From 9a29152024d66a45fae8e90df5254819842e44c7 Mon Sep 17 00:00:00 2001 From: WLM1ke Date: Thu, 11 Jan 2024 20:15:06 +0300 Subject: [PATCH] feat: ver 1.4.0 --- .gitignore | 103 ++--------- Taskfile.yml | 53 ++++++ apimoex/__init__.py | 37 +++- apimoex/client.py | 44 ++--- apimoex/py.typed | 0 apimoex/requests.py | 160 ++++++++++-------- docs/Makefile | 14 -- docs/build/doctrees/api.doctree | Bin 208021 -> 216318 bytes docs/build/doctrees/change_log.doctree | Bin 7983 -> 9454 bytes docs/build/doctrees/environment.pickle | Bin 344593 -> 361008 bytes docs/build/doctrees/getting_started.doctree | Bin 10564 -> 10620 bytes docs/build/doctrees/index.doctree | Bin 8319 -> 8375 bytes docs/build/html/.buildinfo | 2 +- docs/build/html/_sources/change_log.rst.txt | 7 + docs/build/html/_static/basic.css | 22 +++ .../html/_static/documentation_options.js | 5 +- docs/build/html/_static/pygments.css | 1 + docs/build/html/_static/searchtools.js | 26 ++- docs/build/html/_static/sphinx_highlight.js | 16 +- docs/build/html/_static/translations.js | 3 +- docs/build/html/api.html | 88 +++++----- docs/build/html/change_log.html | 81 +++++---- docs/build/html/genindex.html | 36 ++-- docs/build/html/getting_started.html | 48 +++--- docs/build/html/index.html | 63 +++---- docs/build/html/objects.inv | Bin 561 -> 561 bytes docs/build/html/search.html | 36 ++-- docs/build/html/searchindex.js | 2 +- docs/change_log.rst | 7 + docs/conf.py | 7 +- pyproject.toml | 64 +++++++ requirements-dev.lock | 47 +++++ requirements.lock | 14 ++ requirements.txt | 6 - setup.py | 51 ------ tests/test_client.py | 8 +- tests/test_requests.py | 115 +++++-------- 37 files changed, 634 insertions(+), 532 deletions(-) create mode 100644 Taskfile.yml mode change 100755 => 100644 apimoex/__init__.py mode change 100755 => 100644 apimoex/client.py create mode 100644 apimoex/py.typed mode change 100755 => 100644 apimoex/requests.py delete mode 100755 docs/Makefile create mode 100644 pyproject.toml create mode 100644 requirements-dev.lock create mode 100644 requirements.lock delete mode 100755 requirements.txt delete mode 100755 setup.py diff --git a/.gitignore b/.gitignore index 24c9222..ee6ae76 100644 --- a/.gitignore +++ b/.gitignore @@ -1,106 +1,23 @@ -# Byte-compiled / optimized / DLL files +# python generated files __pycache__/ -*.py[cod] -*$py.class - -# C extensions -*.so - -# Distribution / packaging -.Python -env/ -develop-eggs/ +*.py[oc] +build/ dist/ -downloads/ -eggs/ -.eggs/ -lib/ -lib64/ -parts/ -sdist/ -var/ wheels/ -*.egg-info/ -.installed.cfg -*.egg +*.egg-info -# PyInstaller -# Usually these files are written by a python script from a template -# before PyInstaller builds the exe, so as to inject date/other infos into it. -*.manifest -*.spec +# venv +.venv -# Installer logs -pip-log.txt -pip-delete-this-directory.txt +# pyenv +.python-version # Unit test / coverage reports -htmlcov/ -.tox/ .coverage -.coverage.* -.cache -nosetests.xml coverage.xml -*.cover -.hypothesis/ - -# Translations -*.mo -*.pot - -# Django stuff: -*.log -local_settings.py - -# Flask stuff: -instance/ -.webassets-cache - -# Scrapy stuff: -.scrapy - -# PyBuilder -target/ - -# Jupyter Notebook -.ipynb_checkpoints - -# pyenv -.python-version - -# celery beat schedule file -celerybeat-schedule - -# SageMath parsed files -*.sage.py # dotenv .env -# virtualenv -.venv -venv/ -ENV/ - -# Spyder project settings -.spyderproject -.spyproject - -# Rope project settings -.ropeproject - -# mkdocs documentation -/site - -# mypy -.mypy_cache/ - -# PyCharm -.idea/ - -# PyTest -**.pytest_cache/ - -# Coverage.py -.coverage +# VSCode +.vscode \ No newline at end of file diff --git a/Taskfile.yml b/Taskfile.yml new file mode 100644 index 0000000..dc16646 --- /dev/null +++ b/Taskfile.yml @@ -0,0 +1,53 @@ +version: "3" + +vars: + APP: apimoex + TESTS: tests + PYTHON: 3.12 + TOOLS: go-task rye + +tasks: + default: + desc: List available tasks + cmds: + - task -l + + install: + desc: Setup venv, install tools and dependencies + cmds: + - brew install {{.TOOLS}} + - rye pin --relaxed {{.PYTHON}} + - rye sync --update-all --all-features --no-lock --force + + update: + desc: Upgrade tools and dependencies + cmds: + - brew upgrade {{.TOOLS}} + - rye pin --relaxed {{.PYTHON}} + - rye sync --update-all --all-features + + lint: + desc: Format and lint + cmds: + - rye run ruff format {{.APP}} + - rye run ruff format {{.TESTS}} + - rye run ruff {{.APP}} --unsafe-fixes + - rye run pyright {{.APP}} + + test: + desc: Lint and test + deps: [lint] + cmds: + - rye run pytest {{.TESTS}} --cov={{.APP}} + + docs: + desc: Update html docs + cmds: + - rye run sphinx-build -M html docs docs/build + + publish: + desc: Publish to pypi + deps: [lint, docs] + cmds: + - rye build --clean + - rye publish diff --git a/apimoex/__init__.py b/apimoex/__init__.py old mode 100755 new mode 100644 index 6c91ddd..e5d6d5c --- a/apimoex/__init__.py +++ b/apimoex/__init__.py @@ -1,11 +1,40 @@ -"""Реализовано несколько функций-запросов информации о торгуемых акциях и их исторических котировках, результаты которых +"""Реализация части запросов к MOEX ISS. + +Реализовано несколько функций-запросов информации о торгуемых акциях и их исторических котировках, результаты которых напрямую конвертируются в pandas.DataFrame. Работа функций базируется на универсальном клиенте, позволяющем осуществлять произвольные запросы к MOEX ISS, поэтому перечень доступных функций-запросов может быть легко расширен. """ -from .client import ISSClient -from .requests import * +from apimoex.client import ISSClient +from apimoex.requests import ( + find_securities, + find_security_description, + get_board_candle_borders, + get_board_candles, + get_board_dates, + get_board_history, + get_board_securities, + get_index_tickers, + get_market_candle_borders, + get_market_candles, + get_market_history, + get_reference, +) -__version__ = "1.3.0" +__all__ = [ + "get_reference", + "find_securities", + "find_security_description", + "get_market_candle_borders", + "get_board_candle_borders", + "get_market_candles", + "get_board_candles", + "get_board_dates", + "get_board_securities", + "get_market_history", + "get_board_history", + "get_index_tickers", + "ISSClient", +] diff --git a/apimoex/client.py b/apimoex/client.py old mode 100755 new mode 100644 index c6b8ef0..a04b993 --- a/apimoex/client.py +++ b/apimoex/client.py @@ -1,22 +1,23 @@ """Клиент для MOEX ISS.""" from collections import abc -from typing import Dict -from typing import List -from typing import Optional -from typing import Union +from typing import cast import requests -# Стандартные настройки для запроса расширенного представления json без дополнительных метаданных. +Values = str | int | float +TableRow = dict[str, Values] +Table = list[TableRow] +TablesDict = dict[str, Table] +WebQuery = dict[str, str | int] + BASE_QUERY = {"iss.json": "extended", "iss.meta": "off"} class ISSMoexError(Exception): """Базовое исключение.""" - pass -class ISSClient(abc.Iterable): +class ISSClient(abc.Iterable[TablesDict]): """Клиент для MOEX ISS. Для работы клиента необходимо передать requests.Session. @@ -25,7 +26,7 @@ class ISSClient(abc.Iterable): поддерживается протокол итерируемого для отдельных блоков или метод get_all для их автоматического сбора. """ - def __init__(self, session: requests.Session, url: str, query: dict = None): + def __init__(self, session: requests.Session, url: str, query: WebQuery | None = None) -> None: """MOEX ISS является REST сервером. Полный перечень запросов и параметров к ним https://iss.moex.com/iss/reference/ @@ -41,12 +42,13 @@ def __init__(self, session: requests.Session, url: str, query: dict = None): """ self._session = session self._url = url - self._query = query or dict() + self._query = query or {} def __repr__(self) -> str: + """Наименование класса и содержание запроса к ISS Moex.""" return f"{self.__class__.__name__}(url={self._url}, query={self._query})" - def __iter__(self) -> Dict[str, List[Dict[str, Union[str, int, float]]]]: + def __iter__(self) -> abc.Iterator[TablesDict]: """Генератор по ответам состоящим из нескольких блоков. На часть запросов выдается только начальный блок данных (обычно из 100 элементов). Генератор обеспечивает @@ -68,8 +70,8 @@ def __iter__(self) -> Dict[str, List[Dict[str, Union[str, int, float]]]]: ) del data["history.cursor"] yield data - start += cursor["PAGESIZE"] - if start >= cursor["TOTAL"]: + start += cast(int, cursor["PAGESIZE"]) + if start >= cast(int, cursor["TOTAL"]): return else: # Наименование ключа может быть любым @@ -80,9 +82,7 @@ def __iter__(self) -> Dict[str, List[Dict[str, Union[str, int, float]]]]: return start += block_size - def get( - self, start: Optional[int] = None - ) -> Dict[str, List[Dict[str, Union[str, int, float]]]]: + def get(self, start: int | None = None) -> dict[str, list[dict[str, str | int | float]]]: """Загрузка данных. :param start: @@ -97,22 +97,23 @@ def get( with self._session.get(self._url, params=query) as respond: try: respond.raise_for_status() - except requests.HTTPError: - raise ISSMoexError("Неверный url", respond.url) + except requests.HTTPError as err: + raise ISSMoexError("Неверный url", respond.url) from err else: _, data, *wrong_data = respond.json() if len(wrong_data) != 0: raise ISSMoexError("Ответ содержит некорректные данные", respond.url) return data - def _make_query(self, start=None) -> Dict[str, Union[str, int]]: + def _make_query(self, start: int | None = None) -> WebQuery: """К общему набору параметров запроса добавляется требование предоставить ответ в виде расширенного json.""" - query = dict(**BASE_QUERY, **self._query) + query: WebQuery = dict(**BASE_QUERY, **self._query) if start: query["start"] = start + return query - def get_all(self) -> Dict[str, List[Dict[str, Union[str, int, float]]]]: + def get_all(self) -> TablesDict: """Собирает все блоки данных для запросов, ответы на которые выдаются по частям отдельными блоками. :return: @@ -120,9 +121,10 @@ def get_all(self) -> Dict[str, List[Dict[str, Union[str, int, float]]]]: соответствует одной из таблиц с данными. Таблицы являются списками словарей, которые напрямую конвертируются в pandas.DataFrame. """ - all_data = dict() + all_data: TablesDict = {} for data in self: # noinspection PyUnresolvedReferences for key, value in data.items(): all_data.setdefault(key, []).extend(value) + return all_data diff --git a/apimoex/py.typed b/apimoex/py.typed new file mode 100644 index 0000000..e69de29 diff --git a/apimoex/requests.py b/apimoex/requests.py old mode 100755 new mode 100644 index 6339ae5..c7c1e9d --- a/apimoex/requests.py +++ b/apimoex/requests.py @@ -4,15 +4,10 @@ Полный перечень запросов https://iss.moex.com/iss/reference/ Дополнительное описание https://fs.moex.com/files/6523 """ -from typing import Dict -from typing import List -from typing import Optional -from typing import Tuple -from typing import Union import requests -from . import client +from apimoex import client __all__ = [ "get_reference", @@ -32,14 +27,14 @@ def _make_query( *, - q: Optional[str] = None, - interval: Optional[int] = None, - start: Optional[str] = None, - end: Optional[str] = None, - date: Optional[str] = None, - table: Optional[str] = None, - columns: Optional[Tuple[str, ...]] = None, -) -> Dict[str, Union[str, int]]: + q: str | None = None, + interval: int | None = None, + start: str | None = None, + end: str | None = None, + date: str | None = None, + table: str | None = None, + columns: tuple[str, ...] | None = None, +) -> client.WebQuery: """Формирует дополнительные параметры запроса к MOEX ISS. В случае None значений не добавляются в запрос. @@ -62,7 +57,7 @@ def _make_query( :return: Словарь с дополнительными параметрами запроса. """ - query = dict() + query: client.WebQuery = {} if q: query["q"] = q if interval: @@ -77,21 +72,24 @@ def _make_query( query["iss.only"] = f"{table},history.cursor" if columns: query[f"{table}.columns"] = ",".join(columns) + return query -def _get_table(data: dict, table: str) -> list: +def _get_table(data: client.TablesDict, table: str) -> client.Table: """Извлекает конкретную таблицу из данных.""" try: - data = data[table] - except KeyError: - raise client.ISSMoexError(f"Отсутствует таблица {table} в данных") - return data + return data[table] + except KeyError as err: + raise client.ISSMoexError(f"Отсутствует таблица {table} в данных") from err def _get_short_data( - session: requests.Session, url: str, table: str, query: Optional[dict] = None -) -> List[Dict[str, Union[str, int, float]]]: + session: requests.Session, + url: str, + table: str, + query: client.WebQuery | None = None, +) -> client.Table: """Получить данные для запроса с выдачей всей информации за раз. :param session: @@ -108,12 +106,16 @@ def _get_short_data( """ iss = client.ISSClient(session, url, query) data = iss.get() + return _get_table(data, table) def _get_long_data( - session: requests.Session, url, table, query=None -) -> List[Dict[str, Union[str, int, float]]]: + session: requests.Session, + url: str, + table: str, + query: client.WebQuery | None = None, +) -> client.Table: """Получить данные для запроса, в котором информация выдается несколькими блоками. :param session: @@ -130,12 +132,11 @@ def _get_long_data( """ iss = client.ISSClient(session, url, query) data = iss.get_all() + return _get_table(data, table) -def get_reference( - session: requests.Session, placeholder: str = "boards" -) -> List[Dict[str, Union[str, int, float]]]: +def get_reference(session: requests.Session, placeholder: str = "boards") -> list[dict[str, str | int | float]]: """Получить перечень доступных значений плейсхолдера в адресе запроса. Например в описание запроса https://iss.moex.com/iss/reference/32 присутствует следующий адрес @@ -153,14 +154,15 @@ def get_reference( Список словарей, которые напрямую конвертируется в pandas.DataFrame. """ url = "https://iss.moex.com/iss/index.json" + return _get_short_data(session, url, placeholder) def find_securities( session: requests.Session, string: str, - columns: Optional[Tuple[str, ...]] = ("secid", "regnumber"), -) -> List[Dict[str, Union[str, int, float]]]: + columns: tuple[str, ...] | None = ("secid", "regnumber"), +) -> client.Table: """Найти инструменты по части Кода, Названию, ISIN, Идентификатору Эмитента, Номеру гос.регистрации. Один из вариантов использования - по регистрационному номеру узнать предыдущие тикеры эмитента, и с помощью @@ -182,14 +184,15 @@ def find_securities( url = "https://iss.moex.com/iss/securities.json" table = "securities" query = _make_query(q=string, table=table, columns=columns) + return _get_short_data(session, url, table, query) def find_security_description( session: requests.Session, security: str, - columns: Optional[Tuple[str, ...]] = ("name", "title", "value"), -) -> List[Dict[str, Union[str, int, float]]]: + columns: tuple[str, ...] | None = ("name", "title", "value"), +) -> client.Table: """Получить спецификацию инструмента. Один из вариантов использования - по тикеру узнать дату начала торгов. @@ -210,6 +213,7 @@ def find_security_description( url = f"https://iss.moex.com/iss/securities/{security}.json" table = "description" query = _make_query(table=table, columns=columns) + return _get_short_data(session, url, table, query) @@ -218,7 +222,7 @@ def get_market_candle_borders( security: str, market: str = "shares", engine: str = "stock", -) -> List[Dict[str, Union[str, int, float]]]: +) -> client.Table: """Получить таблицу интервалов доступных дат для свечей различного размера на рынке для всех режимов торгов. Описание запроса - https://iss.moex.com/iss/reference/156 @@ -237,6 +241,7 @@ def get_market_candle_borders( """ url = f"https://iss.moex.com/iss/engines/{engine}/markets/{market}/securities/{security}/candleborders.json" table = "borders" + return _get_short_data(session, url, table) @@ -246,7 +251,7 @@ def get_board_candle_borders( board: str = "TQBR", market: str = "shares", engine: str = "stock", -) -> List[Dict[str, Union[str, int, float]]]: +) -> client.Table: """Получить таблицу интервалов доступных дат для свечей различного размера в указанном режиме торгов. Описание запроса - https://iss.moex.com/iss/reference/48 @@ -270,6 +275,7 @@ def get_board_candle_borders( f"boards/{board}/securities/{security}/candleborders.json" ) table = "borders" + return _get_short_data(session, url, table) @@ -277,20 +283,20 @@ def get_market_candles( session: requests.Session, security: str, interval: int = 24, - start: Optional[str] = None, - end: Optional[str] = None, - columns: Optional[Tuple[str, ...]] = ( - "begin", - "open", - "close", - "high", - "low", - "value", - "volume", + start: str | None = None, + end: str | None = None, + columns: tuple[str, ...] | None = ( + "begin", + "open", + "close", + "high", + "low", + "value", + "volume", ), market: str = "shares", engine: str = "stock", -) -> List[Dict[str, Union[str, int, float]]]: +) -> client.Table: """Получить свечи в формате HLOCV указанного инструмента на рынке для основного режима торгов за интервал дат. Если торговля идет в нескольких основных режимах, то на один интервал времени может быть выдано несколько свечек - @@ -325,6 +331,7 @@ def get_market_candles( url = f"https://iss.moex.com/iss/engines/{engine}/markets/{market}/securities/{security}/candles.json" table = "candles" query = _make_query(interval=interval, start=start, end=end, table=table, columns=columns) + return _get_long_data(session, url, table, query) @@ -332,21 +339,21 @@ def get_board_candles( session: requests.Session, security: str, interval: int = 24, - start: Optional[str] = None, - end: Optional[str] = None, - columns: Optional[Tuple[str, ...]] = ( - "begin", - "open", - "close", - "high", - "low", - "value", - "volume", + start: str | None = None, + end: str | None = None, + columns: tuple[str, ...] | None = ( + "begin", + "open", + "close", + "high", + "low", + "value", + "volume", ), board: str = "TQBR", market: str = "shares", engine: str = "stock", -) -> List[Dict[str, Union[str, int, float]]]: +) -> client.Table: """Получить свечи в формате HLOCV указанного инструмента в указанном режиме торгов за интервал дат. Описание запроса - https://iss.moex.com/iss/reference/46 @@ -382,6 +389,7 @@ def get_board_candles( ) table = "candles" query = _make_query(interval=interval, start=start, end=end, table=table, columns=columns) + return _get_long_data(session, url, table, query) @@ -390,7 +398,7 @@ def get_board_dates( board: str = "TQBR", market: str = "shares", engine: str = "stock", -) -> List[Dict[str, Union[str, int, float]]]: +) -> client.Table: """Получить интервал дат, доступных в истории для рынка по заданному режиму торгов. Описание запроса - https://iss.moex.com/iss/reference/26 @@ -409,17 +417,18 @@ def get_board_dates( """ url = f"https://iss.moex.com/iss/history/engines/{engine}/markets/{market}/boards/{board}/dates.json" table = "dates" + return _get_short_data(session, url, table) def get_board_securities( session: requests.Session, table: str = "securities", - columns: Optional[Tuple[str, ...]] = ("SECID", "REGNUMBER", "LOTSIZE", "SHORTNAME"), + columns: tuple[str, ...] | None = ("SECID", "REGNUMBER", "LOTSIZE", "SHORTNAME"), board: str = "TQBR", market: str = "shares", engine: str = "stock", -) -> List[Dict[str, Union[str, int, float]]]: +) -> client.Table: """Получить таблицу инструментов по режиму торгов со вспомогательной информацией. Описание запроса - https://iss.moex.com/iss/reference/32 @@ -444,15 +453,16 @@ def get_board_securities( """ url = f"https://iss.moex.com/iss/engines/{engine}/markets/{market}/boards/{board}/securities.json" query = _make_query(table=table, columns=columns) + return _get_short_data(session, url, table, query) def get_market_history( session: requests.Session, security: str, - start: Optional[str] = None, - end: Optional[str] = None, - columns: Optional[Tuple[str, ...]] = ( + start: str | None = None, + end: str | None = None, + columns: tuple[str, ...] | None = ( "BOARDID", "TRADEDATE", "CLOSE", @@ -461,7 +471,7 @@ def get_market_history( ), market: str = "shares", engine: str = "stock", -) -> List[Dict[str, Union[str, int, float]]]: +) -> client.Table: """Получить историю по одной бумаге на рынке для всех режимов торгов за интервал дат. На одну дату может приходиться несколько значений, если торги шли в нескольких режимах. @@ -490,15 +500,16 @@ def get_market_history( url = f"https://iss.moex.com/iss/history/engines/{engine}/markets/{market}/securities/{security}.json" table = "history" query = _make_query(start=start, end=end, table=table, columns=columns) + return _get_long_data(session, url, table, query) def get_board_history( session: requests.Session, security: str, - start: Optional[str] = None, - end: Optional[str] = None, - columns: Optional[Tuple[str, ...]] = ( + start: str | None = None, + end: str | None = None, + columns: tuple[str, ...] | None = ( "BOARDID", "TRADEDATE", "CLOSE", @@ -508,7 +519,7 @@ def get_board_history( board: str = "TQBR", market: str = "shares", engine: str = "stock", -): +) -> client.Table: """Получить историю торгов для указанной бумаги в указанном режиме торгов за указанный интервал дат. Описание запроса - https://iss.moex.com/iss/reference/65 @@ -540,14 +551,15 @@ def get_board_history( ) table = "history" query = _make_query(start=start, end=end, table=table, columns=columns) + return _get_long_data(session, url, table, query) def get_index_tickers( session: requests.Session, index: str, - date: Optional[str] = None, - columns: Optional[Tuple[str, ...]] = ( + date: str | None = None, + columns: tuple[str, ...] | None = ( "ticker", "from", "till", @@ -555,7 +567,7 @@ def get_index_tickers( ), market: str = "index", engine: str = "stock", -): +) -> client.Table: """Получить информацию по составу указанного индекса за указанную дату. Описание запроса - https://iss.moex.com/iss/reference/148 @@ -567,7 +579,9 @@ def get_index_tickers( :param index: Название индекса. Например, IMOEX. :param date: - Дата вида ГГГГ-ММ-ДД. Если указано, то будут показаны только активные инструменты, по которым тогда рассчитывалось значение индекса. Если в указанный день не было торгов, то вернёт пустой список! При отсутствии данные будут загружены с начала истории. + Дата вида ГГГГ-ММ-ДД. Если указано, то будут показаны только активные инструменты, + по которым тогда рассчитывалось значение индекса. Если в указанный день не было торгов, то вернёт пустой список! + При отсутствии данные будут загружены с начала истории. :param columns: Кортеж столбцов, которые нужно загрузить - по умолчанию режим торгов, дата торгов, цена закрытия и объем в штуках и стоимости. Если пустой или None, то загружаются все столбцы. @@ -579,10 +593,8 @@ def get_index_tickers( :return: Список словарей, которые напрямую конвертируется в pandas.DataFrame. """ - url = ( - f"https://iss.moex.com/iss/statistics/engines/{engine}/markets/{market}/" - f"analytics/{index}/tickers.json" - ) + url = f"https://iss.moex.com/iss/statistics/engines/{engine}/markets/{market}/" f"analytics/{index}/tickers.json" table = "tickers" query = _make_query(date=date, table=table, columns=columns) + return _get_short_data(session, url, table, query) diff --git a/docs/Makefile b/docs/Makefile deleted file mode 100755 index deeea79..0000000 --- a/docs/Makefile +++ /dev/null @@ -1,14 +0,0 @@ -# Minimal makefile for Sphinx documentation -# - -# You can set these variables from the command line. -SPHINXOPTS = -SPHINXBUILD = sphinx-build -SOURCEDIR = . -BUILDDIR = build - -# Put it first so that "make" without argument is like "make help". -html: - @$(SPHINXBUILD) -M html "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O) - -.PHONY: html Makefile diff --git a/docs/build/doctrees/api.doctree b/docs/build/doctrees/api.doctree index 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When it is not found, a full rebuild will be done. -config: d6eb988f4492fb7f0df0cd7f5646568b +config: 8ad4c2555c606d3db820346bc72e7407 tags: 645f666f9bcd5a90fca523b33c5a78b7 diff --git a/docs/build/html/_sources/change_log.rst.txt b/docs/build/html/_sources/change_log.rst.txt index 6999f8d..c42baf7 100644 --- a/docs/build/html/_sources/change_log.rst.txt +++ b/docs/build/html/_sources/change_log.rst.txt @@ -1,6 +1,13 @@ Список изменений ================ +1.4.0 (2024-01-11) +------------------ +* Минимальная версия Python 3.10 +* Обновлены зависимости +* Переход на rye, ruff и pyright +* Добавлен volume с запросы свечек + 1.3.0 (2023-04-20) ------------------ * Добавлен запрос для получения состава индекса diff --git a/docs/build/html/_static/basic.css b/docs/build/html/_static/basic.css index 7577acb..30fee9d 100644 --- a/docs/build/html/_static/basic.css +++ b/docs/build/html/_static/basic.css @@ -237,6 +237,10 @@ a.headerlink { visibility: hidden; } +a:visited { + color: #551A8B; +} + h1:hover > a.headerlink, h2:hover > a.headerlink, h3:hover > a.headerlink, @@ -670,6 +674,16 @@ dd { margin-left: 30px; } +.sig dd { + margin-top: 0px; + margin-bottom: 0px; +} + +.sig dl { + margin-top: 0px; + margin-bottom: 0px; +} + dl > dd:last-child, dl > dd:last-child > :last-child { margin-bottom: 0; @@ -738,6 +752,14 @@ abbr, acronym { cursor: help; } +.translated { + background-color: rgba(207, 255, 207, 0.2) +} + +.untranslated { + background-color: rgba(255, 207, 207, 0.2) +} + /* -- code displays --------------------------------------------------------- */ pre { diff --git a/docs/build/html/_static/documentation_options.js b/docs/build/html/_static/documentation_options.js index 0535e36..449a250 100644 --- a/docs/build/html/_static/documentation_options.js +++ b/docs/build/html/_static/documentation_options.js @@ -1,6 +1,5 @@ -var DOCUMENTATION_OPTIONS = { - URL_ROOT: document.getElementById("documentation_options").getAttribute('data-url_root'), - VERSION: '1.2.0', +const DOCUMENTATION_OPTIONS = { + VERSION: '1.4.0', LANGUAGE: 'ru', COLLAPSE_INDEX: false, BUILDER: 'html', diff --git a/docs/build/html/_static/pygments.css b/docs/build/html/_static/pygments.css index 47e9945..b12a8f0 100644 --- a/docs/build/html/_static/pygments.css +++ b/docs/build/html/_static/pygments.css @@ -23,6 +23,7 @@ span.linenos.special { color: #000000; background-color: #ffffc0; padding-left: .highlight .cs { color: #808080; font-style: italic; background-color: #424750 } /* Comment.Special */ .highlight .gd { color: #f0f0f0; background-color: #424750 } /* Generic.Deleted */ .highlight .ge { color: #f0f0f0; background-color: #424750 } /* Generic.Emph */ +.highlight .ges { color: #f0f0f0; background-color: #424750 } /* Generic.EmphStrong */ .highlight .gr { color: #f0f0f0; background-color: #424750 } /* Generic.Error */ .highlight .gh { color: #ffffff; font-weight: bold; background-color: #424750 } /* Generic.Heading */ .highlight .gi { color: #f0f0f0; background-color: #424750 } /* Generic.Inserted */ diff --git a/docs/build/html/_static/searchtools.js b/docs/build/html/_static/searchtools.js index 97d56a7..7918c3f 100644 --- a/docs/build/html/_static/searchtools.js +++ b/docs/build/html/_static/searchtools.js @@ -57,12 +57,12 @@ const _removeChildren = (element) => { const _escapeRegExp = (string) => string.replace(/[.*+\-?^${}()|[\]\\]/g, "\\$&"); // $& means the whole matched string -const _displayItem = (item, searchTerms) => { +const _displayItem = (item, searchTerms, highlightTerms) => { const docBuilder = DOCUMENTATION_OPTIONS.BUILDER; - const docUrlRoot = DOCUMENTATION_OPTIONS.URL_ROOT; const docFileSuffix = DOCUMENTATION_OPTIONS.FILE_SUFFIX; const docLinkSuffix = DOCUMENTATION_OPTIONS.LINK_SUFFIX; const showSearchSummary = DOCUMENTATION_OPTIONS.SHOW_SEARCH_SUMMARY; + const contentRoot = document.documentElement.dataset.content_root; const [docName, title, anchor, descr, score, _filename] = item; @@ -75,20 +75,24 @@ const _displayItem = (item, searchTerms) => { if (dirname.match(/\/index\/$/)) dirname = dirname.substring(0, dirname.length - 6); else if (dirname === "index/") dirname = ""; - requestUrl = docUrlRoot + dirname; + requestUrl = contentRoot + dirname; linkUrl = requestUrl; } else { // normal html builders - requestUrl = docUrlRoot + docName + docFileSuffix; + requestUrl = contentRoot + docName + docFileSuffix; linkUrl = docName + docLinkSuffix; } let linkEl = listItem.appendChild(document.createElement("a")); linkEl.href = linkUrl + anchor; linkEl.dataset.score = score; linkEl.innerHTML = title; - if (descr) + if (descr) { listItem.appendChild(document.createElement("span")).innerHTML = " (" + descr + ")"; + // highlight search terms in the description + if (SPHINX_HIGHLIGHT_ENABLED) // set in sphinx_highlight.js + highlightTerms.forEach((term) => _highlightText(listItem, term, "highlighted")); + } else if (showSearchSummary) fetch(requestUrl) .then((responseData) => responseData.text()) @@ -97,6 +101,9 @@ const _displayItem = (item, searchTerms) => { listItem.appendChild( Search.makeSearchSummary(data, searchTerms) ); + // highlight search terms in the summary + if (SPHINX_HIGHLIGHT_ENABLED) // set in sphinx_highlight.js + highlightTerms.forEach((term) => _highlightText(listItem, term, "highlighted")); }); Search.output.appendChild(listItem); }; @@ -115,14 +122,15 @@ const _finishSearch = (resultCount) => { const _displayNextItem = ( results, resultCount, - searchTerms + searchTerms, + highlightTerms, ) => { // results left, load the summary and display it // this is intended to be dynamic (don't sub resultsCount) if (results.length) { - _displayItem(results.pop(), searchTerms); + _displayItem(results.pop(), searchTerms, highlightTerms); setTimeout( - () => _displayNextItem(results, resultCount, searchTerms), + () => _displayNextItem(results, resultCount, searchTerms, highlightTerms), 5 ); } @@ -360,7 +368,7 @@ const Search = { // console.info("search results:", Search.lastresults); // print the results - _displayNextItem(results, results.length, searchTerms); + _displayNextItem(results, results.length, searchTerms, highlightTerms); }, /** diff --git a/docs/build/html/_static/sphinx_highlight.js b/docs/build/html/_static/sphinx_highlight.js index aae669d..8a96c69 100644 --- a/docs/build/html/_static/sphinx_highlight.js +++ b/docs/build/html/_static/sphinx_highlight.js @@ -29,14 +29,19 @@ const _highlight = (node, addItems, text, className) => { } span.appendChild(document.createTextNode(val.substr(pos, text.length))); + const rest = document.createTextNode(val.substr(pos + text.length)); parent.insertBefore( span, parent.insertBefore( - document.createTextNode(val.substr(pos + text.length)), + rest, node.nextSibling ) ); node.nodeValue = val.substr(0, pos); + /* There may be more occurrences of search term in this node. So call this + * function recursively on the remaining fragment. + */ + _highlight(rest, addItems, text, className); if (isInSVG) { const rect = document.createElementNS( @@ -140,5 +145,10 @@ const SphinxHighlight = { }, }; -_ready(SphinxHighlight.highlightSearchWords); -_ready(SphinxHighlight.initEscapeListener); +_ready(() => { + /* Do not call highlightSearchWords() when we are on the search page. + * It will highlight words from the *previous* search query. + */ + if (typeof Search === "undefined") SphinxHighlight.highlightSearchWords(); + SphinxHighlight.initEscapeListener(); +}); diff --git a/docs/build/html/_static/translations.js b/docs/build/html/_static/translations.js index 45fdf69..4bf2ff7 100644 --- a/docs/build/html/_static/translations.js +++ b/docs/build/html/_static/translations.js @@ -2,8 +2,7 @@ Documentation.addTranslations({ "locale": "ru", "messages": { "%(filename)s — %(docstitle)s": "%(filename)s — %(docstitle)s", - "© Copyright %(copyright)s.": "© Copyright %(copyright)s.", - "© Copyright %(copyright)s.": "© Copyright %(copyright)s.", + "© %(copyright_prefix)s %(copyright)s.": "", ", in ": ", \u0432", "About these documents": "\u041e\u0431 \u044d\u0442\u0438\u0445 \u0434\u043e\u043a\u0443\u043c\u0435\u043d\u0442\u0430\u0445", "Automatically generated list of changes in version %(version)s": "\u0410\u0432\u0442\u043e\u043c\u0430\u0442\u0438\u0447\u0435\u0441\u043a\u0438 \u0441\u043e\u0437\u0434\u0430\u043d\u043d\u044b\u0439 \u0441\u043f\u0438\u0441\u043e\u043a \u0438\u0437\u043c\u0435\u043d\u0435\u043d\u0438\u0439 \u0432 \u0432\u0435\u0440\u0441\u0438\u0438 %(version)s", diff --git a/docs/build/html/api.html b/docs/build/html/api.html index ae8b96e..5d4fe02 100644 --- a/docs/build/html/api.html +++ b/docs/build/html/api.html @@ -1,18 +1,17 @@ - - + - - - Справочник API — документация apimoex 1.2.0 - - - - - - + + + Справочник API — документация apimoex 1.4.0 + + + + + + @@ -35,16 +34,16 @@
-

Справочник API

+

Справочник API

-

Функции-запросы

+

Функции-запросы

-

Справочная информация

+

Справочная информация

Функции из данного раздела носят вспомогательный характер и нужны для получения данных для построения остальных запросов.

-apimoex.get_reference(session: Session, placeholder: str = 'boards') → List[Dict[str, str | int | float]]
+apimoex.get_reference(session: Session, placeholder: str = 'boards') → list[dict[str, str | int | float]]

Получить перечень доступных значений плейсхолдера в адресе запроса.

Например в описание запроса https://iss.moex.com/iss/reference/32 присутствует следующий адрес /iss/engines/[engine]/markets/[market]/boards/[board]/securities с плейсхолдерами engines, markets и boards.

@@ -65,7 +64,7 @@

Справочная информация
-apimoex.find_securities(session: Session, string: str, columns: Tuple[str, ...] | None = ('secid', 'regnumber')) → List[Dict[str, str | int | float]]
+apimoex.find_securities(session: Session, string: str, columns: tuple[str, ...] | None = ('secid', 'regnumber')) → list[dict[str, str | int | float]]

Найти инструменты по части Кода, Названию, ISIN, Идентификатору Эмитента, Номеру гос.регистрации.

Один из вариантов использования - по регистрационному номеру узнать предыдущие тикеры эмитента, и с помощью нескольких запросов об истории котировок собрать длинную историю с использованием всех предыдущих тикеров.

@@ -87,7 +86,7 @@

Справочная информация
-apimoex.find_security_description(session: Session, security: str, columns: Tuple[str, ...] | None = ('name', 'title', 'value')) → List[Dict[str, str | int | float]]
+apimoex.find_security_description(session: Session, security: str, columns: tuple[str, ...] | None = ('name', 'title', 'value')) → list[dict[str, str | int | float]]

Получить спецификацию инструмента.

Один из вариантов использования - по тикеру узнать дату начала торгов.

Описание запроса - https://iss.moex.com/iss/reference/13

@@ -108,7 +107,7 @@

Справочная информация
-apimoex.get_index_tickers(session: Session, index: str, date: str | None = None, columns: Tuple[str, ...] | None = ('ticker', 'from', 'till', 'tradingsession'), market: str = 'index', engine: str = 'stock')
+apimoex.get_index_tickers(session: Session, index: str, date: str | None = None, columns: tuple[str, ...] | None = ('ticker', 'from', 'till', 'tradingsession'), market: str = 'index', engine: str = 'stock') → list[dict[str, str | int | float]]

Получить информацию по составу указанного индекса за указанную дату.

Описание запроса - https://iss.moex.com/iss/reference/148

Список индексов - https://iss.moex.com/iss/statistics/engines/stock/markets/index/analytics

@@ -117,7 +116,9 @@

Справочная информация

-

Реализация произвольного запроса

+

Реализация произвольного запроса

Для осуществления запроса необходимо начать сессию соединений с MOEX ISS и передать клиенту корректный url и дополнительные параметры:

    @@ -360,15 +361,15 @@

    Реализация произвольного запроса
    -class apimoex.ISSClient(session: Session, url: str, query: dict | None = None)
    -

    Базовые классы: Iterable

    +class apimoex.ISSClient(session: Session, url: str, query: dict[str, str | int] | None = None) +

    Базовые классы: Iterable[dict[str, list[dict[str, str | int | float]]]]

    Клиент для MOEX ISS.

    Для работы клиента необходимо передать requests.Session.

    Загружает данные для простых ответов с помощью метода get. Для ответов состоящих из нескольких блоков данных поддерживается протокол итерируемого для отдельных блоков или метод get_all для их автоматического сбора.

    -get(start: int | None = None) → Dict[str, List[Dict[str, str | int | float]]]
    +get(start: int | None = None) → dict[str, list[dict[str, str | int | float]]]

    Загрузка данных.

    Параметры:
    @@ -385,7 +386,7 @@

    Реализация произвольного запроса
    -get_all() → Dict[str, List[Dict[str, str | int | float]]]
    +get_all() → dict[str, list[dict[str, str | int | float]]]

    Собирает все блоки данных для запросов, ответы на которые выдаются по частям отдельными блоками.

    Результат:
    @@ -469,14 +470,15 @@

    Навигация

  • Список изменений
    • @@ -490,7 +492,7 @@

    Навигация

    ©2019, Mikhail Korotkov aka WLMike. | - Powered by Sphinx 6.1.3 + Powered by Sphinx 7.2.6 | - + - - - Список изменений — документация apimoex 1.2.0 - - - - - - + + + Список изменений — документация apimoex 1.4.0 + + + + + + @@ -34,51 +33,60 @@
    -

    Список изменений

    +

    Список изменений

    -

    1.3.0 (2023-04-20)

    +

    1.4.0 (2024-01-11)

      -

    • Добавлен запрос для получения состава индекса

      • +

    • Минимальная версия Python 3.10

      • +

    • Обновлены зависимости

      • +

    • Переход на rye, ruff и pyright

      • +

    • Добавлен volume с запросы свечек

    -

    1.2.0 (2020-02-03)

    +

    1.3.0 (2023-04-20)

      -

    • Добавлен запрос для получения спецификации инструмента

      • +

    • Добавлен запрос для получения состава индекса

    -

    1.1.2 (2019-09-15)

    +

    1.2.0 (2020-02-03)

      -

    • Корректная обработка запросов с пустыми таблицами

      • +

    • Добавлен запрос для получения спецификации инструмента

    -

    1.1.1 (2019-09-13)

    +

    1.1.2 (2019-09-15)

      -

    • Минорная правка

      • +

    • Корректная обработка запросов с пустыми таблицами

    -

    1.1.0 (2019-09-13)

    +

    1.1.1 (2019-09-13)

      -

    • Добавлена возможность выбора загружаемых столбцов для get_board_candles и get_market_candles

      • +

    • Минорная правка

    -

    1.0.2 (2019-09-12)

    +

    1.1.0 (2019-09-13)

      -

    • Уточнены типы аргументов

      • +

    • Добавлена возможность выбора загружаемых столбцов для get_board_candles и get_market_candles

    -

    1.0.1 (2019-09-11)

    +

    1.0.2 (2019-09-12)

      -

    • Исправления в readme

      • +

    • Уточнены типы аргументов

    -

    1.0.0 (2019-09-11)

    +

    1.0.1 (2019-09-11)

    +
      +

    • Исправления в readme

      • +
    +
    +
    +

    1.0.0 (2019-09-11)

    • Начальная версия

    @@ -153,14 +161,15 @@

    Навигация

  • Список изменений
    • @@ -174,7 +183,7 @@

    Навигация

    ©2019, Mikhail Korotkov aka WLMike. | - Powered by Sphinx 6.1.3 + Powered by Sphinx 7.2.6 | - + - Алфавитный указатель — документация apimoex 1.2.0 - - - - - - + Алфавитный указатель — документация apimoex 1.4.0 + + + + + + @@ -161,14 +160,15 @@

    Навигация

  • Список изменений
    • @@ -182,7 +182,7 @@

    Навигация

    ©2019, Mikhail Korotkov aka WLMike. | - Powered by Sphinx 6.1.3 + Powered by Sphinx 7.2.6
    diff --git a/docs/build/html/getting_started.html b/docs/build/html/getting_started.html index 06c0b70..3297315 100644 --- a/docs/build/html/getting_started.html +++ b/docs/build/html/getting_started.html @@ -1,18 +1,17 @@ - - + - - - Начало работы — документация apimoex 1.2.0 - - - - - - + + + Начало работы — документация apimoex 1.4.0 + + + + + + @@ -35,15 +34,15 @@
    -

    Начало работы

    +

    Начало работы

    -

    Установка

    +

    Установка

    $ pip install apimoex
    -

    Пример использования реализованных запросов

    +

    Пример использования реализованных запросов

    История котировок SNGSP в режиме TQBR:

    import requests
 
@@ -89,7 +88,7 @@ 
    Пример использования реализованных запр
    -

    Пример реализации запроса с помощью клиента

    +

    Пример реализации запроса с помощью клиента

    Перечень акций, торгующихся в режиме TQBR (описание запроса):

    import requests
 
@@ -210,14 +209,15 @@ 
    Навигация
    
 
 
 
  • Список изменений
 
    • 
 
@@ -231,7 +231,7 @@ 
    Навигация
    
       ©2019, Mikhail Korotkov aka WLMike.
       
       |
-      Powered by Sphinx 6.1.3
+      Powered by Sphinx 7.2.6
       
       |
       
 
-
+
   
     
-    
-
-    MOEX ISS API — документация apimoex 1.2.0
-    
-    
-    
-    
-    
-    
+    
+
+    MOEX ISS API — документация apimoex 1.4.0
+    
+    
+    
+    
+    
+    
     
     
     
@@ -34,10 +33,10 @@
           
    
             
   
    
-
    MOEX ISS API
    
+
    MOEX ISS API
    
 
    Реализация части  запросов к MOEX Informational & Statistical Server.
    
 
    
-
    Основные возможности
    
+
    Основные возможности
    
 
    Реализовано несколько функций-запросов информации о торгуемых акциях и их исторических котировках, результаты которых
 напрямую конвертируются в pandas.DataFrame.
    
 
    Работа функций базируется на универсальном клиенте, позволяющем осуществлять произвольные запросы к MOEX ISS, поэтому
@@ -49,7 +48,7 @@ 
    Основные возможности
 
    
 
    
-
    Оглавление
    
+
    Оглавление
    
 
    
 
 
 
  • Список изменений
 
    • 
 
@@ -176,7 +177,7 @@ 
    Навигация
    
       ©2019, Mikhail Korotkov aka WLMike.
       
       |
-      Powered by Sphinx 6.1.3
+      Powered by Sphinx 7.2.6
       
       |
       
 
-
+
   
     
     
-    Поиск — документация apimoex 1.2.0
-    
-    
+    Поиск — документация apimoex 1.4.0
+    
+    
     
-    
-    
-    
-    
+    
+    
+    
+    
     
     
     
@@ -134,14 +133,15 @@ 
    Навигация
    
 
 
 
  • Список изменений
 
    • 
 
@@ -155,7 +155,7 @@ 
    Навигация
    
       ©2019, Mikhail Korotkov aka WLMike.
       
       |
-      Powered by Sphinx 6.1.3
+      Powered by Sphinx 7.2.6
       
     
    
 
diff --git a/docs/build/html/searchindex.js b/docs/build/html/searchindex.js
index c53a690..7731416 100644
--- a/docs/build/html/searchindex.js
+++ b/docs/build/html/searchindex.js
@@ -1 +1 @@
-Search.setIndex({"docnames": ["api", "change_log", "getting_started", "index"], "filenames": ["api.rst", "change_log.rst", "getting_started.rst", "index.rst"], "titles": ["\u0421\u043f\u0440\u0430\u0432\u043e\u0447\u043d\u0438\u043a API", "\u0421\u043f\u0438\u0441\u043e\u043a \u0438\u0437\u043c\u0435\u043d\u0435\u043d\u0438\u0439", "\u041d\u0430\u0447\u0430\u043b\u043e \u0440\u0430\u0431\u043e\u0442\u044b", "MOEX ISS API"], "terms": {"\u0438\u0437": 0, "\u0440\u0430\u0437\u0434\u0435\u043b": 0, "\u043d\u043e\u0441": 0, "\u0432\u0441\u043f\u043e\u043c\u043e\u0433\u0430\u0442\u0435\u043b\u044c\u043d": 0, "\u0445\u0430\u0440\u0430\u043a\u0442\u0435\u0440": 0, "\u0438": [0, 1, 3], "\u043d\u0443\u0436\u043d": 0, "\u0434\u043b\u044f": [0, 1], "\u043f\u043e\u043b\u0443\u0447\u0435\u043d": [0, 1], "\u043f\u043e\u0441\u0442\u0440\u043e\u0435\u043d": 0, "\u043e\u0441\u0442\u0430\u043b\u044c\u043d": 0, "apimoex": [0, 2], "get_reference": 0, "session": [0, 2], "placeholder": 0, "str": 0, "boards": [0, 2], "list": 0, "dict": 0, "int": 0, "float": 0, "\u043f\u043e\u043b\u0443\u0447": 0, "\u043f\u0435\u0440\u0435\u0447\u0435\u043d": [0, 2, 3], "\u0434\u043e\u0441\u0442\u0443\u043f\u043d": [0, 3], "\u0437\u043d\u0430\u0447\u0435\u043d": 0, "\u043f\u043b\u0435\u0439\u0441\u0445\u043e\u043b\u0434\u0435\u0440": 0, "\u0432": [0, 1, 2, 3], "\u0430\u0434\u0440\u0435\u0441": 0, "\u043d\u0430\u043f\u0440\u0438\u043c\u0435\u0440": 0, "\u043e\u043f\u0438\u0441\u0430\u043d": [0, 2, 3], "https": [0, 2], "iss": [0, 2], "moex": [0, 2], "com": [0, 2], "reference": 0, "32": 0, "\u043f\u0440\u0438\u0441\u0443\u0442\u0441\u0442\u0432": 0, "\u0441\u043b\u0435\u0434": 0, "engines": [0, 2], "engine": 0, "markets": [0, 2], "market": 0, "board": 0, "securities": [0, 2], "\u0441": [0, 1, 3], "28": [0, 2], "\u043f\u0430\u0440\u0430\u043c\u0435\u0442\u0440": 0, "\u0441\u0435\u0441\u0441": 0, "\u0438\u043d\u0442\u0435\u0440\u043d\u0435\u0442": 0, "\u0441\u043e\u0435\u0434\u0438\u043d\u0435\u043d": 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\u0437\u0430\u043f\u0440\u043e\u0441\u0430": [[0, "id5"]], "\u0421\u043f\u0438\u0441\u043e\u043a \u0438\u0437\u043c\u0435\u043d\u0435\u043d\u0438\u0439": [[1, "id1"]], "1.4.0 (2024-01-11)": [[1, "id2"]], "1.3.0 (2023-04-20)": [[1, "id3"]], "1.2.0 (2020-02-03)": [[1, "id4"]], "1.1.2 (2019-09-15)": [[1, "id5"]], "1.1.1 (2019-09-13)": [[1, "id6"]], "1.1.0 (2019-09-13)": [[1, "id7"]], "1.0.2 (2019-09-12)": [[1, "id8"]], "1.0.1 (2019-09-11)": [[1, "id9"]], "1.0.0 (2019-09-11)": [[1, "id10"]]}, "indexentries": {}})
\ No newline at end of file
diff --git a/docs/change_log.rst b/docs/change_log.rst
index 6999f8d..c42baf7 100755
--- a/docs/change_log.rst
+++ b/docs/change_log.rst
@@ -1,6 +1,13 @@
 Список изменений
 ================
 
+1.4.0 (2024-01-11)
+------------------
+* Минимальная версия Python 3.10
+* Обновлены зависимости
+* Переход на rye, ruff и pyright
+* Добавлен volume с запросы свечек
+
 1.3.0 (2023-04-20)
 ------------------
 * Добавлен запрос для получения состава индекса
diff --git a/docs/conf.py b/docs/conf.py
index 7cc0334..088e99e 100755
--- a/docs/conf.py
+++ b/docs/conf.py
@@ -6,14 +6,11 @@
 
 _route_path = os.path.abspath("../")
 sys.path.insert(0, _route_path)
-_version_path = os.path.abspath(os.path.join(_route_path, _package_name, "__init__.py"))
+_version_path = os.path.abspath(os.path.join(_route_path, "pyproject.toml"))
 with open(_version_path) as file:
     try:
         _version_info = re.search(
-            r"^__version__ = \""
-            r"(?P\d+)"
-            r"\.(?P\d+)"
-            r"\.(?P\d+)\"$",
+            r"^version = \"" r"(?P\d+)" r"\.(?P\d+)" r"\.(?P\d+)\"$",
             file.read(),
             re.M,
         ).groupdict()
diff --git a/pyproject.toml b/pyproject.toml
new file mode 100644
index 0000000..8ebb88c
--- /dev/null
+++ b/pyproject.toml
@@ -0,0 +1,64 @@
+[project]
+name = "apimoex"
+version = "1.4.0"
+description = "MOEX ISS API"
+authors = [
+    { name = "Mikhail Korotkov aka WLMike", email = "wlmike@gmail.com" }
+]
+dependencies = [
+    "requests>=2.31.0",
+]
+readme = "README.rst"
+requires-python = ">=3.10"
+license = { text = "http://unlicense.org" }
+
+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[tool.rye]
+managed = true
+dev-dependencies = [
+    "pandas>=2.1.4",
+    "pyright>=1.1.345",
+    "pytest>=7.4.4",
+    "pytest-cov>=4.1.0",
+    "ruff>=0.1.11",
+    "sphinx>=7.2.6",
+    "aiohttp_theme>=0.1.6",
+]
+
+[tool.hatch.metadata]
+allow-direct-references = true
+
+[tool.pyright]
+verboseOutput = true
+pythonVersion = "3.10"
+typeCheckingMode = "strict"
+
+[tool.pytest.ini_options]
+addopts = "--cov-report=term-missing --setup-show --verbose"
+
+[tool.coverage.run]
+branch = true
+
+[tool.ruff]
+line-length = 120
+select = ["ALL"]
+fixable = ["ALL"]
+fix = true
+
+ignore = [
+    "ANN101",   # Missing-type-self
+    "COM812",   # Missing-trailing-comma - ruff format recommendations
+    "D203",     # One-blank-line-before-class (D203) and no-blank-line-before-class (D211) are incompatible
+    "D213",     # Multi-line-summary-first-line (D212) and multi-line-summary-second-line (D213) are incompatible
+    "EM101",    # Exception must not use a string literal, assign to variable first - don't like many exceptions
+    "EM102",    # Exception must not use an f-string literal, assign to variable first - don't like many exceptions
+    "ISC001",   # Single-line-implicit-string-concatenation - ruff format recommendations
+    "PLR0913",  # Too many arguments in function definition - required in this library
+    "RUF001",   # Ambiguous-unicode-character-string - russian
+    "RUF002",   # Ambiguous-unicode-character-docstring - russian
+    "RUF003",   # Ambiguous-unicode-character-comment - russian
+    "TRY003",   # Avoid specifying long messages outside the exception class - don't like many exceptions
+]
diff --git a/requirements-dev.lock b/requirements-dev.lock
new file mode 100644
index 0000000..89c3a31
--- /dev/null
+++ b/requirements-dev.lock
@@ -0,0 +1,47 @@
+# generated by rye
+# use `rye lock` or `rye sync` to update this lockfile
+#
+# last locked with the following flags:
+#   pre: false
+#   features: []
+#   all-features: true
+
+-e file:.
+aiohttp-theme==0.1.6
+alabaster==0.7.16
+babel==2.14.0
+certifi==2023.11.17
+charset-normalizer==3.3.2
+coverage==7.4.0
+docutils==0.20.1
+idna==3.6
+imagesize==1.4.1
+iniconfig==2.0.0
+jinja2==3.1.3
+markupsafe==2.1.3
+nodeenv==1.8.0
+numpy==1.26.3
+packaging==23.2
+pandas==2.1.4
+pluggy==1.3.0
+pygments==2.17.2
+pyright==1.1.345
+pytest==7.4.4
+pytest-cov==4.1.0
+python-dateutil==2.8.2
+pytz==2023.3.post1
+requests==2.31.0
+ruff==0.1.11
+six==1.16.0
+snowballstemmer==2.2.0
+sphinx==7.2.6
+sphinxcontrib-applehelp==1.0.7
+sphinxcontrib-devhelp==1.0.5
+sphinxcontrib-htmlhelp==2.0.4
+sphinxcontrib-jsmath==1.0.1
+sphinxcontrib-qthelp==1.0.6
+sphinxcontrib-serializinghtml==1.1.9
+tzdata==2023.4
+urllib3==2.1.0
+# The following packages are considered to be unsafe in a requirements file:
+setuptools==69.0.3
diff --git a/requirements.lock b/requirements.lock
new file mode 100644
index 0000000..d1fef82
--- /dev/null
+++ b/requirements.lock
@@ -0,0 +1,14 @@
+# generated by rye
+# use `rye lock` or `rye sync` to update this lockfile
+#
+# last locked with the following flags:
+#   pre: false
+#   features: []
+#   all-features: true
+
+-e file:.
+certifi==2023.11.17
+charset-normalizer==3.3.2
+idna==3.6
+requests==2.31.0
+urllib3==2.1.0
diff --git a/requirements.txt b/requirements.txt
deleted file mode 100755
index 8a5d274..0000000
--- a/requirements.txt
+++ /dev/null
@@ -1,6 +0,0 @@
-requests
-pytest
-pytest-cov
-sphinx
-aiohttp_theme
-pandas
diff --git a/setup.py b/setup.py
deleted file mode 100755
index ac8217a..0000000
--- a/setup.py
+++ /dev/null
@@ -1,51 +0,0 @@
-import pathlib
-import re
-import sys
-
-import setuptools
-
-name = "apimoex"
-python_minimal = "3.6"
-
-if sys.version_info < tuple(int(i) for i in python_minimal.split(".")):
-    raise RuntimeError(f"{name} requires Python {python_minimal}+")
-
-with open(pathlib.Path(__file__).parent / "apimoex" / "__init__.py") as file:
-    try:
-        version = re.search(r"^__version__ = \"(.+)\"$", file.read(), re.M)[1]
-    except IndexError:
-        raise RuntimeError("Unable to determine version.")
-
-with open("README.rst") as file:
-    long_description = file.read()
-
-setuptools.setup(
-    name=name,
-    version=version,
-    description="MOEX ISS API",
-    long_description=long_description,
-    long_description_content_type="text/x-rst",
-    url="https://wlm1ke.github.io/apimoex/",
-    author="Mikhail Korotkov aka WLMike",
-    author_email="wlmike@gmail.com",
-    license="http://unlicense.org",
-    classifiers=[
-        "Development Status :: 5 - Production/Stable",
-        "Environment :: Other Environment",
-        "Intended Audience :: Developers",
-        "License :: Public Domain",
-        "Natural Language :: Russian",
-        "Operating System :: OS Independent",
-        "Programming Language :: Python",
-        "Programming Language :: Python :: 3",
-        "Programming Language :: Python :: 3.6",
-        "Programming Language :: Python :: 3.7",
-        "Programming Language :: Python :: Implementation :: CPython",
-        "Topic :: Utilities",
-    ],
-    keywords="moex iss api",
-    project_urls={"Source": "https://github.com/WLM1ke/apimoex"},
-    packages=setuptools.find_packages(exclude=["tests"]),
-    install_requires=["requests"],
-    python_requires=f">={python_minimal}",
-)
diff --git a/tests/test_client.py b/tests/test_client.py
index d83d218..7b7cc85 100755
--- a/tests/test_client.py
+++ b/tests/test_client.py
@@ -143,9 +143,7 @@ def test_wrong_cursor_size(monkeypatch, session):
     monkeypatch.setattr(iss, "get", lambda x: fake_cursor)
     with pytest.raises(client.ISSMoexError) as error:
         iss.get_all()
-    assert f"Некорректные данные history.cursor [0, 1] для начальной позиции 0" in str(
-        error.value
-    )
+    assert f"Некорректные данные history.cursor [0, 1] для начальной позиции 0" in str(error.value)
 
 
 def test_wrong_cursor_index(monkeypatch, session):
@@ -155,6 +153,4 @@ def test_wrong_cursor_index(monkeypatch, session):
     monkeypatch.setattr(iss, "get", lambda x: fake_cursor)
     with pytest.raises(client.ISSMoexError) as error:
         iss.get_all()
-    assert "Некорректные данные history.cursor [{'INDEX': 1}] для начальной позиции 0" in str(
-        error.value
-    )
+    assert "Некорректные данные history.cursor [{'INDEX': 1}] для начальной позиции 0" in str(error.value)
diff --git a/tests/test_requests.py b/tests/test_requests.py
index 3868b2d..d9bbf52 100755
--- a/tests/test_requests.py
+++ b/tests/test_requests.py
@@ -3,8 +3,7 @@
 import pytest
 from requests import Session
 
-from apimoex import client
-from apimoex import requests
+from apimoex import client, requests
 
 
 @pytest.fixture(scope="module", name="session")
@@ -36,42 +35,28 @@ def test_make_query_full():
     assert query["interval"] == 60
     assert query["from"] == "2019-10-09"
     assert query["till"] == "2019-11-12"
-    assert query["iss.only"] == f"new_table,history.cursor"
+    assert query["iss.only"] == "new_table,history.cursor"
     assert query["new_table.columns"] == "4,a"
 
 
 def test_get_table():
     # noinspection PyProtectedMember
-    query = requests._get_table(
-        dict(a="b"), "a"
-    )
+    query = requests._get_table(dict(a="b"), "a")
     assert query == "b"
 
 
 def test_get_table_notable():
     with pytest.raises(client.ISSMoexError) as error:
         # noinspection PyProtectedMember
-        requests._get_table(
-            dict(a="b"), "b"
-        )
+        requests._get_table(dict(a="b"), "b")
     assert "Отсутствует таблица b в данных" in str(error.value)
 
 
 def test_get_reference(session):
     data = requests.get_reference(session, "engines")
     assert isinstance(data, list)
-    assert len(data) == 9
-    assert data == [
-        {"id": 1, "name": "stock", "title": "Фондовый рынок и рынок депозитов"},
-        {"id": 2, "name": "state", "title": "Рынок ГЦБ (размещение)"},
-        {"id": 3, "name": "currency", "title": "Валютный рынок"},
-        {"id": 4, "name": "futures", "title": "Срочный рынок"},
-        {"id": 5, "name": "commodity", "title": "Товарный рынок"},
-        {"id": 6, "name": "interventions", "title": "Товарные интервенции"},
-        {"id": 7, "name": "offboard", "title": "ОТС-система"},
-        {'id': 9, 'name': 'agro', 'title': 'Агро'},
-        {'id': 1012, 'name': 'otc', 'title': 'ОТС с ЦК'}
-    ]
+    assert len(data) == 10
+    assert data[0] == {"id": 1, "name": "stock", "title": "Фондовый рынок и рынок депозитов"}
 
 
 check_points = [
@@ -96,24 +81,24 @@ def test_find_security_description(session):
     assert len(data) == 19
     assert data[8] == dict(name="ISSUEDATE", title="Дата начала торгов", value="2009-12-01")
     # data = [
-    #     {'name': 'SECID', 'title': 'Код ценной бумаги', 'value': 'IRAO'}, 
-    #     {'name': 'NAME', 'title': 'Полное наименование', 'value': '"Интер РАО" ПАО ао'}, 
-    #     {'name': 'SHORTNAME', 'title': 'Краткое наименование', 'value': 'ИнтерРАОао'}, 
-    #     {'name': 'ISIN', 'title': 'ISIN код', 'value': 'RU000A0JPNM1'}, 
-    #     {'name': 'REGNUMBER', 'title': 'Номер государственной регистрации', 'value': '1-04-33498-E'}, 
-    #     {'name': 'ISSUESIZE', 'title': 'Объем выпуска', 'value': '104400000000'}, 
-    #     {'name': 'FACEVALUE', 'title': 'Номинальная стоимость', 'value': '2.80977'}, 
-    #     {'name': 'FACEUNIT', 'title': 'Валюта номинала', 'value': 'SUR'}, 
-    #     {'name': 'ISSUEDATE', 'title': 'Дата начала торгов', 'value': '2009-12-01'}, 
-    #     {'name': 'LATNAME', 'title': 'Английское наименование', 'value': 'Inter RAO ao'}, 
-    #     {'name': 'LISTLEVEL', 'title': 'Уровень листинга', 'value': '1'}, 
-    #     {'name': 'ISQUALIFIEDINVESTORS', 'title': 'Бумаги для квалифицированных инвесторов', 'value': '0'}, 
-    #     {'name': 'MORNINGSESSION', 'title': 'Допуск к утренней дополнительной торговой сессии', 'value': '1'}, 
-    #     {'name': 'EVENINGSESSION', 'title': 'Допуск к вечерней дополнительной торговой сессии', 'value': '1'}, 
-    #     {'name': 'TYPENAME', 'title': 'Вид/категория ценной бумаги', 'value': 'Акция обыкновенная'}, 
-    #     {'name': 'GROUP', 'title': 'Код типа инструмента', 'value': 'stock_shares'}, 
-    #     {'name': 'TYPE', 'title': 'Тип бумаги', 'value': 'common_share'}, 
-    #     {'name': 'GROUPNAME', 'title': 'Типа инструмента', 'value': 'Акции'}, 
+    #     {'name': 'SECID', 'title': 'Код ценной бумаги', 'value': 'IRAO'},
+    #     {'name': 'NAME', 'title': 'Полное наименование', 'value': '"Интер РАО" ПАО ао'},
+    #     {'name': 'SHORTNAME', 'title': 'Краткое наименование', 'value': 'ИнтерРАОао'},
+    #     {'name': 'ISIN', 'title': 'ISIN код', 'value': 'RU000A0JPNM1'},
+    #     {'name': 'REGNUMBER', 'title': 'Номер государственной регистрации', 'value': '1-04-33498-E'},
+    #     {'name': 'ISSUESIZE', 'title': 'Объем выпуска', 'value': '104400000000'},
+    #     {'name': 'FACEVALUE', 'title': 'Номинальная стоимость', 'value': '2.80977'},
+    #     {'name': 'FACEUNIT', 'title': 'Валюта номинала', 'value': 'SUR'},
+    #     {'name': 'ISSUEDATE', 'title': 'Дата начала торгов', 'value': '2009-12-01'},
+    #     {'name': 'LATNAME', 'title': 'Английское наименование', 'value': 'Inter RAO ao'},
+    #     {'name': 'LISTLEVEL', 'title': 'Уровень листинга', 'value': '1'},
+    #     {'name': 'ISQUALIFIEDINVESTORS', 'title': 'Бумаги для квалифицированных инвесторов', 'value': '0'},
+    #     {'name': 'MORNINGSESSION', 'title': 'Допуск к утренней дополнительной торговой сессии', 'value': '1'},
+    #     {'name': 'EVENINGSESSION', 'title': 'Допуск к вечерней дополнительной торговой сессии', 'value': '1'},
+    #     {'name': 'TYPENAME', 'title': 'Вид/категория ценной бумаги', 'value': 'Акция обыкновенная'},
+    #     {'name': 'GROUP', 'title': 'Код типа инструмента', 'value': 'stock_shares'},
+    #     {'name': 'TYPE', 'title': 'Тип бумаги', 'value': 'common_share'},
+    #     {'name': 'GROUPNAME', 'title': 'Типа инструмента', 'value': 'Акции'},
     #     {'name': 'EMITTER_ID', 'title': 'Код эмитента', 'value': '2140'}
     # ]
 
@@ -157,7 +142,7 @@ def test_get_market_candles_from_beginning(session):
     assert isinstance(data, list)
     assert len(data) > 500
     df = pd.DataFrame(data)
-    assert df.columns.size == 6
+    assert df.columns.size == 7
     assert df.loc[0, "open"] == pytest.approx(141.55)
     assert df.loc[1, "close"] == pytest.approx(141.59)
     assert df.loc[2, "high"] == pytest.approx(142.4)
@@ -167,17 +152,16 @@ def test_get_market_candles_from_beginning(session):
 
 
 def test_get_market_candles_to_end(session):
-    data = requests.get_market_candles(session, "LSRG", interval=4, start="2008-01-01")
+    data = requests.get_market_candles(session, "LSRG", interval=24, start="2020-08-20")
     assert isinstance(data, list)
-    assert len(data) > 47
-    df = pd.DataFrame(data)
-    assert df.columns.size == 6
-    assert df.loc[0, "open"] == pytest.approx(1130)
-    assert df.loc[1, "close"] == pytest.approx(970)
-    assert df.loc[2, "high"] == pytest.approx(1045)
-    assert df.loc[3, "low"] == pytest.approx(429.9)
-    assert df.loc[4, "value"] == pytest.approx(1109833660.9)
-    assert df.loc[6, "begin"] == "2012-07-01 00:00:00"
+    assert len(data) > 13
+    assert len(data[0]) == 7
+    assert data[0]["open"] == pytest.approx(775.4)
+    assert data[1]["close"] == pytest.approx(771.8)
+    assert data[2]["high"] == pytest.approx(779.8)
+    assert data[3]["low"] == pytest.approx(770.2)
+    assert data[4]["value"] == pytest.approx(59495740.6)
+    assert data[6]["begin"] == "2020-08-28 00:00:00"
 
 
 def test_get_market_candles_empty_history(session):
@@ -191,7 +175,7 @@ def test_get_board_candles_from_beginning(session):
     assert isinstance(data, list)
     assert len(data) > 500
     df = pd.DataFrame(data)
-    assert df.columns.size == 6
+    assert df.columns.size == 7
     assert df.loc[0, "open"] == pytest.approx(202.7)
     assert df.loc[1, "close"] == pytest.approx(204.12)
     assert df.loc[2, "high"] == pytest.approx(205)
@@ -205,7 +189,7 @@ def test_get_board_candles_to_end(session):
     assert isinstance(data, list)
     assert len(data) > 52
     df = pd.DataFrame(data)
-    assert df.columns.size == 6
+    assert df.columns.size == 7
     assert df.loc[0, "open"] == pytest.approx(0.152)
     assert df.loc[1, "close"] == pytest.approx(0.15689)
     assert df.loc[2, "high"] == pytest.approx(0.15998)
@@ -218,10 +202,10 @@ def test_get_board_dates(session):
     data = requests.get_board_dates(session)
     assert isinstance(data, list)
     assert len(data) == 1
-    assert isinstance(data[0]['from'], str)
-    assert isinstance(data[0]['till'], str)
-    assert len(data[0]['from']) == 10
-    assert len(data[0]['till']) == 10
+    assert isinstance(data[0]["from"], str)
+    assert isinstance(data[0]["till"], str)
+    assert len(data[0]["from"]) == 10
+    assert len(data[0]["till"]) == 10
 
 
 def test_get_board_securities(session):
@@ -229,21 +213,13 @@ def test_get_board_securities(session):
     assert isinstance(data, list)
     assert len(data) > 200
     df = pd.DataFrame(data)
-    df.set_index("SECID", inplace=True)
+    df = df.set_index("SECID")
     assert df.loc["AKRN", "SHORTNAME"] == "Акрон"
     assert df.loc["GAZP", "REGNUMBER"] == "1-02-00028-A"
     assert df.loc["TTLK", "LOTSIZE"] == 1000
     assert df.loc["MRSB", "SHORTNAME"] == "МордЭнСб"
     assert df.loc["MRSB", "REGNUMBER"] == "1-01-55055-E"
     assert df.loc["MRSB", "LOTSIZE"] == 10000
-    assert df.index[0] == "ABRD"
-    assert df["SHORTNAME"].iat[0] == "АбрауДюрсо"
-    assert df["REGNUMBER"].iat[0] == "1-02-12500-A"
-    assert df["LOTSIZE"].iat[0] == 10
-    assert df["SHORTNAME"].iat[-1] == "ЗВЕЗДА ао"
-    assert df["REGNUMBER"].iat[-1] == "1-01-00169-D"
-    assert df["LOTSIZE"].iat[-1] == 1000
-    assert df.index[-1] == "ZVEZ"
 
 
 def test_get_market_history_from_beginning(session):
@@ -288,9 +264,10 @@ def test_get_board_history_to_end(session):
     assert df.at["2018-09-06", "CLOSE"] == pytest.approx(660)
     assert df.at["2018-08-28", "VOLUME"] == 47428
 
+
 def test_get_index_tickers(session):
-    data = requests.get_index_tickers(session, index='IMOEX', date='2023-03-03')
+    data = requests.get_index_tickers(session, index="IMOEX", date="2023-03-03")
     assert len(data) == 40
-    assert data[15]['ticker'] == 'MAGN'
-    assert data[25]['till'] == '2023-03-03'
-    assert data[35]['tradingsession'] == 3
+    assert data[15]["ticker"] == "MAGN"
+    assert data[25]["till"] == "2023-03-03"
+    assert data[35]["tradingsession"] == 3