alpaca-py-nopandas 0.1.0__py3-none-any.whl

alpaca/data/models/corporate_actions.py

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+from datetime import date
+from typing import Dict, List, Optional, Union
+
+from alpaca.common.models import ModelWithID as BaseModel
+from alpaca.common.types import RawData
+from alpaca.data.models.base import BaseDataSet, TimeSeriesMixin
+
+
+class ForwardSplit(BaseModel):
+    corporate_action_type: str
+    symbol: str
+    cusip: str
+    new_rate: float
+    old_rate: float
+    process_date: date
+    ex_date: date
+    record_date: Optional[date] = None
+    payable_date: Optional[date] = None
+    due_bill_redemption_date: Optional[date] = None
+
+
+class ReverseSplit(BaseModel):
+    corporate_action_type: str
+    symbol: str
+    old_cusip: str
+    new_cusip: str
+    new_rate: float
+    old_rate: float
+    process_date: date
+    ex_date: date
+    record_date: Optional[date] = None
+    payable_date: Optional[date] = None
+
+
+class UnitSplit(BaseModel):
+    corporate_action_type: str
+    old_symbol: str
+    old_cusip: str
+    old_rate: float
+    new_symbol: str
+    new_cusip: str
+    new_rate: float
+    alternate_symbol: str
+    alternate_cusip: str
+    alternate_rate: float
+    process_date: date
+    effective_date: date
+    payable_date: Optional[date] = None
+
+
+class StockDividend(BaseModel):
+    corporate_action_type: str
+    symbol: str
+    cusip: str
+    rate: float
+    process_date: date
+    ex_date: date
+    record_date: Optional[date] = None
+    payable_date: Optional[date] = None
+
+
+class CashDividend(BaseModel):
+    corporate_action_type: str
+    symbol: str
+    cusip: str
+    rate: float
+    special: bool
+    foreign: bool
+    process_date: date
+    ex_date: date
+    record_date: Optional[date] = None
+    payable_date: Optional[date] = None
+    due_bill_on_date: Optional[date] = None
+    due_bill_off_date: Optional[date] = None
+
+
+class SpinOff(BaseModel):
+    corporate_action_type: str
+    source_symbol: str
+    source_cusip: str
+    source_rate: float
+    new_symbol: str
+    new_cusip: str
+    new_rate: float
+    process_date: date
+    ex_date: date
+    record_date: Optional[date] = None
+    payable_date: Optional[date] = None
+    due_bill_redemption_date: Optional[date] = None
+
+
+class CashMerger(BaseModel):
+    corporate_action_type: str
+    acquirer_symbol: Optional[str] = None
+    acquirer_cusip: Optional[str] = None
+    acquiree_symbol: str
+    acquiree_cusip: str
+    rate: float
+    process_date: date
+    effective_date: date
+    payable_date: Optional[date] = None
+
+
+class StockMerger(BaseModel):
+    corporate_action_type: str
+    acquirer_symbol: str
+    acquirer_cusip: str
+    acquirer_rate: float
+    acquiree_symbol: str
+    acquiree_cusip: str
+    acquiree_rate: float
+    process_date: date
+    effective_date: date
+    payable_date: Optional[date] = None
+
+
+class StockAndCashMerger(BaseModel):
+    corporate_action_type: str
+    acquirer_symbol: str
+    acquirer_cusip: str
+    acquirer_rate: float
+    acquiree_symbol: str
+    acquiree_cusip: str
+    acquiree_rate: float
+    cash_rate: float
+    process_date: date
+    effective_date: date
+    payable_date: Optional[date] = None
+
+
+class Redemption(BaseModel):
+    corporate_action_type: str
+    symbol: str
+    cusip: str
+    rate: float
+    process_date: date
+    payable_date: Optional[date] = None
+
+
+class NameChange(BaseModel):
+    corporate_action_type: str
+    old_symbol: str
+    old_cusip: str
+    new_symbol: str
+    new_cusip: str
+    process_date: date
+
+
+class WorthlessRemoval(BaseModel):
+    corporate_action_type: str
+    symbol: str
+    cusip: str
+    process_date: date
+
+
+class RightsDistribution(BaseModel):
+    corporate_action_type: str
+    source_symbol: str
+    source_cusip: str
+    new_symbol: str
+    new_cusip: str
+    rate: float
+    process_date: date
+    ex_date: date
+    payable_date: date = None
+    record_date: Optional[date] = None
+    expiration_date: Optional[date] = None
+
+
+CorporateAction = Union[
+    ForwardSplit,
+    ReverseSplit,
+    UnitSplit,
+    StockDividend,
+    CashDividend,
+    SpinOff,
+    CashMerger,
+    StockMerger,
+    StockAndCashMerger,
+    Redemption,
+    NameChange,
+    WorthlessRemoval,
+    RightsDistribution,
+]
+
+
+class CorporateActionsSet(BaseDataSet, TimeSeriesMixin):
+    """
+    A collection of Corporate actions.
+    ref. https://docs.alpaca.markets/reference/corporateactions-1
+
+    Attributes:
+        data (Dict[str, List[CorporateAction]]): The collection of corporate actions.
+    """
+
+    data: Dict[
+        str,
+        List[CorporateAction],
+    ] = {}
+
+    def __init__(self, raw_data: RawData) -> None:
+        """
+        Instantiates a CorporateActionsSet - a collection of CorporateAction.
+
+        Args:
+            raw_data (RawData): The raw corporate_actions data received from API
+        """
+        parsed_corporate_actions: Dict[
+            str,
+            List[CorporateAction],
+        ] = {}
+
+        if raw_data is None:
+            return super().__init__()
+
+        for corporate_action_type, corporate_actions in raw_data.items():
+            if corporate_action_type == "forward_splits":
+                parsed_corporate_actions[corporate_action_type] = [
+                    ForwardSplit(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "reverse_splits":
+                parsed_corporate_actions[corporate_action_type] = [
+                    ReverseSplit(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "unit_splits":
+                parsed_corporate_actions[corporate_action_type] = [
+                    UnitSplit(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "stock_dividends":
+                parsed_corporate_actions[corporate_action_type] = [
+                    StockDividend(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "cash_dividends":
+                parsed_corporate_actions[corporate_action_type] = [
+                    CashDividend(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "spin_offs":
+                parsed_corporate_actions[corporate_action_type] = [
+                    SpinOff(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "cash_mergers":
+                parsed_corporate_actions[corporate_action_type] = [
+                    CashMerger(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "stock_mergers":
+                parsed_corporate_actions[corporate_action_type] = [
+                    StockMerger(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "stock_and_cash_mergers":
+                parsed_corporate_actions[corporate_action_type] = [
+                    StockAndCashMerger(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "redemptions":
+                parsed_corporate_actions[corporate_action_type] = [
+                    Redemption(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "name_changes":
+                parsed_corporate_actions[corporate_action_type] = [
+                    NameChange(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "worthless_removals":
+                parsed_corporate_actions[corporate_action_type] = [
+                    WorthlessRemoval(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+            elif corporate_action_type == "rights_distributions":
+                parsed_corporate_actions[corporate_action_type] = [
+                    RightsDistribution(
+                        corporate_action_type=corporate_action_type, **corporate_action
+                    )
+                    for corporate_action in corporate_actions
+                ]
+
+        super().__init__(data=parsed_corporate_actions)

alpaca/data/models/news.py

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+from datetime import datetime
+from typing import List, Optional
+
+from alpaca.common.models import ValidateBaseModel as BaseModel
+from alpaca.common.types import RawData
+from alpaca.data import NewsImageSize
+from alpaca.data.models.base import BaseDataSet, TimeSeriesMixin
+
+
+class NewsImage(BaseModel):
+    """
+    images (URLs) related to given article
+
+    Attributes:
+        size (NewsImageSize): Possible values for size are thumb, small and large.
+        url (str): url to image from news article.
+    """
+
+    size: NewsImageSize
+    url: str
+
+
+class News(BaseModel):
+    """
+    News article object
+
+    Attributes:
+        id (str): News article ID
+        headline (str): Headline or title of the article
+        source (str): Source where the news originated from (e.g. Benzinga)
+        url (Optional[str]): URL of article (if applicable)
+        summary (str): Summary text for the article (may be first sentence of content)
+        created_at (datetime): Date article was created (RFC 3339)
+        updated_at (datetime): Date article was updated (RFC 3339)
+        symbols (List[str]): List of related or mentioned symbols
+        content (str): Content of the news article (might contain HTML)
+        author (str): Original author of news article
+        images (List[NewsImage]): List of images (URLs) related to given article (may be empty)
+    """
+
+    id: int
+    headline: str
+    source: str
+    url: Optional[str]
+    summary: str
+    created_at: datetime
+    updated_at: datetime
+    symbols: List[str]
+    author: str
+    content: str
+    images: Optional[List[NewsImage]] = None  # only in historical
+
+    def __init__(self, raw_data: RawData) -> None:
+        """Instantiates a news article
+
+        Args:
+            raw_data (RawData): Raw unparsed news data from API.
+        """
+
+        super().__init__(**raw_data)
+
+
+class NewsSet(BaseDataSet, TimeSeriesMixin):
+    """
+    A collection of News articles.
+
+    Attributes:
+        data (Dict[str, List[News]]): The collection of News articles.
+        next_page_token (Optional[str]): The token to get the next page of data.
+    """
+
+    next_page_token: Optional[str]
+
+    def __init__(self, raw_data: RawData) -> None:
+        """A collection of News articles.
+
+        Args:
+            raw_data (RawData): The collection of raw news data from API.
+        """
+        parsed_news = {}
+        articles = []
+
+        for article in raw_data.get("news", []):
+            news = News(raw_data=article)
+            articles.append(news)
+
+        parsed_news["news"] = articles
+        next_page_token = raw_data.get("next_page_token")
+
+        super().__init__(data=parsed_news, next_page_token=next_page_token)

alpaca/data/models/orderbooks.py

@@ -0,0 +1,59 @@
+from datetime import datetime
+from typing import List
+
+from pydantic import Field, TypeAdapter
+
+from alpaca.common.models import ValidateBaseModel as BaseModel
+from alpaca.common.types import RawData
+from alpaca.data.mappings import ORDERBOOK_MAPPING
+
+
+class OrderbookQuote(BaseModel):
+    """A single bid or ask quote in the orderbook"""
+
+    # using field aliases for easy parsing
+    price: float = Field(alias="p")
+    size: float = Field(alias="s")
+
+
+class Orderbook(BaseModel):
+    """Level 2 ask/bid pair orderbook data.
+
+    Attributes:
+        symbol (str): The ticker identifier for the security whose data forms the orderbook.
+        timestamp (datetime): The time of submission of the orderbook.
+        bids (List[OrderbookQuote]): The list of bid quotes for the orderbook
+        asks (List[OrderbookQuote]): The list of ask quotes for the orderbook
+        reset (bool): if true, the orderbook message contains the whole server side orderbook.
+        This indicates to the client that they should reset their orderbook.
+        Typically sent as the first message after subscription.
+    """
+
+    symbol: str
+    timestamp: datetime
+    bids: List[OrderbookQuote]
+    asks: List[OrderbookQuote]
+    reset: bool = False
+
+    def __init__(self, symbol: str, raw_data: RawData) -> None:
+        """Instantiates an Orderbook.
+
+        Args:
+            symbol (str): The security identifier for the orderbook
+            raw_data (RawData): The orderbook data as received by API
+        """
+
+        mapped_book = {
+            ORDERBOOK_MAPPING.get(key): val
+            for key, val in raw_data.items()
+            if key in ORDERBOOK_MAPPING
+        }
+
+        mapped_book["bids"] = TypeAdapter(List[OrderbookQuote]).validate_python(
+            mapped_book["bids"]
+        )
+        mapped_book["asks"] = TypeAdapter(List[OrderbookQuote]).validate_python(
+            mapped_book["asks"]
+        )
+
+        super().__init__(symbol=symbol, **mapped_book)

alpaca/data/models/quotes.py

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+from datetime import datetime
+from typing import Dict, List, Optional, Union
+
+from alpaca.common.models import ValidateBaseModel as BaseModel
+from alpaca.common.types import RawData
+from alpaca.data.enums import Exchange
+from alpaca.data.mappings import QUOTE_MAPPING
+from alpaca.data.models.base import BaseDataSet, TimeSeriesMixin
+
+
+class Quote(BaseModel):
+    """Level 1 ask/bid pair quote data. Contains information about size and origin exchange.
+
+    Attributes:
+        symbol (str): The ticker identifier for the security whose data forms the quote.
+        timestamp (datetime): The time of submission of the quote.
+        bid_price (float): The bidding price of the quote.
+        bid_size (float): The size of the quote bid.
+        bid_exchange (Optional[Union[str, Exchange]]): The exchange the quote bid originates. Defaults to None.
+        ask_price (float): The asking price of the quote.
+        ask_size (float): The size of the quote ask.
+        ask_exchange (Optional[Union[str, Exchange]]): The exchange the quote ask originates. Defaults to None.
+        conditions (Optional[Union[List[str], str]]): The quote conditions. Defaults to None.
+        tape (Optional[str]): The quote tape. Defaults to None.
+    """
+
+    symbol: str
+    timestamp: datetime
+    bid_price: float
+    bid_size: float
+    bid_exchange: Optional[Union[str, Exchange]] = None
+    ask_price: float
+    ask_size: float
+    ask_exchange: Optional[Union[str, Exchange]] = None
+    conditions: Optional[Union[List[str], str]] = None
+    tape: Optional[str] = None
+
+    def __init__(self, symbol: str, raw_data: RawData) -> None:
+        """Instantiates a Quote
+
+        Args:
+            symbol (str): The security identifier for the quote
+            raw_data (RawData): The quote data as received by API
+        """
+
+        mapped_quote = {
+            QUOTE_MAPPING.get(key): val
+            for key, val in raw_data.items()
+            if key in QUOTE_MAPPING
+        }
+
+        super().__init__(symbol=symbol, **mapped_quote)
+
+
+class QuoteSet(BaseDataSet, TimeSeriesMixin):
+    """A collection of Quotes.
+
+    Attributes:
+        data (Dict[str, List[Quote]]): The collection of Quotes keyed by symbol.
+    """
+
+    data: Dict[str, List[Quote]] = {}
+
+    def __init__(self, raw_data: RawData) -> None:
+        """Instantiates a QuoteSet.
+
+        Args:
+            raw_data (RawData): The raw quote data received from API keyed by symbol
+        """
+        parsed_quotes = {}
+
+        if raw_data is not None:
+            for symbol, quotes in raw_data.items():
+                parsed_quotes[symbol] = [
+                    Quote(symbol, quote) for quote in quotes if quote is not None
+                ]
+
+        super().__init__(data=parsed_quotes)

alpaca/data/models/screener.py

@@ -0,0 +1,68 @@
+from datetime import datetime
+from typing import List
+
+from alpaca.common.models import ValidateBaseModel as BaseModel
+from alpaca.data.enums import MarketType
+
+
+class ActiveStock(BaseModel):
+    """
+    Represent one asset that was a most active on the most actives endpoint.
+
+    Attributes:
+        symbol (str): Symbol of market moving asset.
+        volume (float): Cumulative volume for the current trading day.
+        trade_count (float): Cumulative trade count for the current trading day.
+    """
+
+    symbol: str
+    volume: float
+    trade_count: float
+
+
+class MostActives(BaseModel):
+    """
+    Represent the response model for the MostActives endpoint.
+    Attributes:
+        most_actives (List[ActiveStock]): list of top N most active symbols.
+        last_updated (datetime):
+            Time when the MostActives were last computed.
+            Formatted as a RFC 3339 formatted datetime with nanosecond precision.
+    """
+
+    most_actives: List[ActiveStock]
+    last_updated: datetime
+
+
+class Mover(BaseModel):
+    """
+    Represent one asset that was a top mover on the top market movers endpoint.
+    Attributes:
+        symbol (str): Symbol of market moving asset.
+        percent_change (float): Percentage difference change for the day.
+        change (float): Difference in change for the day.
+        price (float): Current price of market moving asset.
+    """
+
+    symbol: str
+    percent_change: float
+    change: float
+    price: float
+
+
+class Movers(BaseModel):
+    """
+    Represent the response model for the top market movers endpoint.
+    Attributes:
+        gainers (List[Mover]): list of top N gainers.
+        losers (List[Mover]): list of top N losers.
+        market_type (MarketType): Market type (stocks or crypto).
+        last_updated (datetime):
+            Time when the movers were last computed.
+            Formatted as a RFC 3339 formatted datetime with nanosecond precision.
+    """
+
+    gainers: List[Mover]
+    losers: List[Mover]
+    market_type: MarketType
+    last_updated: datetime