Add CI (#115)

* remove websocket, add linters and github actions for PRs for them

* ci tweak

* tweak ci (2)

* vera feedback

* add GH_TOKEN permisions

Author: clickingbuttons

.drone.yml

@@ -0,0 +1,33 @@
+name: lint
+on:
+  push:
+    tags:
+      - v*
+    branches:
+      - v1
+  pull_request:
+permissions:
+  contents: read
+jobs:
+  lint:
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ['3.7', '3.8', '3.9', '3.10']
+    name: Lint ${{ matrix.python-version }}
+    steps:
+      - uses: actions/checkout@v3
+      - name: Setup Python
+        uses: actions/setup-python@v3
+        with:
+          python-version: ${{ matrix.python-version }}
+      - name: Setup Poetry
+        uses: abatilo/[email protected]
+      - name: Install pypi deps
+        run: poetry install
+      - name: Style lint
+        run: poetry run black --check polygon
+      - name: Static lint
+        run: poetry run mypy polygon
+        if: always()

.github/workflows/lint.yml

@@ -1,2 +1 @@
-from .websocket import WebSocketClient, STOCKS_CLUSTER, FOREX_CLUSTER, CRYPTO_CLUSTER
 from .rest import RESTClient

poetry.lock

@@ -1,6 +1,6 @@
 from .aggs import AggsClient
 from .trades import TradesClient
 
+
 class RESTClient(AggsClient, TradesClient):
     pass
-

polygon/__init__.py

@@ -4,18 +4,19 @@
 
 # https://polygon.io/docs/stocks
 class AggsClient(BaseClient):
-    def get_aggs(self,
+    def get_aggs(
+        self,
         ticker: str,
         multiplier: int,
         timespan: str,
         # "from" is a keyword in python https://www.w3schools.com/python/python_ref_keywords.asp
         from_: str,
         to: str,
-        adjusted: Optional[bool]=None,
-        sort: Optional[Union[str, Sort]]=None,
-        limit: Optional[int]=None,
-        params: Optional[Dict[str, Any]]=None,
-        raw: bool=False
+        adjusted: Optional[bool] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        limit: Optional[int] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
     ) -> List[Agg]:
         """
         Get aggregate bars for a ticker over a given date range in custom time window sizes.
@@ -35,5 +36,10 @@ def get_aggs(self,
         """
         url = f"/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_}/{to}"
 
-        return self._get(path=url, params=self._get_params(self.get_aggs, locals()), resultKey="results", deserializer=Agg.from_dict, raw=raw)
-
+        return self._get(
+            path=url,
+            params=self._get_params(self.get_aggs, locals()),
+            resultKey="results",
+            deserializer=Agg.from_dict,
+            raw=raw,
+        )

polygon/rest/__init__.py

@@ -5,43 +5,54 @@
 from enum import Enum
 from typing import Optional, Any
 
-base = 'https://api.polygon.io'
+base = "https://api.polygon.io"
 env_key = "POLYGON_API_KEY"
 
 # https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html
 class BaseClient:
     def __init__(
-            self,
-            api_key: Optional[str] = os.getenv(env_key),
-            connect_timeout: float = 10.0,
-            read_timeout: float = 10.0,
-            num_pools: int = 10,
-            retries = 3,
-            base: str = base
-        ):
+        self,
+        api_key: Optional[str] = os.getenv(env_key),
+        connect_timeout: float = 10.0,
+        read_timeout: float = 10.0,
+        num_pools: int = 10,
+        retries=3,
+        base: str = base,
+    ):
         if api_key is None:
-            raise Exception(f"Must specify env var {env_key} or pass api_key in constructor")
+            raise Exception(
+                f"Must specify env var {env_key} or pass api_key in constructor"
+            )
         self.API_KEY = api_key
         self.BASE = base
 
         # https://urllib3.readthedocs.io/en/stable/reference/urllib3.connectionpool.html#urllib3.HTTPConnectionPool
-        self.client = urllib3.PoolManager(num_pools=num_pools, headers={
-            'Authorization': 'Bearer ' + self.API_KEY
-        })
-        self.timeout=urllib3.Timeout(connect=connect_timeout, read=read_timeout)
+        self.client = urllib3.PoolManager(
+            num_pools=num_pools, headers={"Authorization": "Bearer " + self.API_KEY}
+        )
+        self.timeout = urllib3.Timeout(connect=connect_timeout, read=read_timeout)
         self.retries = retries
 
     def _decode(self, resp):
-        return json.loads(resp.data.decode('utf-8'))
+        return json.loads(resp.data.decode("utf-8"))
 
-    def _get(self, path: str, params: Optional[dict] = None, resultKey: Optional[str] = None, deserializer = None, raw: bool = False) -> Any:
+    def _get(
+        self,
+        path: str,
+        params: Optional[dict] = None,
+        resultKey: Optional[str] = None,
+        deserializer=None,
+        raw: bool = False,
+    ) -> Any:
         if params is None:
             params = {}
         params = {str(k): str(v) for k, v in params.items() if v is not None}
-        resp = self.client.request('GET', self.BASE + path, fields=params, retries=self.retries)
+        resp = self.client.request(
+            "GET", self.BASE + path, fields=params, retries=self.retries
+        )
 
         if resp.status != 200:
-            raise Exception(resp.data.decode('utf-8'))
+            raise Exception(resp.data.decode("utf-8"))
 
         if raw:
             return resp
@@ -50,7 +61,7 @@ def _get(self, path: str, params: Optional[dict] = None, resultKey: Optional[str
 
         if resultKey:
             obj = obj[resultKey]
-        
+
         if deserializer:
             obj = [deserializer(o) for o in obj]
 
@@ -63,7 +74,7 @@ def _get_params(self, fn, caller_locals):
         # https://docs.python.org/3.7/library/inspect.html#inspect.Signature
         for argname, v in inspect.signature(fn).parameters.items():
             # https://docs.python.org/3.7/library/inspect.html#inspect.Parameter
-            if argname in ['params', 'raw']:
+            if argname in ["params", "raw"]:
                 continue
             if v.default != v.empty:
                 # timestamp_lt -> timestamp.lt
@@ -77,14 +88,16 @@ def _get_params(self, fn, caller_locals):
 
     def _paginate(self, path: str, params: dict, raw: bool, deserializer):
         while True:
-            resp = self._get(path=path, params=params, deserializer=deserializer, raw=True)
+            resp = self._get(
+                path=path, params=params, deserializer=deserializer, raw=True
+            )
             if raw:
                 return resp
             decoded = self._decode(resp)
             for t in decoded["results"]:
                 yield deserializer(t)
             if "next_url" in decoded:
-                path = decoded["next_url"].replace(self.BASE, '')
+                path = decoded["next_url"].replace(self.BASE, "")
                 params = {}
             else:
                 return

polygon/rest/aggs.py

@@ -2,11 +2,12 @@
 from .trades import *
 from enum import Enum
 
+
 class Sort(Enum):
-    ASC = 'asc'
-    DESC = 'desc'
+    ASC = "asc"
+    DESC = "desc"
 
-class Order(Enum):
-    ASC = 'asc'
-    DESC = 'desc'
 
+class Order(Enum):
+    ASC = "asc"
+    DESC = "desc"

polygon/rest/base.py

@@ -1,5 +1,6 @@
 from dataclasses import dataclass
 
+
 @dataclass
 class Agg:
     open: float
@@ -13,14 +14,4 @@ class Agg:
 
     @staticmethod
     def from_dict(d):
-        return Agg(
-            d['o'],
-            d['h'],
-            d['l'],
-            d['c'],
-            d['v'],
-            d['vw'],
-            d['t'],
-            d['n']
-        )
-
+        return Agg(d["o"], d["h"], d["l"], d["c"], d["v"], d["vw"], d["t"], d["n"])

polygon/rest/models/__init__.py

@@ -1,6 +1,7 @@
 from typing import Optional, List
 from dataclasses import dataclass
 
+
 @dataclass
 class Trade:
     "Trade contains trade data for a specified ticker symbol."
@@ -20,4 +21,3 @@ class Trade:
     @staticmethod
     def from_dict(d):
         return Trade(**d)
-