Use aio-fluid (#6)

Author: lsbardel

.github/workflows/build.yml

@@ -16,7 +16,7 @@ jobs:
       FMP_API_KEY: ${{ secrets.FMP_API_KEY }}
     strategy:
       matrix:
-        python-version: ["3.11", "3.12"]
+        python-version: ["3.11", "3.12", "3.13"]
 
     steps:
       - uses: actions/checkout@v4
@@ -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

poetry.lock

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "quantflow"
-version = "0.2.7"
+version = "0.2.8"
 description = "quantitative analysis"
 authors = ["Luca <luca@quantmind.com>"]
 license = "BSD-3-Clause"
@@ -14,26 +14,26 @@ Documentation = "https://quantmind.github.io/quantflow/"
 [tool.poetry.dependencies]
 python = ">=3.11"
 scipy = "^1.14.1"
-aiohttp = {version = "^3.8.1", optional = true}
 pydantic = "^2.0.2"
 ccy = {version="1.6.0", extras=["cli"]}
 asciichart = "^0.1"
 python-dotenv = "^1.0.1"
 asciichartpy = "^1.5.25"
 prompt-toolkit = "^3.0.43"
-polars = {version = "1.11.0", extras=["pandas", "pyarrow"]}
+polars = {version = "^1.11.0", extras=["pandas", "pyarrow"]}
+aio-fluid = {version = "^1.2.1", extras=["http"], optional = true}
 
 [tool.poetry.group.dev.dependencies]
 black = "^24.1.1"
-pytest-cov = "^5.0.0"
+pytest-cov = "^6.0.0"
 mypy = "^1.13.0"
 ghp-import = "^2.0.2"
-ruff = "^0.7.1"
+ruff = "^0.8.1"
 pytest-asyncio = "^0.24.0"
 
 
 [tool.poetry.extras]
-data = ["aiohttp"]
+data = ["aio-fluid"]
 
 [tool.poetry.group.book]
 optional = true

pyproject.toml

@@ -1,3 +1,3 @@
 """Quantitative analysis and pricing"""
 
-__version__ = "0.2.7"
+__version__ = "0.2.8"

quantflow/__init__.py

@@ -2,18 +2,30 @@
 from dataclasses import dataclass, field
 from datetime import date, timedelta
 from typing import Any, cast
-
+from fluid.utils.http_client import AioHttpClient
+from fluid.utils.data import compact_dict
 import pandas as pd
+from enum import StrEnum
 
-from ..utils.dates import isoformat
-from .client import HttpClient, compact
+from quantflow.utils.dates import isoformat
 
 
 @dataclass
-class FMP(HttpClient):
+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)
 
@@ -80,7 +92,7 @@ async def ratios(
         path = "ratios" if period else "ratios-ttm"
         return await self.get_path(
             f"v3/{path}/{ticker}",
-            **self.params(compact(period=period, limit=limit), **kw),
+            **self.params(compact_dict(period=period, limit=limit), **kw),
         )
 
     async def peers(self, *tickers: str, **kw: Any) -> list[dict]:
@@ -108,12 +120,15 @@ async def search(
         path = "v3/search-ticker" if ticker else "v3/search"
         return await self.get_path(
             path,
-            **self.params(compact(query=query, exchange=exchange, limit=limit), **kw),
+            **self.params(
+                compact_dict(query=query, exchange=exchange, limit=limit), **kw
+            ),
         )
 
     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
@@ -146,6 +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/data/client.py

@@ -0,0 +1,3 @@
+import dotenv
+
+dotenv.load_dotenv()

quantflow/data/fmp.py

@@ -1,21 +1,16 @@
-from typing import AsyncIterator, cast
+from typing import AsyncIterator
 
 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
 async def fmp() -> AsyncIterator[FMP]:
     async with FMP() as fmp:
-        yield cast(FMP, fmp)
+        yield fmp
 
 
 def test_client(fmp: FMP) -> None:
@@ -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