From f1c4f600a162c4f621498723c0284d7c0001e8f1 Mon Sep 17 00:00:00 2001 From: Maxim Andreev Date: Sun, 9 Jan 2022 15:47:26 +0300 Subject: [PATCH 1/8] tests: add moex data provider test --- tests/data_providers/moex_test.py | 14 ++++++++++++++ 1 file changed, 14 insertions(+) create mode 100644 tests/data_providers/moex_test.py diff --git a/tests/data_providers/moex_test.py b/tests/data_providers/moex_test.py new file mode 100644 index 0000000..29badad --- /dev/null +++ b/tests/data_providers/moex_test.py @@ -0,0 +1,14 @@ +import pytest # type: ignore + +from investments.data_providers.moex import get_board_candles +from investments.ticker import Ticker, TickerKind + +def test_moex_get_board_candles(): + p = get_board_candles(Ticker('GAZP', TickerKind.Stock), None, start='2021-12-14', end='2021-12-14', interval=24) + + # reference data from https://www.moex.com/ru/issue.aspx?code=GAZP + assert p['open'].item() == 307 + assert p['close'].item() == 319.35 + assert p['high'].item() == 320 + assert p['low'].item() == 289.78 + assert p['volume'].item() == 168689260 From 197f475d4f74774cf26803e8b52804f49c9787e0 Mon Sep 17 00:00:00 2001 From: Maxim Andreev Date: Sun, 9 Jan 2022 15:48:12 +0300 Subject: [PATCH 2/8] upgrade all deps, minimum python version now is 3.8 --- .github/workflows/release.yml | 6 +++--- .github/workflows/tests.yml | 4 ++-- pyproject.toml | 17 ++++++++--------- 3 files changed, 13 insertions(+), 14 deletions(-) diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml index f047c1e..67629db 100644 --- a/.github/workflows/release.yml +++ b/.github/workflows/release.yml @@ -13,14 +13,14 @@ jobs: with: fetch-depth: 0 # need tags to generate release notes - - name: Set up Python 3.8 + - name: Set up Python 3.9 uses: actions/setup-python@v1 with: - python-version: 3.8 + python-version: '3.9' - name: Install poetry run: | - curl -sSL https://raw.githubusercontent.com/python-poetry/poetry/master/get-poetry.py | python + curl -sSL https://install.python-poetry.org | python echo "$HOME/.poetry/bin" >> $GITHUB_PATH - name: Install package diff --git a/.github/workflows/tests.yml b/.github/workflows/tests.yml index 72c209a..a2c7467 100644 --- a/.github/workflows/tests.yml +++ b/.github/workflows/tests.yml @@ -7,7 +7,7 @@ jobs: runs-on: ubuntu-latest strategy: matrix: - python-version: [3.7, 3.8] + python-version: ['3.8', '3.9', '3.10'] steps: - uses: actions/checkout@v2 @@ -18,7 +18,7 @@ jobs: - name: Install poetry run: | - curl -sSL https://raw.githubusercontent.com/python-poetry/poetry/master/get-poetry.py | python + curl -sSL https://install.python-poetry.org | python echo "$HOME/.poetry/bin" >> $GITHUB_PATH - name: Install package diff --git a/pyproject.toml b/pyproject.toml index 022e681..56531ee 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -20,17 +20,16 @@ ibtax = "investments.ibtax.ibtax:main" ibdds = "investments.ibdds.ibdds:main" [tool.poetry.dependencies] -python = "^3.6.1 || ^3.7" -pandas = "^1.0.3" -requests = "^2.23.0" -aiomoex = "^1.2.2" -tabulate = "^0.8.7" +python = "^3.8" +pandas = "^1.3.5" +requests = "^2.27.1" +tabulate = "^0.8.9" +aiomoex = "^2.0.0" [tool.poetry.dev-dependencies] -pytest = "^5.4" -mypy = "^0.782" -wemake-python-styleguide = "^0.14.1" -jedi = "^0.18.0" +pytest = "^6.2.5" +mypy = "^0.931" +wemake-python-styleguide = "^0.16.0" [build-system] requires = ["poetry>=0.12"] From d0504a99f5cec19ce53fce40b9afe469331ddcf7 Mon Sep 17 00:00:00 2001 From: Maxim Andreev Date: Sun, 9 Jan 2022 15:48:49 +0300 Subject: [PATCH 3/8] moex data provider: upgrade for aiomoex 2.0 --- investments/data_providers/moex.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/investments/data_providers/moex.py b/investments/data_providers/moex.py index 2df19b5..eff335e 100644 --- a/investments/data_providers/moex.py +++ b/investments/data_providers/moex.py @@ -2,6 +2,7 @@ import datetime from typing import Optional +import aiohttp import aiomoex # type: ignore import pandas # type: ignore @@ -18,10 +19,10 @@ async def async_get_board_candles(ticker: Ticker, cache_dir: Optional[str], star if df is not None: return df - async with aiomoex.ISSClientSession(): + async with aiohttp.ClientSession() as session: engine, market, board = '', '', '' - resp = await aiomoex.find_securities(ticker.symbol, columns=('secid', 'name', 'group', 'primary_boardid')) + resp = await aiomoex.find_securities(session, ticker.symbol, columns=('secid', 'name', 'group', 'primary_boardid')) for x in resp: if x['secid'] != ticker.symbol: continue @@ -31,7 +32,7 @@ async def async_get_board_candles(ticker: Ticker, cache_dir: Optional[str], star if engine == '': raise Exception(f'unknown ticker {ticker}') - rdata = await aiomoex.get_board_candles(ticker.symbol, start=start, end=end, interval=interval, engine=engine, market=market, board=board) + rdata = await aiomoex.get_board_candles(session, ticker.symbol, start=start, end=end, interval=interval, engine=engine, market=market, board=board) df = pandas.DataFrame(rdata) df.set_index('begin', inplace=True) df.drop(['value'], axis=1, inplace=True) From c947f11f4f8e1471955e5e9f4a5be08caa1df575 Mon Sep 17 00:00:00 2001 From: Maxim Andreev Date: Sun, 9 Jan 2022 15:49:03 +0300 Subject: [PATCH 4/8] updated poetry.lock --- poetry.lock | 1283 +++++++++++++++++++++++++++------------------------ 1 file changed, 688 insertions(+), 595 deletions(-) diff --git a/poetry.lock b/poetry.lock index aa7f179..b8c7c14 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,34 +1,45 @@ [[package]] name = "aiohttp" -version = "3.7.3" +version = "3.8.1" description = "Async http client/server framework (asyncio)" category = "main" optional = false python-versions = ">=3.6" [package.dependencies] -async-timeout = ">=3.0,<4.0" +aiosignal = ">=1.1.2" +async-timeout = ">=4.0.0a3,<5.0" attrs = ">=17.3.0" -chardet = ">=2.0,<4.0" -idna-ssl = {version = ">=1.0", markers = "python_version < \"3.7\""} +charset-normalizer = ">=2.0,<3.0" +frozenlist = ">=1.1.1" multidict = ">=4.5,<7.0" -typing-extensions = ">=3.6.5" yarl = ">=1.0,<2.0" [package.extras] -speedups = ["aiodns", "brotlipy", "cchardet"] +speedups = ["aiodns", "brotli", "cchardet"] [[package]] name = "aiomoex" -version = "1.2.2" +version = "2.0.0" description = "Asyncio MOEX ISS API" category = "main" optional = false -python-versions = ">=3.6" +python-versions = ">=3.8" [package.dependencies] aiohttp = "*" +[[package]] +name = "aiosignal" +version = "1.2.0" +description = "aiosignal: a list of registered asynchronous callbacks" +category = "main" +optional = false +python-versions = ">=3.6" + +[package.dependencies] +frozenlist = ">=1.1.0" + [[package]] name = "astor" version = "0.8.1" @@ -39,11 +50,11 @@ python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,>=2.7" [[package]] name = "async-timeout" -version = "3.0.1" +version = "4.0.2" description = "Timeout context manager for asyncio programs" category = "main" optional = false -python-versions = ">=3.5.3" +python-versions = ">=3.6" [[package]] name = "atomicwrites" @@ -55,21 +66,21 @@ python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" [[package]] name = "attrs" -version = "20.3.0" +version = "21.4.0" description = "Classes Without Boilerplate" category = "main" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" +python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" [package.extras] -dev = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "zope.interface", "furo", "sphinx", "pre-commit"] -docs = ["furo", "sphinx", "zope.interface"] -tests = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "zope.interface"] -tests_no_zope = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six"] +dev = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "mypy", "pytest-mypy-plugins", "zope.interface", "furo", "sphinx", "sphinx-notfound-page", "pre-commit", "cloudpickle"] +docs = ["furo", "sphinx", "zope.interface", "sphinx-notfound-page"] +tests = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "mypy", "pytest-mypy-plugins", "zope.interface", "cloudpickle"] +tests_no_zope = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "mypy", "pytest-mypy-plugins", "cloudpickle"] [[package]] name = "bandit" -version = "1.7.0" +version = "1.7.1" description = "Security oriented static analyser for python code." category = "dev" optional = false @@ -79,24 +90,26 @@ python-versions = ">=3.5" colorama = {version = ">=0.3.9", markers = "platform_system == \"Windows\""} GitPython = ">=1.0.1" PyYAML = ">=5.3.1" -six = ">=1.10.0" stevedore = ">=1.20.0" [[package]] name = "certifi" -version = "2020.12.5" +version = "2021.10.8" description = "Python package for providing Mozilla's CA Bundle." category = "main" optional = false python-versions = "*" [[package]] -name = "chardet" -version = "3.0.4" -description = "Universal encoding detector for Python 2 and 3" +name = "charset-normalizer" +version = "2.0.10" +description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet." category = "main" optional = false -python-versions = "*" +python-versions = ">=3.5.0" + +[package.extras] +unicode_backport = ["unicodedata2"] [[package]] name = "colorama" @@ -108,7 +121,7 @@ python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" [[package]] name = "darglint" -version = "1.5.8" +version = "1.8.1" description = "A utility for ensuring Google-style docstrings stay up to date with the source code." category = "dev" optional = false @@ -116,7 +129,7 @@ python-versions = ">=3.6,<4.0" [[package]] name = "docutils" -version = "0.16" +version = "0.18.1" description = "Docutils -- Python Documentation Utilities" category = "dev" optional = false @@ -124,7 +137,7 @@ python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" [[package]] name = "eradicate" -version = "1.0" +version = "2.0.0" description = "Removes commented-out code." category = "dev" optional = false @@ -132,17 +145,16 @@ python-versions = "*" [[package]] name = "flake8" -version = "3.8.4" +version = "4.0.1" description = "the modular source code checker: pep8 pyflakes and co" category = "dev" optional = false -python-versions = "!=3.0.*,!=3.1.*,!=3.2.*,!=3.3.*,>=2.7" +python-versions = ">=3.6" [package.dependencies] -importlib-metadata = {version = "*", markers = "python_version < \"3.8\""} mccabe = ">=0.6.0,<0.7.0" -pycodestyle = ">=2.6.0a1,<2.7.0" -pyflakes = ">=2.2.0,<2.3.0" +pycodestyle = ">=2.8.0,<2.9.0" +pyflakes = ">=2.4.0,<2.5.0" [[package]] name = "flake8-bandit" @@ -160,65 +172,68 @@ pycodestyle = "*" [[package]] name = "flake8-broken-line" -version = "0.2.1" +version = "0.4.0" description = "Flake8 plugin to forbid backslashes for line breaks" category = "dev" optional = false python-versions = ">=3.6,<4.0" [package.dependencies] -flake8 = ">=3.5,<4.0" +flake8 = ">=3.5,<5" [[package]] name = "flake8-bugbear" -version = "19.8.0" +version = "21.11.29" description = "A plugin for flake8 finding likely bugs and design problems in your program. Contains warnings that don't belong in pyflakes and pycodestyle." category = "dev" optional = false -python-versions = ">=3.5" +python-versions = ">=3.6" [package.dependencies] -attrs = "*" +attrs = ">=19.2.0" flake8 = ">=3.0.0" +[package.extras] +dev = ["coverage", "hypothesis", "hypothesmith (>=0.2)", "pre-commit"] + [[package]] name = "flake8-commas" -version = "2.0.0" +version = "2.1.0" description = "Flake8 lint for trailing commas." category = "dev" optional = false python-versions = "*" [package.dependencies] -flake8 = ">=2,<4.0.0" +flake8 = ">=2" [[package]] name = "flake8-comprehensions" -version = "3.3.1" +version = "3.7.0" description = "A flake8 plugin to help you write better list/set/dict comprehensions." category = "dev" optional = false python-versions = ">=3.6" [package.dependencies] -flake8 = ">=3.0,<3.2.0 || >3.2.0,<4" -importlib-metadata = {version = "*", markers = "python_version < \"3.8\""} +flake8 = ">=3.0,<3.2.0 || >3.2.0,<5" [[package]] name = "flake8-debugger" -version = "3.2.1" +version = "4.0.0" description = "ipdb/pdb statement checker plugin for flake8" category = "dev" optional = false -python-versions = "*" +python-versions = ">=3.6" [package.dependencies] -flake8 = ">=1.5" +flake8 = ">=3.0" pycodestyle = "*" +six = "*" [[package]] name = "flake8-docstrings" -version = "1.5.0" +version = "1.6.0" description = "Extension for flake8 which uses pydocstyle to check docstrings" category = "dev" optional = false @@ -230,7 +245,7 @@ pydocstyle = ">=2.1" [[package]] name = "flake8-eradicate" -version = "0.3.0" +version = "1.2.0" description = "Flake8 plugin to find commented out code" category = "dev" optional = false @@ -238,24 +253,24 @@ python-versions = ">=3.6,<4.0" [package.dependencies] attrs = "*" -eradicate = ">=1.0,<2.0" -flake8 = ">=3.5,<4.0" +eradicate = ">=2.0,<3.0" +flake8 = ">=3.5,<5" [[package]] name = "flake8-isort" -version = "3.0.1" +version = "4.1.1" description = "flake8 plugin that integrates isort ." category = "dev" optional = false python-versions = "*" [package.dependencies] -flake8 = ">=3.2.1,<4" -isort = {version = ">=4.3.5,<5", extras = ["pyproject"]} +flake8 = ">=3.2.1,<5" +isort = ">=4.3.5,<6" testfixtures = ">=6.8.0,<7" [package.extras] -test = ["pytest (>=4.0.2,<6)"] +test = ["pytest-cov"] [[package]] name = "flake8-polyfill" @@ -270,7 +285,7 @@ flake8 = "*" [[package]] name = "flake8-quotes" -version = "2.1.2" +version = "3.3.1" description = "Flake8 lint for quotes." category = "dev" optional = false @@ -281,19 +296,20 @@ flake8 = "*" [[package]] name = "flake8-rst-docstrings" -version = "0.0.12" +version = "0.2.5" description = "Python docstring reStructuredText (RST) validator" category = "dev" optional = false -python-versions = "*" +python-versions = ">=3.6" [package.dependencies] flake8 = ">=3.0.0" -restructuredtext_lint = "*" +pygments = "*" +restructuredtext-lint = "*" [[package]] name = "flake8-string-format" -version = "0.2.3" +version = "0.3.0" description = "string format checker, plugin for flake8" category = "dev" optional = false @@ -302,94 +318,65 @@ python-versions = "*" [package.dependencies] flake8 = "*" +[[package]] +name = "frozenlist" +version = "1.2.0" +description = "A list-like structure which implements collections.abc.MutableSequence" +category = "main" +optional = false +python-versions = ">=3.6" + [[package]] name = "gitdb" -version = "4.0.5" +version = "4.0.9" description = "Git Object Database" category = "dev" optional = false -python-versions = ">=3.4" +python-versions = ">=3.6" [package.dependencies] -smmap = ">=3.0.1,<4" +smmap = ">=3.0.1,<6" [[package]] name = "gitpython" -version = "3.1.12" -description = "Python Git Library" +version = "3.1.25" +description = "GitPython is a python library used to interact with Git repositories" category = "dev" optional = false -python-versions = ">=3.4" +python-versions = ">=3.7" [package.dependencies] gitdb = ">=4.0.1,<5" [[package]] name = "idna" -version = "2.10" +version = "3.3" description = "Internationalized Domain Names in Applications (IDNA)" category = "main" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" - -[[package]] -name = "idna-ssl" -version = "1.1.0" -description = "Patch ssl.match_hostname for Unicode(idna) domains support" -category = "main" -optional = false -python-versions = "*" - -[package.dependencies] -idna = ">=2.0" +python-versions = ">=3.5" [[package]] -name = "importlib-metadata" -version = "3.4.0" -description = "Read metadata from Python packages" +name = "iniconfig" +version = "1.1.1" +description = "iniconfig: brain-dead simple config-ini parsing" category = "dev" optional = false -python-versions = ">=3.6" - -[package.dependencies] -typing-extensions = {version = ">=3.6.4", markers = "python_version < \"3.8\""} -zipp = ">=0.5" - -[package.extras] -docs = ["sphinx", "jaraco.packaging (>=8.2)", "rst.linker (>=1.9)"] -testing = ["pytest (>=3.5,!=3.7.3)", "pytest-checkdocs (>=1.2.3)", "pytest-flake8", "pytest-cov", "pytest-enabler", "packaging", "pep517", "pyfakefs", "flufl.flake8", "pytest-black (>=0.3.7)", "pytest-mypy", "importlib-resources (>=1.3)"] +python-versions = "*" [[package]] name = "isort" -version = "4.3.21" +version = "5.10.1" description = "A Python utility / library to sort Python imports." category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" - -[package.dependencies] -toml = {version = "*", optional = true, markers = "extra == \"pyproject\""} +python-versions = ">=3.6.1,<4.0" [package.extras] -pipfile = ["pipreqs", "requirementslib"] -pyproject = ["toml"] -requirements = ["pipreqs", "pip-api"] -xdg_home = ["appdirs (>=1.4.0)"] - -[[package]] -name = "jedi" -version = "0.18.0" -description = "An autocompletion tool for Python that can be used for text editors." -category = "dev" -optional = false -python-versions = ">=3.6" - -[package.dependencies] -parso = ">=0.8.0,<0.9.0" - -[package.extras] -qa = ["flake8 (==3.8.3)", "mypy (==0.782)"] -testing = ["Django (<3.1)", "colorama", "docopt", "pytest (<6.0.0)"] +pipfile_deprecated_finder = ["pipreqs", "requirementslib"] +requirements_deprecated_finder = ["pipreqs", "pip-api"] +colors = ["colorama (>=0.4.3,<0.5.0)"] +plugins = ["setuptools"] [[package]] name = "mccabe" @@ -399,17 +386,9 @@ category = "dev" optional = false python-versions = "*" -[[package]] -name = "more-itertools" -version = "8.6.0" -description = "More routines for operating on iterables, beyond itertools" -category = "dev" -optional = false -python-versions = ">=3.5" - [[package]] name = "multidict" -version = "5.1.0" +version = "5.2.0" description = "multidict implementation" category = "main" optional = false @@ -417,19 +396,20 @@ python-versions = ">=3.6" [[package]] name = "mypy" -version = "0.782" +version = "0.931" description = "Optional static typing for Python" category = "dev" optional = false -python-versions = ">=3.5" +python-versions = ">=3.6" [package.dependencies] -mypy-extensions = ">=0.4.3,<0.5.0" -typed-ast = ">=1.4.0,<1.5.0" -typing-extensions = ">=3.7.4" +mypy-extensions = ">=0.4.3" +tomli = ">=1.1.0" +typing-extensions = ">=3.10" [package.extras] dmypy = ["psutil (>=4.0)"] +python2 = ["typed-ast (>=1.4.0,<2)"] [[package]] name = "mypy-extensions" @@ -441,54 +421,47 @@ python-versions = "*" [[package]] name = "numpy" -version = "1.19.5" +version = "1.22.0" description = "NumPy is the fundamental package for array computing with Python." category = "main" optional = false -python-versions = ">=3.6" +python-versions = ">=3.8" [[package]] name = "packaging" -version = "20.8" +version = "21.3" description = "Core utilities for Python packages" category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" +python-versions = ">=3.6" [package.dependencies] -pyparsing = ">=2.0.2" +pyparsing = ">=2.0.2,<3.0.5 || >3.0.5" [[package]] name = "pandas" -version = "1.1.5" +version = "1.3.5" description = "Powerful data structures for data analysis, time series, and statistics" category = "main" optional = false -python-versions = ">=3.6.1" +python-versions = ">=3.7.1" [package.dependencies] -numpy = ">=1.15.4" +numpy = [ + {version = ">=1.17.3", markers = "platform_machine != \"aarch64\" and platform_machine != \"arm64\" and python_version < \"3.10\""}, + {version = ">=1.19.2", markers = "platform_machine == \"aarch64\" and python_version < \"3.10\""}, + {version = ">=1.20.0", markers = "platform_machine == \"arm64\" and python_version < \"3.10\""}, + {version = ">=1.21.0", markers = "python_version >= \"3.10\""}, +] python-dateutil = ">=2.7.3" -pytz = ">=2017.2" - -[package.extras] -test = ["pytest (>=4.0.2)", "pytest-xdist", "hypothesis (>=3.58)"] - -[[package]] -name = "parso" -version = "0.8.1" -description = "A Python Parser" -category = "dev" -optional = false -python-versions = ">=3.6" +pytz = ">=2017.3" [package.extras] -qa = ["flake8 (==3.8.3)", "mypy (==0.782)"] -testing = ["docopt", "pytest (<6.0.0)"] +test = ["hypothesis (>=3.58)", "pytest (>=6.0)", "pytest-xdist"] [[package]] name = "pbr" -version = "5.5.1" +version = "5.8.0" description = "Python Build Reasonableness" category = "dev" optional = false @@ -496,59 +469,61 @@ python-versions = ">=2.6" [[package]] name = "pep8-naming" -version = "0.9.1" +version = "0.12.1" description = "Check PEP-8 naming conventions, plugin for flake8" category = "dev" optional = false python-versions = "*" [package.dependencies] +flake8 = ">=3.9.1" flake8-polyfill = ">=1.0.2,<2" [[package]] name = "pluggy" -version = "0.13.1" +version = "1.0.0" description = "plugin and hook calling mechanisms for python" category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" - -[package.dependencies] -importlib-metadata = {version = ">=0.12", markers = "python_version < \"3.8\""} +python-versions = ">=3.6" [package.extras] dev = ["pre-commit", "tox"] +testing = ["pytest", "pytest-benchmark"] [[package]] 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a/poetry.lock b/poetry.lock index b8c7c14..2f7d9b2 100644 --- a/poetry.lock +++ b/poetry.lock @@ -700,6 +700,33 @@ category = "dev" optional = false python-versions = ">=3.7" +[[package]] +name = "types-requests" +version = "2.27.3" +description = "Typing stubs for requests" +category = "dev" +optional = false +python-versions = "*" + +[package.dependencies] +types-urllib3 = "<1.27" + +[[package]] +name = "types-tabulate" +version = "0.8.5" +description = "Typing stubs for tabulate" +category = "dev" +optional = false +python-versions = "*" + +[[package]] +name = "types-urllib3" +version = "1.26.1" +description = "Typing stubs for urllib3" +category = "dev" +optional = false +python-versions = "*" + [[package]] name = "typing-extensions" version = "4.0.1" @@ -765,7 +792,7 @@ multidict = ">=4.0" [metadata] lock-version = "1.1" python-versions = "^3.8" -content-hash = "d4ef2f85411303b2d3c5fe9db991f7ff03df8723f9979b995575ae03fdf46498" +content-hash = 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upgrade --- investments/ibdds/ibdds.py | 30 ++++++++++++++++++------------ 1 file changed, 18 insertions(+), 12 deletions(-) diff --git a/investments/ibdds/ibdds.py b/investments/ibdds/ibdds.py index e05b48b..fac712e 100644 --- a/investments/ibdds/ibdds.py +++ b/investments/ibdds/ibdds.py @@ -11,8 +11,7 @@ import argparse import csv import logging -from pathlib import Path -from typing import List +from typing import Any, List from tabulate import tabulate @@ -22,8 +21,9 @@ class InteractiveBrokersCashReportParser(InteractiveBrokersReportParser): - def parse_csv(self, *, activity_report_filepath: Path, **kwargs): - with open(activity_report_filepath, newline='') as activity_fh: + def parse_csv(self, *, activity_csvs: List[str], trade_confirmation_csvs: List[str]): + assert len(activity_csvs) == 1 + with open(activity_csvs[0], newline='') as activity_fh: self._real_parse_activity_csv(csv.reader(activity_fh, delimiter=','), { 'Cash Report': self._parse_cash_report, }) @@ -32,11 +32,10 @@ def parse_csv(self, *, activity_report_filepath: Path, **kwargs): def parse_reports(activity_report_filepath: str) -> InteractiveBrokersCashReportParser: parser_object = InteractiveBrokersCashReportParser() - activity_report = Path(activity_report_filepath) - logging.info(f'Activity report {activity_report}') + logging.info(f'Activity report {activity_report_filepath}') logging.info('start reports parse') - parser_object.parse_csv(activity_report_filepath=activity_report) + parser_object.parse_csv(activity_csvs=[activity_report_filepath], trade_confirmation_csvs=[]) logging.info(f'end reports parse {parser_object}') return parser_object @@ -55,13 +54,20 @@ def show_report(cash: List[Cash]): begin_amount = dds_specific_round([op.amount for op in operations if op.description == 'Starting Cash'][0]) end_amount = dds_specific_round([op.amount for op in operations if op.description == 'Ending Cash'][0]) - deposits = [op.amount for op in operations if 'Cash' not in op.description and op.amount > Money(0, op.amount.currency)] - deposits_amount = dds_specific_round(sum(deposits) if deposits else Money(0, currency)) + deposits_amount = Money(0, currency) + withdrawals_amount = Money(0, currency) - withdrawals = [op.amount for op in operations if 'Cash' not in op.description and op.amount < Money(0, op.amount.currency)] - withdrawals_amount = dds_specific_round(sum(withdrawals) if withdrawals else Money(0, currency)) + for op in operations: + if 'Cash' not in op.description: + if op.amount > Money(0, op.amount.currency): + deposits_amount += op.amount + else: + withdrawals_amount += op.amount - report = [ + deposits_amount = dds_specific_round(deposits_amount) + withdrawals_amount = dds_specific_round(withdrawals_amount) + + report: List[List[Any]] = [ [f'{currency.name} {currency.iso_numeric_code}', 'Сумма в тысячах единиц'], ['Остаток денежных средств на счете на начало отчетного периода', begin_amount], ['Зачислено денежных средств за отчетный период', deposits_amount], From af4218fbe6236610a1010de01d80a95dff7fea0d Mon Sep 17 00:00:00 2001 From: Maxim Andreev Date: Sun, 9 Jan 2022 16:28:42 +0300 Subject: [PATCH 7/8] add __init__ fix ibdds and ibtax (fix mypy warnings) --- investments/ibdds/__init__.py | 0 investments/ibtax/__init__.py | 0 2 files changed, 0 insertions(+), 0 deletions(-) create mode 100644 investments/ibdds/__init__.py create mode 100644 investments/ibtax/__init__.py diff --git a/investments/ibdds/__init__.py b/investments/ibdds/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/investments/ibtax/__init__.py b/investments/ibtax/__init__.py new file mode 100644 index 0000000..e69de29 From d6b35bc92bcdbc78539d5a5781f8de5bfc2f4f7b Mon Sep 17 00:00:00 2001 From: Maxim Andreev Date: Sun, 9 Jan 2022 18:37:41 +0300 Subject: [PATCH 8/8] fix flake8 errors --- .flake8 | 7 +++---- .isort.cfg | 2 ++ investments/data_providers/cache.py | 5 ++--- investments/data_providers/cbr.py | 2 +- investments/ibtax/ibtax.py | 2 +- investments/report_parsers/open_fr.py | 2 +- 6 files changed, 10 insertions(+), 10 deletions(-) create mode 100644 .isort.cfg diff --git a/.flake8 b/.flake8 index 83fdbee..94b6cb3 100644 --- a/.flake8 +++ b/.flake8 @@ -1,6 +1,3 @@ -[isort] -line_length = 79 - [flake8] max-line-length = 200 @@ -8,7 +5,7 @@ max-imports = 16 min-name-length = 1 -max-line-complexity = 24 +max-line-complexity = 25 max-string-usages = 16 @@ -44,6 +41,7 @@ ignore = WPS202, # too many module members WPS218, # too many asserts, useful for tests/ WPS226, # Found string constant over-use + WPS237, # too complex `f` string WPS301, # dotted raw import WPS305, # f-strings WPS306, # class without a base class @@ -52,5 +50,6 @@ ignore = WPS323, # '%' strings, too many false-positives (strptime, ...) WPS420, # allow 'pass' (but also 'global','local' & 'del') WPS421, # allow 'print()' function + WPS454, # wrong `raise` exception type: Exception WPS602, # @staticmethod S314, S405, # allow xml.etree.ElementTree diff --git a/.isort.cfg b/.isort.cfg new file mode 100644 index 0000000..69aadbc --- /dev/null +++ b/.isort.cfg @@ -0,0 +1,2 @@ +[settings] +line_length = 128 diff --git a/investments/data_providers/cache.py b/investments/data_providers/cache.py index 4ce6344..c183047 100644 --- a/investments/data_providers/cache.py +++ b/investments/data_providers/cache.py @@ -31,6 +31,5 @@ def get(self) -> Optional[pandas.DataFrame]: return pandas.read_pickle(self._cache_file) def put(self, df: pandas.DataFrame): - if self._cache_file is None: - return None - df.to_pickle(self._cache_file) + if self._cache_file is not None: + df.to_pickle(self._cache_file) diff --git a/investments/data_providers/cbr.py b/investments/data_providers/cbr.py index f376fda..de23d60 100644 --- a/investments/data_providers/cbr.py +++ b/investments/data_providers/cbr.py @@ -7,7 +7,7 @@ import datetime import logging -import xml.etree.ElementTree as ET # type: ignore +import xml.etree.ElementTree as ET # noqa:N817 from typing import Dict, List, Optional, Tuple import pandas # type: ignore diff --git a/investments/ibtax/ibtax.py b/investments/ibtax/ibtax.py index dcba642..b8951c7 100644 --- a/investments/ibtax/ibtax.py +++ b/investments/ibtax/ibtax.py @@ -13,7 +13,7 @@ from investments.interests import Interest from investments.money import Money from investments.report_parsers.ib import InteractiveBrokersReportParser -from investments.trades_fifo import TradesAnalyzer, FinishedTrade, PortfolioElement # noqa: I001 +from investments.trades_fifo import FinishedTrade, PortfolioElement, TradesAnalyzer def apply_round_for_dataframe(source: pandas.DataFrame, columns: Iterable, digits: int = 2) -> pandas.DataFrame: diff --git a/investments/report_parsers/open_fr.py b/investments/report_parsers/open_fr.py index fa34dd0..4698ab7 100644 --- a/investments/report_parsers/open_fr.py +++ b/investments/report_parsers/open_fr.py @@ -1,6 +1,6 @@ import datetime import re -import xml.etree.ElementTree as ET # type: ignore +import xml.etree.ElementTree as ET # noqa:N817 from typing import List, Optional from investments.currency import Currency