Add asof parameter to historical stock data requests (#477)

alpacahq · Jun 27, 2024 · 296ac38 · 296ac38
1 parent f2362cc
commit 296ac38
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Showing 2 changed files with 18 additions and 4 deletions.
diff --git a/alpaca/data/requests.py b/alpaca/data/requests.py
@@ -99,10 +99,13 @@ class StockBarsRequest(BaseBarsRequest):
         adjustment (Optional[Adjustment]): The type of corporate action data normalization.
         feed (Optional[DataFeed]): The stock data feed to retrieve from.
         sort (Optional[Sort]): The chronological order of response based on the timestamp. Defaults to ASC.
+        asof (Optional[str]): The asof date of the queried stock symbol(s) in YYYY-MM-DD format.
+        currency (Optional[SupportedCurrencies]): The currency of all prices in ISO 4217 format. Default is USD.
     """
 
     adjustment: Optional[Adjustment] = None
     feed: Optional[DataFeed] = None
+    asof: Optional[str] = None
 
 
 class CryptoBarsRequest(BaseBarsRequest):
@@ -155,9 +158,12 @@ class StockQuotesRequest(BaseTimeseriesDataRequest):
         limit (Optional[int]): Upper limit of number of data points to return. Defaults to None.
         feed (Optional[DataFeed]): The stock data feed to retrieve from.
         sort (Optional[Sort]): The chronological order of response based on the timestamp. Defaults to ASC.
+        asof (Optional[str]): The asof date of the queried stock symbol(s) in YYYY-MM-DD format.
+        currency (Optional[SupportedCurrencies]): The currency of all prices in ISO 4217 format. Default is USD.
     """
 
     feed: Optional[DataFeed] = None
+    asof: Optional[str] = None
 
 
 # ############################## Trades ################################# #
@@ -176,9 +182,12 @@ class StockTradesRequest(BaseTimeseriesDataRequest):
         limit (Optional[int]): Upper limit of number of data points to return. Defaults to None.
         feed (Optional[DataFeed]): The stock data feed to retrieve from.
         sort (Optional[Sort]): The chronological order of response based on the timestamp. Defaults to ASC.
+        asof (Optional[str]): The asof date of the queried stock symbol(s) in YYYY-MM-DD format.
+        currency (Optional[SupportedCurrencies]): The currency of all prices in ISO 4217 format. Default is USD.
     """
 
     feed: Optional[DataFeed] = None
+    asof: Optional[str] = None
 
 
 class CryptoTradesRequest(BaseTimeseriesDataRequest):
@@ -245,6 +254,7 @@ class StockLatestTradeRequest(BaseStockLatestDataRequest):
     Attributes:
         symbol_or_symbols (Union[str, List[str]]): The ticker identifier or list of ticker identifiers.
         feed (Optional[DataFeed]): The stock data feed to retrieve from.
+        currency (Optional[SupportedCurrencies]): The currency the data should be returned in. Default to USD.
     """
 
     pass
@@ -259,6 +269,7 @@ class StockLatestQuoteRequest(BaseStockLatestDataRequest):
     Attributes:
         symbol_or_symbols (Union[str, List[str]]): The ticker identifier or list of ticker identifiers.
         feed (Optional[DataFeed]): The stock data feed to retrieve from.
+        currency (Optional[SupportedCurrencies]): The currency the data should be returned in. Default to USD.
     """
 
     pass
@@ -273,6 +284,7 @@ class StockLatestBarRequest(BaseStockLatestDataRequest):
     Attributes:
         symbol_or_symbols (Union[str, List[str]]): The ticker identifier or list of ticker identifiers.
         feed (Optional[DataFeed]): The stock data feed to retrieve from.
+        currency (Optional[SupportedCurrencies]): The currency the data should be returned in. Default to USD.
     """
 
     pass

diff --git a/tests/data/test_historical_stock_data.py b/tests/data/test_historical_stock_data.py
@@ -353,7 +353,7 @@ def test_multisymbol_quotes(reqmock, stock_client: StockHistoricalDataClient):
     )
 
     reqmock.get(
-        f"https://data.alpaca.markets/v2/stocks/quotes?start={_start_in_url}&symbols={_symbols_in_url}",
+        f"https://data.alpaca.markets/v2/stocks/quotes?start={_start_in_url}&symbols={_symbols_in_url}&asof=-",
         text="""
     {
         "quotes": {
@@ -393,7 +393,7 @@ def test_multisymbol_quotes(reqmock, stock_client: StockHistoricalDataClient):
         """,
     )
 
-    request = StockQuotesRequest(symbol_or_symbols=symbols, start=start)
+    request = StockQuotesRequest(symbol_or_symbols=symbols, start=start, asof="-")
 
     quoteset = stock_client.get_stock_quotes(request_params=request)
 
@@ -487,7 +487,7 @@ def test_get_trades(reqmock, stock_client: StockHistoricalDataClient):
     )
 
     reqmock.get(
-        f"https://data.alpaca.markets/v2/stocks/{symbol}/trades?start={_start_in_url}&limit={limit}",
+        f"https://data.alpaca.markets/v2/stocks/{symbol}/trades?start={_start_in_url}&limit={limit}&asof=2022-03-09",
         text="""
     {
         "trades": [
@@ -524,7 +524,9 @@ def test_get_trades(reqmock, stock_client: StockHistoricalDataClient):
         """,
     )
 
-    request = StockTradesRequest(symbol_or_symbols=symbol, start=start, limit=limit)
+    request = StockTradesRequest(
+        symbol_or_symbols=symbol, start=start, limit=limit, asof="2022-03-09"
+    )
 
     tradeset = stock_client.get_stock_trades(request_params=request)