Added floats, splits, dividends, and risk factors endpoints and models

Author: justinpolygon

massive/rest/financials.py

@@ -9,6 +9,7 @@
     FinancialCashFlowStatement,
     FinancialIncomeStatement,
     FinancialRatio,
+    FinancialFloat,
 )
 from .models.common import Sort
 from .models.request import RequestOptionBuilder
@@ -318,3 +319,34 @@ def list_financials_ratios(
             deserializer=FinancialRatio.from_dict,
             options=options,
         )
+
+    def list_stocks_floats(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        free_float_percent: Optional[float] = None,
+        free_float_percent_gt: Optional[float] = None,
+        free_float_percent_gte: Optional[float] = None,
+        free_float_percent_lt: Optional[float] = None,
+        free_float_percent_lte: Optional[float] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[FinancialFloat], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/vX/float
+        """
+        url = "/stocks/vX/float"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_floats, locals()),
+            raw=raw,
+            deserializer=FinancialFloat.from_dict,
+            options=options,
+        )

massive/rest/models/dividends.py

@@ -19,3 +19,36 @@ class Dividend:
     @staticmethod
     def from_dict(d):
         return Dividend(**d)
+
+
+@modelclass
+class StockDividend:
+    cash_amount: Optional[float] = None
+    currency: Optional[str] = None
+    declaration_date: Optional[str] = None
+    distribution_type: Optional[str] = None
+    ex_dividend_date: Optional[str] = None
+    frequency: Optional[int] = None
+    historical_adjustment_factor: Optional[float] = None
+    id: Optional[str] = None
+    pay_date: Optional[str] = None
+    record_date: Optional[str] = None
+    split_adjusted_cash_amount: Optional[float] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return StockDividend(
+            cash_amount=d.get("cash_amount"),
+            currency=d.get("currency"),
+            declaration_date=d.get("declaration_date"),
+            distribution_type=d.get("distribution_type"),
+            ex_dividend_date=d.get("ex_dividend_date"),
+            frequency=d.get("frequency"),
+            historical_adjustment_factor=d.get("historical_adjustment_factor"),
+            id=d.get("id"),
+            pay_date=d.get("pay_date"),
+            record_date=d.get("record_date"),
+            split_adjusted_cash_amount=d.get("split_adjusted_cash_amount"),
+            ticker=d.get("ticker"),
+        )

massive/rest/models/financials.py

@@ -861,3 +861,62 @@ def from_dict(d):
             return_on_equity=d.get("return_on_equity"),
             ticker=d.get("ticker"),
         )
+
+
+@modelclass
+class FinancialFloat:
+    effective_date: Optional[str] = None
+    free_float: Optional[int] = None
+    free_float_percent: Optional[float] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return FinancialFloat(
+            effective_date=d.get("effective_date"),
+            free_float=d.get("free_float"),
+            free_float_percent=d.get("free_float_percent"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class RiskFactor:
+    cik: Optional[str] = None
+    filing_date: Optional[str] = None
+    primary_category: Optional[str] = None
+    secondary_category: Optional[str] = None
+    supporting_text: Optional[str] = None
+    tertiary_category: Optional[str] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return RiskFactor(
+            cik=d.get("cik"),
+            filing_date=d.get("filing_date"),
+            primary_category=d.get("primary_category"),
+            secondary_category=d.get("secondary_category"),
+            supporting_text=d.get("supporting_text"),
+            tertiary_category=d.get("tertiary_category"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class RiskFactorTaxonomy:
+    description: Optional[str] = None
+    primary_category: Optional[str] = None
+    secondary_category: Optional[str] = None
+    taxonomy: Optional[float] = None
+    tertiary_category: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return RiskFactorTaxonomy(
+            description=d.get("description"),
+            primary_category=d.get("primary_category"),
+            secondary_category=d.get("secondary_category"),
+            taxonomy=d.get("taxonomy"),
+            tertiary_category=d.get("tertiary_category"),
+        )

massive/rest/models/splits.py

@@ -14,3 +14,26 @@ class Split:
     @staticmethod
     def from_dict(d):
         return Split(**d)
+
+
+@modelclass
+class StockSplit:
+    adjustment_type: Optional[str] = None
+    execution_date: Optional[str] = None
+    historical_adjustment_factor: Optional[float] = None
+    id: Optional[str] = None
+    split_from: Optional[float] = None
+    split_to: Optional[float] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return StockSplit(
+            adjustment_type=d.get("adjustment_type"),
+            execution_date=d.get("execution_date"),
+            historical_adjustment_factor=d.get("historical_adjustment_factor"),
+            id=d.get("id"),
+            split_from=d.get("split_from"),
+            split_to=d.get("split_to"),
+            ticker=d.get("ticker"),
+        )

massive/rest/reference.py

@@ -14,7 +14,9 @@
     AssetClass,
     Locale,
     Split,
+    StockSplit,
     Dividend,
+    StockDividend,
     DividendType,
     Frequency,
     Condition,
@@ -24,6 +26,8 @@
     OptionsContract,
     ShortInterest,
     ShortVolume,
+    RiskFactor,
+    RiskFactorTaxonomy,
 )
 from urllib3 import HTTPResponse
 from datetime import date
@@ -695,3 +699,157 @@ def list_short_volume(
             result_key="results",
             options=options,
         )
+
+    # Add these functions to financials.py in the FinancialsClient class
+
+    def list_stocks_splits(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        execution_date: Optional[Union[str, date]] = None,
+        execution_date_gt: Optional[Union[str, date]] = None,
+        execution_date_gte: Optional[Union[str, date]] = None,
+        execution_date_lt: Optional[Union[str, date]] = None,
+        execution_date_lte: Optional[Union[str, date]] = None,
+        adjustment_type: Optional[str] = None,
+        adjustment_type_any_of: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[StockSplit], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/v1/splits
+        """
+        url = "/stocks/v1/splits"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_splits, locals()),
+            raw=raw,
+            deserializer=StockSplit.from_dict,
+            options=options,
+        )
+
+    def list_stocks_dividends(
+        self,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        ex_dividend_date: Optional[Union[str, date]] = None,
+        ex_dividend_date_gt: Optional[Union[str, date]] = None,
+        ex_dividend_date_gte: Optional[Union[str, date]] = None,
+        ex_dividend_date_lt: Optional[Union[str, date]] = None,
+        ex_dividend_date_lte: Optional[Union[str, date]] = None,
+        frequency: Optional[int] = None,
+        frequency_gt: Optional[int] = None,
+        frequency_gte: Optional[int] = None,
+        frequency_lt: Optional[int] = None,
+        frequency_lte: Optional[int] = None,
+        distribution_type: Optional[str] = None,
+        distribution_type_any_of: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[StockDividend], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/v1/dividends
+        """
+        url = "/stocks/v1/dividends"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_dividends, locals()),
+            raw=raw,
+            deserializer=StockDividend.from_dict,
+            options=options,
+        )
+
+    def list_stocks_filings_risk_factors(
+        self,
+        filing_date: Optional[Union[str, date]] = None,
+        filing_date_any_of: Optional[str] = None,
+        filing_date_gt: Optional[Union[str, date]] = None,
+        filing_date_gte: Optional[Union[str, date]] = None,
+        filing_date_lt: Optional[Union[str, date]] = None,
+        filing_date_lte: Optional[Union[str, date]] = None,
+        ticker: Optional[str] = None,
+        ticker_any_of: Optional[str] = None,
+        ticker_gt: Optional[str] = None,
+        ticker_gte: Optional[str] = None,
+        ticker_lt: Optional[str] = None,
+        ticker_lte: Optional[str] = None,
+        cik: Optional[str] = None,
+        cik_any_of: Optional[str] = None,
+        cik_gt: Optional[str] = None,
+        cik_gte: Optional[str] = None,
+        cik_lt: Optional[str] = None,
+        cik_lte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[RiskFactor], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/filings/vX/risk-factors
+        """
+        url = "/stocks/filings/vX/risk-factors"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_filings_risk_factors, locals()),
+            raw=raw,
+            deserializer=RiskFactor.from_dict,
+            options=options,
+        )
+
+    def list_stocks_taxonomies_risk_factors(
+        self,
+        taxonomy: Optional[float] = None,
+        taxonomy_gt: Optional[float] = None,
+        taxonomy_gte: Optional[float] = None,
+        taxonomy_lt: Optional[float] = None,
+        taxonomy_lte: Optional[float] = None,
+        primary_category: Optional[str] = None,
+        primary_category_any_of: Optional[str] = None,
+        primary_category_gt: Optional[str] = None,
+        primary_category_gte: Optional[str] = None,
+        primary_category_lt: Optional[str] = None,
+        primary_category_lte: Optional[str] = None,
+        secondary_category: Optional[str] = None,
+        secondary_category_any_of: Optional[str] = None,
+        secondary_category_gt: Optional[str] = None,
+        secondary_category_gte: Optional[str] = None,
+        secondary_category_lt: Optional[str] = None,
+        secondary_category_lte: Optional[str] = None,
+        tertiary_category: Optional[str] = None,
+        tertiary_category_any_of: Optional[str] = None,
+        tertiary_category_gt: Optional[str] = None,
+        tertiary_category_gte: Optional[str] = None,
+        tertiary_category_lt: Optional[str] = None,
+        tertiary_category_lte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[Iterator[RiskFactorTaxonomy], HTTPResponse]:
+        """
+        Endpoint: GET /stocks/taxonomies/vX/risk-factors
+        """
+        url = "/stocks/taxonomies/vX/risk-factors"
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_stocks_taxonomies_risk_factors, locals()),
+            raw=raw,
+            deserializer=RiskFactorTaxonomy.from_dict,
+            options=options,
+        )