Merge pull request #160 from alpacahq/feature/polygon-daily-oc

Add support for daily open/close Polygon endpoint

Author: ttt733

alpaca_trade_api/polygon/entity.py

@@ -314,3 +314,7 @@ class NewsList(EntityList):
 
 class Ticker(Entity):
     pass
+
+
+class DailyOpenClose(Entity):
+    pass

alpaca_trade_api/polygon/rest.py

@@ -4,7 +4,8 @@
     Trade, Trades, TradesV2,
     Quote, Quotes, QuotesV2,
     Exchange, SymbolTypeMap, ConditionMap,
-    Company, Dividends, Splits, Earnings, Financials, NewsList, Ticker
+    Company, Dividends, Splits, Earnings, Financials, NewsList, Ticker,
+    DailyOpenClose
 )
 from alpaca_trade_api.common import get_polygon_credentials
 from deprecated import deprecated
@@ -134,20 +135,18 @@ def historic_agg_v2(self, symbol, multiplier, timespan, _from, to,
         raw = self.get(path, params, version='v2')
         return Aggsv2(raw)
 
-
-    def daily_open_close(self, symbol, date):
-        path = '/open-close/{}/{}'.format(symbol, date)
-        raw = self.get(path)
-        return raw
-
-
     def grouped_daily(self, date, unadjusted=False):
         path = '/aggs/grouped/locale/US/market/STOCKS/{}'.format(date)
         params = {}
         params['unadjusted'] = unadjusted
         raw = self.get(path, params, version='v2')
         return Aggsv2Set(raw)
 
+    def daily_open_close(self, symbol, date):
+        path = '/open-close/{}/{}'.format(symbol, date)
+        raw = self.get(path)
+        return DailyOpenClose(raw)
+
     def last_trade(self, symbol):
         path = '/last/stocks/{}'.format(symbol)
         raw = self.get(path)

setup.py

@@ -23,7 +23,11 @@
     author_email='oss@alpaca.markets',
     url='https://github.com/alpacahq/alpaca-trade-api-python',
     keywords='financial,timeseries,api,trade',
-    packages=['alpaca_trade_api', 'alpaca_trade_api.polygon', 'alpaca_trade_api.alpha_vantage'],
+    packages=[
+        'alpaca_trade_api',
+        'alpaca_trade_api.polygon',
+        'alpaca_trade_api.alpha_vantage',
+    ],
     install_requires=[
         'asyncio-nats-client',
         'pandas',