Building an Historical Prices Object With the OpenBB SDK

The objective is to build an object for historical price data, containing the attributes of multiple resolutions, wrapped as a one-liner function. The purpose of the functionality is to reduce the amount of time required to toggle between various time-intervals, for downstream calculations or charting.

For those interested in both, open source and finance, OpenBB is a great rabbit hole to dive down; and it's free. Clone the repo from GitHub here.

The first code block is for the import statements.

# Import the SDK

from typing import Optional
from openbb_terminal.sdk import openbb
from IPython.utils import io

The next step is to define the object that will be returned when called by the function.

# Define the object to be returned.


class HistoricalPrices:
    def __init__(
        self,
        symbol: str = "",
        start_date: Optional[str] = "1990-01-01",
        end_date: Optional[str] = None,
        prepost: Optional[bool] = False,
        source: str = "YahooFinance",
    ) -> None:
        self.one_min = openbb.stocks.load(
            symbol=symbol,
            start_date=start_date,
            end_date=end_date,
            interval=1,
            prepost=prepost,
            source=source,
        )

        self.five_min = openbb.stocks.load(
            symbol=symbol,
            start_date=start_date,
            end_date=end_date,
            interval=5,
            prepost=prepost,
            source=source,
        )

        self.fifteen_min = openbb.stocks.load(
            symbol=symbol,
            start_date=start_date,
            end_date=end_date,
            interval=15,
            prepost=prepost,
            source=source,
        )

        self.thirty_min = openbb.stocks.load(
            symbol=symbol,
            start_date=start_date,
            end_date=end_date,
            interval=30,
            prepost=prepost,
            source=source,
        )

        self.sixty_min = openbb.stocks.load(
            symbol=symbol,
            start_date=start_date,
            end_date=end_date,
            interval=60,
            prepost=prepost,
            source=source,
        )

        self.daily = openbb.stocks.load(
            symbol=symbol,
            start_date=start_date,
            end_date=end_date,
            interval=1440,
            prepost=prepost,
            source=source,
        )

        self.weekly = openbb.stocks.load(
            symbol=symbol,
            start_date=start_date,
            end_date=end_date,
            interval=1440,
            prepost=prepost,
            weekly=True,
            source=source,
        )

        self.monthly = openbb.stocks.load(
            symbol=symbol,
            start_date=start_date,
            end_date=end_date,
            interval=1440,
            prepost=prepost,
            monthly=True,
            source=source,
        )

Then, make the function to call the object.

# Create the function to return the data as an object.


def historical_prices(
    symbol: str = "SPY",
    start_date: Optional[str] = "1990-01-01",
    end_date: Optional[str] = None,
    prepost: Optional[bool] = True,
    source: str = "YahooFinance",
) -> HistoricalPrices:
    # capture_output() is used to silence the console output.
    with io.capture_output():
        historical = HistoricalPrices(symbol, start_date, end_date, prepost, source)

    return historical

Finally, assign the function to a variable.

#Use the variables, [symbol, start_date, end_date, prepost, source], to modify the call.

historical = historical_prices()

The attributes returned are:

historical.one_min
historical.five_min
historical.fifteen_min
historical.thirty_min
historical.sixty_min
historical.daily
historical.weekly
historical.monthly

historical.one_min.tail(5)

date	Open	High	Low	Close	Adj Close	Volume
2023-03-07 19:55:00	398.15	398.19	398.14	398.18	398.18	0
2023-03-07 19:56:00	398.15	398.19	398.15	398.175	398.175	0
2023-03-07 19:57:00	398.17	398.28	398.17	398.25	398.25	0
2023-03-07 19:58:00	398.25	398.27	398.23	398.24	398.24	0
2023-03-07 19:59:00	398.26	398.27	398.18	398.25	398.25	0

historical.monthly.head(5)

date	Open	High	Low	Close	Adj Close	Volume	Dividends	Stock Splits
1993-02-01 00:00:00	25.2362	25.8998	24.5725	25.4873	25.4873	5.4176e+06	0	0
1993-03-01 00:00:00	25.577	26.3123	25.3797	25.9357	25.9357	3.0192e+06	0.213	0
1993-04-01 00:00:00	26.0942	26.0942	24.9589	25.3914	25.3914	2.6972e+06	0	0
1993-05-01 00:00:00	25.4274	26.3285	25.2833	26.0762	26.0762	1.808e+06	0	0
1993-06-01 00:00:00	26.1663	26.4186	25.4995	25.9861	25.9861	3.438e+06	0.318	0

Download a notebook with this code, here