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Merged
Darcy-Linde merged 13 commits into from
May 11, 2022
Merged

Audited models for missing fields, removed unneeded arrays and enum imports, add Exceptions docs #176

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95bb2df
remove arrays from conditions
May 11, 2022
c4d15b3
replace enums in dividends
May 11, 2022
f96a942
remove enums from exchanges
May 11, 2022
8bfe064
remove arrays from markets
May 11, 2022
65191b1
normalize snapshot names and clean up arrays
May 11, 2022
501502c
add missing fields to branding, remove arrays from tickers
May 11, 2022
27c7f24
remove unused enum imports
May 11, 2022
56ae3c3
normalize forexquote name
May 11, 2022
c6d89d3
add exceptions docs
May 11, 2022
7e3ff89
NoResults changed to NoResultsError
May 11, 2022
fd18df9
add exceptions to index
May 11, 2022
c205b32
fix name changes, remove OptionLastQuote (idk why it was there but th…
May 11, 2022
f535e1a
add exceptions to docs
May 11, 2022
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18 changes: 18 additions & 0 deletions docs/source/Exceptions.rst
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@@ -0,0 +1,18 @@
.. _exceptions_header:

Exceptions
==============================================================

==============================================================
AuthError
==============================================================
.. autoclass:: polygon.websocket.__init__.AuthError
:members:
:undoc-members:

==============================================================
NoResultsError
==============================================================
.. autoclass:: polygon.rest.base.NoResultsError
:members:
:undoc-members:
13 changes: 4 additions & 9 deletions docs/source/Models.rst
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Expand Up @@ -51,12 +51,12 @@ Last Quote
==============================================================
Snapshot Min
==============================================================
.. autoclass:: polygon.rest.models.SnapshotMin
.. autoclass:: polygon.rest.models.MinuteSnapshot

==============================================================
Snapshot
==============================================================
.. autoclass:: polygon.rest.models.Snapshot
.. autoclass:: polygon.rest.models.TickerSnapshot

==============================================================
Day Option Contract Snapshot
Expand All @@ -68,15 +68,10 @@ Option Details
==============================================================
.. autoclass:: polygon.rest.models.OptionDetails

==============================================================
Option Last Quote
==============================================================
.. autoclass:: polygon.rest.models.OptionLastQuote

==============================================================
Option Greeks
==============================================================
.. autoclass:: polygon.rest.models.OptionGreeks
.. autoclass:: polygon.rest.models.Greeks

==============================================================
Underlying Asset
Expand Down Expand Up @@ -106,7 +101,7 @@ Ticker
==============================================================
Address
==============================================================
.. autoclass:: polygon.rest.models.Address
.. autoclass:: polygon.rest.models.CompanyAddress

==============================================================
Branding
Expand Down
1 change: 1 addition & 0 deletions docs/source/index.rst
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Expand Up @@ -18,6 +18,7 @@ This documentation is for the Python client only. For details about the response
Models
Enums
WebSocket-Enums
Exceptions

Indices and tables
==================
Expand Down
2 changes: 1 addition & 1 deletion polygon/__init__.py
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@@ -1,3 +1,3 @@
from .rest import RESTClient
from .rest.base import NoResults
from .rest.base import NoResultsError
from .websocket import WebSocketClient, AuthError
4 changes: 2 additions & 2 deletions polygon/rest/base.py
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Expand Up @@ -14,7 +14,7 @@
pass


class NoResults(Exception):
class NoResultsError(Exception):
pass


Expand Down Expand Up @@ -84,7 +84,7 @@ def _get(

if result_key:
if result_key not in obj:
raise NoResults(
raise NoResultsError(
f'Expected key "{result_key}" in response {obj}.'
+ "Make sure you have sufficient permissions and your request parameters are valid."
+ f"This is the url that returned no results: {resp.geturl()}"
Expand Down
15 changes: 7 additions & 8 deletions polygon/rest/models/conditions.py
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@@ -1,5 +1,4 @@
from typing import Optional
from .common import AssetClass, DataType
from typing import Optional, List
from dataclasses import dataclass


Expand Down Expand Up @@ -50,19 +49,19 @@ def from_dict(d):
return UpdateRules(
consolidated=None
if "consolidated" not in d
else [Consolidated.from_dict(d["consolidated"])],
else Consolidated.from_dict(d["consolidated"]),
market_center=None
if "market_center" not in d
else [MarketCenter.from_dict(d["market_center"])],
else MarketCenter.from_dict(d["market_center"]),
)


@dataclass
class Condition:
"Condition contains data for a condition that Polygon.io uses."
abbreviation: Optional[str] = None
asset_class: Optional[AssetClass] = None
data_types: Optional[DataType] = None
asset_class: Optional[str] = None
data_types: Optional[List[str]] = None
description: Optional[str] = None
exchange: Optional[int] = None
id: Optional[int] = None
Expand All @@ -85,9 +84,9 @@ def from_dict(d):
name=d.get("name", None),
sip_mapping=None
if "sip_mapping" not in d
else [SipMapping.from_dict(d["sip_mapping"])],
else SipMapping.from_dict(d["sip_mapping"]),
type=d.get("type", None),
update_rules=None
if "update_rules" not in d
else [UpdateRules.from_dict(d["update_rules"])],
else UpdateRules.from_dict(d["update_rules"]),
)
5 changes: 2 additions & 3 deletions polygon/rest/models/dividends.py
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@@ -1,5 +1,4 @@
from typing import Optional
from .common import DividendType, Frequency
from dataclasses import dataclass


Expand All @@ -8,9 +7,9 @@ class Dividend:
"Dividend contains data for a historical cash dividend, including the ticker symbol, declaration date, ex-dividend date, record date, pay date, frequency, and amount."
cash_amount: Optional[float] = None
declaration_date: Optional[str] = None
dividend_type: Optional[DividendType] = None
dividend_type: Optional[str] = None
ex_dividend_date: Optional[str] = None
frequency: Optional[Frequency] = None
frequency: Optional[int] = None
pay_date: Optional[str] = None
record_date: Optional[str] = None
ticker: Optional[str] = None
Expand Down
7 changes: 3 additions & 4 deletions polygon/rest/models/exchanges.py
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@@ -1,20 +1,19 @@
from typing import Optional
from .common import AssetClass, Locale, ExchangeType
from dataclasses import dataclass


@dataclass
class Exchange:
"Exchange contains data for a condition that Polygon.io uses."
acronym: Optional[str] = None
asset_class: Optional[AssetClass] = None
asset_class: Optional[str] = None
id: Optional[int] = None
locale: Optional[Locale] = None
locale: Optional[str] = None
mic: Optional[str] = None
name: Optional[str] = None
operating_mic: Optional[str] = None
participant_id: Optional[str] = None
type: Optional[ExchangeType] = None
type: Optional[str] = None
url: Optional[str] = None

@staticmethod
Expand Down
4 changes: 2 additions & 2 deletions polygon/rest/models/markets.py
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Expand Up @@ -56,11 +56,11 @@ def from_dict(d):
after_hours=d.get("after_hours", None),
currencies=None
if "currencies" not in d
else [MarketCurrencies.from_dict(d["currencies"])],
else MarketCurrencies.from_dict(d["currencies"]),
early_hours=d.get("early_hours", None),
exchanges=None
if "exchanges" not in d
else [MarketExchanges.from_dict(d["exchanges"])],
else MarketExchanges.from_dict(d["exchanges"]),
market=d.get("market", None),
server_time=d.get("server_time", None),
)
12 changes: 6 additions & 6 deletions polygon/rest/models/quotes.py
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Expand Up @@ -63,7 +63,7 @@ def from_dict(d):


@dataclass
class Last:
class ForexQuote:
"Contains data for a forex quote."
ask: Optional[float] = None
bid: Optional[float] = None
Expand All @@ -72,19 +72,19 @@ class Last:

@staticmethod
def from_dict(d):
return Last(**d)
return ForexQuote(**d)


@dataclass
class LastForexQuote:
"ForexLastQuote contains data for the last quote tick for a forex currency pair."
last: Optional[Last] = None
last: Optional[ForexQuote] = None
symbol: Optional[str] = None

@staticmethod
def from_dict(d):
return LastForexQuote(
last=None if "last" not in d else Last.from_dict(d["last"]),
last=None if "last" not in d else ForexQuote.from_dict(d["last"]),
symbol=d.get("symbol", None),
)

Expand All @@ -95,7 +95,7 @@ class RealTimeCurrencyConversion:
converted: Optional[float] = None
from_: Optional[str] = None
initial_amount: Optional[float] = None
last: Optional[Last] = None
last: Optional[ForexQuote] = None
to: Optional[str] = None

@staticmethod
Expand All @@ -104,6 +104,6 @@ def from_dict(d):
converted=d.get("converted", None),
from_=d.get("from_", None),
initial_amount=d.get("initialAmount", None),
last=None if "last" not in d else Last.from_dict(d["last"]),
last=None if "last" not in d else ForexQuote.from_dict(d["last"]),
to=d.get("to", None),
)
42 changes: 21 additions & 21 deletions polygon/rest/models/snapshot.py
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Expand Up @@ -6,7 +6,7 @@


@dataclass
class SnapshotMin:
class MinuteSnapshot:
"Most recent minute bar."
accumulated_volume: Optional[float] = None
open: Optional[float] = None
Expand All @@ -18,7 +18,7 @@ class SnapshotMin:

@staticmethod
def from_dict(d):
return SnapshotMin(
return MinuteSnapshot(
d.get("av", None),
d.get("o", None),
d.get("h", None),
Expand All @@ -30,12 +30,12 @@ def from_dict(d):


@dataclass
class Snapshot:
class TickerSnapshot:
"Contains the most up-to-date market data for all traded ticker symbols."
day: Optional[Agg] = None
last_quote: Optional[LastQuote] = None
last_trade: Optional[LastTrade] = None
min: Optional[SnapshotMin] = None
min: Optional[MinuteSnapshot] = None
prev_day: Optional[Agg] = None
ticker: Optional[str] = None
todays_change: Optional[float] = None
Expand All @@ -44,16 +44,16 @@ class Snapshot:

@staticmethod
def from_dict(d):
return Snapshot(
day=None if "day" not in d else [Agg.from_dict(d["day"])],
return TickerSnapshot(
day=None if "day" not in d else Agg.from_dict(d["day"]),
last_quote=None
if "last_quote" not in d
else [LastQuote.from_dict(d["last_quote"])],
else LastQuote.from_dict(d["last_quote"]),
last_trade=None
if "last_trade" not in d
else [LastTrade.from_dict(d["last_trade"])],
min=None if "min" not in d else [SnapshotMin.from_dict(d["min"])],
prev_day=None if "prev_day" not in d else [Agg.from_dict(d["prev_day"])],
else LastTrade.from_dict(d["last_trade"]),
min=None if "min" not in d else MinuteSnapshot.from_dict(d["min"]),
prev_day=None if "prev_day" not in d else Agg.from_dict(d["prev_day"]),
ticker=d.get("ticker", None),
todays_change=d.get("todays_change", None),
todays_change_percent=d.get("todays_change_percent", None),
Expand Down Expand Up @@ -96,7 +96,7 @@ def from_dict(d):


@dataclass
class OptionLastQuote:
class LastQuoteOptionContractSnapshot:
"Contains data for the most recent quote in an options contract."
ask: Optional[float] = None
ask_size: Optional[float] = None
Expand All @@ -108,11 +108,11 @@ class OptionLastQuote:

@staticmethod
def from_dict(d):
return OptionLastQuote(**d)
return LastQuoteOptionContractSnapshot(**d)


@dataclass
class OptionGreeks:
class Greeks:
"Contains data for the greeks in an options contract."
delta: Optional[float] = None
gamma: Optional[float] = None
Expand All @@ -121,7 +121,7 @@ class OptionGreeks:

@staticmethod
def from_dict(d):
return OptionGreeks(**d)
return Greeks(**d)


@dataclass
Expand All @@ -144,9 +144,9 @@ class OptionContractSnapshot:
break_even_price: Optional[float] = None
day: Optional[DayOptionContractSnapshot] = None
details: Optional[OptionDetails] = None
greeks: Optional[OptionGreeks] = None
greeks: Optional[Greeks] = None
implied_volatility: Optional[float] = None
last_quote: Optional[OptionLastQuote] = None
last_quote: Optional[LastQuoteOptionContractSnapshot] = None
open_interest: Optional[float] = None
underlying_asset: Optional[UnderlyingAsset] = None

Expand All @@ -156,19 +156,19 @@ def from_dict(d):
break_even_price=d.get("break_even_price", None),
day=None
if "day" not in d
else [DayOptionContractSnapshot.from_dict(d["day"])],
else DayOptionContractSnapshot.from_dict(d["day"]),
details=None
if "details" not in d
else [OptionDetails.from_dict(d["details"])],
greeks=None if "greeks" not in d else [OptionGreeks.from_dict(d["greeks"])],
else OptionDetails.from_dict(d["details"]),
greeks=None if "greeks" not in d else Greeks.from_dict(d["greeks"]),
implied_volatility=d.get("implied_volatility", None),
last_quote=None
if "last_quote" not in d
else [OptionLastQuote.from_dict(d["last_quote"])],
else LastQuoteOptionContractSnapshot.from_dict(d["last_quote"]),
open_interest=d.get("open_interest", None),
underlying_asset=None
if "underlying_asset" not in d
else [UnderlyingAsset.from_dict(d["underlying_asset"])],
else UnderlyingAsset.from_dict(d["underlying_asset"]),
)


Expand Down
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