Date param support

polygon/rest/aggs.py

@@ -1,9 +1,8 @@
-from email.headerregistry import Group
 from .base import BaseClient
 from typing import Optional, Any, Dict, List, Union
 from .models import Agg, GroupedDailyAgg, DailyOpenCloseAgg, PreviousCloseAgg, Sort
 from urllib3 import HTTPResponse
-from datetime import datetime
+from datetime import datetime, date
 
 # https://polygon.io/docs/stocks
 class AggsClient(BaseClient):
@@ -13,8 +12,8 @@ def get_aggs(
         multiplier: int,
         timespan: str,
         # "from" is a keyword in python https://www.w3schools.com/python/python_ref_keywords.asp
-        from_: Union[str, int, datetime],
-        to: Union[str, int, datetime],
+        from_: Union[str, int, datetime, date],
+        to: Union[str, int, datetime, date],
         adjusted: Optional[bool] = None,
         sort: Optional[Union[str, Sort]] = None,
         limit: Optional[int] = None,
@@ -23,11 +22,12 @@ def get_aggs(
     ) -> Union[List[Agg], HTTPResponse]:
         """
         Get aggregate bars for a ticker over a given date range in custom time window sizes.
+
         :param ticker: The ticker symbol.
         :param multiplier: The size of the timespan multiplier.
         :param timespan: The size of the time window.
-        :param _from: The start of the aggregate time window as YYYY-MM-DD, Unix MS Timestamps, or a datetime.
-        :param to: The end of the aggregate time window as YYYY-MM-DD, Unix MS Timestamps, or a datetime.
+        :param _from: The start of the aggregate time window as YYYY-MM-DD, a date, Unix MS Timestamp, or a datetime.
+        :param to: The end of the aggregate time window as YYYY-MM-DD, a date, Unix MS Timestamp, or a datetime.
         :param adjusted: Whether or not the results are adjusted for splits. By default, results are adjusted. Set this to false to get results that are NOT adjusted for splits.
         :param sort: Sort the results by timestamp. asc will return results in ascending order (oldest at the top), desc will return results in descending order (newest at the top).The end of the aggregate time window.
         :param limit: Limits the number of base aggregates queried to create the aggregate results. Max 50000 and Default 5000. Read more about how limit is used to calculate aggregate results in our article on Aggregate Data API Improvements.
@@ -36,10 +36,10 @@ def get_aggs(
         :return: List of aggregates
         """
         if isinstance(from_, datetime):
-            from_ = int(from_.timestamp() * 1000)
+            from_ = int(from_.timestamp() * self.time_mult("millis"))
 
         if isinstance(to, datetime):
-            to = int(to.timestamp() * 1000)
+            to = int(to.timestamp() * self.time_mult("millis"))
         url = f"/v2/aggs/ticker/{ticker}/range/{multiplier}/{timespan}/{from_}/{to}"
 
         return self._get(

polygon/rest/base.py

@@ -3,12 +3,13 @@
 import urllib3
 import inspect
 from enum import Enum
-from typing import Optional, Any
+from typing import Optional, Any, Dict
+from datetime import datetime
 
 base = "https://api.polygon.io"
 env_key = "POLYGON_API_KEY"
 
-# https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html
+
 class BaseClient:
     def __init__(
         self,
@@ -18,6 +19,7 @@ def __init__(
         num_pools: int = 10,
         retries=3,
         base: str = base,
+        verbose: bool = False,
     ):
         if api_key is None:
             raise Exception(
@@ -26,12 +28,14 @@ def __init__(
         self.API_KEY = api_key
         self.BASE = base
 
+        # https://urllib3.readthedocs.io/en/stable/reference/urllib3.poolmanager.html
         # https://urllib3.readthedocs.io/en/stable/reference/urllib3.connectionpool.html#urllib3.HTTPConnectionPool
         self.client = urllib3.PoolManager(
             num_pools=num_pools, headers={"Authorization": "Bearer " + self.API_KEY}
         )
         self.timeout = urllib3.Timeout(connect=connect_timeout, read=read_timeout)
         self.retries = retries
+        self.verbose = verbose
 
     def _decode(self, resp):
         return json.loads(resp.data.decode("utf-8"))
@@ -47,6 +51,8 @@ def _get(
         if params is None:
             params = {}
         params = {str(k): str(v) for k, v in params.items() if v is not None}
+        if self.verbose:
+            print("_get", path, params)
         resp = self.client.request(
             "GET", self.BASE + path, fields=params, retries=self.retries
         )
@@ -70,7 +76,20 @@ def _get(
 
         return obj
 
-    def _get_params(self, fn, caller_locals):
+    @staticmethod
+    def time_mult(timestamp_res: str) -> int:
+        if timestamp_res == "nanos":
+            return 1000000000
+        elif timestamp_res == "micros":
+            return 1000000
+        elif timestamp_res == "millis":
+            return 1000
+
+        return 1
+
+    def _get_params(
+        self, fn, caller_locals: Dict[str, Any], datetime_res: str = "nanos"
+    ):
         params = caller_locals["params"]
         if params is None:
             params = {}
@@ -84,6 +103,8 @@ def _get_params(self, fn, caller_locals):
                 val = caller_locals.get(argname, v.default)
                 if isinstance(val, Enum):
                     val = val.value
+                elif isinstance(val, datetime):
+                    val = int(val.timestamp() * self.time_mult(datetime_res))
                 if val is not None:
                     params[argname.replace("_", ".")] = val
 

polygon/rest/quotes.py

@@ -2,17 +2,18 @@
 from typing import Optional, Any, Dict, List, Union
 from .models import Quote, LastQuote, Sort, Order
 from urllib3 import HTTPResponse
+from datetime import datetime, date
 
 # https://polygon.io/docs/stocks
 class QuotesClient(BaseClient):
     def list_quotes(
         self,
         ticker: str,
-        timestamp: Optional[str] = None,
-        timestamp_lt: Optional[str] = None,
-        timestamp_lte: Optional[str] = None,
-        timestamp_gt: Optional[str] = None,
-        timestamp_gte: Optional[str] = None,
+        timestamp: Optional[Union[str, int, datetime, date]] = None,
+        timestamp_lt: Optional[Union[str, int, datetime, date]] = None,
+        timestamp_lte: Optional[Union[str, int, datetime, date]] = None,
+        timestamp_gt: Optional[Union[str, int, datetime, date]] = None,
+        timestamp_gte: Optional[Union[str, int, datetime, date]] = None,
         limit: Optional[int] = None,
         sort: Optional[Union[str, Sort]] = None,
         order: Optional[Union[str, Order]] = None,

polygon/rest/reference.py

@@ -21,6 +21,7 @@
     Exchange,
 )
 from urllib3 import HTTPResponse
+from datetime import date
 
 # https://polygon.io/docs/stocks
 class MarketsClient(BaseClient):
@@ -200,11 +201,11 @@ def list_splits(
         ticker_lte: Optional[str] = None,
         ticker_gt: Optional[str] = None,
         ticker_gte: Optional[str] = None,
-        execution_date: Optional[str] = None,
-        execution_date_lt: Optional[str] = None,
-        execution_date_lte: Optional[str] = None,
-        execution_date_gt: Optional[str] = None,
-        execution_date_gte: Optional[str] = None,
+        execution_date: Optional[Union[str, date]] = None,
+        execution_date_lt: Optional[Union[str, date]] = None,
+        execution_date_lte: Optional[Union[str, date]] = None,
+        execution_date_gt: Optional[Union[str, date]] = None,
+        execution_date_gte: Optional[Union[str, date]] = None,
         reverse_split: Optional[bool] = None,
         limit: Optional[int] = None,
         sort: Optional[Union[str, Sort]] = None,
@@ -251,26 +252,26 @@ def list_dividends(
         ticker_lte: Optional[str] = None,
         ticker_gt: Optional[str] = None,
         ticker_gte: Optional[str] = None,
-        ex_dividend_date: Optional[str] = None,
-        ex_dividend_date_lt: Optional[str] = None,
-        ex_dividend_date_lte: Optional[str] = None,
-        ex_dividend_date_gt: Optional[str] = None,
-        ex_dividend_date_gte: Optional[str] = None,
-        record_date: Optional[str] = None,
-        record_date_lt: Optional[str] = None,
-        record_date_lte: Optional[str] = None,
-        record_date_gt: Optional[str] = None,
-        record_date_gte: Optional[str] = None,
-        declaration_date: Optional[str] = None,
-        declaration_date_lt: Optional[str] = None,
-        declaration_date_lte: Optional[str] = None,
-        declaration_date_gt: Optional[str] = None,
-        declaration_date_gte: Optional[str] = None,
-        pay_date: Optional[str] = None,
-        pay_date_lt: Optional[str] = None,
-        pay_date_lte: Optional[str] = None,
-        pay_date_gt: Optional[str] = None,
-        pay_date_gte: Optional[str] = None,
+        ex_dividend_date: Optional[Union[str, date]] = None,
+        ex_dividend_date_lt: Optional[Union[str, date]] = None,
+        ex_dividend_date_lte: Optional[Union[str, date]] = None,
+        ex_dividend_date_gt: Optional[Union[str, date]] = None,
+        ex_dividend_date_gte: Optional[Union[str, date]] = None,
+        record_date: Optional[Union[str, date]] = None,
+        record_date_lt: Optional[Union[str, date]] = None,
+        record_date_lte: Optional[Union[str, date]] = None,
+        record_date_gt: Optional[Union[str, date]] = None,
+        record_date_gte: Optional[Union[str, date]] = None,
+        declaration_date: Optional[Union[str, date]] = None,
+        declaration_date_lt: Optional[Union[str, date]] = None,
+        declaration_date_lte: Optional[Union[str, date]] = None,
+        declaration_date_gt: Optional[Union[str, date]] = None,
+        declaration_date_gte: Optional[Union[str, date]] = None,
+        pay_date: Optional[Union[str, date]] = None,
+        pay_date_lt: Optional[Union[str, date]] = None,
+        pay_date_lte: Optional[Union[str, date]] = None,
+        pay_date_gt: Optional[Union[str, date]] = None,
+        pay_date_gte: Optional[Union[str, date]] = None,
         frequency: Optional[Union[int, Frequency]] = None,
         cash_amount: Optional[float] = None,
         cash_amount_lt: Optional[float] = None,

polygon/rest/trades.py

@@ -2,17 +2,18 @@
 from typing import Optional, Any, Dict, Union, Iterator
 from .models import Trade, Sort, Order
 from urllib3 import HTTPResponse
+from datetime import datetime, date
+
 
-# https://polygon.io/docs/stocks
 class TradesClient(BaseClient):
     def list_trades(
         self,
         ticker: str,
-        timestamp: Optional[str] = None,
-        timestamp_lt: Optional[str] = None,
-        timestamp_lte: Optional[str] = None,
-        timestamp_gt: Optional[str] = None,
-        timestamp_gte: Optional[str] = None,
+        timestamp: Optional[Union[str, int, datetime, date]] = None,
+        timestamp_lt: Optional[Union[str, int, datetime, date]] = None,
+        timestamp_lte: Optional[Union[str, int, datetime, date]] = None,
+        timestamp_gt: Optional[Union[str, int, datetime, date]] = None,
+        timestamp_gte: Optional[Union[str, int, datetime, date]] = None,
         limit: Optional[int] = None,
         sort: Optional[Union[str, Sort]] = None,
         order: Optional[Union[str, Order]] = None,

rest-example.py

@@ -1,9 +1,12 @@
 from polygon import RESTClient
 from polygon.rest.models import Sort
+from datetime import date, datetime
 
-client = RESTClient()
+client = RESTClient(verbose=True)
 
-aggs = client.get_aggs("AAPL", 1, "day", "2005-04-01", "2005-04-04")
+aggs = client.get_aggs("AAPL", 1, "day", "2005-04-04", "2005-04-04")
+print(aggs)
+aggs = client.get_aggs("AAPL", 1, "day", date(2005, 4, 4), datetime(2005, 4, 4))
 print(aggs)
 
 trades = []