Merge pull request #160 from timkpaine/options_date

Fixes #157 - options date and time fields
tkp-archive · Dec 5, 2020 · 564c612 · 564c612
2 parents 2591994 + 5916215
commit 564c612
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Showing 3 changed files with 63 additions and 37 deletions.
diff --git a/pyEX/common.py b/pyEX/common.py
@@ -138,51 +138,53 @@
 ]
 
 _STANDARD_DATE_FIELDS = [
+    "consensusEndDate",
+    "consensusStartDate",
+    "DailyListTimestamp",
     "date",
+    "datetime",
+    "declaredDate",
     "EPSReportDate",
-    "fiscalEndDate",
+    "endDate",
     "exDate",
-    "declaredDate",
-    "paymentDate",
-    "recordDate",
-    "reportDate",
-    "datetime",
     "expectedDate",
+    "expirationDate",
+    "fiscalEndDate",
     "latestTime",
-    "DailyListTimestamp",
-    "RecordUpdateTime",
-    "settlementDate",
+    "lastTradeDate",
     "lastUpdated",
+    "paymentDate",
     "processedTime",
-    "expirationDate",
+    "recordDate",
+    "RecordUpdateTime",
+    "reportDate",
+    "settlementDate",
     "startDate",
-    "endDate",
-    "consensusEndDate",
-    "consensusStartDate",
 ]
 
 _STANDARD_TIME_FIELDS = [
     "closeTime",
     "close.time",
     "delayedPriceTime",
     "extendedPriceTime",
+    "highTime",
+    "iexCloseTime",
     "iexLastUpdated",
+    "iexOpenTime",
+    "lastTradeTime",
+    "lastUpdated",
     "latestTime",
+    "latestUpdate",
+    "lowTime",
+    "oddLotDelayedPriceTime",
     "openTime",
     "open.time",
     "processedTime",
+    "report_date",
+    "reportDate",
     "time",
     "timestamp",
-    "lastUpdated",
-    "reportDate",
-    "report_date",
-    "iexOpenTime",
-    "iexCloseTime",
-    "lastTradeTime",
-    "highTime",
-    "lowTime",
-    "latestUpdate",
-    "oddLotDelayedPriceTime",
+    "updated",
 ]
 
 _INDICATORS = [
@@ -794,8 +796,15 @@ def _reindex(df, col):
 
 def _toDatetime(df, cols=None, tcols=None):
     """internal"""
-    cols = cols if cols is not None else _STANDARD_DATE_FIELDS
-    tcols = tcols if tcols is not None else _STANDARD_TIME_FIELDS
+    if not isinstance(cols, list):
+        cols = [cols]
+    if not isinstance(tcols, list):
+        tcols = [tcols]
+
+    cols = cols + _STANDARD_DATE_FIELDS if cols is not None else _STANDARD_DATE_FIELDS
+    tcols = (
+        tcols + _STANDARD_TIME_FIELDS if tcols is not None else _STANDARD_TIME_FIELDS
+    )
 
     for col in cols:
         if col in df.columns:

diff --git a/pyEX/options/options.py b/pyEX/options/options.py
@@ -64,5 +64,5 @@ def options(symbol, expiration, side="", token="", version="", filter=""):
 def optionsDF(symbol, expiration, side="", token="", version="", filter=""):
     p = options(symbol, expiration, side, token, version, filter)
     df = pd.DataFrame(p)
-    _toDatetime(df)
+    _toDatetime(df, tcols=["date"])
     return df
diff --git a/pyEX/refdata/symbols.py b/pyEX/refdata/symbols.py
@@ -169,6 +169,7 @@ def symbolsDF(token="", version="", filter=""):
     df = pd.DataFrame(symbols(token, version, filter))
     _toDatetime(df)
     _reindex(df, "symbol")
+    df.sort_index(inplace=True)
     return df
 
 
@@ -177,6 +178,7 @@ def iexSymbolsDF(token="", version="", filter=""):
     df = pd.DataFrame(iexSymbols(token, version, filter))
     _toDatetime(df)
     _reindex(df, "symbol")
+    df.sort_index(inplace=True)
     return df
 
 
@@ -185,6 +187,7 @@ def mutualFundSymbolsDF(token="", version="", filter=""):
     df = pd.DataFrame(mutualFundSymbols(token, version, filter))
     _toDatetime(df)
     _reindex(df, "symbol")
+    df.sort_index(inplace=True)
     return df
 
 
@@ -193,6 +196,7 @@ def otcSymbolsDF(token="", version="", filter=""):
     df = pd.DataFrame(otcSymbols(token, version, filter))
     _toDatetime(df)
     _reindex(df, "symbol")
+    df.sort_index(inplace=True)
     return df
 
 
@@ -201,6 +205,7 @@ def internationalSymbolsDF(region="", exchange="", token="", version="", filter=
     df = pd.DataFrame(internationalSymbols(region, exchange, token, version, filter))
     _toDatetime(df)
     _reindex(df, "symbol")
+    df.sort_index(inplace=True)
     return df
 
 
@@ -210,6 +215,8 @@ def fxSymbolsDF(token="", version=""):
     df1 = pd.DataFrame(fx["currencies"])
     df2 = pd.DataFrame(fx["pairs"])
     _reindex(df1, "code")
+    df1.sort_index(inplace=True)
+    df2.sort_index(inplace=True)
     return [df1, df2]
 
 
@@ -218,6 +225,7 @@ def optionsSymbolsDF(token="", version="", filter=""):
     df = json_normalize(optionsSymbols(token, version, filter))
     df = df.T
     df.columns = ["expirations"]
+    df.sort_index(inplace=True)
     return df
 
 
@@ -226,35 +234,42 @@ def cryptoSymbolsDF(token="", version="", filter=""):
     df = pd.DataFrame(cryptoSymbols(token, version, filter))
     _toDatetime(df)
     _reindex(df, "symbol")
+    df.sort_index(inplace=True)
     return df
 
 
 @wraps(symbols)
 def symbolsList(token="", version=""):
-    return [x["symbol"] for x in symbols(token, version, filter="symbol")]
+    return sorted([x["symbol"] for x in symbols(token, version, filter="symbol")])
 
 
 @wraps(iexSymbols)
 def iexSymbolsList(token="", version=""):
-    return [x["symbol"] for x in iexSymbols(token, version, filter="symbol")]
+    return sorted([x["symbol"] for x in iexSymbols(token, version, filter="symbol")])
 
 
 @wraps(mutualFundSymbols)
 def mutualFundSymbolsList(token="", version=""):
-    return [x["symbol"] for x in mutualFundSymbols(token, version, filter="symbol")]
+    return sorted(
+        [x["symbol"] for x in mutualFundSymbols(token, version, filter="symbol")]
+    )
 
 
 @wraps(otcSymbols)
 def otcSymbolsList(token="", version=""):
-    return [x["symbol"] for x in otcSymbols(token, version, filter="symbol")]
+    return sorted([x["symbol"] for x in otcSymbols(token, version, filter="symbol")])
 
 
 @wraps(internationalSymbols)
 def internationalSymbolsList(region="", exchange="", token="", version=""):
-    return [
-        x["symbol"]
-        for x in internationalSymbols(region, exchange, token, version, filter="symbol")
-    ]
+    return sorted(
+        [
+            x["symbol"]
+            for x in internationalSymbols(
+                region, exchange, token, version, filter="symbol"
+            )
+        ]
+    )
 
 
 @wraps(fxSymbols)
@@ -265,17 +280,19 @@ def fxSymbolsList(token="", version=""):
         ret[0].append(c["code"])
     for p in fx["pairs"]:
         ret[1].append(p["fromCurrency"] + p["toCurrency"])
-    return ret
+    return sorted(ret)
 
 
 @wraps(optionsSymbols)
 def optionsSymbolsList(token="", version=""):
-    return [x["symbol"] for x in optionsSymbols(token, version, filter="symbol")]
+    return sorted(
+        [x["symbol"] for x in optionsSymbols(token, version, filter="symbol")]
+    )
 
 
 @wraps(cryptoSymbols)
 def cryptoSymbolsList(token="", version=""):
-    return [x["symbol"] for x in cryptoSymbols(token, version, filter="symbol")]
+    return sorted([x["symbol"] for x in cryptoSymbols(token, version, filter="symbol")])
 
 
 def isinLookup(isin, token="", version=""):