zipline_polygon_bundle 0.1.7__py3-none-any.whl → 0.2.0.dev1__py3-none-any.whl

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Files changed (17) hide show
  1. zipline_polygon_bundle/__init__.py +31 -1
  2. zipline_polygon_bundle/adjustments.py +34 -0
  3. zipline_polygon_bundle/bundle.py +183 -34
  4. zipline_polygon_bundle/concat_all_aggs.py +18 -53
  5. zipline_polygon_bundle/concat_all_aggs_partitioned.py +6 -6
  6. zipline_polygon_bundle/config.py +132 -26
  7. zipline_polygon_bundle/nyse_all_hours_calendar.py +25 -0
  8. zipline_polygon_bundle/polygon_file_reader.py +1 -1
  9. zipline_polygon_bundle/process_all_aggs.py +2 -2
  10. zipline_polygon_bundle/quotes.py +101 -0
  11. zipline_polygon_bundle/tickers_and_names.py +5 -38
  12. zipline_polygon_bundle/trades.py +944 -0
  13. {zipline_polygon_bundle-0.1.7.dist-info → zipline_polygon_bundle-0.2.0.dev1.dist-info}/METADATA +6 -3
  14. zipline_polygon_bundle-0.2.0.dev1.dist-info/RECORD +17 -0
  15. zipline_polygon_bundle-0.1.7.dist-info/RECORD +0 -14
  16. {zipline_polygon_bundle-0.1.7.dist-info → zipline_polygon_bundle-0.2.0.dev1.dist-info}/LICENSE +0 -0
  17. {zipline_polygon_bundle-0.1.7.dist-info → zipline_polygon_bundle-0.2.0.dev1.dist-info}/WHEEL +0 -0
{zipline_polygon_bundle-0.1.7.dist-info → zipline_polygon_bundle-0.2.0.dev1.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.3
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  Name: zipline_polygon_bundle
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- Version: 0.1.7
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+ Version: 0.2.0.dev1
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  Summary: A zipline-reloaded data provider bundle for Polygon.io
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  License: GNU AFFERO GENERAL PUBLIC LICENSE
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  Version 3, 19 November 2007
@@ -671,10 +671,13 @@ Classifier: Programming Language :: Python :: 3
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  Classifier: License :: OSI Approved :: GNU Affero General Public License v3
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  Classifier: Operating System :: OS Independent
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  Requires-Dist: bcolz-zipline (>=1.2.11)
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+ Requires-Dist: fsspec (>=2024.10)
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  Requires-Dist: numpy (<2)
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  Requires-Dist: pandas (>=2.2,<3)
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- Requires-Dist: polygon-api-client
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- Requires-Dist: pyarrow
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+ Requires-Dist: pandas-market-calendars (>=4.4.2)
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+ Requires-Dist: pandas_ta (>=0.3)
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+ Requires-Dist: polygon-api-client (>=1.14.2)
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+ Requires-Dist: pyarrow (>=18.1.0,<19)
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  Requires-Dist: pytz (>=2018.5)
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  Requires-Dist: requests (>=2.9.1)
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  Requires-Dist: toolz (>=0.8.2)
zipline_polygon_bundle-0.2.0.dev1.dist-info/RECORD ADDED
@@ -0,0 +1,17 @@
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+ zipline_polygon_bundle/__init__.py,sha256=CSJfLks6OWBJy7Tur3nzb9Dr0B9erlCl9BejCKl5fZE,1850
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+ zipline_polygon_bundle/adjustments.py,sha256=9RsLzWSDBcoYRfHPTGb5K1czxycDyr7VPR5WCp2XlvA,8622
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+ zipline_polygon_bundle/bundle.py,sha256=7BpaoSt6SxwKhy4ygzJ-LM9W9VKF90RL7y8pAF18VQ0,24112
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+ zipline_polygon_bundle/concat_all_aggs.py,sha256=Yi4fguBSxPeNVMVP7JrA6pGegnN5UVYyGPokllsW26c,7906
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+ zipline_polygon_bundle/concat_all_aggs_partitioned.py,sha256=AQq4ai5u5GyclWzQq2C8zIvHl_zjvLiDtxarNejwCQ4,6325
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+ zipline_polygon_bundle/config.py,sha256=rO-0apuGvZDhrjxIzgJ0tLttU_2ds5EmZasMrxpnubU,9654
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+ zipline_polygon_bundle/nyse_all_hours_calendar.py,sha256=QrwWHm3_sfwrtt1tN5u6rqjTQcwN3qxyhjNGeHdyqcI,698
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+ zipline_polygon_bundle/polygon_file_reader.py,sha256=TCq6hKlxixwtL57xLxs9GnvH3MMa6aWBI9mi1-PBNHw,3749
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+ zipline_polygon_bundle/process_all_aggs.py,sha256=MVhb8xn9-DngSNSrRIpMG4XAgHjMXktoqYrxuM9ph-c,3069
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+ zipline_polygon_bundle/quotes.py,sha256=yFjlPiQXPp0t6w2Bo96VLtYSqITP7WCLwMp5CH3zx1E,4260
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+ zipline_polygon_bundle/split_aggs_by_ticker.py,sha256=HI_3nuN6E_VCq7LfOj4Dib_qm8wYME-jdXXX4rt-9YI,2150
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+ zipline_polygon_bundle/tickers_and_names.py,sha256=BjYquIlSBQGd1yDW3m3cGuXKVvUfh_waYwdMR7eAhuM,15402
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+ zipline_polygon_bundle/trades.py,sha256=rbLjIHwBR26Ke9ptequiBZrXLzoXjNvNgMZJyS8R_OM,38660
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+ zipline_polygon_bundle-0.2.0.dev1.dist-info/LICENSE,sha256=hIahDEOTzuHCU5J2nd07LWwkLW7Hko4UFO__ffsvB-8,34523
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+ zipline_polygon_bundle-0.2.0.dev1.dist-info/METADATA,sha256=sOBzjG30cFIdm7Ps3ChpNHqgr0uVUVyRl-dpM4WqkuE,46814
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+ zipline_polygon_bundle-0.2.0.dev1.dist-info/WHEEL,sha256=XbeZDeTWKc1w7CSIyre5aMDU_-PohRwTQceYnisIYYY,88
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+ zipline_polygon_bundle-0.2.0.dev1.dist-info/RECORD,,
zipline_polygon_bundle-0.1.7.dist-info/RECORD DELETED
@@ -1,14 +0,0 @@
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- zipline_polygon_bundle/__init__.py,sha256=kFkI4ZEej7yeuSig2r59AWLGzqSVh0dON4wdreCeizA,595
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- zipline_polygon_bundle/adjustments.py,sha256=k8Ykc4zv49Z8m1veFnJNeoPcw1FMN2dAxqV6xWmUfLw,6814
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- zipline_polygon_bundle/bundle.py,sha256=De1IHUjAxoZRaE6fVXY4qa6E7t43q_ELXAmcnJOtJEc,19260
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- zipline_polygon_bundle/concat_all_aggs.py,sha256=vv0MDxbSJjgZzstUP1K084FRy3W7w6Tt7FymghwcfMU,9021
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- zipline_polygon_bundle/concat_all_aggs_partitioned.py,sha256=b-yvwlQMyv2JO8KeeNUFD0EL0giNxWkS9ukDczgIJ20,6349
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- zipline_polygon_bundle/config.py,sha256=s1z4SGCcZH671NT8wjZZMQeBL4ef5SKzn8c8FXbTvlI,4755
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- zipline_polygon_bundle/polygon_file_reader.py,sha256=a-MTMc_FnecmB2Q1o_LE03IeqDYvbPYCvFtawxt0INw,3755
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- zipline_polygon_bundle/process_all_aggs.py,sha256=QLgH2HpS27JvkMqG1dsG-D0FIUDdXw1IR_UaMIJfdeA,3075
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- zipline_polygon_bundle/split_aggs_by_ticker.py,sha256=HI_3nuN6E_VCq7LfOj4Dib_qm8wYME-jdXXX4rt-9YI,2150
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- zipline_polygon_bundle/tickers_and_names.py,sha256=VVtI2FD_Gr0YOpCXhUlU0Agg1_-Ul1XW374kVwjMJck,16506
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- zipline_polygon_bundle-0.1.7.dist-info/LICENSE,sha256=hIahDEOTzuHCU5J2nd07LWwkLW7Hko4UFO__ffsvB-8,34523
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- zipline_polygon_bundle-0.1.7.dist-info/METADATA,sha256=4XfjLKiVXX30yq2xGI-4kuA2b8fzB5J-8AXRzt65HkQ,46667
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- zipline_polygon_bundle-0.1.7.dist-info/WHEEL,sha256=XbeZDeTWKc1w7CSIyre5aMDU_-PohRwTQceYnisIYYY,88
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- zipline_polygon_bundle-0.1.7.dist-info/RECORD,,