Merge branch 'develop' into feature/fix-4223

openbb_terminal/config_terminal.py

@@ -200,3 +200,6 @@
 
 # https://intrinio.com/starter-plan
 API_INTRINIO_KEY = os.getenv("OPENBB_API_INTRINIO_KEY") or "REPLACE_ME"
+
+# https://databento.com/
+API_DATABENTO_KEY = os.getenv("OPENBB_API_DATABENTO_KEY") or "REPLACE_ME"

openbb_terminal/futures/databento_view.py

@@ -0,0 +1,118 @@
+"""DataBento view"""
+__docformat__ = "numpy"
+
+import os
+from typing import List, Optional
+
+import mplfinance as mpf
+from matplotlib import pyplot as plt
+
+from openbb_terminal.config_terminal import theme
+from openbb_terminal.helper_funcs import (
+    export_data,
+    is_valid_axes_count,
+    lambda_long_number_format_y_axis,
+    plot_autoscale,
+    print_rich_table,
+)
+from openbb_terminal.rich_config import console
+from openbb_terminal.stocks import databento_model
+
+
+def display_historical(
+    symbol: str,
+    start_date: Optional[str] = None,
+    end_date: Optional[str] = None,
+    raw: bool = False,
+    export: str = "",
+    sheet_name: Optional[str] = None,
+    external_axes: Optional[List[plt.Axes]] = None,
+):
+    """Display historical futures [Source: DataBento]
+
+    Parameters
+    ----------
+    symbol: List[str]
+        Symbol to display
+    start_date: Optional[str]
+        Start date of the historical data with format YYYY-MM-DD
+    end_date: Optional[str]
+        End date of the historical data with format YYYY-MM-DD
+    raw: bool
+        Display futures timeseries in raw format
+    sheet_name: str
+        Optionally specify the name of the sheet the data is exported to.
+    export: str
+        Type of format to export data
+    external_axes : Optional[List[plt.Axes]], optional
+        External axes (1 axis is expected in the list), by default None
+    """
+    data = databento_model.get_historical_futures(
+        symbol.upper(), start_date=start_date, end_date=end_date
+    )
+    if data.empty:
+        console.print(f"No data found for {symbol}.")
+        return
+    # We check if there's Volume data to avoid errors and empty subplots
+    has_volume = False
+    if "Volume" in data.columns:
+        has_volume = bool(data["Volume"].sum() > 0)
+
+    candle_chart_kwargs = {
+        "type": "candle",
+        "style": theme.mpf_style,
+        "volume": has_volume,
+        "addplot": [],
+        "xrotation": theme.xticks_rotation,
+        "scale_padding": {"left": 0.3, "right": 1, "top": 0.8, "bottom": 0.8},
+        "update_width_config": {
+            "candle_linewidth": 0.6,
+            "candle_width": 0.8,
+            "volume_linewidth": 0.8,
+            "volume_width": 0.8,
+        },
+        "warn_too_much_data": 10000,
+    }
+    if external_axes is None:
+        candle_chart_kwargs["returnfig"] = True
+        candle_chart_kwargs["figratio"] = (10, 7)
+        candle_chart_kwargs["figscale"] = 1.10
+        candle_chart_kwargs["figsize"] = plot_autoscale()
+        candle_chart_kwargs["warn_too_much_data"] = 100_000
+
+        fig, ax = mpf.plot(data, **candle_chart_kwargs)
+
+        if has_volume:
+            lambda_long_number_format_y_axis(data, "Volume", ax)
+
+        fig.suptitle(
+            f"{symbol}",
+            x=0.055,
+            y=0.965,
+            horizontalalignment="left",
+        )
+        theme.visualize_output(force_tight_layout=False)
+    elif (has_volume and is_valid_axes_count(external_axes, 2)) or (
+        not has_volume and is_valid_axes_count(external_axes, 1)
+    ):
+        candle_chart_kwargs["ax"] = external_axes[0]
+        if has_volume:
+            candle_chart_kwargs["volume"] = external_axes[1]
+        mpf.plot(data, **candle_chart_kwargs)
+
+    if raw:
+        print_rich_table(
+            data,
+            headers=list(data.columns),
+            show_index=True,
+            title="Futures timeseries",
+        )
+        console.print()
+
+    export_data(
+        export,
+        os.path.dirname(os.path.abspath(__file__)),
+        "historical_db",
+        data,
+        sheet_name,
+    )

openbb_terminal/futures/futures_controller.py

@@ -11,7 +11,7 @@
 from openbb_terminal import feature_flags as obbff
 from openbb_terminal.custom_prompt_toolkit import NestedCompleter
 from openbb_terminal.decorators import log_start_end
-from openbb_terminal.futures import yfinance_model, yfinance_view
+from openbb_terminal.futures import databento_view, yfinance_model, yfinance_view
 from openbb_terminal.helper_funcs import (
     EXPORT_BOTH_RAW_DATA_AND_FIGURES,
     EXPORT_ONLY_RAW_DATA_ALLOWED,
@@ -165,8 +165,8 @@ def call_historical(self, other_args: List[str]):
             "--start",
             dest="start",
             type=valid_date,
-            help="Initial date. Default: 3 years ago",
-            default=(datetime.now() - timedelta(days=3 * 365)),
+            help="Initial date. Default: 2 years ago",
+            default=(datetime.now() - timedelta(days=2 * 365)),
         )
         parser.add_argument(
             "-e",
@@ -193,17 +193,29 @@ def call_historical(self, other_args: List[str]):
             raw=True,
         )
         if ns_parser:
-            yfinance_view.display_historical(
-                symbols=ns_parser.ticker.upper().split(","),
-                expiry=ns_parser.expiry,
-                start_date=ns_parser.start.strftime("%Y-%m-%d"),
-                end_date=ns_parser.end.strftime("%Y-%m-%d"),
-                raw=ns_parser.raw,
-                export=ns_parser.export,
-                sheet_name=" ".join(ns_parser.sheet_name)
-                if ns_parser.sheet_name
-                else None,
-            )
+            if ns_parser.source == "YahooFinance":
+                yfinance_view.display_historical(
+                    symbols=ns_parser.ticker.upper().split(","),
+                    expiry=ns_parser.expiry,
+                    start_date=ns_parser.start.strftime("%Y-%m-%d"),
+                    end_date=ns_parser.end.strftime("%Y-%m-%d"),
+                    raw=ns_parser.raw,
+                    export=ns_parser.export,
+                    sheet_name=" ".join(ns_parser.sheet_name)
+                    if ns_parser.sheet_name
+                    else None,
+                )
+            if ns_parser.source == "DataBento":
+                databento_view.display_historical(
+                    symbol=ns_parser.ticker,
+                    start_date=ns_parser.start.strftime("%Y-%m-%d"),
+                    end_date=ns_parser.end.strftime("%Y-%m-%d"),
+                    raw=ns_parser.raw,
+                    export=ns_parser.export,
+                    sheet_name=" ".join(ns_parser.sheet_name)
+                    if ns_parser.sheet_name
+                    else None,
+                )
 
     @log_start_end(log=logger)
     def call_curve(self, other_args: List[str]):

openbb_terminal/futures/sdk_helper.py

@@ -0,0 +1,31 @@
+"""SDK Helper Functions"""
+__docformat__ = "numpy"
+
+from typing import List, Optional, Union
+
+import pandas as pd
+
+from openbb_terminal.futures import yfinance_model
+from openbb_terminal.stocks import databento_model
+
+
+def get_historical(
+    symbols: Union[str, List[str]],
+    start_date: str,
+    end_date: str,
+    source: Optional[str] = "YahooFinance",
+    expiry: Optional[str] = "",
+) -> pd.DataFrame:
+    """Get historical futures data"""
+    if source == "YahooFinance":
+        if isinstance(symbols, str):
+            symbols = [symbols]
+        return yfinance_model.get_historical_futures(
+            symbols, expiry, start_date, end_date
+        )
+    if source == "DataBento":
+        if isinstance(symbols, list):
+            print("DataBento only supports one symbol at a time.  Using first symbol.")
+            symbols = symbols[0]
+        return databento_model.get_historical_futures(symbols, start_date, end_date)
+    return pd.DataFrame()

openbb_terminal/futures/yfinance_model.py

@@ -99,7 +99,7 @@ def get_historical_futures(
     Returns
     -------
     pd.DataFrame
-        Dictionary with sector weightings allocation
+        Historical futures data
     """
 
     if start_date is None:

openbb_terminal/helper_funcs.py

@@ -44,10 +44,7 @@
     config_terminal as cfg,
     feature_flags as obbff,
 )
-from openbb_terminal.core.config.paths import (
-    HOME_DIRECTORY,
-    USER_EXPORTS_DIRECTORY,
-)
+from openbb_terminal.core.config.paths import HOME_DIRECTORY, USER_EXPORTS_DIRECTORY
 from openbb_terminal.rich_config import console
 
 try:
@@ -1967,7 +1964,9 @@ def check_start_less_than_end(start_date: str, end_date: str) -> bool:
 
 
 # Write an abstract helper to make requests from a url with potential headers and params
-def request(url: str, method="GET", **kwargs) -> requests.Response:
+def request(
+    url: str, method: str = "GET", timeout: int = 0, **kwargs
+) -> requests.Response:
     """Abstract helper to make requests from a url with potential headers and params.
 
     Parameters
@@ -1990,15 +1989,15 @@ def request(url: str, method="GET", **kwargs) -> requests.Response:
     # We want to add a user agent to the request, so check if there are any headers
     # If there are headers, check if there is a user agent, if not add one.
     # Some requests seem to work only with a specific user agent, so we want to be able to override it.
-    headers = kwargs.pop("headers") if "headers" in kwargs else {}
+    headers = kwargs.pop("headers", {})
+    timeout = timeout or cfg.REQUEST_TIMEOUT
+
     if "User-Agent" not in headers:
         headers["User-Agent"] = get_user_agent()
     if method.upper() == "GET":
-        return requests.get(url, headers=headers, timeout=cfg.REQUEST_TIMEOUT, **kwargs)
+        return requests.get(url, headers=headers, timeout=timeout, **kwargs)
     if method.upper() == "POST":
-        return requests.post(
-            url, headers=headers, timeout=cfg.REQUEST_TIMEOUT, **kwargs
-        )
+        return requests.post(url, headers=headers, timeout=timeout, **kwargs)
     raise ValueError("Method must be GET or POST")
 
 

openbb_terminal/keys_controller.py

@@ -1140,6 +1140,34 @@ def call_stocksera(self, other_args: List[str]):
                 key=ns_parser.key, persist=True, show_output=True
             )
 
+    @log_start_end(log=logger)
+    def call_databento(self, other_args: List[str]):
+        """Process databento command"""
+        parser = argparse.ArgumentParser(
+            add_help=False,
+            formatter_class=argparse.ArgumentDefaultsHelpFormatter,
+            prog="databento",
+            description="Set DataBento API key.",
+        )
+        parser.add_argument(
+            "-k",
+            "--key",
+            type=str,
+            dest="key",
+            help="key",
+        )
+        if not other_args:
+            console.print("For your API Key, https://databento.com")
+            return
+
+        if other_args and "-" not in other_args[0][0]:
+            other_args.insert(0, "-k")
+        ns_parser = self.parse_simple_args(parser, other_args)
+        if ns_parser:
+            self.status_dict["databento"] = keys_model.set_databento_key(
+                key=ns_parser.key, persist=True, show_output=True
+            )
+
     @log_start_end(log=logger)
     def call_openbb(self, other_args: List[str]):
         """Process openbb command"""

openbb_terminal/keys_model.py

@@ -58,6 +58,7 @@
     "quandl": "QUANDL",
     "polygon": "POLYGON",
     "intrinio": "INTRINIO",
+    "databento": "DATABENTO",
     "fred": "FRED",
     "news": "NEWSAPI",
     "tradier": "TRADIER",
@@ -2592,7 +2593,7 @@ def set_intrinio_key(key: str, persist: bool = False, show_output: bool = False)
 
 
 def check_intrinio_key(show_output: bool = False) -> str:
-    """Check Polygon key
+    """Check Intrinio key
 
     Parameters
     ----------
@@ -2626,3 +2627,72 @@ def check_intrinio_key(show_output: bool = False) -> str:
         console.print(status.colorize())
 
     return str(status)
+
+
+def set_databento_key(
+    key: str, persist: bool = False, show_output: bool = False
+) -> str:
+    """Set DataBento key
+
+    Parameters
+    ----------
+    key: str
+        API key
+    persist: bool, optional
+        If False, api key change will be contained to where it was changed. For example, a Jupyter notebook session.
+        If True, api key change will be global, i.e. it will affect terminal environment variables.
+        By default, False.
+    show_output: bool, optional
+        Display status string or not. By default, False.
+
+    Returns
+    -------
+    str
+        Status of key set
+
+    Examples
+    --------
+    >>> from openbb_terminal.sdk import openbb
+    >>> openbb.keys.databento(key="example_key")
+    """
+
+    set_key("OPENBB_API_DATABENTO_KEY", key, persist)
+    return check_databento_key(show_output)
+
+
+def check_databento_key(show_output: bool = False) -> str:
+    """Check DataBento key
+
+    Parameters
+    ----------
+    show_output: bool
+        Display status string or not. By default, False.
+
+    Returns
+    -------
+    str
+        Status of key set
+    """
+
+    if cfg.API_DATABENTO_KEY == "REPLACE_ME":
+        logger.info("DataBento key not defined")
+        status = KeyStatus.NOT_DEFINED
+    else:
+        r = request(
+            "https://hist.databento.com/v0/metadata.list_datasets",
+            auth=(f"{cfg.API_DATABENTO_KEY}", ""),
+        )
+        if r.status_code in [403, 401, 429]:
+            logger.warning("DataBento key defined, test failed")
+            status = KeyStatus.DEFINED_TEST_FAILED
+        elif r.status_code == 200:
+            logger.info("DataBento key defined, test passed")
+            status = KeyStatus.DEFINED_TEST_PASSED
+        else:
+            logger.warning("DataBento key defined, test inconclusive")
+            status = KeyStatus.DEFINED_TEST_INCONCLUSIVE
+
+    if show_output:
+        console.print(status.colorize())
+
+    return str(status)