xbbg 0.12.3
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
FutureWarninginforming 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 fromoverrides.ELEM_KEYS(e.g.Points→maxDataPoints,CshAdjNormal→adjustmentNormal) and enum values fromoverrides.ELEM_VALS. Replaces hand-maintained per-request-type whitelists — new Bloomberg schema elements become usable without a code change. Companionprocess.request_schema_element_names()exposes the raw element set (#295).
Fixed
- Release workflow: Added
docs/index.rstlatest-release marker update to the inline release workflow. Previously dropped when the cross-branchupdate_index_on_release.ymlwas removed. maxDataPoints/Pointssilently dropped onbdibandbdtick(#295): The intraday builders forwarded element kwargs into**kwargswithout applying them to the Bloomberg request.bdtick(Points=1),bdtick(maxDataPoints=1), andbdib(maxDataPoints=1)now correctly cap response size by setting the top-level element onIntradayTickRequest/IntradayBarRequestvia 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):IntradayTickRequestandIntradayBarRequesthave nooverridessub-element on the Bloomberg schema, so passing overrides produced a crypticblpapi"element not found" failure.bdtick/bdib/IntradayRequestBuilder.build_requestnow raiseValueErrorpointing users tomaxDataPointsbefore hitting Bloomberg.corporate_bonds()cross-market support: The BQL query usedbondsuniv('active')with aTICKER=='{ticker}'filter, which only matched plain US tickers and returned"Request returned no results"for non-US equity tickers (e.g.9984 JT Equityfor SoftBank). Switched to thedebt(['{equity_ticker}'])universe used bypreferreds(), 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 likepreferreds()already did. Applies to bothxbbg.api.screening.corporate_bondsandxbbg.ext.holdings.corporate_bonds. Backport of main #57e340f.- CDX generic-ticker on-the-run warning false positive:
cdx_ticker()only accepted'Y'fromON_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