pwb-toolbox 0.1.2__py3-none-any.whl → 0.1.4__py3-none-any.whl

pwb_toolbox/datasets/__init__.py

@@ -861,36 +861,82 @@ def __extend_etfs(df_etfs):
     return df
 
 
+ALLOWED_FIELDS = {"open", "high", "low", "close"}
+
+
 def get_pricing(
     symbol_list,
-    fields=["close"],
+    fields=None,  # ← default set below
     start_date="1980-01-01",
     end_date=date.today().isoformat(),
+    extend=False,
+    keep_single_level=True,  # backward-compat flag
 ):
     """
-    Get pricing data for a list of symbols
+    Fetch OHLC pricing for the requested symbols.
+
+    Parameters
+    ----------
+    symbol_list : str | list[str]
+        One ticker or a list of tickers.
+    fields : list[str] | None
+        Any subset of ["open", "high", "low", "close"].
+        Defaults to ["close"] for backward compatibility.
+    start_date, end_date : str (YYYY-MM-DD)
+        Slice the date index (inclusive).
+    extend : bool
+        Pass-through to `load_dataset(..., extend=extend)`.
+    keep_single_level : bool
+        If `True` and only one field is requested, flatten the columns so the
+        output matches the old behaviour (columns = symbols).  If `False`
+        you always get a two-level MultiIndex `(symbol, field)`.
+
+    Returns
+    -------
+    pd.DataFrame
+        * MultiIndex columns (symbol, field) when `len(fields) > 1`
+        * Single-level columns     (symbol)      when one field & keep_single_level=True
     """
+    # ------------------------------------------------------------------ sanity
+    if fields is None:
+        fields = ["close"]
     if isinstance(symbol_list, str):
         symbol_list = [symbol_list]
-    if len(fields) != 1:
-        raise ValueError("Only one field is allowed")
-    if fields[0] not in ["open", "high", "low", "close"]:
-        raise ValueError("Invalid field")
+
+    fields = [f.lower() for f in fields]
+    bad = [f for f in fields if f not in ALLOWED_FIELDS]
+    if bad:
+        raise ValueError(f"Invalid field(s): {bad}. Allowed: {sorted(ALLOWED_FIELDS)}")
+
+    # --------------------------------------------------------------- download
     df = pd.concat(
         [
-            load_dataset("Stocks-Daily-Price", symbol_list),
-            load_dataset("ETFs-Daily-Price", symbol_list),
-            load_dataset("Cryptocurrencies-Daily-Price", symbol_list),
-            load_dataset("Bonds-Daily-Price", symbol_list),
-            load_dataset("Commodities-Daily-Price", symbol_list),
-        ]
+            load_dataset("Stocks-Daily-Price", symbol_list, extend=extend),
+            load_dataset("ETFs-Daily-Price", symbol_list, extend=extend),
+            load_dataset("Cryptocurrencies-Daily-Price", symbol_list, extend=extend),
+            load_dataset("Bonds-Daily-Price", symbol_list, extend=extend),
+            load_dataset("Commodities-Daily-Price", symbol_list, extend=extend),
+        ],
+        ignore_index=True,
     )
+
     df["date"] = pd.to_datetime(df["date"])
     df.set_index("date", inplace=True)
     df.sort_index(inplace=True)
-    df_filtered = df.loc[start_date:end_date]
-    prices_df = df_filtered.pivot_table(
-        values="close", index=df_filtered.index, columns="symbol"
-    )
-    prices_df.columns = list(prices_df.columns)
-    return prices_df
+    df = df.loc[start_date:end_date]
+
+    # ------------------------------------------------------------- reshape
+    # Pivot can accept a list of values: returns columns = (field, symbol)
+    prices = df.pivot_table(values=fields, index=df.index, columns="symbol")
+
+    # Make outer level = symbol, inner = field  →  pivot_df[sym] gives OHLC block
+    prices = prices.swaplevel(axis=1).sort_index(axis=1)
+
+    # Optional: flatten back to the legacy layout if only one field requested
+    if keep_single_level and len(fields) == 1:
+        field = fields[0]
+        prices.columns = prices.columns.droplevel(1)  # keep only the symbol names
+        # optional: rename index level for clarity
+        prices.name = field
+
+    return prices

{pwb_toolbox-0.1.2.dist-info → pwb_toolbox-0.1.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
-Metadata-Version: 2.2
+Metadata-Version: 2.4
 Name: pwb-toolbox
-Version: 0.1.2
+Version: 0.1.4
 Summary: A toolbox library for quant traders
 Home-page: https://github.com/paperswithbacktest/pwb-toolbox
 Author: Your Name
@@ -14,6 +14,7 @@ Description-Content-Type: text/markdown
 License-File: LICENSE.txt
 Requires-Dist: datasets
 Requires-Dist: pandas
+Dynamic: license-file
 
 <div align="center">
   <img src="static/images/systematic-trading.jpeg" height=200 alt=""/>

pwb_toolbox-0.1.4.dist-info/RECORD

@@ -0,0 +1,7 @@
+pwb_toolbox/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+pwb_toolbox/datasets/__init__.py,sha256=drj-jY3HSxYp8o1X8-hYbDvaHzuVR4JRumrXq-_CQFk,21668
+pwb_toolbox-0.1.4.dist-info/licenses/LICENSE.txt,sha256=_Wjz7o7St3iVSPBRzE0keS8XSqSJ03A3NZ6cMlTaSK8,1079
+pwb_toolbox-0.1.4.dist-info/METADATA,sha256=ai7OJKVjtSVmZbjZFH_dbqSD5pebe57j_xCw1yhAt20,4617
+pwb_toolbox-0.1.4.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+pwb_toolbox-0.1.4.dist-info/top_level.txt,sha256=TZcXcF2AMkKkibZOuq6AYsHjajPgddHAGjQUT64OYGY,12
+pwb_toolbox-0.1.4.dist-info/RECORD,,

{pwb_toolbox-0.1.2.dist-info → pwb_toolbox-0.1.4.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (75.8.0)
+Generator: setuptools (80.9.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

pwb_toolbox-0.1.2.dist-info/RECORD

@@ -1,7 +0,0 @@
-pwb_toolbox/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-pwb_toolbox/datasets/__init__.py,sha256=mR_gTpvdz_EmsEUtV4EOE-xxkwLMb54lgZXTgGw7_NQ,19813
-pwb_toolbox-0.1.2.dist-info/LICENSE.txt,sha256=_Wjz7o7St3iVSPBRzE0keS8XSqSJ03A3NZ6cMlTaSK8,1079
-pwb_toolbox-0.1.2.dist-info/METADATA,sha256=HXAh6eJ_W2-jdGicQY6r2R_xa9tdtC1EQARZ_QV8624,4595
-pwb_toolbox-0.1.2.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
-pwb_toolbox-0.1.2.dist-info/top_level.txt,sha256=TZcXcF2AMkKkibZOuq6AYsHjajPgddHAGjQUT64OYGY,12
-pwb_toolbox-0.1.2.dist-info/RECORD,,