hawk-sdk 0.0.1__py3-none-any.whl → 0.0.3__py3-none-any.whl

hawk_sdk/futures/main.py

@@ -34,3 +34,21 @@ class Futures:
             name="futures_ohlcvo",
             data=self.service.get_ohlcvo(start_date, end_date, interval, hawk_ids)
         )
+
+    def get_hgf_model_state(self, start_date: str, end_date: str, short_ema: int, long_ema: int) -> DataObject:
+        """Fetch Hawk Global Futures model state data for the given date range.
+
+        :param start_date: The start date for the data query (YYYY-MM-DD).
+        :param end_date: The end date for the data query (YYYY-MM-DD).
+        :param short_ema: The short exponential moving average period.
+        :param long_ema: The long exponential moving average period.
+        :return: A hawk DataObject containing the model state data.
+        :raises ValueError: If short EMA period is longer than long EMA period.
+        """
+        if short_ema > long_ema:
+            raise ValueError("Short EMA period cannot be longer than Long EMA period.")
+
+        return DataObject(
+            name="futures_hgf_model_state",
+            data=self.service.get_hgf_model_state(start_date, end_date, short_ema, long_ema)
+        )

hawk_sdk/futures/repository.py

@@ -24,7 +24,7 @@ class FuturesRepository:
     def fetch_ohlcvo(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> Iterator[dict]:
         """Fetches raw data from BigQuery for the given date range and hawk_ids using query parameters."""
 
-        query = """
+        query = f"""
         WITH records_data AS (
           SELECT 
             r.record_timestamp AS date,
@@ -34,14 +34,14 @@ class FuturesRepository:
             MAX(CASE WHEN f.field_name = @low_field THEN r.double_value END) AS low,
             MAX(CASE WHEN f.field_name = @close_field THEN r.double_value END) AS close,
             MAX(CASE WHEN f.field_name = @volume_field THEN r.int_value END) AS volume,
-            MAX(CASE WHEN f.field_name = @open_interest_field THEN r.double_value END) AS open_interest
+            MAX(CASE WHEN f.field_name = @open_interest_field THEN r.int_value END) AS open_interest
           FROM 
-            `wsb-hc-qasap-ae2e.@environment.records` AS r
+            `wsb-hc-qasap-ae2e.{self.environment}.records` AS r
           JOIN 
-            `wsb-hc-qasap-ae2e.@environment.fields` AS f
+            `wsb-hc-qasap-ae2e.{self.environment}.fields` AS f
             ON r.field_id = f.field_id
           JOIN 
-            `wsb-hc-qasap-ae2e.@environment.hawk_identifiers` AS hi
+            `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)
@@ -75,7 +75,6 @@ class FuturesRepository:
             bigquery.ScalarQueryParameter("close_field", "STRING", f"close_{interval}"),
             bigquery.ScalarQueryParameter("volume_field", "STRING", f"volume_{interval}"),
             bigquery.ScalarQueryParameter("open_interest_field", "STRING", f"open_interest_{interval}"),
-            bigquery.ScalarQueryParameter("environment", "string", self.environment),
         ]
 
         job_config = bigquery.QueryJobConfig(query_parameters=query_params)

hawk_sdk/futures/service.py

@@ -2,11 +2,13 @@
 @description: Service layer for processing and normalizing Futures data.
 @author: Rithwik Babu
 """
-
-from hawk_sdk.futures.repository import FuturesRepository
+from datetime import datetime, timedelta
 from typing import List, Iterator
+
 import pandas as pd
 
+from hawk_sdk.futures.repository import FuturesRepository
+
 
 class FuturesService:
     """Service class for Futures business logic."""
@@ -30,6 +32,37 @@ class FuturesService:
         raw_data = self.repository.fetch_ohlcvo(start_date, end_date, interval, hawk_ids)
         return self._normalize_data(raw_data)
 
+    def get_hgf_model_state(
+            self, start_date: str, end_date: str, short_ema: int, long_ema: int
+    ) -> pd.DataFrame:
+        """Fetches and normalizes data into a pandas DataFrame.
+
+        :param start_date: The start date for the data query.
+        :param end_date: The end date for the data query.
+        :param short_ema: The short exponential moving average period.
+        :param long_ema: The long exponential moving average period.
+        :return: A pandas DataFrame containing the model state data.
+        """
+        adjusted_start_date = (
+                datetime.strptime(start_date, "%Y-%m-%d") - timedelta(days=long_ema)
+        ).strftime("%Y-%m-%d")
+
+        raw_data = self.repository.fetch_ohlcvo(
+            start_date=adjusted_start_date,
+            end_date=end_date,
+            interval="1d",
+            hawk_ids=list(range(20000, 20023))
+        )
+
+        raw_df = self._normalize_data(raw_data)
+
+        raw_df[f'EMA_{short_ema}'] = raw_df['close'].ewm(span=short_ema, adjust=False).mean()
+        raw_df[f'EMA_{long_ema}'] = raw_df['close'].ewm(span=long_ema, adjust=False).mean()
+
+        raw_df = raw_df[raw_df['date'] >= start_date]
+
+        return raw_df
+
     @staticmethod
     def _normalize_data(data: Iterator[dict]) -> pd.DataFrame:
         """Converts raw data into a normalized pandas DataFrame.

hawk_sdk/system/main.py

@@ -1,5 +1,5 @@
 """
-@description: Datasource API for Hawk Global System data access and export functions.
+@description: Datasource API for Hawk System data access and export functions.
 @author: Rithwik Babu
 """
 from typing import List

hawk_sdk/system/repository.py

@@ -27,12 +27,12 @@ class SystemRepository:
         :param tickers: A list of ticker strings to filter by.
         :return: An iterator over raw data rows.
         """
-        query = """
+        query = f"""
         SELECT 
             value AS ticker, 
             hawk_id
         FROM 
-            `wsb-hc-qasap-ae2e.@environment.hawk_identifiers`
+            `wsb-hc-qasap-ae2e.{self.environment}.hawk_identifiers`
         WHERE 
             id_type = 'TICKER'
             AND value IN UNNEST(@ticker_list)
@@ -40,7 +40,6 @@ class SystemRepository:
 
         query_params = [
             bigquery.ArrayQueryParameter("ticker_list", "STRING", tickers),
-            bigquery.ScalarQueryParameter("environment", "string", self.environment),
         ]
 
         job_config = bigquery.QueryJobConfig(query_parameters=query_params)

{hawk_sdk-0.0.1.dist-info → hawk_sdk-0.0.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: hawk-sdk
-Version: 0.0.1
+Version: 0.0.3
 Requires-Dist: google-cloud-bigquery
 Requires-Dist: pandas
 

hawk_sdk-0.0.3.dist-info/RECORD

@@ -0,0 +1,16 @@
+hawk_sdk/__init__.py,sha256=prH_sfjYeRZpBvyYYe5xV8lyn8auj1whvyftpBEHz_Y,37
+hawk_sdk/common/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+hawk_sdk/common/constants.py,sha256=KmsNfRVCwGeXEBHfo3TzSaDYJDMtnL-YEQKsO1DnWV8,33
+hawk_sdk/common/data_object.py,sha256=qXsnDf__ePw4DbeF9Pe82B2DY05xsID9uU8vyfCUIe0,977
+hawk_sdk/futures/__init__.py,sha256=g0TubD9lrU2xoF1YvHSkNDjn3XehRT6zrIiSdX8C4no,42
+hawk_sdk/futures/main.py,sha256=AtK4uFKsXnpfnd3vEWWnmLj6xodUpGhuPVC3Nnr3cNM,2471
+hawk_sdk/futures/repository.py,sha256=g8jSZCauCKwQYdjpZ3Oqe9NL8GjarDuSXDKpFl0J3vw,3588
+hawk_sdk/futures/service.py,sha256=7Leuj6FyS6ulFf3kPuA9BO0wmA3bD_eYbl_mM7X4aoI,2811
+hawk_sdk/system/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+hawk_sdk/system/main.py,sha256=C_PxjpEbTunW1U3pCaxGN8tYSMOCxEOC73My092wBoA,1173
+hawk_sdk/system/repository.py,sha256=3CfFjNVC0X09TKLh9sfwd5HxeLcb49MRCbvb3Su2Wnk,1642
+hawk_sdk/system/service.py,sha256=1QxvONep7E5-oN1Tiq8xoS-gyt4FVJQUed2ZTw_O0TM,1258
+hawk_sdk-0.0.3.dist-info/METADATA,sha256=7r9JRxT17LsAvXs4Fk_SDajl3JxQIX48l3KuTwv946Y,112
+hawk_sdk-0.0.3.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
+hawk_sdk-0.0.3.dist-info/top_level.txt,sha256=aSjbudHcWSYsKXH9Wg0L1ltJfDOHXzjYFPO3v3cP-SE,9
+hawk_sdk-0.0.3.dist-info/RECORD,,

hawk_sdk-0.0.1.dist-info/RECORD

@@ -1,16 +0,0 @@
-hawk_sdk/__init__.py,sha256=prH_sfjYeRZpBvyYYe5xV8lyn8auj1whvyftpBEHz_Y,37
-hawk_sdk/common/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-hawk_sdk/common/constants.py,sha256=KmsNfRVCwGeXEBHfo3TzSaDYJDMtnL-YEQKsO1DnWV8,33
-hawk_sdk/common/data_object.py,sha256=qXsnDf__ePw4DbeF9Pe82B2DY05xsID9uU8vyfCUIe0,977
-hawk_sdk/futures/__init__.py,sha256=g0TubD9lrU2xoF1YvHSkNDjn3XehRT6zrIiSdX8C4no,42
-hawk_sdk/futures/main.py,sha256=d12PdblMz79iBexaBfcdUHN5xdMmVZYqHDJHioT-XBk,1535
-hawk_sdk/futures/repository.py,sha256=LRB2SGGrObjce4UbPNn5FHXAmeoY-ZlOWxpNzg6RlBY,3658
-hawk_sdk/futures/service.py,sha256=LaLbNWJMw6kJEjl2SC3eKSCWSGwpKK2JBTnPCHHlL3k,1559
-hawk_sdk/system/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-hawk_sdk/system/main.py,sha256=wXycZyIUMNlbQXD8b57edq642gqinD3sdKabsFyzlu4,1180
-hawk_sdk/system/repository.py,sha256=7SEuZgjhaweO7jFdfv1KybLWCHbJsgbPwdn7n74Pcj8,1721
-hawk_sdk/system/service.py,sha256=1QxvONep7E5-oN1Tiq8xoS-gyt4FVJQUed2ZTw_O0TM,1258
-hawk_sdk-0.0.1.dist-info/METADATA,sha256=a-t1OpVDr10ezom4mb4wDx4wvPfmtXIELsHUDelWEHs,112
-hawk_sdk-0.0.1.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
-hawk_sdk-0.0.1.dist-info/top_level.txt,sha256=aSjbudHcWSYsKXH9Wg0L1ltJfDOHXzjYFPO3v3cP-SE,9
-hawk_sdk-0.0.1.dist-info/RECORD,,