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xbbg 1.1.2

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@github-actions github-actions released this 20 Apr 23:39
· 191 commits to main since this release
v1.1.2
d4d15d7

Fixed

  • bdh / bdp with format='semi_long' dropped Int64-typed fields (#303): Bloomberg sends integer-typed fields (PX_VOLUME, OPEN_INT, etc.) as Float64 on the wire in HistoricalDataResponse even though FieldInfo declares them Int64/Long. crates/xbbg-core/src/value.rs::Value::as_i64 (and its OwnedValue twin) and the inline TypedBuilder::Int32::append_value match in crates/xbbg-async/src/engine/state/typed_builder.rs had no Float64 arm, so the wide-path Int builder null-filled those columns. Consequence: blp.bdh("ESH20 Index", flds=[..., "PX_VOLUME", "OPEN_INT"], format='semi_long') returned NaN for every volume / open-interest row. long / long_typed / long_metadata were unaffected because their builders route via Float64 or stringify. Fixed by accepting Float64 when it's finite, has fract()==0.0, and fits the target integer range. TestOutputFormats::test_bdh_semi_long_integer_fields_issue_303 locks this in live, plus existing bdp/bdh semi_long tests now assert notna().all() per column instead of just column names.

Full Changelog: v1.1.1...v1.1.2

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