Merge v1 into master

.github/workflows/lint.yml

@@ -0,0 +1,33 @@
+name: lint
+on:
+  push:
+    tags:
+      - v*
+    branches:
+      - v1
+  pull_request:
+permissions:
+  contents: read
+jobs:
+  lint:
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ['3.7', '3.8', '3.9', '3.10']
+    name: Lint ${{ matrix.python-version }}
+    steps:
+      - uses: actions/checkout@v3
+      - name: Setup Python
+        uses: actions/setup-python@v3
+        with:
+          python-version: ${{ matrix.python-version }}
+      - name: Setup Poetry
+        uses: abatilo/actions-poetry@v2.0.0
+      - name: Install pypi deps
+        run: poetry install
+      - name: Style lint
+        run: make style
+      - name: Static lint
+        run: make static
+        if: always()

.github/workflows/test.yml

@@ -0,0 +1,30 @@
+name: unittest
+on:
+  push:
+    tags:
+      - v*
+    branches:
+      - v1
+  pull_request:
+permissions:
+  contents: read
+jobs:
+  test:
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ['3.7', '3.8', '3.9', '3.10']
+    name: Lint ${{ matrix.python-version }}
+    steps:
+      - uses: actions/checkout@v3
+      - name: Setup Python
+        uses: actions/setup-python@v3
+        with:
+          python-version: ${{ matrix.python-version }}
+      - name: Setup Poetry
+        uses: abatilo/actions-poetry@v2.0.0
+      - name: Install pypi deps
+        run: poetry install
+      - name: Unit tests
+        run: make test

.gitignore

@@ -55,7 +55,7 @@ venv/
 *.log
 
 # Sphinx documentation
-docs/_build/
+docs/build/
 
 # PyBuilder
 target/

.readthedocs.yml

@@ -0,0 +1,11 @@
+# https://docs.readthedocs.io/en/latest/config-file/index.html#configuration-file
+version: 2
+
+# Build documentation in the docs/ directory with Sphinx
+sphinx:
+  configuration: docs/source/conf.py
+
+python:
+  install:
+    - requirements: docs/requirements.txt
+

Makefile

@@ -0,0 +1,37 @@
+.DEFAULT_GOAL       := help
+TARGET_MAX_CHAR_NUM := 20
+
+GREEN  := $(shell tput -Txterm setaf 2)
+YELLOW := $(shell tput -Txterm setaf 3)
+WHITE  := $(shell tput -Txterm setaf 7)
+RESET  := $(shell tput -Txterm sgr0)
+
+.PHONY: help lint style static test
+
+## Show help
+help:
+	@awk '/^[a-zA-Z\-_0-9]+:/ { \
+		helpMessage = match(lastLine, /^## (.*)/); \
+		if (helpMessage) { \
+			helpCommand = substr($$1, 0, index($$1, ":")-1); \
+			helpMessage = substr(lastLine, RSTART + 3, RLENGTH); \
+			printf "  ${YELLOW}%-$(TARGET_MAX_CHAR_NUM)s${RESET} ${GREEN}%s${RESET}\n", helpCommand, helpMessage; \
+		} \
+	} \
+	{ lastLine = $$0 }' $(MAKEFILE_LIST)
+
+## Check code style
+style:
+	poetry run black $(if $(CI),--check,) polygon tests
+
+## Check static types
+static:
+	poetry run mypy polygon tests
+
+## Check code style and static types
+lint: style static
+
+## Run unit tests
+test:
+	poetry run python -m unittest discover -s tests
+

README.md

@@ -1,115 +1,43 @@
-[![Build Status](https://drone.polygon.io/api/badges/polygon-io/client-python/status.svg)](https://drone.polygon.io/polygon-io/client-python)
 [![PyPI version](https://badge.fury.io/py/polygon-api-client.svg)](https://badge.fury.io/py/polygon-api-client)
+[![Docs](https://readthedocs.org/projects/polygon-api-client/badge/?version=latest)](https://polygon-api-client.readthedocs.io/en/latest/)
 
 # Polygon Python Client - WebSocket & RESTful APIs
 
-Python client for the Polygon.io [Stocks API](https://polygon.io)
-
-## Getting Started
-
-For a basic product overview, check out our [setup and use documentation](https://polygon.io/sockets)
+Python client for the [Polygon.io API](https://polygon.io).
 
+## Getting started
 ### Install
 
 `pip install polygon-api-client`
 
-`polygon-api-client` supports python version >= 3.6
+Requires python version >= 3.7
 
-## Simple WebSocket Demo
+### Getting aggs
 ```python
-import time
-
-from polygon import WebSocketClient, STOCKS_CLUSTER
-
-
-def my_custom_process_message(message):
-    print("this is my custom message processing", message)
-
-
-def my_custom_error_handler(ws, error):
-    print("this is my custom error handler", error)
-
-
-def my_custom_close_handler(ws):
-    print("this is my custom close handler")
-
-
-def main():
-    key = 'your api key'
-    my_client = WebSocketClient(STOCKS_CLUSTER, key, my_custom_process_message)
-    my_client.run_async()
-
-    my_client.subscribe("T.MSFT", "T.AAPL", "T.AMD", "T.NVDA")
-    time.sleep(1)
-
-    my_client.close_connection()
-
+from polygon import RESTClient
 
-if __name__ == "__main__":
-    main()
+client = RESTClient() # Uses POLYGON_API_KEY env var. Can optionally supply your key.
+aggs = client.get_aggs("AAPL", 1, "day", "2005-04-01", "2005-04-04")
 ```
 
-## Simple REST Demo
+### Getting trades
 ```python
 from polygon import RESTClient
+from polygon.rest.models import Sort
 
+client = RESTClient() # Uses POLYGON_API_KEY env var. Can optionally supply your key.
 
-def main():
-    key = "your api key"
-
-    # RESTClient can be used as a context manager to facilitate closing the underlying http session
-    # https://requests.readthedocs.io/en/master/user/advanced/#session-objects
-    with RESTClient(key) as client:
-        resp = client.stocks_equities_daily_open_close("AAPL", "2021-06-11")
-        print(f"On: {resp.from_} Apple opened at {resp.open} and closed at {resp.close}")
-
-
-if __name__ == '__main__':
-    main()
-
+trades = []
+for t in client.list_trades("AAA", timestamp="2022-04-20", limit=5, sort=Sort.ASC):
+    trades.append(t)
 ```
 
-### Query parameters for REST calls
-
-Every function call under our RESTClient has the `query_params` kwargs. These kwargs are passed along and mapped 1:1
-as query parameters to the underling HTTP call. For more information on the different query parameters please reference
-our [API Docs](https://polygon.io/docs/).
-
-#### Example with query parameters
+### Getting raw response
+To handle the raw [urllib3 response](https://urllib3.readthedocs.io/en/stable/reference/urllib3.response.html?highlight=response#response) yourself, pass `raw=True`:
 
 ```python
-import datetime
-
 from polygon import RESTClient
 
-
-def ts_to_datetime(ts) -> str:
-    return datetime.datetime.fromtimestamp(ts / 1000.0).strftime('%Y-%m-%d %H:%M')
-
-
-def main():
-    key = "your api key"
-
-    # RESTClient can be used as a context manager to facilitate closing the underlying http session
-    # https://requests.readthedocs.io/en/master/user/advanced/#session-objects
-    with RESTClient(key) as client:
-        from_ = "2021-01-01"
-        to = "2021-02-01"
-        resp = client.stocks_equities_aggregates("AAPL", 1, "minute", from_, to, unadjusted=False)
-
-        print(f"Minute aggregates for {resp.ticker} between {from_} and {to}.")
-
-        for result in resp.results:
-            dt = ts_to_datetime(result["t"])
-            print(f"{dt}\n\tO: {result['o']}\n\tH: {result['h']}\n\tL: {result['l']}\n\tC: {result['c']} ")
-
-
-if __name__ == '__main__':
-    main()
-```  
-
-## Notes about the REST Client
-
-We use swagger as our API spec and we used this swagger to generate most of the code that defines the REST client.
-We made this decision due to the size of our API, many endpoints and object definitions, and to accommodate future changes.
-
+client = RESTClient() # Uses POLYGON_API_KEY env var. Can optionally supply your key.
+response = client.get_aggs("AAPL", 1, "day", "2005-04-01", "2005-04-04", raw=True)
+```

docs/Makefile

@@ -0,0 +1,20 @@
+# Minimal makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line, and also
+# from the environment for the first two.
+SPHINXOPTS    ?=
+SPHINXBUILD   ?= sphinx-build
+SOURCEDIR     = source
+BUILDDIR      = build
+
+# Put it first so that "make" without argument is like "make help".
+help:
+	@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+
+.PHONY: help Makefile
+
+# Catch-all target: route all unknown targets to Sphinx using the new
+# "make mode" option.  $(O) is meant as a shortcut for $(SPHINXOPTS).
+%: Makefile
+	$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

docs/requirements.txt

@@ -0,0 +1 @@
+sphinx-autodoc-typehints~=1.18.1

docs/source/Aggs.rst

@@ -0,0 +1,25 @@
+.. _aggs_header:
+
+Aggs
+==========
+
+===========
+Get aggs
+===========
+.. automethod:: polygon.RESTClient.get_aggs
+
+============================
+Get grouped daily aggs
+============================
+.. automethod:: polygon.RESTClient.get_grouped_daily_aggs
+
+============================
+Get daily open close agg
+============================
+.. automethod:: polygon.RESTClient.get_daily_open_close_agg
+
+============================
+Get previous close agg
+============================
+.. automethod:: polygon.RESTClient.get_previous_close_agg
+