Skip to content

Commit d757c33

Browse files
authored
Add Models to Docs (#146)
1 parent 96b83c7 commit d757c33

16 files changed

+888
-478
lines changed

docs/source/Models.rst

+197
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,197 @@
1+
.. _models_header:
2+
3+
Models
4+
==============================================================
5+
6+
==============================================================
7+
Agg
8+
==============================================================
9+
.. autoclass:: polygon.rest.models.Agg
10+
11+
==============================================================
12+
Grouped Daily Agg
13+
==============================================================
14+
.. autoclass:: polygon.rest.models.GroupedDailyAgg
15+
16+
==============================================================
17+
Daily Open Close Agg
18+
==============================================================
19+
.. autoclass:: polygon.rest.models.DailyOpenCloseAgg
20+
21+
==============================================================
22+
Previous Close Agg
23+
==============================================================
24+
.. autoclass:: polygon.rest.models.PreviousCloseAgg
25+
26+
==============================================================
27+
Trade
28+
==============================================================
29+
.. autoclass:: polygon.rest.models.Trade
30+
31+
==============================================================
32+
Last Trade
33+
==============================================================
34+
.. autoclass:: polygon.rest.models.LastTrade
35+
36+
==============================================================
37+
Crypto Trade
38+
==============================================================
39+
.. autoclass:: polygon.rest.models.CryptoTrade
40+
41+
==============================================================
42+
Quote
43+
==============================================================
44+
.. autoclass:: polygon.rest.models.Quote
45+
46+
==============================================================
47+
Last Quote
48+
==============================================================
49+
.. autoclass:: polygon.rest.models.LastQuote
50+
51+
==============================================================
52+
Snapshot Min
53+
==============================================================
54+
.. autoclass:: polygon.rest.models.SnapshotMin
55+
56+
==============================================================
57+
Snapshot
58+
==============================================================
59+
.. autoclass:: polygon.rest.models.Snapshot
60+
61+
==============================================================
62+
Day Option Contract Snapshot
63+
==============================================================
64+
.. autoclass:: polygon.rest.models.DayOptionContractSnapshot
65+
66+
==============================================================
67+
Option Details
68+
==============================================================
69+
.. autoclass:: polygon.rest.models.OptionDetails
70+
71+
==============================================================
72+
Option Last Quote
73+
==============================================================
74+
.. autoclass:: polygon.rest.models.OptionLastQuote
75+
76+
==============================================================
77+
Option Greeks
78+
==============================================================
79+
.. autoclass:: polygon.rest.models.OptionGreeks
80+
81+
==============================================================
82+
Underlying Asset
83+
==============================================================
84+
.. autoclass:: polygon.rest.models.UnderlyingAsset
85+
86+
==============================================================
87+
Option Contract Snapshot
88+
==============================================================
89+
.. autoclass:: polygon.rest.models.OptionContractSnapshot
90+
91+
==============================================================
92+
Order Book Quote
93+
==============================================================
94+
.. autoclass:: polygon.rest.models.OrderBookQuote
95+
96+
==============================================================
97+
Snapshot Ticker Full Book
98+
==============================================================
99+
.. autoclass:: polygon.rest.models.SnapshotTickerFullBook
100+
101+
==============================================================
102+
Ticker
103+
==============================================================
104+
.. autoclass:: polygon.rest.models.Ticker
105+
106+
==============================================================
107+
Address
108+
==============================================================
109+
.. autoclass:: polygon.rest.models.Address
110+
111+
==============================================================
112+
Branding
113+
==============================================================
114+
.. autoclass:: polygon.rest.models.Branding
115+
116+
==============================================================
117+
Publisher
118+
==============================================================
119+
.. autoclass:: polygon.rest.models.Publisher
120+
121+
==============================================================
122+
Ticker Details
123+
==============================================================
124+
.. autoclass:: polygon.rest.models.TickerDetails
125+
126+
==============================================================
127+
Ticker News
128+
==============================================================
129+
.. autoclass:: polygon.rest.models.TickerNews
130+
131+
==============================================================
132+
Ticker Types
133+
==============================================================
134+
.. autoclass:: polygon.rest.models.TickerTypes
135+
136+
==============================================================
137+
Market Holiday
138+
==============================================================
139+
.. autoclass:: polygon.rest.models.MarketHoliday
140+
141+
==============================================================
142+
Market Currencies
143+
==============================================================
144+
.. autoclass:: polygon.rest.models.MarketCurrencies
145+
146+
==============================================================
147+
Market Exchanges
148+
==============================================================
149+
.. autoclass:: polygon.rest.models.MarketExchanges
150+
151+
==============================================================
152+
Market Status
153+
==============================================================
154+
.. autoclass:: polygon.rest.models.MarketStatus
155+
156+
==============================================================
157+
Split
158+
==============================================================
159+
.. autoclass:: polygon.rest.models.Split
160+
161+
==============================================================
162+
Dividend
163+
==============================================================
164+
.. autoclass:: polygon.rest.models.Dividend
165+
166+
==============================================================
167+
Sip Mapping
168+
==============================================================
169+
.. autoclass:: polygon.rest.models.SipMapping
170+
171+
==============================================================
172+
Consolidated
173+
==============================================================
174+
.. autoclass:: polygon.rest.models.Consolidated
175+
176+
==============================================================
177+
Market Center
178+
==============================================================
179+
.. autoclass:: polygon.rest.models.MarketCenter
180+
181+
==============================================================
182+
Update Rules
183+
==============================================================
184+
.. autoclass:: polygon.rest.models.UpdateRules
185+
186+
==============================================================
187+
Condition
188+
==============================================================
189+
.. autoclass:: polygon.rest.models.Condition
190+
191+
==============================================================
192+
Exchange
193+
==============================================================
194+
.. autoclass:: polygon.rest.models.Exchange
195+
196+
197+

docs/source/Trades.rst

+9-9
Original file line numberDiff line numberDiff line change
@@ -1,19 +1,19 @@
11
.. _trades_header:
22

33
Trades
4-
=============
4+
==================================================================
55

6-
===========
6+
==================================================================
77
List trades
8-
===========
8+
==================================================================
99
.. automethod:: polygon.RESTClient.list_trades
1010

11-
===========
11+
==================================================================
1212
Get last trade
13-
===========
13+
==================================================================
1414
.. automethod:: polygon.RESTClient.get_last_trade
1515

16-
===========
17-
Get last trade (crypto)
18-
===========
19-
.. automethod:: polygon.RESTClient.get_last_trade_crypto
16+
==================================================================
17+
Get last crypto trade
18+
==================================================================
19+
.. automethod:: polygon.RESTClient.get_last_crypto_trade

docs/source/index.rst

+1
Original file line numberDiff line numberDiff line change
@@ -13,6 +13,7 @@ This documentation is for the Python client only. For details about the response
1313
Quotes
1414
Reference
1515
Trades
16+
Models
1617

1718

1819
Indices and tables

polygon/rest/models/aggs.py

+39-35
Original file line numberDiff line numberDiff line change
@@ -4,14 +4,15 @@
44

55
@dataclass
66
class Agg:
7-
open: Optional[float]
8-
high: Optional[float]
9-
low: Optional[float]
10-
close: Optional[float]
11-
volume: Optional[float]
12-
vwap: Optional[float]
13-
timestamp: Optional[int]
14-
transactions: Optional[int]
7+
"Contains aggregate data for a given ticker symbol over a given date range in a custom time window size."
8+
open: Optional[float] = None
9+
high: Optional[float] = None
10+
low: Optional[float] = None
11+
close: Optional[float] = None
12+
volume: Optional[float] = None
13+
vwap: Optional[float] = None
14+
timestamp: Optional[int] = None
15+
transactions: Optional[int] = None
1516

1617
@staticmethod
1718
def from_dict(d):
@@ -29,15 +30,16 @@ def from_dict(d):
2930

3031
@dataclass
3132
class GroupedDailyAgg:
32-
ticker: str
33-
open: float
34-
high: float
35-
low: float
36-
close: float
37-
volume: float
38-
vwap: Optional[float]
39-
timestamp: Optional[int]
40-
transactions: Optional[int]
33+
"Contains daily open, high, low, and close (OHLC) data for a given date."
34+
ticker: Optional[str] = None
35+
open: Optional[float] = None
36+
high: Optional[float] = None
37+
low: Optional[float] = None
38+
close: Optional[float] = None
39+
volume: Optional[float] = None
40+
vwap: Optional[float] = None
41+
timestamp: Optional[int] = None
42+
transactions: Optional[int] = None
4143

4244
@staticmethod
4345
def from_dict(d):
@@ -56,16 +58,17 @@ def from_dict(d):
5658

5759
@dataclass
5860
class DailyOpenCloseAgg:
59-
after_hours: Optional[float]
60-
close: float
61-
from_: str
62-
high: float
63-
low: float
64-
open: float
65-
pre_market: Optional[float]
66-
status: Optional[str]
67-
symbol: str
68-
volume: float
61+
"Contains data for open, close and afterhours prices of a ticker symbol on a specified date."
62+
after_hours: Optional[float] = None
63+
close: Optional[float] = None
64+
from_: Optional[str] = None
65+
high: Optional[float] = None
66+
low: Optional[float] = None
67+
open: Optional[float] = None
68+
pre_market: Optional[float] = None
69+
status: Optional[str] = None
70+
symbol: Optional[str] = None
71+
volume: Optional[float] = None
6972

7073
@staticmethod
7174
def from_dict(d):
@@ -85,14 +88,15 @@ def from_dict(d):
8588

8689
@dataclass
8790
class PreviousCloseAgg:
88-
ticker: str
89-
close: float
90-
high: float
91-
low: float
92-
open: float
93-
timestamp: Optional[float]
94-
volume: float
95-
vwap: Optional[float]
91+
"Contains data for the previous day's open, high, low, and close (OHLC) of the specified stock ticker."
92+
ticker: Optional[str] = None
93+
close: Optional[float] = None
94+
high: Optional[float] = None
95+
low: Optional[float] = None
96+
open: Optional[float] = None
97+
timestamp: Optional[float] = None
98+
volume: Optional[float] = None
99+
vwap: Optional[float] = None
96100

97101
@staticmethod
98102
def from_dict(d):

0 commit comments

Comments
 (0)