eetc-utils 1.9.0__tar.gz → 2.0.0__tar.gz

{eetc_utils-1.9.0 → eetc_utils-2.0.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: eetc-utils
-Version: 1.9.0
+Version: 2.0.0
 Summary: EETC Utils Library
 Author: East Empire Trading Company, Stefan Delic, Milos Dovedan
 Author-email: East Empire Trading Company <eastempiretradingcompany2019@gmail.com>, Stefan Delic <einfach.jung1@gmail.com>, Milos Dovedan <dovedanmilosh@gmail.com>
@@ -147,8 +147,8 @@ import os
 # Initialize client (requires EETC_API_KEY environment variable)
 client = EETCDataClient(api_key=os.getenv("EETC_API_KEY"))
 
-# Fetch price data
-price_data = client.get_price_data(symbol="AAPL", start_date="2024-01-01")
+# Fetch price data (one symbol or a list, batched into few requests)
+price_data = client.get_price_data(["AAPL", "MSFT"], from_date="2024-01-01")
 
 # Get fundamentals
 fundamentals = client.get_fundamentals(symbol="AAPL")

{eetc_utils-1.9.0 → eetc_utils-2.0.0}/README.md

@@ -124,8 +124,8 @@ import os
 # Initialize client (requires EETC_API_KEY environment variable)
 client = EETCDataClient(api_key=os.getenv("EETC_API_KEY"))
 
-# Fetch price data
-price_data = client.get_price_data(symbol="AAPL", start_date="2024-01-01")
+# Fetch price data (one symbol or a list, batched into few requests)
+price_data = client.get_price_data(["AAPL", "MSFT"], from_date="2024-01-01")
 
 # Get fundamentals
 fundamentals = client.get_fundamentals(symbol="AAPL")

eetc_utils-2.0.0/pyproject.toml

@@ -0,0 +1,64 @@
+[build-system]
+requires = ["uv_build>=0.11.6,<0.12.0"]
+build-backend = "uv_build"
+
+[project]
+name = "eetc-utils"
+version = "2.0.0"
+description = "EETC Utils Library"
+readme = "README.md"
+license = "MIT"
+license-files = ["LICENSE"]
+requires-python = ">=3.12,<4.0"
+classifiers = [
+    "Programming Language :: Python :: 3",
+    "Operating System :: OS Independent",
+]
+dependencies = [
+    "pandas>=2.3.3,<3.0.0",
+    "numpy>=2.3.4,<3.0.0",
+    "arch>=8.0.0,<9.0.0",
+    "requests>=2.28.0,<3.0.0",
+    "anthropic>=1.6.0,<2.0.0",
+]
+
+[[project.authors]]
+name = "East Empire Trading Company"
+email = "eastempiretradingcompany2019@gmail.com"
+
+[[project.authors]]
+name = "Stefan Delic"
+email = "einfach.jung1@gmail.com"
+
+[[project.authors]]
+name = "Milos Dovedan"
+email = "dovedanmilosh@gmail.com"
+
+[[project.maintainers]]
+name = "East Empire Trading Company"
+email = "eastempiretradingcompany2019@gmail.com"
+
+[[project.maintainers]]
+name = "Stefan Delic"
+email = "einfach.jung1@gmail.com"
+
+[[project.maintainers]]
+name = "Milos Dovedan"
+email = "dovedanmilosh@gmail.com"
+
+[project.urls]
+Homepage = "https://github.com/east-empire-trading-company/eetc-utils"
+Repository = "https://github.com/east-empire-trading-company/eetc-utils"
+"Bug Tracker" = "https://github.com/east-empire-trading-company/eetc-utils/issues"
+
+[dependency-groups]
+dev = [
+    "black>=25.9.0,<26.0.0",
+    "pytest>=9.0.1,<10.0.0",
+]
+
+[[tool.uv.index]]
+name = "testpypi"
+url = "https://test.pypi.org/simple/"
+publish-url = "https://test.pypi.org/legacy/"
+explicit = true

eetc_utils-1.9.0/pyproject.toml → eetc_utils-2.0.0/pyproject.toml.orig

@@ -4,7 +4,7 @@ build-backend = "uv_build"
 
 [project]
 name = "eetc-utils"
-version = "1.9.0"
+version = "2.0.0"
 description = "EETC Utils Library"
 authors = [
     { name = "East Empire Trading Company", email = "eastempiretradingcompany2019@gmail.com" },

{eetc_utils-1.9.0 → eetc_utils-2.0.0}/src/eetc_utils/clients/eetc_data.py

@@ -4,6 +4,9 @@ import pandas as pd
 import requests
 from requests import Response
 
+# max number of symbols the /price/ endpoint accepts per request
+PRICE_BATCH_SIZE = 500
+
 
 class EETCDataClient:
     """
@@ -55,44 +58,47 @@ class EETCDataClient:
 
     def get_price_data(
         self,
-        symbol: str,
+        symbols: Union[str, List[str]],
         date: Optional[str] = None,
         from_date: Optional[str] = None,
         to_date: Optional[str] = None,
         as_json: bool = False,
     ) -> Union[pd.DataFrame, List[Dict]]:
         """
-        Get historical price data from EETC Data Hub via REST API.
+        Get historical price data for one or more symbols from EETC Data
+        Hub via REST API.
 
-        :param symbol: Ticker symbol of the instrument (e.g., "AAPL").
+        Symbols are fetched in alphabetically sorted batches of
+        PRICE_BATCH_SIZE, since each request costs about the same in
+        BigQuery whether it reads one symbol or hundreds.
+
+        :param symbols: Ticker symbol (e.g., "AAPL") or list of ticker
+            symbols.
         :param date: Specific date in format "yyyy-mm-dd".
         :param from_date: Earliest date in format "yyyy-mm-dd".
         :param to_date: Latest date in format "yyyy-mm-dd".
         :param as_json: If True, returns raw JSON list; if False
             (default), returns pandas DataFrame.
-        :return: Historical price data as pandas DataFrame (default) or
-            list of dicts (if as_json=True).
+        :return: Historical price data as pandas DataFrame sorted by
+            symbol and date (default) or list of dicts (if as_json=True).
         :raises requests.HTTPError: If the API request fails.
         """
 
-        url = f"{self.base_url}/price/?symbol={symbol}"
-        params = {}
-
-        # add optional query params
-        if date:
-            params["date"] = date
-
-        if from_date:
-            params["from_date"] = from_date
+        if isinstance(symbols, str):
+            symbols = [symbols]
 
-        if to_date:
-            params["to_date"] = to_date
-
-        # send the HTTP request to EETC Data Hub
-        response = self._send_http_request(url, params)
+        symbols = sorted(set(symbols))
+        url = f"{self.base_url}/price/"
+        params = {"date": date, "from_date": from_date, "to_date": to_date}
+        params = {k: v for k, v in params.items() if v is not None}
 
-        # process and return response data
-        response_data = response.json()
+        response_data = []
+        for i in range(0, len(symbols), PRICE_BATCH_SIZE):
+            batch = symbols[i : i + PRICE_BATCH_SIZE]
+            response = self._send_http_request(
+                url, {**params, "symbols": ",".join(batch)}
+            )
+            response_data.extend(response.json())
 
         if as_json:
             return response_data
@@ -101,7 +107,7 @@ class EETCDataClient:
             return pd.DataFrame()
 
         df = pd.json_normalize(response_data)
-        df = df.sort_values(by=["date"])
+        df = df.sort_values(by=["symbol", "date"], ignore_index=True)
 
         return df
 

{eetc_utils-1.9.0 → eetc_utils-2.0.0}/src/eetc_utils/strategy/backtesting/engine.py

@@ -22,7 +22,7 @@ class BacktestEngine:
 
         # fetch input data
         price_df = self.eetc_data_client.get_price_data(
-            symbol=symbol, from_date=start, to_date=end
+            symbol, from_date=start, to_date=end
         )
         context = {
             "engine": self,

{eetc_utils-1.9.0 → eetc_utils-2.0.0}/src/eetc_utils/strategy/engine.py

@@ -21,9 +21,7 @@ class Engine:
         }  # output
 
         # fetch input data
-        price_df = self.client.get_price_data(
-            symbol=symbol, from_date=start, to_date=end
-        )
+        price_df = self.client.get_price_data(symbol, from_date=start, to_date=end)
         context = {
             "engine": self,
             "symbol": symbol,