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[Feature] Add Intrinio to
equity.historical_market_cap (#6932)
* add intrinio to historical market cap * no-else-return
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150 changes: 150 additions & 0 deletions
150
openbb_platform/providers/intrinio/openbb_intrinio/models/historical_market_cap.py
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,150 @@ | ||
| """Intrinio Historical Market Cap Model.""" | ||
|
|
||
| # pylint: disable=unused-argument | ||
| from datetime import datetime | ||
| from typing import Any, Literal, Optional | ||
|
|
||
| from openbb_core.app.model.abstract.error import OpenBBError | ||
| from openbb_core.provider.abstract.fetcher import Fetcher | ||
| from openbb_core.provider.standard_models.historical_market_cap import ( | ||
| HistoricalMarketCapData, | ||
| HistoricalMarketCapQueryParams, | ||
| ) | ||
| from openbb_core.provider.utils.errors import EmptyDataError | ||
| from pydantic import Field | ||
|
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|
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| class IntrinioHistoricalMarketCapQueryParams(HistoricalMarketCapQueryParams): | ||
| """Intrinio Historical MarketCap Query. | ||
| Source: https://docs.intrinio.com/documentation/web_api/get_historical_data_v2 | ||
| """ | ||
|
|
||
| __json_schema_extra__ = { | ||
| "symbol": {"multiple_items_allowed": True}, | ||
| "interval": { | ||
| "multiple_items_allowed": False, | ||
| "choices": ["week", "month", "quarter", "year"], | ||
| }, | ||
| } | ||
|
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| interval: Literal["week", "month", "quarter", "year"] = Field( | ||
| default="week", | ||
| ) | ||
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| class IntrinioHistoricalMarketCapData(HistoricalMarketCapData): | ||
| """Intrinio Historical MarketCap Data.""" | ||
|
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| __alias_dict__ = { | ||
| "market_cap": "value", | ||
| } | ||
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| class IntrinioHistoricalMarketCapFetcher( | ||
| Fetcher[ | ||
| IntrinioHistoricalMarketCapQueryParams, | ||
| list[IntrinioHistoricalMarketCapData], | ||
| ] | ||
| ): | ||
| """Transform the query, extract and transform the data from the Intrinio endpoints.""" | ||
|
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||
| @staticmethod | ||
| def transform_query( | ||
| params: dict[str, Any] | ||
| ) -> IntrinioHistoricalMarketCapQueryParams: | ||
| """Transform the query params.""" | ||
| transformed_params = params | ||
|
|
||
| now = datetime.now().date() | ||
| if params.get("start_date") is None: | ||
| transformed_params["start_date"] = datetime( | ||
| 2000, | ||
| 1, | ||
| 1, | ||
| ).date() | ||
| if params.get("end_date") is None: | ||
| transformed_params["end_date"] = now | ||
|
|
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| return IntrinioHistoricalMarketCapQueryParams(**transformed_params) | ||
|
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| @staticmethod | ||
| async def aextract_data( | ||
| query: IntrinioHistoricalMarketCapQueryParams, | ||
| credentials: Optional[dict[str, str]], | ||
| **kwargs: Any, | ||
| ) -> list[dict]: | ||
| """Return the raw data from the Intrinio endpoint.""" | ||
| # pylint: disable=import-outside-toplevel | ||
| import asyncio # noqa | ||
| from openbb_core.provider.utils.helpers import amake_request | ||
| from openbb_intrinio.utils.helpers import response_callback | ||
| from warnings import warn | ||
|
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||
| api_key = credentials.get("intrinio_api_key") if credentials else "" | ||
| base_url = "https://api-v2.intrinio.com/historical_data/" | ||
| frequency = query.interval + "ly" | ||
| start_date = query.start_date | ||
| end_date = query.end_date | ||
| results: list = [] | ||
| messages: list = [] | ||
| symbols = query.symbol.split(",") | ||
|
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| async def get_one(symbol): | ||
| """Get data for one symbol.""" | ||
| url_params = ( | ||
| f"{symbol}/marketcap?frequency={frequency}&start_date={start_date}" | ||
| f"&end_date={end_date}&page_size=10000" | ||
| f"&api_key={api_key}" | ||
| ) | ||
| url = f"{base_url}{url_params}" | ||
| try: | ||
| response = await amake_request(url, response_callback=response_callback) | ||
| except OpenBBError as e: | ||
| if "Cannot look up this item/identifier combination" in str(e): | ||
| msg = f"Symbol not found: {symbol}" | ||
| messages.append(msg) | ||
| return | ||
| raise e from e | ||
|
|
||
| if not isinstance(response, dict): | ||
| raise OpenBBError( | ||
| f"Unexpected response format, expected a dictionary, got {response.__class__.__name__}" | ||
| ) | ||
|
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| if not response: | ||
| msg = f"No data found for symbol: {symbol}" | ||
| messages.append(msg) | ||
|
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| if response.get("historical_data"): | ||
| data = response.get("historical_data", {}) | ||
| result = [ | ||
| {"symbol": symbol, **item} for item in data if item.get("value") | ||
| ] | ||
| results.extend(result) | ||
|
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| return | ||
|
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| await asyncio.gather(*[get_one(symbol) for symbol in symbols]) | ||
|
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| if messages and not results: | ||
| raise OpenBBError(messages) | ||
|
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| if messages and results: | ||
| for message in messages: | ||
| warn(message) | ||
|
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| if not results: | ||
| raise EmptyDataError("The response was returned empty.") | ||
|
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| return results | ||
|
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| @staticmethod | ||
| def transform_data( | ||
| query: IntrinioHistoricalMarketCapQueryParams, data: list[dict], **kwargs: Any | ||
| ) -> list[IntrinioHistoricalMarketCapData]: | ||
| """Return the transformed data.""" | ||
| return [ | ||
| IntrinioHistoricalMarketCapData.model_validate(d) | ||
| for d in sorted(data, key=lambda x: x["date"]) | ||
| ] |
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