Merge branch 'dev'

docs/source/conf.py

@@ -7,7 +7,7 @@
 nitpick_ignore = [("py:class", "type")]
 
 project = "PyBroker"
-copyright = "2023, Edward West"
+copyright = "2024, Edward West"
 author = "Edward West"
 release = "1.0"
 

requirements.txt

@@ -17,9 +17,10 @@ pytest-cov>=4.0.0
 pytest-instafail>=0.4.2
 pytest-randomly>=3.12.0
 pytest-xdist>=3.0.2
+ruff>=0.3.4
 scikit-learn>=1.2.1
 Sphinx>=5.3.0
 sphinx_rtd_theme>=2.0.0
 sphinx-intl>=2.1.0
+yahooquery>=2.3.7
 yfinance>=0.1.84
-ruff>=0.3.4

src/pybroker/common.py

@@ -192,12 +192,12 @@ class BarData:
     def __init__(
         self,
         date: NDArray[np.datetime64],
-        open: NDArray[np.float_],
-        high: NDArray[np.float_],
-        low: NDArray[np.float_],
-        close: NDArray[np.float_],
-        volume: Optional[NDArray[np.float_]],
-        vwap: Optional[NDArray[np.float_]],
+        open: NDArray[np.float64],
+        high: NDArray[np.float64],
+        low: NDArray[np.float64],
+        close: NDArray[np.float64],
+        volume: Optional[NDArray[np.float64]],
+        vwap: Optional[NDArray[np.float64]],
         **kwargs,
     ):
         self.date = date

src/pybroker/context.py

@@ -280,7 +280,7 @@ def model(self, name: str, symbol: str) -> Any:
             raise ValueError(f"Model {name!r} not found for {symbol}.")
         return self._models[model_sym].instance
 
-    def indicator(self, name: str, symbol: str) -> NDArray[np.float_]:
+    def indicator(self, name: str, symbol: str) -> NDArray[np.float64]:
         r"""Returns indicator data.
 
         Args:
@@ -704,7 +704,7 @@ def date(self) -> NDArray[np.datetime64]:
         )
 
     @property
-    def open(self) -> NDArray[np.float_]:
+    def open(self) -> NDArray[np.float64]:
         """Current bar's open price."""
         self._verify_symbol()
         return self._col_scope.fetch(  # type: ignore[return-value]
@@ -714,7 +714,7 @@ def open(self) -> NDArray[np.float_]:
         )
 
     @property
-    def high(self) -> NDArray[np.float_]:
+    def high(self) -> NDArray[np.float64]:
         """Current bar's high price."""
         self._verify_symbol()
         return self._col_scope.fetch(  # type: ignore[return-value]
@@ -724,7 +724,7 @@ def high(self) -> NDArray[np.float_]:
         )
 
     @property
-    def low(self) -> NDArray[np.float_]:
+    def low(self) -> NDArray[np.float64]:
         """Current bar's low price."""
         self._verify_symbol()
         return self._col_scope.fetch(  # type: ignore[return-value]
@@ -734,7 +734,7 @@ def low(self) -> NDArray[np.float_]:
         )
 
     @property
-    def close(self) -> NDArray[np.float_]:
+    def close(self) -> NDArray[np.float64]:
         """Current bar's close price."""
         self._verify_symbol()
         return self._col_scope.fetch(  # type: ignore[return-value]
@@ -744,7 +744,7 @@ def close(self) -> NDArray[np.float_]:
         )
 
     @property
-    def volume(self) -> Optional[NDArray[np.float_]]:
+    def volume(self) -> Optional[NDArray[np.float64]]:
         """Current bar's volume."""
         self._verify_symbol()
         return self._col_scope.fetch(  # type: ignore[return-value]
@@ -754,7 +754,7 @@ def volume(self) -> Optional[NDArray[np.float_]]:
         )
 
     @property
-    def vwap(self) -> Optional[NDArray[np.float_]]:
+    def vwap(self) -> Optional[NDArray[np.float64]]:
         """Current bar's volume-weighted average price (VWAP)."""
         self._verify_symbol()
         return self._col_scope.fetch(  # type: ignore[return-value]
@@ -887,7 +887,7 @@ def model(self, name: str, symbol: Optional[str] = None) -> Any:
 
     def indicator(
         self, name: str, symbol: Optional[str] = None
-    ) -> NDArray[np.float_]:
+    ) -> NDArray[np.float64]:
         r"""Returns indicator data.
 
         Args: