1 files changed, 0 insertions, 140 deletions
diff --git a/openbb_platform/providers/cboe/openbb_cboe/models/equity_info.py b/openbb_platform/providers/cboe/openbb_cboe/models/equity_info.py
deleted file mode 100644
index 296baab8bd3..00000000000
--- a/openbb_platform/providers/cboe/openbb_cboe/models/equity_info.py
+++ /dev/null
@@ -1,140 +0,0 @@
-"""CBOE Equity Info Model."""
-
-import concurrent.futures
-from datetime import datetime
-from typing import Any, Dict, List, Optional
-
-import pandas as pd
-from openbb_cboe.utils.helpers import (
-    get_cboe_directory,
-    get_cboe_index_directory,
-    get_ticker_info,
-    get_ticker_iv,
-)
-from openbb_core.provider.abstract.fetcher import Fetcher
-from openbb_core.provider.standard_models.equity_info import (
-    EquityInfoData,
-    EquityInfoQueryParams,
-)
-from pydantic import Field
-
-
-class CboeEquityInfoQueryParams(EquityInfoQueryParams):
-    """CBOE Equity Info Query.
-
-    Source: https://www.cboe.com/
-    """
-
-
-class CboeEquityInfoData(EquityInfoData):
-    """CBOE Equity Info Data."""
-
-    type: Optional[str] = Field(default=None, description="Type of asset.")
-    exchange_id: Optional[int] = Field(
-        default=None, description="The Exchange ID number."
-    )
-    tick: Optional[str] = Field(
-        default=None, description="Whether the last sale was an up or down tick."
-    )
-    bid: Optional[float] = Field(default=None, description="Current bid price.")
-    bid_size: Optional[float] = Field(default=None, description="Bid lot size.")
-    ask: Optional[float] = Field(default=None, description="Current ask price.")
-    ask_size: Optional[float] = Field(default=None, description="Ask lot size.")
-    volume: Optional[float] = Field(
-        default=None, description="Stock volume for the current trading day."
-    )
-    iv30: Optional[float] = Field(
-        default=None, description="The 30-day implied volatility of the stock."
-    )
-    iv30_change: Optional[float] = Field(
-        default=None, description="Change in 30-day implied volatility of the stock."
-    )
-    last_trade_timestamp: Optional[datetime] = Field(
-        default=None, description="Last trade timestamp for the stock."
-    )
-    iv30_annual_high: Optional[float] = Field(
-        default=None, description="The 1-year high of implied volatility."
-    )
-    hv30_annual_high: Optional[float] = Field(
-        default=None, description="The 1-year high of realized volatility."
-    )
-    iv30_annual_low: Optional[float] = Field(
-        default=None, description="The 1-year low of implied volatility."
-    )
-    hv30_annual_low: Optional[float] = Field(
-        default=None, description="The 1-year low of realized volatility."
-    )
-    iv60_annual_high: Optional[float] = Field(
-        default=None, description="The 60-day high of implied volatility."
-    )
-    hv60_annual_high: Optional[float] = Field(
-        default=None, description="The 60-day high of realized volatility."
-    )
-    iv60_annual_low: Optional[float] = Field(
-        default=None, description="The 60-day low of implied volatility."
-    )
-    hv60_annual_low: Optional[float] = Field(
-        default=None, description="The 60-day low of realized volatility."
-    )
-    iv90_annual_high: Optional[float] = Field(
-        default=None, description="The 90-day high of implied volatility."
-    )
-    hv90_annual_high: Optional[float] = Field(
-        default=None, description="The 90-day high of realized volatility."
-    )
-
-
-class CboeEquityInfoFetcher(
-    Fetcher[
-        CboeEquityInfoQueryParams,
-        List[CboeEquityInfoData],
-    ]
-):
-    """Transform the query, extract and transform the data from the CBOE endpoints."""
-
-    @staticmethod
-    def transform_query(params: Dict[str, Any]) -> CboeEquityInfoQueryParams:
-        """Transform the query."""
-        return CboeEquityInfoQueryParams(**params)
-
-    @staticmethod
-    def extract_data(
-        query: CboeEquityInfoQueryParams,  # pylint: disable=unused-argument
-        credentials: Optional[Dict[str, str]],
-        **kwargs: Any,
-    ) -> List[Dict]:
-        """Return the raw data from the CBOE endpoint."""
-        results = []
-
-        INDEXES = get_cboe_index_directory().index.to_list()
-        SYMBOLS = get_cboe_directory()
-
-        def get_one(symbol):
-            data = pd.Series(dtype="object")
-            if symbol in SYMBOLS.index or symbol in INDEXES:
-                _info = pd.Series(get_ticker_info(symbol))
-                _iv = pd.Series(get_ticker_iv(symbol))
-                data = (
-                    pd.DataFrame(pd.concat([_info, _iv]))
-                    .transpose()
-                    .drop(columns="seqno")
-                    .iloc[0]
-                )
-
-                results.append(data.to_dict())
-
-        with concurrent.futures.ThreadPoolExecutor() as executor:
-            executor.map(get_one, query.symbol.split(","))
-
-        return (
-            pd.DataFrame.from_records(results)
-            .sort_values(by="symbol")
-            .to_dict("records")
-        )
-
-    @staticmethod
-    def transform_data(
-        query: CboeEquityInfoQueryParams, data: List[Dict], **kwargs: Any
-    ) -> List[CboeEquityInfoData]:
-        """Transform the data to the standard format."""
-        return [CboeEquityInfoData.model_validate(d) for d in data]