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xbbg 0.12.3

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@github-actions github-actions released this 20 Apr 09:35
· 765 commits to main since this release

Added

  • 1.0 release candidate notice: Added a banner to README.md directing users to the 1.0 RC (pip install xbbg --pre).
  • Runtime deprecation warning: Importing xbbg 0.x now emits a FutureWarning informing users that 1.0 is available. Shown once per process.
  • process.apply_schema_elements() helper: Walks the live blpapi request schema (Request.asElement().elementDefinition().typeDefinition().elementDefinitions()) and dispatches caller kwargs to any element the service actually accepts, resolving aliases from overrides.ELEM_KEYS (e.g. PointsmaxDataPoints, CshAdjNormaladjustmentNormal) and enum values from overrides.ELEM_VALS. Replaces hand-maintained per-request-type whitelists — new Bloomberg schema elements become usable without a code change. Companion process.request_schema_element_names() exposes the raw element set (#295).

Fixed

  • Release workflow: Added docs/index.rst latest-release marker update to the inline release workflow. Previously dropped when the cross-branch update_index_on_release.yml was removed.
  • maxDataPoints / Points silently dropped on bdib and bdtick (#295): The intraday builders forwarded element kwargs into **kwargs without applying them to the Bloomberg request. bdtick(Points=1), bdtick(maxDataPoints=1), and bdib(maxDataPoints=1) now correctly cap response size by setting the top-level element on IntradayTickRequest / IntradayBarRequest via schema-driven dispatch. Other intraday elements exposed by the schema (maxDataPointsOrigin, gapFillInitialBar, adjustment*, filter, filters, …) are forwarded the same way when the caller provides them. Backport of #295 to 0.x.
  • ovrds={...} on intraday requests now raises a clear error (#295): IntradayTickRequest and IntradayBarRequest have no overrides sub-element on the Bloomberg schema, so passing overrides produced a cryptic blpapi "element not found" failure. bdtick / bdib / IntradayRequestBuilder.build_request now raise ValueError pointing users to maxDataPoints before hitting Bloomberg.
  • corporate_bonds() cross-market support: The BQL query used bondsuniv('active') with a TICKER=='{ticker}' filter, which only matched plain US tickers and returned "Request returned no results" for non-US equity tickers (e.g. 9984 JT Equity for SoftBank). Switched to the debt(['{equity_ticker}']) universe used by preferreds(), which lets Bloomberg resolve the company from the equity ticker and works across US / JP / EU / ... markets. Ticker input now accepts the bare symbol ('AAPL'), exchange-suffixed form ('BAC US Equity'), or any "<ticker> <mkt> Equity" form; bare inputs get a default ' US Equity' suffix appended like preferreds() already did. Applies to both xbbg.api.screening.corporate_bonds and xbbg.ext.holdings.corporate_bonds. Backport of main #57e340f.
  • CDX generic-ticker on-the-run warning false positive: cdx_ticker() only accepted 'Y' from ON_THE_RUN_CURRENT_BD_INDICATOR, but Bloomberg returns 'true'/'false' for CDX generic tickers (e.g. CDX IG CDSI GEN 5Y Corp) instead of the 'Y'/'N' used for bonds and futures. The mismatch emitted a spurious "resolution may be stale" warning every time the CDX resolver was called. Both shapes are now accepted. Backport of main #b0860b6.

Full Changelog: v0.12.2...v0.12.3