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"""Tiingo Equity Historical Price Model."""
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 QUERY_DESCRIPTIONS
from openbb_core.provider.utils.helpers import amake_request, get_querystring
from pydantic import Field, PrivateAttr, model_validator
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",
}
interval: Literal["1d", "1W", "1M", "1Y"] = Field(
default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
)
_frequency: Literal[
"daily", "weekly", "monthly", "quarterly", "yearly"
] = 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",
"1Q": "quarterly",
"1Y": "yearly",
}
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="Adjusted open price during the period.",
alias="adjOpen",
)
adj_high: Optional[float] = Field(
default=None,
description="Adjusted high price during the period.",
alias="adjHigh",
)
adj_low: Optional[float] = Field(
default=None,
description="Adjusted low price during the period.",
alias="adjLow",
)
adj_close: Optional[float] = Field(
default=None,
description="Adjusted closing price during the period.",
alias="adjClose",
)
adj_volume: Optional[float] = Field(
default=None,
description="Adjusted volume during the period.",
alias="adjVolume",
)
split_ratio: Optional[float] = Field(
default=None,
description="Ratio of the equity split, if a equity 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"]
)
data: List[Dict] = []
for symbol in query.symbol.split(","):
url = f"{base_url}/{symbol}/prices?{query_str}&resampleFreq={query._frequency}&token={api_key}"
d = await amake_request(url, **kwargs)
if "," in query.symbol:
for item in d:
item["symbol"] = symbol
data += d
return data
# pylint: disable=unused-argument
@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]
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