add more tests

models/stocks_bulkcandles.go

@@ -9,26 +9,26 @@ import (
 // It contains arrays of stock symbols, timestamps, opening, high, low, closing prices, and volumes for each candle.
 //
 // # Generated By
-//  
+//
 //   - BulkStockCandlesRequest.Packed(): Generates a BulkStockCandlesResponse from a bulk stock candles request.
-//  
+//
 // # Methods
-//  
+//
 //   - Unpack() ([]Candle, error): Converts the BulkStockCandlesResponse into a slice of Candle structs.
 //   - String() string: Provides a string representation of the BulkStockCandlesResponse.
-//  
+//
 // # Notes
-//  
+//
 //   - The Date field uses UNIX timestamps to represent the time for each candle.
 //   - Ensure the slices within BulkStockCandlesResponse have equal lengths to prevent index out-of-range errors.
 type BulkStockCandlesResponse struct {
-	Symbol []string  `json:"symbol" human:"Symbol"` // Symbol holds the stock ticker of the candle.
-	Date   []int64   `json:"t" human:"Date"`        // Date holds UNIX timestamps for each candle.
-	Open   []float64 `json:"o" human:"Open"`        // Open holds the opening prices for each candle.
-	High   []float64 `json:"h" human:"High"`        // High holds the highest prices reached in each candle.
-	Low    []float64 `json:"l" human:"Low"`         // Low holds the lowest prices reached in each candle.
-	Close  []float64 `json:"c" human:"Close"`       // Close holds the closing prices for each candle.
-	Volume []int64   `json:"v" human:"Volume"`      // Volume represents the trading volume in each candle.
+	Symbol []string  `json:"symbol"` // Symbol holds the stock ticker of the candle.
+	Date   []int64   `json:"t"`      // Date holds UNIX timestamps for each candle.
+	Open   []float64 `json:"o"`      // Open holds the opening prices for each candle.
+	High   []float64 `json:"h"`      // High holds the highest prices reached in each candle.
+	Low    []float64 `json:"l"`      // Low holds the lowest prices reached in each candle.
+	Close  []float64 `json:"c"`      // Close holds the closing prices for each candle.
+	Volume []int64   `json:"v"`      // Volume represents the trading volume in each candle.
 }
 
 // Unpack converts a BulkStockCandlesResponse into a slice of Candle.

models/stocks_candles.go

@@ -35,14 +35,14 @@ import (
 //   - The optional fields VWAP and N are only available for version 2 candles.
 //   - The Date field uses UNIX timestamps to represent the date and time of each candle.
 type StockCandlesResponse struct {
-	Date   []int64    `json:"t" human:"Date"`                              // Date holds UNIX timestamps for each candle.
-	Open   []float64  `json:"o" human:"Open"`                              // Open holds the opening prices for each candle.
-	High   []float64  `json:"h" human:"High"`                              // High holds the highest prices reached in each candle.
-	Low    []float64  `json:"l" human:"Low"`                               // Low holds the lowest prices reached in each candle.
-	Close  []float64  `json:"c" human:"Close"`                             // Close holds the closing prices for each candle.
-	Volume []int64    `json:"v" human:"Volume"`                            // Volume represents the trading volume in each candle.
-	VWAP   *[]float64 `json:"vwap,omitempty" human:"VWAP,omitempty"`       // VWAP holds the Volume Weighted Average Price for each candle, optional.
-	N      *[]int64   `json:"n,omitempty" human:"No. of Trades,omitempty"` // N holds the number of trades for each candle, optional.
+	Date   []int64    `json:"t"`              // Date holds UNIX timestamps for each candle.
+	Open   []float64  `json:"o"`              // Open holds the opening prices for each candle.
+	High   []float64  `json:"h"`              // High holds the highest prices reached in each candle.
+	Low    []float64  `json:"l"`              // Low holds the lowest prices reached in each candle.
+	Close  []float64  `json:"c"`              // Close holds the closing prices for each candle.
+	Volume []int64    `json:"v"`              // Volume represents the trading volume in each candle.
+	VWAP   *[]float64 `json:"vwap,omitempty"` // VWAP holds the Volume Weighted Average Price for each candle, optional.
+	N      *[]int64   `json:"n,omitempty"`    // N holds the number of trades for each candle, optional.
 }
 
 // Unpack converts a StockCandlesResponse into a slice of StockCandle. This method is primarily used to transform the aggregated

options_chain.go

@@ -7,8 +7,8 @@
 //
 //	| Method     | Execution Level | Return Type                  | Description                                                                                                                      |
 //	|------------|-----------------|------------------------------|----------------------------------------------------------------------------------------------------------------------------------|
-//	| **Get**    | Direct          | `[]OptionQuote`              | Immediately fetches a slice of `[]models.OptionQuote`, allowing direct access to the options chain data.                         |
-//	| **Packed** | Intermediate    | `*OptionQuotesResponse`      | Delivers a `*models.OptionQuotesResponse` object containing the data, which requires unpacking to access the `OptionQuote` data. |
+//	| **Get**    | Direct          | `[]OptionQuote`              | Immediately fetches a slice of `[]OptionQuote`, allowing direct access to the options chain data.                                |
+//	| **Packed** | Intermediate    | `*OptionQuotesResponse`      | Delivers a `*OptionQuotesResponse` object containing the data, which requires unpacking to access the `OptionQuote` data.        |
 //	| **Raw**    | Low-level       | `*resty.Response`            | Offers the unprocessed `*resty.Response` for those seeking full control and access to the raw JSON or `*http.Response`.          |
 package client
 

stocks_candles_test.go

@@ -2,6 +2,17 @@ package client
 
 import "fmt"
 
+func ExampleStockCandlesRequest_raw() {
+	scr, err := StockCandles().Resolution("4H").Symbol("AAPL").From("2023-01-01").To("2023-01-04").Raw()
+	if err != nil {
+		fmt.Print(err)
+		return
+	}
+	fmt.Println(scr)
+
+	// Output: {"s":"ok","t":[1672756200,1672770600,1672842600,1672857000],"o":[130.28,124.6699,126.89,127.265],"h":[130.9,125.42,128.6557,127.87],"l":[124.19,124.17,125.08,125.28],"c":[124.6499,125.05,127.2601,126.38],"v":[64411753,30727802,49976607,28870878]}
+}
+
 func ExampleStockCandlesRequest_packed() {
 	scr, err := StockCandles().Resolution("4H").Symbol("AAPL").From("2023-01-01").To("2023-01-04").Packed()
 	if err != nil {

stocks_earnings_test.go

@@ -2,9 +2,28 @@ package client
 
 import (
 	"fmt"
+	"regexp"
 	"time"
 )
 
+func ExampleStockEarningsRequest_raw() {
+	ser, err := StockEarnings().Symbol("AAPL").From("2022-01-01").To("2022-01-31").Raw()
+	if err != nil {
+		fmt.Print(err)
+		return
+	}
+
+	// Convert the response to a string if it's not already
+	serString := ser.String()
+
+	// Use regex to remove the "updated" key and its value so that the output is consistent between runs.
+	re := regexp.MustCompile(`,"updated":\[\d+\]`)
+	cleanedSerString := re.ReplaceAllString(serString, "")
+
+	fmt.Println(cleanedSerString)
+	// Output: {"s":"ok","symbol":["AAPL"],"fiscalYear":[2022],"fiscalQuarter":[1],"date":[1640926800],"reportDate":[1643259600],"reportTime":["after close"],"currency":["USD"],"reportedEPS":[2.1],"estimatedEPS":[1.89],"surpriseEPS":[0.21],"surpriseEPSpct":[0.1111]}
+}
+
 func ExampleStockEarningsRequest_packed() {
 	ser, err := StockEarnings().Symbol("AAPL").From("2022-01-01").To("2022-01-31").Packed()
 	if err != nil {