"] / 1000, tz=timezone("UTC"))
+                if query._timespan not in ["second", "minute", "hour"]:
+                    r["t"] = r["t"].date()
+                else:
+                    r["t"] = r["t"].strftime("%Y-%m-%dT%H:%M:%S%z")
+                if "," in query.symbol:
+                    r["symbol"] = symbol
+
+            if results == []:
+                _warn(f"Symbol Error: No data found for {symbol.replace('C:', '')}")
+
+            return results
+
+        return await amake_requests(urls, callback, **kwargs)
 
     @staticmethod
     def transform_data(
-        query: PolygonCurrencyHistoricalQueryParams, data: dict, **kwargs: Any
+        query: PolygonCurrencyHistoricalQueryParams, data: List[Dict], **kwargs: Any
     ) -> List[PolygonCurrencyHistoricalData]:
         """Return the transformed data."""
+        if not data:
+            raise EmptyDataError()
         return [PolygonCurrencyHistoricalData.model_validate(d) for d in data]
diff --git a/openbb_platform/providers/polygon/openbb_polygon/models/equity_historical.py b/openbb_platform/providers/polygon/openbb_polygon/models/equity_historical.py
index 38980590b6f..a74aac6f64f 100644
--- a/openbb_platform/providers/polygon/openbb_polygon/models/equity_historical.py
+++ b/openbb_platform/providers/polygon/openbb_polygon/models/equity_historical.py
@@ -1,5 +1,8 @@
 """Polygon Equity Historical Price Model."""
 
+# pylint: disable=unused-argument
+
+import warnings
 from datetime import datetime
 from typing import Any, Dict, List, Literal, Optional
 
@@ -10,6 +13,7 @@ from openbb_core.provider.standard_models.equity_historical import (
     EquityHistoricalQueryParams,
 )
 from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
+from openbb_core.provider.utils.errors import EmptyDataError
 from openbb_core.provider.utils.helpers import (
     ClientResponse,
     ClientSession,
@@ -21,6 +25,9 @@ from pydantic import (
     PrivateAttr,
     model_validator,
 )
+from pytz import timezone
+
+_warn = warnings.warn
 
 
 class PolygonEquityHistoricalQueryParams(EquityHistoricalQueryParams):
@@ -143,12 +150,19 @@ class PolygonEquityHistoricalFetcher(
                 next_url = data.get("next_url", None)
 
             for r in results:
-                r["t"] = datetime.fromtimestamp(r["t"] / 1000)
+                r["t"] = datetime.fromtimestamp(
+                    r["t"] / 1000, tz=timezone("America/New_York")
+                )
                 if query._timespan not in ["second", "minute", "hour"]:
                     r["t"] = r["t"].date()
+                else:
+                    r["t"] = r["t"].strftime("%Y-%m-%dT%H:%M:%S")
                 if "," in query.symbol:
                     r["symbol"] = symbol
 
+            if results == []:
+                _warn(f"Symbol Error: No data found for {symbol}")
+
             return results
 
         return await amake_requests(urls, callback, **kwargs)
@@ -160,4 +174,6 @@ class PolygonEquityHistoricalFetcher(
         **kwargs: Any,
     ) -> List[PolygonEquityHistoricalData]:
         """Transform the data from the Polygon endpoint."""
+        if not data:
+            raise EmptyDataError()
         return [PolygonEquityHistoricalData.model_validate(d) for d in data]
diff --git a/openbb_platform/providers/polygon/openbb_polygon/models/index_historical.py b/openbb_platform/providers/polygon/openbb_polygon/models/index_historical.py
index 31a38b5261c..adc57bfa2c6 100644
--- a/openbb_platform/providers/polygon/openbb_polygon/models/index_historical.py
+++ b/openbb_platform/providers/polygon/openbb_polygon/models/index_historical.py
@@ -1,5 +1,8 @@
 """Polygon Index Historical Model."""
 
+# pylint: disable=unused-argument,protected-access,line-too-long
+
+import warnings
 from datetime import datetime
 from typing import Any, Dict, List, Literal, Optional
 
@@ -9,8 +12,22 @@ from openbb_core.provider.standard_models.index_historical import (
     IndexHistoricalData,
     IndexHistoricalQueryParams,
 )
-from openbb_polygon.utils.helpers import get_data_many
-from pydantic import Field, PositiveInt
+from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
+from openbb_core.provider.utils.errors import EmptyDataError
+from openbb_core.provider.utils.helpers import (
+    ClientResponse,
+    ClientSession,
+    amake_requests,
+)
+from pydantic import (
+    Field,
+    PositiveInt,
+    PrivateAttr,
+    model_validator,
+)
+from pytz import timezone
+
+_warn = warnings.warn
 
 
 class PolygonIndexHistoricalQueryParams(IndexHistoricalQueryParams):
@@ -19,13 +36,37 @@ class PolygonIndexHistoricalQueryParams(IndexHistoricalQueryParams):
     Source: https://polygon.io/docs/indices/getting-started
     """
 
-    timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
-        Field(default="day", description="Timespan of the data.")
+    interval: str = Field(
+        default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
     )
-    adjusted: bool = Field(default=True, description="Whether the data is adjusted.")
-    multiplier: PositiveInt = Field(
-        default=1, description="Multiplier of the