tickflow 0.1.0.dev4__py3-none-any.whl → 0.1.0.dev5__py3-none-any.whl

tickflow/resources/klines.py

@@ -79,7 +79,9 @@ def _klines_to_dataframe(
     return df
 
 
-def _batch_klines_to_dataframe(data: Dict[str, "CompactKlineData"]) -> "pd.DataFrame":
+def _batch_klines_to_dataframes(
+    data: Dict[str, "CompactKlineData"],
+) -> Dict[str, "pd.DataFrame"]:
     """Convert batch K-line data to a single pandas DataFrame.
 
     Parameters
@@ -89,25 +91,17 @@ def _batch_klines_to_dataframe(data: Dict[str, "CompactKlineData"]) -> "pd.DataF
 
     Returns
     -------
-    pd.DataFrame
-        Combined DataFrame with a 'symbol' column and MultiIndex (symbol, timestamp).
+    dict of str to pd.DataFrame
+        Dictionary mapping symbol codes to pandas DataFrames.
     """
     import pandas as pd
 
-    dfs = []
+    dfs = {}
     for symbol, kline_data in data.items():
         df = _klines_to_dataframe(kline_data, symbol=symbol)
-        dfs.append(df)
-
-    if not dfs:
-        return pd.DataFrame()
-
-    combined = pd.concat(dfs)
-    combined.reset_index(inplace=True)
-    combined.set_index(["symbol", "timestamp"], inplace=True)
-    combined.sort_index(inplace=True)
+        dfs[symbol] = df
 
-    return combined
+    return dfs
 
 
 def _chunk_list(lst: List[str], chunk_size: int) -> List[List[str]]:
@@ -372,7 +366,7 @@ class Klines(SyncResource):
         >>> print(f"Got data for {len(df.index.get_level_values('symbol').unique())} symbols")
         """
         if not symbols:
-            return {} if not as_dataframe else _batch_klines_to_dataframe({})
+            return {} if not as_dataframe else _batch_klines_to_dataframes({})
 
         # Build base params
         params: Dict[str, Any] = {}
@@ -392,7 +386,7 @@ class Klines(SyncResource):
         if len(chunks) == 1:
             data, errors = self._fetch_batch_chunk(chunks[0], params)
             if as_dataframe:
-                return _batch_klines_to_dataframe(data)
+                return _batch_klines_to_dataframes(data)
             return data
 
         # Setup progress bar
@@ -433,7 +427,7 @@ class Klines(SyncResource):
             # Users can check if their symbols are in the result
 
         if as_dataframe:
-            return _batch_klines_to_dataframe(all_data)
+            return _batch_klines_to_dataframes(all_data)
         return all_data
 
 
@@ -641,7 +635,7 @@ class AsyncKlines(AsyncResource):
         >>> df = await client.klines.batch(symbols[:500], as_dataframe=True, show_progress=True)
         """
         if not symbols:
-            return {} if not as_dataframe else _batch_klines_to_dataframe({})
+            return {} if not as_dataframe else _batch_klines_to_dataframes({})
 
         # Build base params
         params: Dict[str, Any] = {}
@@ -661,7 +655,7 @@ class AsyncKlines(AsyncResource):
         if len(chunks) == 1:
             data, errors = await self._fetch_batch_chunk(chunks[0], params)
             if as_dataframe:
-                return _batch_klines_to_dataframe(data)
+                return _batch_klines_to_dataframes(data)
             return data
 
         # Setup progress bar
@@ -699,5 +693,5 @@ class AsyncKlines(AsyncResource):
                 pbar.close()
 
         if as_dataframe:
-            return _batch_klines_to_dataframe(all_data)
+            return _batch_klines_to_dataframes(all_data)
         return all_data

{tickflow-0.1.0.dev4.dist-info → tickflow-0.1.0.dev5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tickflow
-Version: 0.1.0.dev4
+Version: 0.1.0.dev5
 Summary: TickFlow Python Client
 Author: TickFlow Team
 License: MIT

{tickflow-0.1.0.dev4.dist-info → tickflow-0.1.0.dev5.dist-info}/RECORD

@@ -9,10 +9,10 @@ tickflow/resources/__init__.py,sha256=JayIwwlrRnSAI83fy97LfFstiYGz3qzdmbxApiIJNt
 tickflow/resources/_base.py,sha256=KcaNDouymvPp9FC4QJuYzBdioYB2wTIIdmLKoomtb58,667
 tickflow/resources/exchanges.py,sha256=EtWBcOA_3VG9OaCHwXJ0HMjZIxylFoJu6XS8nzvv7_w,4580
 tickflow/resources/instruments.py,sha256=xE0IK42MuyWQAhlObC_9Xecm-JnrDHu281t_NzqoPis,5863
-tickflow/resources/klines.py,sha256=fuSQNmsjrTbf9Jf01S7NOmQ1XhCE1uiI06TGFiY7ixA,24036
+tickflow/resources/klines.py,sha256=2Mwjc2mmv9o7FNMyFaAlHp_Fq5zzu6eMCsYH6ExA0zs,23832
 tickflow/resources/quotes.py,sha256=8DglL0cVS02PI79-EUM-GfhkpQedBEraBezQSBf0q4Q,12491
 tickflow/resources/universes.py,sha256=Pk--9Zlt6vfq9SzzkuJENkDAUUGmqiq4kdeOjMKXWQU,4542
-tickflow-0.1.0.dev4.dist-info/METADATA,sha256=dpqLP2rVLHWuynVWk-gVHVhOpSC68M6bPr34ansYs3k,2574
-tickflow-0.1.0.dev4.dist-info/WHEEL,sha256=wUyA8OaulRlbfwMtmQsvNngGrxQHAvkKcvRmdizlJi0,92
-tickflow-0.1.0.dev4.dist-info/top_level.txt,sha256=_0JOxGpAnD-wmnVj9CKo6Bwp2qNC0xWdbDXJX8B1jrs,9
-tickflow-0.1.0.dev4.dist-info/RECORD,,
+tickflow-0.1.0.dev5.dist-info/METADATA,sha256=Lt4V7vs_kqHspu-JOWule4TiA7gd6rEO0kJdk6VYnK0,2574
+tickflow-0.1.0.dev5.dist-info/WHEEL,sha256=wUyA8OaulRlbfwMtmQsvNngGrxQHAvkKcvRmdizlJi0,92
+tickflow-0.1.0.dev5.dist-info/top_level.txt,sha256=_0JOxGpAnD-wmnVj9CKo6Bwp2qNC0xWdbDXJX8B1jrs,9
+tickflow-0.1.0.dev5.dist-info/RECORD,,