Add ETF info and sector exposure from FMP (OpenBB-finance#5620)

* Add ETF info from FMP

* Add integration tests

* Add unit tests

* Add etf sectors endpoint

* Add etf sectors fmp endpoint

* Omit nested sector list from fmp info data

* Update tests and test data

* Update test data

* Specify provider explicitly in integration tests

* Update tests

* Skip yfinance etf historical test

* Fix linter errors after the merge

* Fix more linter errors

* Fix failing and add missing tests

* Fix integration tests

* Fix calendar ipo tests

openbb_platform/extensions/etf/integration/test_etf_api.py

@@ -20,7 +20,9 @@ def headers():
 
 @pytest.mark.parametrize(
     "params",
-    [({"query": None, "provider": "fmp"})],
+    [
+        ({"query": "", "provider": "fmp"}),
+    ],
 )
 @pytest.mark.integration
 def test_etf_search(params, headers):
@@ -65,6 +67,42 @@ def test_etf_historical(params, headers):
     assert result.status_code == 200
 
 
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"symbol": "IOO", "provider": "fmp"}),
+        ({"symbol": "MISL", "provider": "fmp"}),
+    ],
+)
+@pytest.mark.integration
+def test_etf_info(params, headers):
+    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/etf/info?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"symbol": "IOO", "provider": "fmp"}),
+        ({"symbol": "MISL", "provider": "fmp"}),
+    ],
+)
+@pytest.mark.integration
+def test_etf_sectors(params, headers):
+    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/etf/sectors?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
 @pytest.mark.parametrize(
     "params",
     [({"symbol": "SPY,VOO,QQQ,IWM,IWN,GOVT,JNK", "provider": "fmp"})],

openbb_platform/extensions/etf/integration/test_etf_python.py

@@ -63,6 +63,40 @@ def test_etf_historical(params, obb):
     assert len(result.results) > 0
 
 
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"symbol": "IOO", "provider": "fmp"}),
+        ({"symbol": "MISL", "provider": "fmp"}),
+    ],
+)
+@pytest.mark.integration
+def test_etf_info(params, obb):
+    params = {p: v for p, v in params.items() if v}
+
+    result = obb.etf.info(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"symbol": "IOO", "provider": "fmp"}),
+        ({"symbol": "MISL", "provider": "fmp"}),
+    ],
+)
+@pytest.mark.integration
+def test_etf_sectors(params, obb):
+    params = {p: v for p, v in params.items() if v}
+
+    result = obb.etf.sectors(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
+
+
 @pytest.mark.parametrize(
     "params",
     [({"symbol": "SPY,VOO,QQQ,IWM,IWN,GOVT,JNK", "provider": "fmp"})],

openbb_platform/extensions/etf/openbb_etf/etf_router.py

@@ -16,8 +16,9 @@
 router = Router(prefix="")
 router.include_router(disc_router)
 
-
 # pylint: disable=unused-argument
+
+
 @router.command(model="EtfSearch")
 def search(
     cc: CommandContext,
@@ -43,6 +44,28 @@ def historical(
     return OBBject(results=Query(**locals()).execute())
 
 
+@router.command(model="EtfInfo")
+def info(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject[BaseModel]:
+    """ETF Information Overview."""
+    return OBBject(results=Query(**locals()).execute())
+
+
+@router.command(model="EtfSectors")
+def sectors(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject[BaseModel]:
+    """ETF Sector weighting."""
+    return OBBject(results=Query(**locals()).execute())
+
+
 @router.command(model="PricePerformance")
 def price_performance(
     cc: CommandContext,

openbb_platform/extensions/stocks/integration/test_stocks_api.py

@@ -1,9 +1,12 @@
+"""API integration tests for stocks extension."""
 from datetime import time
 
 import pytest
 import requests
 from openbb_provider.utils.helpers import get_querystring
 
+# pylint: disable=too-many-lines,redefined-outer-name
+
 
 @pytest.fixture(scope="session")
 def headers():
@@ -1040,13 +1043,13 @@ def test_stocks_price_performance(params, headers):
     [
         (
             {
-                "symbol": "AAPL",
-                "start_date": "2023-01-01",
+                "symbol": "UBER",
+                "start_date": "2018-01-01",
                 "end_date": "2023-06-06",
                 "limit": 300,
                 "provider": "intrinio",
             }
-        )
+        ),
     ],
 )
 @pytest.mark.integration

openbb_platform/extensions/stocks/integration/test_stocks_python.py

@@ -1,14 +1,16 @@
-"""Test stocks extension."""
+"""Python interface integration tests for the stocks extension."""
 from datetime import time
 
 import pytest
 from openbb_core.app.model.obbject import OBBject
 
+# pylint: disable=too-many-lines,redefined-outer-name
 
+
+# pylint: disable=import-outside-toplevel,inconsistent-return-statements
 @pytest.fixture(scope="session")
 def obb(pytestconfig):
     """Fixture to setup obb."""
-
     if pytestconfig.getoption("markexpr") != "not integration":
         import openbb
 
@@ -985,12 +987,13 @@ def test_stocks_price_performance(params, obb):
     [
         (
             {
-                "symbol": "AAPL",
-                "start_date": "2023-01-01",
+                "symbol": "UBER",
+                "start_date": "2018-01-01",
                 "end_date": "2023-06-06",
                 "limit": 300,
+                "provider": "intrinio",
             }
-        )
+        ),
     ],
 )
 @pytest.mark.integration

openbb_platform/extensions/stocks/openbb_stocks/stocks_router.py

@@ -106,7 +106,7 @@ def ftd(
     standard_params: StandardParams,
     extra_params: ExtraParams,
 ) -> OBBject[BaseModel]:
-    """Gets reported Fail-to-deliver (FTD) data."""
+    """Get reported Fail-to-deliver (FTD) data."""
     return OBBject(results=Query(**locals()).execute())
 
 

openbb_platform/platform/provider/openbb_provider/standard_models/etf_info.py

@@ -12,7 +12,7 @@
 class EtfInfoQueryParams(QueryParams):
     """ETF Info Query Params."""
 
-    symbol: str = Field(description=QUERY_DESCRIPTIONS.get("symbol", ""))
+    symbol: str = Field(description=QUERY_DESCRIPTIONS.get("symbol", "") + " (ETF)")
 
     @field_validator("symbol")
     @classmethod
@@ -26,6 +26,6 @@ def upper_symbol(cls, v: Union[str, List[str], Set[str]]):
 class EtfInfoData(Data):
     """ETF Info Data."""
 
-    symbol: str = Field(description=DATA_DESCRIPTIONS.get("symbol", ""))
-    inception_date: Optional[str] = Field(description="Inception date of the ETF.")
+    symbol: str = Field(description=DATA_DESCRIPTIONS.get("symbol", "") + " (ETF)")
     name: Optional[str] = Field(description="Name of the ETF.")
+    inception_date: Optional[str] = Field(description="Inception date of the ETF.")

openbb_platform/platform/provider/openbb_provider/standard_models/etf_sectors.py

@@ -12,7 +12,7 @@
 class EtfSectorsQueryParams(QueryParams):
     """ETF Sectors Query Params."""
 
-    symbol: str = Field(description=QUERY_DESCRIPTIONS.get("symbol", ""))
+    symbol: str = Field(description=QUERY_DESCRIPTIONS.get("symbol", "") + " (ETF)")
 
     @field_validator("symbol")
     @classmethod
@@ -24,38 +24,9 @@ def upper_symbol(cls, v: Union[str, List[str], Set[str]]):
 
 
 class EtfSectorsData(Data):
-    """ETF Sectors Data."""
+    """FMP ETF Sector Info."""
 
-    energy: Optional[float] = Field(description="Energy Sector Weight", default=None)
-    materials: Optional[float] = Field(
-        description="Materials Sector Weight.", default=None
-    )
-    industrials: Optional[float] = Field(
-        description="Industrials Sector Weight.", default=None
-    )
-    consumer_cyclical: Optional[float] = Field(
-        description="Consumer Cyclical Sector Weight.", default=None
-    )
-    consumer_defensive: Optional[float] = Field(
-        description="Consumer Defensive Sector Weight.", default=None
-    )
-    financial_services: Optional[float] = Field(
-        description="Financial Services Sector Weight.", default=None
-    )
-    technology: Optional[float] = Field(
-        description="Technology Sector Weight.", default=None
-    )
-    health_care: Optional[float] = Field(
-        description="Health Care Sector Weight.", default=None
-    )
-    communication_services: Optional[float] = Field(
-        description="Communication Services Sector Weight.",
-        alias="Communication Services",
-        default=None,
-    )
-    utilities: Optional[float] = Field(
-        description="Utilities Sector Weight.", default=None
-    )
-    real_estate: Optional[float] = Field(
-        description="Real Estate Sector Weight.", default=None
+    sector: str = Field(description="Sector of exposure.")
+    weight: Optional[float] = Field(
+        description="Exposure of the ETF to the sector in normalized percentage points."
     )

openbb_platform/providers/fmp/openbb_fmp/__init__.py

@@ -12,7 +12,9 @@
 from openbb_fmp.models.earnings_calendar import FMPEarningsCalendarFetcher
 from openbb_fmp.models.earnings_call_transcript import FMPEarningsCallTranscriptFetcher
 from openbb_fmp.models.economic_calendar import FMPEconomicCalendarFetcher
+from openbb_fmp.models.etf_info import FMPEtfInfoFetcher
 from openbb_fmp.models.etf_search import FMPEtfSearchFetcher
+from openbb_fmp.models.etf_sectors import FMPEtfSectorsFetcher
 from openbb_fmp.models.executive_compensation import FMPExecutiveCompensationFetcher
 from openbb_fmp.models.financial_ratios import FMPFinancialRatiosFetcher
 from openbb_fmp.models.forex_historical import FMPForexHistoricalFetcher
@@ -86,6 +88,8 @@
         "TreasuryRates": FMPTreasuryRatesFetcher,
         "ExecutiveCompensation": FMPExecutiveCompensationFetcher,
         "EtfSearch": FMPEtfSearchFetcher,
+        "EtfSectors": FMPEtfSectorsFetcher,
+        "EtfInfo": FMPEtfInfoFetcher,
         "CryptoHistorical": FMPCryptoHistoricalFetcher,
         "ForexHistorical": FMPForexHistoricalFetcher,
         "ForexPairs": FMPForexPairsFetcher,

openbb_platform/providers/fmp/openbb_fmp/models/__init__.py

@@ -0,0 +1 @@
+"""FMP Data Integration."""

openbb_platform/providers/fmp/openbb_fmp/models/etf_info.py

@@ -0,0 +1,79 @@
+"""FMP ETF Info fetcher."""
+
+from typing import Any, Dict, List, Optional
+
+from openbb_fmp.utils.helpers import create_url, get_data_many
+from openbb_provider.abstract.fetcher import Fetcher
+from openbb_provider.standard_models.etf_info import EtfInfoData, EtfInfoQueryParams
+from pydantic import Field
+
+
+class FMPEtfInfoQueryParams(EtfInfoQueryParams):
+    """FMP ETF Info Query Params."""
+
+
+class FMPEtfInfoData(EtfInfoData):
+    """FMP ETF Info Data."""
+
+    asset_class: Optional[str] = Field(
+        alias="assetClass", description="Asset class of the ETF."
+    )
+    aum: Optional[float] = Field(description="Assets under management.")
+    avg_volume: Optional[float] = Field(
+        alias="avgVolume", description="Average trading volume of the ETF."
+    )
+    cusip: Optional[str] = Field(description="CUSIP of the ETF.")
+    description: Optional[str] = Field(description="Description of the ETF.")
+    domicile: Optional[str] = Field(description="Domicile of the ETF.")
+    etf_company: Optional[str] = Field(
+        alias="etfCompany", description="Company of the ETF."
+    )
+    expense_ratio: Optional[float] = Field(
+        alias="expenseRatio", description="Expense ratio of the ETF."
+    )
+    isin: Optional[str] = Field(description="ISIN of the ETF.")
+    nav: Optional[float] = Field(description="Net asset value of the ETF.")
+    nav_currency: Optional[str] = Field(
+        alias="navCurrency", description="Currency of the ETF's net asset value."
+    )
+    website: Optional[str] = Field(description="Website link of the ETF.")
+    holdings_count: Optional[int] = Field(
+        alias="holdingsCount", description="Number of holdings in the ETF."
+    )
+
+
+class FMPEtfInfoFetcher(
+    Fetcher[
+        FMPEtfInfoQueryParams,
+        List[FMPEtfInfoData],
+    ]
+):
+    """Transform the query, extract and transform the data from the FMP endpoints."""
+
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> FMPEtfInfoQueryParams:
+        """Transform the query."""
+        return FMPEtfInfoQueryParams(**params)
+
+    @staticmethod
+    def extract_data(
+        query: FMPEtfInfoQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[Dict]:
+        """Return the raw data from the FMP endpoint."""
+        api_key = credentials.get("fmp_api_key") if credentials else ""
+
+        url = create_url(version=4, endpoint="etf-info", api_key=api_key, query=query)
+
+        return get_data_many(url, **kwargs)
+
+    @staticmethod
+    def transform_data(
+        query: FMPEtfInfoQueryParams, data: List[Dict], **kwargs: Any
+    ) -> List[FMPEtfInfoData]:
+        """Return the transformed data."""
+        # remove "sectorList" key from data. it's handled by the sectors
+        for d in data:
+            d.pop("sectorList", None)
+        return [FMPEtfInfoData.model_validate(d) for d in data]

openbb_platform/providers/fmp/openbb_fmp/models/etf_search.py

@@ -96,10 +96,10 @@ def extract_data(
         api_key = credentials.get("fmp_api_key") if credentials else ""
 
         url = create_url(
-            3,
-            "stock-screener",
-            api_key,
-            {"isEtf": True, "limit": 10000},
+            version=3,
+            endpoint="stock-screener",
+            api_key=api_key,
+            query={"isEtf": True, "limit": 10000},
             exclude=["symbol"],
         )