Add frequency enum

Author: lsbardel

.github/workflows/build.yml

@@ -27,7 +27,7 @@ jobs:
       - name: Install poetry
         run: pip install -U pip poetry
       - name: Install dependencies no book
-        run: poetry install
+        run: poetry install --all-extras
       - name: run tests no book
         run: make tests
       - name: Install dependencies

quantflow/data/fmp.py

@@ -5,6 +5,7 @@
 from fluid.utils.http_client import AioHttpClient
 from fluid.utils.data import compact_dict
 import pandas as pd
+from enum import StrEnum
 
 from quantflow.utils.dates import isoformat
 
@@ -14,6 +15,17 @@ class FMP(AioHttpClient):
     url: str = "https://financialmodelingprep.com/api"
     key: str = field(default_factory=lambda: os.environ.get("FMP_API_KEY", ""))
 
+    class freq(StrEnum):
+        """FMP historical frequencies"""
+
+        one_min = "1min"
+        five_min = "5min"
+        fifteen_min = "15min"
+        thirty_min = "30min"
+        one_hour = "1hour"
+        four_hour = "4hour"
+        daily = ""
+
     async def stocks(self, **kw: Any) -> list[dict]:
         return await self.get_path("v3/stock/list", **kw)
 
@@ -116,6 +128,7 @@ async def search(
     async def prices(
         self, ticker: str, frequency: str = "", to_date: bool = False, **kw: Any
     ) -> pd.DataFrame:
+        """Historical prices, daily if frequency is not provided"""
         base = (
             "historical-price-full/"
             if not frequency
@@ -148,6 +161,10 @@ def historical_frequencies_annulaized(self) -> dict:
         one_year = 525600
         return {k: v / one_year for k, v in self.historical_frequencies().items()}
 
+    # Crypto
+    async def crypto_list(self) -> list[dict]:
+        return await self.get_path("v3/symbol/available-cryptocurrencies")
+
     # Internals
     async def get_path(self, path: str, **kw: Any) -> list[dict]:
         result = await self.get(f"{self.url}/{path}", **self.params(**kw))

quantflow_tests/test_data.py

@@ -2,14 +2,9 @@
 
 import pytest
 
-try:
-    from quantflow.data.fmp import FMP
-except ImportError:
-    FMP = None  # type: ignore
+from quantflow.data.fmp import FMP
 
-pytestmark = pytest.mark.skipif(
-    FMP is None or not FMP().key, reason="No FMP API key found"
-)
+pytestmark = pytest.mark.skipif(not FMP().key, reason="No FMP API key found")
 
 
 @pytest.fixture
@@ -24,7 +19,7 @@ def test_client(fmp: FMP) -> None:
 
 
 async def test_historical(fmp: FMP) -> None:
-    df = await fmp.prices("BTCUSD")
+    df = await fmp.prices("BTCUSD", fmp.freq.one_hour)
     assert df["close"] is not None