hawk-sdk 0.0.13__py3-none-any.whl → 0.0.14__py3-none-any.whl

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Files changed (5) hide show
  1. hawk_sdk/api/equities/repository.py +48 -35
  2. {hawk_sdk-0.0.13.dist-info → hawk_sdk-0.0.14.dist-info}/METADATA +1 -1
  3. {hawk_sdk-0.0.13.dist-info → hawk_sdk-0.0.14.dist-info}/RECORD +5 -5
  4. {hawk_sdk-0.0.13.dist-info → hawk_sdk-0.0.14.dist-info}/WHEEL +0 -0
  5. {hawk_sdk-0.0.13.dist-info → hawk_sdk-0.0.14.dist-info}/top_level.txt +0 -0
hawk_sdk/api/equities/repository.py CHANGED
@@ -92,42 +92,55 @@ class EquitiesRepository:
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  def fetch_adjusted_ohlcv_snapshot(self, timestamp: str, hawk_ids: List[int]) -> Iterator[dict]:
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  """Fetches the most recent snapshot data from BigQuery for the given time and hawk_ids."""
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  query = f"""
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- WITH records_data AS (
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- SELECT
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- r.record_timestamp AS date,
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- hi.value AS ticker,
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- MAX(CASE WHEN f.field_name = 'adjusted_open_snapshot' THEN r.double_value END) AS adjusted_open_snapshot,
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- MAX(CASE WHEN f.field_name = 'adjusted_high_snapshot' THEN r.double_value END) AS adjusted_high_snapshot,
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- MAX(CASE WHEN f.field_name = 'adjusted_low_snapshot' THEN r.double_value END) AS adjusted_low_snapshot,
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- MAX(CASE WHEN f.field_name = 'adjusted_close_snapshot' THEN r.double_value END) AS adjusted_close_snapshot,
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- MAX(CASE WHEN f.field_name = 'volume_snapshot' THEN r.int_value END) AS volume_snapshot,
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- FROM
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- `wsb-hc-qasap-ae2e.{self.environment}.records` AS r
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- JOIN
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- `wsb-hc-qasap-ae2e.{self.environment}.fields` AS f
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- ON r.field_id = f.field_id
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- JOIN
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- `wsb-hc-qasap-ae2e.{self.environment}.hawk_identifiers` AS hi
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- ON r.hawk_id = hi.hawk_id
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- WHERE
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- r.hawk_id IN UNNEST(@hawk_ids)
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- AND f.field_name IN ('adjusted_open_snapshot', 'adjusted_high_snapshot', 'adjusted_low_snapshot', 'adjusted_close_snapshot', 'volume_snapshot')
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- AND r.record_timestamp <= @timestamp
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- GROUP BY
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- date, ticker
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+ WITH latest_timestamp AS (
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+ SELECT
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+ MAX(r.record_timestamp) AS max_ts
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+ FROM
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+ `wsb-hc-qasap-ae2e.{self.environment}.records` AS r
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+ WHERE
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+ r.hawk_id IN UNNEST(@hawk_ids)
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+ AND r.record_timestamp <= @timestamp
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+ ),
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+ records_data AS (
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+ SELECT
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+ r.record_timestamp AS date,
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+ hi.value AS ticker,
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+ MAX(IF(f.field_name = 'adjusted_open_snapshot', r.double_value, NULL)) AS adjusted_open_snapshot,
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+ MAX(IF(f.field_name = 'adjusted_high_snapshot', r.double_value, NULL)) AS adjusted_high_snapshot,
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+ MAX(IF(f.field_name = 'adjusted_low_snapshot', r.double_value, NULL)) AS adjusted_low_snapshot,
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+ MAX(IF(f.field_name = 'adjusted_close_snapshot', r.double_value, NULL)) AS adjusted_close_snapshot,
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+ MAX(IF(f.field_name = 'volume_snapshot', r.int_value, NULL)) AS volume_snapshot
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+ FROM
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+ `wsb-hc-qasap-ae2e.{self.environment}.records` AS r
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+ JOIN
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+ `wsb-hc-qasap-ae2e.{self.environment}.fields` AS f
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+ ON r.field_id = f.field_id
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+ JOIN
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+ `wsb-hc-qasap-ae2e.{self.environment}.hawk_identifiers` AS hi
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+ ON r.hawk_id = hi.hawk_id
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+ WHERE
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+ r.hawk_id IN UNNEST(@hawk_ids)
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+ AND f.field_name IN (
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+ 'adjusted_open_snapshot', 'adjusted_high_snapshot',
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+ 'adjusted_low_snapshot', 'adjusted_close_snapshot',
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+ 'volume_snapshot'
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+ )
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+ AND r.record_timestamp = (SELECT max_ts FROM latest_timestamp)
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+ GROUP BY
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+ date, ticker
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  )
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- SELECT DISTINCT
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- date,
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- ticker,
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- adjusted_open_snapshot,
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- adjusted_high_snapshot,
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- adjusted_low_snapshot,
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- adjusted_close_snapshot,
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- volume_snapshot,
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- FROM
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- records_data
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- ORDER BY
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- date;
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+ SELECT
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+ date,
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+ ticker,
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+ adjusted_open_snapshot,
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+ adjusted_high_snapshot,
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+ adjusted_low_snapshot,
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+ adjusted_close_snapshot,
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+ volume_snapshot
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+ FROM
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+ records_data
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+ ORDER BY
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+ ticker;
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  """
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  query_params = [
{hawk_sdk-0.0.13.dist-info → hawk_sdk-0.0.14.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: hawk-sdk
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- Version: 0.0.13
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+ Version: 0.0.14
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  Requires-Dist: google-cloud-bigquery
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  Requires-Dist: pandas
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{hawk_sdk-0.0.13.dist-info → hawk_sdk-0.0.14.dist-info}/RECORD RENAMED
@@ -2,7 +2,7 @@ hawk_sdk/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  hawk_sdk/api/__init__.py,sha256=kraovUX7vWIb9tgl5eJbA9jnp77QpoqZYHLvmz0hNrg,138
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  hawk_sdk/api/equities/__init__.py,sha256=IyyiVMj4FRUbuNQHSHg_8fkKwGBDHeHLMyRhFeUZgxI,48
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  hawk_sdk/api/equities/main.py,sha256=3jaDQsrRokP1R5jNJ_txjQbhAFeweEp4IrdU4OiPXJ8,1928
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- hawk_sdk/api/equities/repository.py,sha256=WR0zGK7iWG-o20O6qKUvEq13e4ewOtugLC2rLzobHMw,6065
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+ hawk_sdk/api/equities/repository.py,sha256=YjsvEtUZh7L34_4IL86gCd3dJGnVc7fQ-Hd7F1gtzDE,6345
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  hawk_sdk/api/equities/service.py,sha256=QVmLLzxppwJOJBigQVLbrEel2JbXySbWPRVU_-hVFew,2126
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  hawk_sdk/api/futures/__init__.py,sha256=9mL1L6wlZKXTvMrTuQV35Fl9kTy4qjf3RIJzYBXcpeM,46
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  hawk_sdk/api/futures/main.py,sha256=KYEqAts7tsMdjLSqEqUgOtdrbt7LDQ2LIL4qtL5yfqI,1391
@@ -18,7 +18,7 @@ hawk_sdk/core/common/base_enum.py,sha256=ZgC8gZjTzsoJzzdgN2DjYk3dVL_uM2Stuaky5bo
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  hawk_sdk/core/common/constants.py,sha256=KmsNfRVCwGeXEBHfo3TzSaDYJDMtnL-YEQKsO1DnWV8,33
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  hawk_sdk/core/common/data_object.py,sha256=f4YO415Zz-lm3QYJQ3sJ4ugH9ZX9Dc7T-JvO4IdeyOw,1073
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  hawk_sdk/core/common/utils.py,sha256=yEMtrMYA7bv7cbIqa6sGWjQOAR3i0BOP2rh68PRMUe4,822
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- hawk_sdk-0.0.13.dist-info/METADATA,sha256=iKHFHzwNH8Ww3o00zcGooAhOuT24LvADQE90JPMVn3s,113
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- hawk_sdk-0.0.13.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
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- hawk_sdk-0.0.13.dist-info/top_level.txt,sha256=aSjbudHcWSYsKXH9Wg0L1ltJfDOHXzjYFPO3v3cP-SE,9
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- hawk_sdk-0.0.13.dist-info/RECORD,,
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+ hawk_sdk-0.0.14.dist-info/METADATA,sha256=_DtNeaFtuuykRlglkoqdg1TYMahZlCfou1Dg0P-wRJ8,113
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+ hawk_sdk-0.0.14.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
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+ hawk_sdk-0.0.14.dist-info/top_level.txt,sha256=aSjbudHcWSYsKXH9Wg0L1ltJfDOHXzjYFPO3v3cP-SE,9
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+ hawk_sdk-0.0.14.dist-info/RECORD,,