eptr2 1.1.1.dev0__tar.gz → 1.1.2.dev1__tar.gz

{eptr2-1.1.1.dev0 → eptr2-1.1.2.dev1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: eptr2
-Version: 1.1.1.dev0
+Version: 1.1.2.dev1
 Summary: EPIAS Transparency Platform v2.0 Python client by Robokami Data
 License: Apache-2.0
 Author: Tideseed

{eptr2-1.1.1.dev0 → eptr2-1.1.2.dev1}/eptr2/composite/__init__.py

@@ -1,7 +1,7 @@
 from eptr2.composite.consumption import *
 from eptr2.composite.price_and_cost import *
 from eptr2.composite.production import *
-from eptr2.composite.dabi import *
+from eptr2.composite.dabi_idm import *
 from eptr2.composite.bpm import *
 from eptr2.composite.idm_log import *
 from eptr2.composite.mms import *

eptr2-1.1.2.dev1/eptr2/composite/dabi_idm.py

@@ -0,0 +1,305 @@
+from eptr2 import EPTR2
+import pandas as pd
+from eptr2.util.time import (
+    iso_to_contract,
+    get_previous_day,
+    get_start_end_dates_period,
+)
+
+
+def process_idm_data(
+    eptr: EPTR2, start_date: str, end_date: str, org_id: str, **kwargs
+) -> pd.DataFrame:
+    """
+    This function processes IDM data and includes it in the DataFrame.
+    It fetches day ahead and bilateral matches, and merges them with IDM data.
+    """
+    lives = kwargs.get("lives", 2)
+    while lives > 0:
+        try:
+            df = eptr.call(
+                "idm-qty",
+                start_date=get_previous_day(start_date),
+                end_date=end_date,
+                org_id=org_id,
+                request_kwargs={"timeout": 5},
+            )
+            break
+        except Exception as e:
+            print("Error fetching IDM data:", e)
+            lives -= 1
+            if lives <= 0:
+                raise Exception("Max lives reached. Exiting.")
+            continue
+
+    ### Due to naming confusion by EPIAS, ask is mapped to buy and bid is mapped to sell.
+
+    if df.empty:
+        df = pd.DataFrame(columns=["contract", "idm_long", "idm_short"])
+    else:
+        df = df.drop("kontratTuru", axis=1).rename(
+            {
+                "kontratAdi": "contract",
+                "clearingQuantityAsk": "idm_long",
+                "clearingQuantityBid": "idm_short",
+            },
+            axis=1,
+        )
+
+    return df
+
+
+def get_day_ahead_and_bilateral_matches(
+    eptr: EPTR2,
+    start_date: str,
+    end_date: str,
+    include_contract_symbol: bool = False,
+    org_id: str = None,
+    include_idm_data: bool = False,
+    include_org_id: bool = False,
+    verbose: bool = False,
+    **kwargs,
+):
+    """
+    This composite function gets day ahead and bilateral matches for the whole market or for a single organization. You can also include IDM data if you provide an org_id.
+    """
+
+    if verbose:
+        print("Getting day ahead matches...")
+
+    lives = kwargs.get("lives", 2)
+    while lives > 0:
+        try:
+            df_da = eptr.call(
+                "dam-clearing",
+                start_date=start_date,
+                end_date=end_date,
+                org_id=org_id,
+                request_kwargs={"timeout": 5},
+            )
+            break
+        except Exception as e:
+            print("Error fetching day ahead matches:", e)
+            lives -= 1
+            if lives <= 0:
+                raise Exception("Max lives reached. Exiting.")
+
+            continue
+
+    df = df_da.rename(
+        {"matchedBids": "da_long", "matchedOffers": "da_short"}, axis=1
+    ).drop("hour", axis=1)
+
+    for cc in ["bi-long", "bi-short"]:
+        if verbose:
+            print(f"Getting bilateral {cc} matches...")
+
+        lives = kwargs.get("lives", 2)
+        while lives > 0:
+            try:
+                df_bi = eptr.call(
+                    cc,
+                    start_date=start_date,
+                    end_date=end_date,
+                    org_id=org_id,
+                    request_kwargs={"timeout": 5},
+                )
+
+                df = df.merge(
+                    df_bi.rename({"quantity": cc.replace("-", "_")}, axis=1).drop(
+                        "hour", axis=1
+                    ),
+                    on="date",
+                    how="left",
+                )
+                break
+            except Exception as e:
+                print("Error fetching bilateral long matches:", e)
+                lives -= 1
+                if lives <= 0:
+                    raise Exception("Max lives reached. Exiting.")
+                continue
+
+    # if verbose:
+    #     print("Getting bilateral short matches...")
+
+    # df_bi_short = eptr.call(
+    #     "bi-short",
+    #     start_date=start_date,
+    #     end_date=end_date,
+    #     org_id=org_id,
+    #     request_kwargs={"timeout": 5},
+    # )
+
+    # df = df.merge(
+    #     df_bi_short.rename({"quantity": "bi_short"}, axis=1).drop("hour", axis=1),
+    #     on="date",
+    #     how="left",
+    # )
+
+    df["dabi_net"] = df["da_long"] - df["da_short"] + df["bi_long"] - df["bi_short"]
+
+    if include_idm_data:
+        include_contract_symbol = True
+
+    if include_contract_symbol:
+        try:
+            df["contract"] = df["date"].apply(lambda x: iso_to_contract(x))
+        except Exception as e:
+            print("Contract information could not be added. Error:", e)
+
+    if include_idm_data:
+        if verbose:
+            print("Getting IDM data...")
+        df_idm = process_idm_data(eptr, start_date, end_date, org_id)
+        df = (
+            df.merge(df_idm, on=["contract"], how="left")
+            .fillna(0.0)
+            .infer_objects(copy=False)
+        )
+        df["idm_net"] = df["idm_long"] - df["idm_short"]
+        df["dabi_idm_net"] = df["dabi_net"] + df["idm_net"]
+        df["dabi_idm_net"] = df["dabi_idm_net"].round(2)
+
+    if include_org_id and org_id is not None:
+        df["org_id"] = org_id
+
+    return df
+
+
+def get_dabi_idm_data(
+    eptr: EPTR2,
+    start_date: str,
+    end_date: str,
+    org_id: str | None = None,
+    verbose: bool = False,
+):
+    """
+    This function retrieves DABI IDM data for a specific organization. It is a wrapper around the `process_idm_data` function.
+    """
+
+    return get_day_ahead_and_bilateral_matches(
+        eptr=eptr,
+        start_date=start_date,
+        end_date=end_date,
+        org_id=org_id,
+        include_idm_data=True,
+        include_contract_symbol=True,
+        include_org_id=True,
+        verbose=verbose,
+    )
+
+
+def get_dabi_idm_data_period(
+    eptr: EPTR2,
+    period: str,
+    org_id: str | None = None,
+    verbose: bool = False,
+):
+    """
+    This function retrieves DABI IDM data for a specific organization over a period.
+    It is a wrapper around the `get_dabi_idm_data` function.
+    """
+
+    start_date, end_date = get_start_end_dates_period(period=period)
+
+    return get_dabi_idm_data(
+        eptr=eptr,
+        start_date=start_date,
+        end_date=end_date,
+        org_id=org_id,
+        verbose=verbose,
+    )
+
+
+def get_day_ahead_detail_info(
+    eptr: EPTR2,
+    start_date: str,
+    end_date: str,
+    verbose: bool = False,
+    include_contract_symbol: bool = False,
+    lives: int = 3,
+    **kwargs,
+) -> pd.DataFrame:
+    """
+    This function gets day ahead detail information such as regular, block, flexible bids & asks (offers).
+    """
+
+    df_d: dict[pd.DataFrame] = {}
+
+    items = [
+        "dam-bid",
+        "dam-offer",
+        "dam-block-bid",
+        "dam-block-offer",
+        "dam-flexible-bid",
+        "dam-flexible-offer",
+        # "dam-flexible-matching",
+    ]
+
+    map_d = {
+        "dam-bid": {"bidQuantity": "bid"},
+        "dam-offer": {"offerQuantity": "ask"},
+        "dam-block-bid": {
+            "amountOfPurchasingTowardsMatchedBlock": "block_long_match",
+            "amountOfPurchasingTowardsUnMatchedBlock": "block_long_remaining",
+        },
+        "dam-block-offer": {
+            "amountOfSalesTowardsMatchedBlock": "block_short_match",
+            "amountOfSalesTowardsUnMatchedBlock": "block_short_remaining",
+        },
+        "dam-flexible-bid": {
+            "totalBuyingFlexibleOfferQuantity": "flex_long_total",
+            "matchedBuyingFlexibleOfferQuantity": "flex_long_match",
+            "unmatchedBuyingFlexibleOfferQuantity": "flex_long_remaining",
+        },
+        "dam-flexible-offer": {
+            "totalSellingFlexibleOfferQuantity": "flex_short_total",
+            "matchedSellingFlexibleOfferQuantity": "flex_short_match",
+            "unmatchedSellingFlexibleOfferQuantity": "flex_short_remaining",
+        },
+    }
+
+    df: pd.DataFrame | None = None
+
+    while len(items) > 0:
+        for item in items:
+            try:
+                if verbose:
+                    print(f"Fetching {item} data...")
+                df_d[item] = eptr.call(
+                    item,
+                    start_date=start_date,
+                    end_date=end_date,
+                    request_kwargs={"timeout": kwargs.get("timeout", 5)},
+                )
+
+                df_d[item].rename(map_d[item], axis=1, inplace=True)
+                if "hour" in df_d[item].columns:
+                    df_d[item].drop("hour", axis=1, inplace=True)
+                elif "time" in df_d[item].columns:
+                    df_d[item].drop("time", axis=1, inplace=True)
+
+                if df is None:
+                    df = df_d[item].copy()
+                else:
+                    df = df.merge(df_d[item], on="date", how="outer")
+
+            except Exception as e:
+                if verbose:
+                    print(f"Error fetching {item}: {e}")
+                lives -= 1
+                if lives <= 0:
+                    print("Max lives reached. Exiting.")
+                    break
+                continue
+
+        items = [item for item in items if item not in df_d or df_d[item].empty]
+
+    if include_contract_symbol:
+        try:
+            df["contract"] = df["date"].apply(lambda x: iso_to_contract(x))
+        except Exception as e:
+            print("Contract information could not be added. Error:", e)
+
+    return df

{eptr2-1.1.1.dev0 → eptr2-1.1.2.dev1}/eptr2/util/time.py

@@ -1,5 +1,6 @@
 from datetime import datetime, timedelta, timezone
 import pytz
+from typing import Literal
 
 
 def check_iso_format(
@@ -49,11 +50,16 @@ def get_today_utc3():
     return get_utc3_now().strftime("%Y-%m-%d")
 
 
-def get_date_from_key(key):
+def get_date_from_key(key: Literal["today", "start_of_month", "end_of_month"]):
     if key == "today":
         res = get_today_utc3()
     elif key == "start_of_month":
         res = get_utc3_now().strftime("%Y-%m-01")
+    elif key == "end_of_month":
+        res = (
+            (get_utc3_now().replace(day=1) + timedelta(days=31)).replace(day=1)
+            - timedelta(days=1)
+        ).strftime("%Y-%m-%d")
 
     return res
 
@@ -399,3 +405,51 @@ def check_date_for_settlement(x: str | datetime, settlement_day=15):
         return True
 
     return False
+
+
+def date_str_to_datetime(date_str: str, fmt: str = "%Y-%m-%d"):
+    """
+    Convert a date string to a datetime object.
+    """
+    try:
+        return pytz.timezone("Europe/Istanbul").localize(
+            datetime.strptime(date_str, fmt)
+        )
+    except ValueError:
+        print(f"Invalid date format: {date_str}. Expected format: {fmt}.")
+        return None
+
+
+def offset_date_by_n_days(date_str: str, fmt: str = "%Y-%m-%d", n: int = 1):
+    """
+    Get the previous day from a given date string.
+    """
+    dt = date_str_to_datetime(date_str, fmt)
+    if dt:
+        offset_day = dt + timedelta(days=n)
+        return offset_day.strftime(fmt)
+    return None
+
+
+def get_previous_day(date_str: str, fmt: str = "%Y-%m-%d"):
+    """
+    Get the previous day from a given date string. Useful for IDM queries.
+    """
+    return offset_date_by_n_days(date_str, fmt, n=-1)
+
+
+def get_start_end_dates_period(period: str):
+    """
+    Get the start and end dates for a given period.
+    """
+
+    dt = pytz.timezone("Europe/Istanbul").localize(
+        datetime.strptime(period, "%Y-%m-%d")
+    )
+
+    start_date = dt.replace(day=1, hour=0, minute=0, second=0, microsecond=0)
+    end_date = (start_date + timedelta(days=31)).replace(day=1) - timedelta(days=1)
+    start_date = start_date.strftime("%Y-%m-%d")
+    end_date = end_date.strftime("%Y-%m-%d")
+
+    return start_date, end_date

{eptr2-1.1.1.dev0 → eptr2-1.1.2.dev1}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "eptr2"
-version = "1.1.1.dev0"
+version = "1.1.2.dev1"
 description = "EPIAS Transparency Platform v2.0 Python client by Robokami Data"
 authors = ["Tideseed <info@tideseed.com>"]
 license = "Apache License 2.0"

eptr2-1.1.1.dev0/eptr2/composite/dabi.py

@@ -1,156 +0,0 @@
-from eptr2 import EPTR2
-import pandas as pd
-from eptr2.util.time import iso_to_contract
-
-
-def get_day_ahead_and_bilateral_matches(
-    eptr: EPTR2,
-    start_date: str,
-    end_date: str,
-    verbose: bool = False,
-    include_contract_symbol: bool = False,
-    org_id: str = None,
-):
-    """
-    This composite function gets day ahead and bilateral matches for the whole market or for a single organization.
-    """
-
-    if verbose:
-        print("Getting day ahead matches...")
-
-    df_da = eptr.call(
-        "dam-clearing", start_date=start_date, end_date=end_date, org_id=org_id
-    )
-
-    df = df_da.rename(
-        {"matchedBids": "da_long", "matchedOffers": "da_short"}, axis=1
-    ).drop("hour", axis=1)
-
-    if verbose:
-        print("Getting bilateral long matches...")
-
-    df_bi_long = eptr.call(
-        "bi-long", start_date=start_date, end_date=end_date, org_id=org_id
-    )
-
-    df = df.merge(
-        df_bi_long.rename({"quantity": "bi_long"}, axis=1).drop("hour", axis=1),
-        on="date",
-        how="left",
-    )
-
-    if verbose:
-        print("Getting bilateral short matches...")
-
-    df_bi_short = eptr.call(
-        "bi-short", start_date=start_date, end_date=end_date, org_id=org_id
-    )
-
-    df = df.merge(
-        df_bi_short.rename({"quantity": "bi_short"}, axis=1).drop("hour", axis=1),
-        on="date",
-        how="left",
-    )
-
-    if include_contract_symbol:
-        try:
-            df["contract"] = df["date"].apply(lambda x: iso_to_contract(x))
-        except Exception as e:
-            print("Contract information could not be added. Error:", e)
-
-    return df
-
-
-def get_day_ahead_detail_info(
-    eptr: EPTR2,
-    start_date: str,
-    end_date: str,
-    verbose: bool = False,
-    include_contract_symbol: bool = False,
-    lives: int = 3,
-    **kwargs,
-) -> pd.DataFrame:
-    """
-    This function gets day ahead detail information such as regular, block, flexible bids & asks (offers).
-    """
-
-    df_d: dict[pd.DataFrame] = {}
-
-    items = [
-        "dam-bid",
-        "dam-offer",
-        "dam-block-bid",
-        "dam-block-offer",
-        "dam-flexible-bid",
-        "dam-flexible-offer",
-        # "dam-flexible-matching",
-    ]
-
-    map_d = {
-        "dam-bid": {"bidQuantity": "bid"},
-        "dam-offer": {"offerQuantity": "ask"},
-        "dam-block-bid": {
-            "amountOfPurchasingTowardsMatchedBlock": "block_long_match",
-            "amountOfPurchasingTowardsUnMatchedBlock": "block_long_remaining",
-        },
-        "dam-block-offer": {
-            "amountOfSalesTowardsMatchedBlock": "block_short_match",
-            "amountOfSalesTowardsUnMatchedBlock": "block_short_remaining",
-        },
-        "dam-flexible-bid": {
-            "totalBuyingFlexibleOfferQuantity": "flex_long_total",
-            "matchedBuyingFlexibleOfferQuantity": "flex_long_match",
-            "unmatchedBuyingFlexibleOfferQuantity": "flex_long_remaining",
-        },
-        "dam-flexible-offer": {
-            "totalSellingFlexibleOfferQuantity": "flex_short_total",
-            "matchedSellingFlexibleOfferQuantity": "flex_short_match",
-            "unmatchedSellingFlexibleOfferQuantity": "flex_short_remaining",
-        },
-    }
-
-    df: pd.DataFrame | None = None
-
-    while len(items) > 0:
-        for item in items:
-            try:
-                if verbose:
-                    print(f"Fetching {item} data...")
-                df_d[item] = eptr.call(
-                    item,
-                    start_date=start_date,
-                    end_date=end_date,
-                    request_kwargs={"timeout": kwargs.get("timeout", 5)},
-                )
-
-                df_d[item].rename(map_d[item], axis=1, inplace=True)
-                if "hour" in df_d[item].columns:
-                    df_d[item].drop("hour", axis=1, inplace=True)
-                elif "time" in df_d[item].columns:
-                    df_d[item].drop("time", axis=1, inplace=True)
-
-                if df is None:
-                    df = df_d[item].copy()
-                else:
-                    df = df.merge(df_d[item], on="date", how="outer")
-
-            except Exception as e:
-                if verbose:
-                    print(f"Error fetching {item}: {e}")
-                lives -= 1
-                if lives <= 0:
-                    print("Max lives reached. Exiting.")
-                    break
-                continue
-
-        items = [item for item in items if item not in df_d or df_d[item].empty]
-
-    # df.fillna(0, inplace=True)
-
-    if include_contract_symbol:
-        try:
-            df["contract"] = df["date"].apply(lambda x: iso_to_contract(x))
-        except Exception as e:
-            print("Contract information could not be added. Error:", e)
-
-    return df