0713d93867
Bump version to 0.2.28
2023-08-13 13:05:02 +01:00
67e81a8f9a
Fix TypeError: 'FastInfo' object is not callable #1636
2023-08-13 13:01:53 +01:00
b6372c0945
Merge pull request #1661 from ranaroussi/dev
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sync dev -> main
2023-08-13 12:44:05 +01:00
c9dd582dd8
Merge branch 'main' into dev
2023-08-13 12:40:11 +01:00
677f3d5702
Merge pull request #1660 from ranaroussi/fix/price-repair-100x-and-calibration
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Fix price repair: 100x & calibration
2023-08-13 12:21:55 +01:00
4f9b05a546
Fix price repair: 100x & calibration
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Price repair fixes and improvement
Fixes:
- fix reconstruction mis-calibration with tiny DataFrames
- fix detecting last-active-trading-interval when NaNs in DataFrame
- redesign mapping 100x signals to ranges:
- no change for signals before last-active-trading-interval
- but for signals after last-active-trading-interval, process in reverse order
Improvements:
- increase max reconstruction depth from 1 to 2. E.g. now 1wk can be repaired with 1h (1wk->1d->1h)
2023-08-13 10:54:57 +01:00
e1f94ed337
Merge pull request #1654 from ranaroussi/fix/circular-import
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Fix circular import in utils.py
2023-08-05 12:56:15 +01:00
93a7ee6161
Fix circular import in utils.py
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Commit a4d7d6 introduced a circular import into utils.py
2023-08-05 12:54:12 +01:00
5b0cb60cf5
Bump version to 0.2.27
2023-08-03 21:24:07 +01:00
1a97c22874
Merge pull request #1635 from ranaroussi/hotfix/prices-events-merge
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Fix merging 1d-prices with out-of-range divs/splits
2023-08-03 21:20:29 +01:00
b0de31da63
Merge pull request #1648 from ranaroussi/hotfix/tkr-tz-already-in-cache
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Fix multithread error 'tz already in cache'
2023-08-03 18:02:51 +01:00
cc87608824
Fix multithread error 'tz already in cache'
2023-08-02 19:29:06 +01:00
6c1e26093c
Merge pull request #1633 from ranaroussi/feature/price-repair-improvements
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Improve price repair
2023-08-01 20:03:29 +01:00
e8fdd12cb1
Merge branch 'dev' into feature/price-repair-improvements
2023-07-31 18:30:00 +01:00
93b6e024da
Improve bad-split-repair on multiday intervals
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Improve bad-split-repair on multiday intervals
Switch some repair log msgs from warning -> info
2023-07-31 18:19:42 +01:00
d5282967ce
Merge pull request #1606 from DanielGoldfarb/main
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option_chain() return underlying data that comes with the options data
2023-07-27 15:10:13 +01:00
9908c1ff48
Merge pull request #1638 from ricardoprins/dev
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PEP 8 changes + minor performance improvements
2023-07-26 17:49:25 +01:00
a4d7d6c577
PEP 8 changes + minor performance improvements
2023-07-25 21:01:46 -06:00
f9080c22a5
Merge pull request #1630 from ricardoprins/dev
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Adjust PEP 8 + minor improvements + f-strings in base.py
2023-07-25 16:50:01 +01:00
32e1d479b1
Remove last _pd
2023-07-23 18:37:09 -06:00
5729ce3cb6
Remove .formats and adjust imports
2023-07-23 18:28:30 -06:00
d0b2070036
Fix merging 1d-prices with out-of-range divs/splits
2023-07-23 15:20:57 +01:00
688120cab7
Merge pull request #1632 from ranaroussi/fix/history-30m-typo
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Fix typo in Ticker.history(30m)
2023-07-23 13:18:35 +01:00
4a1e1c4447
Merge branch 'dev' into feature/price-repair-improvements
2023-07-22 20:34:56 +01:00
f99677ed1e
Fix typo in Ticker.history(30m)
2023-07-22 16:52:50 +01:00
6a613eb114
Improve price repair
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Several improvements to price repair
Repair 100x and split errors:
- Handle stocks that recently suspended - use latest ACTIVE trading as baseline
- Improve error identification:
- Restrict repair to no older than 1 year before oldest split
- To reduce false positives when checking for multiday split errors,
only analyse 'Open' and 'Close' and use average change instead of nearest-to-1
- For weekly intervals reduce threshold to 3x standard deviation (5x was too high),
and for monthly increase to 6x
- For multiday intervas, if errors only detected in 1 column then assume false positive => ignore
Repair missing div-adjust:
- Fix repair of multiday intervals containing dividend
Price reconstruction:
- Move to after repairing 100x and split errors, so calibration works properly
- Fix maximum depth and reduce to 1
- Restrict calibration to 'Open' and 'Close', because 'Low' and 'High' can differ significantly between e.g. 1d and day-of-1h
Miscellaneous:
- Deprecate repair='silent', the logging module handles this
- Improve tests for 100x and split errors
- New test for 'repair missing div adjust'
2023-07-22 15:09:38 +01:00
0503240973
Adjust PEP 8 + minor improvements + f-strings
2023-07-21 20:33:47 -06:00
ae6c05fa74
Merge pull request #1628 from ricardoprins/dev
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Adjust PEP 8 + minor improvement
2023-07-21 22:35:21 +01:00
aa9a0286a1
Add missing comment to test_dailyWithEvents
2023-07-21 14:25:46 -06:00
ddf0cf19cd
Bump version to 0.2.26
2023-07-21 12:56:10 +01:00
a2bde88c36
Adjust PEP 8 + minor improvement
2023-07-20 22:44:36 -06:00
1bd819ac4d
Merge pull request #1371 from ranaroussi/hotfix/proxy
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Fix proxy arg passthrough
2023-07-21 01:01:14 +01:00
1b9fc5f12f
Merge pull request #1625 from ricardoprins/main
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Bump requests to 2.31 and removes cryptography.
2023-07-21 00:59:46 +01:00
274f309052
Bump requests to 2.31 and removes cryptography.
2023-07-20 17:17:44 -06:00
edac283a60
Merge pull request #1623 from ranaroussi/bug-report-yaml
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Fix yaml issue rendering
2023-07-19 18:21:52 +01:00
781fad501f
Merge branch 'main' into bug-report-yaml
2023-07-19 18:21:44 +01:00
39527d24d4
Fix yaml issue template rendering
2023-07-19 18:21:04 +01:00
45f1c88460
yaml issue template - escape some backticks
2023-07-19 18:09:20 +01:00
7d638e1040
Merge pull request #1613 from ranaroussi/bug-report-yaml
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Convert issue template to yaml
2023-07-19 18:05:40 +01:00
97b13dfa8c
Convert issue template to yaml + improve
2023-07-19 18:01:47 +01:00
693565a85b
Bump version to 0.2.25
2023-07-18 13:45:55 +01:00
957051e0e8
Merge pull request #1605 from ranaroussi/dev
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sync dev -> main
2023-07-18 12:02:19 +01:00
bd81ebb4e9
Merge pull request #1611 from ricardoprins/main
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[BUG] Fix failure when using single ISIN as a ticker (#1525 )
2023-07-18 10:55:18 +01:00
46f53f9957
Port proxy fix to relocated 'FastInfo'
2023-07-17 18:34:00 +01:00
056b84d8fe
Merge branch 'main' into hotfix/proxy
2023-07-17 18:29:04 +01:00
835dbd9629
Fix failure when using single ISIN as a ticker
2023-07-17 08:49:39 -06:00
07a4594455
Dev version 0.2.25b1
2023-07-14 21:55:29 +01:00
736c03ac5b
options_chain() return underlying data that comes with the options data
2023-07-14 15:17:17 -04:00
adfa2e9beb
Merge pull request #1604 from ranaroussi/main
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sync main -> dev
2023-07-14 20:11:45 +01:00
b286797e8c
Bump version to 0.2.24
2023-07-14 15:52:33 +01:00
Value Raider