[Feature] ICE BofAML Bond Indices (FRED) (#6486)

* fred bond indices

* maturity dict

* review items

openbb_platform/core/openbb_core/provider/standard_models/bond_indices.py

@@ -0,0 +1,52 @@
+"""Bond Indices Standard Model."""
+
+from datetime import (
+    date as dateType,
+)
+from typing import Literal, Optional
+
+from pydantic import Field, field_validator
+
+from openbb_core.provider.abstract.data import Data
+from openbb_core.provider.abstract.query_params import QueryParams
+from openbb_core.provider.utils.descriptions import (
+    DATA_DESCRIPTIONS,
+    QUERY_DESCRIPTIONS,
+)
+
+
+class BondIndicesQueryParams(QueryParams):
+    """Bond Indices Query."""
+
+    start_date: Optional[dateType] = Field(
+        default=None,
+        description=QUERY_DESCRIPTIONS.get("start_date", ""),
+    )
+    end_date: Optional[dateType] = Field(
+        default=None,
+        description=QUERY_DESCRIPTIONS.get("end_date", ""),
+    )
+    index_type: Literal["yield", "yield_to_worst", "total_return", "oas"] = Field(
+        default="yield",
+        description="The type of series. OAS is the option-adjusted spread. Default is yield.",
+        json_schema_extra={
+            "choices": ["yield", "yield_to_worst", "total_return", "oas"]
+        },
+    )
+
+    @field_validator("index_type", mode="before", check_fields=False)
+    @classmethod
+    def to_lower(cls, v: Optional[str]) -> Optional[str]:
+        """Convert field to lowercase."""
+        return v.lower() if v else v
+
+
+class BondIndicesData(Data):
+    """Bond Indices Data."""
+
+    date: dateType = Field(description=DATA_DESCRIPTIONS.get("date", ""))
+    symbol: Optional[str] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("symbol", ""),
+    )
+    value: float = Field(description="Index values.")

openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py

@@ -666,3 +666,31 @@ def test_fixedincome_government_yield_curve(params, headers):
     result = requests.get(url, headers=headers, timeout=10)
     assert isinstance(result, requests.Response)
     assert result.status_code == 200
+
+
+@parametrize(
+    "params",
+    [
+        {
+            "provider": "fred",
+            "category": "high_yield",
+            "index": "us,europe,emerging",
+            "index_type": "total_return",
+            "start_date": "2023-05-31",
+            "end_date": "2024-06-01",
+            "transform": None,
+            "frequency": None,
+            "aggregation_method": "avg",
+        },
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_bond_indices(params, headers):
+    """Test the bond indices endpoint."""
+    params = {p: v for p, v in params.items() if v}
+
+    query_str = get_querystring(params, [])
+    url = f"http://0.0.0.0:8000/api/v1/fixedincome/bond_indices?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200

openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py

@@ -620,3 +620,30 @@ def test_fixedincome_government_yield_curve(params, obb):
     assert result
     assert isinstance(result, OBBject)
     assert len(result.results) > 0
+
+
+@parametrize(
+    "params",
+    [
+        {
+            "provider": "fred",
+            "category": "high_yield",
+            "index": "us,europe,emerging",
+            "index_type": "total_return",
+            "start_date": "2023-05-31",
+            "end_date": "2024-06-01",
+            "transform": None,
+            "frequency": None,
+            "aggregation_method": "avg",
+        },
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_bond_indices(params, obb):
+    """Test the bond indices endpoint."""
+    params = {p: v for p, v in params.items() if v}
+
+    result = obb.fixedincome.bond_indices(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0

openbb_platform/extensions/fixedincome/openbb_fixedincome/corporate/corporate_router.py

@@ -1,5 +1,6 @@
 """Fixed Income Corporate Router."""
 
+from openbb_core.app.deprecation import OpenBBDeprecationWarning
 from openbb_core.app.model.command_context import CommandContext
 from openbb_core.app.model.example import APIEx
 from openbb_core.app.model.obbject import OBBject
@@ -22,6 +23,12 @@
         APIEx(parameters={"provider": "fred"}),
         APIEx(parameters={"index_type": "yield_to_worst", "provider": "fred"}),
     ],
+    deprecated=True,
+    deprecation=OpenBBDeprecationWarning(
+        message="This endpoint is deprecated; use `/fixedincome/bond_indices` instead.",
+        since=(4, 2),
+        expected_removal=(4, 5),
+    ),
 )
 async def ice_bofa(
     cc: CommandContext,

openbb_platform/extensions/fixedincome/openbb_fixedincome/fixedincome_router.py

@@ -44,3 +44,40 @@ async def sofr(
     borrowing cash overnight collateralizing by Treasury securities.
     """
     return await OBBject.from_query(Query(**locals()))
+
+
+@router.command(
+    model="BondIndices",
+    examples=[
+        APIEx(
+            description="The default state for FRED are series for constructing the US Corporate Bond Yield Curve.",
+            parameters={"provider": "fred"},
+        ),
+        APIEx(
+            description="Multiple indices, from within the same 'category', can be requested.",
+            parameters={
+                "category": "high_yield",
+                "index": "us,europe,emerging",
+                "index_type": "total_return",
+                "provider": "fred",
+            },
+        ),
+        APIEx(
+            description="From FRED, there are three main categories, 'high_yield', 'us', and 'emerging_markets'."
+            + " Emerging markets is a broad category.",
+            parameters={
+                "category": "emerging_markets",
+                "index": "corporate,private_sector,public_sector",
+                "provider": "fred",
+            },
+        ),
+    ],
+)
+async def bond_indices(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject:  # type: ignore
+    """Bond Indices."""
+    return await OBBject.from_query(Query(**locals()))