cryptodatapy 0.2.10__tar.gz → 0.2.11__tar.gz

{cryptodatapy-0.2.10 → cryptodatapy-0.2.11}/PKG-INFO

@@ -1,17 +1,17 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.3
 Name: cryptodatapy
-Version: 0.2.10
+Version: 0.2.11
 Summary: Cryptoasset data library
 License: Apache-2.0
 Author: Systamental
-Requires-Python: >=3.8,<4.0
+Requires-Python: >=3.9,<4.0
 Classifier: License :: OSI Approved :: Apache Software License
 Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.8
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
 Requires-Dist: DBnomics (>=1.2.3)
 Requires-Dist: ccxt (>=1.91.52)
 Requires-Dist: coinmetrics-api-client (>=2022.6.17) ; python_version >= "3.7"
@@ -20,7 +20,7 @@ Requires-Dist: investpy (>=1.0.8)
 Requires-Dist: matplotlib (>=3.5.2)
 Requires-Dist: numpy (>=1.23.2)
 Requires-Dist: openpyxl (>=3.1.2)
-Requires-Dist: pandas (>=1.4.4)
+Requires-Dist: pandas (>=2.2.3)
 Requires-Dist: pandas-datareader (>=0.10.0)
 Requires-Dist: prophet (>=1.1) ; python_version >= "3.7"
 Requires-Dist: pyarrow (>=17.0.0)

{cryptodatapy-0.2.10 → cryptodatapy-0.2.11}/pyproject.toml

@@ -1,13 +1,13 @@
 [tool.poetry]
 name = "cryptodatapy"
-version = "0.2.10"
+version = "0.2.11"
 description = "Cryptoasset data library"
 authors = ["Systamental"]
 license = "Apache License 2.0"
 readme = "README.md"
 
 [tool.poetry.dependencies]
-python = ">=3.8,<4.0"
+python = ">=3.9,<4.0"
 matplotlib = ">=3.5.2"
 requests = {version = ">=2.28.0", python = ">=3.7"}
 coinmetrics-api-client = {version = ">=2022.6.17", python = ">=3.7"}
@@ -19,7 +19,7 @@ statsmodels = ">=0.13.2"
 prophet = {version = ">=1.1", python = ">=3.7"}
 selenium = ">=4.4.3"
 numpy = ">=1.23.2"
-pandas = ">=1.4.4"
+pandas = ">=2.2.3"
 pandas-datareader = ">=0.10.0"
 responses = ">=0.21.0"
 yfinance = ">=0.2.14"

{cryptodatapy-0.2.10 → cryptodatapy-0.2.11}/src/cryptodatapy/transform/convertparams.py

@@ -1020,7 +1020,7 @@ class ConvertParams:
             List of fields in data source format.
 
         """
-        # get fields
+        # x fields
         with resources.path("cryptodatapy.conf", "fields.csv") as f:
             fields_dict_path = f
         fields_df, fields_list = (
@@ -1045,3 +1045,121 @@ class ConvertParams:
                     )
 
         return fields_list
+
+    def to_dydx_dict(self) -> Dict[str, Union[list, str, int, float, None]]:
+        """
+        Convert parameters from CryptoDataPy to dYdX format.
+        """
+        if self.data_req.source_tickers is not None:
+            tickers = self.data_req.source_tickers
+            self.data_req.tickers = self.data_req.source_tickers
+        else:
+            tickers = [ticker.upper() for ticker in self.data_req.tickers]
+        
+        # convert markets (if needed)
+        markets = [f"{ticker}-USD" for ticker in tickers]
+        
+        # convert freq
+        if self.data_req.source_freq is not None:
+            freq = self.data_req.source_freq
+            self.data_req.freq = self.data_req.source_freq
+        else:
+            if self.data_req.freq is None:
+                freq = "1DAY"
+            elif self.data_req.freq == "1min":
+                freq = "1MIN"
+            elif self.data_req.freq == "5min":
+                freq = "5MINS"
+            elif self.data_req.freq == "15min":
+                freq = "15MINS"
+            elif self.data_req.freq == "30min":
+                freq = "30MINS"
+            elif self.data_req.freq == "1h":
+                freq = "1HOUR"
+            elif self.data_req.freq == "4h":
+                freq = "4HOURS"
+            elif self.data_req.freq in ["1d", "d"]:
+                freq = "1DAY"
+            else:
+                freq = "1DAY"  # Default to daily
+            
+        # convert fields
+        if self.data_req.source_fields is not None:
+            fields = self.data_req.source_fields
+            self.data_req.fields = self.data_req.source_fields
+        else:
+            # Map our standard fields to dYdX field names
+            field_mapping = {
+                'open': 'open',
+                'high': 'high',
+                'low': 'low',
+                'close': 'close',
+                'volume': 'baseTokenVolume',
+                'funding_rate': 'nextFundingRate',
+                'oi': 'openInterest'
+            }
+            
+            fields = []
+            for field in self.data_req.fields:
+                if field in field_mapping:
+                    fields.append(field_mapping[field])
+                else:
+                    logging.warning(f"Field {field} not available in dYdX API")
+            return {
+            "tickers": tickers,  # List of market tickers
+            "freq": freq,        # Converted frequency
+            "quote_ccy": self.data_req.quote_ccy,
+            "exch": "dydx",
+            "mkt_type": self.data_req.mkt_type,
+            "mkts": markets,     # Market identifiers
+            "start_date": self.data_req.start_date,
+            "end_date": self.data_req.end_date,
+            "fields": fields,    # Converted field names
+            "tz": self.data_req.tz or "UTC",
+            "cat": "crypto",
+            "trials": self.data_req.trials,
+            "pause": self.data_req.pause,
+            "source_tickers": self.data_req.source_tickers,
+            "source_freq": self.data_req.source_freq,
+            "source_fields": self.data_req.source_fields,
+        }
+
+    def to_dydx(self) -> DataRequest:
+
+        # tickers
+        if self.data_req.source_tickers is None:
+            self.data_req.source_tickers = [ticker.upper() for ticker in self.data_req.tickers]
+
+        # markets 
+        if self.data_req.source_markets is None:
+            self.data_req.source_markets = [f"{ticker}-USD" 
+                                            for ticker in self.data_req.source_tickers]
+        
+        if self.data_req.source_freq is None:
+            if self.data_req.freq is None:
+                self.data_req.source_freq = "1DAY"
+            elif self.data_req.freq == "1min":
+                self.data_req.source_freq = "1MIN"
+            elif self.data_req.freq == "5min":
+                self.data_req.source_freq = "5MINS"
+            elif self.data_req.freq == "15min":
+                self.data_req.source_freq = "15MINS"
+            elif self.data_req.freq == "30min":
+                self.data_req.source_freq = "30MINS"
+            elif self.data_req.freq == "1h":
+                self.data_req.source_freq = "1HOUR"
+            elif self.data_req.freq == "4h":
+                self.data_req.source_freq = "4HOURS"
+            elif self.data_req.freq in ["1d", "d"]:
+                self.data_req.source_freq = "1DAY"
+
+        field_mapping = {
+                'open': 'open',
+                'high': 'high',
+                'low': 'low',
+                'close': 'close',
+                'volume': 'baseTokenVolume',
+                'funding_rate': 'nextFundingRate',
+                'oi': 'openInterest'
+            }
+        return self.data_req

{cryptodatapy-0.2.10 → cryptodatapy-0.2.11}/src/cryptodatapy/transform/impute.py

@@ -121,7 +121,8 @@ class Impute:
         self.imputed_df = pd.DataFrame(imp_yhat, index=self.filtered_df.index, columns=self.filtered_df.columns)
 
         # type conversion
-        self.imputed_df = self.imputed_df.apply(pd.to_numeric, errors="ignore").convert_dtypes()
+        self.imputed_df = self.imputed_df.convert_dtypes()
+
 
         # plot
         if self.plot:

{cryptodatapy-0.2.10 → cryptodatapy-0.2.11}/src/cryptodatapy/transform/wrangle.py

@@ -911,13 +911,10 @@ class WrangleData:
         # tickers
         tickers_dict = {source_ticker: ticker for source_ticker, ticker in zip(self.data_req.source_tickers,
                         self.data_req.tickers)}
-        if len(self.data_req.tickers) == 1:
-            self.data_resp['Ticker'] = self.data_req.tickers[0]
-        else:
-            self.data_resp = self.data_resp.stack()
-            self.data_resp.index.names = ['Date', 'Ticker']
-            self.data_resp.index = self.data_resp.index.set_levels(self.data_resp.index.levels[1].map(tickers_dict),
-                                                                   level=1)
+        self.data_resp = self.data_resp.stack(future_stack=True)
+        self.data_resp.columns.name = None
+        self.data_resp.index = self.data_resp.index.set_levels(self.data_resp.index.levels[1].map(tickers_dict),
+                                                               level=1)
         self.data_resp.reset_index(inplace=True)
 
         #  fields
@@ -932,9 +929,6 @@ class WrangleData:
             resample(self.data_req.freq, level='date').\
             last().swaplevel('ticker', 'date').sort_index()
 
-        # re-order cols
-        self.data_resp = self.data_resp.loc[:, ['open', 'high', 'low', 'close', 'close_adj', 'volume']]
-
         # type conversion
         self.data_resp = self.data_resp.apply(pd.to_numeric, errors='coerce').convert_dtypes()