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[Feature] - Add derivates historical chart (OpenBB-finance#6520)
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* Add derivates historical chart

* Try to debug test

* Try to debug test

* Try to debug test

* Revert and lint

* Revert

* Add tests

---------

Co-authored-by: Henrique Joaquim <[email protected]>
Co-authored-by: Danglewood <[email protected]>
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3 people authored Jun 26, 2024
1 parent 83e7314 commit befdcfc
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Showing 7 changed files with 82 additions and 3 deletions.
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Expand Up @@ -46,7 +46,7 @@ class EuroShortTermRateData(Data):
)
volume: Optional[float] = Field(
default=None,
description=DATA_DESCRIPTIONS.get("volume", "")+ " (Millions of €EUR).",
description=DATA_DESCRIPTIONS.get("volume", "") + " (Millions of €EUR).",
json_schema_extra={
"x-unit_measurement": "currency",
"x-frontend_multiply": 1e6,
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@@ -0,0 +1,17 @@
"""Views for the Derivatives Extension."""

from typing import Any, Dict, Tuple

from openbb_charting.charts.price_historical import price_historical
from openbb_charting.core.openbb_figure import OpenBBFigure


class DerivativesViews:
"""Derivatives Views."""

@staticmethod
def derivatives_futures_historical( # noqa: PLR0912
**kwargs,
) -> Tuple[OpenBBFigure, Dict[str, Any]]:
"""Get Derivatives Price Historical Chart."""
return price_historical(**kwargs)
3 changes: 3 additions & 0 deletions openbb_platform/extensions/derivatives/pyproject.toml
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Expand Up @@ -17,3 +17,6 @@ build-backend = "poetry.core.masonry.api"

[tool.poetry.plugins."openbb_core_extension"]
derivatives = "openbb_derivatives.derivatives_router:router"

[tool.poetry.plugins."openbb_charting_extension"]
derivatives = "openbb_derivatives.derivatives_views:DerivativesViews"
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Expand Up @@ -758,3 +758,36 @@ def test_charting_fixedincome_government_yield_curve(params, headers):
assert chart
assert not fig
assert list(chart.keys()) == ["content", "format"]


@parametrize(
"params",
[
(
{
"provider": "yfinance",
"symbol": "ES",
"start_date": "2022-01-01",
"end_date": "2022-02-01",
"chart": True,
}
)
],
)
@pytest.mark.integration
def test_charting_derivatives_futures_historical(params, headers):
"""Test chart derivatives futures historical."""
params = {p: v for p, v in params.items() if v}
body = (json.dumps({"extra_params": {"chart_params": {"title": "test chart"}}}),)
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/futures/historical?{query_str}"
result = requests.get(url, headers=headers, timeout=10, json=body)
assert isinstance(result, requests.Response)
assert result.status_code == 200

chart = result.json()["chart"]
fig = chart.pop("fig", {})

assert chart
assert not fig
assert list(chart.keys()) == ["content", "format"]
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Expand Up @@ -621,3 +621,28 @@ def test_charting_fixedincome_government_yield_curve(params, obb):
assert len(result.results) > 0
assert result.chart.content
assert isinstance(result.chart.fig, OpenBBFigure)


@parametrize(
"params",
[
(
{
"provider": "yfinance",
"symbol": "ES",
"start_date": "2022-01-01",
"end_date": "2022-02-01",
"chart": True,
}
)
],
)
@pytest.mark.integration
def test_charting_derivatives_futures_historical(params, obb):
"""Test chart derivatives futures historical."""
result = obb.derivatives.futures.historical(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
assert result.chart.content
assert isinstance(result.chart.fig, OpenBBFigure)
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Expand Up @@ -96,7 +96,7 @@ class EtfPricePerformanceChartQueryParams(EquityPricePerformanceChartQueryParams


class EtfHoldingsChartQueryParams(ChartQueryParams):
""" "ETF Holdings Chart Query Params."""
"""ETF Holdings Chart Query Params."""

title: Optional[str] = Field(
default=None,
Expand Down Expand Up @@ -399,6 +399,7 @@ class ChartParams:
equity_price_historical = EquityPriceHistoricalChartQueryParams
economy_fred_series = EconomyFredSeriesChartQueryParams
equity_price_historical = EquityPriceHistoricalChartQueryParams
derivatives_futures_historical = EquityPriceHistoricalChartQueryParams
equity_price_performance = EquityPricePerformanceChartQueryParams
etf_historical = EtfPricePerformanceChartQueryParams
etf_holdings = EtfHoldingsChartQueryParams
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2 changes: 1 addition & 1 deletion openbb_platform/providers/nasdaq/openbb_nasdaq/__init__.py
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Expand Up @@ -7,8 +7,8 @@
from openbb_nasdaq.models.cot import NasdaqCotFetcher
from openbb_nasdaq.models.cot_search import NasdaqCotSearchFetcher
from openbb_nasdaq.models.economic_calendar import NasdaqEconomicCalendarFetcher
from openbb_nasdaq.models.equity_search import NasdaqEquitySearchFetcher
from openbb_nasdaq.models.equity_screener import NasdaqEquityScreenerFetcher
from openbb_nasdaq.models.equity_search import NasdaqEquitySearchFetcher
from openbb_nasdaq.models.historical_dividends import NasdaqHistoricalDividendsFetcher
from openbb_nasdaq.models.lbma_fixing import NasdaqLbmaFixingFetcher
from openbb_nasdaq.models.sp500_multiples import NasdaqSP500MultiplesFetcher
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