cryptodatapy 0.2.25__py3-none-any.whl → 0.2.27__py3-none-any.whl

cryptodatapy/transform/convertparams.py

@@ -2,6 +2,7 @@ import logging
 from datetime import datetime, timedelta
 from importlib import resources
 from typing import Dict, List, Union
+import re
 
 import pandas as pd
 
@@ -309,7 +310,7 @@ class ConvertParams:
                 except KeyError:
                     logging.warning(
                         f"{ticker} not found for Tiingo source. Check tickers in"
-                        f" data catalog and try again."
+                        f" data catalog or try using source_tickers parameter."
                     )
 
         # freq
@@ -667,7 +668,7 @@ class ConvertParams:
 
     def to_wb(self) -> Dict[str, Union[list, str, int, float, datetime, None]]:
         """
-        Convert tickers from CryptoDataPy to Yahoo Finance format.
+        Convert tickers from CryptoDataPy to World Bank format.
         """
         # tickers
         with resources.path("cryptodatapy.conf", "tickers.csv") as f:
@@ -780,6 +781,72 @@ class ConvertParams:
 
         return self.data_req
 
+    def to_alphavantage(self) -> DataRequest:
+        """
+        Convert tickers from CryptoDataPy to Alpha Vantage format.
+        """
+        # tickers
+        if self.data_req.source_tickers is None:
+            self.data_req.source_tickers = [ticker.upper() for ticker in self.data_req.tickers]
+
+        # convert quote ccy
+        if self.data_req.quote_ccy is None:
+            self.data_req.quote_ccy = "USD"
+        else:
+            self.data_req.quote_ccy = self.data_req.quote_ccy.upper()
+
+        # start date
+        self.data_req.source_start_date = self.data_req.start_date
+
+        # end date
+        self.data_req.source_end_date = self.data_req.end_date
+
+        # fields
+        if self.data_req.source_fields is None:
+            self.data_req.source_fields = self.data_req.fields
+
+        # tz
+        if self.data_req.tz is None:
+            self.data_req.tz = "America/New_York"
+
+        # freq
+        if self.data_req.cat == 'eqty':
+
+            # freq
+            if self.data_req.source_freq is None:
+                self.data_req.source_freq = 'av-daily'
+            elif self.data_req.freq in ['1min', '5min', '15min', '30min', '1h', '2h', '4h', '6h', '8h']:
+                self.data_req.source_freq = 'av-intraday'
+            elif self.data_req.freq == 'd':
+                self.data_req.source_freq = 'av-daily'
+            elif self.data_req.freq == 'w':
+                self.data_req.source_freq = 'av-weekly'
+            elif self.data_req.freq == 'm':
+                self.data_req.source_freq = 'av-monthly'
+            else:
+                self.data_req.source_freq = 'av-daily'
+
+            # adjusted prices
+            if any(col.endswith('_adj') for col in self.data_req.fields) and self.data_req.freq in ['d', 'w', 'm']:
+                self.data_req.source_freq = self.data_req.source_freq + '-adjusted'
+
+            # markets
+            if self.data_req.source_markets is None:
+                self.data_req.source_markets = self.data_req.source_tickers
+
+        elif self.data_req.cat == 'fx':
+
+            # freq
+            if self.data_req.source_freq is None:
+                self.data_req.source_freq = 'av-forex-daily'
+
+            # markets
+            if self.data_req.source_markets is None:
+                self.data_req.source_markets = [ticker + '/' + self.data_req.quote_ccy
+                                                for ticker in self.data_req.tickers]
+
+        return self.data_req
+
     def to_famafrench(self) -> DataRequest:
         """
         Convert tickers from CryptoDataPy to Fama-French format.
@@ -818,6 +885,84 @@ class ConvertParams:
 
         return self.data_req
 
+    def to_polygon(self) -> DataRequest:
+        """
+        Convert tickers from CryptoDataPy to Polygon format.
+        """
+        # tickers
+        with resources.path("cryptodatapy.conf", "tickers.csv") as f:
+            tickers_path = f
+        tickers_df = pd.read_csv(tickers_path, index_col=0, encoding="latin1")
+
+        if self.data_req.source_tickers is None and self.data_req.cat == 'eqty':
+            self.data_req.source_tickers = []
+            for ticker in self.data_req.tickers:
+                try:
+                    self.data_req.source_tickers.append(tickers_df.loc[ticker, "polygon_id"])
+                except KeyError:
+                    logging.warning(
+                        f"{ticker} not found for Polygon source. Check tickers in"
+                        f" data catalog or try using source_tickers parameter."
+                    )
+
+        # freq
+        if self.data_req.source_freq is None:
+            if self.data_req.freq is None:
+                self.data_req.source_freq = "day"
+            elif self.data_req.freq[-1] == "s":
+                self.data_req.source_freq = "second"
+            elif self.data_req.freq[-3:] == "min":
+                self.data_req.source_freq = "minute"
+            elif self.data_req.freq[-1] == "h":
+                self.data_req.source_freq = "hour"
+            elif self.data_req.freq == "w":
+                self.data_req.source_freq = "week"
+            elif self.data_req.freq == "m":
+                self.data_req.source_freq = "month"
+            elif self.data_req.freq == "q":
+                self.data_req.source_freq = "quarter"
+            elif self.data_req.freq == "y":
+                self.data_req.source_freq = "year"
+            else:
+                self.data_req.source_freq = "day"
+
+        # quote ccy
+        if self.data_req.quote_ccy is None:
+            self.data_req.quote_ccy = "usd"
+        else:
+            self.data_req.quote_ccy = self.data_req.quote_ccy.lower()
+
+        # markets
+        if self.data_req.source_markets is None:
+            if self.data_req.cat == 'fx':
+                self.data_req.source_markets = [ticker.upper() + self.data_req.quote_ccy.upper()
+                           for ticker in self.data_req.tickers]
+
+        # start date
+        if self.data_req.start_date is None:
+            two_years_ago = pd.Timestamp.today() - pd.DateOffset(years=2)
+            self.data_req.source_start_date = two_years_ago.strftime("%Y-%m-%d")
+        else:
+            self.data_req.source_start_date = self.data_req.start_date
+
+        # end date
+        if self.data_req.end_date is None:
+            self.data_req.source_end_date = str(pd.Timestamp.utcnow().date())
+        else:
+            self.data_req.source_end_date = self.data_req.end_date
+
+        # fields
+        if self.data_req.source_fields is None:
+            self.data_req.source_fields = self.convert_fields(data_source='polygon')
+
+        # tz
+        if self.data_req.cat == 'eqty' or self.data_req.cat == 'fx':
+            self.data_req.tz = "America/New_York"
+        else:
+            self.data_req.tz = "UTC"
+
+        return self.data_req
+
     def to_aqr(self) -> Dict[str, Union[list, str, int, dict, float, datetime, None]]:
         """
         Convert tickers from CryptoDataPy to AQR format.
@@ -911,79 +1056,6 @@ class ConvertParams:
             "source_fields": self.data_req.source_fields,
         }
 
-    def convert_fx_tickers(self, quote_ccy: str) -> List[str]:
-        """
-        Converts base and quote currency tickers to fx pairs following fx quoting convention.
-
-        Parameters
-        ---------
-        quote_ccy: str
-            Quote currency
-
-        Returns
-        -------
-        quote_ccy: str
-            Quote currency.
-        """
-        mkts = []  # fx pairs list
-        # fx groups
-        base_ccys = ["EUR", "GBP", "AUD", "NZD"]
-        # g10_fx = ['USD', 'EUR', 'GBP', 'JPY', 'CHF', 'CAD', 'AUD', 'NZD', 'NOK', 'SEK']
-        # dm_fx = ['USD', 'EUR', 'GBP', 'JPY', 'CHF', 'CAD', 'AUD', 'NZD', 'NOK', 'SEK', 'SGD', 'ILS', 'HKD', ]
-        # em_fx = ['ARS', 'BRL', 'CHN', 'CLP', 'CNY', 'COP', 'IDR', 'INR', 'KRW', 'MYR', 'MXN', 'PEN', 'PHP', 'RUB',
-        #          'TRY', 'TWD', 'ZAR']
-
-        for ticker in self.data_req.tickers:
-            if ticker.upper() in base_ccys and quote_ccy.upper() == "USD":
-                mkts.append(ticker.upper() + "/" + quote_ccy.upper())
-            elif quote_ccy.upper() == "USD":
-                mkts.append(quote_ccy.upper() + "/" + ticker.upper())
-            else:
-                mkts.append(ticker.upper() + "/" + quote_ccy.upper())
-
-        return mkts
-
-    def convert_fields(self, data_source: str) -> List[str]:
-        """
-        Converts fields from CryptoDataPy to data source format.
-
-        Parameters
-        ---------
-        data_source: str
-            Name of data source for fields conversions.
-
-        Returns
-        -------
-        fields_list: list
-            List of fields in data source format.
-
-        """
-        # fields
-        with resources.path("cryptodatapy.conf", "fields.csv") as f:
-            fields_dict_path = f
-        fields_df, fields_list = (
-            pd.read_csv(fields_dict_path, index_col=0, encoding="latin1"),
-            [],
-        )
-
-        # when source fields already provided in data req
-        if self.data_req.source_fields is not None:
-            fields_list = self.data_req.source_fields
-
-        # convert to source format
-        else:
-            for field in self.data_req.fields:
-                try:
-                    fields_list.append(fields_df.loc[field, data_source + "_id"])
-                except KeyError as e:
-                    logging.warning(e)
-                    logging.warning(
-                        f"Id for {field} could not be found in the data catalog."
-                        f" Try using source field ids."
-                    )
-
-        return fields_list
-
     def to_dydx_dict(self) -> Dict[str, Union[list, str, int, float, None]]:
         """
         Convert parameters from CryptoDataPy to dYdX format.
@@ -1101,3 +1173,78 @@ class ConvertParams:
                 'oi': 'openInterest'
             }
         return self.data_req
+
+    def convert_fx_tickers(self, quote_ccy: str) -> List[str]:
+        """
+        Converts base and quote currency tickers to fx pairs following fx quoting convention.
+
+        Parameters
+        ---------
+        quote_ccy: str
+            Quote currency
+
+        Returns
+        -------
+        quote_ccy: str
+            Quote currency.
+        """
+        mkts = []  # fx pairs list
+
+        # fx groups
+        base_ccys = ["EUR", "GBP", "AUD", "NZD"]
+        g10_fx = ['USD', 'EUR', 'GBP', 'JPY', 'CHF', 'CAD', 'AUD', 'NZD', 'NOK', 'SEK']
+        dm_fx = ['USD', 'EUR', 'GBP', 'JPY', 'CHF', 'CAD', 'AUD', 'NZD', 'NOK', 'SEK', 'DKK', 'SGD', 'HKD']
+        em_fx = ['ARS', 'BRL', 'CHN', 'CLP', 'CNY', 'COP', 'CZK', 'HUF', 'IDR', 'INR', 'ILS', 'KRW', 'MYR', 'MXN',
+        'PEN', 'PHP', 'PLN', 'RUB', 'THB', 'TRY', 'TWD', 'ZAR']
+        em_ndf_fx = ['ARS', 'BRL', 'CNY', 'CLP', 'COP', 'IDR', 'INR', 'KRW', 'PEN', 'PHP', 'RUB', 'THB', 'TRY', 'TWD']
+
+        for ticker in self.data_req.tickers:
+            if ticker.upper() in base_ccys and quote_ccy.upper() == "USD":
+                mkts.append(ticker.upper() + "/" + quote_ccy.upper())
+            elif quote_ccy.upper() == "USD":
+                mkts.append(quote_ccy.upper() + "/" + ticker.upper())
+            else:
+                mkts.append(ticker.upper() + "/" + quote_ccy.upper())
+
+        return mkts
+
+    def convert_fields(self, data_source: str) -> List[str]:
+        """
+        Converts fields from CryptoDataPy to data source format.
+
+        Parameters
+        ---------
+        data_source: str
+            Name of data source for fields conversions.
+
+        Returns
+        -------
+        fields_list: list
+            List of fields in data source format.
+
+        """
+        # fields
+        with resources.path("cryptodatapy.conf", "fields.csv") as f:
+            fields_dict_path = f
+        fields_df, fields_list = (
+            pd.read_csv(fields_dict_path, index_col=0, encoding="latin1"),
+            [],
+        )
+
+        # when source fields already provided in data req
+        if self.data_req.source_fields is not None:
+            fields_list = self.data_req.source_fields
+
+        # convert to source format
+        else:
+            for field in self.data_req.fields:
+                try:
+                    fields_list.append(fields_df.loc[field, data_source + "_id"])
+                except KeyError as e:
+                    logging.warning(e)
+                    logging.warning(
+                        f"Id for {field} could not be found in the data catalog."
+                        f" Try using source field ids."
+                    )
+
+        return fields_list

cryptodatapy/transform/wrangle.py

@@ -673,6 +673,44 @@ class WrangleData:
 
         return self.data_resp
 
+    def polygon(self) -> pd.DataFrame:
+        """
+        Wrangles Polygon data response to dataframe with tidy data format.
+
+        Returns
+        -------
+        pd.DataFrame
+            Wrangled dataframe into tidy data format.
+
+        """
+        # create df
+        self.data_resp = pd.DataFrame(self.data_resp)
+
+        # convert cols/fields to lib
+        self.convert_fields_to_lib(data_source='polygon')
+
+        # convert to datetime
+        self.data_resp['date'] = pd.to_datetime(self.data_resp['date'], unit='ms')
+
+        # set index
+        self.data_resp = self.data_resp.set_index('date').sort_index()
+
+        # resample
+        self.data_resp = self.data_resp.resample(self.data_req.freq).last()
+
+        # type conversion
+        self.data_resp = self.data_resp.convert_dtypes()
+
+        # remove bad data
+        self.data_resp = self.data_resp[~self.data_resp.index.duplicated()]  # duplicate rows
+        self.data_resp = self.data_resp.dropna(how='all').dropna(how='all', axis=1)  # entire row or col NaNs
+        self.data_resp = self.data_resp[self.data_resp != 0]
+
+        # keep only requested fields and sort index
+        self.data_resp = self.data_resp[self.data_req.fields].sort_index()
+
+        return self.data_resp
+
     def investpy(self) -> pd.DataFrame:
         """
         Wrangles InvestPy data response to dataframe with tidy data format.
@@ -957,6 +995,38 @@ class WrangleData:
 
         return self.data_resp
 
+    def alphavantage(self) -> pd.DataFrame:
+        """
+        Wrangles Alpha Vantage data response to dataframe with tidy data format.
+
+        Returns
+        -------
+        pd.DataFrame
+            Wrangled dataframe into tidy data format.
+        """
+        # index
+        self.data_resp.reset_index(inplace=True)
+        self.data_resp['date'] = pd.to_datetime(self.data_resp['date'])
+        self.data_resp.set_index(['date', 'ticker'], inplace=True)
+
+        # resample
+        self.data_resp = self.data_resp.groupby('ticker').\
+            resample(self.data_req.freq, level='date').\
+            last().swaplevel('ticker', 'date').sort_index()
+
+        # type conversion
+        self.data_resp = self.data_resp.convert_dtypes()
+
+        # remove bad data
+        self.data_resp = self.data_resp[self.data_resp != 0]  # 0 values
+        self.data_resp = self.data_resp[~self.data_resp.index.duplicated()]  # duplicate rows
+        self.data_resp = self.data_resp.dropna(how='all').dropna(how='all', axis=1)  # entire row or col NaNs
+
+        # keep only requested fields and sort index
+        self.data_resp = self.data_resp[self.data_req.fields].sort_index()
+
+        return self.data_resp
+
     def famafrench(self) -> pd.DataFrame:
         """
         Wrangles Fama-French data response to dataframe with tidy data format.
@@ -1175,4 +1245,4 @@ class WrangleData:
         if self.data_req.end_date is not None:
             self.data_resp = self.data_resp[(self.data_resp.index <= self.data_req.end_date)]
 
-        return self
+        return self

cryptodatapy/util/datacredentials.py

@@ -37,6 +37,16 @@ class DataCredentials:
         tiingo_api_key: str = os.environ['TIINGO_API_KEY']
     except KeyError:
         tiingo_api_key: str = None
+    # alpha vantage api key
+    try:
+        alpha_vantage_api_key: str = os.environ['ALPHAVANTAGE_API_KEY']
+    except KeyError:
+        alpha_vantage_api_key: str = None
+    # polygon api key
+    try:
+        polygon_api_key: str = os.environ['POLYGON_API_KEY']
+    except KeyError:
+        polygon_api_key: str = None
     # coinmetrics api key
     try:
         coinmetrics_api_key: str = os.environ['COINMETRICS_API_KEY']
@@ -52,6 +62,7 @@ class DataCredentials:
         coinmetrics_base_url: str = 'https://api.coinmetrics.io/v4'
     else:
         coinmetrics_base_url: str = 'https://community-api.coinmetrics.io/v4'
+    polygon_base_url: str = 'https://api.polygon.io/v3/reference/'
 
     # API endpoints
     cryptomcompare_endpoints: dict = field(default_factory=lambda: {

cryptodatapy/util/utils.py

@@ -0,0 +1,131 @@
+import pandas as pd
+
+from tests.test_impute import filtered_data
+
+
+def compute_reference_price(List: pd.DataFrame,
+                            method: str = 'median',
+                            trim_pct: float = 0.25,
+                            ) -> pd.DataFrame:
+    """
+    Computes the consensus price from a list of dataframes.
+
+    Parameters
+    ----------
+    List: pd.DataFrame
+        List of dataframes containing price data.
+    method: str, optional
+        Method to compute the consensus price. Options are 'median' or 'trimmed_mean'.
+        Default is 'median'.
+    trim_pct: float, optional
+        Percentage of data to trim from both ends for 'trimmed_mean' method.
+        Default is 0.25 (25%).
+    Returns
+    -------
+    pd.DataFrame
+        Dataframe with the consensus price.
+    """
+    if not List:
+        raise ValueError("The input list is empty.")
+
+    # Concatenate all dataframes in the list
+    stacked_df = pd.concat(List)
+
+    # Compute consensus price based on the specified method
+    if method == 'median':
+        consensus_price = stacked_df.groupby(['date', 'ticker']).median()
+
+    elif method == 'trimmed_mean':
+        # Calculate trimmed mean with specified bounds
+        lower_bound = stacked_df.groupby(level=[0, 1]).quantile(trim_pct)
+        upper_bound = stacked_df.groupby(level=[0, 1]).quantile(1 - trim_pct)
+
+        # Filter out values outside the bounds
+        filtered_df = stacked_df[(stacked_df >= lower_bound.reindex(stacked_df.index)) &
+                                 (stacked_df <= upper_bound.reindex(stacked_df.index))]
+
+        consensus_price = filtered_df.groupby(level=[0, 1]).mean()
+    else:
+        raise ValueError("Method must be either 'median' or 'trimmed_mean'.")
+
+    return consensus_price.sort_index()
+
+
+def stitch_dataframes(df1: pd.DataFrame, df2: pd.DataFrame) -> pd.DataFrame:
+    """
+    Stitches together dataframes with different start dates.
+
+    Parameters
+    ----------
+    df1: pd.DataFrame
+        First dataframe to be stitched.
+    df2: pd.DataFrame
+        Second dataframe to be stitched.
+
+    Returns
+    -------
+    combined_df: pd.DataFrame
+        Combined or stitched dataframes with extended data.
+    """
+    # forward fill missing values
+    updated_df = df1.reindex(index=df2.index, columns=df2.columns).fillna(df2)
+    combined_df = df1.combine_first(updated_df)
+
+    return combined_df
+
+
+def rebase_fx_to_foreign_vs_usd(df) -> pd.DataFrame:
+    """
+    Rebase FX rates to foreign currency vs. USD format, so that an increase
+    means the foreign currency is appreciating. Works for both MultiIndex
+    (date, ticker) and single-index (date index, tickers as columns).
+
+    Parameters
+    ----------
+    df : pd.DataFrame
+        FX DataFrame with either:
+        - MultiIndex (date, ticker)
+        - Datetime index and tickers as columns
+
+    Returns
+    -------
+    pd.DataFrame
+        Rebased FX rates with tickers as foreign currency (e.g., 'EUR', 'JPY').
+    """
+    df = df.copy()
+
+    def get_foreign_currency(ticker: str) -> str:
+        if ticker.startswith("USD"):
+            return ticker[3:]  # USDJPY → JPY
+        elif ticker.endswith("USD"):
+            return ticker[:3]  # EURUSD → EUR
+        else:
+            raise ValueError(f"Unexpected ticker format: {ticker}")
+
+    if isinstance(df.index, pd.MultiIndex):
+        tickers = df.index.get_level_values(1)
+        inverted = tickers.str.startswith("USD")
+
+        # Invert rates for USDXXX
+        df[inverted] = 1 / df[inverted]
+
+        # Rename all tickers to just the foreign currency symbol
+        new_tickers = tickers.map(get_foreign_currency)
+        df.index = pd.MultiIndex.from_arrays(
+            [df.index.get_level_values(0), new_tickers],
+            names=df.index.names
+        )
+
+    else:
+        # Single index (datetime), columns = tickers
+        rebased = {}
+        for col in df.columns:
+            fx = get_foreign_currency(col)
+            if col.startswith("USD"):
+                rebased[fx] = 1 / df[col]
+            else:
+                rebased[fx] = df[col]
+
+        df = pd.DataFrame(rebased, index=df.index)
+
+    return df.sort_index()

{cryptodatapy-0.2.25.dist-info → cryptodatapy-0.2.27.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: cryptodatapy
-Version: 0.2.25
+Version: 0.2.27
 Summary: Cryptoasset data library
 License: Apache-2.0
 Author: Systamental
@@ -22,6 +22,7 @@ Requires-Dist: numpy (>=1.23.2)
 Requires-Dist: openpyxl (>=3.1.2)
 Requires-Dist: pandas (>=2.2.3)
 Requires-Dist: pandas-datareader (>=0.10.0)
+Requires-Dist: polygon-api-client (>=1.14.6)
 Requires-Dist: prophet (>=1.1) ; python_version >= "3.7"
 Requires-Dist: pyarrow (>=17.0.0)
 Requires-Dist: requests (>=2.28.0) ; python_version >= "3.7"

{cryptodatapy-0.2.25.dist-info → cryptodatapy-0.2.27.dist-info}/RECORD

@@ -1,7 +1,7 @@
 cryptodatapy/__init__.py,sha256=ee1UaINHZn1A_SZ96XM3hCguQEJgiPTvKlnYsk3mmS4,185
 cryptodatapy/conf/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-cryptodatapy/conf/fields.csv,sha256=3LJ6fdYKS-NccWcGTeUBPKeDDialY6TVi9_YFXzUEKA,25684
-cryptodatapy/conf/tickers.csv,sha256=Bs9KfDKawoUPKIQZMN8CtoLYJuzOkwLh2il30c8CsqE,357066
+cryptodatapy/conf/fields.csv,sha256=aKrgG8yzKSKs8tX5AYPFklOtsATYhCfBZYLS3RpQPhk,26070
+cryptodatapy/conf/tickers.csv,sha256=nTi_Ww1UgTkTZPWocJBmOgi56iOnrVN3le5tYkOi95E,357958
 cryptodatapy/datasets/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 cryptodatapy/datasets/br_econ_calendar.csv,sha256=mSM0IOIByI-0gIIL1CbDQPqHYI5lK6vavrY1ODj3Jlk,1185318
 cryptodatapy/datasets/ca_econ_calendar.csv,sha256=GtoopEhCSufBNjpAi2BiorSsm4RmoK5dfZe8lkOS-Jc,1521808
@@ -27,36 +27,38 @@ cryptodatapy/extract/data_vendors/.ipynb_checkpoints/InvestPy-checkpoint.ipynb,s
 cryptodatapy/extract/data_vendors/.ipynb_checkpoints/NasdaqDataLink-checkpoint.ipynb,sha256=hY2QkCcTiLgPnl8SQPsO8spio5-RBMGeBLYzAwgSWb4,147170
 cryptodatapy/extract/data_vendors/.ipynb_checkpoints/PandasDataReader-checkpoint.ipynb,sha256=n7vzOV6AxC_Ti5CLWW2ABMEEcbbBpiBBs4qTUBQinIg,24171
 cryptodatapy/extract/data_vendors/__init__.py,sha256=Nk6gcT43d0XOLfrlVA9r--5mvHCgHfq295IKL3Puu74,354
-cryptodatapy/extract/data_vendors/coinmetrics_api.py,sha256=sIcYf4_0zS41EKGOakB7U6xHmSIh87xAWDTj2BRJlbI,33308
+cryptodatapy/extract/data_vendors/coinmetrics_api.py,sha256=J9WIDU4Q_j3F13TkGG3aH6I7-wFY24ie-lnd_s8D6ls,33308
 cryptodatapy/extract/data_vendors/cryptocompare_api.py,sha256=eEK0QTROr97hG4pxTufX45d9EEUNKo9Hy-INygn3AlA,27493
 cryptodatapy/extract/data_vendors/datavendor.py,sha256=eH_yIJPy5FvZhgILqpgNYYkbmC5fK_5eIdIZTOeNw9Q,13292
 cryptodatapy/extract/data_vendors/glassnode_api.py,sha256=PuuJOjHztoJyFijb5XU1zm1S_2NAj7MX-wC89DL_bWQ,13103
-cryptodatapy/extract/data_vendors/tiingo_api.py,sha256=AYYtVFC9gPqhUWGsHVRpEmVse6b0djGX8bCMtaiYFY0,25681
-cryptodatapy/extract/datarequest.py,sha256=dqwtvJQpoErRu82x4WQUoN0sL7QRVLBHc_hXl9Gj6hw,25235
+cryptodatapy/extract/data_vendors/polygon_api.py,sha256=wg1su_jMGCcmJ7Tqw5r562Ub03UuEc6jU9uhbchbFBM,13646
+cryptodatapy/extract/data_vendors/tiingo_api.py,sha256=C9IkH0_z77FWMFq6pFXjs0Omw8inwb-5RUuhVs48Rvo,25617
+cryptodatapy/extract/datarequest.py,sha256=d49Lmhy0ZEFo0K8T_dI-g7EB_WXFVVfmQ6PzVlGlYtY,25286
 cryptodatapy/extract/exchanges/__init__.py,sha256=7QUxwrUiweyv_1u_tNjOyeAFKMwJ32Z0aiJ_Gh8bMXk,114
 cryptodatapy/extract/exchanges/dydx.py,sha256=tBp60PG24tUZI949nHSiJQwjsP0zI2Oyz9yDkFDy1ZU,27697
 cryptodatapy/extract/exchanges/exchange.py,sha256=Cicj3KS4zLbwmXX5fu89byXNwqqU4TH31GFv0zj3D4s,13010
-cryptodatapy/extract/getdata.py,sha256=FQRJjB51V-ZufY61DraAHqWb_WR6cz74c8i5CWQlyh8,11513
+cryptodatapy/extract/getdata.py,sha256=_8Hi4vdkj2xGykb_2fBcqzJTNROzX0QnQE2hxPfe690,11543
 cryptodatapy/extract/libraries/__init__.py,sha256=KG2Rr3c8CcDq-nbhT-ItssqZE9U65xQXH0Wv0g86SVg,254
 cryptodatapy/extract/libraries/ccxt_api.py,sha256=F4wYocKpaKngvXCZR-zTIBUOFZMGvQ_5Onw82uLCWOU,56131
 cryptodatapy/extract/libraries/dbnomics_api.py,sha256=M6kPIH-hKqkmeBQb-g56dY9jatqLCtSl_MnvPblHtAc,9421
 cryptodatapy/extract/libraries/investpy_api.py,sha256=qtGm3LDluXxJorvFv0w1bm1oBrcZIfE5cZSYzNYvttY,18409
 cryptodatapy/extract/libraries/library.py,sha256=eU8NnQZ9luLGdIF5hms6j8VPCWc50evkREc4xdh-g1I,12301
-cryptodatapy/extract/libraries/pandasdr_api.py,sha256=-62P0W0Pa98f-96nB_bDgDkPFshP8yiqKZ9VU-usv94,13696
+cryptodatapy/extract/libraries/pandasdr_api.py,sha256=hwb9BwME5AhlDQ3cSaELkBMwS87IBn31l7BkWh_SU1U,14778
 cryptodatapy/extract/web/__init__.py,sha256=gePCHxIGxrG1atBQvp5MhNTWirztLNDQMCR4FRYujKg,90
 cryptodatapy/extract/web/aqr.py,sha256=LS1D7QzG6UWkLUfDMgBFtiHpznnnAUOpec5Sx3vRGME,11875
 cryptodatapy/extract/web/web.py,sha256=R1xEnHE1McxSWxp4vrTfgh9gW6FF6XDlp0gmp2NmWOM,12126
 cryptodatapy/transform/__init__.py,sha256=Spb5cGJ3V_o8hgSWOSrF8J_vsSZpFk0uzW7RpkgfbFE,131
-cryptodatapy/transform/clean.py,sha256=C9VypQOjdJ987TcD-qAHh7qYaoJBotvp3cWTr3ttSGM,12807
-cryptodatapy/transform/convertparams.py,sha256=2tXYjITMardNkf4WXPYmgvnLXTej9XdSE6JfdU4_wfk,42724
+cryptodatapy/transform/clean.py,sha256=xpl3SgEutOZUBUbI8g7iky0uqvb4IGV_hDzU26QlEGs,11630
+cryptodatapy/transform/convertparams.py,sha256=yrm9Gr6Fm7CaVTfxHGs0TJx6ZtP7llrlIA-oPjf0vdM,48484
 cryptodatapy/transform/filter.py,sha256=37MjUKUay3dwwyn47rnNOU51X_OFzmWq_N9buALzq9k,9058
 cryptodatapy/transform/impute.py,sha256=_0-SX5nnPrYgJYT-HKwBGNkmWXRMy9-C2oeU6VqkQp0,5537
 cryptodatapy/transform/od.py,sha256=mI1oojMbfmdO9ZewL3AvMxoXuMM05Ut2oGm_ogMf2XU,30386
-cryptodatapy/transform/wrangle.py,sha256=M3l3Fyc45LoUSA2lIfe27anT_4OPZESPBfWf_rI6CxA,42358
+cryptodatapy/transform/wrangle.py,sha256=cQOkPoiOmQtC7d2G15jMbMJSbinMmLYxM6Or7Ffh_hw,44818
 cryptodatapy/util/__init__.py,sha256=zSQ2HU2QIXzCuptJjknmrClwtQKCvIj4aNysZljIgrU,116
 cryptodatapy/util/datacatalog.py,sha256=qCCX6srXvaAbVAKuA0M2y5IK_2OEx5xA3yRahDZlC-g,13157
-cryptodatapy/util/datacredentials.py,sha256=CC23ocTrxr6EEqM-oreLgz5rHEDX7EmZS7DYTgoIg8Q,2752
-cryptodatapy-0.2.25.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
-cryptodatapy-0.2.25.dist-info/METADATA,sha256=YMBR147jSPtWrP2S95_Aq-7DSbbocNIljK6sXPMw0gQ,6428
-cryptodatapy-0.2.25.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
-cryptodatapy-0.2.25.dist-info/RECORD,,
+cryptodatapy/util/datacredentials.py,sha256=BnoQlUchbP0vfXqXRuhCOOsHyUTMuH5T4RAKBbHzMyo,3140
+cryptodatapy/util/utils.py,sha256=CqxFkaNNuOwA8RLz-G11bZ0jn3rcZfwEvKBkU0GDUDA,4164
+cryptodatapy-0.2.27.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
+cryptodatapy-0.2.27.dist-info/METADATA,sha256=MVJocFDsV4nFpRTr7Tr_Pg7ydNIiFT6D_Anu6oZmfZ4,6473
+cryptodatapy-0.2.27.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+cryptodatapy-0.2.27.dist-info/RECORD,,