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Handling of datetime.time values in the Reference Data Provider #192

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merged 10 commits into from
Nov 29, 2024
Merged

Handling of datetime.time values in the Reference Data Provider #192

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c7d9f40
new case for datetime.time values in the reference data provider
zeynepgultugaydemir Nov 21, 2024
c2a9ce3
tests for value parser
zeynepgultugaydemir Nov 28, 2024
784381a
import errors
zeynepgultugaydemir Nov 29, 2024
26e18a7
import errors
zeynepgultugaydemir Nov 29, 2024
50bb875
Merge branch 'master' of https://github.com/quarkfin/qf-lib into ref_…
zeynepgultugaydemir Nov 29, 2024
1177ee2
parser tests put under bloomberg tests
zeynepgultugaydemir Nov 29, 2024
d230c5d
style fix
zeynepgultugaydemir Nov 29, 2024
bd027c1
field name small fix
zeynepgultugaydemir Nov 29, 2024
f7c7d1d
style
zeynepgultugaydemir Nov 29, 2024
d581853
Update test_bloomberg.py
zeynepgultugaydemir Nov 29, 2024
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6 changes: 4 additions & 2 deletions qf_lib/data_providers/bloomberg/reference_data_provider.py
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Original file line number Diff line number Diff line change
Expand Up @@ -34,7 +34,7 @@
self._session = session
self.logger = qf_logger.getChild(self.__class__.__name__)

def get(self, tickers: Sequence[BloombergTicker], fields, override_name: str = None, override_value: Any = None):
def get(self, tickers: Sequence[BloombergTicker], fields, override_name: str = None, override_value: Any = None):
ref_data_service = self._session.getService(REF_DATA_SERVICE_URI)
request = ref_data_service.createRequest("ReferenceDataRequest")

Expand Down Expand Up @@ -101,8 +101,10 @@
value = field_element.getValueAsInteger()
elif element_data_type is DataType.BOOL:
value = field_element.getValueAsBool()
elif element_data_type in (DataType.DATETIME, DataType.TIME, DataType.DATE):
elif element_data_type in (DataType.DATETIME, DataType.DATE):

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value = to_datetime(field_element.getValueAsDatetime())
elif element_data_type in DataType.TIME:
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value = field_element.getValueAsDatetime()

Check warning on line 107 in qf_lib/data_providers/bloomberg/reference_data_provider.py

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qf_lib/data_providers/bloomberg/reference_data_provider.py#L106-L107 

Added lines #L106 - L107 were not covered by tests
else:
value = field_element.getValueAsString()
except blpapi.exception.NotFoundException:
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