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0497bea
add models rst
May 2, 2022
b39156f
reorganized file paths
May 2, 2022
223e8ea
added to toctree
May 2, 2022
6f4b89d
update Aggs to have optional fields and class comments
May 2, 2022
f3154cd
refactor last to cryptotrade
May 2, 2022
9077402
Update fields to optional, add class comments, and refactor last to c…
May 2, 2022
2ecea77
refactor tradecrypto to cryptotrade
May 2, 2022
df5262c
refactor class name
May 2, 2022
61c7026
updates trades models
May 2, 2022
8935b14
add quotes models
May 2, 2022
cd7fc09
Merge remote-tracking branch 'origin/master' into darcy-models-docs
May 2, 2022
32ec002
add class info and fix class fields
May 2, 2022
6a4bfa0
add snapshot models
May 2, 2022
b8a884c
add comments for dataclasses
May 2, 2022
f708ede
add ticker models
May 2, 2022
0e2f336
remove unneeded from_dict methods
May 2, 2022
f7ad3fb
added class quotes
May 2, 2022
dc2dd5a
rename currencies and exchanges
May 2, 2022
df92a80
add market models
May 2, 2022
0e9408c
add class descriptions
May 2, 2022
09a8263
add conditions models
May 2, 2022
9c7432f
update from_dict methods
May 2, 2022
1bfaab0
lengthen title overline
May 2, 2022
5317b85
remove unused model
May 2, 2022
7794bdf
remove last trade crypto model
May 2, 2022
09d8ebb
add missing punctuation
May 2, 2022
9cf1d15
fix from_dict methods
May 2, 2022
e721aba
fix from_dict method
May 2, 2022
17d390b
expanded from_dict methods
May 2, 2022
bb76f06
increase test output max length
May 2, 2022
a4a9713
lint
May 2, 2022
a0d0972
refactor tests
May 2, 2022
225c680
add get last crypto trade back
May 2, 2022
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197 changes: 197 additions & 0 deletions docs/source/Models.rst
Original file line number Diff line number Diff line change
@@ -0,0 +1,197 @@
.. _models_header:

Models
==============================================================

==============================================================
Agg
==============================================================
.. autoclass:: polygon.rest.models.Agg

==============================================================
Grouped Daily Agg
==============================================================
.. autoclass:: polygon.rest.models.GroupedDailyAgg

==============================================================
Daily Open Close Agg
==============================================================
.. autoclass:: polygon.rest.models.DailyOpenCloseAgg

==============================================================
Previous Close Agg
==============================================================
.. autoclass:: polygon.rest.models.PreviousCloseAgg

==============================================================
Trade
==============================================================
.. autoclass:: polygon.rest.models.Trade

==============================================================
Last Trade
==============================================================
.. autoclass:: polygon.rest.models.LastTrade

==============================================================
Crypto Trade
==============================================================
.. autoclass:: polygon.rest.models.CryptoTrade

==============================================================
Quote
==============================================================
.. autoclass:: polygon.rest.models.Quote

==============================================================
Last Quote
==============================================================
.. autoclass:: polygon.rest.models.LastQuote

==============================================================
Snapshot Min
==============================================================
.. autoclass:: polygon.rest.models.SnapshotMin

==============================================================
Snapshot
==============================================================
.. autoclass:: polygon.rest.models.Snapshot

==============================================================
Day Option Contract Snapshot
==============================================================
.. autoclass:: polygon.rest.models.DayOptionContractSnapshot

==============================================================
Option Details
==============================================================
.. autoclass:: polygon.rest.models.OptionDetails

==============================================================
Option Last Quote
==============================================================
.. autoclass:: polygon.rest.models.OptionLastQuote

==============================================================
Option Greeks
==============================================================
.. autoclass:: polygon.rest.models.OptionGreeks

==============================================================
Underlying Asset
==============================================================
.. autoclass:: polygon.rest.models.UnderlyingAsset

==============================================================
Option Contract Snapshot
==============================================================
.. autoclass:: polygon.rest.models.OptionContractSnapshot

==============================================================
Order Book Quote
==============================================================
.. autoclass:: polygon.rest.models.OrderBookQuote

==============================================================
Snapshot Ticker Full Book
==============================================================
.. autoclass:: polygon.rest.models.SnapshotTickerFullBook

==============================================================
Ticker
==============================================================
.. autoclass:: polygon.rest.models.Ticker

==============================================================
Address
==============================================================
.. autoclass:: polygon.rest.models.Address

==============================================================
Branding
==============================================================
.. autoclass:: polygon.rest.models.Branding

==============================================================
Publisher
==============================================================
.. autoclass:: polygon.rest.models.Publisher

==============================================================
Ticker Details
==============================================================
.. autoclass:: polygon.rest.models.TickerDetails

==============================================================
Ticker News
==============================================================
.. autoclass:: polygon.rest.models.TickerNews

==============================================================
Ticker Types
==============================================================
.. autoclass:: polygon.rest.models.TickerTypes

==============================================================
Market Holiday
==============================================================
.. autoclass:: polygon.rest.models.MarketHoliday

==============================================================
Market Currencies
==============================================================
.. autoclass:: polygon.rest.models.MarketCurrencies

==============================================================
Market Exchanges
==============================================================
.. autoclass:: polygon.rest.models.MarketExchanges

==============================================================
Market Status
==============================================================
.. autoclass:: polygon.rest.models.MarketStatus

==============================================================
Split
==============================================================
.. autoclass:: polygon.rest.models.Split

==============================================================
Dividend
==============================================================
.. autoclass:: polygon.rest.models.Dividend

==============================================================
Sip Mapping
==============================================================
.. autoclass:: polygon.rest.models.SipMapping

==============================================================
Consolidated
==============================================================
.. autoclass:: polygon.rest.models.Consolidated

==============================================================
Market Center
==============================================================
.. autoclass:: polygon.rest.models.MarketCenter

==============================================================
Update Rules
==============================================================
.. autoclass:: polygon.rest.models.UpdateRules

==============================================================
Condition
==============================================================
.. autoclass:: polygon.rest.models.Condition

==============================================================
Exchange
==============================================================
.. autoclass:: polygon.rest.models.Exchange



18 changes: 9 additions & 9 deletions docs/source/Trades.rst
Original file line number Diff line number Diff line change
@@ -1,19 +1,19 @@
.. _trades_header:

Trades
=============
==================================================================

===========
==================================================================
List trades
===========
==================================================================
.. automethod:: polygon.RESTClient.list_trades

===========
==================================================================
Get last trade
===========
==================================================================
.. automethod:: polygon.RESTClient.get_last_trade

===========
Get last trade (crypto)
===========
.. automethod:: polygon.RESTClient.get_last_trade_crypto
==================================================================
Get last crypto trade
==================================================================
.. automethod:: polygon.RESTClient.get_last_crypto_trade
1 change: 1 addition & 0 deletions docs/source/index.rst
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,7 @@ This documentation is for the Python client only. For details about the response
Quotes
Reference
Trades
Models


Indices and tables
Expand Down
74 changes: 39 additions & 35 deletions polygon/rest/models/aggs.py
Original file line number Diff line number Diff line change
Expand Up @@ -4,14 +4,15 @@

@dataclass
class Agg:
open: Optional[float]
high: Optional[float]
low: Optional[float]
close: Optional[float]
volume: Optional[float]
vwap: Optional[float]
timestamp: Optional[int]
transactions: Optional[int]
"Contains aggregate data for a given ticker symbol over a given date range in a custom time window size."
open: Optional[float] = None
high: Optional[float] = None
low: Optional[float] = None
close: Optional[float] = None
volume: Optional[float] = None
vwap: Optional[float] = None
timestamp: Optional[int] = None
transactions: Optional[int] = None

@staticmethod
def from_dict(d):
Expand All @@ -29,15 +30,16 @@ def from_dict(d):

@dataclass
class GroupedDailyAgg:
ticker: str
open: float
high: float
low: float
close: float
volume: float
vwap: Optional[float]
timestamp: Optional[int]
transactions: Optional[int]
"Contains daily open, high, low, and close (OHLC) data for a given date."
ticker: Optional[str] = None
open: Optional[float] = None
high: Optional[float] = None
low: Optional[float] = None
close: Optional[float] = None
volume: Optional[float] = None
vwap: Optional[float] = None
timestamp: Optional[int] = None
transactions: Optional[int] = None

@staticmethod
def from_dict(d):
Expand All @@ -56,16 +58,17 @@ def from_dict(d):

@dataclass
class DailyOpenCloseAgg:
after_hours: Optional[float]
close: float
from_: str
high: float
low: float
open: float
pre_market: Optional[float]
status: Optional[str]
symbol: str
volume: float
"Contains data for open, close and afterhours prices of a ticker symbol on a specified date."
after_hours: Optional[float] = None
close: Optional[float] = None
from_: Optional[str] = None
high: Optional[float] = None
low: Optional[float] = None
open: Optional[float] = None
pre_market: Optional[float] = None
status: Optional[str] = None
symbol: Optional[str] = None
volume: Optional[float] = None

@staticmethod
def from_dict(d):
Expand All @@ -85,14 +88,15 @@ def from_dict(d):

@dataclass
class PreviousCloseAgg:
ticker: str
close: float
high: float
low: float
open: float
timestamp: Optional[float]
volume: float
vwap: Optional[float]
"Contains data for the previous day's open, high, low, and close (OHLC) of the specified stock ticker."
ticker: Optional[str] = None
close: Optional[float] = None
high: Optional[float] = None
low: Optional[float] = None
open: Optional[float] = None
timestamp: Optional[float] = None
volume: Optional[float] = None
vwap: Optional[float] = None

@staticmethod
def from_dict(d):
Expand Down
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