MOD: Upgrade to databento_dbn v0.16.0

Author: nmacholl

CHANGELOG.md

@@ -4,6 +4,7 @@
 
 #### Enhancements
 - Added `DBNStore.insert_symbology_json` convenience method for adding symbology data from a JSON dict or file path
+- Upgraded `databento-dbn` to 0.16.0
 
 ## 0.30.0 - 2024-02-22
 

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.8 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.8"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.15.1"
+- databento-dbn = "0.16.0"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pyarrow = ">=13.0.0"

databento/common/dbnstore.py

@@ -49,6 +49,7 @@
 from databento.common.symbology import InstrumentMap
 from databento.common.types import DBNRecord
 from databento.common.types import Default
+from databento.common.types import MappingIntervalDict
 from databento.common.validation import validate_enum
 from databento.common.validation import validate_file_write_path
 from databento.common.validation import validate_maybe_enum
@@ -367,6 +368,7 @@ def __init__(self, data_source: DataSource) -> None:
         # Read metadata
         self._metadata: Metadata = Metadata.decode(
             metadata_bytes.getvalue(),
+            upgrade_policy=VersionUpgradePolicy.AS_IS,
         )
 
         self._instrument_map = InstrumentMap()
@@ -380,10 +382,7 @@ def __iter__(self) -> Generator[DBNRecord, None, None]:
             raw = reader.read(DBNStore.DBN_READ_SIZE)
             if raw:
                 decoder.write(raw)
-                try:
-                    records = decoder.decode()
-                except ValueError:
-                    continue
+                records = decoder.decode()
                 for record in records:
                     if isinstance(record, databento_dbn.Metadata):
                         continue
@@ -471,7 +470,7 @@ def nbytes(self) -> int:
         return self._data_source.nbytes
 
     @property
-    def mappings(self) -> dict[str, list[dict[str, Any]]]:
+    def mappings(self) -> dict[str, list[MappingIntervalDict]]:
         """
         Return the symbology mappings for the data.
 
@@ -1225,7 +1224,7 @@ def _transcode(
             pretty_ts=pretty_ts,
             has_metadata=True,
             map_symbols=map_symbols,
-            symbol_interval_map=symbol_map,
+            symbol_interval_map=symbol_map,  # type: ignore [arg-type]
             schema=schema,
         )
 

databento/common/types.py

@@ -1,5 +1,7 @@
+import datetime as dt
 from typing import Callable
 from typing import Generic
+from typing import TypedDict
 from typing import TypeVar
 from typing import Union
 
@@ -19,7 +21,9 @@
     databento_dbn.SymbolMappingMsg,
     databento_dbn.SymbolMappingMsgV1,
     databento_dbn.SystemMsg,
+    databento_dbn.SystemMsgV1,
     databento_dbn.ErrorMsg,
+    databento_dbn.ErrorMsgV1,
 ]
 
 RecordCallback = Callable[[DBNRecord], None]
@@ -57,3 +61,23 @@ def value(self) -> _T:
 
         """
         return self._value
+
+
+class MappingIntervalDict(TypedDict):
+    """
+    Represents a symbol mapping over a start and end date range interval.
+
+    Parameters
+    ----------
+    start_date : dt.date
+        The start of the mapping period.
+    end_date : dt.date
+        The end of the mapping period.
+    symbol : str
+        The symbol value.
+
+    """
+
+    start_date: dt.date
+    end_date: dt.date
+    symbol: str

pyproject.toml

@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.15.1"
+databento-dbn = "0.16.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = "^1.26.0", python = "^3.12"}

tests/test_common_symbology.py

@@ -3,9 +3,11 @@
 import json
 import pathlib
 from collections.abc import Iterable
+from collections.abc import Sequence
 from typing import Callable
 from typing import NamedTuple
 
+import databento_dbn
 import pandas as pd
 import pytest
 from databento.common.dbnstore import DBNStore
@@ -149,7 +151,7 @@ def create_symbol_mapping_message(
     SymbolMappingMsg
 
     """
-    return SymbolMappingMsg(
+    return SymbolMappingMsg(  # type: ignore [call-arg]
         publisher_id=publisher_id,
         instrument_id=instrument_id,
         ts_event=ts_event,
@@ -163,7 +165,7 @@ def create_symbol_mapping_message(
 
 
 def create_metadata(
-    mappings: Iterable[SymbolMapping],
+    mappings: Sequence[databento_dbn.SymbolMapping],
     dataset: str = "UNIT.TEST",
     start: int = UNDEF_TIMESTAMP,
     end: int = UNDEF_TIMESTAMP,
@@ -234,7 +236,7 @@ def test_instrument_map_insert_metadata(
 
     metadata = create_metadata(
         stype_in=stype_in,
-        mappings=mappings,
+        mappings=mappings,  # type: ignore [arg-type]
     )
 
     # Act
@@ -273,7 +275,7 @@ def test_instrument_map_insert_metadata_multiple_mappings(
         )
 
     metadata = create_metadata(
-        mappings=mappings,
+        mappings=mappings,  # type: ignore [arg-type]
     )
 
     # Act
@@ -313,7 +315,7 @@ def test_instrument_map_insert_metadata_empty_mappings(
     ]
 
     metadata = create_metadata(
-        mappings=mappings,
+        mappings=mappings,  # type: ignore [arg-type]
     )
 
     # Act
@@ -360,7 +362,7 @@ def test_instrument_map_insert_symbol_mapping_message_v1(
         end_ts=end_date,
     )
     sym_msg_v1 = SymbolMappingMsgV1(
-        publisher_id=sym_msg.publisher_id,
+        publisher_id=sym_msg.publisher_id,  # type: ignore [call-arg]
         instrument_id=sym_msg.instrument_id,
         ts_event=sym_msg.ts_event,
         stype_in_symbol=sym_msg.stype_in_symbol,

tests/test_historical_bento.py

@@ -788,8 +788,8 @@ def test_dbnstore_iterable(
     dbnstore = DBNStore.from_bytes(data=stub_data)
 
     record_list: list[DBNRecord] = list(dbnstore)
-    first: MBOMsg = record_list[0]
-    second: MBOMsg = record_list[1]
+    first: MBOMsg = record_list[0]  # type: ignore [assignment]
+    second: MBOMsg = record_list[1]  # type: ignore [assignment]
 
     # Assert
     assert first.hd.length == 14