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Start Fama French integration
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‎demo-risk/README.md

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# Fama French Factors & Research Portfolios Data
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## Installation
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Install this in an environment with a version of Python between 3.9-3.12, inclusively.
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- Run, `pip install -e .`
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- Run, `demo-risk`
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- Open the OpenBB Workspace.
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- Add as a new custom backend.
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- Go to the templates page, click Refresh button.
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- Click on the "Factors" template.
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- Enjoy your burrito.

‎demo-risk/demo_risk/__init__.py

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‎demo-risk/demo_risk/app.py

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"""Main application."""
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import asyncio
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from typing import Annotated, Literal, Optional
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from fastapi import FastAPI, Query
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from demo_risk.constants import DATASET_CHOICES
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from demo_risk.utils import (
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FactorsDoc,
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get_portfolio_data,
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)
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DATASETS = {}
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LOADED_PORTFOLIO = None
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LOADED_FACTORS = None
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app = FastAPI()
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@app.get("/templates.json")
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async def get_templates():
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"""Get templates."""
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return [
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{
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"name": "Factors",
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"img": "",
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"img_dark": "",
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"img_light": "",
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"description": "Fama-French Research Portfolio and Factor Data",
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"allowCustomization": True,
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"tabs": {
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"": {
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"id": "",
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"name": "",
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"layout": [
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{
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"i": "fama_french_info_custom_obb",
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"x": 0,
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"y": 0,
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"w": 12,
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"h": 31,
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},
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{
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"i": "load_portfolios_custom_obb",
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"x": 12,
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"y": 0,
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"w": 28,
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"h": 16,
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"state": {
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"params": {
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"start_date": "1995-01-01",
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"end_date": "2025-12-31",
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},
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"chartView": {"enabled": False, "chartType": "line"},
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"columnState": {
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"default_": {
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"columnPinning": {
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"leftColIds": ["Date"],
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"rightColIds": [],
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}
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}
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},
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},
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},
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{
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"i": "load_factors_custom_obb",
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"x": 12,
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"y": 16,
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"w": 25,
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"h": 15,
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"state": {
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"params": {
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"start_date": "1995-01-01",
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"end_date": "2025-12-31",
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},
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"chartView": {"enabled": False, "chartType": "line"},
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"columnState": {
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"default_": {
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"columnPinning": {
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"leftColIds": ["Date"],
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"rightColIds": [],
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}
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}
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},
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},
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},
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],
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}
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},
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"groups": [
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{
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"name": "Group 3",
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"type": "param",
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"paramName": "frequency",
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"defaultValue": "Monthly",
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"widgetIds": [
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"load_portfolios_custom_obb",
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"load_factors_custom_obb",
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],
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},
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{
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"name": "Group 2",
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"type": "param",
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"paramName": "start_date",
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"defaultValue": "1995-01-01",
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"widgetIds": [
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"load_portfolios_custom_obb",
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"load_factors_custom_obb",
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],
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},
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{
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"name": "Group 4",
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"type": "param",
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"paramName": "end_date",
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"defaultValue": "2025-12-31",
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"widgetIds": [
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"load_portfolios_custom_obb",
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"load_factors_custom_obb",
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],
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},
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],
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}
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]
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@app.get(
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"/fama_french_info",
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openapi_extra={
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"widget_config": {"refetchInterval": False},
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"name": "F-F Datasets Info",
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},
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)
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async def get_fama_french_info() -> str:
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"""Get Fama French info."""
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descriptions = ""
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if not DATASETS:
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await asyncio.sleep(2)
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if DATASETS.get("loaded_portfolio"):
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descrip = DATASETS["loaded_portfolio"].get("meta", {}).get("description", "")
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descriptions += (
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"\n\n"
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+ f"### {LOADED_PORTFOLIO.replace('_', ' ')}"
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+ "\n\n"
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+ descrip
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+ "\n\n"
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if descrip
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else ""
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)
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if DATASETS.get("loaded_factors"):
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descrip = DATASETS["loaded_factors"].get("meta", {}).get("description", "")
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descriptions += (
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"\n\n"
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+ f"### {LOADED_FACTORS.replace('_', ' ')}"
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+ "\n\n"
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+ descrip
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+ "\n\n"
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if descrip
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else ""
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)
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return descriptions + "\n\n" + FactorsDoc
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@app.get(
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"/load_portfolios",
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openapi_extra={
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"widget_config": {"refecthInterval": False, "name": "F-F Portfolio Data"}
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},
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)
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async def get_load_portfolios(
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portfolio: Annotated[
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str,
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Query(
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description="Portfolio set to load.",
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json_schema_extra={
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"x-widget_config": {
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"style": {"popupWidth": 450},
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"options": [
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d for d in DATASET_CHOICES if "Portfolio" in d.get("value")
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],
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},
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},
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),
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] = "Portfolios_Formed_on_ME",
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measure: Annotated[
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Literal["Value", "Equal", "Number Of Firms", "Firm Size"],
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Query(description="Data measurement"),
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] = "Value",
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frequency: Annotated[
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Literal["Monthly", "Annual"],
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Query(
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description="Data frequency. Only valid when the dataset is not daily (in the name)."
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),
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] = "Monthly",
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start_date: Annotated[
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Optional[str],
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Query(
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description="Start date",
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json_schema_extra={"x-widget_config": {"value": "$currentDate-30y"}},
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),
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] = None,
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end_date: Annotated[
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Optional[str],
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Query(
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description="End date",
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json_schema_extra={"x-widget_config": {"value": "$currentDate"}},
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),
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] = None,
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) -> list:
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"""Get dataset."""
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global DATASETS, LOADED_PORTFOLIO
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if not portfolio:
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return "Please select a portfolio."
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frequency = None if "Daily" in portfolio else frequency.lower()
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measure = measure.replace(" ", "_").lower()
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try:
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data, meta = get_portfolio_data(portfolio, frequency, measure)
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df = data[0]
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if start_date:
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df = df[df.index >= start_date]
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if end_date:
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df = df[df.index <= end_date]
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DATASETS["loaded_portfolio"] = {"meta": meta[0], "data": df}
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LOADED_PORTFOLIO = portfolio
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return df.reset_index().to_dict(orient="records") if data else []
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except Exception:
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return []
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@app.get(
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"/load_factors",
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openapi_extra={
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"widget_config": {"refetchInterval": False, "name": "F-F Factors Data"}
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},
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)
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async def get_load_factors(
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factor: Annotated[
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str,
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Query(
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description="Factor",
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json_schema_extra={
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"x-widget_config": {
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"style": {"popupWidth": 450},
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"options": [
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d
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for d in DATASET_CHOICES
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if "Factors" in d.get("value") or "Factor" in d.get("value")
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],
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},
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},
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),
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] = "F-F_Research_Data_5_Factors_2x3",
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frequency: Annotated[
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Literal["Monthly", "Annual"],
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Query(
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description="Data frequency. Only valid when the dataset is not daily or weekly (in the name)."
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),
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] = "Monthly",
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start_date: Annotated[
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Optional[str],
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Query(
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description="Start date",
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json_schema_extra={"x-widget_config": {"value": "$currentDate-30y"}},
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),
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] = None,
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end_date: Annotated[
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Optional[str],
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Query(
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description="End date",
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json_schema_extra={"x-widget_config": {"value": "$currentDate"}},
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),
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] = None,
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) -> list:
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"""Get dataset."""
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global DATASETS, LOADED_FACTORS
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if not factor:
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return "Please select a factor."
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if "daily" in factor or "weekly" in factor:
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frequency = None
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LOADED_FACTORS = factor
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try:
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dfs, meta = get_portfolio_data(factor, frequency)
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df = dfs[0]
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if start_date:
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df = df[df.index >= start_date]
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if end_date:
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df = df[df.index <= end_date]
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DATASETS["loaded_factors"] = {"meta": meta[0], "data": df}
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return df.reset_index().to_dict(orient="records")
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except Exception:
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return []
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def main():
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"""Run the app."""
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import subprocess
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subprocess.run(
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[
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"openbb-api",
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"--app",
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__file__,
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"--port",
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"6020",
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]
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)
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if __name__ == "__main__":
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main()

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