fixed symbol in priceitem inheritance

README.md

@@ -57,7 +57,7 @@ python3 -m venv .venv
 source .venv/bin/activate
 ```
 
-You should now be in the virtual environment. Ready to install the required packages and build/install roboquant:
+You should now be in the virtual environment and ready to install the required packages and build/install roboquant:
 
 ```shell
 pip install -r requirements.txt

roboquant/__init__.py

@@ -1,3 +1,6 @@
+
+__version__ = "0.2.1"
+
 from .account import Account, OptionAccount, Position
 from .roboquant import Roboquant
 
@@ -32,4 +35,4 @@
     feedutil,
 )
 
-__version__ = "0.2.1"
+

roboquant/event.py

@@ -25,7 +25,7 @@ def volume(self, volume_type: str = "DEFAULT") -> float:
 
 @dataclass(slots=True)
 class Quote(PriceItem):
-    symbol: str
+    # symbol: str
     data: array
 
     def price(self, price_type: str = "DEFAULT") -> float:
@@ -35,6 +35,7 @@ def price(self, price_type: str = "DEFAULT") -> float:
             case "BID":
                 return self.data[2]
             case _:
+                # Default is the mid-point price
                 return (self.data[0] + self.data[2]) / 2.0
 
     @property
@@ -52,12 +53,13 @@ def volume(self, volume_type: str = "DEFAULT") -> float:
             case "BID":
                 return self.data[3]
             case _:
+                # Default is the average volume
                 return (self.data[1] + self.data[3]) / 2.0
 
 
 @dataclass(slots=True)
 class Trade(PriceItem):
-    symbol: str
+    # symbol: str
     trade_price: float
     trade_volume: float
 
@@ -70,7 +72,7 @@ def volume(self, volume_type: str = "DEFAULT") -> float:
 
 @dataclass(slots=True)
 class Candle(PriceItem):
-    symbol: str
+    # symbol: str
     ohlcv: array
     frequency: str = ""  # f.e 1s , 15m, 4h, 1d
 
@@ -99,6 +101,7 @@ class Event:
     """
     An event represents zero of items of information happening at a certain moment in time.
     An item can contain any type of information, but a common use-case are price-items like candles.
+    Time is always a datetime object with UTC timezone.
     """
 
     def __init__(self, time: datetime, items: list):
@@ -114,7 +117,7 @@ def empty(time=None):
         return Event(time, [])
 
     def is_empty(self) -> bool:
-        """return True if this is an empty event, False otherwise"""
+        """return True if this is an empty event without any items, False otherwise"""
         return len(self.items) == 0
 
     @cached_property

roboquant/feeds/yahoofeed.py

@@ -34,13 +34,13 @@ def __init__(self, *symbols: str, start_date="2010-01-01", end_date: str | None
                 logger.warning("no data retrieved for symbol=%s", symbol)
                 continue
 
-            # yFinance one doesn't correct volume, so use this one instead
+            # yFinance one doesn't correct the volume, so we use this one instead
             self.__auto_adjust(df)
             for t in df.itertuples(index=True):
                 dt = t[0].to_pydatetime().astimezone(timezone.utc)
                 prices = t[1:6]
-                pb = Candle(symbol, array("f", prices), interval)
-                self._add_item(dt, pb)
+                candle = Candle(symbol, array("f", prices), interval)
+                self._add_item(dt, candle)
 
             logger.info("retrieved symbol=%s items=%s", symbol, len(df))