detquantlib 5.10.0__tar.gz → 5.10.2__tar.gz

{detquantlib-5.10.0 → detquantlib-5.10.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: detquantlib
-Version: 5.10.0
+Version: 5.10.2
 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-5.10.2}/detquantlib/data/databases/azure_client.py

@@ -254,7 +254,6 @@ class AzureClient:
         database = self._resolve_database(database)
         if database not in self._engines:
             conn_str = self._to_connection_string(self._connection_params(database))
-            logger.info("Connecting to Azure SQL database %s on %s", database, self.config.server)
             self._engines[database] = create_engine(
                 "mssql+pyodbc://",
                 creator=lambda: pyodbc.connect(conn_str),
@@ -268,9 +267,8 @@ class AzureClient:
 
         Safe to call multiple times, or when no connection was ever opened.
         """
-        for database, engine in self._engines.items():
+        for engine in self._engines.values():
             engine.dispose()
-            logger.info("Azure SQL connection to database %s closed", database)
         self._engines = {}
 
     def __enter__(self) -> "AzureClient":

{detquantlib-5.10.0 → detquantlib-5.10.2}/detquantlib/data/databases/snowflake_client.py

@@ -22,6 +22,7 @@ from snowflake.connector.errors import Error as SnowflakeError
 from snowflake.connector.pandas_tools import write_pandas
 
 logger = logging.getLogger(__name__)
+logging.getLogger("snowflake.connector").setLevel(logging.WARNING)
 
 _IDENTIFIER_RE = re.compile(r"^[A-Za-z_][A-Za-z0-9_$]*$")
 
@@ -225,7 +226,6 @@ class SnowflakeClient:
             The active Snowflake connection.
         """
         if self._conn is None or self._conn.is_closed():
-            logger.info("Connecting to Snowflake account %s", self.config.account)
             self._conn = snowflake.connector.connect(**self._connection_params())
         return self._conn
 
@@ -237,7 +237,6 @@ class SnowflakeClient:
         """
         if self._conn is not None and not self._conn.is_closed():
             self._conn.close()
-            logger.info("Snowflake connection closed")
         self._conn = None
 
     def __enter__(self) -> "SnowflakeClient":
@@ -286,7 +285,9 @@ 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 +300,7 @@ 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 +330,7 @@ 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 +493,7 @@ 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 +501,39 @@ 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-5.10.2}/detquantlib/utils/logging.py

@@ -29,6 +29,7 @@ def setup_logger(log_dir: Path):
         fmt=(
             "%(log_color)s%(asctime)-8s%(reset)s "
             "%(log_color)s[%(levelname)s]%(reset)s "
+            "%(log_color)s[%(name)s]%(reset)s "
             "%(log_color)s%(message)s"
         ),
         datefmt="%Y-%m-%d %H:%M:%S",
@@ -40,7 +41,7 @@ def setup_logger(log_dir: Path):
 
     # File handler (plain, no colors)
     file_formatter = logging.Formatter(
-        fmt="%(asctime)s [%(levelname)s] %(message)s",
+        fmt="%(asctime)s [%(levelname)s] [%(name)s] %(message)s",
         datefmt="%Y-%m-%d %H:%M:%S",
     )
     file_handler = logging.FileHandler(log_dir, mode="a", encoding="utf-8")

{detquantlib-5.10.0 → detquantlib-5.10.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "detquantlib"
-version = "5.10.0"
+version = "5.10.2"
 description = "An internal library containing functions and classes that can be used across Quant models."
 authors = ["Dynamic Energy Trading"]
 readme = "README.md"