Qubx 0.2.74__tar.gz → 0.2.75__tar.gz

{qubx-0.2.74 → qubx-0.2.75}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Qubx
-Version: 0.2.74
+Version: 0.2.75
 Summary: Qubx - quantitative trading framework
 Home-page: https://github.com/dmarienko/Qubx
 Author: Dmitry Marienko

{qubx-0.2.74 → qubx-0.2.75}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Qubx"
-version = "0.2.74"
+version = "0.2.75"
 description = "Qubx - quantitative trading framework"
 authors = ["Dmitry Marienko <dmitry@gmail.com>", "Yuriy Arabskyy <yuriy.arabskyy@gmail.com>"]
 readme = "README.md"

{qubx-0.2.74 → qubx-0.2.75}/src/qubx/data/readers.py

@@ -945,6 +945,23 @@ class QuestDBConnector(DataReader):
             return pd.Series()
         return vol_stats.set_index("symbol")["quote_volume"]
 
+    def get_fundamental_data(
+        self, exchange: str, start: str | pd.Timestamp | None = None, stop: str | pd.Timestamp | None = None
+    ) -> pd.DataFrame:
+        table_name = {"BINANCE.UM": "binance.umfutures.fundamental"}[exchange]
+        query = f"select * from {table_name}"
+        if start or stop:
+            conditions = []
+            if start:
+                conditions.append(f"timestamp >= '{start}'")
+            if stop:
+                conditions.append(f"timestamp < '{stop}'")
+            query += " where " + " and ".join(conditions)
+        df = self.execute(query)
+        if df.empty:
+            return pd.DataFrame()
+        return df.set_index(["timestamp", "symbol", "metric"]).value.unstack("metric")
+
     def get_names(self) -> List[str]:
         return self._get_names(self._builder)