voly 0.0.147__tar.gz → 0.0.149__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (25) hide show
  1. {voly-0.0.147/src/voly.egg-info → voly-0.0.149}/PKG-INFO +1 -1
  2. {voly-0.0.147 → voly-0.0.149}/pyproject.toml +2 -2
  3. {voly-0.0.147 → voly-0.0.149}/src/voly/client.py +0 -1
  4. {voly-0.0.147 → voly-0.0.149}/src/voly/core/hd.py +7 -24
  5. {voly-0.0.147 → voly-0.0.149/src/voly.egg-info}/PKG-INFO +1 -1
  6. {voly-0.0.147 → voly-0.0.149}/LICENSE +0 -0
  7. {voly-0.0.147 → voly-0.0.149}/README.md +0 -0
  8. {voly-0.0.147 → voly-0.0.149}/setup.cfg +0 -0
  9. {voly-0.0.147 → voly-0.0.149}/setup.py +0 -0
  10. {voly-0.0.147 → voly-0.0.149}/src/voly/__init__.py +0 -0
  11. {voly-0.0.147 → voly-0.0.149}/src/voly/core/__init__.py +0 -0
  12. {voly-0.0.147 → voly-0.0.149}/src/voly/core/charts.py +0 -0
  13. {voly-0.0.147 → voly-0.0.149}/src/voly/core/data.py +0 -0
  14. {voly-0.0.147 → voly-0.0.149}/src/voly/core/fit.py +0 -0
  15. {voly-0.0.147 → voly-0.0.149}/src/voly/core/interpolate.py +0 -0
  16. {voly-0.0.147 → voly-0.0.149}/src/voly/core/rnd.py +0 -0
  17. {voly-0.0.147 → voly-0.0.149}/src/voly/exceptions.py +0 -0
  18. {voly-0.0.147 → voly-0.0.149}/src/voly/formulas.py +0 -0
  19. {voly-0.0.147 → voly-0.0.149}/src/voly/models.py +0 -0
  20. {voly-0.0.147 → voly-0.0.149}/src/voly/utils/__init__.py +0 -0
  21. {voly-0.0.147 → voly-0.0.149}/src/voly/utils/logger.py +0 -0
  22. {voly-0.0.147 → voly-0.0.149}/src/voly.egg-info/SOURCES.txt +0 -0
  23. {voly-0.0.147 → voly-0.0.149}/src/voly.egg-info/dependency_links.txt +0 -0
  24. {voly-0.0.147 → voly-0.0.149}/src/voly.egg-info/requires.txt +0 -0
  25. {voly-0.0.147 → voly-0.0.149}/src/voly.egg-info/top_level.txt +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: voly
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- Version: 0.0.147
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+ Version: 0.0.149
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  Summary: Options & volatility research package
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  Author-email: Manu de Cara <manu.de.cara@gmail.com>
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  License: MIT
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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  name = "voly"
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- version = "0.0.147"
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+ version = "0.0.149"
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  description = "Options & volatility research package"
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  readme = "README.md"
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  authors = [
@@ -60,7 +60,7 @@ line_length = 100
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  multi_line_output = 3
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  [tool.mypy]
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- python_version = "0.0.147"
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+ python_version = "0.0.149"
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  warn_return_any = true
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  warn_unused_configs = true
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  disallow_untyped_defs = true
@@ -358,7 +358,6 @@ class VolyClient:
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  domain_params=domain_params,
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  return_domain=return_domain,
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  method=method,
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- model_type=model_type,
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  distribution=distribution,
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  window_length=window_length,
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  n_fits=n_fits,
@@ -61,33 +61,16 @@ def get_historical_data(currency: str,
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  date_start = (dt.datetime.now() - dt.timedelta(days=days_ago)).strftime('%Y-%m-%d %H:%M:%S')
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  from_ts = exchange.parse8601(date_start)
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- # Fetch data with pagination
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- ohlcv = []
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- last_ts = from_ts
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-
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- logger.info(f"Fetching {currency} historical data from {exchange_name} for past {days_ago} days")
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-
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+ ohlcv_list = []
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+ ohlcv = exchange.fetch_ohlcv(symbol, granularity, since=from_ts, limit=1000)
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+ ohlcv_list.append(ohlcv)
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  while True:
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- batch = exchange.fetch_ohlcv(symbol, granularity, since=last_ts, limit=1000)
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-
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- if not batch or len(batch) == 0:
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- break
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-
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- if len(ohlcv) > 0 and batch[0][0] == ohlcv[-1][0]:
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- # Skip first element if it's a duplicate of the last from previous batch
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- batch = batch[1:]
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-
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- if not batch:
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+ from_ts = ohlcv[-1][0]
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+ new_ohlcv = exchange.fetch_ohlcv(symbol, granularity, since=from_ts, limit=1000)
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+ ohlcv.extend(new_ohlcv)
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+ if len(new_ohlcv) != 1000:
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  break
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- ohlcv.extend(batch)
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- last_ts = batch[-1][0]
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-
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- if len(batch) < 1000:
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- break
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-
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- logger.debug(f"Fetched {len(batch)} candles, total now: {len(ohlcv)}")
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-
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  # Convert to DataFrame
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  df_hist = pd.DataFrame(ohlcv, columns=['date', 'open', 'high', 'low', 'close', 'volume'])
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  df_hist['date'] = pd.to_datetime(df_hist['date'], unit='ms')
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: voly
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- Version: 0.0.147
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+ Version: 0.0.149
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  Summary: Options & volatility research package
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  Author-email: Manu de Cara <manu.de.cara@gmail.com>
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  License: MIT
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