[Feature] Volatility Cones Chart (#6226)

* add volatility cones to charting extension

* test params

9 files changed, 220 insertions, 49 deletions

diff --git a/openbb_platform/extensions/technical/integration/test_technical_api.py b/openbb_platform/extensions/technical/integration/test_technical_api.py
index 9c3f7f11ec9..2fec3060fa0 100644
--- a/openbb_platform/extensions/technical/integration/test_technical_api.py
+++ b/openbb_platform/extensions/technical/integration/test_technical_api.py
@@ -900,7 +900,7 @@ def test_technical_cg(params, data_type):
                 "index": "date",
                 "lower_q": "0.3",
                 "upper_q": "0.7",
-                "model": "Parkinson",
+                "model": "parkinson",
                 "is_crypto": "True",
                 "trading_periods": "",
             },
diff --git a/openbb_platform/extensions/technical/integration/test_technical_python.py b/openbb_platform/extensions/technical/integration/test_technical_python.py
index c060b3ec0d4..ab51354904e 100644
--- a/openbb_platform/extensions/technical/integration/test_technical_python.py
+++ b/openbb_platform/extensions/technical/integration/test_technical_python.py
@@ -844,7 +844,7 @@ def test_technical_cg(params, data_type, obb):
                 "index": "date",
                 "lower_q": "0.3",
                 "upper_q": "0.7",
-                "model": "Parkinson",
+                "model": "parkinson",
                 "is_crypto": "True",
                 "trading_periods": "",
             },
diff --git a/openbb_platform/extensions/technical/openbb_technical/helpers.py b/openbb_platform/extensions/technical/openbb_technical/helpers.py
index c6a22f3fd17..948a32fede3 100644
--- a/openbb_platform/extensions/technical/openbb_technical/helpers.py
+++ b/openbb_platform/extensions/technical/openbb_technical/helpers.py
@@ -383,12 +383,12 @@ def calculate_cones(
     upper_q: float,
     is_crypto: bool,
     model: Literal[
-        "STD",
-        "Parkinson",
-        "Garman-Klass",
-        "Hodges-Tompkins",
-        "Rogers-Satchell",
-        "Yang-Zhang",
+        "std",
+        "parkinson",
+        "garman_klass",
+        "hodges_tompkins",
+        "rogers_satchell",
+        "yang_zhang",
     ],
     trading_periods: Optional[int] = None,
 ) -> pd.DataFrame:
@@ -415,12 +415,12 @@ def calculate_cones(
     data = data.sort_index(ascending=True)
 
     model_functions = {
-        "STD": standard_deviation,
-        "Parkinson": parkinson,
-        "Garman-Klass": garman_klass,
-        "Hodges-Tompkins": hodges_tompkins,
-        "Rogers-Satchell": rogers_satchell,
-        "Yang-Zhang": yang_zhang,
+        "std": standard_deviation,
+        "parkinson": parkinson,
+        "garman_klass": garman_klass,
+        "hodges_tompkins": hodges_tompkins,
+        "rogers_satchell": rogers_satchell,
+        "yang_zhang": yang_zhang,
     }
 
     for window in windows:
diff --git a/openbb_platform/extensions/technical/openbb_technical/technical_router.py b/openbb_platform/extensions/technical/openbb_technical/technical_router.py
index 69405a3e3fe..e4faa20ef90 100644
--- a/openbb_platform/extensions/technical/openbb_technical/technical_router.py
+++ b/openbb_platform/extensions/technical/openbb_technical/technical_router.py
@@ -1530,10 +1530,10 @@ def cg(
     methods=["POST"],
     examples=[
         PythonEx(
-            description="Get the cones indicator.",
+            description="Realized Volatility Cones.",
             code=[
-                "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')",
-                "cones_data = obb.technical.cones(data=stock_data.results, lower_q=0.25, upper_q=0.75, model='STD')",
+                "stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='yfinance')",
+                "cones_data = obb.technical.cones(data=stock_data.results, lower_q=0.25, upper_q=0.75, model='std')",
             ],
         ),
         APIEx(parameters={"data": APIEx.mock_data("timeseries")}),
@@ -1545,13 +1545,13 @@ def cones(
     lower_q: float = 0.25,
     upper_q: float = 0.75,
     model: Literal[
-        "STD",
-        "Parkinson",
-        "Garman-Klass",
-        "Hodges-Tompkins",
-        "Rogers-Satchell",
-        "Yang-Zhang",
-    ] = "STD",
+        "std",
+        "parkinson",
+        "garman_klass",
+        "hodges_tompkins",
+        "rogers_satchell",
+        "yang_zhang",
+    ] = "std",
     is_crypto: bool = False,
     trading_periods: Optional[int] = None,
 ) -> OBBject[List[Data]]:
@@ -1581,7 +1581,7 @@ def cones(
         The lower quantile value for calculations
     upper_q : float, optional
         The upper quantile value for calculations
-    model : Literal["STD", "Parkinson", "Garman-Klass", "Hodges-Tompkins", "Rogers-Satchell", "Yang-Zhang"], optional
+    model : Literal["std", "parkinson", "garman_klass", "hodges_tompkins", "rogers_satchell", "yang_zhang"], optional
         The model used to calculate realized volatility
 
             Standard deviation measures how widely returns are dispersed from the average return.
diff --git a/openbb_platform/extensions/technical/tests/test_technical_helpers.py b/openbb_platform/extensions/technical/tests/test_technical_helpers.py
index c653e6d98e0..82ef6919fed 100644
--- a/openbb_platform/extensions/technical/tests/test_technical_helpers.py
+++ b/openbb_platform/extensions/technical/tests/test_technical_helpers.py
@@ -81,7 +81,7 @@ def test_calculate_cones_with_mock_data(mock_data):
         lower_q=0.1,
         upper_q=0.9,
         is_crypto=False,
-        model="STD",
+        model="std",
     )
     assert not result.empty
 
diff --git a/openbb_platform/obbject_extensions/charting/integration/test_charting_api.py b/openbb_platform/obbject_extensions/charting/integration/test_charting_api.py
index d5df11fdc63..2c5a8cbb47e 100644
--- a/openbb_platform/obbject_extensions/charting/integration/test_charting_api.py
+++ b/openbb_platform/obbject_extensions/charting/integration/test_charting_api.py
@@ -402,3 +402,35 @@ def test_charting_technical_zlma(params, headers):
     assert chart
     assert not fig
     assert list(chart.keys()) == ["content", "format"]
+
+
+@parametrize(
+    "params",
+    [
+        (
+            {
+                "data": "",
+                "model": "yang_zhang",
+                "chart": True,
+            }
+        )
+    ],
+)
+@pytest.mark.integration
+def test_charting_technical_cones(params, headers):
+    """Test chart ta cones."""
+    params = {p: v for p, v in params.items() if v}
+    body = json.dumps(get_equity_data())
+
+    query_str = get_querystring(params, [])
+    url = f"http://0.0.0.0:8000/api/v1/technical/cones?{query_str}"
+    result = requests.post(url, headers=headers, timeout=10, data=body)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+    chart = result.json()["chart"]
+    fig = chart.pop("fig", {})
+
+    assert chart
+    assert not fig
+    assert list(chart.keys()) == ["content", "format"]
diff --git a/openbb_platform/obbject_extensions/charting/integration/test_charting_python.py b/openbb_platform/obbject_extensions/charting/integration/test_charting_python.py
index 68d4e6a18b2..f15df117905 100644
--- a/openbb_platform/obbject_extensions/charting/integration/test_charting_python.py
+++ b/openbb_platform/obbject_extensions/charting/integration/test_charting_python.py
@@ -348,3 +348,30 @@ def test_charting_technical_zlma(params, obb):
     assert len(result.results) > 0
     assert result.chart.content
     assert isinstance(result.chart.fig, OpenBBFigure)
+
+
+@parametrize(
+    "params",
+    [
+        (
+            {
+                "data": "",
+                "model": "yang_zhang",
+                "chart": True,
+            }
+        )
+    ],
+)
+@pytest.mark.integration
+def test_charting_technical_cones(params, obb):
+    """Test chart ta cones."""
+    params = {p: v for p, v in params.items() if v}
+
+    params["data"] = get_equity_data()
+
+    result = obb.technical.cones(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
+    assert result.chart.content
+    assert isinstance(result.chart.fig, OpenBBFigure)
diff --git a/openbb_platform/obbject_extensions/charting/openbb_charting/__init__.py b/openbb_platform/obbject_extensions/charting/openbb_charting/__init__.py
index ebf29aa54f7..8ca3641e437 100644
--- a/openbb_platform/obbject_extensions/charting/openbb_charting/__init__.py
+++ b/openbb_platform/obbject_extensions/charting/openbb_charting/__init__.py
@@ -6,7 +6,6 @@ from typing import (
     Dict,
     List,
     Optional,
-    Tuple,
     Union,
 )
 
@@ -18,7 +17,7 @@ from openbb_core.app.utils import basemodel_to_df, convert_to_basemodel
 from openbb_core.provider.abstract.data import Data
 
 from openbb_charting import charting_router
-from openbb_charting.core.to_chart import ChartIndicators, OpenBBFigure, to_chart
+from openbb_charting.core.to_chart import ChartIndicators, to_chart
 from openbb_charting.utils.helpers import get_charting_functions
 
 ext = Extension(name="charting")
@@ -49,8 +48,8 @@ class Charting:
 
         self._obbject: OBBject = obbject
         self._charting_settings = ChartingSettings(
-            user_settings=self._obbject._user_settings,
-            system_settings=self._obbject._system_settings,
+            user_settings=self._obbject._user_settings,  # type: ignore
+            system_settings=self._obbject._system_settings,  # type: ignore
         )
         self._handle_backend()
 
@@ -185,17 +184,28 @@ class Charting:
             if has_data
             else self._obbject.to_dataframe()
         )
-        fig, content = to_chart(
-            data_as_df,
-            indicators=indicators,
-            symbol=symbol,
-            candles=candles,
-            volume=volume,
-            prepost=prepost,
-            volume_ticks_x=volume_ticks_x,
-        )
-        self._obbject.chart = Chart(
-            fig=fig, content=content, format=charting_router.CHART_FORMAT
-        )
-        if render:
-            fig.show(**kwargs)
+        try:
+            fig, content = to_chart(
+                data_as_df,
+                indicators=indicators,
+                symbol=symbol,
+                candles=candles,
+                volume=volume,
+                prepost=prepost,
+                volume_ticks_x=volume_ticks_x,
+            )
+
+            self._obbject.chart = Chart(
+                fig=fig, content=content, format=charting_router.CHART_FORMAT
+            )
+            if render:
+                fig.show(**kwargs)
+
+        except Exception:
+            try:
+                if has_data:
+                    self.show(data=data_as_df, symbol=symbol, render=render, **kwargs)
+                else:
+                    self.show(**kwargs)
+            except Exception as e:
+                raise RuntimeError("Could not create chart from the OBBject.") from e
diff --git a/openbb_platform/obbject_extensions/charting/openbb_charting/charting_router.py b/openbb_platform/obbject_extensions/charting/openbb_charting/charting_router.py
index a80c1af8ad9..f13ba058623 100644
--- a/openbb_platform/obbject_extensions/charting/openbb_charting/charting_router.py
+++ b/openbb_platform/obbject_extensions/charting/openbb_charting/charting_router.py
@@ -1,18 +1,20 @@
 """Charting router."""
 
-from typing import TYPE_CHECKING, Any, Dict, Tuple
+from typing import Any, Dict, Tuple
 
+import pandas as pd
 from openbb_core.app.model.charts.chart import ChartFormat
 from openbb_core.app.utils import basemodel_to_df
 
-from .core.plotly_ta.ta_class import PlotlyTA
+from openbb_charting.core.chart_style import ChartStyle
+from openbb_charting.core.openbb_figure import OpenBBFigure
+from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
 
 CHART_FORMAT = ChartFormat.plotly
 
-if TYPE_CHECKING:
-    from .core.openbb_figure import OpenBBFigure
+# if TYPE_CHECKING:
 
-    # from .core.openbb_figure_table import OpenBBFigureTable
+# from .core.openbb_figure_table import OpenBBFigureTable
 
 
 def equity_price_historical(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
@@ -58,6 +60,7 @@ def _ta_ma(ma_type: str, **kwargs):
         False,
         volume=False,
     )
+    fig.update_layout(ChartStyle().plotly_template.get("layout", {}))
     content = fig.show(external=True).to_plotly_json()
 
     return fig, content
@@ -174,3 +177,102 @@ def technical_ema(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
     """Exponential moving average chart."""
     ma_type = "ema"
     return _ta_ma(ma_type, **kwargs)
+
+
+def technical_cones(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
+    """Volatility Cones Chart."""
+
+    data = kwargs.get("data")
+
+    if isinstance(data, pd.DataFrame) and not data.empty and "window" in data.columns:
+        df_ta = data.set_index("window")
+    else:
+        df_ta = basemodel_to_df(kwargs["obbject_item"], index="window")
+
+    df_ta.columns = [col.title().replace("_", " ") for col in df_ta.columns]
+
+    # Check if the data is formatted as expected.
+    if not all(col in df_ta.columns for col in ["Realized", "Min", "Median", "Max"]):
+        raise ValueError("Data supplied does not match the expected format.")
+
+    model = (
+        str(kwargs.get("model"))
+        .replace("std", "Standard Deviation")
+        .replace("_", "-")
+        .title()
+        if kwargs.get("model")
+        else "Standard Deviation"
+    )
+
+    symbol = str(kwargs.get("symbol")) + " - " if kwargs.get("symbol") else ""
+
+    title = (
+        str(kwargs.get("title"))
+        if kwargs.get("title")
+        else f"{symbol}Realized Volatility Cones - {model} Model"
+    )
+
+    colors = [
+        "green",
+        "red",
+        "burlywood",
+        "grey",
+        "orange",
+        "blue",
+    ]
+    color = 0
+
+    fig = OpenBBFigure()
+
+    fig.update_layout(ChartStyle().plotly_template.get("layout", {}))
+
+    text_color = "black" if ChartStyle().plt_style == "light" else "white"
+
+    for col in df_ta.columns:
+        fig.add_scatter(
+            x=df_ta.index,
+            y=df_ta[col],
+            name=col,
+            mode="lines+markers",
+            hovertemplate=f"{col}: %{{y}}<extra></extra>",
+            marker=dict(
+                color=colors[color],
+                size=11,
+            ),
+        )
+        color += 1
+
+    fig.set_title(title)
+
+    fig.update_layout(
+        paper_bgcolor="rgba(0,0,0,0)",
+        plot_bgcolor="rgba(0,0,0,0)",
+        font=dict(color=text_color),
+        legend=dict(
+            orientation="h",
+            yanchor="bottom",
+            xanchor="right",
+            y=1.02,
+            x=1,
+            bgcolor="rgba(0,0,0,0)",
+        ),
+        yaxis=dict(
+            ticklen=0,
+        ),
+        xaxis=dict(
+            type="category",
+            tickmode="array",
+            ticklen=0,
+            tickvals=df_ta.index,
+            ticktext=df_ta.index,
+            title_text="Period",
+            showgrid=False,
+            zeroline=False,
+        ),
+        margin=dict(l=20, r=20, b=20),
+        dragmode="pan",
+    )
+
+    content = fig.to_plotly_json()
+
+    return fig, content