diff --git a/src/blp/blp.py b/src/blp/blp.py index b7b2add..0ac26f9 100644 --- a/src/blp/blp.py +++ b/src/blp/blp.py @@ -925,7 +925,13 @@ def bdib( """ query = create_intraday_bar_query( - security, event_type, interval, start_datetime, end_datetime, overrides, options, + security, + event_type, + interval, + start_datetime, + end_datetime, + overrides, + options, ) res = self.query(query, self.parser, self.collect_to_bdib) dfs = [] diff --git a/src/blp/test/test_blp.py b/src/blp/test/test_blp.py index 7027e9c..acf1ca6 100644 --- a/src/blp/test/test_blp.py +++ b/src/blp/test/test_blp.py @@ -60,7 +60,13 @@ class MockBlpQuery(blp.BlpQuery): } def __init__( - self, host="localhost", port=8194, timeout=10000, parser=None, cache_data=None, **kwargs, + self, + host="localhost", + port=8194, + timeout=10000, + parser=None, + cache_data=None, + **kwargs, ): self._cache = cache_data super().__init__(host=host, port=port, timeout=timeout, parser=parser, **kwargs) @@ -192,7 +198,8 @@ def assert_info_equal(data, exp_data, ignore_overrides=True): d["message"]["element"]["fieldResponse"], key=lambda x: x["fieldData"]["id"] ) ed["message"]["element"]["fieldResponse"] = sorted( - ed["message"]["element"]["fieldResponse"], key=lambda x: x["fieldData"]["id"], + ed["message"]["element"]["fieldResponse"], + key=lambda x: x["fieldData"]["id"], ) if ignore_overrides: for di in [d, ed]: @@ -2485,7 +2492,12 @@ def test_bdh_infer(): host = HOST port = PORT bquery = blp.BlpQuery(host, port, timeout=QUERY_TIMEOUT, field_column_map={}).start() - df = bquery.bdh(["SPY US Equity"], ["PX_LAST_ACTUAL"], start_date="20180102", end_date="20180103",) + df = bquery.bdh( + ["SPY US Equity"], + ["PX_LAST_ACTUAL"], + start_date="20180102", + end_date="20180103", + ) df_expect = pandas.DataFrame( [(TS(2018, 1, 2), "SPY US Equity", 268.77), (TS(2018, 1, 3), "SPY US Equity", 270.47)], columns=["date", "security", "PX_LAST_ACTUAL"], @@ -2500,10 +2512,16 @@ def test_bdh_coerce_none(): bquery = blp.BlpQuery( host, port, timeout=QUERY_TIMEOUT, field_column_map={"PX_VOLUME": lambda x: pandas.Series(x, dtype="float64")} ).start() - df = bquery.bdh(["DOESCRUD Index"], ["PX_VOLUME", "PX_LAST"], start_date="20180105", end_date="20180105",) + df = bquery.bdh( + ["DOESCRUD Index"], + ["PX_VOLUME", "PX_LAST"], + start_date="20180105", + end_date="20180105", + ) dtypes = {"PX_VOLUME": numpy.dtype("float64")} df_expect = pandas.DataFrame( - [(TS(2018, 1, 5), "DOESCRUD Index", None, 419515.0)], columns=["date", "security", "PX_VOLUME", "PX_LAST"], + [(TS(2018, 1, 5), "DOESCRUD Index", None, 419515.0)], + columns=["date", "security", "PX_VOLUME", "PX_LAST"], ).astype(dtypes) assert_frame_equal(df, df_expect) @@ -2535,7 +2553,8 @@ def test_bdp_not_applicable(bquery): df = bquery.bdp(["RSF82 Comdty", "PLG18 Comdty"], ["ID_EXCH_SYMBOL"]) dtypes = {"security": numpy.dtype("O"), "ID_EXCH_SYMBOL": numpy.dtype("O")} df_expect = pandas.DataFrame( - [["RSF82 Comdty", None], ["PLG18 Comdty", "PL"]], columns=["security", "ID_EXCH_SYMBOL"], + [["RSF82 Comdty", None], ["PLG18 Comdty", "PL"]], + columns=["security", "ID_EXCH_SYMBOL"], ).astype(dtypes) assert_frame_equal(df, df_expect) @@ -2591,7 +2610,12 @@ def bdit_params(): "ids": ["bdit", "bdit_with_condition_codes"], "argvalues": [ ("CL1 Comdty", ["TRADE"], None, dtype_expect), - ("CL1 Comdty", ["TRADE"], [("includeConditionCodes", True)], dtype_expect_cc,), + ( + "CL1 Comdty", + ["TRADE"], + [("includeConditionCodes", True)], + dtype_expect_cc, + ), ], } @@ -2624,7 +2648,11 @@ def test_create_historical_query(): } } res = blp.create_historical_query( - ["SPY US Equity"], ["PX_LAST"], "20190101", "20190110", options=[("periodicitySelection", "DAILY")], + ["SPY US Equity"], + ["PX_LAST"], + "20190101", + "20190110", + options=[("periodicitySelection", "DAILY")], ) assert res == exp_res