Adding AV and StockEOD (#5365)

* boilerplate for av provider * adding stock eod for av * ruff n black * changing available functions for better ux * docstring * move debug_mode out of system settings (#5366) * move debug_mode out of system settings * Update router.py * update readme with debug mode * dev_mode hub service + openbb_ namespace to Env * update readme * copy env to avoid problems w global state * Linting * rebuild python interface + fix py38 * Add @classproperty to fetcher for nested return types (#5371) * add classproperty to fetcher and cpi.py * type var bound * validate model in registry map * better exception msg * fix fred mypy and add data_type * typo * specific model validation * specific model validation * reformat error msg * better * msg * add black & ruff to core deps * supress linter errors if not debug mode * pylint + regen fixedincome * py38 compat * fix bug getting provider for placeholder cmds + ruff * Revert "fix bug getting provider for placeholder cmds + ruff" This reverts commit 1328c0b. * ruff * avoid bug for placeholder and no provider * expose available providers in provider interface * poetry toml to match ci ruff version * first we ruff and then we black * add back noqa: E501 to docstrings inside package * use singleton for provider interface: same functionality (#5372) * use singleton for provider interface: same functionality * ruff * docstring typo * update readme with tuna reference * move to correct readme * Merge * Some error handling (#5357) * Removed prints (#5367) * Removed prints * FIxed typing * FIxed typing * Fixed typing * Fixed typing * Fixed typing * Fixed typing * Fixed typing * Fix * Reverted stuff * Feature/move package (#5374) * move package to openbb_sdk * avoid test writing files * black * revert toml changes, will do it in another PR * run build in a separate process * change error msg * rename func * change msg * rename func + msg * change param name * update readme * lazy load some deps * Update README.md * modules is better * doc * ruff * pylint * fix autocomplete (#5383) * Core tests (#5375) * makeing the function easier - @montezdesousa pls review this commit * improve update_provider_choices readbility * unncessary classmethod * command runner tests * fixing wrong attribution * some tests for the charting manager * changing fetcher and models to have a shorter name * @the-prax suggestions * fixing references to av * making function a private fild so the user don't access it * unbreaking changes * Improve snake_case generation * adding av to pyproject.toml * stating the function as a private field while keeping validation for function specific fields --------- Co-authored-by: montezdesousa <[email protected]> Co-authored-by: Diogo Sousa <[email protected]> Co-authored-by: Igor Radovanovic <[email protected]> Co-authored-by: Colin Delahunty <[email protected]>
OpenBB-finance · Aug 29, 2023 · 080ecff · 080ecff
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diff --git a/openbb_sdk/providers/alpha_vantage/README.md b/openbb_sdk/providers/alpha_vantage/README.md
@@ -0,0 +1,11 @@
+# OpenBB Alpha Vantage Provider
+
+This extension integrates the Alpha Vantage data provider into the OpenBB SDK.
+
+## Installation
+
+To install the extension, run the following command in this folder:
+
+```bash
+pip install .
+```
diff --git a/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/__init__.py b/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/__init__.py
@@ -0,0 +1,20 @@
+"""Alpha Vantage Provider module."""
+from openbb_provider.abstract.provider import Provider
+
+from openbb_alpha_vantage.models.stock_eod import AVStockEODFetcher
+
+alpha_vantage_provider = Provider(
+    name="alpha_vantage",
+    website="https://www.alphavantage.co/documentation/",
+    description="""Alpha Vantage provides realtime and historical
+    financial market data through a set of powerful and developer-friendly data APIs
+    and spreadsheets. From traditional asset classes (e.g., stocks, ETFs, mutual funds)
+    to economic indicators, from foreign exchange rates to commodities,
+    from fundamental data to technical indicators, Alpha Vantage
+    is your one-stop-shop for enterprise-grade global market data delivered through
+    cloud-based APIs, Excel, and Google Sheets. """,
+    required_credentials=["api_key"],
+    fetcher_dict={
+        "StockEOD": AVStockEODFetcher,
+    },
+)
diff --git a/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/models/__init__.py b/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/models/__init__.py
diff --git a/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/models/stock_eod.py b/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/models/stock_eod.py
@@ -0,0 +1,244 @@
+"""Alpha Vantage Stock End of Day fetcher."""
+
+
+from datetime import datetime
+from typing import Any, Dict, List, Literal, Optional, get_args
+
+import pandas as pd
+from dateutil.relativedelta import relativedelta
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.standard_models.stock_eod import StockEODData, StockEODQueryParams
+from openbb_provider.utils.descriptions import DATA_DESCRIPTIONS, QUERY_DESCRIPTIONS
+from openbb_provider.utils.helpers import get_querystring
+from pydantic import Field, NonNegativeFloat, PositiveFloat, root_validator, validator
+
+
+class AVStockEODQueryParams(StockEODQueryParams):
+    """Alpha Vantage Stock End of Day Query.
+
+    Source: https://www.alphavantage.co/documentation/
+    """
+
+    _function: Literal[
+        "TIME_SERIES_INTRADAY",
+        "TIME_SERIES_DAILY",
+        "TIME_SERIES_WEEKLY",
+        "TIME_SERIES_MONTHLY",
+        "TIME_SERIES_DAILY_ADJUSTED",
+        "TIME_SERIES_WEEKLY_ADJUSTED",
+        "TIME_SERIES_MONTHLY_ADJUSTED",
+    ] = Field(
+        description="The time series of your choice. ",
+        default="TIME_SERIES_DAILY",
+    )
+    period: Literal["intraday", "daily", "weekly", "monthly"] = Field(
+        default="daily", description=QUERY_DESCRIPTIONS.get("period", "")
+    )
+    interval: Optional[Literal["1min", "5min", "15min", "30min", "60min"]] = Field(
+        description="The interval between two consecutive data points in the time series.",
+        default="60min",
+        available_on_functions=["TIME_SERIES_INTRADAY"],
+        required_on_functions=["TIME_SERIES_INTRADAY"],
+    )
+    adjusted: Optional[bool] = Field(
+        description="Output time series is adjusted by historical split and dividend events.",
+        default=True,
+        available_on_functions=["TIME_SERIES_INTRADAY"],
+    )
+    extended_hours: Optional[bool] = Field(
+        description="Extended trading hours during pre-market and after-hours.",
+        default=False,
+        available_on_functions=["TIME_SERIES_INTRADAY"],
+    )
+    month: Optional[str] = Field(
+        description="Query a specific month in history (in YYYY-MM format).",
+        default=None,
+        available_on_functions=["TIME_SERIES_INTRADAY"],
+    )
+    outputsize: Optional[Literal["compact", "full"]] = Field(
+        description="Compact returns only the latest 100 data points in the intraday "
+        "time series; full returns trailing 30 days of the most recent intraday data "
+        "if the month parameter (see above) is not specified, or the full intraday "
+        "data for a specific month in history if the month parameter is specified.",
+        default="full",
+        available_on_functions=[
+            "TIME_SERIES_INTRADAY",
+            "TIME_SERIES_DAILY",
+            "TIME_SERIES_DAILY_ADJUSTED",
+        ],
+    )
+
+    @root_validator
+    def setup_function(cls, values):  # pylint: disable=E0213
+        """Set the function based on the period."""
+
+        functions_based_on_period = {
+            "intraday": "TIME_SERIES_INTRADAY",
+            "daily": "TIME_SERIES_DAILY",
+            "weekly": "TIME_SERIES_WEEKLY",
+            "monthly": "TIME_SERIES_MONTHLY",
+        }
+        values["_function"] = functions_based_on_period[values["period"]]
+        return values
+
+    @root_validator
+    def adjusted_function_validate(cls, values):  # pylint: disable=E0213
+        """
+        Validate that the function is adjusted if the `adjusted` parameter is set to True.
+        """
+
+        function = values["_function"]
+        adjusted = values.get("adjusted", None)
+
+        if function != "TIME_SERIES_INTRADAY":
+            values["_function"] = function if not adjusted else f"{function}_ADJUSTED"
+
+        return values
+
+    @root_validator
+    def on_functions_validate(cls, values):  # pylint: disable=E0213
+        """
+        Validate that the functions used on custom extra Field attributes
+        `available_on_functions` and `required_on_functions` are valid functions.
+        """
+        custom_attributes = ["available_on_functions", "required_on_functions"]
+
+        fields = cls.__fields__
+        available_functions = get_args(cls.__annotations__["_function"])
+
+        if values["_function"] not in available_functions:
+            raise ValueError(
+                f"Function {values['_function']} must be on of the following: {available_functions}"
+            )
+
+        def validate_functions(functions: List[str]):
+            for f in functions:
+                if f not in available_functions:
+                    raise ValueError(
+                        f"Function {f} must be on of the following: {available_functions}"
+                    )
+
+        for field in fields:
+            for attr in custom_attributes:
+                if functions := fields[field].field_info.extra.get(attr, None):
+                    validate_functions(functions)
+
+        return values
+
+    @root_validator
+    def on_functions_criteria_validate(cls, values):  # pylint: disable=E0213
+        """
+        Validate that the fields are set to None if the function is not available
+        and that the required fields are not None if the function is required.
+        """
+
+        fields = cls.__fields__
+        function = values["_function"]
+
+        for field in fields:
+            if (
+                available_on_functions := fields[field].field_info.extra.get(
+                    "available_on_functions", None
+                )
+            ) and function not in available_on_functions:
+                values[field] = None
+            if (
+                (
+                    required_on_functions := fields[field].field_info.extra.get(
+                        "required_on_functions", None
+                    )
+                )
+                and function in required_on_functions
+                and values[field] is None
+            ):
+                raise ValueError(f"Field {field} is required on function {function}")
+
+        return values
+
+    @validator("month")
+    def month_validate(cls, v):  # pylint: disable=E0213
+        """Validate month, check if the month is in YYYY-MM format."""
+        if v is not None:
+            try:
+                datetime.strptime(v, "%Y-%m")
+            except ValueError as e:
+                raise e
+        return v
+
+
+class AVStockEODData(StockEODData):
+    """Alpha Vantage Stock End of Day Data."""
+
+    class Config:
+        """Pydantic alias config using fields dict."""
+
+        fields = {"date": "timestamp", "adj_close": "adjusted_close"}
+
+    adjusted_close: PositiveFloat = Field(
+        description=DATA_DESCRIPTIONS.get("adj_close", "")
+    )
+    dividend_amount: NonNegativeFloat = Field(
+        description="Dividend amount paid for the corresponding date.",
+    )
+    split_coefficient: NonNegativeFloat = Field(
+        description="Split coefficient for the corresponding date.",
+    )
+
+
+class AVStockEODFetcher(
+    Fetcher[
+        AVStockEODQueryParams,
+        List[AVStockEODData],
+    ]
+):
+    """Transform the query, extract and transform the data from the Alpha Vantage endpoints."""
+
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> AVStockEODQueryParams:
+        """Transform the query."""
+
+        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 AVStockEODQueryParams(**transformed_params)
+
+    @staticmethod
+    def extract_data(
+        query: AVStockEODQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> dict:
+        """Return the raw data from the Alpha Vantage endpoint."""
+
+        api_key = credentials.get("alpha_vantage_api_key") if credentials else ""
+
+        query_dict = query.dict()
+        query_dict["function"] = query_dict.pop("_function")
+
+        query_str = get_querystring(query_dict, ["start_date", "end_date"])
+
+        url = f"https://www.alphavantage.co/query?{query_str}&datatype=csv&apikey={api_key}"
+
+        data = pd.read_csv(url)
+        data["timestamp"] = pd.to_datetime(data["timestamp"])
+
+        data = data[
+            (data["timestamp"] >= pd.to_datetime(query.start_date))
+            & (data["timestamp"] <= pd.to_datetime(query.end_date))
+        ]
+
+        return data.to_dict("records")
+
+    @staticmethod
+    def transform_data(
+        data: dict,
+    ) -> List[AVStockEODData]:
+        """Transform the data to the standard format."""
+
+        return [AVStockEODData.parse_obj(d) for d in data]
diff --git a/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/utils/__init__.py b/openbb_sdk/providers/alpha_vantage/openbb_alpha_vantage/utils/__init__.py
diff --git a/openbb_sdk/providers/alpha_vantage/pyproject.toml b/openbb_sdk/providers/alpha_vantage/pyproject.toml
@@ -0,0 +1,18 @@
+[tool.poetry]
+name = "openbb-alpha-vantage"
+version = "0.1.0"
+description = ""
+authors = ["OpenBB Team <[email protected]>"]
+readme = "README.md"
+packages = [{ include = "openbb_alpha_vantage" }]
+
+[tool.poetry.dependencies]
+python = "^3.8"
+openbb-provider = { path = "../../sdk/provider" }
+
+[build-system]
+requires = ["poetry-core"]
+build-backend = "poetry.core.masonry.api"
+
+[tool.poetry.plugins."openbb_provider_extension"]
+alpha_vantage = "openbb_alpha_vantage:alpha_vantage_provider"
diff --git a/openbb_sdk/pyproject.toml b/openbb_sdk/pyproject.toml
@@ -24,6 +24,7 @@ openbb-polygon = { path = "./providers/polygon" }
 openbb-fred = { path = "./providers/fred" }
 openbb-yfinance = { path = "./providers/yfinance" }
 openbb-cboe = { path = "./providers/cboe"}
+openbb-alpha-vantage = { path = "./providers/alpha-vantage" }
 
 
 [tool.poetry.group.dev.dependencies]

diff --git a/openbb_sdk/sdk/core/openbb_core/app/command_runner.py b/openbb_sdk/sdk/core/openbb_core/app/command_runner.py
@@ -94,12 +94,14 @@ def merge_args_and_kwargs(
 
     @staticmethod
     def update_command_context(
+        func: Callable,
         kwargs: Dict[str, Any],
         system_settings: SystemSettings,
         user_settings: UserSettings,
     ) -> Dict[str, Any]:
         """Update the command context with the available user and system settings."""
-        if "cc" in kwargs:
+        argcount = func.__code__.co_argcount
+        if "cc" in func.__code__.co_varnames[:argcount]:
             kwargs["cc"] = CommandContext(
                 user_settings=user_settings,
                 system_settings=system_settings,
@@ -202,6 +204,7 @@ def build(
             kwargs=kwargs,
         )
         kwargs = cls.update_command_context(
+            func=func,
             kwargs=kwargs,
             system_settings=system_settings,
             user_settings=user_settings,

diff --git a/openbb_sdk/sdk/provider/openbb_provider/utils/helpers.py b/openbb_sdk/sdk/provider/openbb_provider/utils/helpers.py
@@ -99,5 +99,11 @@ def make_request(
 
 
 def to_snake_case(string: str) -> str:
+    """Convert a string to snake case."""
     s1 = re.sub("(.)([A-Z][a-z]+)", r"\1_\2", string)
-    return re.sub("([a-z0-9])([A-Z])", r"\1_\2", s1).lower()
+    return (
+        re.sub("([a-z0-9])([A-Z])", r"\1_\2", s1)
+        .lower()
+        .replace(" ", "_")
+        .replace("__", "_")
+    )