detquantlib 5.10.0__tar.gz → 5.10.1__tar.gz

{detquantlib-5.10.0 → detquantlib-5.10.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: detquantlib
-Version: 5.10.0
+Version: 5.10.1
 Summary: An internal library containing functions and classes that can be used across Quant models.
 License-File: LICENSE.txt
 Author: Dynamic Energy Trading

{detquantlib-5.10.0 → detquantlib-5.10.1}/detquantlib/data/databases/snowflake_client.py

@@ -286,7 +286,9 @@ class SnowflakeClient:
         Args:
             sql: The SQL statement to execute.
             params: Values bound to the placeholders in ``sql``: a sequence for positional ``%s``
-                placeholders, or a dict for named ``%(name)s`` placeholders.
+                placeholders, or a dict for named ``%(name)s`` placeholders. pandas Timestamps
+                are converted to Python datetimes (and ``NaT`` to ``None``), since the connector
+                cannot bind them.
             lowercase_columns: If ``True``, column names in the result are converted to lowercase
                 (Snowflake returns them uppercase by default).
 
@@ -299,7 +301,7 @@ class SnowflakeClient:
         conn = self.connect()
         try:
             with conn.cursor() as cur:
-                cur.execute(sql, params)
+                cur.execute(sql, self._prepare_params(params))
                 df = cur.fetch_pandas_all()
         except SnowflakeError as e:
             logger.error("Query failed: %s", e)
@@ -329,7 +331,7 @@ class SnowflakeClient:
         """
         conn = self.connect()
         with conn.cursor() as cur:
-            cur.execute(sql, params)
+            cur.execute(sql, self._prepare_params(params))
             for batch in cur.fetch_pandas_batches():
                 yield batch
 
@@ -492,7 +494,7 @@ class SnowflakeClient:
         conn = self.connect()
         try:
             with conn.cursor() as cur:
-                cur.execute(sql, params)
+                cur.execute(sql, self._prepare_params(params))
                 rowcount = cur.rowcount
         except SnowflakeError as e:
             logger.error("Statement failed: %s", e)
@@ -500,6 +502,39 @@ class SnowflakeClient:
         logger.info("Statement affected %s rows", rowcount)
         return rowcount
 
+    @staticmethod
+    def _prepare_params(
+        params: Optional[Union[Sequence[Any], dict[str, Any]]],
+    ) -> Optional[Union[tuple[Any, ...], dict[str, Any]]]:
+        """
+        Converts parameter values that the Snowflake connector cannot bind.
+
+        The connector picks a converter by type name, so it rejects pandas Timestamps even though
+        they are datetime subclasses. They are converted to Python datetimes, and ``NaT`` to
+        ``None``. Note that Python datetimes only have microsecond precision, so nanoseconds are
+        dropped (pandas warns when this happens). Other values are passed through unchanged.
+
+        Args:
+            params: Values bound to the placeholders of a query, as in ``query()``.
+
+        Returns:
+            The converted values, as a dict for named placeholders or a tuple for positional
+            ones, or ``None`` if ``params`` is ``None``.
+        """
+        if params is None:
+            return None
+
+        def convert(value: Any) -> Any:
+            if value is pd.NaT:
+                return None
+            if isinstance(value, pd.Timestamp):
+                return value.to_pydatetime()
+            return value
+
+        if isinstance(params, dict):
+            return {k: convert(v) for k, v in params.items()}
+        return tuple(convert(v) for v in params)
+
     @staticmethod
     def _check_identifier(name: str) -> str:
         """

{detquantlib-5.10.0 → detquantlib-5.10.1}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "detquantlib"
-version = "5.10.0"
+version = "5.10.1"
 description = "An internal library containing functions and classes that can be used across Quant models."
 authors = ["Dynamic Energy Trading"]
 readme = "README.md"