[Feature] Government Yield Curves + Chart (#6417)

* stashing * ecb yield curve * field_description * federal reserve yield curve * econdb yield curve * countries literal for python 3.9 * list date * fmp yield curve * fred yield curve * integration tests * chart integration tests * static assets * black * ruff * pylint * more pylint * more pylint * now black * country not a standard param * mypy * merge branch develop * add more countries * econdb date filter * mypy * future linting * make to_chart work * plot_bgcolor should be 'rbga(255,255,255,0)' * push deprecation * push deprecation --------- Co-authored-by: Igor Radovanovic <[email protected]> Co-authored-by: hjoaquim <[email protected]>
OpenBB-finance · May 21, 2024 · 8baf4d7 · 8baf4d7
1 parent 63b8d60
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diff --git a/openbb_platform/core/openbb_core/provider/standard_models/yield_curve.py b/openbb_platform/core/openbb_core/provider/standard_models/yield_curve.py
@@ -0,0 +1,37 @@
+"""Yield Curve Standard Model."""
+
+from datetime import date as dateType
+from typing import Optional
+
+from pydantic import Field
+
+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 YieldCurveQueryParams(QueryParams):
+    """Yield Curve Query."""
+
+    date: Optional[str] = Field(
+        default=None,
+        description=QUERY_DESCRIPTIONS.get("date", "")
+        + " By default is the current data.",
+    )
+
+
+class YieldCurveData(Data):
+    """Yield Curve Data."""
+
+    date: Optional[dateType] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("date", ""),
+    )
+    maturity: str = Field(description="Maturity length of the security.")
+    rate: float = Field(
+        description="The yield as a normalized percent (0.05 is 5%)",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
diff --git a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_api.py
@@ -623,3 +623,46 @@ def test_fixedincome_corporate_bond_prices(params, headers):
     result = requests.get(url, headers=headers, timeout=40)
     assert isinstance(result, requests.Response)
     assert result.status_code == 200
+
+
+@parametrize(
+    "params",
+    [
+        ({"date": "2023-05-01,2024-05-01", "provider": "fmp"}),
+        (
+            {
+                "date": "2023-05-01",
+                "country": "united_kingdom",
+                "provider": "econdb",
+                "use_cache": True,
+            }
+        ),
+        (
+            {
+                "provider": "ecb",
+                "yield_curve_type": "par_yield",
+                "date": None,
+                "rating": "aaa",
+                "use_cache": True,
+            }
+        ),
+        (
+            {
+                "provider": "fred",
+                "yield_curve_type": "nominal",
+                "date": "2023-05-01,2024-05-01",
+            }
+        ),
+        ({"provider": "federal_reserve", "date": "2023-05-01,2024-05-01"}),
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_government_yield_curve(params, headers):
+    """Test the treasury rates 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/government/yield_curve?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
diff --git a/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py b/openbb_platform/extensions/fixedincome/integration/test_fixedincome_python.py
@@ -578,3 +578,45 @@ def test_fixedincome_corporate_bond_prices(params, obb):
     assert result
     assert isinstance(result, OBBject)
     assert len(result.results) > 0
+
+
+@parametrize(
+    "params",
+    [
+        ({"date": "2023-05-01,2024-05-01", "provider": "fmp"}),
+        (
+            {
+                "date": "2023-05-01",
+                "country": "united_kingdom",
+                "provider": "econdb",
+                "use_cache": True,
+            }
+        ),
+        (
+            {
+                "provider": "ecb",
+                "yield_curve_type": "par_yield",
+                "date": None,
+                "rating": "aaa",
+                "use_cache": True,
+            }
+        ),
+        (
+            {
+                "provider": "fred",
+                "yield_curve_type": "nominal",
+                "date": "2023-05-01,2024-05-01",
+            }
+        ),
+        ({"provider": "federal_reserve", "date": "2023-05-01,2024-05-01"}),
+    ],
+)
+@pytest.mark.integration
+def test_fixedincome_government_yield_curve(params, obb):
+    """Test the government yield curve endpoint."""
+    params = {p: v for p, v in params.items() if v}
+
+    result = obb.fixedincome.government.yield_curve(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
diff --git a/openbb_platform/extensions/fixedincome/openbb_fixedincome/government/government_router.py b/openbb_platform/extensions/fixedincome/openbb_fixedincome/government/government_router.py
@@ -1,5 +1,6 @@
 """Fixed Income Government 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
@@ -16,8 +17,46 @@
 # pylint: disable=unused-argument
 
 
+@router.command(
+    model="YieldCurve",
+    examples=[
+        APIEx(parameters={"provider": "federal_reserve"}),
+        APIEx(parameters={"date": "2023-05-01,2024-05-01", "provider": "fmp"}),
+        APIEx(
+            parameters={
+                "date": "2023-05-01",
+                "country": "united_kingdom",
+                "provider": "econdb",
+            }
+        ),
+        APIEx(parameters={"provider": "ecb", "yield_curve_type": "par_yield"}),
+        APIEx(
+            parameters={
+                "provider": "fred",
+                "yield_curve_type": "real",
+                "date": "2023-05-01,2024-05-01",
+            }
+        ),
+    ],
+)
+async def yield_curve(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject:  # type: ignore
+    """Get yield curve data by country and date."""
+    return await OBBject.from_query(Query(**locals()))
+
+
 @router.command(
     model="USYieldCurve",
+    deprecated=True,
+    deprecation=OpenBBDeprecationWarning(
+        message="This endpoint will be removed in a future version. Use, `/fixedincome/government/yield_curve`, instead.",
+        since=(4, 2),
+        expected_removal=(4, 4),
+    ),
     examples=[
         APIEx(parameters={"provider": "fred"}),
         APIEx(parameters={"inflation_adjusted": True, "provider": "fred"}),
@@ -35,6 +74,12 @@ async def us_yield_curve(
 
 @router.command(
     model="EUYieldCurve",
+    deprecated=True,
+    deprecation=OpenBBDeprecationWarning(
+        message="This endpoint will be removed in a future version. Use, `/fixedincome/government/yield_curve`, instead.",
+        since=(4, 2),
+        expected_removal=(4, 4),
+    ),
     examples=[
         APIEx(parameters={"provider": "ecb"}),
         APIEx(parameters={"yield_curve_type": "spot_rate", "provider": "ecb"}),

diff --git a/openbb_platform/obbject_extensions/charting/integration/test_charting_api.py b/openbb_platform/obbject_extensions/charting/integration/test_charting_api.py
@@ -719,3 +719,42 @@ def test_charting_etf_holdings(params, headers):
     assert chart
     assert not fig
     assert list(chart.keys()) == ["content", "format"]
+
+
+@parametrize(
+    "params",
+    [
+        (
+            {
+                "provider": "econdb",
+                "country": "united_kingdom",
+                "date": None,
+                "chart": True,
+            }
+        ),
+        (
+            {
+                "provider": "fred",
+                "date": "2023-05-10,2024-05-10",
+                "chart": True,
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_charting_fixedincome_government_yield_curve(params, headers):
+    """Test chart fixedincome government yield curve."""
+    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/fixedincome/government/yield_curve?{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"]
diff --git a/openbb_platform/obbject_extensions/charting/integration/test_charting_python.py b/openbb_platform/obbject_extensions/charting/integration/test_charting_python.py
@@ -590,3 +590,34 @@ def test_charting_etf_holdings(params, obb):
     assert len(result.results) > 0
     assert result.chart.content
     assert isinstance(result.chart.fig, OpenBBFigure)
+
+
+@parametrize(
+    "params",
+    [
+        (
+            {
+                "provider": "econdb",
+                "country": "united_kingdom",
+                "date": None,
+                "chart": True,
+            }
+        ),
+        (
+            {
+                "provider": "fred",
+                "date": "2023-05-10,2024-05-10",
+                "chart": True,
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_charting_fixedincome_government_yield_curve(params, obb):
+    """Test chart fixedincome government yield curve."""
+    result = obb.fixedincome.government.yield_curve(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
+    assert result.chart.content
+    assert isinstance(result.chart.fig, OpenBBFigure)
diff --git a/openbb_platform/obbject_extensions/charting/openbb_charting/__init__.py b/openbb_platform/obbject_extensions/charting/openbb_charting/__init__.py
@@ -459,6 +459,9 @@ def to_chart(
             )
         kwargs["provider"] = self._obbject.provider  # pylint: disable=protected-access
         kwargs["extra"] = self._obbject.extra  # pylint: disable=protected-access
+        kwargs["extra_params"] = kwargs["extra"]["metadata"].arguments.get(
+            "extra_params"
+        )
         if "kwargs" in kwargs:
             _kwargs = kwargs.pop("kwargs")
             kwargs.update(_kwargs.get("chart_params", {}))