From 11ffe69cdff84d1713267ca59a56d240a2e9f09c Mon Sep 17 00:00:00 2001 From: Nick Macholl Date: Fri, 18 Oct 2024 17:37:35 -0700 Subject: [PATCH 1/4] BLD: Add BBO-1m and BBO-1s test data --- tests/data/GLBX.MDP3/test_data.bbo-1m.dbn.zst | Bin 0 -> 297 bytes tests/data/GLBX.MDP3/test_data.bbo-1s.dbn.zst | Bin 0 -> 261 bytes 2 files changed, 0 insertions(+), 0 deletions(-) create mode 100644 tests/data/GLBX.MDP3/test_data.bbo-1m.dbn.zst create mode 100644 tests/data/GLBX.MDP3/test_data.bbo-1s.dbn.zst diff --git a/tests/data/GLBX.MDP3/test_data.bbo-1m.dbn.zst b/tests/data/GLBX.MDP3/test_data.bbo-1m.dbn.zst new file mode 100644 index 0000000000000000000000000000000000000000..abd773f241e85f2a335c88de5b3ade1b828bb257 GIT binary patch literal 297 zcmV+^0oMK~wJ-eySj-3j!j3gKP>)&zggLW}2**5uy4I6I;ksu7xUWRe#3lFycphyG z()dZ++)A5Ac7pI>M>j&QjQ@%zh?Ft~zxHQm(waaFD8Pput@q=_qk_`>nKwUe2ulN8 zrY=?pvDb&)%H%bzcLSw>1V#UWlaRPS^*GiTJHo*MoYqfI*u?8sDTSbPNYRn6!6CxA}k>OIO*dV zn$ozyTuKaGtkQ69dDkTX}v~Obkqn{I&bb86ANlQ%YAAS&0A@ zaRV{W$!A5^7~=$fg8{>WhA@Y>j9(;VcoWhX5`q3Gj(ng60R7HE_W%F@ literal 0 HcmV?d00001 From 26f2a9cd9b3c9331480d54b21a1ba81d104ca2bf Mon Sep 17 00:00:00 2001 From: Nick Macholl Date: Fri, 18 Oct 2024 17:52:54 -0700 Subject: [PATCH 2/4] FIX: Fix DBNStore.request_symbology end date logic --- CHANGELOG.md | 1 + databento/common/dbnstore.py | 4 +--- 2 files changed, 2 insertions(+), 3 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 0e70676..d1706f4 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -8,6 +8,7 @@ #### Bug fixes - Fixed an issue where validating the checksum of a batch file loaded the entire file into memory +- Fixed an issue where `DBNStore.request_symbology` could request the wrong end date ## 0.43.0 - 2024-10-09 diff --git a/databento/common/dbnstore.py b/databento/common/dbnstore.py index fb31af9..117dad1 100644 --- a/databento/common/dbnstore.py +++ b/databento/common/dbnstore.py @@ -771,10 +771,8 @@ def request_symbology(self, client: Historical) -> dict[str, Any]: """ if self.end is None: end_date = None - elif self.start.date() == self.end.date(): - end_date = (self.start + pd.Timedelta(days=1)).date() else: - end_date = self.end + end_date = self.end.ceil(freq="D").date() return client.symbology.resolve( dataset=self.dataset, From 04cf68cab5f8bc76996e3628b4d2185fa9cd9d6a Mon Sep 17 00:00:00 2001 From: Nick Macholl Date: Tue, 22 Oct 2024 15:40:28 -0700 Subject: [PATCH 3/4] MOD: Upgrade databento-dbn to 0.23.0 --- CHANGELOG.md | 5 +++++ README.md | 2 +- pyproject.toml | 4 ++-- 3 files changed, 8 insertions(+), 3 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index d1706f4..7cb4e50 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,5 +1,10 @@ # Changelog +## 0.44.0 - TBD + +#### Enhancements +- Upgraded `databento-dbn` to 0.23.0 + ## 0.43.1 - 2024-10-15 #### Enhancements diff --git a/README.md b/README.md index 55f30ef..8e80808 100644 --- a/README.md +++ b/README.md @@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.9 and The minimum dependencies as found in the `pyproject.toml` are also listed below: - python = "^3.9" - aiohttp = "^3.8.3" -- databento-dbn = "0.22.1" +- databento-dbn = "0.23.0" - numpy= ">=1.23.5" - pandas = ">=1.5.3" - pip-system-certs = ">=4.0" (Windows only) diff --git a/pyproject.toml b/pyproject.toml index d0130ae..ca89026 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -27,12 +27,12 @@ repository = "https://github.com/databento/databento-python" "Bug Tracker" = "https://github.com/databento/databento-python/issues" [tool.poetry.dependencies] -python = "^3.9" +python = ">=3.9,<3.13" aiohttp = [ {version = "^3.8.3", python = "<3.12"}, {version = "^3.9.0", python = "^3.12"} ] -databento-dbn = "0.22.1" +databento-dbn = "0.23.0" numpy = [ {version = ">=1.23.5", python = "<3.12"}, {version = ">=1.26.0", python = "^3.12"} From 0ca4bc3e5e94ab4f0ececca5fd286d4c8d35d1ec Mon Sep 17 00:00:00 2001 From: Nick Macholl Date: Tue, 22 Oct 2024 11:42:12 -0700 Subject: [PATCH 4/4] VER: Release 0.44.0 --- CHANGELOG.md | 7 +++++-- databento/__init__.py | 2 -- databento/version.py | 2 +- pyproject.toml | 2 +- 4 files changed, 7 insertions(+), 6 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 7cb4e50..f5670c5 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,10 +1,14 @@ # Changelog -## 0.44.0 - TBD +## 0.44.0 - 2024-10-22 #### Enhancements +- Removed deprecated `databento.from_dbn`; `databento.read_dbn` can be used instead - Upgraded `databento-dbn` to 0.23.0 +#### Bug fixes +- Fixed an issue where `DBNStore.request_symbology` could request the wrong end date + ## 0.43.1 - 2024-10-15 #### Enhancements @@ -13,7 +17,6 @@ #### Bug fixes - Fixed an issue where validating the checksum of a batch file loaded the entire file into memory -- Fixed an issue where `DBNStore.request_symbology` could request the wrong end date ## 0.43.0 - 2024-10-09 diff --git a/databento/__init__.py b/databento/__init__.py index 468c765..a15195e 100644 --- a/databento/__init__.py +++ b/databento/__init__.py @@ -44,7 +44,6 @@ from databento.common.publishers import Venue from databento.common.symbology import InstrumentMap from databento.common.types import DBNRecord -from databento.common.validation import deprecated from databento.historical.client import Historical from databento.live.client import Live from databento.reference.client import Reference @@ -110,7 +109,6 @@ # Convenience imports enable_logging = bentologging.enable_logging -from_dbn = deprecated("databento.from_dbn")(DBNStore.from_file) read_dbn = DBNStore.from_file map_symbols_csv = symbology.map_symbols_csv map_symbols_json = symbology.map_symbols_json diff --git a/databento/version.py b/databento/version.py index fb8a056..1b33897 100644 --- a/databento/version.py +++ b/databento/version.py @@ -1 +1 @@ -__version__ = "0.43.1" +__version__ = "0.44.0" diff --git a/pyproject.toml b/pyproject.toml index ca89026..0400d04 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,6 +1,6 @@ [tool.poetry] name = "databento" -version = "0.43.1" +version = "0.44.0" description = "Official Python client library for Databento" authors = [ "Databento ",