VER: Release 0.46.0

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,12 @@
 # Changelog
 
+## 0.46.0 - 2024-12-10
+
+#### Enhancements
+- Removed deprecated `packaging` parameter from `Historical.batch.submit_job`. Job files can be downloaded individually or as zip files after the job completes
+- Upgraded `databento-dbn` to 0.24.0
+    - Added handling for `UNDEF_TIMESTAMP` in `pretty_` timestamp getters for Python. They now return `None` in the case of `UNDEF_TIMESTAMP`
+
 ## 0.45.0 - 2024-11-12
 
 This release adds support for Python v3.13.

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.9 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.9"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.23.1"
+- databento-dbn = "0.24.0"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/__init__.py

@@ -56,49 +56,48 @@
 
 __all__ = [
     "API_VERSION",
-    "DBNStore",
-    "DBNRecord",
+    "BBOMsg",
     "BentoClientError",
     "BentoError",
     "BentoHttpError",
     "BentoServerError",
+    "CBBOMsg",
     "Compression",
-    "Publisher",
+    "DBNRecord",
+    "DBNStore",
     "Dataset",
-    "Venue",
     "Delivery",
     "Encoding",
+    "ErrorMsg",
     "FeedMode",
-    "RecordFlags",
     "Historical",
     "HistoricalGateway",
+    "ImbalanceMsg",
+    "InstrumentDefMsg",
     "InstrumentMap",
     "Live",
-    "Reference",
+    "MBOMsg",
+    "MBP1Msg",
+    "MBP10Msg",
+    "Metadata",
+    "OHLCVMsg",
     "Packaging",
+    "Publisher",
     "ReconnectPolicy",
+    "RecordFlags",
+    "Reference",
     "RollRule",
+    "SType",
     "Schema",
     "SplitDuration",
-    "StatType",
-    "SType",
-    "SymbologyResolution",
-    # DBN Record Types
-    "Metadata",
-    "BBOMsg",
-    "CBBOMsg",
-    "ErrorMsg",
-    "ImbalanceMsg",
-    "InstrumentDefMsg",
-    "MBOMsg",
-    "MBP1Msg",
-    "MBP10Msg",
-    "OHLCVMsg",
     "StatMsg",
+    "StatType",
     "StatusMsg",
     "SymbolMappingMsg",
+    "SymbologyResolution",
     "SystemMsg",
     "TradeMsg",
+    "Venue",
 ]
 
 # Setup logging

databento/common/dbnstore.py

@@ -1331,7 +1331,7 @@ def __init__(
         count: int | None = None,
     ) -> None:
         self._reader = reader
-        self._dtype = np.dtype(dtype)
+        self._dtype: np.typing.DTypeLike = np.dtype(dtype)
         self._offset = offset
         self._count = count
         self._close_on_next = False

databento/historical/api/batch.py

@@ -27,9 +27,7 @@
 from databento.common import API_VERSION
 from databento.common.constants import HTTP_STREAMING_READ_SIZE
 from databento.common.enums import Delivery
-from databento.common.enums import Packaging
 from databento.common.enums import SplitDuration
-from databento.common.error import BentoDeprecationWarning
 from databento.common.error import BentoError
 from databento.common.error import BentoHttpError
 from databento.common.error import BentoWarning
@@ -40,7 +38,6 @@
 from databento.common.parsing import optional_values_list_to_string
 from databento.common.parsing import symbols_list_to_list
 from databento.common.publishers import Dataset
-from databento.common.types import Default
 from databento.common.validation import validate_enum
 from databento.common.validation import validate_path
 from databento.common.validation import validate_semantic_string
@@ -75,7 +72,6 @@ def submit_job(
         split_symbols: bool = False,
         split_duration: SplitDuration | str = "day",
         split_size: int | None = None,
-        packaging: Packaging | str | None = Default(None),  # type: ignore [assignment]
         delivery: Delivery | str = "download",
         stype_in: SType | str = "raw_symbol",
         stype_out: SType | str = "instrument_id",
@@ -127,8 +123,6 @@ def submit_job(
         split_size : int, optional
             The maximum size (bytes) of each batched data file before being split.
             Must be an integer between 1e9 and 10e9 inclusive (1GB - 10GB).
-        packaging : Packaging or str {'none', 'zip', 'tar'}, optional
-            The archive type to package all batched data files in.
         delivery : Delivery or str {'download', 's3', 'disk'}, default 'download'
             The delivery mechanism for the processed batched data files.
         stype_in : SType or str, default 'raw_symbol'
@@ -151,14 +145,6 @@ def submit_job(
         stype_in_valid = validate_enum(stype_in, SType, "stype_in")
         symbols_list = symbols_list_to_list(symbols, stype_in_valid)
 
-        if isinstance(packaging, Default):
-            packaging = packaging.value
-        else:
-            warnings.warn(
-                message="The `packaging` parameter is deprecated and will be removed in a future release.",
-                category=BentoDeprecationWarning,
-            )
-
         data: dict[str, object | None] = {
             "dataset": validate_semantic_string(dataset, "dataset"),
             "start": datetime_to_string(start),
@@ -178,9 +164,6 @@ def submit_job(
             "split_duration": str(
                 validate_enum(split_duration, SplitDuration, "split_duration"),
             ),
-            "packaging": (
-                str(validate_enum(packaging, Packaging, "packaging")) if packaging else None
-            ),
             "delivery": str(validate_enum(delivery, Delivery, "delivery")),
         }
 

databento/version.py

@@ -1 +1 @@
-__version__ = "0.45.0"
+__version__ = "0.46.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.45.0"
+version = "0.46.0"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <[email protected]>",
@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.23.1"
+databento-dbn = "0.24.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}
@@ -73,6 +73,7 @@ no_strict_optional = true
 warn_no_return = true
 warn_unused_configs = true
 warn_unused_ignores = true
+plugins = ["numpy.typing.mypy_plugin"]
 
 [tool.pytest.ini_options]
 testpaths = ["tests"]

scripts/lint.sh

@@ -1,4 +1,3 @@
 #!/usr/bin/env bash
-echo $(mypy --version)
-echo Running mypy...
-poetry run mypy databento examples tests
+echo "Running $(poetry run mypy --version)..."
+poetry run mypy .

tests/test_historical_batch.py

@@ -5,7 +5,6 @@
 import databento as db
 import pytest
 import requests
-from databento.common.error import BentoDeprecationWarning
 from databento.historical.client import Historical
 
 
@@ -64,20 +63,18 @@ def test_batch_submit_job_sends_expected_request(
     monkeypatch.setattr(requests, "post", mocked_post := MagicMock())
 
     # Act
-    with pytest.warns(BentoDeprecationWarning):
-        historical_client.batch.submit_job(
-            dataset="GLBX.MDP3",
-            symbols="ESH1",
-            schema="trades",
-            start="2020-12-28T12:00",
-            end="2020-12-29",
-            encoding="csv",
-            split_duration="day",
-            split_size=10000000000,
-            packaging="none",
-            delivery="download",
-            compression="zstd",
-        )
+    historical_client.batch.submit_job(
+        dataset="GLBX.MDP3",
+        symbols="ESH1",
+        schema="trades",
+        start="2020-12-28T12:00",
+        end="2020-12-29",
+        encoding="csv",
+        split_duration="day",
+        split_size=10000000000,
+        delivery="download",
+        compression="zstd",
+    )
 
     # Assert
     call = mocked_post.call_args.kwargs
@@ -100,7 +97,6 @@ def test_batch_submit_job_sends_expected_request(
         "map_symbols": False,
         "split_symbols": False,
         "split_duration": "day",
-        "packaging": "none",
         "delivery": "download",
         "split_size": "10000000000",
     }