quantpad-data 0.4.0__tar.gz → 0.4.2__tar.gz

{quantpad_data-0.4.0 → quantpad_data-0.4.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.5
 Name: quantpad-data
-Version: 0.4.0
+Version: 0.4.2
 Summary: Official Python client for the QuantPad market-data API
 Project-URL: Documentation, https://api.quantpad.ai/external/docs
 Author: QuantPad

{quantpad_data-0.4.0 → quantpad_data-0.4.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "quantpad-data"
-version = "0.4.0"
+version = "0.4.2"
 description = "Official Python client for the QuantPad market-data API"
 readme = "README.md"
 requires-python = ">=3.10"

{quantpad_data-0.4.0 → quantpad_data-0.4.2}/quantpad_data/client.py

@@ -90,7 +90,7 @@ V2_NOT_AVAILABLE = (
     "QuantPad support about /v2 access."
 )
 
-VERSION = "0.4.0"
+VERSION = "0.4.2"
 USER_AGENT = f"quantpad-data-python/{VERSION}"
 TICK_SCHEMAS = (
     "trades", "mbp-1", "mbp-10", "cmbp-1", "tcbbo", "cbbo-1s",

{quantpad_data-0.4.0 → quantpad_data-0.4.2}/quantpad_data/v2.py

@@ -841,7 +841,36 @@ def _merged_manifest(payloads: Sequence[dict]) -> dict:
                 for entry in entries:
                     if entry not in bucket:
                         bucket.append(entry)
-        merged["resolved"] = {**resolutions[0], "resolved": instruments}
+        # ``symbols`` and ``not_found`` sit BESIDE ``resolved`` in the same
+        # echo and vary for the same reason, so taking them from the first
+        # piece would be this function's own defect one field over.
+        #
+        # ``not_found`` is what NO piece found rather than the union: a
+        # symbol the second piece resolved was served, and listing it as
+        # not found would report an answer the caller is holding as absent.
+        symbols = {s for r in resolutions for s in (r.get("symbols") or ())}
+        # ``found`` is what RESOLVED and nothing else.  Reading ``symbols``
+        # into it would be safe against today's server, where the field is
+        # derived from the same intervals as ``resolved`` -- but its NAME says
+        # "what was asked for", and if it ever carries a requested handle that
+        # resolved nowhere, folding it in here deletes that handle from
+        # ``not_found`` and a complete MISS reads as served.  On every read,
+        # not only a split.  The whole point of this function is to stop a
+        # label claiming more than was served, so it must not depend on two
+        # fields of one echo agreeing.
+        found = set(instruments)
+        merged["resolved"] = {
+            **resolutions[0],
+            "resolved": instruments,
+            "symbols": sorted(symbols | found),
+            "not_found": [
+                symbol
+                for symbol in dict.fromkeys(
+                    s for r in resolutions for s in (r.get("not_found") or ())
+                )
+                if symbol not in found
+            ],
+        }
 
     return {"metadata": merged}
 

{quantpad_data-0.4.0 → quantpad_data-0.4.2}/tests/test_v2.py

@@ -596,12 +596,28 @@ class TestAWindowTooColdToFetchInOneGo:
                 "days": {"cached": 9, "missing": 1},
                 "clamped": ["start moved to the plan floor"],
                 "warnings": ["the first half says so"],
+                "resolved": {
+                    "dataset": "XNAS.ITCH", "stype_in": "raw_symbol",
+                    "symbols": ["NVDA"],
+                    "resolved": {"NVDA": [{"start": "2026-08-20",
+                                           "end": "2026-09-03",
+                                           "value": "42"}]},
+                    "not_found": ["CROX"],
+                },
             }),
             piece("https://r2.test/b.parquet", "2026-09-04", {
                 "served_start": "2026-09-03", "served_end": "2026-09-17",
                 "days": {"cached": 5, "missing": 0},
                 "clamped": [],
                 "warnings": ["and the second says otherwise"],
+                "resolved": {
+                    "dataset": "XNAS.ITCH", "stype_in": "raw_symbol",
+                    "symbols": ["CROX"],
+                    "resolved": {"CROX": [{"start": "2026-09-03",
+                                           "end": "2026-09-17",
+                                           "value": "77"}]},
+                    "not_found": [],
+                },
             }),
         ])
         monkeypatch.setattr(
@@ -628,6 +644,75 @@ class TestAWindowTooColdToFetchInOneGo:
         assert attrs["warning"] == (
             "the first half says so | and the second says otherwise"
         )
+        # A chain resolves per day, so the pieces of one window can address
+        # different instruments.  Both were served, so both are named.
+        assert attrs["resolved"] == "42,77"
+        resolution = attrs["resolution"]
+        assert resolution["resolved"] == {
+            "NVDA": [{"start": "2026-08-20", "end": "2026-09-03",
+                      "value": "42"}],
+            "CROX": [{"start": "2026-09-03", "end": "2026-09-17",
+                      "value": "77"}],
+        }
+        # The fields BESIDE resolved move with it, which is the half a
+        # merge of resolved alone gets wrong.
+        assert resolution["symbols"] == ["CROX", "NVDA"]
+        # CROX is absent from the first piece and served by the second, so
+        # reporting the first piece's not_found would call an instrument
+        # the caller is holding missing.
+        assert resolution["not_found"] == []
+
+    def test_a_symbol_no_piece_resolved_stays_not_found(self, monkeypatch):
+        """The other direction, and the one that fails dangerously.
+
+        ``not_found`` is emptied by what RESOLVED, so it must not be emptied
+        by what was ASKED FOR.  Against today's server the two cannot
+        disagree -- ``symbols`` is derived from the same intervals as
+        ``resolved`` -- but the field is *named* for the request, and if it
+        ever becomes that, folding it into the found set would delete a
+        genuine miss and a symbol nobody served would read as served.
+        """
+        def piece(url, day, resolved):
+            return json_response({
+                "format": "parquet",
+                "files": [{"day": day, "instrument_id": 42, "symbol": "NVDA",
+                           "key": "k", "size_bytes": 10, "url": url}],
+                "gaps": [],
+                "metadata": {"dataset": "XNAS.ITCH", "schema": "mbp-10",
+                             "served_start": "2026-08-20",
+                             "served_end": "2026-09-17",
+                             "resolved": resolved},
+            })
+
+        # WHAT WAS ASKED FOR, which is the reading the field's name invites:
+        # both symbols in every piece, only one of them ever resolving.
+        api, _ = client_with([
+            self._refusal(),
+            piece("https://r2.test/a.parquet", "2026-08-21", {
+                "symbols": ["NVDA", "NOSUCH"],
+                "resolved": {"NVDA": [{"start": "2026-08-20",
+                                       "end": "2026-09-03", "value": "42"}]},
+                "not_found": ["NOSUCH"],
+            }),
+            piece("https://r2.test/b.parquet", "2026-09-04", {
+                "symbols": ["NVDA", "NOSUCH"],
+                "resolved": {"NVDA": [{"start": "2026-09-03",
+                                       "end": "2026-09-17", "value": "42"}]},
+                "not_found": ["NOSUCH"],
+            }),
+        ])
+        monkeypatch.setattr(
+            "quantpad_data.v2._read_parquet_url",
+            lambda url, columns: pd.DataFrame({"close": [100.0]}),
+        )
+
+        frame = api.timeseries.get_range(
+            dataset="XNAS.ITCH", symbols=["NVDA", "NOSUCH"], schema="mbp-10",
+            start="2026-08-20", end="2026-09-17", mode="bulk",
+        )
+        resolution = frame.attrs["quantpad"]["resolution"]
+        assert resolution["not_found"] == ["NOSUCH"]
+        assert "NOSUCH" not in resolution["resolved"]
 
     def test_an_unsplit_bulk_read_is_labelled_exactly_as_before(
         self, monkeypatch