hawk-sdk 0.0.11__py3-none-any.whl → 0.0.12__py3-none-any.whl

hawk_sdk/api/equities/main.py

@@ -17,7 +17,7 @@ class Equities:
         self.repository = EquitiesRepository(environment=environment)
         self.service = EquitiesService(self.repository)
 
-    def get_adjusted_ohlc(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> DataObject:
+    def get_adjusted_ohlcv(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> DataObject:
         """Fetch open, high, low, close data for the given date range and hawk_ids.
 
         :param start_date: The start date for the data query (YYYY-MM-DD).
@@ -28,5 +28,17 @@ class Equities:
         """
         return DataObject(
             name="adjusted_equities_ohlcv",
-            data=self.service.get_adjusted_ohlc(start_date, end_date, interval, hawk_ids)
+            data=self.service.get_adjusted_ohlcv(start_date, end_date, interval, hawk_ids)
+        )
+
+    def get_adjusted_ohlcv_snapshot(self, timestamp: str, hawk_ids: List[int]) -> DataObject:
+        """Fetch snapshot data for the given date and hawk_ids.
+
+        :param timestamp: The timestamp for the data query (YYYY-MM-DD HH:MM:SS).
+        :param hawk_ids: A list of specific hawk_ids to filter by.
+        :return: A hawk DataObject containing the data.
+        """
+        return DataObject(
+            name="equities_adjusted_ohlcv_snapshot",
+            data=self.service.get_adjusted_ohlcv_snapshot(timestamp, hawk_ids)
         )

hawk_sdk/api/equities/repository.py

@@ -21,12 +21,14 @@ class EquitiesRepository:
         self.bq_client = get_bigquery_client()
         self.environment = environment
 
-    def fetch_adjusted_ohlc(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> Iterator[dict]:
-        """Fetches raw adjusted OHLC data from BigQuery for the given date range and hawk_ids using query parameters."""
+    def fetch_adjusted_ohlcv(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> Iterator[
+        dict]:
+        """Fetches raw adjusted OHLCV data from BigQuery for the given date range and hawk_ids using query parameters."""
         open_field = f"adjusted_open_{interval}"
         high_field = f"adjusted_high_{interval}"
         low_field = f"adjusted_low_{interval}"
         close_field = f"adjusted_close_{interval}"
+        volume_field = f"volume_{interval}"
 
         query = f"""
         WITH records_data AS (
@@ -36,7 +38,8 @@ class EquitiesRepository:
             MAX(CASE WHEN f.field_name = @open_field THEN r.double_value END) AS {open_field},
             MAX(CASE WHEN f.field_name = @high_field THEN r.double_value END) AS {high_field},
             MAX(CASE WHEN f.field_name = @low_field THEN r.double_value END) AS {low_field},
-            MAX(CASE WHEN f.field_name = @close_field THEN r.double_value END) AS {close_field}
+            MAX(CASE WHEN f.field_name = @close_field THEN r.double_value END) AS {close_field},
+            MAX(CASE WHEN f.field_name = @volume_field THEN r.int_value END) AS {volume_field}
           FROM 
             `wsb-hc-qasap-ae2e.{self.environment}.records` AS r
           JOIN 
@@ -47,7 +50,7 @@ class EquitiesRepository:
             ON r.hawk_id = hi.hawk_id
           WHERE 
             r.hawk_id IN UNNEST(@hawk_ids)
-            AND f.field_name IN (@open_field, @high_field, @low_field, @close_field)
+            AND f.field_name IN (@open_field, @high_field, @low_field, @close_field, @volume_field)
             AND r.record_timestamp BETWEEN @start_date AND @end_date
           GROUP BY 
             date, ticker
@@ -59,14 +62,13 @@ class EquitiesRepository:
           {high_field},
           {low_field},
           {close_field},
+          {volume_field}
         FROM 
           records_data
         ORDER BY 
           date;
         """
 
-
-
         query_params = [
             bigquery.ArrayQueryParameter("hawk_ids", "INT64", hawk_ids),
             bigquery.ScalarQueryParameter("start_date", "STRING", start_date),
@@ -74,7 +76,8 @@ class EquitiesRepository:
             bigquery.ScalarQueryParameter("open_field", "STRING", open_field),
             bigquery.ScalarQueryParameter("high_field", "STRING", high_field),
             bigquery.ScalarQueryParameter("low_field", "STRING", low_field),
-            bigquery.ScalarQueryParameter("close_field", "STRING", close_field)
+            bigquery.ScalarQueryParameter("close_field", "STRING", close_field),
+            bigquery.ScalarQueryParameter("volume_field", "STRING", volume_field)
         ]
 
         job_config = bigquery.QueryJobConfig(query_parameters=query_params)
@@ -85,3 +88,58 @@ class EquitiesRepository:
         except Exception as e:
             logging.error(f"Failed to fetch OHLC data: {e}")
             raise
+
+    def fetch_adjusted_ohlcv_snapshot(self, timestamp: str, hawk_ids: List[int]) -> Iterator[dict]:
+        """Fetches the most recent snapshot data from BigQuery for the given time and hawk_ids."""
+        query = f"""
+        WITH records_data AS (
+            SELECT 
+                r.record_timestamp AS date,
+                hi.value AS ticker,
+                MAX(CASE WHEN f.field_name = 'adjusted_open_snapshot' THEN r.double_value END) AS adjusted_open_snapshot,
+                MAX(CASE WHEN f.field_name = 'adjusted_high_snapshot' THEN r.double_value END) AS adjusted_high_snapshot,
+                MAX(CASE WHEN f.field_name = 'adjusted_low_snapshot' THEN r.double_value END) AS adjusted_low_snapshot,
+                MAX(CASE WHEN f.field_name = 'adjusted_close_snapshot' THEN r.double_value END) AS adjusted_close_snapshot,
+                MAX(CASE WHEN f.field_name = 'volume_snapshot' THEN r.int_value END) AS volume_snapshot,
+            FROM 
+                `wsb-hc-qasap-ae2e.{self.environment}.records` AS r
+            JOIN 
+                `wsb-hc-qasap-ae2e.{self.environment}.fields` AS f
+                ON r.field_id = f.field_id
+            JOIN 
+                `wsb-hc-qasap-ae2e.{self.environment}.hawk_identifiers` AS hi
+                ON r.hawk_id = hi.hawk_id
+            WHERE 
+                r.hawk_id IN UNNEST(@hawk_ids)
+                AND f.field_name IN ('adjusted_open_snapshot', 'adjusted_high_snapshot', 'adjusted_low_snapshot', 'adjusted_close_snapshot', 'volume_snapshot')
+                AND r.record_timestamp <= @timestamp
+            GROUP BY 
+                date, ticker
+        )
+        SELECT DISTINCT
+            date,
+            ticker,
+            adjusted_open_snapshot,
+            adjusted_high_snapshot,
+            adjusted_low_snapshot,
+            adjusted_close_snapshot,
+            volume_snapshot,
+        FROM 
+            records_data
+        ORDER BY 
+            date;
+        """
+
+        query_params = [
+            bigquery.ArrayQueryParameter("hawk_ids", "INT64", hawk_ids),
+            bigquery.ScalarQueryParameter("timestamp", "TIMESTAMP", timestamp)
+        ]
+
+        job_config = bigquery.QueryJobConfig(query_parameters=query_params)
+
+        try:
+            query_job = self.bq_client.query(query, job_config=job_config)
+            return query_job.result()
+        except Exception as e:
+            logging.error(f"Failed to fetch snapshot data: {e}")
+            raise

hawk_sdk/api/equities/service.py

@@ -19,7 +19,7 @@ class EquitiesService:
         """
         self.repository = repository
 
-    def get_adjusted_ohlc(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> pd.DataFrame:
+    def get_adjusted_ohlcv(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> pd.DataFrame:
         """Equities and normalizes data into a pandas DataFrame.
 
         :param start_date: The start date for the data query (YYYY-MM-DD).
@@ -28,7 +28,17 @@ class EquitiesService:
         :param hawk_ids: A list of specific hawk_ids to filter by.
         :return: A pandas DataFrame containing the normalized data.
         """
-        raw_data = self.repository.fetch_adjusted_ohlc(start_date, end_date, interval, hawk_ids)
+        raw_data = self.repository.fetch_adjusted_ohlcv(start_date, end_date, interval, hawk_ids)
+        return self._normalize_data(raw_data)
+
+    def get_adjusted_ohlcv_snapshot(self, timestamp: str, hawk_ids: List[int]) -> pd.DataFrame:
+        """Fetches and normalizes snapshot data for the given date and hawk_ids.
+
+        :param timestamp: The timestamp for the data query (YYYY-MM-DD HH:MM:SS).
+        :param hawk_ids: A list of specific hawk_ids to filter by.
+        :return: A pandas DataFrame containing the normalized data.
+        """
+        raw_data = self.repository.fetch_adjusted_ohlcv_snapshot(timestamp, hawk_ids)
         return self._normalize_data(raw_data)
 
     @staticmethod

hawk_sdk/api/futures/main.py

@@ -30,15 +30,3 @@ class Futures:
             name="futures_ohlcvo",
             data=self.service.get_ohlcvo(start_date, end_date, interval, hawk_ids)
         )
-
-    def get_snapshot(self, timestamp: str, hawk_ids: List[int]) -> DataObject:
-        """Fetch snapshot data for the specified timestamp and hawk_ids.
-
-        :param timestamp: The timestamp for the data query (YYYY-MM-DD HH:MM:SS).
-        :param hawk_ids: A list of specific hawk_ids to filter by.
-        :return: A hawk DataObject containing the snapshot data.
-        """
-        return DataObject(
-            name="futures_snapshot",
-            data=self.service.get_snapshot(timestamp, hawk_ids)
-        )

hawk_sdk/api/futures/repository.py

@@ -84,60 +84,3 @@ class FuturesRepository:
         except Exception as e:
             logging.error(f"Failed to fetch OHLCVO data: {e}")
             raise
-
-    def fetch_snapshot(self, timestamp: str, hawk_ids: List[int]) -> Iterator[dict]:
-        """Fetches the most recent snapshot data from BigQuery for the given time and hawk_ids."""
-        query = f"""
-        WITH records_data AS (
-            SELECT 
-                r.record_timestamp AS date,
-                hi.value AS ticker,
-                MAX(CASE WHEN f.field_name = 'close_snapshot' THEN r.double_value END) AS close_snapshot,
-                MAX(CASE WHEN f.field_name = 'high_snapshot' THEN r.double_value END) AS high_snapshot,
-                MAX(CASE WHEN f.field_name = 'low_snapshot' THEN r.double_value END) AS low_snapshot,
-                MAX(CASE WHEN f.field_name = 'cvol_snapshot' THEN r.int_value END) AS cvol_snapshot,
-                MAX(CASE WHEN f.field_name = 'bid_snapshot' THEN r.double_value END) AS bid_snapshot,
-                MAX(CASE WHEN f.field_name = 'ask_snapshot' THEN r.double_value END) AS ask_snapshot
-            FROM 
-                `wsb-hc-qasap-ae2e.{self.environment}.records` AS r
-            JOIN 
-                `wsb-hc-qasap-ae2e.{self.environment}.fields` AS f
-                ON r.field_id = f.field_id
-            JOIN 
-                `wsb-hc-qasap-ae2e.{self.environment}.hawk_identifiers` AS hi
-                ON r.hawk_id = hi.hawk_id
-            WHERE 
-                r.hawk_id IN UNNEST(@hawk_ids)
-                AND f.field_name IN ('close_snapshot', 'high_snapshot', 'low_snapshot', 'cvol_snapshot', 'bid_snapshot', 'ask_snapshot')
-                AND r.record_timestamp <= @timestamp
-            GROUP BY 
-                date, ticker
-        )
-        SELECT DISTINCT
-            date,
-            ticker,
-            close_snapshot,
-            high_snapshot,
-            low_snapshot,
-            cvol_snapshot,
-            bid_snapshot,
-            ask_snapshot
-        FROM 
-            records_data
-        ORDER BY 
-            date;
-        """
-
-        query_params = [
-            bigquery.ArrayQueryParameter("hawk_ids", "INT64", hawk_ids),
-            bigquery.ScalarQueryParameter("timestamp", "DATETIME", timestamp)
-        ]
-
-        job_config = bigquery.QueryJobConfig(query_parameters=query_params)
-
-        try:
-            query_job = self.bq_client.query(query, job_config=job_config)
-            return query_job.result()
-        except Exception as e:
-            logging.error(f"Failed to fetch snapshot data: {e}")
-            raise

hawk_sdk/api/futures/service.py

@@ -31,16 +31,6 @@ class FuturesService:
         raw_data = self.repository.fetch_ohlcvo(start_date, end_date, interval, hawk_ids)
         return self._normalize_data(raw_data)
 
-    def get_snapshot(self, timestamp: str, hawk_ids: List[int]) -> pd.DataFrame:
-        """Fetches snapshot data and normalizes it into a pandas DataFrame.
-
-        :param timestamp: The timestamp for the data query (YYYY-MM-DD HH:MM:SS).
-        :param hawk_ids: A list of specific hawk_ids to filter by.
-        :return: A pandas DataFrame containing the normalized snapshot data.
-        """
-        raw_data = self.repository.fetch_snapshot(timestamp, hawk_ids)
-        return self._normalize_data(raw_data)
-
     @staticmethod
     def _normalize_data(data: Iterator[dict]) -> pd.DataFrame:
         """Converts raw data into a normalized pandas DataFrame.

{hawk_sdk-0.0.11.dist-info → hawk_sdk-0.0.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: hawk-sdk
-Version: 0.0.11
+Version: 0.0.12
 Requires-Dist: google-cloud-bigquery
 Requires-Dist: pandas
 

{hawk_sdk-0.0.11.dist-info → hawk_sdk-0.0.12.dist-info}/RECORD

@@ -1,13 +1,13 @@
 hawk_sdk/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 hawk_sdk/api/__init__.py,sha256=kraovUX7vWIb9tgl5eJbA9jnp77QpoqZYHLvmz0hNrg,138
 hawk_sdk/api/equities/__init__.py,sha256=IyyiVMj4FRUbuNQHSHg_8fkKwGBDHeHLMyRhFeUZgxI,48
-hawk_sdk/api/equities/main.py,sha256=EeC-h0GKAOYZT9Q2BulO4_NxX1Me-dMgC0yT6y7_Mi0,1380
-hawk_sdk/api/equities/repository.py,sha256=lgyHj1QEs0upaDgi8uqeW6bLCkxL1666GhZMGl3zArQ,3328
-hawk_sdk/api/equities/service.py,sha256=4t8hcAd7D2cDFxTdiGZzWEnpWdeeP7FwibJLlRHhOKo,1584
+hawk_sdk/api/equities/main.py,sha256=3jaDQsrRokP1R5jNJ_txjQbhAFeweEp4IrdU4OiPXJ8,1928
+hawk_sdk/api/equities/repository.py,sha256=WR0zGK7iWG-o20O6qKUvEq13e4ewOtugLC2rLzobHMw,6065
+hawk_sdk/api/equities/service.py,sha256=QVmLLzxppwJOJBigQVLbrEel2JbXySbWPRVU_-hVFew,2126
 hawk_sdk/api/futures/__init__.py,sha256=9mL1L6wlZKXTvMrTuQV35Fl9kTy4qjf3RIJzYBXcpeM,46
-hawk_sdk/api/futures/main.py,sha256=XNihiVb75wyPx78dOzEVWhQ6vmN-NLHZTk4L7zY-4WQ,1909
-hawk_sdk/api/futures/repository.py,sha256=P6dsLJe8hQ2-hkDX_pa-VRoUUXaU-uBhA4S5mwK79_o,5983
-hawk_sdk/api/futures/service.py,sha256=0zJn3xJNoHgEOeVVpIF2i0r5g8mvf4y1K_YnvHDF5mU,2078
+hawk_sdk/api/futures/main.py,sha256=KYEqAts7tsMdjLSqEqUgOtdrbt7LDQ2LIL4qtL5yfqI,1391
+hawk_sdk/api/futures/repository.py,sha256=60HcrUKtwsMc0iH6rzOlST1sCvWoRLRh6Xp97d8fgTo,3548
+hawk_sdk/api/futures/service.py,sha256=kAzWLKeLXurD1qu8bCaFfjBwugZy2wtpdBmjibrdXmI,1564
 hawk_sdk/api/system/__init__.py,sha256=Oy8XUp5WHx4fczjZXzfbkkHluHW-t7BLN4IgrOG6Pk4,44
 hawk_sdk/api/system/main.py,sha256=t2zWeEHSTYuWZAsqCMLt_CyRWoN8T8N6oEVshPgf6kk,1025
 hawk_sdk/api/system/repository.py,sha256=IllwoWXZyi46INuCRQeibHJaMDR1TfbT6l2uAhii2Xc,1654
@@ -18,7 +18,7 @@ hawk_sdk/core/common/base_enum.py,sha256=ZgC8gZjTzsoJzzdgN2DjYk3dVL_uM2Stuaky5bo
 hawk_sdk/core/common/constants.py,sha256=KmsNfRVCwGeXEBHfo3TzSaDYJDMtnL-YEQKsO1DnWV8,33
 hawk_sdk/core/common/data_object.py,sha256=f4YO415Zz-lm3QYJQ3sJ4ugH9ZX9Dc7T-JvO4IdeyOw,1073
 hawk_sdk/core/common/utils.py,sha256=bxF-iJzbqXGYtQKElH6k5-bSsdcvft0o51G9slZ1grI,745
-hawk_sdk-0.0.11.dist-info/METADATA,sha256=pxnBjXyDsw_EUiibBJs6h1KLRqevdVYKkTuCnqUQ6ds,113
-hawk_sdk-0.0.11.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
-hawk_sdk-0.0.11.dist-info/top_level.txt,sha256=aSjbudHcWSYsKXH9Wg0L1ltJfDOHXzjYFPO3v3cP-SE,9
-hawk_sdk-0.0.11.dist-info/RECORD,,
+hawk_sdk-0.0.12.dist-info/METADATA,sha256=dpigN7LmvKT5jKl2_IggsJ61OcMhWlyI4De3fdnBuR0,113
+hawk_sdk-0.0.12.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
+hawk_sdk-0.0.12.dist-info/top_level.txt,sha256=aSjbudHcWSYsKXH9Wg0L1ltJfDOHXzjYFPO3v3cP-SE,9
+hawk_sdk-0.0.12.dist-info/RECORD,,