Merge 74a047a into 0fd8eef

mberk · Jan 13, 2023 · 911fccf · 911fccf
2 parents 0fd8eef + 74a047a
commit 911fccf
Show file tree

Hide file tree

Showing 5 changed files with 940 additions and 137 deletions.
diff --git a/HISTORY.md b/HISTORY.md
@@ -1,5 +1,39 @@
 # Release History
 
+# 0.5.0 - 2023-01-13
+
+### Added
+
+* Functions for working with RaceResult objects:
+  * get_bsp_from_race_result
+  * get_winners_from_race_result
+* Functions for extracting BSP from different sources:
+  * get_bsp_from_market_definition
+  * get_bsp_from_prices_file
+* Functions for working with marketTime:
+  * get_market_time_as_datetime
+  * get_seconds_to_market_time
+* Functions for working with race files:
+  * create_combined_market_book_and_race_change_generator
+  * get_win_market_id_from_race_file
+* Functions for extracting information from the order book:
+  * calculate_order_book_imbalance
+  * get_price_size_by_depth
+  * get_second_best_price_size
+  * get_second_best_price
+* Functions for extracting market books and race changes at times of interest:
+  * get_market_books_from_prices_file
+  * get_minimum_book_percentage_market_books_from_prices_file
+  * get_race_change_from_race_file
+* Other Functions:
+  * get_publish_time_from_object 
+  * get_winners_from_market_definition
+
+### Changed
+
+* Improved patching of open
+* Arguments to prices_file_to_data_frame have changed to permit adding any desired marketDefinition field to the data frame
+
 # 0.4.0 - 2022-11-07
 
 ### Added

diff --git a/README.md b/README.md
@@ -149,6 +149,24 @@ folds = pd.cut(
 )
 ```
 
+## Extract Market Books of Interest
+
+`betfairutil` contains functions for efficiently extracting market books at times of interest rather than having to read
+the entire sequence of market books into memory. This example also illustrates some functionality the package provides
+for working with the Betfair race stream. First, we work out the exact time when the race enters the final furlong.
+Then, we extract the market book at this moment in time
+
+```python
+import betfairutil
+
+race_change = betfairutil.get_race_change_from_race_file(path_to_race_file, gate_name="1f")
+publish_time = race_change["pt"]
+market_book = betfairutil.get_market_books_from_prices_file(
+    path_to_prices_file,
+    publish_times=[publish_time]
+)[publish_time]
+```
+
 # See Also
 
 * There is some inevitable overlap between this package and [flumine's](https://github.com/liampauling/flumine) own