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[BugFix] - Adds a timezone to the Unix timestamp conversion to correct localization errors. (#6023)

Browse Source 
* fix: remove specific imports

* make polygon historical tz-aware

* undo including that commit

* that PR wasn't supposed to be there.

* pylint unused argument

* fix polygon crypto historical intervals

* pylint

* new cassette

* fix the rest of the polygon historical price query params

* black

* pylint..

* integration test param

* appease daylight savings handling

* paginate for crypto currency and index

* black

* raise EmptyDataError when no results instead of returning an empty list

* ruff

---------

Co-authored-by: Diogo Sousa <montezdesousa@gmail.com>
This commit is contained in:
Danglewood
2024-02-05 11:53:17 -08:00
committed by GitHub
parent 16f2bec65f
commit 7c953d5964
14 changed files with 377 additions and 192 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
openbb_platform/extensions/crypto/integration/test_crypto_api.py
View File

@@ -71,11 +71,9 @@ def test_crypto_search(params, headers):
),
(
{
"multiplier": 1,
"timespan": "minute",
"interval": "1m",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"provider": "polygon",
"symbol": "BTCUSD",
"start_date": "2023-01-01",
@@ -84,11 +82,9 @@ def test_crypto_search(params, headers):
),
(
{
"multiplier": 1,
"timespan": "day",
"interval": "1d",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"provider": "polygon",
"symbol": "BTCUSD",
"start_date": "2023-01-01",

8
openbb_platform/extensions/crypto/integration/test_crypto_python.py
View File

@@ -65,11 +65,9 @@ def test_crypto_search(params, obb):
),
(
{
"multiplier": 1,
"timespan": "minute",
"interval": "1m",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"provider": "polygon",
"symbol": "BTCUSD",
"start_date": "2023-01-01",
@@ -78,11 +76,9 @@ def test_crypto_search(params, obb):
),
(
{
"multiplier": 1,
"timespan": "day",
"interval": "1d",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"provider": "polygon",
"symbol": "BTCUSD",
"start_date": "2023-01-01",

8
openbb_platform/extensions/currency/integration/test_currency_api.py
View File

@@ -81,11 +81,9 @@ def test_currency_search(params, headers):
),
(
{
"multiplier": 1,
"timespan": "minute",
"interval": "1m",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"provider": "polygon",
"symbol": "EURUSD",
"start_date": "2023-01-01",
@@ -94,11 +92,9 @@ def test_currency_search(params, headers):
),
(
{
"multiplier": 1,
"timespan": "day",
"interval": "1d",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"provider": "polygon",
"symbol": "EURUSD",
"start_date": "2023-01-01",

8
openbb_platform/extensions/currency/integration/test_currency_python.py
View File

@@ -76,11 +76,9 @@ def test_currency_search(params, obb):
),
(
{
"multiplier": 1,
"timespan": "minute",
"interval": "1m",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"provider": "polygon",
"symbol": "EURUSD",
"start_date": "2023-01-01",
@@ -89,11 +87,9 @@ def test_currency_search(params, obb):
),
(
{
"multiplier": 1,
"timespan": "day",
"interval": "1d",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"provider": "polygon",
"symbol": "EURUSD",
"start_date": "2023-01-01",

10
openbb_platform/extensions/index/integration/test_index_api.py
View File

@@ -90,30 +90,24 @@ def test_index_constituents(params, headers):
),
(
{
"timespan": "minute",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"multiplier": 1,
"interval": "1m",
"provider": "polygon",
"symbol": "NDX",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"interval": None,
}
),
(
{
"timespan": "day",
"interval": "1d",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"multiplier": 1,
"provider": "polygon",
"symbol": "NDX",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"interval": None,
}
),
(

10
openbb_platform/extensions/index/integration/test_index_python.py
View File

@@ -86,30 +86,24 @@ def test_index_constituents(params, obb):
),
(
{
"timespan": "minute",
"interval": "1m",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"multiplier": 1,
"provider": "polygon",
"symbol": "NDX",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"interval": None,
}
),
(
{
"timespan": "day",
"interval": "1d",
"sort": "desc",
"limit": 49999,
"adjusted": True,
"multiplier": 1,
"provider": "polygon",
"symbol": "NDX",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"interval": None,
}
),
(

106
openbb_platform/providers/polygon/openbb_polygon/models/crypto_historical.py
View File

@@ -1,5 +1,8 @@
"""Polygon Crypto Historical Price Model."""
# pylint: disable=unused-argument,protected-access,line-too-long
import warnings
from datetime import datetime
from typing import Any, Dict, List, Literal, Optional
@@ -10,8 +13,21 @@ from openbb_core.provider.standard_models.crypto_historical import (
CryptoHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_polygon.utils.helpers import get_data_many
from pydantic import Field, PositiveInt
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import (
ClientResponse,
ClientSession,
amake_requests,
)
from pydantic import (
Field,
PositiveInt,
PrivateAttr,
model_validator,
)
from pytz import timezone
_warn = warnings.warn
class PolygonCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
@@ -20,11 +36,8 @@ class PolygonCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
Source: https://polygon.io/docs/crypto/get_v2_aggs_ticker__cryptoticker__range__multiplier___timespan___from___to
"""
multiplier: PositiveInt = Field(
default=1, description="Multiplier of the timespan."
)
timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
Field(default="day", description="Timespan of the data.")
interval: str = Field(
default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
)
sort: Literal["asc", "desc"] = Field(
default="desc", description="Sort order of the data."
@@ -32,7 +45,28 @@ class PolygonCryptoHistoricalQueryParams(CryptoHistoricalQueryParams):
limit: PositiveInt = Field(
default=49999, description=QUERY_DESCRIPTIONS.get("limit", "")
)
adjusted: bool = Field(default=True, description="Whether the data is adjusted.")
_multiplier: PositiveInt = PrivateAttr(default=None)
_timespan: str = PrivateAttr(default=None)
@model_validator(mode="after")
@classmethod
def get_api_interval_params(cls, values: "PolygonCryptoHistoricalQueryParams"):
"""Get the multiplier and timespan parameters for the Polygon API."""
intervals = {
"s": "second",
"m": "minute",
"h": "hour",
"d": "day",
"W": "week",
"M": "month",
"Q": "quarter",
"Y": "year",
}
values._multiplier = int(values.interval[:-1])
values._timespan = intervals[values.interval[-1]]
return values
class PolygonCryptoHistoricalData(CryptoHistoricalData):
@@ -84,28 +118,56 @@ class PolygonCryptoHistoricalFetcher(
query: PolygonCryptoHistoricalQueryParams,
credentials: Optional[Dict[str, str]],
**kwargs: Any,
) -> dict:
) -> List[Dict]:
"""Extract raw data from the Polygon endpoint."""
api_key = credentials.get("polygon_api_key") if credentials else ""
request_url = (
f"https://api.polygon.io/v2/aggs/ticker/"
f"X:{query.symbol}/range/{query.multiplier}/{query.timespan}/"
f"{query.start_date}/{query.end_date}?adjusted={query.adjusted}"
f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
)
data = await get_data_many(request_url, "results", **kwargs)
urls = [
(
"https://api.polygon.io/v2/aggs/ticker/"
f"X:{symbol.upper()}/range/{query._multiplier}/{query._timespan}/"
f"{query.start_date}/{query.end_date}?"
f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
)
for symbol in query.symbol.split(",")
]
for d in data:
d["t"] = datetime.fromtimestamp(d["t"] / 1000)
if query.timespan not in ["minute", "hour"]:
d["t"] = d["t"].date()
async def callback(
response: ClientResponse, session: ClientSession
) -> List[Dict]:
data = await response.json()
return data
symbol = response.url.parts[4]
next_url = data.get("next_url", None)
results: list = data.get("results", [])
while next_url:
url = f"{next_url}&apiKey={api_key}"
data = await session.get_json(url)
results.extend(data.get("results", []))
next_url = data.get("next_url", None)
for r in results:
r["t"] = datetime.fromtimestamp(r["t"] / 1000, tz=timezone("UTC"))
if query._timespan not in ["second", "minute", "hour"]:
r["t"] = r["t"].date()
else:
r["t"] = r["t"].strftime("%Y-%m-%dT%H:%M:%S%z")
if "," in query.symbol:
r["symbol"] = symbol.replace("X:", "")
if results == []:
_warn(f"Symbol Error: No data found for {symbol.replace('X:', '')}")
return results
return await amake_requests(urls, callback, **kwargs)
@staticmethod
def transform_data(
query: PolygonCryptoHistoricalQueryParams, data: dict, **kwargs: Any
query: PolygonCryptoHistoricalQueryParams, data: List[Dict], **kwargs: Any
) -> List[PolygonCryptoHistoricalData]:
"""Transform the data."""
if not data:
raise EmptyDataError()
return [PolygonCryptoHistoricalData.model_validate(d) for d in data]

106
openbb_platform/providers/polygon/openbb_polygon/models/currency_historical.py
View File

@@ -1,5 +1,8 @@
"""Polygon Currency Historical Price Model."""
# pylint: disable=unused-argument,protected-access,line-too-long
import warnings
from datetime import datetime
from typing import Any, Dict, List, Literal, Optional
@@ -10,8 +13,21 @@ from openbb_core.provider.standard_models.currency_historical import (
CurrencyHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_polygon.utils.helpers import get_data_many
from pydantic import Field, PositiveInt
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import (
ClientResponse,
ClientSession,
amake_requests,
)
from pydantic import (
Field,
PositiveInt,
PrivateAttr,
model_validator,
)
from pytz import timezone
_warn = warnings.warn
class PolygonCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
@@ -20,11 +36,8 @@ class PolygonCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
Source: https://polygon.io/docs/forex/get_v2_aggs_ticker__forexticker__range__multiplier___timespan___from___to
"""
multiplier: PositiveInt = Field(
default=1, description="Multiplier of the timespan."
)
timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
Field(default="day", description="Timespan of the data.")
interval: str = Field(
default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
)
sort: Literal["asc", "desc"] = Field(
default="desc", description="Sort order of the data."
@@ -32,7 +45,28 @@ class PolygonCurrencyHistoricalQueryParams(CurrencyHistoricalQueryParams):
limit: PositiveInt = Field(
default=49999, description=QUERY_DESCRIPTIONS.get("limit", "")
)
adjusted: bool = Field(default=True, description="Whether the data is adjusted.")
_multiplier: PositiveInt = PrivateAttr(default=None)
_timespan: str = PrivateAttr(default=None)
@model_validator(mode="after")
@classmethod
def get_api_interval_params(cls, values: "PolygonCurrencyHistoricalQueryParams"):
"""Get the multiplier and timespan parameters for the Polygon API."""
intervals = {
"s": "second",
"m": "minute",
"h": "hour",
"d": "day",
"W": "week",
"M": "month",
"Q": "quarter",
"Y": "year",
}
values._multiplier = int(values.interval[:-1])
values._timespan = intervals[values.interval[-1]]
return values
class PolygonCurrencyHistoricalData(CurrencyHistoricalData):
@@ -81,28 +115,56 @@ class PolygonCurrencyHistoricalFetcher(
query: PolygonCurrencyHistoricalQueryParams,
credentials: Optional[Dict[str, str]],
**kwargs: Any,
) -> dict:
) -> List[Dict]:
"""Return the raw data from the polygon endpoint."""
api_key = credentials.get("polygon_api_key") if credentials else ""
request_url = (
f"https://api.polygon.io/v2/aggs/ticker/"
f"C:{query.symbol}/range/{query.multiplier}/{query.timespan}/"
f"{query.start_date}/{query.end_date}?adjusted={query.adjusted}"
f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
)
data = await get_data_many(request_url, "results", **kwargs)
urls = [
(
"https://api.polygon.io/v2/aggs/ticker/"
f"C:{symbol.upper()}/range/{query._multiplier}/{query._timespan}/"
f"{query.start_date}/{query.end_date}?"
f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
)
for symbol in query.symbol.split(",")
]
for d in data:
d["t"] = datetime.fromtimestamp(d["t"] / 1000)
if query.timespan not in ["minute", "hour"]:
d["t"] = d["t"].date()
async def callback(
response: ClientResponse, session: ClientSession
) -> List[Dict]:
data = await response.json()
return data
symbol = response.url.parts[4]
next_url = data.get("next_url", None)
results: list = data.get("results", [])
while next_url:
url = f"{next_url}&apiKey={api_key}"
data = await session.get_json(url)
results.extend(data.get("results", []))
next_url = data.get("next_url", None)
for r in results:
r["t"] = datetime.fromtimestamp(r["t"] / 1000, tz=timezone("UTC"))
if query._timespan not in ["second", "minute", "hour"]:
r["t"] = r["t"].date()
else:
r["t"] = r["t"].strftime("%Y-%m-%dT%H:%M:%S%z")
if "," in query.symbol:
r["symbol"] = symbol
if results == []:
_warn(f"Symbol Error: No data found for {symbol.replace('C:', '')}")
return results
return await amake_requests(urls, callback, **kwargs)
@staticmethod
def transform_data(
query: PolygonCurrencyHistoricalQueryParams, data: dict, **kwargs: Any
query: PolygonCurrencyHistoricalQueryParams, data: List[Dict], **kwargs: Any
) -> List[PolygonCurrencyHistoricalData]:
"""Return the transformed data."""
if not data:
raise EmptyDataError()
return [PolygonCurrencyHistoricalData.model_validate(d) for d in data]

18
openbb_platform/providers/polygon/openbb_polygon/models/equity_historical.py
View File

@@ -1,5 +1,8 @@
"""Polygon Equity Historical Price Model."""
# pylint: disable=unused-argument
import warnings
from datetime import datetime
from typing import Any, Dict, List, Literal, Optional
@@ -10,6 +13,7 @@ from openbb_core.provider.standard_models.equity_historical import (
EquityHistoricalQueryParams,
)
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import (
ClientResponse,
ClientSession,
@@ -21,6 +25,9 @@ from pydantic import (
PrivateAttr,
model_validator,
)
from pytz import timezone
_warn = warnings.warn
class PolygonEquityHistoricalQueryParams(EquityHistoricalQueryParams):
@@ -143,12 +150,19 @@ class PolygonEquityHistoricalFetcher(
next_url = data.get("next_url", None)
for r in results:
r["t"] = datetime.fromtimestamp(r["t"] / 1000)
r["t"] = datetime.fromtimestamp(
r["t"] / 1000, tz=timezone("America/New_York")
)
if query._timespan not in ["second", "minute", "hour"]:
r["t"] = r["t"].date()
else:
r["t"] = r["t"].strftime("%Y-%m-%dT%H:%M:%S")
if "," in query.symbol:
r["symbol"] = symbol
if results == []:
_warn(f"Symbol Error: No data found for {symbol}")
return results
return await amake_requests(urls, callback, **kwargs)
@@ -160,4 +174,6 @@ class PolygonEquityHistoricalFetcher(
**kwargs: Any,
) -> List[PolygonEquityHistoricalData]:
"""Transform the data from the Polygon endpoint."""
if not data:
raise EmptyDataError()
return [PolygonEquityHistoricalData.model_validate(d) for d in data]

113
openbb_platform/providers/polygon/openbb_polygon/models/index_historical.py
View File

@@ -1,5 +1,8 @@
"""Polygon Index Historical Model."""
# pylint: disable=unused-argument,protected-access,line-too-long
import warnings
from datetime import datetime
from typing import Any, Dict, List, Literal, Optional
@@ -9,8 +12,22 @@ from openbb_core.provider.standard_models.index_historical import (
IndexHistoricalData,
IndexHistoricalQueryParams,
)
from openbb_polygon.utils.helpers import get_data_many
from pydantic import Field, PositiveInt
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
from openbb_core.provider.utils.errors import EmptyDataError
from openbb_core.provider.utils.helpers import (
ClientResponse,
ClientSession,
amake_requests,
)
from pydantic import (
Field,
PositiveInt,
PrivateAttr,
model_validator,
)
from pytz import timezone
_warn = warnings.warn
class PolygonIndexHistoricalQueryParams(IndexHistoricalQueryParams):
@@ -19,13 +36,37 @@ class PolygonIndexHistoricalQueryParams(IndexHistoricalQueryParams):
Source: https://polygon.io/docs/indices/getting-started
"""
timespan: Literal["minute", "hour", "day", "week", "month", "quarter", "year"] = (
Field(default="day", description="Timespan of the data.")
interval: str = Field(
default="1d", description=QUERY_DESCRIPTIONS.get("interval", "")
)
adjusted: bool = Field(default=True, description="Whether the data is adjusted.")
multiplier: PositiveInt = Field(
default=1, description="Multiplier of the timespan."
sort: Literal["asc", "desc"] = Field(
default="desc", description="Sort order of the data."
)
limit: PositiveInt = Field(
default=49999, description=QUERY_DESCRIPTIONS.get("limit", "")
)
_multiplier: PositiveInt = PrivateAttr(default=None)
_timespan: str = PrivateAttr(default=None)
@model_validator(mode="after")
@classmethod
def get_api_interval_params(cls, values: "PolygonIndexHistoricalQueryParams"):
"""Get the multiplier and timespan parameters for the Polygon API."""
intervals = {
"s": "second",
"m": "minute",
"h": "hour",
"d": "day",
"W": "week",
"M": "month",
"Q": "quarter",
"Y": "year",
}
values._multiplier = int(values.interval[:-1])
values._timespan = intervals[values.interval[-1]]
return values
class PolygonIndexHistoricalData(IndexHistoricalData):
@@ -74,30 +115,60 @@ class PolygonIndexHistoricalFetcher(
query: PolygonIndexHistoricalQueryParams,
credentials: Optional[Dict[str, str]],
**kwargs: Any,
) -> dict:
) -> List[Dict]:
"""Extract raw data from the Polygon endpoint."""
api_key = credentials.get("polygon_api_key") if credentials else ""
request_url = (
f"https://api.polygon.io/v2/aggs/ticker/"
f"I:{query.symbol}/range/{query.multiplier}/{query.timespan}/"
f"{query.start_date}/{query.end_date}?adjusted={query.adjusted}"
f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
)
data = await get_data_many(request_url, "results", **kwargs)
urls = [
(
"https://api.polygon.io/v2/aggs/ticker/"
f"I:{symbol.upper()}/range/{query._multiplier}/{query._timespan}/"
f"{query.start_date}/{query.end_date}?"
f"&sort={query.sort}&limit={query.limit}&apiKey={api_key}"
)
for symbol in query.symbol.split(",")
]
for d in data:
d["t"] = datetime.fromtimestamp(d["t"] / 1000)
if query.timespan not in ["minute", "hour"]:
d["t"] = d["t"].date()
async def callback(
response: ClientResponse, session: ClientSession
) -> List[Dict]:
data = await response.json()
return data
symbol = response.url.parts[4]
next_url = data.get("next_url", None)
results: list = data.get("results", [])
while next_url:
url = f"{next_url}&apiKey={api_key}"
data = await session.get_json(url)
results.extend(data.get("results", []))
next_url = data.get("next_url", None)
for r in results:
r["t"] = datetime.fromtimestamp(
r["t"] / 1000, tz=timezone("America/New_York")
)
if query._timespan not in ["second", "minute", "hour"]:
r["t"] = r["t"].date()
else:
r["t"] = r["t"].strftime("%Y-%m-%dT%H:%M:%S")
if "," in query.symbol:
r["symbol"] = symbol
if results == []:
_warn(f"Symbol Error: No data found for {symbol.replace('I:', '')}")
return results
return await amake_requests(urls, callback, **kwargs)
@staticmethod
def transform_data(
query: PolygonIndexHistoricalQueryParams,
data: dict,
data: List[Dict],
**kwargs: Any,
) -> List[PolygonIndexHistoricalData]:
"""Transform the data."""
if not data:
raise EmptyDataError()
return [PolygonIndexHistoricalData.model_validate(d) for d in data]

30
openbb_platform/providers/polygon/openbb_polygon/models/market_snapshots.py
View File

@@ -1,15 +1,17 @@
"""Polygon Market Snapshots Model."""
# pylint: disable=unused-argument
from datetime import datetime
from typing import Any, Dict, List, Optional
import pandas as pd
from openbb_core.provider.abstract.fetcher import Fetcher
from openbb_core.provider.standard_models.market_snapshots import (
MarketSnapshotsData,
MarketSnapshotsQueryParams,
)
from openbb_polygon.utils.helpers import get_data_many
from pandas import to_datetime
from pydantic import Field, field_validator
@@ -23,23 +25,23 @@ class PolygonMarketSnapshotsQueryParams(MarketSnapshotsQueryParams):
class PolygonMarketSnapshotsData(MarketSnapshotsData):
"""Polygon Market Snapshots Data."""
vwap: float = Field(
vwap: Optional[float] = Field(
description="The volume weighted average price of the stock on the current trading day.",
default=None,
)
prev_open: float = Field(
prev_open: Optional[float] = Field(
description="The previous trading session opening price.", default=None
)
prev_high: float = Field(
prev_high: Optional[float] = Field(
description="The previous trading session high price.", default=None
)
prev_low: float = Field(
prev_low: Optional[float] = Field(
description="The previous trading session low price.", default=None
)
prev_volume: float = Field(
prev_volume: Optional[float] = Field(
description="The previous trading session volume.", default=None
)
prev_vwap: float = Field(
prev_vwap: Optional[float] = Field(
description="The previous trading session VWAP.", default=None
)
last_updated: Optional[datetime] = Field(
@@ -79,9 +81,7 @@ class PolygonMarketSnapshotsData(MarketSnapshotsData):
def date_validate(cls, v):
"""Return formatted datetime."""
return (
pd.to_datetime(v, unit="ns", origin="unix", utc=True).tz_convert(
"US/Eastern"
)
to_datetime(v, unit="ns", origin="unix", utc=True).tz_convert("US/Eastern")
if v
else None
)
@@ -120,7 +120,7 @@ class PolygonMarketSnapshotsFetcher(
**kwargs: Any,
) -> List[PolygonMarketSnapshotsData]:
"""Return the transformed data."""
processed_data = []
processed_data: List[PolygonMarketSnapshotsData] = []
# Process and flatten the response from a nested dictionary
for item in data:
@@ -129,7 +129,7 @@ class PolygonMarketSnapshotsFetcher(
day_data = item.get("day", {})
prev_day = item.get("prevDay", {})
market_data: Dict[str, List[Any]] = {
market_data: Dict = {
"symbol": item["ticker"],
"bid": last_quote.get("p"),
"ask": last_quote.get("P"),
@@ -158,6 +158,8 @@ class PolygonMarketSnapshotsFetcher(
"last_trade_timestamp": last_trade.get("t"),
}
processed_data.append(market_data)
processed_data.append(
PolygonMarketSnapshotsData.model_validate(market_data)
)
return [PolygonMarketSnapshotsData.model_validate(d) for d in processed_data]
return processed_data

30
openbb_platform/providers/polygon/tests/record/http/test_polygon_fetchers/test_polygon_crypto_historical_fetcher.yaml vendored
View File

@@ -3,27 +3,27 @@ interactions:
body: null
headers:
Accept:
- '*/*'
- application/json
Accept-Encoding:
- gzip, deflate
Connection:
- keep-alive
method: GET
uri: https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2023-01-01/2023-01-10?adjusted=True&apiKey=MOCK_API_KEY&limit=49999&sort=desc
uri: https://api.polygon.io/v2/aggs/ticker/X:BTCUSD/range/1/day/2023-01-01/2023-01-10?apiKey=MOCK_API_KEY&limit=49999&sort=desc
response:
body:
string: !!binary |
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headers:
Connection:
- keep-alive
@@ -34,7 +34,7 @@ interactions:
Content-Type:
- application/json
Date:
- Tue, 26 Sep 2023 19:08:18 GMT
- Fri, 02 Feb 2024 00:32:56 GMT
Server:
- nginx/1.19.2
Strict-Transport-Security:
@@ -42,7 +42,7 @@ interactions:
Vary:
- Accept-Encoding
X-Request-Id:
- 1e243e29bd49ba1ad01f4c6fcc163f16
- 2aaabbf87c33533d52377a8f5211dd26
status:
code: 200
message: OK

26
openbb_platform/providers/polygon/tests/record/http/test_polygon_fetchers/test_polygon_currency_historical_fetcher.yaml vendored
View File

@@ -3,35 +3,35 @@ interactions:
body: null
headers:
Accept:
- '*/*'
- application/json
Accept-Encoding:
- gzip, deflate
Connection:
- keep-alive
method: GET
uri: https://api.polygon.io/v2/aggs/ticker/C:EURUSD/range/1/day/2023-01-01/2023-01-10?adjusted=True&apiKey=MOCK_API_KEY&limit=49999&sort=desc
uri: https://api.polygon.io/v2/aggs/ticker/C:EURUSD/range/1/day/2023-01-01/2023-01-10?apiKey=MOCK_API_KEY&limit=49999&sort=desc
response:
body:
string: !!binary |
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headers:
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- keep-alive
Content-Encoding:
- gzip
Content-Length:
- '453'
- '455'
Content-Type:
- application/json
Date:
- Tue, 26 Sep 2023 19:08:19 GMT
- Fri, 02 Feb 2024 00:32:57 GMT
Server:
- nginx/1.19.2
Strict-Transport-Security:
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- Accept-Encoding
X-Request-Id:
- 5ee6b475a84f16a6ddfb3ba23fe99fc5
- 619aa6f6b18ac931bc3a48cfc58a5ee2
status:
code: 200
message: OK

88
openbb_platform/providers/polygon/tests/record/http/test_polygon_fetchers/test_polygon_index_historical_fetcher.yaml vendored
View File

@@ -9,51 +9,51 @@ interactions:
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- keep-alive
method: GET
uri: https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/2023-01-01/2023-05-10?adjusted=True&apiKey=MOCK_API_KEY&limit=10000&sort=asc
uri: https://api.polygon.io/v2/aggs/ticker/I:NDX/range/1/day/2023-01-01/2023-05-10?apiKey=MOCK_API_KEY&limit=49999&sort=desc
response:
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3KlR4Xu3sNTpzbR4srUMOXDGvVesAKHmRB1T2FhxnvkyMboFW5+cUobfjXxYMhwXS5ZGE7pdHezY
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ITEJ0iM3FPs67/5xO76//PTy4/vxdPz1z8ft+Pb824/n7y///PnL8XTIT5/A3vz86fO/njP8y/On
yC85R4l/aXw5bsfn9RX8j/8FAAD//5lL1vwoFwAA
headers:
Connection:
- keep-alive
@@ -62,7 +62,7 @@ interactions:
Content-Type:
- application/json
Date:
- Mon, 05 Feb 2024 12:25:28 GMT
- Fri, 02 Feb 2024 00:35:30 GMT
Server:
- nginx/1.19.2
Strict-Transport-Security:
@@ -72,7 +72,7 @@ interactions:
Vary:
- Accept-Encoding
X-Request-Id:
- cd19fc998cee9a09eb5d7417c90d450b
- 1ab70490ebcfe654deb56d619924d97d
status:
code: 200
message: OK