publicdotcom-cli 1.3.2__tar.gz → 1.3.3__tar.gz

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/CHANGELOG.md

@@ -5,6 +5,31 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [1.3.3] - 2026-08-11
+
+### Added
+- `--ipo-date` option on `public historicdata bars`, mirroring the new optional
+  `ipoDate` query parameter on both historic-data endpoints. Supplying the
+  asset's IPO / first-trade date lets the backend switch to a finer aggregation
+  over post-IPO history for assets younger than the requested period; the
+  response then includes a `leadingFill` object describing the flat pre-IPO
+  lead-in. Omitted, behavior is unchanged; not applied to the `DAY` chart.
+- README examples for `--ipo-date`.
+
+### Changed
+- Regenerated `_generated/` from the updated `spec.yaml`:
+  - New `LeadingFill` model (`startTimestamp`, `endTimestamp`, `value`,
+    `count`, `includedInTotalExpectedBars`, all required) and the optional
+    `leadingFill` field on `BarsResponse`.
+  - `ipo_date` parameter on the `get_bars_v2` and
+    `get_bars_v2_with_aggregation` endpoint modules.
+  - `PageableObject` / `SortObject` field order follows a cosmetic key reorder
+    in the spec (no behavioral change).
+  - The generator's usual unrelated churn (unpinned newer generator rewriting
+    `from_dict` to `typing_extensions.Self`, which is not a declared
+    dependency) was reverted; new/changed files were normalized to the
+    vendored TypeVar style.
+
 ## [1.3.2] - 2026-08-05
 
 ### Added

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.4
+Metadata-Version: 2.5
 Name: publicdotcom-cli
-Version: 1.3.2
+Version: 1.3.3
 Summary: Command-line client for the Public.com Trading API
 Project-URL: Homepage, https://github.com/publicdotcom/publicdotcom-cli
 Project-URL: Repository, https://github.com/publicdotcom/publicdotcom-cli
@@ -192,6 +192,7 @@ public options strategy-quote --file examples/strategy-quote.request.json
 public historicdata bars EQUITY AAPL YEAR
 public historicdata bars EQUITY AAPL DAY --aggregation FIVE_MINUTES
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
+public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
 public taxlots list
 public taxlots symbol AAPL
 public taxlots csv --output taxlots.csv
@@ -223,6 +224,12 @@ When using the `SINCE_PURCHASE` period, supply the purchase date:
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
 ```
 
+For recently listed assets, pass the IPO / first-trade date with `--ipo-date`. When the asset is younger than the requested period, the backend switches to a finer aggregation over the available post-IPO history and the response includes a `leadingFill` object describing the flat lead-in to draw for the pre-IPO portion. Omitting the option leaves behavior unchanged, and it is not applied to the `DAY` chart:
+
+```bash
+public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
+```
+
 Trading requests use JSON files so the exact payload is visible before submission:
 
 ```bash

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/README.md

@@ -154,6 +154,7 @@ public options strategy-quote --file examples/strategy-quote.request.json
 public historicdata bars EQUITY AAPL YEAR
 public historicdata bars EQUITY AAPL DAY --aggregation FIVE_MINUTES
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
+public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
 public taxlots list
 public taxlots symbol AAPL
 public taxlots csv --output taxlots.csv
@@ -185,6 +186,12 @@ When using the `SINCE_PURCHASE` period, supply the purchase date:
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
 ```
 
+For recently listed assets, pass the IPO / first-trade date with `--ipo-date`. When the asset is younger than the requested period, the backend switches to a finer aggregation over the available post-IPO history and the response includes a `leadingFill` object describing the flat lead-in to draw for the pre-IPO portion. Omitting the option leaves behavior unchanged, and it is not applied to the `DAY` chart:
+
+```bash
+public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
+```
+
 Trading requests use JSON files so the exact payload is visible before submission:
 
 ```bash

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "publicdotcom-cli"
-version = "1.3.2"
+version = "1.3.3"
 description = "Command-line client for the Public.com Trading API"
 readme = "README.md"
 requires-python = ">=3.10"

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/src/publicdotcom_cli/__init__.py

@@ -1,3 +1,3 @@
 """Command-line tools for the Public API."""
 
-__version__ = "1.3.2"
+__version__ = "1.3.3"

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/src/publicdotcom_cli/_generated/api/market_data/get_bars_v2.py

@@ -20,6 +20,7 @@ def _get_kwargs(
     *,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> dict[str, Any]:
 
     params: dict[str, Any] = {}
@@ -32,6 +33,8 @@ def _get_kwargs(
 
     params["tradingSessionToggle"] = json_trading_session_toggle
 
+    params["ipoDate"] = ipo_date
+
     params = {k: v for k, v in params.items() if v is not UNSET and v is not None}
 
     _kwargs: dict[str, Any] = {
@@ -80,6 +83,7 @@ def sync_detailed(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> Response[BarsResponse]:
     """Fetch bar data for a given symbol and period
 
@@ -89,6 +93,7 @@ def sync_detailed(
         period (GetBarsV2Period):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2TradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -104,6 +109,7 @@ def sync_detailed(
         period=period,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     )
 
     response = client.get_httpx_client().request(
@@ -121,6 +127,7 @@ def sync(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> BarsResponse | None:
     """Fetch bar data for a given symbol and period
 
@@ -130,6 +137,7 @@ def sync(
         period (GetBarsV2Period):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2TradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -146,6 +154,7 @@ def sync(
         client=client,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     ).parsed
 
 
@@ -157,6 +166,7 @@ async def asyncio_detailed(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> Response[BarsResponse]:
     """Fetch bar data for a given symbol and period
 
@@ -166,6 +176,7 @@ async def asyncio_detailed(
         period (GetBarsV2Period):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2TradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -181,6 +192,7 @@ async def asyncio_detailed(
         period=period,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     )
 
     response = await client.get_async_httpx_client().request(**kwargs)
@@ -196,6 +208,7 @@ async def asyncio(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> BarsResponse | None:
     """Fetch bar data for a given symbol and period
 
@@ -205,6 +218,7 @@ async def asyncio(
         period (GetBarsV2Period):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2TradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -222,5 +236,6 @@ async def asyncio(
             client=client,
             purchase_date=purchase_date,
             trading_session_toggle=trading_session_toggle,
+            ipo_date=ipo_date,
         )
     ).parsed

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/src/publicdotcom_cli/_generated/api/market_data/get_bars_v2_with_aggregation.py

@@ -24,6 +24,7 @@ def _get_kwargs(
     *,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> dict[str, Any]:
 
     params: dict[str, Any] = {}
@@ -36,6 +37,8 @@ def _get_kwargs(
 
     params["tradingSessionToggle"] = json_trading_session_toggle
 
+    params["ipoDate"] = ipo_date
+
     params = {k: v for k, v in params.items() if v is not UNSET and v is not None}
 
     _kwargs: dict[str, Any] = {
@@ -86,6 +89,7 @@ def sync_detailed(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> Response[BarsResponse]:
     """Fetch bar data for a given symbol and period
 
@@ -96,6 +100,7 @@ def sync_detailed(
         aggregation (GetBarsV2WithAggregationAggregation):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2WithAggregationTradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -112,6 +117,7 @@ def sync_detailed(
         aggregation=aggregation,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     )
 
     response = client.get_httpx_client().request(
@@ -130,6 +136,7 @@ def sync(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> BarsResponse | None:
     """Fetch bar data for a given symbol and period
 
@@ -140,6 +147,7 @@ def sync(
         aggregation (GetBarsV2WithAggregationAggregation):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2WithAggregationTradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -157,6 +165,7 @@ def sync(
         client=client,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     ).parsed
 
 
@@ -169,6 +178,7 @@ async def asyncio_detailed(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> Response[BarsResponse]:
     """Fetch bar data for a given symbol and period
 
@@ -179,6 +189,7 @@ async def asyncio_detailed(
         aggregation (GetBarsV2WithAggregationAggregation):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2WithAggregationTradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -195,6 +206,7 @@ async def asyncio_detailed(
         aggregation=aggregation,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     )
 
     response = await client.get_async_httpx_client().request(**kwargs)
@@ -211,6 +223,7 @@ async def asyncio(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> BarsResponse | None:
     """Fetch bar data for a given symbol and period
 
@@ -221,6 +234,7 @@ async def asyncio(
         aggregation (GetBarsV2WithAggregationAggregation):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2WithAggregationTradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -239,5 +253,6 @@ async def asyncio(
             client=client,
             purchase_date=purchase_date,
             trading_session_toggle=trading_session_toggle,
+            ipo_date=ipo_date,
         )
     ).parsed

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/src/publicdotcom_cli/_generated/models/__init__.py

@@ -413,6 +413,7 @@ from .get_bars_v2_with_aggregation_trading_session_toggle import (
 from .get_bars_v2_with_aggregation_type import GetBarsV2WithAggregationType
 from .get_instrument_type import GetInstrumentType
 from .last_session_close import LastSessionClose
+from .leading_fill import LeadingFill
 from .market_session_bars import MarketSessionBars
 from .org_springframework_data_domain_page_com_hellopublic_fixedincomegateway_instrument_instrument_dto import (
     OrgSpringframeworkDataDomainPageComHellopublicFixedincomegatewayInstrumentInstrumentDto,
@@ -578,6 +579,7 @@ __all__ = (
     "GetBarsV2WithAggregationType",
     "GetInstrumentType",
     "LastSessionClose",
+    "LeadingFill",
     "MarketSessionBars",
     "OrgSpringframeworkDataDomainPageComHellopublicFixedincomegatewayInstrumentInstrumentDto",
     "PageableObject",

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/src/publicdotcom_cli/_generated/models/bars_response.py

@@ -10,6 +10,7 @@ from ..types import UNSET, Unset
 
 if TYPE_CHECKING:
     from ..models.last_session_close import LastSessionClose
+    from ..models.leading_fill import LeadingFill
     from ..models.market_session_bars import MarketSessionBars
     from ..models.regular_session_closing_data import RegularSessionClosingData
 
@@ -35,6 +36,7 @@ class BarsResponse:
         last_trading_session_close (LastSessionClose | Unset):
         regular_session_closing_data (RegularSessionClosingData | Unset):
         last_regular_trading_session_close (LastSessionClose | Unset):
+        leading_fill (LeadingFill | Unset):
     """
 
     symbol: str
@@ -51,6 +53,7 @@ class BarsResponse:
     last_trading_session_close: LastSessionClose | Unset = UNSET
     regular_session_closing_data: RegularSessionClosingData | Unset = UNSET
     last_regular_trading_session_close: LastSessionClose | Unset = UNSET
+    leading_fill: LeadingFill | Unset = UNSET
     additional_properties: dict[str, Any] = _attrs_field(init=False, factory=dict)
 
     def to_dict(self) -> dict[str, Any]:
@@ -104,6 +107,10 @@ class BarsResponse:
         if not isinstance(self.last_regular_trading_session_close, Unset):
             last_regular_trading_session_close = self.last_regular_trading_session_close.to_dict()
 
+        leading_fill: dict[str, Any] | Unset = UNSET
+        if not isinstance(self.leading_fill, Unset):
+            leading_fill = self.leading_fill.to_dict()
+
         field_dict: dict[str, Any] = {}
         field_dict.update(self.additional_properties)
         field_dict.update(
@@ -132,12 +139,15 @@ class BarsResponse:
             field_dict["regularSessionClosingData"] = regular_session_closing_data
         if last_regular_trading_session_close is not UNSET:
             field_dict["lastRegularTradingSessionClose"] = last_regular_trading_session_close
+        if leading_fill is not UNSET:
+            field_dict["leadingFill"] = leading_fill
 
         return field_dict
 
     @classmethod
     def from_dict(cls: type[T], src_dict: Mapping[str, Any]) -> T:
         from ..models.last_session_close import LastSessionClose
+        from ..models.leading_fill import LeadingFill
         from ..models.market_session_bars import MarketSessionBars
         from ..models.regular_session_closing_data import RegularSessionClosingData
 
@@ -222,6 +232,13 @@ class BarsResponse:
                 _last_regular_trading_session_close
             )
 
+        _leading_fill = d.pop("leadingFill", UNSET)
+        leading_fill: LeadingFill | Unset
+        if isinstance(_leading_fill, Unset):
+            leading_fill = UNSET
+        else:
+            leading_fill = LeadingFill.from_dict(_leading_fill)
+
         bars_response = cls(
             symbol=symbol,
             period=period,
@@ -237,6 +254,7 @@ class BarsResponse:
             last_trading_session_close=last_trading_session_close,
             regular_session_closing_data=regular_session_closing_data,
             last_regular_trading_session_close=last_regular_trading_session_close,
+            leading_fill=leading_fill,
         )
 
         bars_response.additional_properties = d

publicdotcom_cli-1.3.3/src/publicdotcom_cli/_generated/models/leading_fill.py

@@ -0,0 +1,99 @@
+from __future__ import annotations
+
+from collections.abc import Mapping
+from typing import Any, TypeVar
+
+from attrs import define as _attrs_define
+from attrs import field as _attrs_field
+
+T = TypeVar("T", bound="LeadingFill")
+
+
+@_attrs_define
+class LeadingFill:
+    """
+    Attributes:
+        start_timestamp (str): ISO-8601 start of the requested (visible) period — where the flat fill begins.
+        end_timestamp (str): ISO-8601 timestamp of the first real data point — where the flat fill ends. Matches the
+            first bar's timestamp.
+        value (str): The value to draw the flat fill at (equal to the first real data point's value, so the fill meets
+            the series).
+        count (int): Number of leading grey bars to draw (same meaning for every timeframe). Index-based renderers use
+            this to reserve/offset the leading width.
+        included_in_total_expected_bars (bool): Whether `count` is already part of `totalExpectedBars`. false (non-DAY):
+            additive — prepend `count` grey bars in front of the real series (total slots = count + totalExpectedBars). true
+            (DAY): a subset of the fixed-session `totalExpectedBars` — the real bars start at index `count` (grey + real +
+            trailing-empty = totalExpectedBars).
+    """
+
+    start_timestamp: str
+    end_timestamp: str
+    value: str
+    count: int
+    included_in_total_expected_bars: bool
+    additional_properties: dict[str, Any] = _attrs_field(init=False, factory=dict)
+
+    def to_dict(self) -> dict[str, Any]:
+        start_timestamp = self.start_timestamp
+
+        end_timestamp = self.end_timestamp
+
+        value = self.value
+
+        count = self.count
+
+        included_in_total_expected_bars = self.included_in_total_expected_bars
+
+        field_dict: dict[str, Any] = {}
+        field_dict.update(self.additional_properties)
+        field_dict.update(
+            {
+                "startTimestamp": start_timestamp,
+                "endTimestamp": end_timestamp,
+                "value": value,
+                "count": count,
+                "includedInTotalExpectedBars": included_in_total_expected_bars,
+            }
+        )
+
+        return field_dict
+
+    @classmethod
+    def from_dict(cls: type[T], src_dict: Mapping[str, Any]) -> T:
+        d = dict(src_dict)
+        start_timestamp = d.pop("startTimestamp")
+
+        end_timestamp = d.pop("endTimestamp")
+
+        value = d.pop("value")
+
+        count = d.pop("count")
+
+        included_in_total_expected_bars = d.pop("includedInTotalExpectedBars")
+
+        leading_fill = cls(
+            start_timestamp=start_timestamp,
+            end_timestamp=end_timestamp,
+            value=value,
+            count=count,
+            included_in_total_expected_bars=included_in_total_expected_bars,
+        )
+
+        leading_fill.additional_properties = d
+        return leading_fill
+
+    @property
+    def additional_keys(self) -> list[str]:
+        return list(self.additional_properties.keys())
+
+    def __getitem__(self, key: str) -> Any:
+        return self.additional_properties[key]
+
+    def __setitem__(self, key: str, value: Any) -> None:
+        self.additional_properties[key] = value
+
+    def __delitem__(self, key: str) -> None:
+        del self.additional_properties[key]
+
+    def __contains__(self, key: str) -> bool:
+        return key in self.additional_properties

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/src/publicdotcom_cli/cli.py

@@ -1072,10 +1072,22 @@ def historicdata_bars(
         str | None,
         typer.Option("--purchase-date", help="Required when period is SINCE_PURCHASE. YYYY-MM-DD."),
     ] = None,
+    ipo_date: Annotated[
+        str | None,
+        typer.Option(
+            "--ipo-date",
+            help=(
+                "Optional IPO / first-trade date, YYYY-MM-DD. When the asset is younger "
+                "than the requested period, the response uses a finer aggregation over "
+                "post-IPO history and includes a leadingFill object describing the flat "
+                "pre-IPO lead-in. Not applied to the DAY chart."
+            ),
+        ),
+    ] = None,
 ) -> None:
     base = f"/userapigateway/historicdata/{security_type.upper()}/{symbol.upper()}/{period.upper()}"
     path = f"{base}/{aggregation.upper()}" if aggregation else base
-    result = _call(ctx, "GET", path, params={"purchaseDate": purchase_date})
+    result = _call(ctx, "GET", path, params={"purchaseDate": purchase_date, "ipoDate": ipo_date})
     _print(ctx, result)
 
 

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/tests/test_cli.py

@@ -59,6 +59,13 @@ def test_order_replace_help_lists_quantity_and_amount() -> None:
     assert "--amount" in _plain(result.stdout)
 
 
+def test_historicdata_bars_help_lists_ipo_date() -> None:
+    result = CliRunner().invoke(app, ["historicdata", "bars", "--help"])
+
+    assert result.exit_code == 0
+    assert "--ipo-date" in _plain(result.stdout)
+
+
 def test_order_replace_rejects_quantity_with_amount(tmp_path: Path) -> None:
     request = tmp_path / "replace.json"
     request.write_text("{}", encoding="utf-8")

publicdotcom_cli-1.3.3/tests/test_generated_models.py

@@ -0,0 +1,64 @@
+from publicdotcom_cli._generated.models import (
+    BarsResponse,
+    ComHellopublicUserapigatewayApiRestOrderApiCancelReplaceOrderRequest as CancelReplaceOrderRequest,
+    LeadingFill,
+)
+
+REPLACE_REQUEST = {
+    "orderId": "0d2abd8d-3625-4c83-a806-98abf35567cc",
+    "requestId": "9b2f8a64-6f19-4c8e-9a5d-0e8b1c2d3e4f",
+    "orderType": "MARKET",
+    "expiration": {"timeInForce": "DAY"},
+}
+
+
+def test_cancel_replace_request_round_trips_amount() -> None:
+    request = CancelReplaceOrderRequest.from_dict({**REPLACE_REQUEST, "amount": "100.00"})
+
+    assert request.amount == "100.00"
+    assert request.to_dict()["amount"] == "100.00"
+    assert "quantity" not in request.to_dict()
+
+
+def test_cancel_replace_request_round_trips_quantity() -> None:
+    request = CancelReplaceOrderRequest.from_dict({**REPLACE_REQUEST, "quantity": "5"})
+
+    assert request.quantity == "5"
+    assert request.to_dict()["quantity"] == "5"
+    assert "amount" not in request.to_dict()
+
+
+BARS_RESPONSE = {
+    "symbol": "RDDT",
+    "period": "FIVE_YEARS",
+    "totalExpectedBars": 260,
+    "preMarket": {"expectedBars": 0, "bars": []},
+    "regularMarket": {"expectedBars": 260, "bars": []},
+    "afterMarket": {"expectedBars": 0, "bars": []},
+}
+
+LEADING_FILL = {
+    "startTimestamp": "2021-08-11T13:30:00Z",
+    "endTimestamp": "2024-03-21T13:30:00Z",
+    "value": "50.44",
+    "count": 135,
+    "includedInTotalExpectedBars": False,
+}
+
+
+def test_bars_response_round_trips_leading_fill() -> None:
+    response = BarsResponse.from_dict({**BARS_RESPONSE, "leadingFill": LEADING_FILL})
+
+    assert isinstance(response.leading_fill, LeadingFill)
+    assert response.leading_fill.start_timestamp == "2021-08-11T13:30:00Z"
+    assert response.leading_fill.end_timestamp == "2024-03-21T13:30:00Z"
+    assert response.leading_fill.value == "50.44"
+    assert response.leading_fill.count == 135
+    assert response.leading_fill.included_in_total_expected_bars is False
+    assert response.to_dict()["leadingFill"] == LEADING_FILL
+
+
+def test_bars_response_omits_leading_fill_when_absent() -> None:
+    response = BarsResponse.from_dict(BARS_RESPONSE)
+
+    assert "leadingFill" not in response.to_dict()

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.3}/uv.lock

@@ -376,7 +376,7 @@ wheels = [
 
 [[package]]
 name = "publicdotcom-cli"
-version = "1.3.2"
+version = "1.3.3"
 source = { editable = "." }
 dependencies = [
     { name = "attrs" },

publicdotcom_cli-1.3.2/tests/test_generated_models.py

@@ -1,26 +0,0 @@
-from publicdotcom_cli._generated.models import (
-    ComHellopublicUserapigatewayApiRestOrderApiCancelReplaceOrderRequest as CancelReplaceOrderRequest,
-)
-
-REPLACE_REQUEST = {
-    "orderId": "0d2abd8d-3625-4c83-a806-98abf35567cc",
-    "requestId": "9b2f8a64-6f19-4c8e-9a5d-0e8b1c2d3e4f",
-    "orderType": "MARKET",
-    "expiration": {"timeInForce": "DAY"},
-}
-
-
-def test_cancel_replace_request_round_trips_amount() -> None:
-    request = CancelReplaceOrderRequest.from_dict({**REPLACE_REQUEST, "amount": "100.00"})
-
-    assert request.amount == "100.00"
-    assert request.to_dict()["amount"] == "100.00"
-    assert "quantity" not in request.to_dict()
-
-
-def test_cancel_replace_request_round_trips_quantity() -> None:
-    request = CancelReplaceOrderRequest.from_dict({**REPLACE_REQUEST, "quantity": "5"})
-
-    assert request.quantity == "5"
-    assert request.to_dict()["quantity"] == "5"
-    assert "amount" not in request.to_dict()