MOD: Upgrade databento_dbn version to 0.42.0

Author: nmacholl

CHANGELOG.md

@@ -2,6 +2,11 @@
 
 ## 0.63.1 - TBD
 
+#### Enhancements
+- Upgraded `databento-dbn` to 0.42.0
+  - Added `ts_index` and `pretty_ts_index` properties for records in Python which provides the timestamp that is most appropriate for indexing
+  - Fixed type stub for `channel_id` to allow None
+
 #### Bug fixes
 - Fixed type hint for `start` parameter in `Live.subscribe()`
 

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 = "~0.36.1"
+- databento-dbn = "~0.42.0"
 - numpy = ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

pyproject.toml

@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "~=0.41.0"
+databento-dbn = "~=0.42.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}

tests/test_historical_data.py

@@ -13,6 +13,7 @@ def test_mbo_fields() -> None:
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
     fields.remove("record_size")
     fields.remove("size_hint")
+    fields.remove("ts_index")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -42,6 +43,7 @@ def test_mbp_fields(
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
     fields.remove("record_size")
     fields.remove("size_hint")
+    fields.remove("ts_index")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -74,6 +76,7 @@ def test_ohlcv_fields(
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
     fields.remove("record_size")
     fields.remove("size_hint")
+    fields.remove("ts_index")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -92,6 +95,7 @@ def test_trades_struct() -> None:
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
     fields.remove("record_size")
     fields.remove("size_hint")
+    fields.remove("ts_index")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -110,6 +114,7 @@ def test_definition_struct() -> None:
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
     fields.remove("record_size")
     fields.remove("size_hint")
+    fields.remove("ts_index")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -128,6 +133,7 @@ def test_imbalance_struct() -> None:
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
     fields.remove("record_size")
     fields.remove("size_hint")
+    fields.remove("ts_index")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -146,6 +152,7 @@ def test_statistics_struct() -> None:
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
     fields.remove("record_size")
     fields.remove("size_hint")
+    fields.remove("ts_index")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)