Fiscal data

Author: lsbardel

quantflow/data/fiscal_data.py

@@ -46,7 +46,17 @@ async def securities(self, record_date: date | None = None) -> pd.DataFrame:
 
     async def get_all(self, path: str, params: dict[str, str]) -> list:
         """Get all data from the API"""
-        url = f"{self.url}{path}"
-        payload = await self.get(url, params=params)
-        data = payload["data"]
-        return data
+        next_url: str | None = f"{self.url}{path}"
+        full_data = []
+        while next_url:
+            payload = await self.get(next_url, params=params)
+            full_data.extend(payload["data"])
+            params = {}
+            if links := payload.get("links"):
+                if next_path := links.get("next"):
+                    next_url = f"{self.url}{next_path}"
+                else:
+                    next_url = None
+            else:
+                next_url = None
+        return full_data

quantflow_tests/test_data.py

@@ -4,6 +4,7 @@
 from aiohttp.client_exceptions import ClientError
 
 from quantflow.data.fed import FederalReserve
+from quantflow.data.fiscal_data import FiscalData
 from quantflow.data.fmp import FMP
 
 pytestmark = pytest.mark.skipif(not FMP().key, reason="No FMP API key found")
@@ -50,3 +51,14 @@ async def test_fed_rates() -> None:
             assert df.shape[1] == 2
     except (ConnectionError, ClientError) as e:
         pytest.skip(f"Skipping test_fed due to network issue: {e}")
+
+
+async def __test_fiscal_data() -> None:
+    try:
+        async with FiscalData() as fd:
+            df = await fd.securities()
+            assert df is not None
+            assert df.shape[0] > 0
+            assert df.shape[1] == 2
+    except (ConnectionError, ClientError) as e:
+        pytest.skip(f"Skipping test_fed due to network issue: {e}")