cryptodatapy 0.2.7__py3-none-any.whl → 0.2.8__py3-none-any.whl

cryptodatapy/transform/convertparams.py

@@ -688,108 +688,78 @@ class ConvertParams:
         # convert tickers
         with resources.path("cryptodatapy.conf", "tickers.csv") as f:
             tickers_path = f
-        tickers_df, tickers = pd.read_csv(tickers_path, index_col=0, encoding="latin1"), []
+        tickers_df = pd.read_csv(tickers_path, index_col=0, encoding="latin1")
 
-        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:
+        if self.data_req.source_tickers is None:
+            self.data_req.source_tickers = []
             for ticker in self.data_req.tickers:
                 try:
-                    tickers.append(tickers_df.loc[ticker, "fred_id"])
+                    self.data_req.source_tickers.append(tickers_df.loc[ticker, "fred_id"])
                 except KeyError:
                     logging.warning(
-                        f"{ticker} not found for Fred data source. Check tickers in"
+                        f"{ticker} not found for Fred source. Check tickers in"
                         f" data catalog and try again."
                     )
-                    self.data_req.tickers.remove(ticker)
-        # 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:
-            freq = self.data_req.freq
-        # convert quote ccy
-        quote_ccy = self.data_req.quote_ccy
+
+        # freq
+        if self.data_req.source_freq is None:
+            self.data_req.source_freq = self.data_req.freq
+
         # start date
-        if self.data_req.start_date is None:
-            start_date = datetime(1920, 1, 1)
+        if self.data_req.source_start_date is None:
+            self.data_req.source_start_date = pd.Timestamp('1920-01-01')
         else:
-            start_date = self.data_req.start_date
+            self.data_req.source_start_date = self.data_req.start_date
+
         # end date
         if self.data_req.end_date is None:
-            end_date = pd.Timestamp.utcnow()
+            self.data_req.source_end_date = pd.Timestamp.utcnow().tz_localize(None)
         else:
-            end_date = self.data_req.end_date
+            self.data_req.source_end_date = self.data_req.end_date
+
         # 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:
-            fields = self.convert_fields(data_source='fred')
+        if self.data_req.source_fields is None:
+            self.data_req.source_fields = self.convert_fields(data_source='fred')
+
         # tz
         if self.data_req.tz is None:
-            tz = "America/New_York"
-        else:
-            tz = self.data_req.tz
+            self.data_req.tz = "America/New_York"
 
-        return {
-            "tickers": tickers,
-            "freq": freq,
-            "quote_ccy": quote_ccy,
-            "exch": self.data_req.exch,
-            "ctys": None,
-            "mkt_type": self.data_req.mkt_type,
-            "mkts": None,
-            "start_date": start_date,
-            "end_date": end_date,
-            "fields": fields,
-            "tz": tz,
-            "inst": None,
-            "cat": self.data_req.cat,
-            "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,
-        }
+        return self.data_req
 
     def to_wb(self) -> Dict[str, Union[list, str, int, float, datetime, None]]:
         """
         Convert tickers from CryptoDataPy to Yahoo Finance format.
         """
-        # convert tickers
+        # tickers
         with resources.path("cryptodatapy.conf", "tickers.csv") as f:
             tickers_path = f
-        tickers_df, tickers = pd.read_csv(tickers_path, index_col=0, encoding="latin1"), []
+        tickers_df = pd.read_csv(tickers_path, index_col=0, encoding="latin1")
 
-        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:
+        if self.data_req.source_tickers is None:
+            self.data_req.source_tickers = []
             for ticker in self.data_req.tickers:
                 try:
-                    tickers.append(tickers_df.loc[ticker, "wb_id"])
+                    self.data_req.source_tickers.append(tickers_df.loc[ticker, "wb_id"])
                 except KeyError:
                     logging.warning(
-                        f"{ticker} not found for World Bank data source. Check tickers in"
+                        f"{ticker} not found for World Bank source. Check tickers in"
                         f" data catalog and try again."
                     )
-                    self.data_req.tickers.remove(ticker)
         # drop dupes
-        tickers = list(set(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:
-            freq = self.data_req.freq
+        self.data_req.source_tickers = list(set(self.data_req.source_tickers))
+
+        # freq
+        if self.data_req.source_freq is None:
+            self.data_req.source_freq = self.data_req.freq
+
         # convert quote ccy
         if self.data_req.quote_ccy is None:
-            quote_ccy = "USD"
+            self.data_req.quote_ccy = "USD"
         else:
-            quote_ccy = self.data_req.quote_ccy.upper()
-        # convert ctys
+            self.data_req.quote_ccy = self.data_req.quote_ccy.upper()
+
+        # ctys
         ctys_list = []
         if self.data_req.cat == "macro":
             for ticker in self.data_req.tickers:
@@ -800,62 +770,44 @@ class ConvertParams:
                         f"{ticker} not found for {self.data_req.source} source. Check tickers in "
                         f"data catalog and try again."
                     )
-        ctys_list = list(set(ctys_list))
+        self.data_req.ctys = list(set(ctys_list))
+
         # start date
         if self.data_req.start_date is None:
-            start_date = 1920
+            self.data_req.source_start_date = 1920
         else:
-            start_date = int(self.data_req.start_date.year)
+            self.data_req.source_start_date = int(self.data_req.start_date.year)
+
         # end date
         if self.data_req.end_date is None:
-            end_date = pd.Timestamp.utcnow().year
+            self.data_req.source_end_date = pd.Timestamp.utcnow().year
         else:
-            end_date = int(self.data_req.end_date.year)
+            self.data_req.source_end_date = int(self.data_req.end_date.year)
+
         # 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:
-            fields = self.convert_fields(data_source='wb')
+        if self.data_req.source_fields is None:
+            self.data_req.source_fields = self.convert_fields(data_source='wb')
 
-        return {
-            "tickers": tickers,
-            "freq": freq,
-            "quote_ccy": quote_ccy,
-            "exch": self.data_req.exch,
-            "ctys": ctys_list,
-            "mkt_type": None,
-            "mkts": None,
-            "start_date": start_date,
-            "end_date": end_date,
-            "fields": fields,
-            "tz": self.data_req.tz,
-            "inst": None,
-            "cat": self.data_req.cat,
-            "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,
-        }
+        return self.data_req
 
-    def to_yahoo(self) -> Dict[str, Union[list, str, int, float, datetime, None]]:
+    def to_yahoo(self) -> DataRequest:
         """
         Convert tickers from CryptoDataPy to Yahoo Finance format.
         """
         # tickers
         with resources.path("cryptodatapy.conf", "tickers.csv") as f:
             tickers_path = f
-        tickers_df, tickers = pd.read_csv(tickers_path, index_col=0, encoding="latin1"), []
+        tickers_df = pd.read_csv(tickers_path, index_col=0, encoding="latin1")
 
         if self.data_req.source_tickers is None:
             if self.data_req.cat == 'eqty':
                 self.data_req.source_tickers = [ticker.upper() for ticker in self.data_req.tickers]
+                self.data_req.tickers = self.data_req.source_tickers
             else:
                 self.data_req.source_tickers = []
+                if self.data_req.cat == 'fx':
+                    self.data_req.tickers = [ticker.upper() for ticker in self.data_req.tickers]
                 for ticker in self.data_req.tickers:
-                    if self.data_req.cat == 'fx':
-                        ticker = ticker.upper()
                     try:
                         self.data_req.source_tickers.append(tickers_df.loc[ticker, "yahoo_id"])
                     except KeyError:
@@ -888,88 +840,45 @@ class ConvertParams:
         if self.data_req.tz is None:
             self.data_req.tz = "America/New_York"
 
-        # return {
-        #     "tickers": tickers,
-        #     "freq": freq,
-        #     "quote_ccy": quote_ccy,
-        #     "exch": self.data_req.exch,
-        #     "ctys": None,
-        #     "mkt_type": self.data_req.mkt_type,
-        #     "mkts": None,
-        #     "start_date": start_date,
-        #     "end_date": end_date,
-        #     "fields": fields,
-        #     "tz": tz,
-        #     "inst": None,
-        #     "cat": self.data_req.cat,
-        #     "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_famafrench(self) -> Dict[str, Union[list, str, int, float, datetime, None]]:
+        return self.data_req
+
+    def to_famafrench(self) -> DataRequest:
         """
         Convert tickers from CryptoDataPy to Fama-French format.
         """
-        # convert tickers
+        # tickers
         with resources.path("cryptodatapy.conf", "tickers.csv") as f:
             tickers_path = f
-        tickers_df, tickers = pd.read_csv(tickers_path, index_col=0, encoding="latin1"), []
+        tickers_df = pd.read_csv(tickers_path, index_col=0, encoding="latin1")
 
-        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:
+        if self.data_req.source_tickers is None:
+            self.data_req.source_tickers = []
             for ticker in self.data_req.tickers:
                 try:
-                    tickers.append(tickers_df.loc[ticker, "famafrench_id"])
+                    self.data_req.source_tickers.append(tickers_df.loc[ticker, "famafrench_id"])
                 except KeyError:
                     logging.warning(
                         f"{ticker} not found for Fama-French source. Check tickers in"
                         f" data catalog and try again."
                     )
-                    self.data_req.tickers.remove(ticker)
-        # 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:
-            freq = self.data_req.freq
-        # convert quote ccy
-        quote_ccy = self.data_req.quote_ccy
+
+        # freq
+        if self.data_req.source_freq is None:
+            self.data_req.source_freq = self.data_req.freq
+
         # start date
         if self.data_req.start_date is None:
-            start_date = datetime(1920, 1, 1)
+            self.data_req.source_start_date = datetime(1920, 1, 1)
         else:
-            start_date = self.data_req.start_date
+            self.data_req.source_start_date = self.data_req.start_date
+
         # end date
         if self.data_req.end_date is None:
-            end_date = pd.Timestamp.utcnow().date()
+            self.data_req.source_end_date = datetime.now()
         else:
-            end_date = self.data_req.end_date
+            self.data_req.source_end_date = self.data_req.end_date
 
-        return {
-            "tickers": tickers,
-            "freq": freq,
-            "quote_ccy": quote_ccy,
-            "exch": self.data_req.exch,
-            "ctys": None,
-            "mkt_type": self.data_req.mkt_type,
-            "mkts": None,
-            "start_date": start_date,
-            "end_date": end_date,
-            "fields": self.data_req.fields,
-            "tz": self.data_req.tz,
-            "inst": None,
-            "cat": self.data_req.cat,
-            "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,
-        }
+        return self.data_req
 
     def to_aqr(self) -> Dict[str, Union[list, str, int, dict, float, datetime, None]]:
         """

cryptodatapy/transform/wrangle.py

@@ -717,16 +717,22 @@ class WrangleData:
         """
         # convert fields to lib
         self.convert_fields_to_lib(data_source='dbnomics')
+
         # convert to datetime
         self.data_resp['date'] = pd.to_datetime(self.data_resp['date'])
+
         # 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().ffill()
+
         # filter dates
         self.filter_dates()
+
         # type conversion
         self.data_resp = self.data_resp.apply(pd.to_numeric, errors='coerce').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
@@ -862,24 +868,29 @@ class WrangleData:
         -------
         pd.DataFrame
             Wrangled dataframe into tidy data format.
-
         """
-        # convert tickers to cryptodatapy format
+        # tickers
         self.data_resp.columns = self.data_req.tickers  # convert tickers to cryptodatapy format
+
         # resample to match end of reporting period, not beginning
         self.data_resp = self.data_resp.resample('d').last().ffill().resample(self.data_req.freq).last().stack(). \
             to_frame().reset_index()
+
         # convert cols
         if self.data_req.cat == 'macro':
             self.data_resp.columns = ['DATE', 'symbol', 'actual']
         else:
             self.data_resp.columns = ['DATE', 'symbol', 'close']
-        # convert fields to lib
+
+        # fields
         self.convert_fields_to_lib(data_source='fred')
-        # set index
+
+        # index
         self.data_resp.set_index(['date', 'ticker'], inplace=True)
+
         # type conversion
         self.data_resp = self.data_resp.apply(pd.to_numeric, errors='coerce').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
@@ -896,37 +907,41 @@ class WrangleData:
         pd.DataFrame
             Wrangled dataframe into tidy data format.
         """
-        # convert tickers
-        if len(self.data_req.tickers) == 1:  # add ticker
-            if self.data_req.cat == 'eqty' or self.data_req.cat == 'fx':
-                self.data_resp['Ticker'] = self.data_req.tickers[0].upper()
-            else:
-                self.data_resp['Ticker'] = self.data_req.tickers[0]
-        else:   # convert tickers to cryptodatapy format
-            self.data_resp = self.data_resp.stack()  # stack to multi-index
+        # 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']
-            if self.data_req.cat == 'eqty' or self.data_req.cat == 'fx':
-                self.data_resp.index = self.data_resp.index.set_levels([ticker.upper() for ticker in
-                                                                        self.data_req.tickers], level=1)
-            else:
-                self.data_resp.index = self.data_resp.index.set_levels([ticker for ticker in self.data_req.tickers],
-                                                                       level=1)
+            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)
-        # convert fields
+
+        #  fields
         self.convert_fields_to_lib(data_source='yahoo')
-        # convert to datetime
+
+        # index
         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.set_index('date').groupby('ticker').resample(self.data_req.freq).last().\
-            droplevel(0).reset_index().set_index(['date', 'ticker'])
+        self.data_resp = self.data_resp.groupby('ticker').\
+            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()
+
         # 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()
 
@@ -942,7 +957,7 @@ class WrangleData:
             Wrangled dataframe into tidy data format.
 
         """
-        # convert tickers to cryptodatapy format
+        # ticker
         ff_tickers_dict = {'RF': 'US_Rates_1M_RF',
                            'Mkt-RF': 'US_Eqty_CSRP_ER',
                            'HML': 'US_Eqty_Val',
@@ -951,6 +966,7 @@ class WrangleData:
                            'CMA': 'US_Eqty_Inv',
                            'Mom': 'US_Eqty_Mom',
                            'ST_Rev': 'US_Eqty_STRev'}
+
         # remove white space from cols str
         self.data_resp.columns = [col.strip() for col in self.data_resp.columns]
         # keep cols in data req tickers
@@ -959,14 +975,18 @@ class WrangleData:
         drop_cols = [col for col in self.data_resp.columns if col not in self.data_req.tickers]
         self.data_resp.drop(columns=drop_cols, inplace=True)
         self.data_resp = self.data_resp.loc[:, ~self.data_resp.columns.duplicated()]  # drop dup cols
+
         # resample freq
         self.data_resp = self.data_resp.resample(self.data_req.freq).sum()
+
         # format index
         self.data_resp.index.name = 'date'  # rename
         self.data_resp = self.data_resp.stack().to_frame('er')
         self.data_resp.index.names = ['date', 'ticker']
+
         # type and conversion to decimals
         self.data_resp = self.data_resp.apply(pd.to_numeric, errors='coerce').convert_dtypes() / 100
+
         # 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

{cryptodatapy-0.2.7.dist-info → cryptodatapy-0.2.8.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: cryptodatapy
-Version: 0.2.7
+Version: 0.2.8
 Summary: Cryptoasset data library
 License: Apache-2.0
 Author: Systamental

{cryptodatapy-0.2.7.dist-info → cryptodatapy-0.2.8.dist-info}/RECORD

@@ -34,16 +34,16 @@ cryptodatapy/extract/data_vendors/cryptocompare_api.py,sha256=3oBfQioBz1vrs9JNtw
 cryptodatapy/extract/data_vendors/datavendor.py,sha256=kGKxHcPng6JiGGhcuPx87ij0DXl4E-OSqxlvxhJ1HQo,12642
 cryptodatapy/extract/data_vendors/glassnode_api.py,sha256=PuuJOjHztoJyFijb5XU1zm1S_2NAj7MX-wC89DL_bWQ,13103
 cryptodatapy/extract/data_vendors/tiingo_api.py,sha256=Bvj5nF8zCkpU3cf5ImUmCS1cd1w2UtjgQvRmQ9Wfg6g,26404
-cryptodatapy/extract/datarequest.py,sha256=KMfrc4WeHivNeIKN-sbLFWD7sqPrwasPFiee6QUWRuA,25015
+cryptodatapy/extract/datarequest.py,sha256=gwYhodt_Du12mmH_4qdROZb6ics_8-KpaG-2RxjyXnU,25880
 cryptodatapy/extract/getdata.py,sha256=HzWQyacfmphms97LVKbx1gEgcgsQJViBT4BBxL9TBXk,8703
-cryptodatapy/extract/libraries/Untitled.ipynb,sha256=4SGovpmy_kLijEhzBhVJoYNVPrwrERRO0DL6gwzeRvM,614
+cryptodatapy/extract/libraries/Untitled.ipynb,sha256=qW8zLbpXG-AeJ4Vlo6-0AbrTBlM5Y4PMDz9-1TGb5QM,1218203
 cryptodatapy/extract/libraries/__init__.py,sha256=9rJ_hFHWlvkPwyIkNG5bqH6HTY2jQNPIKQjzYEsVSDo,319
 cryptodatapy/extract/libraries/ccxt.ipynb,sha256=O-xkr_jtRBY4kuKWek61UOLaU5AiyNRM7AnquNLUjFs,22865
-cryptodatapy/extract/libraries/ccxt_api.py,sha256=E_jVIKZ5iDjuTK-JwJFENvuWG08B24nN-NcVruWSoeQ,35882
+cryptodatapy/extract/libraries/ccxt_api.py,sha256=nHkNeOKAL2KEvbY-ZI-ZgTlO5v15k9KnqODPiMM5zWw,35865
 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=070YsO1RJzm4z_enhCjqe5hrj8qsk-Ni0Q_QKoAwQ6U,12316
-cryptodatapy/extract/libraries/pandasdr_api.py,sha256=DFko-N_ZmINUnzmXIct_CgnwEeoTh1xkaXewcJXdR2k,13177
+cryptodatapy/extract/libraries/pandasdr_api.py,sha256=-62P0W0Pa98f-96nB_bDgDkPFshP8yiqKZ9VU-usv94,13696
 cryptodatapy/extract/libraries/yfinance_api.py,sha256=E4c8gIpDh5ta8ILsn9SBs3C1pOU1VP4OqwQb6TcOzCc,17311
 cryptodatapy/extract/web/__init__.py,sha256=8i0fweCeqSpdiPf-47jT240I4ca6SizCu9aD-qDS67w,89
 cryptodatapy/extract/web/aqr.py,sha256=LS1D7QzG6UWkLUfDMgBFtiHpznnnAUOpec5Sx3vRGME,11875
@@ -54,7 +54,7 @@ cryptodatapy/transform/clean.py,sha256=C9VypQOjdJ987TcD-qAHh7qYaoJBotvp3cWTr3ttS
 cryptodatapy/transform/clean_onchain_data.ipynb,sha256=WrVPs8_WVKEgL6XRvGUATzeinqGUDTbXv_CHivg0nXg,687176
 cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb,sha256=3TFTG6riUfu5f0uYvlMC44iUtQRd27sQPxBMXBXzp6A,72758
 cryptodatapy/transform/cmdty_data.ipynb,sha256=McAMfzNDfrv61gSlzFOkw_DXaOGZE1qfqXc2E_KeSbs,1220371
-cryptodatapy/transform/convertparams.py,sha256=RxAOgtmmFaffX4cs0drLlG-jn3erF5K8BQ8EzlviZDo,43261
+cryptodatapy/transform/convertparams.py,sha256=X80Hdi2AMHVSYTJ6i-ovOzv5L6JQlGswJlC82xCriX8,39687
 cryptodatapy/transform/credit_data.ipynb,sha256=Wvvnu9ejsmqCb0s3cTG8bLJaywWQCskgk6FBd5J5Vf8,1892822
 cryptodatapy/transform/eqty_data.ipynb,sha256=A5cA13hOPrOe7Fra0HL4QPFkJGVfArigTR0GUUBpQ3A,25609
 cryptodatapy/transform/filter.py,sha256=iQDUXthEXVGcrZUZLjevhDqwf9oywEQHTIh6n_sxOhU,9056
@@ -63,11 +63,11 @@ cryptodatapy/transform/impute.py,sha256=c7qdgFg0qs_xuQnX0jazpt0wgASC0KElLZRuxTke
 cryptodatapy/transform/od.py,sha256=z__CWiN70f1leqx12SS9pIvTggxpUPrg1falJIKMZCc,31031
 cryptodatapy/transform/rates_data.ipynb,sha256=olKY4t2j4sfjsCYlhupTgaviC6922HHGBr-y3f80qjQ,13358
 cryptodatapy/transform/us_rates_daily.csv,sha256=BIA4a6egQYrVsLk51IZ54ZXXWMwjrx_t5S4XMdvHg44,6434830
-cryptodatapy/transform/wrangle.py,sha256=uYOrV4PQ3I0z4C5K3x468w82U3uhGRTEIPVrabaSS04,42987
+cryptodatapy/transform/wrangle.py,sha256=KqPIY7akFtHasW5gqUNR1cCGMBBkgHmzWxyMZFw8t-Q,42564
 cryptodatapy/util/__init__.py,sha256=zSQ2HU2QIXzCuptJjknmrClwtQKCvIj4aNysZljIgrU,116
 cryptodatapy/util/datacatalog.py,sha256=qCCX6srXvaAbVAKuA0M2y5IK_2OEx5xA3yRahDZlC-g,13157
 cryptodatapy/util/datacredentials.py,sha256=fXuGgI2NKCLlcnK8M37CtdyAc3O_YCV23x3KTlfakjA,2160
-cryptodatapy-0.2.7.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
-cryptodatapy-0.2.7.dist-info/METADATA,sha256=lwX6PFxeEg4RAqQo7LAteOZ2vxnh-NefSslgZtaQNzA,6426
-cryptodatapy-0.2.7.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-cryptodatapy-0.2.7.dist-info/RECORD,,
+cryptodatapy-0.2.8.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
+cryptodatapy-0.2.8.dist-info/METADATA,sha256=8Xb8H8X_moxjtR263dEucMEecr5UpausfU7fH_Ne0w0,6426
+cryptodatapy-0.2.8.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+cryptodatapy-0.2.8.dist-info/RECORD,,