static assets built on 3.8

14 files changed, 1584 insertions, 1164 deletions

diff --git a/openbb_platform/openbb/package/__extensions__.py b/openbb_platform/openbb/package/__extensions__.py
index 6cee226f838..3be941aedfe 100644
--- a/openbb_platform/openbb/package/__extensions__.py
+++ b/openbb_platform/openbb/package/__extensions__.py
@@ -12,7 +12,11 @@ from inspect import Parameter
 import typing
 from typing import List, Dict, Union, Optional, Literal
 from annotated_types import Ge, Le, Gt, Lt
+<<<<<<< Updated upstream
 from typing_extensions import Annotated
+=======
+import typing_extensions
+>>>>>>> Stashed changes
 from openbb_core.app.utils import df_to_basemodel
 from openbb_core.app.static.decorators import validate
 
diff --git a/openbb_platform/openbb/package/crypto.py b/openbb_platform/openbb/package/crypto.py
index 59977cb0fce..fbf003a9410 100644
--- a/openbb_platform/openbb/package/crypto.py
+++ b/openbb_platform/openbb/package/crypto.py
@@ -12,7 +12,11 @@ from inspect import Parameter
 import typing
 from typing import List, Dict, Union, Optional, Literal
 from annotated_types import Ge, Le, Gt, Lt
+<<<<<<< Updated upstream
 from typing_extensions import Annotated
+=======
+import typing_extensions
+>>>>>>> Stashed changes
 from openbb_core.app.utils import df_to_basemodel
 from openbb_core.app.static.decorators import validate
 
@@ -35,25 +39,29 @@ class ROUTER_crypto(Container):
     @validate
     def load(
         self,
-        symbol: Annotated[
+        symbol: typing_extensions.Annotated[
             Union[str, List[str]],
             OpenBBCustomParameter(
                 description="Symbol Pair to get data for in CURR1-CURR2 or CURR1CURR2 format."
             ),
         ],
-        start_date: Annotated[
+        start_date: typing_extensions.Annotated[
             Union[datetime.date, None, str],
             OpenBBCustomParameter(
                 description="Start date of the data, in YYYY-MM-DD format."
             ),
         ] = None,
-        end_date: Annotated[
+        end_date: typing_extensions.Annotated[
             Union[datetime.date, None, str],
             OpenBBCustomParameter(
                 description="End date of the data, in YYYY-MM-DD format."
             ),
         ] = None,
+<<<<<<< Updated upstream
         provider: Optional[Literal["fmp", "polygon", "yfinance"]] = None,
+=======
+        provider: Union[Literal["fmp", "polygon", "yfinance"], None] = None,
+>>>>>>> Stashed changes
         **kwargs
     ) -> OBBject[List[Data]]:
         """Crypto Historical Price. Cryptocurrency historical price data.
@@ -62,15 +70,15 @@ class ROUTER_crypto(Container):
         ----------
         symbol : str
             Symbol Pair to get data for in CURR1-CURR2 or CURR1CURR2 format.
-        start_date : Optional[datetime.date]
+        start_date : Union[datetime.date, None]
             Start date of the data, in YYYY-MM-DD format.
-        end_date : Optional[datetime.date]
+        end_date : Union[datetime.date, None]
             End date of the data, in YYYY-MM-DD format.
-        provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
+        provider : Union[Literal['fmp', 'polygon', 'yfinance'], None]
             The provider to use for the query, by default None.
             If None, the provider specified in defaults is selected or 'fmp' if there is
             no default.
-        timeseries : Optional[Annotated[int, Ge(ge=0)]]
+        timeseries : Optional[Union[typing_extensions.Annotated[int, Ge(ge=0)]]]
             Number of days to look back. (provider: fmp)
         interval : Optional[Union[Literal['1min', '5min', '15min', '30min', '1hour', '4hour', '1day'], Literal['1m', '2m', '5m', '15m', '30m', '60m', '90m', '1h', '1d', '5d', '1wk', '1mo', '3mo']]]
             Data granularity. (provider: fmp, yfinance)
@@ -84,15 +92,15 @@ class ROUTER_crypto(Container):
             The number of data entries to return. (provider: polygon)
         adjusted : bool
             Whether the data is adjusted. (provider: polygon)
-        period : Optional[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]
+        period : Optional[Union[Literal['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']]]
             Time period of the data to return. (provider: yfinance)
 
         Returns
         -------
         OBBject
-            results : List[CryptoHistorical]
+            results : Union[List[CryptoHistorical]]
                 Serializable results.
-            provider : Optional[Literal['fmp', 'polygon', 'yfinance']]
+            provider : Union[Literal['fmp', 'polygon', 'yfinance'], None]
                 Provider name.
             warnings : Optional[List[Warning_]]
                 List of warnings.
@@ -115,21 +123,21 @@ class ROUTER_crypto(Container):
             The close price of the symbol.
         volume : float
             The volume of the symbol.
-        vwap : Optional[Annotated[float, Gt(gt=0)]]
+        vwap : Optional[Union[typing_extensions.Annotated[float, Gt(gt=0)]]]
             Volume Weighted Average Price of the symbol.
-        adj_close : Optional[float]
+        adj_close : Optional[Union[float]]
             Adjusted Close Price of the symbol. (provider: fmp)
-        unadjusted_volume : Optional[float]
+        unadjusted_volume : Optional[Union[float]]
             Unadjusted volume of the symbol. (provider: fmp)
-        change : Optional[float]
+        change : Optional[Union[float]]
             Change in the price of the symbol from the previous day. (provider: fmp)
-        change_percent : Optional[float]
+        change_percent : Optional[Union[float]]
             Change % in the price of the symbol. (provider: fmp)
-        label : Optional[str]
+        label : Optional[Union[str]]
             Human readable format of the date. (provider: fmp)
-        change_over_time : Optional[float]
+        change_over_time : Optional[Union[float]]
             Change % in the price of the symbol over a period of time. (provider: fmp)
-        transactions : Optional[Annotated[int, Gt(gt=0)]]
+        transactions : Optional[Union[typing_extensions.Annotated[int, Gt(gt=0)]]]
             Number of transactions for the symbol in the time period. (provider: polygon)
         Example
         --------
diff --git a/openbb_platform/openbb/package/econometrics.py b/openbb_platform/openbb/package/econometrics.py
index bfee02a94a9..d30c0ae3dd5 100644
--- a/openbb_platform/openbb/package/econometrics.py
+++ b/openbb_platform/openbb/package/econometrics.py
@@ -12,7 +12,11 @@ from inspect import Parameter
 import typing
 from typing import List, Dict, Union, Optional, Literal
 from annotated_types import Ge, Le, Gt, Lt
+<<<<<<< Updated upstream
 from typing_extensions import Annotated
+=======
+import typing_extensions
+>>>>>>> Stashed changes
 from openbb_core.app.utils import df_to_basemodel
 from openbb_core.app.static.decorators import validate
 
@@ -50,7 +54,7 @@ class ROUTER_econometrics(Container):
         data: Union[List[Data], pandas.DataFrame],
         y_column: str,
         x_columns: List[str],
-        lags: Annotated[int, Gt(gt=0)] = 1,
+        lags: typing_extensions.Annotated[int, Gt(gt=0)] = 1,
     ) -> OBBject[Data]:
         """Perform Breusch-Godfrey Lagrange Multiplier tests for residual autocorrelation.
 
@@ -179,7 +183,7 @@ class ROUTER_econometrics(Container):
         data: Union[List[Data], pandas.DataFrame],
         y_column: str,
         x_column: str,
-        lag: Annotated[int, Gt(gt=0)] = 3,
+        lag: typing_extensions.Annotated[int, Gt(gt=0)] = 3,
     ) -> OBBject[Data]:
         """Perform Granger causality test to determine if X "causes" y.
 
diff --git a/openbb_platform/openbb/package/economy.py b/openbb_platform/openbb/package/economy.py
index 5bae7b88b07..685dcf7ab33 100644
--- a/openbb_platform/openbb/package/economy.py
+++ b/openbb_platform/openbb/package/economy.py
@@ -12,7 +12,11 @@ from inspect import Parameter
 import typing
 from typing import List, Dict, Union, Optional, Literal
 from annotated_types import Ge, Le, Gt, Lt
+<<<<<<< Updated upstream
 from typing_extensions import Annotated
+=======
+import typing_extensions
+>>>>>>> Stashed changes
 from openbb_core.app.utils import df_to_basemodel
 from openbb_core.app.static.decorators import validate
 
@@ -50,13 +54,13 @@ class ROUTER_economy(Container):
 
     @validate
     def available_indices(
-        self, provider: Optional[Literal["cboe", "fmp", "yfinance"]] = None, **kwargs
+        self, provider: Union[Literal["cboe", "fmp", "yfinance"], None] = None, **kwargs
     ) -> OBBject[List[Data]]:
         """Available Indices. Available indices for a given provider.
 
         Parameters
         ----------
-        provider : Optional[Literal['cboe', 'fmp', 'yfinance']]
+        provider : Union[Literal['cboe', 'fmp', 'yfinance'], None]
             The provider to use for the query, by default None.
             If None, the provider specified in defaults is selected or 'cboe' if there is
             no default.
@@ -66,9 +70,9 @@ class ROUTER_economy(Container):
         Returns
         -------
         OBBject
-            results : List[AvailableIndices]
+            results : Union[List[AvailableIndices]]
                 Serializable results.
-            provider : Optional[Literal['cboe', 'fmp', 'yfinance']]
+            provider : Union[Literal['cboe', 'fmp', 'yfinance'], None]
                 Provider name.
             warnings : Optional[List[Warning_]]
                 List of warnings.
@@ -79,36 +83,37 @@ class ROUTER_economy(Container):
 
         AvailableIndices
         ----------------
-        name : Optional[str]
+        name : Optional[Union[str]]
             Name of the index.
-        currency : Optional[str]
+        currency : Optional[Union[str]]
             Currency the index is traded in.
-        isin : Optional[str]
+        isin : Optional[Union[str]]
             ISIN code for the index. Valid only for European indices. (provider: cboe)
-        region : Optional[str]
+        region : Optional[Union[str]]
             Region for the index. Valid only for European indices (provider: cboe)
-        symbol : Optional[str]
+        symbol : Optional[Union[str]]
             Symbol for the index. (provider: cboe, yfinance)
-        description : Optional[str]
+        description : Optional[Union[str]]
             Description for the index. Valid only for US indices. (provider: cboe)
-        data_delay : Optional[int]
+        data_delay : Optional[Union[int]]
             Data delay for the index. Valid only for US indices. (provider: cboe)
-        open_time : Optional[datetime.time]
+        open_time : Optional[Union[datetime.time]]
             Opening time for the index. Valid only for US indices. (provider: cboe)
-        close_time : Optional[datetime.time]
+        close_time : Optional[Union[datetime.time]]
             Closing time for the index. Valid only for US indices. (provider: cboe)
-        time_zone : Optional[str]
+        time_zone : Optional[Union[str]]
             Time zone for the index. Valid only for US indices. (provider: cboe)
-        tick_days : Optional[str]
+        tick_days : Optional[Union[str]]
             The trading days for the index. Valid only for US indices. (provider: cboe)
-        tick_frequency : Optional[str]
+        tick_frequency : Optional[Union[str]]
             The frequency of the index ticks. Valid only for US indices. (provider: cboe)
-        tick_period : Optional[str]
+        tick_period : Optional[Union[str]]
             The period of the index ticks. Valid only for US indices. (provider: cboe)
-        stock_exchange : Optional[str]
+        stock_exchange : Optional[Union[str]]
             Stock exchange where the index is listed. (provider: fmp)
-        exchange_short_name : Optional[str]
+        exchange_short_name : Optional[Union[str]]
             Short name of the stock exchange where the index is listed. (provider: fmp)
+<<<<<<< Updated upstream
         code : Optional[str]
             ID code for keying the index in the OpenBB Terminal. (provider: yfinance)
         Example
@@ -117,6 +122,10 @@ class ROUTER_economy(Container):
         >>> from openbb import obb
         >>> obb.economy.available_indices()
         """  # noqa: E501
+=======
+        code : Optional[Union[str]]
+            ID code for keying the index in the OpenBB Terminal. (provider: yfinance)"""  # noqa: E501
+>>>>>>> Stashed changes
 
         inputs = filter_inputs(
             provider_choices={
@@ -134,13 +143,13 @@ class ROUTER_economy(Container):
     @validate
     def const(
         self,
-        index: Annotated[
+        index: typing_extensions.Annotated[
             Literal["nasdaq", "sp500", "dowjones"],
             OpenBBCustomParameter(
                 description="Index for which we want to fetch the constituents."
             ),
         ] = "dowjones",
-        provider: Optional[Literal["fmp"]] = None,
+        provider: Union[Literal["fmp"], None] = None,
         **kwargs
     ) -> OBBject[List[Data]]:
         """Major Indices Constituents. Constituents of an index.
@@ -149,7 +158,7 @@ class ROUTER_economy(Container):
         ----------
         index : Literal['nasdaq', 'sp500', 'dowjones']
             Index for which we want to fetch the constituents.
-        provider : Optional[Literal['fmp']]
+        provider : Union[Literal['fmp'], None]
             The provider to use for the query, by default None.
             If None, the provider specified in defaults is selected or 'fmp' if there is
             no default.
@@ -157,9 +166,9 @@ class ROUTER_economy(Container):
         Returns
         -------
         OBBject
-            results : List[MajorIndicesConstituents]
+            results : Union[List[MajorIndicesConstituents]]
                 Serializable results.
-            provider : Optional[Literal['fmp']]
+            provider : Union[Literal['fmp'], None]
                 Provider name.
             warnings : Optional[List[Warning_]]
                 List of warnings.
@@ -176,9 +185,9 @@ class ROUTER_economy(Container):
             Name of the constituent company in the index.
         sector : str
             Sector the constituent company in the index belongs to.
-        sub_sector : Optional[str]
+        sub_sector : Optional[Union[str]]
             Sub-sector the constituent company in the index belongs to.
-        headquarter : Optional[str]
+        headquarter : Optional[Union[str]]
             Location of the headquarter of the constituent company in the index.
         date_first_added : Optional[Union[date, str]]
             Date the constituent company was added to the index.
@@ -210,13 +219,13 @@ class ROUTER_economy(Container):
 
     @validate
     def cot(
-        self, provider: Optional[Literal["quandl"]] = None, **kwargs
+        self, provider: Union[Literal["quandl"], None] = None, **kwargs
     ) -> OBBject[List[Data]]:
         """Commitment of Traders Reports. Lookup Commitment of Traders Reports by series ID.
 
         Parameters
         ----------
-        provider : Optional[Literal['quandl']]
+        provider : Union[Literal['quandl'], None]
             The provider to use for the query, by default None.
             If None, the provider specified in defaults is selected or 'quandl' if there is
             no default.
@@ -227,7 +236,7 @@ class ROUTER_economy(Container):
                     Certain symbols, such as "ES=F", or exact names are also valid.
                     Default report is: S&P 500 Consolidated (CME))
                      (provider: quandl)
-        data_type : Optional[Literal['F', 'FO', 'CITS']]
+        data_type : Optional[Union[Literal['F', 'FO', 'CITS']]]
 
                     The type of data to reuturn. Default is "FO".
 
@@ -237,9 +246,9 @@ class ROUTER_economy(Container):
 
                     CITS = Commodity Index Trader Supplemental. Only valid for commodities.
                  (provider: quandl)
-        legacy_format : Optional[bool]
+        legacy_format : Optional[Union[bool]]
             Returns the legacy format of report. Default is False. (provider: quandl)
-        report_type : Optional[Literal['ALL', 'CHG', 'OLD', 'OTR']]
+        report_type : Optional[Union[Literal['ALL', 'CHG', 'OLD', 'OTR']]]
 
                     The type of report to return. Default is "ALL".
 
@@ -251,7 +260,7 @@ class ROUTER_economy(Container):
 
                         OTR = Other Crop Years
                  (provider: quandl)
-        measure : Optional[Literal['CR', 'NT', 'OI', 'CHG']]
+        measure : Optional[Union[Literal['CR', 'NT', 'OI', 'CHG']]]
 
                     The measure to return. Default is None.
 
@@ -263,19 +272,19 @@ class ROUTER_economy(Container):
 
                     CHG = Change in Positions. Only valid when data_type is "CITS".
                  (provider: quandl)
-        start_date : Optional[datetime.date]
+        start_date : Optional[Union[datetime.date]]
             The start date of the time series. Defaults to all. (provider: quandl)
-        end_date : Optional[datetime.date]
+        end_date : Optional[Union[datetime.date]]
             The end date of the time series. Defaults to the most recent data. (provider: quandl)
-        transform : Optional[Literal['diff', 'rdiff', 'cumul', 'normalize']]
+        transform : Optional[Union[Literal['diff', 'rdiff', 'cumul', 'normalize']]]
             Transform the data as w/w difference, percent change, cumulative, or normalize. (provider: quandl)
 
         Returns
         -------
         OBBject
-            results : List[COT]
+            results : Union[List[COT]]
                 Serializable results.
-            provider : Optional[Literal['quandl']]
+            provider : Union[Literal['quandl'], None]
                 Provider name.
             warnings : Optional[List[Warning_]]
                 List of warnings.
@@ -309,8 +318,10 @@ class ROUTER_economy(Container):
     @validate
     def cot_search(
         self,
-        query: Annotated[str, OpenBBCustomParameter(description="Search query.")] = "",
-        provider: Optional[Literal["quandl"]] = None,
+        query: typing_extensions.Annotated[
+            str, OpenBBCustomParameter(description="Search query.")
+        ] = "",
+        provider: Union[Literal["quandl"], None] = None,
         **kwargs
     ) -> OBBject[List[Data]]:
         """
@@ -322,7 +333,7 @@ class ROUTER_economy(Container):
         ----------
         query : str
             Search query.
-        provider : Optional[Literal['quandl']]
+        provider : Union[Literal['quandl'], None]
             The provider to use for the query, by default None.
             If None, the provider specified in defaults is selected or 'quandl' if there is
             no default.
@@ -330,9 +341,9 @@ class ROUTER_economy(Container):
         Returns
         -------
         OBBject
-            results : List[COTSearch]
+            results : Union[List[COTSearch]]
                 Serializable results.
-            provider : Optional[Literal['quandl']]
+            provider : Union[Literal['quandl'], None]
                 Provider name.
             warnings : Optional[List[Warning_]]
                 List of warnings.
@@ -347,12 +358,13 @@ class ROUTER_economy(Container):
             CFTC Code of the report.
         name : str
             Name of the underlying asset.
-        category : Optional[str]
+        category : Optional[Union[str]]
             Category of the underlying asset.
-        subcategory : Optional[str]
+        subcategory : Optional[Union[str]]
             Subcategory of the underlying asset.
-        units : Optional[str]
+        units : Optional[Union[str]]
             The units for one contract.
+<<<<<<< Updated upstream
         symbol : Optional[str]
             Trading symbol representing the underlying asset.
         Example
@@ -361,6 +373,10 @@ class ROUTER_economy(Container):
         >>> from openbb import obb
         >>> obb.economy.cot_search()
         """  # noqa: E501
+=======
+        symbol : Optional[Union[str]]
+            Trading symbol representing the underlying asset."""  # noqa: E501
+>>>>>>> Stashed changes
 
         inputs = filter_inputs(
             provider_choices={
@@ -380,7 +396,7 @@ class ROUTER_economy(Container):
     @validate
     def cpi(
         self,
-        countries: Annotated[
+        countries: typing_extensions.Annotated[
             List[
                 Literal[
                     "australia",
@@ -436,33 +452,33 @@ class ROUTER_economy(Container):
             ],
             OpenBBCustomParameter(description="The country or countries to get data."),
         ],
-        units: Annotated[
+        units: typing_extensions.Annotated[
             Literal["growth_previous", "growth_same", "index_2015"],
             OpenBBCustomParameter(description="The data units."),
         ] = "growth_same",
-        frequency: Annotated[
+        frequency: typing_extensions.Annotated[
             Literal["monthly", "quarter", "annual"],
             OpenBBCustomParameter(description="The data time frequency."),
         ] = "monthly",
-        harmonized: Annotated[
+        harmonized: typing_extensions.Annotated[
             bool,
             OpenBBCustomParameter(
                 description="Whether you wish to obtain harmonized data."
             ),
         ] = False,
-        start_date: Annotated[
+        start_date: typing_extensions.Annotated[
             Union[datetime.date, None, str],
             OpenBBCustomParameter(
                 description="Start date of the data, in YYYY-MM-DD format."
             ),
         ] = None,
-        end_date: Annotated[
+        end_date: typing_extensions.Annotated[
             Union[datetime.date, None, str],
             OpenBBCustomParameter(
                 description="End date of the data, in YYYY-MM-DD format."
             ),
         ] = None,
-        provider: Optional[Literal["fred"]] = None,
+        provider: Union[Literal["fred"], None] = None,
         **kwargs
     ) -> OBBject[List[Data]]:
         """CPI. Consumer Price Index.
@@ -477,11 +493,11 @@ class ROUTER_economy(Container):
             The data time frequency.
         harmonized : bool
             Whether you wish to obtain harmonized data.
-        start_date : Optional[datetime.date]
+        start_date : Union[datetime.date, None]
             Start date of the data, in YYYY-MM-DD format.
-        end_date : Optional[datetime.date]
+        end_date : Union[datetime.date, None]
             End date of the data, in YYYY-MM-DD format.
-        provider : Optional[Literal['fred']]
+        provider : Union[Literal['fred'], None]
             The provider to use for the query, by default None.
             If None, the provider specified in defaults is selected or 'fred' if there is
             no default.
@@ -489,9 +505,9 @@ class ROUTER_economy(Container):
         Returns
         -------
         OBBject
-            results : List[CPI]
+            results : Union[List[CPI]]
                 Serializable results.
-            provider : Optional[Literal['fred']]
+            provider : Union[Literal['fred'], None]
                 Provider name.
             warnings : Optional[List[Warning_]]
                 List of warnings.
@@ -502,8 +518,9 @@ class ROUTER_economy(Container):
 
         CPI
         ---
-        date : Optional[date]
+        date : Optional[Union[date]]
             The date of the data.
+<<<<<<< Updated upstream
         value : Optional[float]
             CPI value on the date.
         Example
@@ -512,6 +529,10 @@ class ROUTER_economy(Container):
         >>> from openbb import obb
         >>> obb.economy.cpi(countries=['portugal', 'spain'], units=growth_same, frequency=monthly)
         """  # noqa: E501
+=======
+        value : Optional[Union[float]]
+            CPI value on the date."""  # noqa: E501
+>>>>>>> Stashed changes
 
         inputs = filter_inputs(
             provider_choices={
@@ -536,23 +557,23 @@ class ROUTER_economy(Container):
     @validate
     def econcal(
         self,
-        start_date: Annotated[
+        start_date: typing_extensions.Annotated[
             Union[datetime.date, None, str],
             OpenBBCustomParameter(
                 description="Start date of the data, in YYYY-MM-DD format."
             ),
         ] = None,
-        end_date: Annotated[
+        end_date: typing_extensions.Annotated[
             Union[datetime.date, None, str],
             OpenBBCustomParameter(
                 description="End date of the data, in YYYY-MM-DD format."
             ),
         ] = None,
-        importance: Annotated[
+        importance: typing_extensions.Annotated[
             Literal["Low", "Medium", "High"],
             OpenBBCustomParameter(description="Importance of the event."),
         ] = None,
-        group: Annotated[
+        group: typing_extensions.Annotated[
             Literal[
                 "interest rate",
                 "inflation",
@@ -570,20 +591,20 @@ class ROUTER_economy(Container):
             ],
             OpenBBCustomParameter(description="Grouping of events"),
         ] = None,
-        country: Annotated[
+        country: typing_extensions.Annotated[
             Union[List[str], str, None],
             OpenBBCustomParameter(description="Country of the event"),
         ] = None,
-        provider: Optional[Literal["tradingeconomics"]] = None,
+        provider: Union[Literal["tradingeconomics"], None] = None,
         **kwargs
     ) -> OBBject[List[Data]]:
         """GDP Data.
 
         Parameters
         ----------
-        start_date : Optional[datetime.date]
+        start_date : Union[datetime.date, None]
             Start date of the data, in YYYY-MM-DD format.
-        end_date : Optional[datetime.date]
+        end_date : Union[datetime.date, None]
             End date of the data, in YYYY-MM-DD format.
         importance : Literal['Low', 'Medium', 'High']
             Importance of the event.
@@ -591,7 +612,7 @@ class ROUTER_economy(Container):
             Grouping of events
         country : Union[List[str], str, None]
             Country of the event
-        provider : Optional[Literal['tradingeconomics']]
+        provider : Union[Literal['tradingeconomics'], None]
             The provider to use for the query, by default None.
             If None, the provider specified in defaults is selected or 'tradingeconomics' if there is
             no default.
@@ -599,9 +620,9 @@ class ROUTER_economy(Container):
         Returns
         -------
         OBBject
-            results : List[EconomicCalendar]
+            results : Union[List[EconomicCalendar]]
                 Serializable results.
-            provider : Optional[Literal['tradingeco