finance_dev 0.9.0__py3-none-any.whl

finance_dev/models/getstockaggregatesop.py

@@ -0,0 +1,174 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 51a6a3cada37
+
+from __future__ import annotations
+from .httpmetadata import HTTPMetadata, HTTPMetadataTypedDict
+from .stockaggregatesresponse import (
+    StockAggregatesResponse,
+    StockAggregatesResponseTypedDict,
+)
+from enum import Enum
+from finance_dev import models, utils
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+from finance_dev.utils import FieldMetadata, QueryParamMetadata
+import pydantic
+from pydantic import field_serializer, model_serializer
+from typing import Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class Timespan(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Time span unit for each aggregate bar, such as minute, hour, day, week, month, quarter, or year when supported."""
+
+    SECOND = "second"
+    MINUTE = "minute"
+    HOUR = "hour"
+    DAY = "day"
+    WEEK = "week"
+    MONTH = "month"
+    QUARTER = "quarter"
+    YEAR = "year"
+
+
+class Sort(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Sort direction for aggregate bars. Use `asc` for oldest first or `desc` for newest first."""
+
+    ASC = "asc"
+    DESC = "desc"
+
+
+class GetStockAggregatesRequestTypedDict(TypedDict):
+    ticker: str
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+    multiplier: int
+    r"""Size of each aggregate time window. Enter 1 or greater, such as 1 day or 5 minutes depending on `timespan`."""
+    timespan: Timespan
+    r"""Time span unit for each aggregate bar, such as minute, hour, day, week, month, quarter, or year when supported."""
+    from_: str
+    r"""Start date in YYYY-MM-DD format. Enter the first date to include in the research window. or timestamp"""
+    to: str
+    r"""End date in YYYY-MM-DD format. Enter the last date to include in the research window. or timestamp"""
+    adjusted: NotRequired[bool]
+    r"""Whether to adjust historical prices for stock splits. Use true for normalized charting and false for raw market data."""
+    sort: NotRequired[Sort]
+    r"""Sort direction for aggregate bars. Use `asc` for oldest first or `desc` for newest first."""
+    limit: NotRequired[int]
+    r"""Maximum number of results to return. Use smaller values for UI pages and larger values for exports within API limits."""
+    next: NotRequired[str]
+    r"""Pagination cursor from the previous response. Omit it on the first request, then send the returned cursor to fetch the next page."""
+
+
+class GetStockAggregatesRequest(BaseModel):
+    ticker: Annotated[
+        str, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
+    ]
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+    multiplier: Annotated[
+        int, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
+    ]
+    r"""Size of each aggregate time window. Enter 1 or greater, such as 1 day or 5 minutes depending on `timespan`."""
+
+    timespan: Annotated[
+        Timespan, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
+    ]
+    r"""Time span unit for each aggregate bar, such as minute, hour, day, week, month, quarter, or year when supported."""
+
+    from_: Annotated[
+        str,
+        pydantic.Field(alias="from"),
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ]
+    r"""Start date in YYYY-MM-DD format. Enter the first date to include in the research window. or timestamp"""
+
+    to: Annotated[
+        str, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
+    ]
+    r"""End date in YYYY-MM-DD format. Enter the last date to include in the research window. or timestamp"""
+
+    adjusted: Annotated[
+        Optional[bool],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Whether to adjust historical prices for stock splits. Use true for normalized charting and false for raw market data."""
+
+    sort: Annotated[
+        Optional[Sort],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Sort direction for aggregate bars. Use `asc` for oldest first or `desc` for newest first."""
+
+    limit: Annotated[
+        Optional[int],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Maximum number of results to return. Use smaller values for UI pages and larger values for exports within API limits."""
+
+    next: Annotated[
+        Optional[str],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Pagination cursor from the previous response. Omit it on the first request, then send the returned cursor to fetch the next page."""
+
+    @field_serializer("timespan")
+    def serialize_timespan(self, value):
+        if isinstance(value, str):
+            try:
+                return models.Timespan(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("sort")
+    def serialize_sort(self, value):
+        if isinstance(value, str):
+            try:
+                return models.Sort(value)
+            except ValueError:
+                return value
+        return value
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["adjusted", "sort", "limit", "next"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+class GetStockAggregatesResponseTypedDict(TypedDict):
+    http_meta: HTTPMetadataTypedDict
+    stock_aggregates_response: NotRequired[StockAggregatesResponseTypedDict]
+    r"""Successful response"""
+
+
+class GetStockAggregatesResponse(BaseModel):
+    http_meta: Annotated[Optional[HTTPMetadata], pydantic.Field(exclude=True)] = None
+
+    stock_aggregates_response: Optional[StockAggregatesResponse] = None
+    r"""Successful response"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["StockAggregatesResponse"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m

finance_dev/models/getstocklastquoteop.py

@@ -0,0 +1,56 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: d9fb06474a64
+
+from __future__ import annotations
+from .httpmetadata import HTTPMetadata, HTTPMetadataTypedDict
+from .stocklastquoteresponse import (
+    StockLastQuoteResponse,
+    StockLastQuoteResponseTypedDict,
+)
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+from finance_dev.utils import FieldMetadata, QueryParamMetadata
+import pydantic
+from pydantic import model_serializer
+from typing import Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class GetStockLastQuoteRequestTypedDict(TypedDict):
+    ticker: str
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+
+class GetStockLastQuoteRequest(BaseModel):
+    ticker: Annotated[
+        str, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
+    ]
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+
+class GetStockLastQuoteResponseTypedDict(TypedDict):
+    http_meta: HTTPMetadataTypedDict
+    stock_last_quote_response: NotRequired[StockLastQuoteResponseTypedDict]
+    r"""Successful response"""
+
+
+class GetStockLastQuoteResponse(BaseModel):
+    http_meta: Annotated[Optional[HTTPMetadata], pydantic.Field(exclude=True)] = None
+
+    stock_last_quote_response: Optional[StockLastQuoteResponse] = None
+    r"""Successful response"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["StockLastQuoteResponse"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m

finance_dev/models/getstocklasttradeop.py

@@ -0,0 +1,56 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: fd851d7e1c2d
+
+from __future__ import annotations
+from .httpmetadata import HTTPMetadata, HTTPMetadataTypedDict
+from .stocklasttraderesponse import (
+    StockLastTradeResponse,
+    StockLastTradeResponseTypedDict,
+)
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+from finance_dev.utils import FieldMetadata, QueryParamMetadata
+import pydantic
+from pydantic import model_serializer
+from typing import Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class GetStockLastTradeRequestTypedDict(TypedDict):
+    ticker: str
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+
+class GetStockLastTradeRequest(BaseModel):
+    ticker: Annotated[
+        str, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
+    ]
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+
+class GetStockLastTradeResponseTypedDict(TypedDict):
+    http_meta: HTTPMetadataTypedDict
+    stock_last_trade_response: NotRequired[StockLastTradeResponseTypedDict]
+    r"""Successful response"""
+
+
+class GetStockLastTradeResponse(BaseModel):
+    http_meta: Annotated[Optional[HTTPMetadata], pydantic.Field(exclude=True)] = None
+
+    stock_last_trade_response: Optional[StockLastTradeResponse] = None
+    r"""Successful response"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["StockLastTradeResponse"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m

finance_dev/models/getstockopencloseop.py

@@ -0,0 +1,90 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 46264f35cf81
+
+from __future__ import annotations
+from .httpmetadata import HTTPMetadata, HTTPMetadataTypedDict
+from .stockopencloseresponse import (
+    StockOpenCloseResponse,
+    StockOpenCloseResponseTypedDict,
+)
+from datetime import date
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+from finance_dev.utils import FieldMetadata, QueryParamMetadata
+import pydantic
+from pydantic import model_serializer
+from typing import Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class GetStockOpenCloseRequestTypedDict(TypedDict):
+    ticker: str
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+    date_: date
+    r"""Date in YYYY-MM-DD format. Enter the specific calendar date you want to query."""
+    adjusted: NotRequired[bool]
+    r"""Whether to adjust historical prices for stock splits. Use true for normalized charting and false for raw market data."""
+
+
+class GetStockOpenCloseRequest(BaseModel):
+    ticker: Annotated[
+        str, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
+    ]
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+    date_: Annotated[
+        date,
+        pydantic.Field(alias="date"),
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ]
+    r"""Date in YYYY-MM-DD format. Enter the specific calendar date you want to query."""
+
+    adjusted: Annotated[
+        Optional[bool],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Whether to adjust historical prices for stock splits. Use true for normalized charting and false for raw market data."""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["adjusted"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+class GetStockOpenCloseResponseTypedDict(TypedDict):
+    http_meta: HTTPMetadataTypedDict
+    stock_open_close_response: NotRequired[StockOpenCloseResponseTypedDict]
+    r"""Successful response"""
+
+
+class GetStockOpenCloseResponse(BaseModel):
+    http_meta: Annotated[Optional[HTTPMetadata], pydantic.Field(exclude=True)] = None
+
+    stock_open_close_response: Optional[StockOpenCloseResponse] = None
+    r"""Successful response"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["StockOpenCloseResponse"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m

finance_dev/models/getstockpreviousdayop.py

@@ -0,0 +1,80 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: b9a2bb736665
+
+from __future__ import annotations
+from .httpmetadata import HTTPMetadata, HTTPMetadataTypedDict
+from .stockpreviousdayresponse import (
+    StockPreviousDayResponse,
+    StockPreviousDayResponseTypedDict,
+)
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+from finance_dev.utils import FieldMetadata, QueryParamMetadata
+import pydantic
+from pydantic import model_serializer
+from typing import Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class GetStockPreviousDayRequestTypedDict(TypedDict):
+    ticker: str
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+    adjusted: NotRequired[bool]
+    r"""Whether to adjust historical prices for stock splits. Use true for normalized charting and false for raw market data."""
+
+
+class GetStockPreviousDayRequest(BaseModel):
+    ticker: Annotated[
+        str, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
+    ]
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+    adjusted: Annotated[
+        Optional[bool],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Whether to adjust historical prices for stock splits. Use true for normalized charting and false for raw market data."""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["adjusted"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+class GetStockPreviousDayResponseTypedDict(TypedDict):
+    http_meta: HTTPMetadataTypedDict
+    stock_previous_day_response: NotRequired[StockPreviousDayResponseTypedDict]
+    r"""Successful response"""
+
+
+class GetStockPreviousDayResponse(BaseModel):
+    http_meta: Annotated[Optional[HTTPMetadata], pydantic.Field(exclude=True)] = None
+
+    stock_previous_day_response: Optional[StockPreviousDayResponse] = None
+    r"""Successful response"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["StockPreviousDayResponse"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m

finance_dev/models/getstockquotesop.py

@@ -0,0 +1,177 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 12374d588539
+
+from __future__ import annotations
+from .httpmetadata import HTTPMetadata, HTTPMetadataTypedDict
+from .stockquotesresponse import StockQuotesResponse, StockQuotesResponseTypedDict
+from enum import Enum
+from finance_dev import models, utils
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+from finance_dev.utils import FieldMetadata, QueryParamMetadata
+import pydantic
+from pydantic import field_serializer, model_serializer
+from typing import Callable, Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class GetStockQuotesOrder(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Sort order for returned records. Use asc for oldest first or desc for newest first when supported."""
+
+    ASC = "asc"
+    DESC = "desc"
+
+
+class GetStockQuotesRequestTypedDict(TypedDict):
+    ticker: str
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+    timestamp: NotRequired[str]
+    r"""Query by timestamp (YYYY-MM-DD or nanoseconds)"""
+    timestamp_from: NotRequired[str]
+    r"""Timestamp start filter. Returns records at or after this timestamp."""
+    timestamp_after: NotRequired[str]
+    r"""Timestamp lower-bound filter. Returns records after this timestamp, excluding the timestamp itself."""
+    timestamp_to: NotRequired[str]
+    r"""Timestamp end filter. Returns records at or before this timestamp."""
+    timestamp_before: NotRequired[str]
+    r"""Timestamp upper-bound filter. Returns records before this timestamp, excluding the timestamp itself."""
+    order: NotRequired[GetStockQuotesOrder]
+    r"""Sort order for returned records. Use asc for oldest first or desc for newest first when supported."""
+    limit: NotRequired[int]
+    r"""Maximum number of results to return. Use smaller values for UI pages and larger values for exports within API limits."""
+    sort: NotRequired[str]
+    r"""Sort field used for ordering. Massive documents this separately from `order`, so enter the provider-supported field name in the text box, for example `timestamp`."""
+    next: NotRequired[str]
+    r"""Pagination cursor from the previous response. Omit it on the first request, then send the returned cursor to fetch the next page."""
+
+
+class GetStockQuotesRequest(BaseModel):
+    ticker: Annotated[
+        str, FieldMetadata(query=QueryParamMetadata(style="form", explode=True))
+    ]
+    r"""Stock ticker symbol, such as AAPL. Use the exact ticker for the company you want to research."""
+
+    timestamp: Annotated[
+        Optional[str],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Query by timestamp (YYYY-MM-DD or nanoseconds)"""
+
+    timestamp_from: Annotated[
+        Optional[str],
+        pydantic.Field(alias="timestampFrom"),
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Timestamp start filter. Returns records at or after this timestamp."""
+
+    timestamp_after: Annotated[
+        Optional[str],
+        pydantic.Field(alias="timestampAfter"),
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Timestamp lower-bound filter. Returns records after this timestamp, excluding the timestamp itself."""
+
+    timestamp_to: Annotated[
+        Optional[str],
+        pydantic.Field(alias="timestampTo"),
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Timestamp end filter. Returns records at or before this timestamp."""
+
+    timestamp_before: Annotated[
+        Optional[str],
+        pydantic.Field(alias="timestampBefore"),
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Timestamp upper-bound filter. Returns records before this timestamp, excluding the timestamp itself."""
+
+    order: Annotated[
+        Optional[GetStockQuotesOrder],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = GetStockQuotesOrder.DESC
+    r"""Sort order for returned records. Use asc for oldest first or desc for newest first when supported."""
+
+    limit: Annotated[
+        Optional[int],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Maximum number of results to return. Use smaller values for UI pages and larger values for exports within API limits."""
+
+    sort: Annotated[
+        Optional[str],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Sort field used for ordering. Massive documents this separately from `order`, so enter the provider-supported field name in the text box, for example `timestamp`."""
+
+    next: Annotated[
+        Optional[str],
+        FieldMetadata(query=QueryParamMetadata(style="form", explode=True)),
+    ] = None
+    r"""Pagination cursor from the previous response. Omit it on the first request, then send the returned cursor to fetch the next page."""
+
+    @field_serializer("order")
+    def serialize_order(self, value):
+        if isinstance(value, str):
+            try:
+                return models.GetStockQuotesOrder(value)
+            except ValueError:
+                return value
+        return value
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(
+            [
+                "timestamp",
+                "timestampFrom",
+                "timestampAfter",
+                "timestampTo",
+                "timestampBefore",
+                "order",
+                "limit",
+                "sort",
+                "next",
+            ]
+        )
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+class GetStockQuotesResponseTypedDict(TypedDict):
+    http_meta: HTTPMetadataTypedDict
+    stock_quotes_response: NotRequired[StockQuotesResponseTypedDict]
+    r"""Successful response"""
+
+
+class GetStockQuotesResponse(BaseModel):
+    next: Callable[[], Optional[GetStockQuotesResponse]]
+
+    http_meta: Annotated[Optional[HTTPMetadata], pydantic.Field(exclude=True)] = None
+
+    stock_quotes_response: Optional[StockQuotesResponse] = None
+    r"""Successful response"""
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["StockQuotesResponse"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m