Adding OECD Endpoints (CPI + Share Price Index)

openbb_platform/core/openbb_core/provider/standard_models/cpi.py → openbb_platform/core/openbb_core/provider/standard_models/consumer_price_index.py

@@ -66,25 +66,19 @@
     "united_states",
 ]
 
-CPI_UNITS = Literal["growth_previous", "growth_same", "index_2015"]
 
 CPI_FREQUENCY = Literal["monthly", "quarter", "annual"]
 
 
 class ConsumerPriceIndexQueryParams(QueryParams):
     """CPI Query."""
 
-    country: str = Field(description=QUERY_DESCRIPTIONS.get("country"))
-    units: CPI_UNITS = Field(
-        default="growth_same",
-        description=QUERY_DESCRIPTIONS.get("units", "")
-        + """
-    Options:
-    - `growth_previous`: Percent growth from the previous period.
-      If monthly data, this is month-over-month, etc
-    - `growth_same`: Percent growth from the same period in the previous year.
-      If looking at monthly data, this would be year-over-year, etc.
-    - `index_2015`: Rescaled index value, such that the value in 2015 is 100.""",
+    country: str = Field(
+        description=QUERY_DESCRIPTIONS.get("country"), default="united_states"
+    )
+    units: Literal["index", "yoy", "mom"] = Field(
+        description="Units to get CPI for. Either index, month over month or year over year. Defaults to year over year.",
+        default="yoy",
     )
     frequency: CPI_FREQUENCY = Field(
         default="monthly",

openbb_platform/core/openbb_core/provider/standard_models/share_price.py

@@ -0,0 +1,40 @@
+"""Share Prices 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 SharePriceQueryParams(QueryParams):
+    """Share Price Query."""
+
+    start_date: Optional[dateType] = Field(
+        default=None, description=QUERY_DESCRIPTIONS.get("start_date")
+    )
+    end_date: Optional[dateType] = Field(
+        default=None, description=QUERY_DESCRIPTIONS.get("end_date")
+    )
+
+
+class SharePriceData(Data):
+    """Share Price Data."""
+
+    date: Optional[dateType] = Field(
+        default=None, description=DATA_DESCRIPTIONS.get("date")
+    )
+    value: Optional[float] = Field(
+        default=None,
+        description="Interest rate (given as a whole number, i.e 10=10%)",
+    )
+    country: Optional[str] = Field(
+        default=None,
+        description="Country for which interest rate is given",
+    )

openbb_platform/extensions/economy/openbb_economy/economy_router.py

@@ -184,6 +184,30 @@ async def composite_leading_indicator(
     return await OBBject.from_query(Query(**locals()))
 
 
+@router.command(
+    model="SharePrice",
+    exclude_auto_examples=True,
+    examples=[
+        'obb.economy.share_price(country="all").to_df()',
+    ],
+)
+async def share_price(
+    cc: CommandContext,
+    provider_choices: ProviderChoices,
+    standard_params: StandardParams,
+    extra_params: ExtraParams,
+) -> OBBject:
+    """Share price indices are calculated from the prices of common shares of companies
+    traded on national or foreign stock exchanges. They are usually determined by the
+    stock exchange, using the closing daily values for the monthly data, and normally
+    expressed as simple arithmetic averages of the daily data. A share price index
+    measures how the value of the stocks in the index is changing, a share return index
+    tells the investor what their “return” is, meaning how much money they would make as
+    a result of investing in that basket of shares.
+    """
+    return await OBBject.from_query(Query(**locals()))
+
+
 @router.command(
     model="STIR",
     exclude_auto_examples=True,

openbb_platform/providers/fred/openbb_fred/__init__.py

@@ -2,8 +2,8 @@
 
 from openbb_core.provider.abstract.provider import Provider
 from openbb_fred.models.ameribor_rates import FREDAMERIBORFetcher
+from openbb_fred.models.consumer_price_index import FREDConsumerPriceIndexFetcher
 from openbb_fred.models.cp import FREDCommercialPaperFetcher
-from openbb_fred.models.cpi import FREDConsumerPriceIndexFetcher
 from openbb_fred.models.dwpcr_rates import FREDDiscountWindowPrimaryCreditRateFetcher
 from openbb_fred.models.ecb_interest_rates import (
     FREDEuropeanCentralBankInterestRatesFetcher,

openbb_platform/providers/fred/openbb_fred/models/cpi.py → openbb_platform/providers/fred/openbb_fred/models/consumer_price_index.py

@@ -3,7 +3,7 @@
 from typing import Any, Dict, List, Optional
 
 from openbb_core.provider.abstract.fetcher import Fetcher
-from openbb_core.provider.standard_models.cpi import (
+from openbb_core.provider.standard_models.consumer_price_index import (
     ConsumerPriceIndexData,
     ConsumerPriceIndexQueryParams,
 )
@@ -41,9 +41,11 @@ def extract_data(
         api_key = credentials.get("fred_api_key") if credentials else ""
 
         all_options = all_cpi_options(query.harmonized)
-
+        units = {"mom": "growth_previous", "yoy": "growth_same", "index": "index_2015"}[
+            query.units
+        ]
         step_1 = [x for x in all_options if x["country"] in query.country]
-        step_2 = [x for x in step_1 if x["units"] == query.units]
+        step_2 = [x for x in step_1 if x["units"] == units]
         step_3 = [x for x in step_2 if x["frequency"] == query.frequency]
 
         series_dict = {}

openbb_platform/providers/fred/tests/test_fred_fetchers.py

@@ -5,8 +5,8 @@
 import pytest
 from openbb_core.app.service.user_service import UserService
 from openbb_fred.models.ameribor_rates import FREDAMERIBORFetcher
+from openbb_fred.models.consumer_price_index import FREDConsumerPriceIndexFetcher
 from openbb_fred.models.cp import FREDCommercialPaperFetcher
-from openbb_fred.models.cpi import FREDConsumerPriceIndexFetcher
 from openbb_fred.models.dwpcr_rates import FREDDiscountWindowPrimaryCreditRateFetcher
 from openbb_fred.models.ecb_interest_rates import (
     FREDEuropeanCentralBankInterestRatesFetcher,

openbb_platform/providers/oecd/openbb_oecd/__init__.py

@@ -2,13 +2,18 @@
 
 from openbb_core.provider.abstract.provider import Provider
 from openbb_oecd.models.composite_leading_indicator import OECDCLIFetcher
+from openbb_oecd.models.consumer_price_index import OECDCPIFetcher
 from openbb_oecd.models.gdp_forecast import OECDGdpForecastFetcher
 from openbb_oecd.models.gdp_nominal import OECDGdpNominalFetcher
 from openbb_oecd.models.gdp_real import OECDGdpRealFetcher
 from openbb_oecd.models.long_term_interest_rate import OECDLTIRFetcher
 from openbb_oecd.models.short_term_interest_rate import OECDSTIRFetcher
 from openbb_oecd.models.unemployment import OECDUnemploymentFetcher
 
+from openbb_platform.providers.oecd.openbb_oecd.models.share_price import (
+    OECDSharePriceFetcher,
+)
+
 oecd_provider = Provider(
     name="oecd",
     website="https://stats.oecd.org/",
@@ -21,5 +26,7 @@
         "CLI": OECDCLIFetcher,
         "STIR": OECDSTIRFetcher,
         "LTIR": OECDLTIRFetcher,
+        "ConsumerPriceIndex": OECDCPIFetcher,
+        "SharePrice": OECDSharePriceFetcher,
     },
 )

openbb_platform/providers/oecd/openbb_oecd/models/consumer_price_index.py

@@ -0,0 +1,197 @@
+"""OECD CPI Data."""
+
+import re
+from datetime import date, timedelta
+from typing import Any, Dict, List, Literal, Optional, Union
+
+from openbb_core.provider.abstract.fetcher import Fetcher
+from openbb_core.provider.standard_models.consumer_price_index import (
+    ConsumerPriceIndexData,
+    ConsumerPriceIndexQueryParams,
+)
+from openbb_oecd.utils import helpers
+from openbb_oecd.utils.constants import (
+    CODE_TO_COUNTRY_CPI,
+    COUNTRY_TO_CODE_CPI,
+)
+from pydantic import Field, field_validator
+
+countries = tuple(CODE_TO_COUNTRY_CPI.values()) + ("all",)
+CountriesLiteral = Literal[countries]  # type: ignore
+
+expendature_dict = {
+    "_T": "total",
+    "CP01": "food_non_alcoholic_beverages",
+    "CP02": "alcoholic_beverages_tobacco_narcotics",
+    "CP03": "clothing_footwear",
+    "CP04": "housing_water_electricity_gas",
+    "CP05": "furniture_household_equipment",
+    "CP06": "health",
+    "CP07": "transport",
+    "CP08": "communication",
+    "CP09": "recreation_culture",
+    "CP10": "education",
+    "CP11": "restaurants_hotels",
+    "CP12": "miscellaneous_goods_services",
+    "CP045_0722": "energy",
+    "GD": "goods",
+    "CP014T043": "housing",
+    "CP041T043X042": "housing_excluding_rentals" "",
+    "_TXCP01_NRG": "all_non_food_non_energy",
+    "SERVXCP041_042_0432": "services_less_housing",
+    "SERVXCP041_0432": "services_less_house_excl_rentals",
+    "SERV": "services",
+    "_TXNRG_01_02": "overall_excl_energy_food_alcohol_tobacco",
+    "CPRES": "residuals",
+    "CP0722": "fuels_lubricants_personal",
+    "CP041": "actual_rentals",
+    "CP042": "imputed_rentals",
+    "CP043": "maintenance_repair_dwelling",
+    "CP044": "water_supply_other_services",
+    "CP045": "electricity_gas_other_fuels",
+}
+expendature_dict = {v: k for k, v in expendature_dict.items()}
+ExpendatureLiteral = Literal[tuple(expendature_dict.values())]  # type: ignore
+
+
+class OECDCPIQueryParams(ConsumerPriceIndexQueryParams):
+    """OECD CPI Query.
+
+    Source: https://data-explorer.oecd.org/?lc=en
+    """
+
+    country: CountriesLiteral = Field(
+        description="Country to get CPI for.", default="united_states"
+    )
+
+    seasonal_adjustment: bool = Field(
+        description="Whether to get seasonally adjusted CPI. Defaults to False.",
+        default=False,
+    )
+
+    units: Literal["index", "yoy", "mom"] = Field(
+        description="Units to get CPI for. Either index, month over month or year over year. Defaults to year over year.",
+        default="yoy",
+    )
+
+    expendature: ExpendatureLiteral = Field(
+        description="Expendature component of CPI.",
+        default="total",
+    )
+
+
+class OECDCPIData(ConsumerPriceIndexData):
+    """OECD CPI Data."""
+
+    @field_validator("date", mode="before")
+    @classmethod
+    def date_validate(cls, in_date: Union[date, str]):  # pylint: disable=E0213
+        """Validate value."""
+        if isinstance(in_date, str):
+            # i.e 2022-Q1
+            if re.match(r"\d{4}-Q[1-4]$", in_date):
+                year, quarter = in_date.split("-")
+                _year = int(year)
+                if quarter == "Q1":
+                    return date(_year, 3, 31)
+                if quarter == "Q2":
+                    return date(_year, 6, 30)
+                if quarter == "Q3":
+                    return date(_year, 9, 30)
+                if quarter == "Q4":
+                    return date(_year, 12, 31)
+            # Now match if it is monthly, i.e 2022-01
+            elif re.match(r"\d{4}-\d{2}$", in_date):
+                year, month = map(int, in_date.split("-"))  # type: ignore
+                if month == 12:
+                    return date(year, month, 31)  # type: ignore
+                next_month = date(year, month + 1, 1)  # type: ignore
+                return date(next_month.year, next_month.month, 1) - timedelta(days=1)
+            # Now match if it is yearly, i.e 2022
+            elif re.match(r"\d{4}$", in_date):
+                return date(int(in_date), 12, 31)
+        # If the input date is a year
+        if isinstance(in_date, int):
+            return date(in_date, 12, 31)
+
+        return in_date
+
+
+class OECDCPIFetcher(Fetcher[OECDCPIQueryParams, List[OECDCPIData]]):
+    """Transform the query, extract and transform the data from the OECD endpoints."""
+
+    @staticmethod
+    def transform_query(params: Dict[str, Any]) -> OECDCPIQueryParams:
+        """Transform the query."""
+        transformed_params = params.copy()
+        if transformed_params["start_date"] is None:
+            transformed_params["start_date"] = date(1950, 1, 1)
+        if transformed_params["end_date"] is None:
+            transformed_params["end_date"] = date(date.today().year, 12, 31)
+        if transformed_params["country"] is None:
+            transformed_params["country"] = "united_states"
+
+        return OECDCPIQueryParams(**transformed_params)
+
+    # pylint: disable=unused-argument
+    @staticmethod
+    def extract_data(
+        query: OECDCPIQueryParams,
+        credentials: Optional[Dict[str, str]],
+        **kwargs: Any,
+    ) -> List[Dict]:
+        """Return the raw data from the OECD endpoint."""
+        methodology = ["N", "HICP"][query.harmonized]
+        frequency = query.frequency[0].upper()
+        units = {
+            "index": "IX",
+            "yoy": "PA",
+            "mom": "PC",
+        }[query.units]
+        expendature = expendature_dict[query.expendature]
+        seasonal_adjustment = "Y" if query.seasonal_adjustment else "N"
+        country = "" if query.country == "all" else COUNTRY_TO_CODE_CPI[query.country]
+        # For caching, include this in the key
+        query_dict = {
+            k: v
+            for k, v in query.__dict__.items()
+            if k not in ["start_date", "end_date"]
+        }
+
+        url = (
+            f"https://sdmx.oecd.org/public/rest/data/OECD.SDD.TPS,DSD_PRICES@DF_PRICES_ALL,1.0/"
+            f"{country}.{frequency}.{methodology}.CPI.{units}.{expendature}.{seasonal_adjustment}."
+        )
+        data = helpers.get_possibly_cached_data(
+            url, function="economy_cpi", query_dict=query_dict
+        )
+        url_query = (
+            f"METHODOLOGY=='{methodology}' & UNIT_MEASURE=='{units}' & FREQ=='{frequency}' & "
+            f"ADJUSTMENT=='{seasonal_adjustment}' & EXPENDITURE=='{expendature}'"
+        )
+        url_query = url_query + f" & REF_AREA=='{country}'" if country else url_query
+
+        # Filter down
+        data = (
+            data.query(url_query)
+            .reset_index(drop=True)[["REF_AREA", "TIME_PERIOD", "VALUE"]]
+            .rename(
+                columns={"REF_AREA": "country", "TIME_PERIOD": "date", "VALUE": "value"}
+            )
+        )
+        data["country"] = data["country"].map(CODE_TO_COUNTRY_CPI)
+
+        data["date"] = data["date"].apply(helpers.oecd_date_to_python_date)
+        data = data[
+            (data["date"] <= query.end_date) & (data["date"] >= query.start_date)
+        ]
+
+        return data.to_dict(orient="records")
+
+    # pylint: disable=unused-argument
+    @staticmethod
+    def transform_data(
+        query: OECDCPIQueryParams, data: List[Dict], **kwargs: Any
+    ) -> List[OECDCPIData]:
+        """Transform the data from the OECD endpoint."""
+        return [OECDCPIData.model_validate(d) for d in data]

openbb_platform/providers/oecd/openbb_oecd/models/long_term_interest_rate.py

@@ -1,4 +1,4 @@
-"""OECD Long Term Interest Rate Rate Data."""
+"""OECD Long Term Interest Rate Data."""
 
 # pylint: disable=unused-argument
 
@@ -23,7 +23,7 @@ class OECDLTIRQueryParams(LTIRQueryParams):
     """OECD Short Term Interest Rate Query."""
 
     country: CountriesLiteral = Field(
-        description="Country to get GDP for.", default="united_states"
+        description="Country to get interest rate for.", default="united_states"
     )
 
     frequency: Literal["monthly", "quarterly", "annual"] = Field(