Merge pull request #37 from TexasCoding/update_get_bars

v3.1.5: Add optional start_time and end_time parameters to get_bars

Author: TexasCoding

CHANGELOG.md

@@ -14,6 +14,24 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Migration guides will be provided for all breaking changes
 - Semantic versioning (MAJOR.MINOR.PATCH) is strictly followed
 
+## [3.1.5] - 2025-08-11
+
+### Added
+- **📊 Enhanced Bar Data Retrieval**: Added optional `start_time` and `end_time` parameters to `get_bars()` method
+  - Allows precise time range specification for historical data queries
+  - Parameters override the `days` argument when provided
+  - Supports both timezone-aware and naive datetime objects
+  - Automatically converts times to UTC for API consistency
+  - Smart defaults: `end_time` defaults to now, `start_time` defaults based on `days` parameter
+  - Full backward compatibility maintained - existing code using `days` parameter continues to work
+
+### Tests
+- Added comprehensive test coverage for new time-based parameters
+  - Tests for both `start_time` and `end_time` together
+  - Tests for individual parameter usage
+  - Tests for timezone-aware datetime handling
+  - Tests confirming time parameters override `days` parameter
+
 ## [3.1.4] - 2025-08-10
 
 ### Fixed

CLAUDE.md

@@ -2,7 +2,7 @@
 
 This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
 
-## Project Status: v3.1.4 - Stable Production Release
+## Project Status: v3.1.5 - Stable Production Release
 
 **IMPORTANT**: This project uses a fully asynchronous architecture. All APIs are async-only, optimized for high-performance futures trading.
 
@@ -300,6 +300,12 @@ async with ProjectX.from_env() as client:
 
 ## Recent Changes
 
+### v3.1.5 - Enhanced Bar Data Retrieval
+- **Added**: Optional `start_time` and `end_time` parameters to `get_bars()` method
+- **Improved**: Precise time range specification for historical data queries
+- **Enhanced**: Full timezone support with automatic UTC conversion
+- **Maintained**: Complete backward compatibility with existing `days` parameter
+
 ### v3.1.4 - WebSocket Connection Fix
 - **Fixed**: Critical WebSocket error with missing `_use_batching` attribute
 - **Improved**: Proper mixin initialization in ProjectXRealtimeClient

README.md

@@ -294,8 +294,14 @@ All 58+ indicators work with async data pipelines:
 import polars as pl
 from project_x_py.indicators import RSI, SMA, MACD, FVG, ORDERBLOCK, WAE
 
-# Get data
-data = await client.get_bars("ES", days=30)
+# Get data - multiple ways
+data = await client.get_bars("ES", days=30)  # Last 30 days
+
+# Or use specific time range (v3.1.5+)
+from datetime import datetime
+start = datetime(2025, 1, 1, 9, 30)
+end = datetime(2025, 1, 10, 16, 0)
+data = await client.get_bars("ES", start_time=start, end_time=end)
 
 # Apply traditional indicators
 data = data.pipe(SMA, period=20).pipe(RSI, period=14)

docs/conf.py

@@ -23,8 +23,8 @@
 project = "project-x-py"
 copyright = "2025, Jeff West"
 author = "Jeff West"
-release = "3.1.4"
-version = "3.1.4"
+release = "3.1.5"
+version = "3.1.5"
 
 # -- General configuration ---------------------------------------------------
 

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "project-x-py"
-version = "3.1.4"
+version = "3.1.5"
 description = "High-performance Python SDK for futures trading with real-time WebSocket data, technical indicators, order management, and market depth analysis"
 readme = "README.md"
 license = { text = "MIT" }

src/project_x_py/__init__.py

@@ -95,7 +95,7 @@
 
 from project_x_py.client.base import ProjectXBase
 
-__version__ = "3.1.4"
+__version__ = "3.1.5"
 __author__ = "TexasCoding"
 
 # Core client classes - renamed from Async* to standard names

src/project_x_py/client/market_data.py

@@ -328,6 +328,8 @@ async def get_bars(
         unit: int = 2,
         limit: int | None = None,
         partial: bool = True,
+        start_time: datetime.datetime | None = None,
+        end_time: datetime.datetime | None = None,
     ) -> pl.DataFrame:
         """
         Retrieve historical OHLCV bar data for an instrument.
@@ -338,12 +340,14 @@ async def get_bars(
 
         Args:
             symbol: Symbol of the instrument (e.g., "MGC", "MNQ", "ES")
-            days: Number of days of historical data (default: 8)
+            days: Number of days of historical data (default: 8, ignored if start_time/end_time provided)
             interval: Interval between bars in the specified unit (default: 5)
             unit: Time unit for the interval (default: 2 for minutes)
                   1=Second, 2=Minute, 3=Hour, 4=Day, 5=Week, 6=Month
             limit: Maximum number of bars to retrieve (auto-calculated if None)
             partial: Include incomplete/partial bars (default: True)
+            start_time: Optional start datetime (overrides days if provided)
+            end_time: Optional end datetime (defaults to now if not provided)
 
         Returns:
             pl.DataFrame: DataFrame with OHLCV data and timezone-aware timestamps
@@ -371,6 +375,11 @@ async def get_bars(
             >>> # V3: Different time units available
             >>> # unit=1 (seconds), 2 (minutes), 3 (hours), 4 (days)
             >>> hourly_data = await client.get_bars("ES", days=1, interval=1, unit=3)
+            >>> # V3: Use specific time range
+            >>> from datetime import datetime
+            >>> start = datetime(2025, 1, 1, 9, 30)
+            >>> end = datetime(2025, 1, 1, 16, 0)
+            >>> data = await client.get_bars("ES", start_time=start, end_time=end)
         """
         with LogContext(
             logger,
@@ -383,27 +392,55 @@ async def get_bars(
         ):
             await self._ensure_authenticated()
 
+            # Calculate date range
+            from datetime import timedelta
+
+            if start_time is not None or end_time is not None:
+                # Use provided time range
+                if start_time is not None:
+                    # Ensure timezone awareness
+                    if start_time.tzinfo is None:
+                        start_date = pytz.UTC.localize(start_time)
+                    else:
+                        start_date = start_time.astimezone(pytz.UTC)
+                else:
+                    # Default to days parameter ago if only end_time provided
+                    start_date = datetime.datetime.now(pytz.UTC) - timedelta(days=days)
+
+                if end_time is not None:
+                    # Ensure timezone awareness
+                    if end_time.tzinfo is None:
+                        end_date = pytz.UTC.localize(end_time)
+                    else:
+                        end_date = end_time.astimezone(pytz.UTC)
+                else:
+                    # Default to now if only start_time provided
+                    end_date = datetime.datetime.now(pytz.UTC)
+
+                # Calculate days for cache key (approximate)
+                days_calc = int((end_date - start_date).total_seconds() / 86400)
+                cache_key = f"{symbol}_{start_date.isoformat()}_{end_date.isoformat()}_{interval}_{unit}_{partial}"
+            else:
+                # Use days parameter
+                start_date = datetime.datetime.now(pytz.UTC) - timedelta(days=days)
+                end_date = datetime.datetime.now(pytz.UTC)
+                days_calc = days
+                cache_key = f"{symbol}_{days}_{interval}_{unit}_{partial}"
+
             # Check market data cache
-            cache_key = f"{symbol}_{days}_{interval}_{unit}_{partial}"
             cached_data = self.get_cached_market_data(cache_key)
             if cached_data is not None:
                 logger.debug(LogMessages.CACHE_HIT, extra={"cache_key": cache_key})
                 return cached_data
 
             logger.debug(
                 LogMessages.DATA_FETCH,
-                extra={"symbol": symbol, "days": days, "interval": interval},
+                extra={"symbol": symbol, "days": days_calc, "interval": interval},
             )
 
             # Lookup instrument
             instrument = await self.get_instrument(symbol)
 
-            # Calculate date range
-            from datetime import timedelta
-
-            start_date = datetime.datetime.now(pytz.UTC) - timedelta(days=days)
-            end_date = datetime.datetime.now(pytz.UTC)
-
         # Calculate limit based on unit type
         if limit is None:
             if unit == 1:  # Seconds

src/project_x_py/indicators/__init__.py

@@ -202,7 +202,7 @@
 )
 
 # Version info
-__version__ = "3.1.4"
+__version__ = "3.1.5"
 __author__ = "TexasCoding"