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remove dxfeed REST; dxfeed to occ helper; add earnings #120

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merged 2 commits into from
Jan 29, 2024
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Description

Adds a new EarningsReport object that contains information about the next earnings date, EPS estimates and miss. This is contained in the MarketMetricInfo class but was not documented so had to be dug up with MITM.
Removes the old dxfeed REST API calls from the ProductionSession class as they don't seem to be working anymore :( though they were never officially documented to begin with.
Adds a helper function Option.streamer_symbol_to_occ to get an equivalent OCC symbol from the dxfeed format. This is helpful when you need to go from fetched greeks to a specific option, for example. The reverse (OCC to dxfeed) is unnecessary because you can just call Option.get_option(session, symbol).streamer_symbol.

Related issue(s)

Fixes #116

Pre-merge checklist

  • Passing tests LOCALLY
  • New tests added (if applicable)

Please note that, in order to pass the tests, you'll need to set up your Tastytrade credentials as repository secrets on your local fork. Read more at CONTRIBUTING.md.

@Graeme22 Graeme22 merged commit a2d6ad0 into master Jan 29, 2024
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@Graeme22 Graeme22 deleted the earnings branch January 29, 2024 22:46
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Missing Account Information Leads to API Crash
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