hawk-sdk 0.0.5__py3-none-any.whl → 0.0.7__py3-none-any.whl
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- hawk_sdk/api/futures/main.py +14 -6
- hawk_sdk/api/futures/repository.py +62 -6
- hawk_sdk/api/futures/service.py +10 -0
- hawk_sdk/api/system/main.py +2 -6
- hawk_sdk/api/system/repository.py +4 -3
- hawk_sdk/core/common/utils.py +21 -0
- {hawk_sdk-0.0.5.dist-info → hawk_sdk-0.0.7.dist-info}/METADATA +1 -1
- {hawk_sdk-0.0.5.dist-info → hawk_sdk-0.0.7.dist-info}/RECORD +10 -9
- {hawk_sdk-0.0.5.dist-info → hawk_sdk-0.0.7.dist-info}/WHEEL +0 -0
- {hawk_sdk-0.0.5.dist-info → hawk_sdk-0.0.7.dist-info}/top_level.txt +0 -0
hawk_sdk/api/futures/main.py
CHANGED
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@@ -4,12 +4,9 @@
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"""
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from typing import List
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from google.cloud import bigquery
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from hawk_sdk.core.common.constants import PROJECT_ID
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from hawk_sdk.core.common.data_object import DataObject
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from hawk_sdk.api.futures.repository import FuturesRepository
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from hawk_sdk.api.futures.service import FuturesService
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from hawk_sdk.core.common.data_object import DataObject
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class Futures:
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@@ -17,8 +14,7 @@ class Futures:
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def __init__(self, environment="production") -> None:
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"""Initializes the Futures datasource with required configurations."""
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self.
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self.repository = FuturesRepository(self.connector, environment=environment)
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self.repository = FuturesRepository(environment=environment)
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self.service = FuturesService(self.repository)
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def get_ohlcvo(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> DataObject:
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@@ -34,3 +30,15 @@ class Futures:
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name="futures_ohlcvo",
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data=self.service.get_ohlcvo(start_date, end_date, interval, hawk_ids)
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)
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def get_snapshot(self, timestamp: str, hawk_ids: List[int]) -> DataObject:
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"""Fetch snapshot data for the specified timestamp and hawk_ids.
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:param timestamp: The timestamp for the data query (YYYY-MM-DD HH:MM:SS).
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:param hawk_ids: A list of specific hawk_ids to filter by.
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:return: A hawk DataObject containing the snapshot data.
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"""
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return DataObject(
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name="futures_snapshot",
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data=self.service.get_snapshot(timestamp, hawk_ids)
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)
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@@ -6,24 +6,23 @@ import logging
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from typing import Iterator, List
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from google.cloud import bigquery
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from hawk_sdk.core.common.utils import get_bigquery_client
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class FuturesRepository:
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"""Repository for accessing Futures raw data."""
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def __init__(self,
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def __init__(self, environment: str) -> None:
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"""Initializes the repository with a BigQuery client.
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:param bq_client: An instance of BigQuery Client.
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:param environment: The environment to fetch data from (e.g., 'production', 'development').
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"""
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self.bq_client =
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self.bq_client = get_bigquery_client()
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self.environment = environment
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def fetch_ohlcvo(self, start_date: str, end_date: str, interval: str, hawk_ids: List[int]) -> Iterator[dict]:
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"""Fetches raw data from BigQuery for the given date range and hawk_ids using query parameters."""
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"""Fetches raw OHLCVO data from BigQuery for the given date range and hawk_ids using query parameters."""
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query = f"""
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WITH records_data AS (
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SELECT
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except Exception as e:
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logging.error(f"Failed to fetch OHLCVO data: {e}")
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raise
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def fetch_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 = 'close_snapshot' THEN r.double_value END) AS close_snapshot,
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MAX(CASE WHEN f.field_name = 'high_snapshot' THEN r.double_value END) AS high_snapshot,
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MAX(CASE WHEN f.field_name = 'low_snapshot' THEN r.double_value END) AS low_snapshot,
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MAX(CASE WHEN f.field_name = 'cvol_snapshot' THEN r.int_value END) AS cvol_snapshot,
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MAX(CASE WHEN f.field_name = 'bid_snapshot' THEN r.double_value END) AS bid_snapshot,
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MAX(CASE WHEN f.field_name = 'ask_snapshot' THEN r.double_value END) AS ask_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 ('close_snapshot', 'high_snapshot', 'low_snapshot', 'cvol_snapshot', 'bid_snapshot', 'ask_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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)
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SELECT DISTINCT
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date,
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ticker,
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close_snapshot,
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high_snapshot,
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low_snapshot,
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cvol_snapshot,
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bid_snapshot,
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ask_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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"""
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query_params = [
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bigquery.ArrayQueryParameter("hawk_ids", "INT64", hawk_ids),
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bigquery.ScalarQueryParameter("timestamp", "DATETIME", timestamp)
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]
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job_config = bigquery.QueryJobConfig(query_parameters=query_params)
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try:
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query_job = self.bq_client.query(query, job_config=job_config)
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return query_job.result()
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except Exception as e:
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logging.error(f"Failed to fetch snapshot data: {e}")
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raise
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hawk_sdk/api/futures/service.py
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raw_data = self.repository.fetch_ohlcvo(start_date, end_date, interval, hawk_ids)
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return self._normalize_data(raw_data)
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def get_snapshot(self, timestamp: str, hawk_ids: List[int]) -> pd.DataFrame:
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"""Fetches snapshot data and normalizes it into a pandas DataFrame.
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:param timestamp: The timestamp for the data query (YYYY-MM-DD HH:MM:SS).
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:param hawk_ids: A list of specific hawk_ids to filter by.
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:return: A pandas DataFrame containing the normalized snapshot data.
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"""
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raw_data = self.repository.fetch_snapshot(timestamp, hawk_ids)
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return self._normalize_data(raw_data)
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@staticmethod
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def _normalize_data(data: Iterator[dict]) -> pd.DataFrame:
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"""Converts raw data into a normalized pandas DataFrame.
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hawk_sdk/api/system/main.py
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"""
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from typing import List
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from google.cloud import bigquery
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from hawk_sdk.core.common.constants import PROJECT_ID
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from hawk_sdk.core.common.data_object import DataObject
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from hawk_sdk.api.system.repository import SystemRepository
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from hawk_sdk.api.system.service import SystemService
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from hawk_sdk.core.common.data_object import DataObject
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class System:
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def __init__(self, environment="production") -> None:
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"""Initializes the System datasource with required configurations."""
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self.repository = SystemRepository(self.connector, environment=environment)
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self.repository = SystemRepository(environment=environment)
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self.service = SystemService(self.repository)
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def get_hawk_ids(self, tickers: List[str]) -> DataObject:
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from google.cloud import bigquery
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class SystemRepository:
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"""Repository for accessing System data."""
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"""Initializes the repository with a BigQuery client.
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:param bq_client: An instance of BigQuery Client.
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:param environment: The environment to fetch data from (e.g., 'production', 'development').
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"""
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self.bq_client = get_bigquery_client()
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def fetch_hawk_ids(self, tickers: List[str]) -> Iterator[dict]:
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import json
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import os
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from google.cloud import bigquery
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from google.oauth2 import service_account
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from hawk_sdk.core.common.constants import PROJECT_ID
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def get_bigquery_client() -> bigquery.Client:
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# Initialize the client using the json file in the environment variable
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return bigquery.Client(project=PROJECT_ID)
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else:
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# Load the service account credentials from the JSON string
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service_account_json = os.environ.get('SERVICE_ACCOUNT_JSON')
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credentials = service_account.Credentials.from_service_account_info(
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json.loads(service_account_json)
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)
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return bigquery.Client(project=PROJECT_ID, credentials=credentials)
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hawk_sdk/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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hawk_sdk/api/__init__.py,sha256=BD8XgbQ2o4EIzECUu4h6g-9jzpg--BiT6brrnyO4Puc,90
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hawk_sdk/api/futures/__init__.py,sha256=9mL1L6wlZKXTvMrTuQV35Fl9kTy4qjf3RIJzYBXcpeM,46
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hawk_sdk/api/futures/main.py,sha256=
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hawk_sdk/api/futures/repository.py,sha256=
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hawk_sdk/api/futures/service.py,sha256=
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hawk_sdk/api/futures/main.py,sha256=XNihiVb75wyPx78dOzEVWhQ6vmN-NLHZTk4L7zY-4WQ,1909
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hawk_sdk/api/futures/repository.py,sha256=P6dsLJe8hQ2-hkDX_pa-VRoUUXaU-uBhA4S5mwK79_o,5983
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hawk_sdk/api/futures/service.py,sha256=0zJn3xJNoHgEOeVVpIF2i0r5g8mvf4y1K_YnvHDF5mU,2078
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hawk_sdk/api/system/__init__.py,sha256=Oy8XUp5WHx4fczjZXzfbkkHluHW-t7BLN4IgrOG6Pk4,44
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hawk_sdk/api/system/main.py,sha256=
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hawk_sdk/api/system/repository.py,sha256=
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hawk_sdk/api/system/main.py,sha256=t2zWeEHSTYuWZAsqCMLt_CyRWoN8T8N6oEVshPgf6kk,1025
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hawk_sdk/api/system/repository.py,sha256=IllwoWXZyi46INuCRQeibHJaMDR1TfbT6l2uAhii2Xc,1654
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hawk_sdk/api/system/service.py,sha256=LOZIfrEBKynJlj8V-4UM4abzVV9ogwUVxM7s2xFXlpo,1262
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hawk_sdk/core/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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hawk_sdk/core/common/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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hawk_sdk/core/common/base_enum.py,sha256=ZgC8gZjTzsoJzzdgN2DjYk3dVL_uM2Stuaky5bo6GuQ,267
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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
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hawk_sdk-0.0.
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hawk_sdk-0.0.
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hawk_sdk-0.0.
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hawk_sdk/core/common/utils.py,sha256=bxF-iJzbqXGYtQKElH6k5-bSsdcvft0o51G9slZ1grI,745
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hawk_sdk-0.0.7.dist-info/METADATA,sha256=TufZrqZ_Uezkfp5AKymLIUeuJKIWVWB4k3rdpLYmTlk,112
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hawk_sdk-0.0.7.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
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hawk_sdk-0.0.7.dist-info/top_level.txt,sha256=aSjbudHcWSYsKXH9Wg0L1ltJfDOHXzjYFPO3v3cP-SE,9
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hawk_sdk-0.0.7.dist-info/RECORD,,
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File without changes
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File without changes
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