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Add ETF holdings and holding report dates from FMP (OpenBB-finance#5629)
* 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 * Add etf holdings and holdings date routes and standard models * Add fmp holdings and holding dates fetchers * Update holdings fetcher to properly handle date object inputs * Add unit tests * Add integration tests * Black after merge * Fix test input data format
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21 changes: 21 additions & 0 deletions
21
openbb_platform/platform/provider/openbb_provider/standard_models/etf_holdings_date.py
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,21 @@ | ||
| """ETF Holdings Date data model.""" | ||
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| from datetime import date as dateType | ||
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| from pydantic import Field | ||
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| from openbb_provider.abstract.data import Data | ||
| from openbb_provider.abstract.query_params import QueryParams | ||
| from openbb_provider.utils.descriptions import DATA_DESCRIPTIONS, QUERY_DESCRIPTIONS | ||
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| class EtfHoldingsDateQueryParams(QueryParams): | ||
| """ETF Holdings Query Params.""" | ||
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| symbol: str = Field(description=QUERY_DESCRIPTIONS.get("symbol", "") + " (ETF)") | ||
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| class EtfHoldingsDateData(Data): | ||
| """ETF Holdings Data.""" | ||
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| date: dateType = Field(description=DATA_DESCRIPTIONS.get("date")) |
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162
openbb_platform/providers/fmp/openbb_fmp/models/etf_holdings.py
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,162 @@ | ||
| """FMP ETF Holdings fetcher.""" | ||
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| from datetime import ( | ||
| date as dateType, | ||
| datetime, | ||
| timedelta, | ||
| ) | ||
| from typing import Any, Dict, List, Optional, Union | ||
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| from openbb_fmp.utils.helpers import create_url, get_data_many | ||
| from openbb_provider.abstract.fetcher import Fetcher | ||
| from openbb_provider.standard_models.etf_holdings import ( | ||
| EtfHoldingsData, | ||
| EtfHoldingsQueryParams, | ||
| ) | ||
| from openbb_provider.utils.descriptions import QUERY_DESCRIPTIONS | ||
| from pydantic import Field | ||
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| class FMPEtfHoldingsQueryParams(EtfHoldingsQueryParams): | ||
| """FMP ETF Holdings query. | ||
| Source: https://site.financialmodelingprep.com/developer/docs#Historical-ETF-Holdings | ||
| """ | ||
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| date: Optional[Union[str, dateType]] = Field( | ||
| description=QUERY_DESCRIPTIONS.get("date", "") | ||
| + " The input date is adjusted to the nearest previous quarter-end date." | ||
| + " Holdings are returned as of the adjusted date if available, with no data from the subsequent quarter.", | ||
| default=None, | ||
| ) | ||
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| cik: Optional[str] = Field( | ||
| description=QUERY_DESCRIPTIONS.get("cik", "") | ||
| + "The CIK of the filing entity. Overrides symbol.", | ||
| default=None, | ||
| ) | ||
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| class FMPEtfHoldingsData(EtfHoldingsData): | ||
| """FMP ETF Holdings Data.""" | ||
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| lei: Optional[str] = Field(description="The LEI of the holding.", default=None) | ||
| title: Optional[str] = Field(description="The title of the holding.", default=None) | ||
| cusip: Optional[str] = Field(description="The CUSIP of the holding.", default=None) | ||
| isin: Optional[str] = Field(description="The ISIN of the holding.", default=None) | ||
| balance: Optional[float] = Field( | ||
| description="The balance of the holding.", default=None | ||
| ) | ||
| units: Optional[Union[float, str]] = Field( | ||
| description="The units of the holding.", default=None | ||
| ) | ||
| currency: Optional[str] = Field( | ||
| description="The currency of the holding.", alias="cur_cd", default=None | ||
| ) | ||
| value: Optional[float] = Field( | ||
| description="The value of the holding in USD.", alias="valUsd", default=None | ||
| ) | ||
| weight: Optional[float] = Field( | ||
| description="The weight of the holding in ETF in %.", | ||
| alias="pctVal", | ||
| default=None, | ||
| ) | ||
| payoff_profile: Optional[str] = Field( | ||
| description="The payoff profile of the holding.", | ||
| alias="payoffProfile", | ||
| default=None, | ||
| ) | ||
| asset_category: Optional[str] = Field( | ||
| description="The asset category of the holding.", alias="assetCat", default=None | ||
| ) | ||
| issuer_category: Optional[str] = Field( | ||
| description="The issuer category of the holding.", | ||
| alias="issuerCat", | ||
| default=None, | ||
| ) | ||
| country: Optional[str] = Field( | ||
| description="The country of the holding.", alias="invCountry", default=None | ||
| ) | ||
| is_restricted: Optional[str] = Field( | ||
| description="Whether the holding is restricted.", | ||
| alias="isRestrictedSec", | ||
| default=None, | ||
| ) | ||
| fair_value_level: Optional[int] = Field( | ||
| description="The fair value level of the holding.", | ||
| alias="fairValLevel", | ||
| default=None, | ||
| ) | ||
| is_cash_collateral: Optional[str] = Field( | ||
| description="Whether the holding is cash collateral.", | ||
| alias="isCashCollateral", | ||
| default=None, | ||
| ) | ||
| is_non_cash_collateral: Optional[str] = Field( | ||
| description="Whether the holding is non-cash collateral.", | ||
| alias="isNonCashCollateral", | ||
| default=None, | ||
| ) | ||
| is_loan_by_fund: Optional[str] = Field( | ||
| description="Whether the holding is loan by fund.", | ||
| alias="isLoanByFund", | ||
| default=None, | ||
| ) | ||
| cik: Optional[str] = Field(description="The CIK of the filing.", default=None) | ||
| acceptance_datetime: Optional[str] = Field( | ||
| description="The acceptance datetime of the filing.", | ||
| alias="acceptanceTime", | ||
| default=None, | ||
| ) | ||
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| class FMPEtfHoldingsFetcher( | ||
| Fetcher[ | ||
| FMPEtfHoldingsQueryParams, | ||
| List[FMPEtfHoldingsData], | ||
| ] | ||
| ): | ||
| """Transform the query, extract and transform the data from the FMP endpoints.""" | ||
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| @staticmethod | ||
| def transform_query(params: Dict[str, Any]) -> FMPEtfHoldingsQueryParams: | ||
| """Transform the query. | ||
| Adjust input date to the nearest previous quarter-end date. | ||
| """ | ||
| date_str = params.get("date", datetime.today().strftime("%Y-%m-%d")) | ||
| date_str = ( | ||
| date_str.strftime("%Y-%m-%d") | ||
| if isinstance(date_str, dateType) | ||
| else date_str | ||
| ) | ||
| date_obj = datetime.strptime(date_str, "%Y-%m-%d") | ||
| quarter_month = ((date_obj.month - 1) // 3) * 3 + 1 | ||
| quarter_start = date_obj.replace(month=quarter_month, day=1) | ||
| previous_quarter_end = quarter_start - timedelta(days=1) | ||
| params["date"] = previous_quarter_end.strftime("%Y-%m-%d") | ||
| return FMPEtfHoldingsQueryParams(**params) | ||
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| @staticmethod | ||
| def extract_data( | ||
| query: FMPEtfHoldingsQueryParams, | ||
| 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 "" | ||
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| url = create_url( | ||
| version=4, endpoint="etf-holdings", api_key=api_key, query=query | ||
| ) | ||
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| return get_data_many(url, **kwargs) | ||
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| @staticmethod | ||
| def transform_data( | ||
| query: FMPEtfHoldingsQueryParams, | ||
| data: List[Dict], | ||
| **kwargs: Any, | ||
| ) -> List[FMPEtfHoldingsData]: | ||
| """Return the transformed data.""" | ||
| return [FMPEtfHoldingsData.model_validate(d) for d in data] |
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