From 1bc22c325ac8ae0d49656fcad46cce949803a34f Mon Sep 17 00:00:00 2001 From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com> Date: Tue, 29 Apr 2025 10:13:59 -0700 Subject: [PATCH 1/2] Bump certifi from 2025.1.31 to 2025.4.26 (#877) Bumps [certifi](https://github.com/certifi/python-certifi) from 2025.1.31 to 2025.4.26. - [Commits](https://github.com/certifi/python-certifi/compare/2025.01.31...2025.04.26) --- updated-dependencies: - dependency-name: certifi dependency-version: 2025.4.26 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> --- poetry.lock | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/poetry.lock b/poetry.lock index 8a686894..e657d9cb 100644 --- a/poetry.lock +++ b/poetry.lock @@ -94,14 +94,14 @@ uvloop = ["uvloop (>=0.15.2)"] [[package]] name = "certifi" -version = "2025.1.31" +version = "2025.4.26" description = "Python package for providing Mozilla's CA Bundle." optional = false python-versions = ">=3.6" groups = ["main", "dev"] files = [ - {file = "certifi-2025.1.31-py3-none-any.whl", hash = "sha256:ca78db4565a652026a4db2bcdf68f2fb589ea80d0be70e03929ed730746b84fe"}, - {file = "certifi-2025.1.31.tar.gz", hash = "sha256:3d5da6925056f6f18f119200434a4780a94263f10d1c21d032a6f6b2baa20651"}, + {file = "certifi-2025.4.26-py3-none-any.whl", hash = "sha256:30350364dfe371162649852c63336a15c70c6510c2ad5015b21c2345311805f3"}, + {file = "certifi-2025.4.26.tar.gz", hash = "sha256:0a816057ea3cdefcef70270d2c515e4506bbc954f417fa5ade2021213bb8f0c6"}, ] [[package]] From 4ed1624ea6e0ce596304e3c70101f46623fb99c4 Mon Sep 17 00:00:00 2001 From: justinpolygon <123573436+justinpolygon@users.noreply.github.com> Date: Tue, 3 Jun 2025 11:35:18 -0700 Subject: [PATCH 2/2] Update endpoints from vX to v1 (#881) --- examples/rest/economy-treasury_yields.py | 2 +- examples/rest/stocks-short_interest.py | 2 +- examples/rest/stocks-short_volume.py | 2 +- polygon/rest/reference.py | 170 +++++++++++++++++++++++ polygon/rest/vX.py | 170 ----------------------- 5 files changed, 173 insertions(+), 173 deletions(-) diff --git a/examples/rest/economy-treasury_yields.py b/examples/rest/economy-treasury_yields.py index 011b1866..7be77fcf 100644 --- a/examples/rest/economy-treasury_yields.py +++ b/examples/rest/economy-treasury_yields.py @@ -7,7 +7,7 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used yields = [] -for date in client.vx.list_treasury_yields(): +for date in client.list_treasury_yields(): yields.append(date) print(yields) diff --git a/examples/rest/stocks-short_interest.py b/examples/rest/stocks-short_interest.py index 3b64cd2a..6a9f7ea1 100644 --- a/examples/rest/stocks-short_interest.py +++ b/examples/rest/stocks-short_interest.py @@ -7,7 +7,7 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used items = [] -for item in client.vx.list_short_interest(ticker="RDDT"): +for item in client.list_short_interest(ticker="RDDT"): items.append(item) print(items) diff --git a/examples/rest/stocks-short_volume.py b/examples/rest/stocks-short_volume.py index 711bfd47..c127867a 100644 --- a/examples/rest/stocks-short_volume.py +++ b/examples/rest/stocks-short_volume.py @@ -7,7 +7,7 @@ client = RESTClient() # POLYGON_API_KEY environment variable is used items = [] -for item in client.vx.list_short_volume(ticker="RDDT"): +for item in client.list_short_volume(ticker="RDDT"): items.append(item) print(items) diff --git a/polygon/rest/reference.py b/polygon/rest/reference.py index 7af5b10f..e1695cb2 100644 --- a/polygon/rest/reference.py +++ b/polygon/rest/reference.py @@ -22,6 +22,9 @@ SIP, Exchange, OptionsContract, + ShortInterest, + ShortVolume, + TreasuryYield, ) from urllib3 import HTTPResponse from datetime import date @@ -567,3 +570,170 @@ def list_options_contracts( deserializer=OptionsContract.from_dict, options=options, ) + + def list_short_interest( + self, + ticker: Optional[str] = None, + days_to_cover: Optional[str] = None, + days_to_cover_lt: Optional[str] = None, + days_to_cover_lte: Optional[str] = None, + days_to_cover_gt: Optional[str] = None, + days_to_cover_gte: Optional[str] = None, + settlement_date: Optional[str] = None, + settlement_date_lt: Optional[str] = None, + settlement_date_lte: Optional[str] = None, + settlement_date_gt: Optional[str] = None, + settlement_date_gte: Optional[str] = None, + avg_daily_volume: Optional[str] = None, + avg_daily_volume_lt: Optional[str] = None, + avg_daily_volume_lte: Optional[str] = None, + avg_daily_volume_gt: Optional[str] = None, + avg_daily_volume_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[ShortInterest], HTTPResponse]: + """ + Retrieve short interest data for stocks. + + :param ticker: Filter by the primary ticker symbol. + :param days_to_cover: Filter by the days to cover value. + :param days_to_cover_lt: Filter for days to cover dates less than the provided date. + :param days_to_cover_lte: Filter for days to cover dates less than or equal to the provided date. + :param days_to_cover_gt: Filter for days to cover dates greater than the provided date. + :param days_to_cover_gte: Filter for days to cover dates greater than or equal to the provided date. + :param settlement_date: Filter by settlement date (YYYY-MM-DD). + :param settlement_date_lt: Filter for settlement dates less than the provided date. + :param settlement_date_lte: Filter for settlement dates less than or equal to the provided date. + :param settlement_date_gt: Filter for settlement dates greater than the provided date. + :param settlement_date_gte: Filter for settlement dates greater than or equal to the provided date. + :param avg_daily_volume: Filter by average daily volume. + :param avg_daily_volume_lt: Filter for average daily volume dates less than the provided date. + :param avg_daily_volume_lte: Filter for average daily volume dates less than or equal to the provided date. + :param avg_daily_volume_gt: Filter for average daily volume dates greater than the provided date. + :param avg_daily_volume_gte: Filter for average daily volume dates greater than or equal to the provided date. + :param limit: Limit the number of results returned. Default 10, max 50000. + :param sort: Field to sort by (e.g., "ticker"). + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[ShortInterest]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of ShortInterest objects or HTTPResponse if raw=True. + """ + url = "/stocks/v1/short-interest" + + return self._paginate( + path=url, + params=self._get_params(self.list_short_interest, locals()), + deserializer=ShortInterest.from_dict, + raw=raw, + result_key="results", + options=options, + ) + + def list_short_volume( + self, + ticker: Optional[str] = None, + date: Optional[str] = None, + date_lt: Optional[str] = None, + date_lte: Optional[str] = None, + date_gt: Optional[str] = None, + date_gte: Optional[str] = None, + short_volume_ratio: Optional[str] = None, + short_volume_ratio_lt: Optional[str] = None, + short_volume_ratio_lte: Optional[str] = None, + short_volume_ratio_gt: Optional[str] = None, + short_volume_ratio_gte: Optional[str] = None, + total_volume: Optional[str] = None, + total_volume_lt: Optional[str] = None, + total_volume_lte: Optional[str] = None, + total_volume_gt: Optional[str] = None, + total_volume_gte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[ShortVolume], HTTPResponse]: + """ + Retrieve short volume data for stocks. + + :param ticker: Filter by the primary ticker symbol. + :param date: Filter by the date of trade activity (YYYY-MM-DD). + :param date_lt: Filter for dates less than the provided date. + :param date_lte: Filter for dates less than or equal to the provided date. + :param date_gt: Filter for dates greater than the provided date. + :param date_gte: Filter for dates greater than or equal to the provided date. + :param short_volume_ratio: Filter by short volume ratio. + :param short_volume_ratio_lt: Filter for short volume ratio less than the provided date. + :param short_volume_ratio_lte: Filter for short volume ratio less than or equal to the provided date. + :param short_volume_ratio_gt: Filter for short volume ratio greater than the provided date. + :param short_volume_ratio_gte: Filter for short volume ratio greater than or equal to the provided date. + :param total_volume: Filter by total volume. + :param total_volume_lt: Filter for total volume less than the provided date. + :param total_volume_lte: Filter for total volume less than or equal to the provided date. + :param total_volume_gt: Filter for total volume greater than the provided date. + :param total_volume_gte: Filter for total volume greater than or equal to the provided date. + :param limit: Limit the number of results returned. Default 10, max 50000. + :param sort: Field to sort by (e.g., "ticker"). + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[ShortVolume]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of ShortVolume objects or HTTPResponse if raw=True. + """ + url = "/stocks/v1/short-volume" + + return self._paginate( + path=url, + params=self._get_params(self.list_short_volume, locals()), + deserializer=ShortVolume.from_dict, + raw=raw, + result_key="results", + options=options, + ) + + def list_treasury_yields( + self, + date: Optional[str] = None, + date_gt: Optional[str] = None, + date_gte: Optional[str] = None, + date_lt: Optional[str] = None, + date_lte: Optional[str] = None, + limit: Optional[int] = None, + sort: Optional[Union[str, Sort]] = None, + order: Optional[Union[str, Order]] = None, + params: Optional[Dict[str, Any]] = None, + raw: bool = False, + options: Optional[RequestOptionBuilder] = None, + ) -> Union[List[TreasuryYield], HTTPResponse]: + """ + Retrieve treasury yield data. + + :param date: Calendar date of the yield observation (YYYY-MM-DD). + :param date_gt: Filter for dates greater than the provided date. + :param date_gte: Filter for dates greater than or equal to the provided date. + :param date_lt: Filter for dates less than the provided date. + :param date_lte: Filter for dates less than or equal to the provided date. + :param limit: Limit the number of results returned. Default 100, max 50000. + :param sort: Field to sort by (e.g., "date"). Default "date". + :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". + :param params: Additional query parameters. + :param raw: Return raw HTTPResponse object if True, else return List[TreasuryYield]. + :param options: RequestOptionBuilder for additional headers or params. + :return: A list of TreasuryYield objects or HTTPResponse if raw=True. + """ + url = "/fed/v1/treasury-yields" + + return self._paginate( + path=url, + params=self._get_params(self.list_treasury_yields, locals()), + deserializer=TreasuryYield.from_dict, + raw=raw, + result_key="results", + options=options, + ) diff --git a/polygon/rest/vX.py b/polygon/rest/vX.py index 23f0e94e..ebd95a1a 100644 --- a/polygon/rest/vX.py +++ b/polygon/rest/vX.py @@ -3,9 +3,6 @@ from .models import ( StockFinancial, IPOListing, - ShortInterest, - ShortVolume, - TreasuryYield, Timeframe, Sort, Order, @@ -123,170 +120,3 @@ def list_ipos( result_key="results", options=options, ) - - def list_short_interest( - self, - ticker: Optional[str] = None, - days_to_cover: Optional[str] = None, - days_to_cover_lt: Optional[str] = None, - days_to_cover_lte: Optional[str] = None, - days_to_cover_gt: Optional[str] = None, - days_to_cover_gte: Optional[str] = None, - settlement_date: Optional[str] = None, - settlement_date_lt: Optional[str] = None, - settlement_date_lte: Optional[str] = None, - settlement_date_gt: Optional[str] = None, - settlement_date_gte: Optional[str] = None, - avg_daily_volume: Optional[str] = None, - avg_daily_volume_lt: Optional[str] = None, - avg_daily_volume_lte: Optional[str] = None, - avg_daily_volume_gt: Optional[str] = None, - avg_daily_volume_gte: Optional[str] = None, - limit: Optional[int] = None, - sort: Optional[Union[str, Sort]] = None, - order: Optional[Union[str, Order]] = None, - params: Optional[Dict[str, Any]] = None, - raw: bool = False, - options: Optional[RequestOptionBuilder] = None, - ) -> Union[List[ShortInterest], HTTPResponse]: - """ - Retrieve short interest data for stocks. - - :param ticker: Filter by the primary ticker symbol. - :param days_to_cover: Filter by the days to cover value. - :param days_to_cover_lt: Filter for days to cover dates less than the provided date. - :param days_to_cover_lte: Filter for days to cover dates less than or equal to the provided date. - :param days_to_cover_gt: Filter for days to cover dates greater than the provided date. - :param days_to_cover_gte: Filter for days to cover dates greater than or equal to the provided date. - :param settlement_date: Filter by settlement date (YYYY-MM-DD). - :param settlement_date_lt: Filter for settlement dates less than the provided date. - :param settlement_date_lte: Filter for settlement dates less than or equal to the provided date. - :param settlement_date_gt: Filter for settlement dates greater than the provided date. - :param settlement_date_gte: Filter for settlement dates greater than or equal to the provided date. - :param avg_daily_volume: Filter by average daily volume. - :param avg_daily_volume_lt: Filter for average daily volume dates less than the provided date. - :param avg_daily_volume_lte: Filter for average daily volume dates less than or equal to the provided date. - :param avg_daily_volume_gt: Filter for average daily volume dates greater than the provided date. - :param avg_daily_volume_gte: Filter for average daily volume dates greater than or equal to the provided date. - :param limit: Limit the number of results returned. Default 10, max 50000. - :param sort: Field to sort by (e.g., "ticker"). - :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". - :param params: Additional query parameters. - :param raw: Return raw HTTPResponse object if True, else return List[ShortInterest]. - :param options: RequestOptionBuilder for additional headers or params. - :return: A list of ShortInterest objects or HTTPResponse if raw=True. - """ - url = "/stocks/vX/short-interest" - - return self._paginate( - path=url, - params=self._get_params(self.list_short_interest, locals()), - deserializer=ShortInterest.from_dict, - raw=raw, - result_key="results", - options=options, - ) - - def list_short_volume( - self, - ticker: Optional[str] = None, - date: Optional[str] = None, - date_lt: Optional[str] = None, - date_lte: Optional[str] = None, - date_gt: Optional[str] = None, - date_gte: Optional[str] = None, - short_volume_ratio: Optional[str] = None, - short_volume_ratio_lt: Optional[str] = None, - short_volume_ratio_lte: Optional[str] = None, - short_volume_ratio_gt: Optional[str] = None, - short_volume_ratio_gte: Optional[str] = None, - total_volume: Optional[str] = None, - total_volume_lt: Optional[str] = None, - total_volume_lte: Optional[str] = None, - total_volume_gt: Optional[str] = None, - total_volume_gte: Optional[str] = None, - limit: Optional[int] = None, - sort: Optional[Union[str, Sort]] = None, - order: Optional[Union[str, Order]] = None, - params: Optional[Dict[str, Any]] = None, - raw: bool = False, - options: Optional[RequestOptionBuilder] = None, - ) -> Union[List[ShortVolume], HTTPResponse]: - """ - Retrieve short volume data for stocks. - - :param ticker: Filter by the primary ticker symbol. - :param date: Filter by the date of trade activity (YYYY-MM-DD). - :param date_lt: Filter for dates less than the provided date. - :param date_lte: Filter for dates less than or equal to the provided date. - :param date_gt: Filter for dates greater than the provided date. - :param date_gte: Filter for dates greater than or equal to the provided date. - :param short_volume_ratio: Filter by short volume ratio. - :param short_volume_ratio_lt: Filter for short volume ratio less than the provided date. - :param short_volume_ratio_lte: Filter for short volume ratio less than or equal to the provided date. - :param short_volume_ratio_gt: Filter for short volume ratio greater than the provided date. - :param short_volume_ratio_gte: Filter for short volume ratio greater than or equal to the provided date. - :param total_volume: Filter by total volume. - :param total_volume_lt: Filter for total volume less than the provided date. - :param total_volume_lte: Filter for total volume less than or equal to the provided date. - :param total_volume_gt: Filter for total volume greater than the provided date. - :param total_volume_gte: Filter for total volume greater than or equal to the provided date. - :param limit: Limit the number of results returned. Default 10, max 50000. - :param sort: Field to sort by (e.g., "ticker"). - :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". - :param params: Additional query parameters. - :param raw: Return raw HTTPResponse object if True, else return List[ShortVolume]. - :param options: RequestOptionBuilder for additional headers or params. - :return: A list of ShortVolume objects or HTTPResponse if raw=True. - """ - url = "/stocks/vX/short-volume" - - return self._paginate( - path=url, - params=self._get_params(self.list_short_volume, locals()), - deserializer=ShortVolume.from_dict, - raw=raw, - result_key="results", - options=options, - ) - - def list_treasury_yields( - self, - date: Optional[str] = None, - date_gt: Optional[str] = None, - date_gte: Optional[str] = None, - date_lt: Optional[str] = None, - date_lte: Optional[str] = None, - limit: Optional[int] = None, - sort: Optional[Union[str, Sort]] = None, - order: Optional[Union[str, Order]] = None, - params: Optional[Dict[str, Any]] = None, - raw: bool = False, - options: Optional[RequestOptionBuilder] = None, - ) -> Union[List[TreasuryYield], HTTPResponse]: - """ - Retrieve treasury yield data. - - :param date: Calendar date of the yield observation (YYYY-MM-DD). - :param date_gt: Filter for dates greater than the provided date. - :param date_gte: Filter for dates greater than or equal to the provided date. - :param date_lt: Filter for dates less than the provided date. - :param date_lte: Filter for dates less than or equal to the provided date. - :param limit: Limit the number of results returned. Default 100, max 50000. - :param sort: Field to sort by (e.g., "date"). Default "date". - :param order: Order results based on the sort field ("asc" or "desc"). Default "desc". - :param params: Additional query parameters. - :param raw: Return raw HTTPResponse object if True, else return List[TreasuryYield]. - :param options: RequestOptionBuilder for additional headers or params. - :return: A list of TreasuryYield objects or HTTPResponse if raw=True. - """ - url = "/fed/vX/treasury-yields" - - return self._paginate( - path=url, - params=self._get_params(self.list_treasury_yields, locals()), - deserializer=TreasuryYield.from_dict, - raw=raw, - result_key="results", - options=options, - ) pFad - Phonifier reborn

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