allow datetime or int for aggs, lint tests

Author: clickingbuttons

Makefile

@@ -22,11 +22,11 @@ help:
 
 ## Check code style
 style:
-	poetry run black polygon
+	poetry run black polygon tests
 
 ## Check static types
 static:
-	poetry run mypy polygon
+	poetry run mypy polygon tests
 
 ## Check code style and static types
 lint: style static

polygon/rest/aggs.py

@@ -2,6 +2,7 @@
 from typing import Optional, Any, Dict, List, Union
 from .models import Agg, Sort
 from urllib3 import HTTPResponse
+from datetime import datetime
 
 # https://polygon.io/docs/stocks
 class AggsClient(BaseClient):
@@ -11,8 +12,8 @@ def get_aggs(
         multiplier: int,
         timespan: str,
         # "from" is a keyword in python https://www.w3schools.com/python/python_ref_keywords.asp
-        from_: str,
-        to: str,
+        from_: Union[str, int, datetime],
+        to: Union[str, int, datetime],
         adjusted: Optional[bool] = None,
         sort: Optional[Union[str, Sort]] = None,
         limit: Optional[int] = None,
@@ -25,8 +26,8 @@ def get_aggs(
         :param ticker: The ticker symbol.
         :param multiplier: The size of the timespan multiplier.
         :param timespan: The size of the time window.
-        :param _from: The start of the aggregate time window.
-        :param to: The end of the aggregate time window.
+        :param _from: The start of the aggregate time window as YYYY-MM-DD, Unix MS Timestamps, or a datetime.
+        :param to: The end of the aggregate time window as YYYY-MM-DD, Unix MS Timestamps, or a datetime.
         :param adjusted: Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.
         :param sort: Sort the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return results in descending order (newest at the top).The end of the aggregate time window.
         :param limit: Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. Read more about how limit is used to calculate aggregate results in our article on Aggregate Data API Improvements.
@@ -35,6 +36,11 @@ def get_aggs(
         :return: List of aggregates
         :rtype: List[Agg]
         """
+        if isinstance(from_, datetime):
+            from_ = int(from_.timestamp() * 1000)
+
+        if isinstance(to, datetime):
+            to = int(to.timestamp() * 1000)
         url = f"/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_}/{to}"
 
         return self._get(

polygon/rest/models/aggs.py

@@ -1,6 +1,7 @@
 from dataclasses import dataclass
 from typing import Optional
 
+
 @dataclass
 class Agg:
     timestamp: int
@@ -15,12 +16,12 @@ class Agg:
     @staticmethod
     def from_dict(d):
         return Agg(
-                timestamp=d["t"],
-                open=d["o"],
-                high=d["h"], 
-                low=d["l"],
-                close=d["c"],
-                volume=d["v"],
-                vwap=d.get("vw", None),
-                transactions=d.get("n", None)
+            timestamp=d["t"],
+            open=d["o"],
+            high=d["h"],
+            low=d["l"],
+            close=d["c"],
+            volume=d["v"],
+            vwap=d.get("vw", None),
+            transactions=d.get("n", None),
         )

polygon/rest/models/markets.py

@@ -16,6 +16,7 @@ class MarketHoliday:
     def from_dict(d):
         return MarketHoliday(**d)
 
+
 @dataclass
 class MarketStatus:
     "MarketStatus contains data for the current trading status of the exchanges and overall financial markets."

polygon/rest/models/quotes.py

@@ -23,6 +23,7 @@ class Quote:
     def from_dict(d):
         return Quote(**d)
 
+
 @dataclass
 class LastQuote:
     "LastQuote contains data for the most recent NBBO (Quote) tick for a given stock."
@@ -57,5 +58,5 @@ def from_dict(d):
             bid_price=d.get("p", None),
             bid_size=d.get("s", None),
             bid_exchange=d.get("x", None),
-            tape=d.get("z", None)
-        )
+            tape=d.get("z", None),
+        )

polygon/rest/quotes.py

@@ -17,7 +17,7 @@ def list_quotes(
         sort: Optional[Union[str, Sort]] = None,
         order: Optional[Union[str, Order]] = None,
         params: Optional[Dict[str, Any]] = None,
-        raw: bool = False
+        raw: bool = False,
     ) -> Union[List[Quote], HTTPResponse]:
         """
         Get quotes for a ticker symbol in a given time range.
@@ -44,12 +44,9 @@ def list_quotes(
             raw=raw,
             deserializer=Quote.from_dict,
         )
-    
+
     def get_last_quote(
-        self,
-        ticker: str,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False
+        self, ticker: str, params: Optional[Dict[str, Any]] = None, raw: bool = False
     ) -> Union[LastQuote, HTTPResponse]:
         """
         Get the most recent NBBO (Quote) tick for a given stock.
@@ -62,6 +59,6 @@ def get_last_quote(
         """
         url = f"/v2/last/nbbo/{ticker}"
 
-        return self._get(path=url, params=params, deserializer=LastQuote.from_dict, raw=raw)
-
-    
+        return self._get(
+            path=url, params=params, deserializer=LastQuote.from_dict, raw=raw
+        )

polygon/rest/reference.py

@@ -6,9 +6,7 @@
 # https://polygon.io/docs/stocks
 class MarketsClient(BaseClient):
     def list_market_holidays(
-        self,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False
+        self, params: Optional[Dict[str, Any]] = None, raw: bool = False
     ) -> Union[List[MarketHoliday], HTTPResponse]:
         """
         Get upcoming market holidays and their open/close times.
@@ -20,12 +18,12 @@ def list_market_holidays(
         """
         url = "/v1/marketstatus/upcoming"
 
-        return self._get(path=url, params=params, deserializer=MarketHoliday.from_dict, raw=raw)
+        return self._get(
+            path=url, params=params, deserializer=MarketHoliday.from_dict, raw=raw
+        )
 
     def get_market_status(
-        self,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False
+        self, params: Optional[Dict[str, Any]] = None, raw: bool = False
     ) -> Union[MarketStatus, HTTPResponse]:
         """
         Get the current trading status of the exchanges and overall financial markets.
@@ -38,132 +36,3 @@ def get_market_status(
         url = "/v1/marketstatus/now"
 
         return self._get(path=url, params=params, deserializer=MarketStatus.from_dict, raw=raw)    
-
-class TickersClient(BaseClient):
-    def list_tickers(
-        self,
-        ticker: Optional[str] = None,
-        ticker_lt: Optional[str] = None,
-        ticker_lte: Optional[str] = None,
-        ticker_gt: Optional[str] = None,
-        ticker_gte: Optional[str] = None,
-        type: Optional[str] = None,
-        market: Optional[str] = None,
-        exchange: Optional[str] = None,
-        cusip: Optional[int] = None,
-        cik: Optional[int] = None,
-        date: Optional[str] = None,
-        active: Optional[bool] = None,
-        search: Optional[str] = None,
-        limit: Optional[int] = None,
-        sort: Optional[Union[str, Sort]] = None,
-        order: Optional[Union[str, Order]] = None,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False,
-    ) -> Union[Iterator[Ticker], HTTPResponse]:
-        """
-        Query all ticker symbols which are supported by Polygon.io. This API currently includes Stocks/Equities, Crypto, and Forex.
-
-        :param ticker: Specify a ticker symbol. Defaults to empty string which queries all tickers.
-        :param ticker_lt: Timestamp less than
-        :param ticker_lte: Ticker less than or equal to
-        :param ticker_gt: Ticker greater than
-        :param ticker_gte: Ticker greater than or equal to
-        :param type: Specify the type of the tickers. Find the types that we support via our Ticker Types API. Defaults to empty string which queries all types.
-        :param market: Filter by market type. By default all markets are included.
-        :param exchange: Specify the primary exchange of the asset in the ISO code format. Find more information about the ISO codes at the ISO org website. Defaults to empty string which queries all exchanges.
-        :param cusip: Specify the CUSIP code of the asset you want to search for. Find more information about CUSIP codes at their website. Defaults to empty string which queries all CUSIPs.
-        :param cik: Specify the CIK of the asset you want to search for. Find more information about CIK codes at their website. Defaults to empty string which queries all CIKs.
-        :param date: Specify a point in time to retrieve tickers available on that date. Defaults to the most recent available date.
-        :param search: Search for terms within the ticker and/or company name.
-        :param active: Specify if the tickers returned should be actively traded on the queried date. Default is true.
-        :param limit: Limit the size of the response, default is 100 and max is 1000.
-        :param sort: The field to sort the results on. Default is ticker. If the search query parameter is present, sort is ignored and results are ordered by relevance.
-        :param order: The order to sort the results on. Default is asc (ascending).
-        :param params: Any additional query params
-        :param raw: Return raw object instead of results object
-        :return: List of tickers
-        :rtype: List[Ticker]
-        """
-        url = "/v3/reference/tickers"
-
-        return self._paginate(
-            path=url,
-            params=self._get_params(self.list_tickers, locals()),
-            raw=raw,
-            deserializer=Ticker.from_dict,
-        )
-
-    def get_ticker_details(
-        self,
-        ticker: Optional[str] = None,
-        date: Optional[str] = None,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False,
-    ) -> Union[TickerDetails, HTTPResponse]:
-        """
-        Get a single ticker supported by Polygon.io. This response will have detailed information about the ticker and the company behind it.
-
-        :param ticker: The ticker symbol of the asset.
-        :param date: Specify a point in time to get information about the ticker available on that date. When retrieving information from SEC filings, we compare this date with the period of report date on the SEC filing.
-        :param params: Any additional query params
-        :param raw: Return raw object instead of results object
-        :return: Ticker Details V3
-        :rtype: TickerDetail
-        """
-        url = f"/v3/reference/tickers/{ticker}"
-
-        return self._get(path=url, params=params, deserializer=TickerDetails.from_dict, raw=raw) 
-
-    def get_ticker_news(
-        self,
-        ticker: Optional[str] = None,
-        ticker_lt: Optional[str] = None,
-        ticker_lte: Optional[str] = None,
-        ticker_gt: Optional[str] = None,
-        ticker_gte: Optional[str] = None,
-        published_utc: Optional[str] = None,
-        published_utc_lt: Optional[str] = None,
-        published_utc_lte: Optional[str] = None,
-        published_utc_gt: Optional[str] = None,
-        published_utc_gte: Optional[str] = None,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False,
-    ) -> Union[TickerDetails, HTTPResponse]:
-        """
-        Get the most recent news articles relating to a stock ticker symbol, including a summary of the article and a link to the original source.
-
-        :param ticker: Return results that contain this ticker.
-        :param published_utc: Return results published on, before, or after this date.
-        :param limit: Limit the number of results returned, default is 10 and max is 1000.
-        :param sort: Sort field used for ordering.
-        :param order: Order results based on the sort field.
-        :param params: Any additional query params
-        :param raw: Return raw object instead of results object
-        :return: Ticker News
-        :rtype: TickerNews
-        """
-        url = "/v2/reference/news"
-
-        return self._get(path=url, params=params, deserializer=TickerNews.from_dict, raw=raw) 
-
-    def get_ticker_types(
-        self,
-        asset_class: Optional[AssetClass] = None,
-        locale: Optional[Locale] = None,
-        params: Optional[Dict[str, Any]] = None,
-        raw: bool = False,
-    ) -> Union[TickerTypes, HTTPResponse]:
-        """
-        List all ticker types that Polygon.io has.
-
-        :param asset_class: Filter by asset class.
-        :param locale: Filter by locale.
-        :param params: Any additional query params
-        :param raw: Return raw object instead of results object
-        :return: Ticker Types
-        :rtype: TickerTypes
-        """
-        url = "/v3/reference/tickers/types"
-
-        return self._get(path=url, params=params, deserializer=TickerTypes.from_dict, raw=raw)

tests/mocks.py

@@ -1,16 +1,18 @@
 from polygon import RESTClient
 import unittest
-import httpretty
+import httpretty  # type: ignore
 
 mocks = [
     (
         "/v2/aggs/ticker/AAPL/range/1/day/2005-04-01/2005-04-04",
-        '{"ticker":"AAPL","queryCount":2,"resultsCount":2,"adjusted":true,"results":[{"v":6.42646396e+08,"vw":1.469,"o":1.5032,"c":1.4604,"h":1.5064,"l":1.4489,"t":1112331600000,"n":82132},{"v":5.78172308e+08,"vw":1.4589,"o":1.4639,"c":1.4675,"h":1.4754,"l":1.4343,"t":1112587200000,"n":65543}],"status":"OK","request_id":"12afda77aab3b1936c5fb6ef4241ae42","count":2}'
+        '{"ticker":"AAPL","queryCount":2,"resultsCount":2,"adjusted":true,"results":[{"v":6.42646396e+08,"vw":1.469,"o":1.5032,"c":1.4604,"h":1.5064,"l":1.4489,"t":1112331600000,"n":82132},{"v":5.78172308e+08,"vw":1.4589,"o":1.4639,"c":1.4675,"h":1.4754,"l":1.4343,"t":1112587200000,"n":65543}],"status":"OK","request_id":"12afda77aab3b1936c5fb6ef4241ae42","count":2}',
     )
 ]
 
+
 class BaseTest(unittest.TestCase):
     setup = False
+
     def setUp(self):
         if self.setup:
             return
@@ -19,4 +21,3 @@ def setUp(self):
         for m in mocks:
             httpretty.register_uri(httpretty.GET, c.BASE + m[0], m[1])
         self.setup = True
-

tests/test_aggs.py

@@ -2,10 +2,31 @@
 from polygon.rest.models import Agg
 from mocks import BaseTest
 
+
 class AggsTest(BaseTest):
     def test_get_aggs(self):
         c = RESTClient("")
         aggs = c.get_aggs("AAPL", 1, "day", "2005-04-01", "2005-04-04")
-        expected = [Agg(open=1.5032, high=1.5064, low=1.4489, close=1.4604, volume=642646396.0, vwap=1.469, timestamp=1112331600000, transactions=82132), Agg(open=1.4639, high=1.4754, low=1.4343, close=1.4675, volume=578172308.0, vwap=1.4589, timestamp=1112587200000, transactions=65543)]
+        expected = [
+            Agg(
+                open=1.5032,
+                high=1.5064,
+                low=1.4489,
+                close=1.4604,
+                volume=642646396.0,
+                vwap=1.469,
+                timestamp=1112331600000,
+                transactions=82132,
+            ),
+            Agg(
+                open=1.4639,
+                high=1.4754,
+                low=1.4343,
+                close=1.4675,
+                volume=578172308.0,
+                vwap=1.4589,
+                timestamp=1112587200000,
+                transactions=65543,
+            ),
+        ]
         self.assertEqual(aggs, expected)
-