quantpad-data 0.4.1__tar.gz → 0.4.2__tar.gz

{quantpad_data-0.4.1 → quantpad_data-0.4.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.5
 Name: quantpad-data
-Version: 0.4.1
+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-0.4.1 → quantpad_data-0.4.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "quantpad-data"
-version = "0.4.1"
+version = "0.4.2"
 description = "Official Python client for the QuantPad market-data API"
 readme = "README.md"
 requires-python = ">=3.10"

{quantpad_data-0.4.1 → quantpad_data-0.4.2}/quantpad_data/client.py

@@ -90,7 +90,7 @@ V2_NOT_AVAILABLE = (
     "QuantPad support about /v2 access."
 )
 
-VERSION = "0.4.1"
+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-0.4.1 → quantpad_data-0.4.2}/quantpad_data/v2.py

@@ -849,11 +849,20 @@ def _merged_manifest(payloads: Sequence[dict]) -> dict:
         # 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 = symbols | set(instruments)
+        # ``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(found),
+            "symbols": sorted(symbols | found),
             "not_found": [
                 symbol
                 for symbol in dict.fromkeys(

{quantpad_data-0.4.1 → quantpad_data-0.4.2}/tests/test_v2.py

@@ -662,6 +662,58 @@ class TestAWindowTooColdToFetchInOneGo:
         # 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
     ):