1172 Commits

Author SHA1 Message Date
ValueRaider
13acc3dc97 Merge pull request #1707 from rickturner2001/fix-testing
Test Fix: Check for type and expect exceptions in tests
2023-10-01 21:19:31 +01:00
Value Raider
cc1ac7bbcc Fix cache on read-only filesystem, + tests 2023-10-01 21:17:59 +01:00
rickturner2001
75449fd0ac Merge branch 'dev' into fix-testing 2023-10-01 15:08:12 -04:00
Value Raider
22e0c414c4 Rename for clarity 2023-10-01 13:04:48 +01:00
Value Raider
37d60e6efb Complete TZ cache lazy-loading
The initial singleton design pattern for database access meant that lazy-loading was broken,
due to structure of '_KV' class. So errors were blocking import.
Fix = use 'peewee' proxy database and initialise when needed.
2023-10-01 12:53:49 +01:00
Value Raider
dac9a48742 Dev version 0.2.31b1 0.2.31b1 2023-10-01 10:06:34 +01:00
rickturner2001
bd52326091 Fix testing: Fixed broken tests and refactored code 2023-09-30 18:23:03 -04:00
ValueRaider
9581b8bd45 Merge pull request #1705 from ranaroussi/fix/tz-cache-init
Fix TZ cache exception blocking import
2023-09-30 21:16:04 +01:00
Value Raider
62b2c25da8 Disable broken Ticker tests 2023-09-27 21:45:46 +01:00
Value Raider
7618dda5d0 Hopefully fix TZ cache exception blocking import
Hopefully fix TZ cache exception blocking import. Also:
- relocate cache init lock
- add test for setTzCacheLocation()
2023-09-27 21:34:59 +01:00
ValueRaider
95ef486e13 Merge pull request #1704 from ranaroussi/main
sync main -> dev
2023-09-27 20:53:42 +01:00
ValueRaider
9e59f6b61c Merge pull request #1703 from ranaroussi/fix/prices-intraday-merge-events
Fix merging pre-market events with intraday prices
2023-09-27 20:52:23 +01:00
Value Raider
716cd65fd3 Fix merging pre-market events with intraday prices 2023-09-25 22:19:24 +01:00
Value Raider
5b1605b5a1 Bump version to 0.2.30 0.2.30 2023-09-24 22:18:30 +01:00
ValueRaider
412cfbcd6d Merge pull request #1698 from ranaroussi/hotfix/download-database-error
Fix: OperationalError('unable to open database file')
2023-09-24 22:15:15 +01:00
Value Raider
6abee6df44 Remove unrelated change (will go in another PR) 2023-09-23 15:20:06 +01:00
Value Raider
fad21dfeac Enhance testing - use new cache folder 2023-09-23 13:41:59 +01:00
Value Raider
fc27f9c367 Refactor TZ cache 2023-09-23 13:30:58 +01:00
Value Raider
bb79b573ed Fix download() ''unable to open database file' 2023-09-23 11:40:39 +01:00
ValueRaider
127b53ee7f Merge pull request #1693 from ranaroussi/main
sync main -> dev
2023-09-22 14:52:36 +01:00
Value Raider
88525abcbd Bump version to 0.2.29 0.2.29 2023-09-22 12:00:47 +01:00
ValueRaider
99ef055cc4 Merge pull request #1692 from ranaroussi/dev
sync dev -> main
2023-09-22 12:00:06 +01:00
ValueRaider
0f36f7980b Merge pull request #1688 from ranaroussi/fix/price-repair
Price repair fixes
2023-09-22 11:27:38 +01:00
ValueRaider
8282af9ce4 Merge pull request #1684 from ranaroussi/fix/prices-intraday-merge-events
Fix merging events with intraday prices
2023-09-22 11:24:30 +01:00
Value Raider
5208c8cf05 Price repair improvements
Price repair improvements:
- don't attempt repair of empty prices table
- random-mixups: fix 0.01x errors, not just 100x
- stop zeroes, big-dividends, and 100x errors triggering false split errors
2023-09-22 11:21:17 +01:00
Value Raider
d3dfb4c6a8 Fix merging events with intraday prices
If Yahoo returns intraday price data with dividend or stock-split event in future, then this broke the merge.
Fix is to discard out-of-range events.
Assumes that if user requesting intraday then they aren't interested in events.
2023-09-19 19:35:03 +01:00
ValueRaider
279726afe4 Merge pull request #1687 from arduinocc04/arduinocc04-patch-2
Fix error when calling enable_debug_mode twice
2023-09-19 17:41:28 +01:00
조다니엘(Daniel Cho)
937386f3ef Fix error when calling enable_debug_mode twice 2023-09-19 10:02:28 +09:00
ValueRaider
32e569f652 Merge pull request #1675 from ranaroussi/hotfix/database-error
Replace sqlite3 with peewee for 100% thread-safety
2023-09-17 21:47:57 +01:00
ValueRaider
de59f0b2c6 Bug template - add section to describe bug 2023-09-09 18:32:32 +01:00
Value Raider
7d6d8562e8 Replace sqlite3 with peewee for 100% thread-safety 2023-09-03 16:47:36 +01:00
ValueRaider
6cae6d45b1 Merge pull request #1672 from difelice/fix-fix_yahoo_returning_live_separate-warnings
Fix pandas warning when retrieving quotes.
2023-09-01 22:07:18 +01:00
Alessandro Di Felice
ec3de0710d Fix pandas warning when retrieving quotes 2023-09-01 14:07:53 -05:00
Value Raider
0713d93867 Bump version to 0.2.28 0.2.28 2023-08-13 13:05:02 +01:00
Value Raider
67e81a8f9a Fix TypeError: 'FastInfo' object is not callable #1636 2023-08-13 13:01:53 +01:00
ValueRaider
b6372c0945 Merge pull request #1661 from ranaroussi/dev
sync dev -> main
2023-08-13 12:44:05 +01:00
ValueRaider
c9dd582dd8 Merge branch 'main' into dev 2023-08-13 12:40:11 +01:00
ValueRaider
677f3d5702 Merge pull request #1660 from ranaroussi/fix/price-repair-100x-and-calibration
Fix price repair: 100x & calibration
2023-08-13 12:21:55 +01:00
Value Raider
4f9b05a546 Fix price repair: 100x & calibration
Price repair fixes and improvement

Fixes:
- fix reconstruction mis-calibration with tiny DataFrames
- fix detecting last-active-trading-interval when NaNs in DataFrame
- redesign mapping 100x signals to ranges:
  - no change for signals before last-active-trading-interval
  - but for signals after last-active-trading-interval, process in reverse order

Improvements:
- increase max reconstruction depth from 1 to 2. E.g. now 1wk can be repaired with 1h (1wk->1d->1h)
2023-08-13 10:54:57 +01:00
ValueRaider
e1f94ed337 Merge pull request #1654 from ranaroussi/fix/circular-import
Fix circular import in utils.py
2023-08-05 12:56:15 +01:00
Value Raider
93a7ee6161 Fix circular import in utils.py
Commit a4d7d6 introduced a circular import into utils.py
2023-08-05 12:54:12 +01:00
Value Raider
5b0cb60cf5 Bump version to 0.2.27 0.2.27 2023-08-03 21:24:07 +01:00
ValueRaider
1a97c22874 Merge pull request #1635 from ranaroussi/hotfix/prices-events-merge
Fix merging 1d-prices with out-of-range divs/splits
2023-08-03 21:20:29 +01:00
ValueRaider
b0de31da63 Merge pull request #1648 from ranaroussi/hotfix/tkr-tz-already-in-cache
Fix multithread error 'tz already in cache'
2023-08-03 18:02:51 +01:00
Value Raider
cc87608824 Fix multithread error 'tz already in cache' 2023-08-02 19:29:06 +01:00
ValueRaider
6c1e26093c Merge pull request #1633 from ranaroussi/feature/price-repair-improvements
Improve price repair
2023-08-01 20:03:29 +01:00
ValueRaider
e8fdd12cb1 Merge branch 'dev' into feature/price-repair-improvements 2023-07-31 18:30:00 +01:00
Value Raider
93b6e024da Improve bad-split-repair on multiday intervals
Improve bad-split-repair on multiday intervals
Switch some repair log msgs from warning -> info
2023-07-31 18:19:42 +01:00
ValueRaider
d5282967ce Merge pull request #1606 from DanielGoldfarb/main
option_chain() return underlying data that comes with the options data
2023-07-27 15:10:13 +01:00
ValueRaider
9908c1ff48 Merge pull request #1638 from ricardoprins/dev
PEP 8 changes + minor performance improvements
2023-07-26 17:49:25 +01:00