Merge pull request #242 from bug-or-feature/0_0_16_fixes

fixes for 0.0.16 version

.github/workflows/integration-test.yml

@@ -21,9 +21,9 @@ jobs:
         python-version: 3.8
 
     - name: Install Poetry
-      uses: abatilo/actions-poetry@v2.0.0
+      uses: abatilo/actions-poetry@v2.1.4
       with:
-        poetry-version: 1.1.6
+        poetry-version: 1.1.12
 
     - name: Install dependencies
       run: |

.github/workflows/python-publish.yml

@@ -17,9 +17,9 @@ jobs:
       with:
         python-version: '3.x'
     - name: Install Poetry
-      uses: abatilo/[email protected].2
+      uses: abatilo/[email protected].4
       with:
-        poetry-version: 1.1.6
+        poetry-version: 1.1.12
     - name: Build and publish
       env:
         PYPI_USERNAME: ${{ secrets.PYPI_USERNAME }}

.github/workflows/unit-test.yml

@@ -13,7 +13,7 @@ jobs:
     runs-on: ubuntu-20.04
     strategy:
       matrix:
-        python-version: [ 3.6, 3.7, 3.8, 3.9 ]
+        python-version: [ 3.7, 3.8, 3.9 ]
 
     steps:
 
@@ -25,9 +25,9 @@ jobs:
         python-version: ${{ matrix.python-version }}
 
     - name: Install Poetry
-      uses: abatilo/actions-poetry@v2.0.0
+      uses: abatilo/actions-poetry@v2.1.4
       with:
-        poetry-version: 1.1.6
+        poetry-version: 1.1.12
 
     - name: Install dependencies
       run: |

README.rst

@@ -37,8 +37,7 @@
 trading_ig
 ==========
 
-A lightweight Python wrapper for the IG Markets API. Simplifies access to the IG REST and Streaming APIs
-with a live or demo account.
+A lightweight Python wrapper for the IG Markets API. Simplifies access to the IG REST and Streaming APIs.
 
 What is it?
 -----------
@@ -53,40 +52,44 @@ https://labs.ig.com/
 
 NOTE: this is not an IG project. Use it at your own risk
 
-Installation
+Dependencies
 ------------
 
-From `Python package index <https://pypi.org/project/trading_ig/>`_::
+A number of dependencies in this project are marked as 'optional', this is *by design*. There is a brief
+explanation in `this FAQ item <https://trading_ig.readthedocs.io/en/latest/faq.html#why-are-some-dependencies-pandas-munch-marked-as-optional-in-pyproject-toml>`_.
 
-    $ pip install trading_ig
+For full details, see `pyproject.toml <https://github.com/ig-python/ig-markets-api-python-library/blob/master/pyproject.toml>`_
 
-with `Poetry <https://python-poetry.org/>`_::
+Installation
+------------
 
-    $ git clone https://github.com/ig-python/ig-markets-api-python-library
-    $ cd ig-markets-api-python-library
-    $ poetry install
+This project uses `Poetry <https://python-poetry.org/>`_.
 
-or with optional packages::
+Adding to an existing Poetry project::
 
-    $ poetry install --extras "pandas munch"
+    $ poetry add trading_ig
 
-From source::
+With all the optional dependencies::
+
+    $ poetry add trading_ig[pandas,munch,tenacity]
+
+Cloning the project with Poetry::
 
     $ git clone https://github.com/ig-python/ig-markets-api-python-library
     $ cd ig-markets-api-python-library
-    $ python setup.py install
+    $ poetry install
 
-or direct from Github::
+And with all optional dependencies::
 
-    $ pip install git+https://github.com/ig-python/ig-markets-api-python-library
+    $ poetry install --extras "pandas munch tenacity"
 
-Dependencies
-------------
+Installing with pip::
+
+    $ pip install trading_ig
 
-* `requests <https://pypi.org/project/requests/>`_
-* `pycryptodome <https://pypi.org/project/pycryptodome/>`_
+And with all optional dependencies::
 
-For full details, see `pyproject.toml <https://github.com/ig-python/ig-markets-api-python-library/blob/master/pyproject.toml>`_
+    $ pip install trading_ig pandas munch tenacity
 
 Docs
 ----

docs/source/faq.rst

@@ -275,15 +275,26 @@ dependencies. `Poetry <https://python-poetry.org/>`_
 support was added with version 0.0.10 (July 2021). The old style config was removed with version 0.0.14
 
 
-Why is ``pandas`` an optional dependency in ``pyproject.toml``?
----------------------------------------------------------------
+.. _why-is-pandas-an-optional-dependency-in-pyproject-toml:
+.. _optional_dependencies:
 
-Two reasons:
+Why are some dependencies marked as optional in ``pyproject.toml``?
+-------------------------------------------------------------------
+
+Flexibility:
+
+* The original intent of the project was that ``pandas`` and ``munch`` usage was optional. At a low level the
+  IG APIs return JSON data in the response body, and this library aims to be a flexible as possible in how
+  applications use it. If your project has pandas available, then this library will convert the response into a pandas
+  DataFrame where it makes sense to do so. Examples are historical price data, or account activity. If not, it just
+  returns a dict of the response data. It's the same for munch - fetching market info for a given epic will return
+  a munch object if that library is available in your environment, or a dict if not
+
+* if this project is defined as a dependency in a higher level project (ie as a library), it should not
+  define which version of pandas is used. That should be defined in the parent project
 
-* the original intent of the project was that ``pandas`` usage was optional, and that the code should work either
-  with or without
-* flexibility - if this project is defined as a dependency in a project, ie as a library, it should not define
-  which version of ``pandas`` is used. That should be defined in the parent project
+* ``tenacity`` support was added in version 0.0.10 as one possible way to handle the IG rate limits, but there are many
+  other ways to do so. To be as flexible as possible for users of this library, tenacity is also marked optional
 
 How do I find the epic for market 'X'?
 --------------------------------------

docs/source/index.rst

@@ -1,8 +1,7 @@
 trading_ig
 ==========
 
-A lightweight Python wrapper for the IG Markets API. Simplifies access to the IG REST and Streaming APIs
-with a live or demo account.
+A lightweight Python wrapper for the IG Markets API. Simplifies access to the IG REST and Streaming APIs.
 
 What is it?
 -----------
@@ -21,8 +20,8 @@ NOTE: this is not an IG project. Use it at your own risk
 Dependencies
 ------------
 
-* `requests <https://pypi.org/project/requests/>`_
-* `pycryptodome <https://pypi.org/project/pycryptodome/>`_
+A number of dependencies in this project are marked as 'optional', this is *by design*. There is a brief
+explanation in :ref:`this FAQ item <optional-dependencies>`.
 
 For full details, see `pyproject.toml <https://github.com/ig-python/ig-markets-api-python-library/blob/master/pyproject.toml>`_
 

docs/source/quickstart.rst

@@ -4,29 +4,33 @@ Quickstart
 Installation
 ------------
 
-From `Python package index <https://pypi.org/project/trading_ig/>`_::
+This project uses `Poetry <https://python-poetry.org/>`_.
 
-    $ pip install trading_ig
+Adding to an existing Poetry project::
+
+    $ poetry add trading_ig
+
+With all the optional dependencies::
+
+    $ poetry add trading_ig[pandas,munch,tenacity]
 
-with `Poetry <https://python-poetry.org/>`_::
+Cloning the project with Poetry::
 
     $ git clone https://github.com/ig-python/ig-markets-api-python-library
     $ cd ig-markets-api-python-library
     $ poetry install
 
-or with optional packages::
+And with all optional dependencies::
 
     $ poetry install --extras "pandas munch tenacity"
 
-From source::
+Installing with pip::
 
-    $ git clone https://github.com/ig-python/ig-markets-api-python-library
-    $ cd ig-markets-api-python-library
-    $ python setup.py install
+    $ pip install trading_ig
 
-or direct from Github::
+And with all optional dependencies::
 
-    $ pip install git+https://github.com/ig-python/ig-markets-api-python-library
+    $ pip install trading_ig pandas munch tenacity
 
 
 Configuration

pyproject.toml

@@ -18,17 +18,17 @@ classifiers = [
     "Operating System :: OS Independent",
     "Programming Language :: Cython",
     "Programming Language :: Python",
-    "Programming Language :: Python :: 3.6",
     "Programming Language :: Python :: 3.7",
     "Programming Language :: Python :: 3.8",
     "Programming Language :: Python :: 3.9",
+    "Programming Language :: Python :: 3.10",
     "Topic :: Scientific/Engineering",
     "Topic :: Software Development :: Libraries",
     "License :: OSI Approved :: BSD License",
 ]
 
 [tool.poetry.dependencies]
-python = ">=3.6.1,<4.0"
+python = ">=3.7,<4.0"
 requests = "^2.24"
 pycryptodome = "^3.9"
 requests-cache = "^0.5"

tests/test_integration.py

@@ -122,7 +122,7 @@ def test_fetch_account_activity_v2_dates(self, ig_service):
         assert isinstance(response, pd.DataFrame)
 
     def test_fetch_account_activity_from(self, ig_service: IGService):
-        to_date = datetime(2021, 7, 31)
+        to_date = datetime.now() - timedelta(days=3)
         from_date = to_date - timedelta(days=7)
         response = ig_service.fetch_account_activity(from_date=from_date)
         assert isinstance(response, pd.DataFrame)

trading_ig/__init__.py

@@ -10,31 +10,10 @@
 from __future__ import absolute_import, division, print_function
 
 
-from .version import (
-    __author__,
-    __copyright__,
-    __credits__,
-    __license__,
-    __version__,
-    __maintainer__,
-    __author_email__,
-    __status__,
-    __url__,
-)
-
 from .rest import IGService
 from .stream import IGStreamService
 
 __all__ = [
     "IGService",
     "IGStreamService",
-    "__author__",
-    "__copyright__",
-    "__credits__",
-    "__license__",
-    "__version__",
-    "__maintainer__",
-    "__author_email__",
-    "__status__",
-    "__url__",
 ]

trading_ig/rest.py

@@ -17,14 +17,18 @@
 from Crypto.PublicKey import RSA
 from requests import Session
 from urllib.parse import urlparse, parse_qs
-import pandas as pd
 
-import numpy as np
-from pandas import json_normalize
 from datetime import timedelta, datetime
 from .utils import _HAS_PANDAS, _HAS_MUNCH
-from .utils import conv_resol, conv_datetime, conv_to_ms, DATE_FORMATS, munchify
-from tenacity import Retrying
+from .utils import conv_resol, conv_datetime, conv_to_ms, DATE_FORMATS
+
+if _HAS_MUNCH:
+    from .utils import munchify
+
+if _HAS_PANDAS:
+    from .utils import pd, np
+    from pandas import json_normalize
+
 
 logger = logging.getLogger(__name__)
 
@@ -115,7 +119,8 @@ def delete(self, endpoint, params, session, version):
         session.headers.update({'_method': 'DELETE'})
         response = session.post(url, data=json.dumps(params))
         logging.info(f"DELETE (POST) '{endpoint}', resp {response.status_code}")
-        del session.headers['_method']
+        if '_method' in session.headers:
+            del session.headers['_method']
         return response
 
     def req(self, action, endpoint, params, session, version):
@@ -152,7 +157,7 @@ def __init__(
         session=None,
         return_dataframe=_HAS_PANDAS,
         return_munch=_HAS_MUNCH,
-        retryer: Retrying = None
+        retryer=None
     ):
         """Constructor, calls the method required to connect to
         the API (accepts acc_type = LIVE or DEMO)"""
@@ -704,7 +709,7 @@ def fetch_deal_by_deal_reference(self, deal_reference, session=None):
         action = "read"
         for i in range(5):
             response = self._req(action, endpoint, params, session, version)
-            if response.status_code == 404 or response.status_code == 405:
+            if response.status_code == 404:
                 logger.info("Deal reference %s not found, retrying." % deal_reference)
                 time.sleep(1)
             else:
@@ -1327,10 +1332,10 @@ def mid_prices(self, prices, version):
         df.index = pd.to_datetime(df.index, format="%Y-%m-%dT%H:%M:%S")
         df.index.name = "DateTime"
 
-        df['Open'] = (df['openPrice.bid'] + df['openPrice.ask']) / 2
-        df['High'] = (df['highPrice.bid'] + df['highPrice.ask']) / 2
-        df['Low'] = (df['lowPrice.bid'] + df['lowPrice.ask']) / 2
-        df['Close'] = (df['closePrice.bid'] + df['closePrice.ask']) / 2
+        df['Open'] = df[['openPrice.bid', 'openPrice.ask']].mean(axis=1)
+        df['High'] = df[['highPrice.bid', 'highPrice.ask']].mean(axis=1)
+        df['Low'] = df[['lowPrice.bid', 'lowPrice.ask']].mean(axis=1)
+        df['Close'] = df[['closePrice.bid', 'closePrice.ask']].mean(axis=1)
 
         df = df.drop(columns=['snapshotTime', 'openPrice.lastTraded', 'closePrice.lastTraded',
                               'highPrice.lastTraded', 'lowPrice.lastTraded',

trading_ig/utils.py

@@ -7,20 +7,24 @@
 import six
 
 logger = logging.getLogger(__name__)
+logger.setLevel(logging.WARNING)
+
+OPT_URL = "https://trading_ig.readthedocs.io/en/latest/faq.html#optional-dependencies"
 
 try:
     import pandas as pd
+    import numpy as np  # noqa
 except ImportError:
     _HAS_PANDAS = False
-    logger.info("Can't import pandas")
+    logger.warning(f"pandas is not present in the environment. See {OPT_URL}")
 else:
     _HAS_PANDAS = True
 
 try:
     from munch import munchify  # noqa
 except ImportError:
     _HAS_MUNCH = False
-    logger.info("Can't import munch")
+    logger.warning(f"munch is not present in the environment. See {OPT_URL}")
 else:
     _HAS_MUNCH = True