use wrap validator for candle

tastytrade/dxfeed/candle.py

@@ -1,13 +1,30 @@
 from decimal import Decimal
-from typing import Optional
+from typing import Annotated, Any, Optional
 
-from pydantic import Field, computed_field
+from pydantic import (
+    ValidationError,
+    ValidationInfo,
+    ValidatorFunctionWrapHandler,
+    WrapValidator,
+)
 
 from .event import IndexedEvent
 
 ZERO = Decimal(0)
 
 
+def zero_from_none(
+    v: Any, handler: ValidatorFunctionWrapHandler, info: ValidationInfo
+) -> Decimal:
+    try:
+        return handler(v)
+    except ValidationError:
+        return ZERO
+
+
+ZeroFromNone = Annotated[Decimal, WrapValidator(zero_from_none)]
+
+
 class Candle(IndexedEvent):
     """
     A Candle event with open, high, low, close prices and other information
@@ -35,40 +52,11 @@ class Candle(IndexedEvent):
     imp_volatility: Optional[Decimal] = None
     #: open interest in the candle
     open_interest: Optional[int] = None
-    # these fields will not show up in serialization
-    raw_open: Optional[Decimal] = Field(validation_alias="open", exclude=True)
-    raw_high: Optional[Decimal] = Field(validation_alias="high", exclude=True)
-    raw_low: Optional[Decimal] = Field(validation_alias="low", exclude=True)
-    raw_close: Optional[Decimal] = Field(validation_alias="close", exclude=True)
-
-    @computed_field
-    @property
-    def open(self) -> Decimal:
-        """
-        the first (open) price of the candle
-        """
-        return self.raw_open or ZERO
-
-    @computed_field
-    @property
-    def high(self) -> Decimal:
-        """
-        the maximal (high) price of the candle
-        """
-        return self.raw_high or ZERO
-
-    @computed_field
-    @property
-    def low(self) -> Decimal:
-        """
-        the minimal (low) price of the candle
-        """
-        return self.raw_low or ZERO
-
-    @computed_field
-    @property
-    def close(self) -> Decimal:
-        """
-        the last (close) price of the candle
-        """
-        return self.raw_close or ZERO
+    #: the first (open) price of the candle
+    open: ZeroFromNone
+    #: the maximal (high) price of the candle
+    high: ZeroFromNone
+    #: the minimal (low) price of the candle
+    low: ZeroFromNone
+    #: the last (close) price of the candle
+    close: ZeroFromNone

tastytrade/dxfeed/event.py

@@ -1,9 +1,8 @@
-from typing import Any, List
+from typing import Any
 
 from pydantic import BaseModel, ConfigDict, ValidationError, field_validator
 from pydantic.alias_generators import to_camel
 
-from tastytrade import logger
 from tastytrade.utils import TastytradeError
 
 REMOVE_EVENT = 0x2
@@ -34,7 +33,7 @@ def change_nan_to_none(cls, v: Any) -> Any:
         return v
 
     @classmethod
-    def from_stream(cls, data: list) -> List["Event"]:
+    def from_stream(cls, data: list) -> list["Event"]:
         """
         Makes a list of event objects from a list of raw trade data fetched by
         a :class:`~tastyworks.streamer.DXFeedStreamer`.
@@ -56,10 +55,10 @@ def from_stream(cls, data: list) -> List["Event"]:
             local_values = data[offset : (i + 1) * size]
             event_dict = dict(zip(keys, local_values))
             try:
-                objs.append(cls(**event_dict))
-            except ValidationError as e:
+                objs.append(cls.model_validate(event_dict))
+            except ValidationError:
                 # we just skip these events as they're generally not helpful
-                logger.debug(f"Skipping event due to error: {e}")
+                pass
         return objs
 
 

tastytrade/order.py

@@ -3,7 +3,6 @@
 from enum import Enum
 from typing import Any, Optional, Union
 
-from pandas_market_calendars.calendar_registry import prop
 from pydantic import computed_field, field_serializer, model_validator
 
 from tastytrade import VERSION