Skip to content

Latest commit

 

History

History
305 lines (256 loc) · 11.9 KB

CHANGELOG.rst

File metadata and controls

305 lines (256 loc) · 11.9 KB
Raw

Unreleased

  • Fixed a bug in dataset.update() not being able to handle duplicate l18 values.
  • Updated dataset.

v0.68.1 (2024-11-07)

  • Updated dataset.
  • Fixed a bug in parsing market_state. (#7)
  • Improved type hints.

v0.68.0 (2024-11-04)

  • The dataset now includes isin and cisin columns.
  • Added Instrument.from_isin method.
  • Improved type hints.
  • Removed dataste.LazyDS.l18_l130 method.

v0.67.0 (2024-11-01)

  • Improved type hints.
  • Updated dataset.
  • Migrated functions of docs module to the new tsetmc API.
  • yval column in market_watch is now of type string instead of int16.
  • ins_code column in major_holders_activity is now of type string instead of int64.
  • Dependency on bs4 package was removed.

v0.65.0

  • BREAKING: All ETF/fund related functions were moved from general to funds module.

v0.64.1

  • Fixed: ImportError in instruments module

v0.64.0

  • New function: tsetmc.general.get_funds.
  • New function: tsetmc.general.commodity_funds.
  • New function: tsetmc.general.etfs.
  • New function: tsetmc.general.messages.
  • New function: tsetmc.general.search_messages.
  • Changed!: The n parameter of general.market_overview function was renamed to flow and is now keyword-only.
  • Removed!: market_watch.messages. The underlying API was not working anymore. Use tsetmc.general.messages instead which uses the new JSON API.
  • Fixed: Errors due to bad server redirects in general.boards, general.cs_codes, and general.industrial_groups_overview.
  • Deprecated: general.industrial_groups_overview; use general.sectors_summary instead.
  • Updated dataset

v0.63.1

  • Automatically handle ServerDisconnectedError by retrying.

v0.63.0

  • Instrument.daily_closing_price() now has index set to date column.
  • docs.client_type() will not set first as column name for output.

v0.62.1

  • Fixed incompatible dtype FutureWarning in market_watch_plus.

v0.62.0

  • The default value of n for Instrument.daily_closing_price is now 0 instead of 9. Meaning that complete history will be fetched instead of just the last 9 days.
  • Updated dataset

v0.61.0

  • Fixed handling of 23-column data in market_watch_plus.
  • Some type hints (Subclasses of TypedDict) are now publicly exposed.

v0.59.0

  • Minimum Python requirement is now 3.12.
  • Fixed a new deprecation warning in pandas 2.2.0.

v0.58.0

  • Update API url. (http now redirects to https)
  • Updated dataset

v0.57.2

  • Fixed a deprecation warning in reading html tables.
  • Updated dataset

v0.57.0

  • BREAKING CHANGE: Require pyarrow and pandas >= 2.1.0 and use pyarrow string dtype in pandas. Also pandas.options.future.infer_string = True.
  • BREAKING CHANGE: The ins_code column of general.industrial_groups_overview() is now of string type. (prviously it was int64)
  • BREAKING CHANGE: Instrument.live_data will now include a timestamp key instead of datetime. The old timestamp key is renamed to time.
  • Fixed a logging bug in market_watch_plus causing exception in rare occasions.
  • The result of general.market_overview now includes marketActivityTimestamp which is a combination of marketActivityDEven and marketActivityHEven.
  • Added optional df parameter to dataset.update.
  • Updated dataset

v0.56.0

  • BREAKING CHANGE: cs column in market_watch_init and market_watch_plus now is of string type instead of numeric.
  • BREAKING CHANGE: The return values of callback functions in MarketWatch are now ignored. Users are supposed to cancel the running task instead of controlling the loop via the return values.
  • BREAKING CHANGE: The code column of dataset is renamed back to ins_code. This name is more compatible with other existing functions.
  • Fixed a bug in dataset.update().
  • Updated dataset

v0.55.0

  • BREAKING CHANGE: new argument for market_watch_plus: best_limits_prepare_join. To retain the old behaviour call this function with best_limits_prepare_join=False.
  • Fixed occasional type-casting bug in market_watch_plus.
  • Added easy-to-use default callbacks for MarketWatch class.

v0.54.0

  • BREAKING CHANGE: Pandas v2.0+ is required and pd.options.mode.copy_on_write is set to true.
  • BREAKING CHANGE: Index of daily_closing_price is now set to normalized form of datetime (not including time, just date). A datetime column added which includes the last transaction time.

v0.53.0

  • BREAKING CHANGE: tsetmc will now manage the session internally. There is no need to manually create a session anymore. tsetmc.Session and tsetmc.SESSION have been removed.

v0.52.0

  • MarketWatch.start will now retry market_watch_init upon failure.
  • New public class: tsetmc.dataset.LazyDS.

v0.51.0

  • BREAKING CHANGE: market_watch will now use string as the dtype for ins_code index.
  • BREAKING CHANGE: market_state dict will now always include tse_value and tse_index_change_percent keys. The value will be None if not available.
  • BREAKING CHANGE: Use ins_code as the index for price and new_prices DataFrames in market_watch_init and market_watch_plus. Previously, the index was a MultiIndex of ['ins_code', 'isin', 'l18', 'l30'].
  • BREAKING CHANGE: share_holder_id parameter of share_holder_companies is now positional-only.
  • Fixed a bug in parsing market_state during pre-market.
  • Updated dataset

v0.50.0

  • BREAKING CHANGE: Instrument.related_companies now adds an instrument. prefix to instrument related column names.
  • Added new function: general.related_companies
  • Added a new module: indices
  • Add type hints for Instrument.info
  • Updated dataset

v0.49.1

  • BREAKING CHANGE: Instrument.share_holder_history now returns a DataFrame instead of a list.

v0.49.0

  • BREAKING CHANGE: the output type of insturments.search function has changed from DataFrame to a list of dicts. Use old_search if you want to continue using the old format.
  • BREAKING CHANGE: renamed the c_sec_val parameter of Instrument.related_companies to cs.
  • BREAKING CHANGE: The DataFrame result of Instrument.daily_closing_price() now has datetime index instead of dEven and hEven columns.
  • BREAKING CHANGE: Instrument.codal() now returns a list of dicts instead of a DataFrame.
  • Added new async property: Instrument.cs
  • Added new async function: general.market_overview()
  • Added new async method: Instrument.identity()
  • Added new async method: Instrument.price_adjustments()
  • Added new async method: Instrument.publisher()
  • Added new async method: Instrument.share_holders()
  • Added new async method: Instrument.share_holder_history()
  • Added new async method: Instrument.messages()
  • Added new async function: instruments.share_holder_companies()
  • Improved type annotations
  • Deprecated the following methods which rely on the old tsetmc site and have new alternatives:
    • Instrument.live_data. See the docstring for alternatives.
    • Instrument.page_data. See the docstring for alternatives.
    • Instrument.client_type_history_old. Use Instrument.client_type_history instead.
    • Instrument.identification. Use Instrument.identity instead.
    • Insturment.trade_history. Use Instrument.daily_closing_price instead.
    • Insturment.adjustments. Use Instrument.price_adjustments instead.
    • Insturment.introduction. Use Instrument.publisher instead.
    • Insturment.holders. Use Instrument.share_holders instead.
    • Insturment.holder. Use Instrument.share_holder_history or share_holder_companies instead.
    • Insturment.ombud_messages. Use Instrument.messages instead.
  • InstrumentOnDate.client_types is deprecated, use Instrument.client_type instead
  • Updated dataset

v0.48.2

  • Fixed an unneeded URL redirect in Instrument.price_history
  • Fixed URL mismatch warning during web requests.

v0.48.0

  • BREAKING CHANGE: Renamed Instrument.client_type to client_type_history_old. The old name is overwritten with a new method.
  • Removed the broken Instrument.intraday() method. This method is not available in the new design of tsetmc.com. Use Instrument.on_date instead.
  • Fixed market_watch_plus by allowing float64 dtype on po and pd columns.
  • Added the following methods to Instrument class:
    • info()
    • trades()
    • codal()
    • daily_closing_price()
    • closing_price_info()
    • best_limits()
    • client_type()
    • etf()
    • related_companies()

v0.47.0

  • Added a quick fix for the new design of tsetmc.com by using old.tsetmc.com domain. Some modules are still failing in tests and should wait for the next released.
  • Avoid unsigned data-types in returned values. This should help with some overflow bugs when user is not careful.
  • Updated dataset

v0.46.0

  • Increased default socket timeouts to 30s
  • Fixed market_map_data (the result has changed due to tsetmc API changes)
  • Updated dataset

v0.45.1

  • Fixed some deprecation warning during update
  • Updated dataset

v0.45.0

  • Fixed market_watch issue with newly defined columns
  • Fixed some deprecation/future warnings
  • Increased default timeout from 5 to 10 seconds
  • Updated dataset

v0.44.0

  • Breaking: renamed the database module to dataset
  • feat(_parse_price_info): handle invalid nav_datetime

v0.43.2

  • fixed: Use fake user-agent for API requests due to a new restriction from server.

v0.43.1

  • fixed a bug in Instrument.live_data

v0.43.0

  • feat!: removed the 1-connection-per-host limit. However, users should note that InstrumentOnDate (Instrument.on_date) methods are rate-limited and avoid making simultaneous calls.
  • feat(docs): a new (and incomplete) module to fetch parsed documentation data

v0.42.0

  • feat(Instrument.__hash__): handle numpy.int64 Instrument.code
  • fix(Session): Do not inherit from aiohttp.ClientSession (deprecated by aiohttp).
  • feat(Session): use TCPConnector(limit_per_host=1, keepalive_timeout=120.)

v0.41.0

  • feat(Instrument.trade_history): add new param: all_=False
  • feat(Instrument.client_type_history): new method
  • feat(Instrument.on_date): new method returning an InstrumentOnDate object which has the following methods:
    • closing_price
    • closing_price_history
    • states
    • client_types
    • holders
    • best_limits
    • trades
    • static_thresholds
    • data

v0.40.0

  • BREAKING CHANGE: Make the framework async.
  • feat(general.top_industry_groups): new method
  • fixed: type annotation of Instrument.live_data

v0.39.0

  • feat(Instrument.dps_history): new method
  • feat!: migrate from urllib3 to httpx

v0.38.0

  • feat(Instrument.holders)!: use english column names and numerize the change column
  • feat!: migrate from requests to urllib3
  • fix(live_data)!: handle empty string in market state
  • fix(major_holders_activity): handle empty-valued cells

v0.37.0

  • Fixed market_watch.status_changes.

v0.36.0

  • feat(setup.cfg)!: require pandas 1.4.0+
  • feat(market_watch.ombud_messages)!: make all params keyword-only
  • feat(market_watch.ombud_messages): new params: containing and sh_date
  • feat(database)!: cs 69 and flow 3 were removed from offline database
  • feat(Instrument): add introduction method
  • feat(Instrument): add ombud_messages method
  • feat(general): new module containing the following functions:
    • boards
    • cs_codes
    • industrial_groups
    • market_map_data
    • major_holders_activity
  • fix(setup.cfg)!: beautifulsoup4 and lxml are now required as dependencies
  • fix(ombud_messages)!: return empty DataFrame for empty result set