Feature/files-for-igor: Adding a few standard models for Igor

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

@@ -0,0 +1,127 @@
+"""Bond Prices data model."""
+
+from datetime import (
+    date as dateType,
+)
+from typing import List, Optional, Union
+
+from pydantic import Field, field_validator
+
+from openbb_provider.abstract.data import Data
+from openbb_provider.abstract.query_params import QueryParams
+
+
+class BondPricesQueryParams(QueryParams):
+    """Bond Prices Query Params."""
+
+    country: Optional[str] = Field(
+        default=None,
+        description="Country of the bond issuer. Matches partial name.",
+    )
+    issuer_name: Optional[str] = Field(
+        default=None,
+        description="Name of the issuer.  Returns partial matches and is case insensitive.",
+    )
+    isin: Optional[Union[List, str]] = Field(
+        default=None,
+        description="International Securities Identification Number(s) of the bond(s).",
+    )
+    lei: Optional[str] = Field(
+        default=None,
+        description="Legal Entity Identifier of the issuing entity.",
+    )
+    currency: Optional[Union[List, str]] = Field(
+        default=None,
+        description="Currency of the bond. Formatted as the 3-letter ISO 4217 code (e.g. GBP, EUR, USD).",
+    )
+    coupon_min: Optional[float] = Field(
+        default=None,
+        description="Minimum coupon rate of the bond.",
+    )
+    coupon_max: Optional[float] = Field(
+        default=None,
+        description="Maximum coupon rate of the bond.",
+    )
+    issued_amount_min: Optional[int] = Field(
+        default=None,
+        description="Minimum issued amount of the bond.",
+    )
+    issued_amount_max: Optional[str] = Field(
+        default=None,
+        description="Maximum issued amount of the bond.",
+    )
+    maturity_date_min: Optional[dateType] = Field(
+        default=None,
+        description="Minimum maturity date of the bond.",
+    )
+    maturity_date_max: Optional[dateType] = Field(
+        default=None,
+        description="Maximum maturity date of the bond.",
+    )
+    ytm_max: Optional[float] = Field(
+        default=None,
+        description="Maximum yield to maturity of the bond.",
+    )
+    ytm_min: Optional[float] = Field(
+        default=None,
+        description="Minimum yield to maturity of the bond.",
+    )
+
+    @field_validator("isin", "currency", "lei", mode="before", check_fields=False)
+    @classmethod
+    def validate_upper_case(cls, v):
+        """Convert the field to uppercase and convert a list to a query string."""
+        if isinstance(v, str):
+            return v.upper()
+        v = ",".join([symbol.upper() for symbol in list(v)])
+        return v if v else None
+
+
+class BondPricesData(Data):
+    """Bond Prices Data."""
+
+    isin: Optional[str] = Field(
+        default=None,
+        description="International Securities Identification Number of the bond.",
+    )
+    lei: Optional[str] = Field(
+        default=None,
+        description="Legal Entity Identifier of the issuing entity.",
+    )
+    figi: Optional[str] = Field(default=None, description="FIGI of the bond.")
+    cusip: Optional[str] = Field(
+        default=None,
+        description="CUSIP of the bond.",
+    )
+    coupon_rate: Optional[float] = Field(
+        default=None,
+        description="Coupon rate of the bond.",
+    )
+    price: Optional[float] = Field(
+        default=None,
+        description="Price of the bond.",
+    )
+    current_yield: Optional[float] = Field(
+        default=None,
+        description="Current yield of the bond.",
+    )
+    ytm: Optional[float] = Field(
+        default=None,
+        description="Yield to maturity of the bond.",
+    )
+    ytw: Optional[float] = Field(
+        default=None,
+        description="Yield to worst of the bond.",
+    )
+    duration: Optional[float] = Field(
+        default=None,
+        description="Duration of the bond.",
+    )
+    maturity_date: Optional[dateType] = Field(
+        default=None,
+        description="Maturity date of the bond.",
+    )
+    call_date: Optional[dateType] = Field(
+        default=None,
+        description="The nearest call date of the bond.",
+    )

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

@@ -0,0 +1,91 @@
+"""Bond Reference data model."""
+
+from datetime import (
+    date as dateType,
+)
+from typing import List, Optional, Union
+
+from pydantic import Field, field_validator
+
+from openbb_provider.abstract.data import Data
+from openbb_provider.abstract.query_params import QueryParams
+
+
+class BondReferenceQueryParams(QueryParams):
+    """Bond Reference Query Params."""
+
+    country: Optional[str] = Field(
+        default=None,
+        description="Country of the bond issuer. Matches partial name.",
+    )
+    issuer_name: Optional[str] = Field(
+        default=None,
+        description="Name of the issuer.  Returns partial matches and is case insensitive.",
+    )
+    isin: Optional[Union[List, str]] = Field(
+        default=None,
+        description="International Securities Identification Number(s) of the bond(s).",
+    )
+    lei: Optional[str] = Field(
+        default=None,
+        description="Legal Entity Identifier of the issuing entity.",
+    )
+    currency: Optional[Union[List, str]] = Field(
+        default=None,
+        description="Currency of the bond. Formatted as the 3-letter ISO 4217 code (e.g. GBP, EUR, USD).",
+    )
+    coupon_min: Optional[float] = Field(
+        default=None,
+        description="Minimum coupon rate of the bond.",
+    )
+    coupon_max: Optional[float] = Field(
+        default=None,
+        description="Maximum coupon rate of the bond.",
+    )
+    issued_amount_min: Optional[int] = Field(
+        default=None,
+        description="Minimum issued amount of the bond.",
+    )
+    issued_amount_max: Optional[str] = Field(
+        default=None,
+        description="Maximum issued amount of the bond.",
+    )
+    maturity_date_min: Optional[dateType] = Field(
+        default=None,
+        description="Minimum maturity date of the bond.",
+    )
+    maturity_date_max: Optional[dateType] = Field(
+        default=None,
+        description="Maximum maturity date of the bond.",
+    )
+
+    @field_validator("isin", "currency", "lei", mode="before", check_fields=False)
+    @classmethod
+    def validate_upper_case(cls, v):
+        """Convert the field to uppercase and convert a list to a query string."""
+        if isinstance(v, str):
+            return v.upper()
+        v = ",".join([symbol.upper() for symbol in list(v)])
+        return v if v else None
+
+
+class BondReferenceData(Data):
+    """Bond Reference Search Data."""
+
+    isin: Optional[str] = Field(
+        default=None,
+        description="International Securities Identification Number of the bond.",
+    )
+    lei: Optional[str] = Field(
+        default=None,
+        description="Legal Entity Identifier of the issuing entity.",
+    )
+    figi: Optional[str] = Field(default=None, description="FIGI of the bond.")
+    cusip: Optional[str] = Field(
+        default=None,
+        description="CUSIP of the bond.",
+    )
+    coupon_rate: Optional[float] = Field(
+        default=None,
+        description="Coupon rate of the bond.",
+    )

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

@@ -0,0 +1,91 @@
+"""Bond Trades data model."""
+
+from datetime import (
+    date as dateType,
+    datetime,
+)
+from typing import Literal, Optional, Union
+
+from pydantic import Field, field_validator
+
+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
+
+
+class BondTradesQueryParams(QueryParams):
+    """Bond Trades Query Params."""
+
+    country: Optional[str] = Field(
+        default=None,
+        description="Country of the bond issuer. Matches partial name.",
+    )
+    isin: Optional[str] = Field(
+        default=None,
+        description="ISIN of the bond.",
+    )
+    issuer_type: Optional[Literal["government", "corporate", "municipal"]] = Field(
+        default=None,
+        description="Type of bond issuer.",
+    )
+    notional_currency: Optional[str] = Field(
+        default=None,
+        description="""
+            Currency of the bond, which might differ from the currency of the trade.
+            Formatted as the 3-letter ISO 4217 code (e.g. GBP, EUR, USD).
+        """,
+    )
+    start_date: Optional[Union[dateType, str]] = Field(
+        default=None,
+        description=(
+            QUERY_DESCRIPTIONS.get("start_date", "")
+            + " YYYY-MM-DD or  ISO-8601 format. E.g. 2023-01-14T10:55:00Z"
+        ),
+    )
+    end_date: Optional[Union[dateType, str]] = Field(
+        default=None,
+        description=(
+            QUERY_DESCRIPTIONS.get("end_date", "")
+            + " YYYY-MM-DD or  ISO-8601 format. E.g. 2023-01-14T10:55:00Z"
+        ),
+    )
+
+    @field_validator("isin", "notional_currency", mode="before", check_fields=False)
+    @classmethod
+    def validate_upper_case(cls, v):
+        """Enforce upper case for fields."""
+        return v.upper() if v else None
+
+
+class BondTradesData(Data):
+    """Bond Trades Data."""
+
+    trade_date: Optional[Union[dateType, datetime]] = Field(
+        default=None,
+        description="Date of the transaction.",
+    )
+    isin: Optional[str] = Field(
+        default=None,
+        description="ISIN of the bond.",
+    )
+    figi: Optional[str] = Field(default=None, description="FIGI of the bond.")
+    cusip: Optional[str] = Field(
+        default=None,
+        description="CUSIP of the bond.",
+    )
+    price: Optional[float] = Field(
+        default=None,
+        description="Price of the bond.",
+    )
+    current_yield: Optional[float] = Field(
+        default=None,
+        description="Current yield of the bond.",
+    )
+    coupon_rate: Optional[float] = Field(
+        default=None,
+        description="Coupon rate of the bond.",
+    )
+    volume: Optional[int] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("volume", ""),
+    )

openbb_platform/platform/provider/openbb_provider/utils/descriptions.py

@@ -18,11 +18,11 @@
 DATA_DESCRIPTIONS = {
     "symbol": "Symbol representing the entity requested in the data.",
     "date": "The date of the data.",
-    "open": "The open price of the symbol.",
-    "high": "The high price of the symbol.",
-    "low": "The low price of the symbol.",
-    "close": "The close price of the symbol.",
-    "volume": "The volume of the symbol.",
-    "adj_close": "The adjusted close price of the symbol.",
-    "vwap": "Volume Weighted Average Price of the symbol.",
+    "open": "The open price.",
+    "high": "The high price.",
+    "low": "The low price.",
+    "close": "The close price.",
+    "volume": "The trading volume.",
+    "adj_close": "The adjusted close price.",
+    "vwap": "Volume Weighted Average Price over the period.",
 }