moexapi 1.6.49__tar.gz → 1.7.2__tar.gz

{moexapi-1.6.49 → moexapi-1.7.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: moexapi
-Version: 1.6.49
+Version: 1.7.2
 Summary: Python API for MOEX ISS
 Author-email: Aliaksei Rak <kventinel@gmail.com>
 License: MIT License

{moexapi-1.6.49 → moexapi-1.7.2}/moexapi/candles.py

@@ -1,6 +1,6 @@
 import typing as T
 
-import copy
+import concurrent.futures
 import dataclasses
 import datetime
 
@@ -163,8 +163,8 @@ def _parse_candles(
 
 def get_candles(
     ticker: tickers.Ticker,
-    start_date: T.Optional[T.Union[datetime.datetime, str]] = None,
-    end_date: T.Optional[T.Union[datetime.datetime, str]] = None,
+    start_date: T.Optional[T.Union[datetime.datetime, datetime.date, str]] = None,
+    end_date: T.Optional[T.Union[datetime.datetime, datetime.date, str]] = None,
     interval: T.Optional[int] = None,
 ):
     ticker = changeover.get_current_ticker(ticker)
@@ -179,3 +179,23 @@ def get_candles(
             if candle.end.date() < split.date:
                 candle.mult(1 / split.mult)
     return result
+
+
+def get_candles_batch(
+    ticker_list: list[tickers.Ticker],
+    start_date: T.Optional[T.Union[datetime.datetime, datetime.date, str]] = None,
+    end_date: T.Optional[T.Union[datetime.datetime, datetime.date, str]] = None,
+    interval: T.Optional[int] = None,
+    max_workers: T.Optional[int] = None,
+) -> list[list[Candle]]:
+    """Load candles for multiple tickers concurrently, keyed by SECID."""
+    def load(ticker: tickers.Ticker) -> tuple[str, list[Candle]]:
+        return get_candles(
+            ticker,
+            start_date=start_date,
+            end_date=end_date,
+            interval=interval,
+        )
+
+    with concurrent.futures.ThreadPoolExecutor(max_workers=max_workers) as executor:
+        return list(executor.map(load, ticker_list))

{moexapi-1.6.49 → moexapi-1.7.2}/moexapi/markets.py

@@ -9,11 +9,13 @@ class Market:
         engines: set[str] = frozenset(),
         markets: set[str] = frozenset(),
         boards: set[str] = frozenset(),
+        security_types: set[str] = frozenset(),
     ):
         self._name = name
         self._engines = engines
         self._markets = markets
         self._boards = boards
+        self._security_types = security_types
         self._parent = parent
         self._childs: list["Market"] = []
         if parent:
@@ -51,6 +53,10 @@ class Market:
     @property
     def boards(self) -> set[str]:
         return self._join("_boards")
+
+    @property
+    def security_types(self) -> set[str]:
+        return self._join("_security_types")
     
     def childs(self) -> list["Market"]:
         if len(self._childs) == 0:
@@ -93,8 +99,8 @@ class Market:
 _ALL = Market("all")
 _STOCK = Market("stock", parent=_ALL, engines={"stock"})
 _EQUITY = Market("equity", parent=_STOCK, markets={"shares"})
-_SHARES = Market("shares", parent=_EQUITY, boards={"TQBR", "EQBR", "EQNE", "EQNL", "EQBS"})
-_ETFS = Market("etfs", parent=_EQUITY, boards={"TQTF", "TQTD", "TQTY"})
+_SHARES = Market("shares", parent=_EQUITY, security_types={"common_share", "preferred_share", "depositary_receipt"})
+_ETFS = Market("etfs", parent=_EQUITY, security_types={"exchange_ppif"})
 _BONDS = Market("bonds", parent=_STOCK, markets={"bonds"})
 _FEDERAL_BONDS = Market("federal bonds", parent=_BONDS, boards={"TQOB"})
 _COMPANY_BONDS = Market("company bonds", parent=_BONDS, boards={"TQCB"})

{moexapi-1.6.49 → moexapi-1.7.2}/moexapi/tickers.py

@@ -80,7 +80,7 @@ class TickerBoardInfo:
         result = None
         for sec_line, market_line in zip(securities, marketdata):
             board = sec_line[BOARDID]
-            if market.boards and board != primary_board:
+            if board != primary_board:
                 boards.append(board)
                 continue
             else:
@@ -197,7 +197,7 @@ class Ticker:
         result = cls(
             secid=listing.secid,
             alias=listing.secid,
-            is_traded=info.is_traded,
+            is_traded=listing.is_traded,
             market=listing.market,
             shortname=listing.shortname,
             isin=info.isin,
@@ -279,6 +279,8 @@ def _parse_tickers(market: markets.Market = markets.Markets.ALL) -> list[Listing
             if len(securities) == 0:
                 break
             for line in securities:
+                if child_market.security_types and line.get("type") not in child_market.security_types:
+                    continue
                 isin = line["isin"]
                 if isin is None and child_market != markets.Markets.CURRENCY:
                     continue
@@ -305,7 +307,7 @@ def get_ticker(secid: str, market: markets.Market = markets.Markets.ALL, allow_d
 def get_tickers(
     market: markets.Market = markets.Markets.ALL,
     is_traded: T.Optional[bool] = None,
-    limit: int = None
+    limit: T.Optional[int] = None
 ) -> list[Ticker]:
     tickers = _parse_tickers(market=market)
     result = []

{moexapi-1.6.49 → moexapi-1.7.2}/moexapi.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: moexapi
-Version: 1.6.49
+Version: 1.7.2
 Summary: Python API for MOEX ISS
 Author-email: Aliaksei Rak <kventinel@gmail.com>
 License: MIT License

{moexapi-1.6.49 → moexapi-1.7.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "moexapi"
-version = "1.6.49"
+version = "1.7.2"
 description = "Python API for MOEX ISS"
 readme = "README.md"
 authors = [{ name = "Aliaksei Rak", email = "kventinel@gmail.com" }]