Remove mutable default types.

Author: Nick Baskerville

ib_async/ib.py

@@ -5,7 +5,7 @@
 import datetime
 import logging
 import time
-from typing import Any, Awaitable, Dict, Iterator, List, Optional, Union
+from typing import Any, Awaitable, Iterator, List, Optional, Sequence, Union
 
 from eventkit import Event
 from enum import Flag, auto
@@ -1114,7 +1114,7 @@ def reqRealTimeBars(
         barSize: int,
         whatToShow: str,
         useRTH: bool,
-        realTimeBarsOptions: List[TagValue] = [],
+        realTimeBarsOptions: Sequence[TagValue] = (),
     ) -> RealTimeBarList:
         """
         Request realtime 5 second bars.
@@ -1137,7 +1137,7 @@ def reqRealTimeBars(
         bars.barSize = barSize
         bars.whatToShow = whatToShow
         bars.useRTH = useRTH
-        bars.realTimeBarsOptions = realTimeBarsOptions or []
+        bars.realTimeBarsOptions = list(realTimeBarsOptions or [])
         self.wrapper.startSubscription(reqId, bars, contract)
         self.client.reqRealTimeBars(
             reqId, contract, barSize, whatToShow, useRTH, realTimeBarsOptions
@@ -1164,7 +1164,7 @@ def reqHistoricalData(
         useRTH: bool,
         formatDate: int = 1,
         keepUpToDate: bool = False,
-        chartOptions: List[TagValue] = [],
+        chartOptions: Sequence[TagValue] = (),
         timeout: float = 60,
     ) -> BarDataList:
         """
@@ -1271,7 +1271,7 @@ def reqHistoricalTicks(
         whatToShow: str,
         useRth: bool,
         ignoreSize: bool = False,
-        miscOptions: List[TagValue] = [],
+        miscOptions: Sequence[TagValue] = (),
     ) -> List:
         """
         Request historical ticks. The time resolution of the ticks
@@ -1351,7 +1351,7 @@ def reqMktData(
         genericTickList: str = "",
         snapshot: bool = False,
         regulatorySnapshot: bool = False,
-        mktDataOptions: List[TagValue] = [],
+        mktDataOptions: Sequence[TagValue] = (),
     ) -> Ticker:
         """
         Subscribe to tick data or request a snapshot.
@@ -1568,7 +1568,7 @@ def reqFundamentalData(
         self,
         contract: Contract,
         reportType: str,
-        fundamentalDataOptions: List[TagValue] = [],
+        fundamentalDataOptions: Sequence[TagValue] = (),
     ) -> str:
         """
         Get fundamental data of a contract in XML format.
@@ -1596,8 +1596,8 @@ def reqFundamentalData(
     def reqScannerData(
         self,
         subscription: ScannerSubscription,
-        scannerSubscriptionOptions: List[TagValue] = [],
-        scannerSubscriptionFilterOptions: List[TagValue] = [],
+        scannerSubscriptionOptions: Sequence[TagValue] = (),
+        scannerSubscriptionFilterOptions: Sequence[TagValue] = (),
     ) -> ScanDataList:
         """
         Do a blocking market scan by starting a subscription and canceling it
@@ -1623,8 +1623,8 @@ def reqScannerData(
     def reqScannerSubscription(
         self,
         subscription: ScannerSubscription,
-        scannerSubscriptionOptions: List[TagValue] = [],
-        scannerSubscriptionFilterOptions: List[TagValue] = [],
+        scannerSubscriptionOptions: Sequence[TagValue] = (),
+        scannerSubscriptionFilterOptions: Sequence[TagValue] = (),
     ) -> ScanDataList:
         """
         Subscribe to market scan data.
@@ -1640,8 +1640,8 @@ def reqScannerSubscription(
         dataList = ScanDataList()
         dataList.reqId = reqId
         dataList.subscription = subscription
-        dataList.scannerSubscriptionOptions = scannerSubscriptionOptions or []
-        dataList.scannerSubscriptionFilterOptions = (
+        dataList.scannerSubscriptionOptions = list(scannerSubscriptionOptions or [])
+        dataList.scannerSubscriptionFilterOptions = list(
             scannerSubscriptionFilterOptions or []
         )
         self.wrapper.startSubscription(reqId, dataList)
@@ -1679,7 +1679,7 @@ def calculateImpliedVolatility(
         contract: Contract,
         optionPrice: float,
         underPrice: float,
-        implVolOptions: List[TagValue] = [],
+        implVolOptions: Sequence[TagValue] = (),
     ) -> OptionComputation:
         """
         Calculate the volatility given the option price.
@@ -1705,7 +1705,7 @@ def calculateOptionPrice(
         contract: Contract,
         volatility: float,
         underPrice: float,
-        optPrcOptions: List[TagValue] = [],
+        optPrcOptions: Sequence[TagValue] = (),
     ) -> OptionComputation:
         """
         Calculate the option price given the volatility.
@@ -1718,7 +1718,7 @@ def calculateOptionPrice(
             contract: Option contract.
             volatility: Option volatility to use in calculation.
             underPrice: Price of the underlier to use in calculation
-            implVolOptions: Unknown
+            optPrcOptions: TODO
         """
         return self._run(
             self.calculateOptionPriceAsync(
@@ -1792,7 +1792,7 @@ def reqNewsProviders(self) -> List[NewsProvider]:
         return self._run(self.reqNewsProvidersAsync())
 
     def reqNewsArticle(
-        self, providerCode: str, articleId: str, newsArticleOptions: List[TagValue] = []
+        self, providerCode: str, articleId: str, newsArticleOptions: Sequence[TagValue] = ()
     ) -> NewsArticle:
         """
         Get the body of a news article.
@@ -1817,7 +1817,7 @@ def reqHistoricalNews(
         startDateTime: Union[str, datetime.date],
         endDateTime: Union[str, datetime.date],
         totalResults: int,
-        historicalNewsOptions: List[TagValue] = [],
+        historicalNewsOptions: Sequence[TagValue] = (),
     ) -> HistoricalNews:
         """
         Get historical news headline.
@@ -2261,7 +2261,7 @@ async def reqHistoricalDataAsync(
         useRTH: bool,
         formatDate: int = 1,
         keepUpToDate: bool = False,
-        chartOptions: List[TagValue] = [],
+        chartOptions: Sequence[TagValue] = (),
         timeout: float = 60,
     ) -> BarDataList:
         reqId = self.client.getReqId()
@@ -2275,7 +2275,7 @@ async def reqHistoricalDataAsync(
         bars.useRTH = useRTH
         bars.formatDate = formatDate
         bars.keepUpToDate = keepUpToDate
-        bars.chartOptions = chartOptions or []
+        bars.chartOptions = list(chartOptions or [])
         future = self.wrapper.startReq(reqId, contract, container=bars)
         if keepUpToDate:
             self.wrapper.startSubscription(reqId, bars, contract)
@@ -2336,7 +2336,7 @@ def reqHistoricalTicksAsync(
         whatToShow: str,
         useRth: bool,
         ignoreSize: bool = False,
-        miscOptions: List[TagValue] = [],
+        miscOptions: Sequence[TagValue] = (),
     ) -> Awaitable[List]:
         reqId = self.client.getReqId()
         future = self.wrapper.startReq(reqId, contract)
@@ -2392,7 +2392,7 @@ def reqFundamentalDataAsync(
         self,
         contract: Contract,
         reportType: str,
-        fundamentalDataOptions: List[TagValue] = [],
+        fundamentalDataOptions: Sequence[TagValue] = (),
     ) -> Awaitable[str]:
         reqId = self.client.getReqId()
 
@@ -2405,13 +2405,13 @@ def reqFundamentalDataAsync(
     async def reqScannerDataAsync(
         self,
         subscription: ScannerSubscription,
-        scannerSubscriptionOptions: List[TagValue] = [],
-        scannerSubscriptionFilterOptions: List[TagValue] = [],
+        scannerSubscriptionOptions: Sequence[TagValue] = (),
+        scannerSubscriptionFilterOptions: Sequence[TagValue] = (),
     ) -> ScanDataList:
         dataList = self.reqScannerSubscription(
             subscription,
-            scannerSubscriptionOptions or [],
-            scannerSubscriptionFilterOptions or [],
+            list(scannerSubscriptionOptions or []),
+            list(scannerSubscriptionFilterOptions or []),
         )
 
         future = self.wrapper.startReq(dataList.reqId, container=dataList)
@@ -2430,7 +2430,7 @@ async def calculateImpliedVolatilityAsync(
         contract: Contract,
         optionPrice: float,
         underPrice: float,
-        implVolOptions: List[TagValue] = [],
+        implVolOptions: Sequence[TagValue] = (),
     ) -> Optional[OptionComputation]:
         reqId = self.client.getReqId()
         future = self.wrapper.startReq(reqId, contract)
@@ -2451,7 +2451,7 @@ async def calculateOptionPriceAsync(
         contract: Contract,
         volatility: float,
         underPrice: float,
-        optPrcOptions: List[TagValue] = [],
+        optPrcOptions: Sequence[TagValue] = (),
     ) -> Optional[OptionComputation]:
         reqId = self.client.getReqId()
         future = self.wrapper.startReq(reqId, contract)
@@ -2488,7 +2488,7 @@ def reqNewsProvidersAsync(self) -> Awaitable[List[NewsProvider]]:
         return future
 
     def reqNewsArticleAsync(
-        self, providerCode: str, articleId: str, newsArticleOptions: List[TagValue] = []
+        self, providerCode: str, articleId: str, newsArticleOptions: Sequence[TagValue] = ()
     ) -> Awaitable[NewsArticle]:
         reqId = self.client.getReqId()
 
@@ -2503,7 +2503,7 @@ async def reqHistoricalNewsAsync(
         startDateTime: Union[str, datetime.date],
         endDateTime: Union[str, datetime.date],
         totalResults: int,
-        historicalNewsOptions: List[TagValue] = [],
+        historicalNewsOptions: Sequence[TagValue] = (),
     ) -> Optional[HistoricalNews]:
         reqId = self.client.getReqId()