moexapi 1.7.16__tar.gz → 1.7.18__tar.gz

{moexapi-1.7.16 → moexapi-1.7.18}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: moexapi
-Version: 1.7.16
+Version: 1.7.18
 Summary: Python API for MOEX ISS
 Author-email: Aliaksei Rak <kventinel@gmail.com>
 License: MIT License

{moexapi-1.7.16 → moexapi-1.7.18}/moexapi/candles.py

@@ -71,7 +71,10 @@ class Candle:
             self.volume /= mult
 
 
-def _merge_candles(first: list[Candle], second: list[Candle]) -> list[Candle]:
+def _merge_candles(
+    first: list[Candle], second: list[Candle], preferred_currency: T.Optional[str] = None,
+) -> list[Candle]:
+    preferred_currency = tickers._sur_to_rub(preferred_currency)
     i = 0
     j = 0
     result: list[Candle] = []
@@ -83,7 +86,18 @@ def _merge_candles(first: list[Candle], second: list[Candle]) -> list[Candle]:
             result.append(second[j])
             j += 1
         else:
-            result.append(Candle.merge(first[i], second[j]))
+            if first[i].currency == second[j].currency:
+                result.append(Candle.merge(first[i], second[j]))
+            elif second[j].currency == preferred_currency:
+                result.append(second[j])
+            elif first[i].currency == preferred_currency:
+                result.append(first[i])
+            else:
+                raise ValueError(
+                    f"Can't select candle currency at {first[i].start}: "
+                    f"{first[i].currency} and {second[j].currency}; "
+                    f"preferred currency is {preferred_currency}"
+                )
             i += 1
             j += 1
     if i < len(first):
@@ -93,12 +107,14 @@ def _merge_candles(first: list[Candle], second: list[Candle]) -> list[Candle]:
     return result
 
 
-def _merge_candles_list(candles: list[list[Candle]]) -> list[Candle]:
+def _merge_candles_list(
+    candles: list[list[Candle]], preferred_currency: T.Optional[str] = None,
+) -> list[Candle]:
     if len(candles) == 0:
         return []
     result = candles[0]
     for idx in range(1, len(candles)):
-        result = _merge_candles(result, candles[idx])
+        result = _merge_candles(result, candles[idx], preferred_currency)
     return result
 
 
@@ -164,7 +180,7 @@ def _parse_candles(
         candles.append(
             _parse_candles_one_board(ticker, board, start_date=start_date, end_date=end_date, interval=interval)
         )
-    return _merge_candles_list(candles)
+    return _merge_candles_list(candles, ticker.currency)
 
 
 def get_candles(
@@ -179,7 +195,7 @@ def get_candles(
     candles = []
     for t in prev_tickers:
         candles.append(_parse_candles(t, start_date=start_date, end_date=end_date, interval=interval))
-    result = _merge_candles_list(candles)
+    result = _merge_candles_list(candles, ticker.currency)
     for split in ticker_splits:
         for candle in result:
             if candle.end.date() < split.date:

{moexapi-1.7.16 → moexapi-1.7.18}/moexapi/history.py

@@ -113,8 +113,12 @@ def _parse_history(
     start_date: T.Optional[datetime.date] = None,
     end_date: T.Optional[datetime.date] = None,
 ) -> list[History]:
+    # Bond denomination and board settlement currency can differ. Keep one
+    # turnover currency per day, preferring the ticker currency when available.
+    preferred_currency = tickers._sur_to_rub(ticker.currency)
     result: list[History] = []
     prev_date = start_date
+    boards = []
     while True:
         start_str = f"from={start_date.isoformat()}" if start_date else ""
         end_str = f"till={end_date.isoformat()}" if end_date else ""
@@ -122,7 +126,6 @@ def _parse_history(
         url = f"https://iss.moex.com/iss/history{ticker.market.path}/securities/{ticker.secid}.json{query}"
         response = utils.json_api_call(url)
         history = utils.prepare_dict(response, "history")
-        boards = []
         for line in history:
             board = line["BOARDID"]
             if ticker.boards and board not in ticker.boards:
@@ -158,7 +161,16 @@ def _parse_history(
                 if board in boards:
                     continue
                 boards.append(board)
-                result[-1] = History.merge(result[-1], item)
+                if result[-1].currency == item.currency:
+                    result[-1] = History.merge(result[-1], item)
+                elif item.currency == preferred_currency:
+                    result[-1] = item
+                elif result[-1].currency != preferred_currency:
+                    raise ValueError(
+                        f"Can't select history currency for {ticker.secid} on {date}: "
+                        f"{result[-1].currency} and {item.currency}; "
+                        f"preferred currency is {preferred_currency}"
+                    )
             else:
                 boards = [board]
                 result.append(item)

{moexapi-1.7.16 → moexapi-1.7.18}/moexapi/markets.py

@@ -100,7 +100,7 @@ _ALL = Market("all")
 _STOCK = Market("stock", parent=_ALL, engines={"stock"})
 _EQUITY = Market("equity", parent=_STOCK, markets={"shares"})
 _SHARES = Market("shares", parent=_EQUITY, security_types={"common_share", "preferred_share", "depositary_receipt"})
-_ETFS = Market("etfs", parent=_EQUITY, security_types={"exchange_ppif"})
+_ETFS = Market("etfs", parent=_EQUITY, security_types={"exchange_ppif", "etf_ppif"})
 _BONDS = Market("bonds", parent=_STOCK, markets={"bonds"})
 _FEDERAL_BONDS = Market(
     "federal bonds",

{moexapi-1.7.16 → moexapi-1.7.18}/moexapi.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: moexapi
-Version: 1.7.16
+Version: 1.7.18
 Summary: Python API for MOEX ISS
 Author-email: Aliaksei Rak <kventinel@gmail.com>
 License: MIT License

{moexapi-1.7.16 → moexapi-1.7.18}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "moexapi"
-version = "1.7.16"
+version = "1.7.18"
 description = "Python API for MOEX ISS"
 readme = "README.md"
 authors = [{ name = "Aliaksei Rak", email = "kventinel@gmail.com" }]