Add derivatives extension for futures and options

openbb_platform/dev_install.py

@@ -30,6 +30,7 @@
 
 openbb-crypto = { path = "./extensions/crypto", develop = true }
 openbb-currency = { path = "./extensions/currency", develop = true }
+openbb-derivatives = { path = "./extensions/derivatives", develop = true }
 openbb-economy = { path = "./extensions/economy", develop = true }
 openbb-equity = { path = "./extensions/equity", develop = true }
 openbb-etf = { path = "./extensions/etf", develop = true }
@@ -52,7 +53,6 @@
 
 openbb-charting = { path = "./extensions/charting", optional = true, develop = true }
 openbb-econometrics = { path = "./extensions/econometrics", optional = true, develop = true }
-openbb-futures = { path = "./extensions/futures", optional = true, develop = true }
 openbb-quantitative = { path = "./extensions/quantitative", optional = true, develop = true }
 openbb-technical = { path = "./extensions/technical", optional = true, develop = true }
 """

openbb_platform/extensions/futures/README.md → openbb_platform/extensions/derivatives/README.md

@@ -1,13 +1,13 @@
-# Futures data extension for OpenBB Platform
+# OpenBB Derivatives Extension
 
-This extension provides a set of commands for futures data retrieval.
+This extension provides derivatives data for the OpenBB Platform.
 
 ## Installation
 
 To install the extension, run the following command in this folder:
 
 ```bash
-pip install openbb-futures
+pip install openbb-derivatives
 ```
 
 For development please check [Contribution Guidelines](https://github.com/OpenBB-finance/OpenBBTerminal/blob/feature/openbb-sdk-v4/openbb_platform/CONTRIBUTING.md).

openbb_platform/extensions/derivatives/integration/test_derivatives_api.py

@@ -0,0 +1,107 @@
+"""API integration tests for the derivatives extension."""
+
+import pytest
+import requests
+from openbb_provider.utils.helpers import get_querystring
+
+# pylint: disable=too-many-lines,redefined-outer-name
+
+
+@pytest.fixture(scope="session")
+def headers():
+    return {}
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"provider": "intrinio", "symbol": "AAPL", "date": "2023-01-25"}),
+        ({"provider": "cboe", "symbol": "AAPL"}),
+    ],
+)
+@pytest.mark.integration
+def test_derivatives_options_chains(params, headers):
+    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/derivatives/options/chains?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"symbol": "AAPL"}),
+        ({"provider": "intrinio", "source": "delayed", "symbol": "AAPL"}),
+        # ({"provider": "intrinio", "symbol": None, "source": "delayed"}),
+        ({"provider": "intrinio", "symbol": "PLTR", "source": "delayed"}),
+    ],
+)
+@pytest.mark.integration
+def test_derivatives_options_unusual(params, headers):
+    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/derivatives/options/unusual?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        (
+            {
+                "provider": "yfinance",
+                "symbol": "ES",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "expiration": "2024-06",
+            }
+        ),
+        (
+            {
+                "provider": "yfinance",
+                "interval": "1d",
+                "period": "max",
+                "prepost": True,
+                "adjust": True,
+                "back_adjust": True,
+                "symbol": "ES",
+                "start_date": "2023-01-01",
+                "end_date": "2023-06-06",
+                "expiration": "2024-06",
+            }
+        ),
+    ],
+)
+@pytest.mark.integration
+def test_derivatives_futures_historical(params, headers):
+    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/derivatives/futures/historical?{query_str}"
+    result = requests.get(url, headers=headers, timeout=10)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"provider": "cboe", "symbol": "VXM", "date": "2023-01-25"}),
+        ({"provider": "yfinance", "symbol": "ES", "date": "2023-08-01"}),
+    ],
+)
+@pytest.mark.integration
+def test_derivatives_futures_curve(params, headers):
+    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/derivatives/futures/curve?{query_str}"
+    result = requests.get(url, headers=headers, timeout=30)
+    assert isinstance(result, requests.Response)
+    assert result.status_code == 200

openbb_platform/extensions/futures/integration/test_futures_python.py → openbb_platform/extensions/derivatives/integration/test_derivatives_python.py

@@ -1,18 +1,54 @@
-"""Test futures extension."""
+"""Python interface integration tests for the derivatives extension."""
+
 import pytest
 from openbb_core.app.model.obbject import OBBject
 
+# pylint: disable=too-many-lines,redefined-outer-name
+# pylint: disable=import-outside-toplevel,inconsistent-return-statements
+
 
 @pytest.fixture(scope="session")
 def obb(pytestconfig):
     """Fixture to setup obb."""
-
     if pytestconfig.getoption("markexpr") != "not integration":
         import openbb
 
         return openbb.obb
 
 
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"symbol": "AAPL"}),
+        ({"provider": "intrinio", "symbol": "AAPL", "date": "2023-01-25"}),
+        ({"provider": "cboe", "symbol": "AAPL"}),
+    ],
+)
+@pytest.mark.integration
+def test_derivatives_options_chains(params, obb):
+    result = obb.derivatives.options.chains(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
+
+
+@pytest.mark.parametrize(
+    "params",
+    [
+        ({"symbol": "AAPL"}),
+        ({"provider": "intrinio", "source": "delayed", "symbol": "AAPL"}),
+        # ({"provider": "intrinio", "symbol": None, "source": "delayed"}),
+        ({"provider": "intrinio", "symbol": "PLTR", "source": "delayed"}),
+    ],
+)
+@pytest.mark.integration
+def test_derivatives_options_unusual(params, obb):
+    result = obb.derivatives.options.unusual(**params)
+    assert result
+    assert isinstance(result, OBBject)
+    assert len(result.results) > 0
+
+
 @pytest.mark.parametrize(
     "params",
     [
@@ -26,12 +62,12 @@ def obb(pytestconfig):
         ),
         (
             {
+                "provider": "yfinance",
                 "interval": "1d",
                 "period": "max",
                 "prepost": True,
                 "adjust": True,
                 "back_adjust": True,
-                "provider": "yfinance",
                 "symbol": "ES",
                 "start_date": "2023-05-05",
                 "end_date": "2023-06-06",
@@ -41,8 +77,8 @@ def obb(pytestconfig):
     ],
 )
 @pytest.mark.integration
-def test_futures_load(params, obb):
-    result = obb.futures.load(**params)
+def test_derivatives_futures_historical(params, obb):
+    result = obb.derivatives.futures.historical(**params)
     assert result
     assert isinstance(result, OBBject)
     assert len(result.results) > 0
@@ -57,8 +93,8 @@ def test_futures_load(params, obb):
     ],
 )
 @pytest.mark.integration
-def test_futures_curve(params, obb):
-    result = obb.futures.curve(**params)
+def test_derivatives_futures_curve(params, obb):
+    result = obb.derivatives.futures.curve(**params)
     assert result
     assert isinstance(result, OBBject)
     assert len(result.results) > 0

openbb_platform/extensions/derivatives/openbb_derivatives/derivatives_router.py

@@ -0,0 +1,10 @@
+"""Derivatives Router."""
+
+from openbb_core.app.router import Router
+
+from openbb_derivatives.futures.futures_router import router as futures_router
+from openbb_derivatives.options.options_router import router as options_router
+
+router = Router(prefix="")
+router.include_router(options_router)
+router.include_router(futures_router)

openbb_platform/extensions/derivatives/openbb_derivatives/futures/__init__.py

@@ -0,0 +1 @@
+"""Futures."""

openbb_platform/extensions/futures/openbb_futures/futures_router.py → openbb_platform/extensions/derivatives/openbb_derivatives/futures/futures_router.py

@@ -1,3 +1,5 @@
+"""Futures Router."""
+
 from openbb_core.app.model.command_context import CommandContext
 from openbb_core.app.model.obbject import OBBject
 from openbb_core.app.provider_interface import (
@@ -9,12 +11,12 @@
 from openbb_core.app.router import Router
 from pydantic import BaseModel
 
-router = Router(prefix="")
+router = Router(prefix="/futures")
 
 
 # pylint: disable=unused-argument
 @router.command(model="FuturesHistorical")
-def load(
+def historical(
     cc: CommandContext,
     provider_choices: ProviderChoices,
     standard_params: StandardParams,

openbb_platform/extensions/derivatives/openbb_derivatives/options/__init__.py

@@ -0,0 +1 @@
+"""Options."""