1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
|
"""Tiingo Equity Historical Price Model."""
# pylint: disable=unused-argument
import warnings
from datetime import datetime
from typing import Any, Dict, List, Literal, Optional
from dateutil.relativedelta import relativedelta
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.equity_historical import (
EquityHistoricalData,
EquityHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import (
DATA_DESCRIPTIONS,
QUERY_DESCRIPTIONS,
)
from openbb_core.provider.utils.helpers import (
ClientResponse,
amake_requests,
get_querystring,
)
from pydantic import Field, PrivateAttr, model_validator
_warn = warnings.warn
class TiingoEquityHistoricalQueryParams(EquityHistoricalQueryParams):
"""Tiingo Equity Historical Price Query.
Source: https://www.tiingo.com/documentation/end-of-day
"""
__alias_dict__ = {
"start_date": "startDate",
"end_date": "endDate",
}
__json_schema_extra__ = {"symbol": ["multiple_items_allowed"]}
interval: Literal["1d", "1W", "1M", "1Y"] = Field(
default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
)
_frequency: Literal["daily", "weekly", "monthly", "annually"] = PrivateAttr(
default=None
)
# pylint: disable=protected-access
@model_validator(mode="after") # type: ignore[arg-type]
@classmethod
def set_time_params(cls, values: "TiingoEquityHistoricalQueryParams"):
"""Set the default start & end date and time params for Tiingo API."""
frequency_dict = {
"1d": "daily",
"1W": "weekly",
"1M": "monthly",
"1Y": "annually",
}
values._frequency = frequency_dict[values.interval] # type: ignore[assignment]
return values
class TiingoEquityHistoricalData(EquityHistoricalData):
"""Tiingo Equity Historical Price Data."""
adj_open: Optional[float] = Field(
default=None,
description="The adjusted open price.",
alias="adjOpen",
)
adj_high: Optional[float] = Field(
default=None,
description="The adjusted high price.",
alias="adjHigh",
)
adj_low: Optional[float] = Field(
default=None,
description="The adjusted low price.",
alias="adjLow",
)
adj_close: Optional[float] = Field(
default=None,
description=DATA_DESCRIPTIONS.get("adj_close", ""),
alias="adjClose",
)
adj_volume: Optional[float] = Field(
default=None,
description="The adjusted volume.",
alias="adjVolume",
)
split_ratio: Optional[float] = Field(
default=None,
description="Ratio of the equity split, if a split occurred.",
alias="splitFactor",
)
dividend: Optional[float] = Field(
default=None,
description="Dividend amount, if a dividend was paid.",
alias="divCash",
)
class TiingoEquityHistoricalFetcher(
Fetcher[
TiingoEquityHistoricalQueryParams,
List[TiingoEquityHistoricalData],
]
):
"""Transform the query, extract and transform the data from the Tiingo endpoints."""
@staticmethod
def transform_query(params: Dict[str, Any]) -> TiingoEquityHistoricalQueryParams:
"""Transform the query params."""
transformed_params = params
now = datetime.now().date()
if params.get("start_date") is None:
transformed_params["start_date"] = now - relativedelta(years=1)
if params.get("end_date") is None:
transformed_params["end_date"] = now
return TiingoEquityHistoricalQueryParams(**transformed_params)
# pylint: disable=protected-access
@staticmethod
async def aextract_data(
query: TiingoEquityHistoricalQueryParams,
credentials: Optional[Dict[str, str]],
**kwargs: Any,
) -> List[Dict]:
"""Return the raw data from the Tiingo endpoint."""
api_key = credentials.get("tiingo_token") if credentials else ""
base_url = "https://api.tiingo.com/tiingo/daily"
query_str = get_querystring(
query.model_dump(by_alias=True), ["symbol", "interval"]
)
async def callback(response: ClientResponse, _: Any) -> List[Dict]:
data = await response.json()
symbol = response.url.parts[-2]
results = []
if not data:
_warn(f"No data found the the symbol: {symbol}")
return results
if isinstance(data, List):
results = data
if "," in query.symbol:
for d in results:
d["symbol"] = symbol
return results
urls = [
f"{base_url}/{symbol}/prices?{query_str}&resampleFreq={query._frequency}&token={api_key}"
for symbol in query.symbol.split(",")
]
return await amake_requests(urls, callback, **kwargs)
@staticmethod
def transform_data(
query: TiingoEquityHistoricalQueryParams,
data: List[Dict],
**kwargs: Any,
) -> List[TiingoEquityHistoricalData]:
"""Return the transformed data."""
return [TiingoEquityHistoricalData.model_validate(d) for d in data]
|
