Issue #472 - Added support for the new portfolio history endpoint usi…

…ng the existing `IAlpacaTradingClient.GetPortfolioHistoryAsync` method. (cherry picked from commit 361e0f0)
alpacahq · Apr 14, 2024 · 988ead9 · 988ead9
1 parent 920b300
commit 988ead9
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Showing 11 changed files with 128 additions and 41 deletions.
diff --git a/Alpaca.Markets.Tests/AlpacaTradingClientTest.Account.cs b/Alpaca.Markets.Tests/AlpacaTradingClientTest.Account.cs
@@ -165,7 +165,6 @@ public async Task GetPortfolioHistoryAsyncWorks()
         using var mock = mockClientsFactory.GetAlpacaTradingClientMock();
 
         var today = DateTime.UtcNow.Date;
-        var todayDateOnly = DateOnly.FromDateTime(today);
 
         mock.AddGet("/v2/account/portfolio/history", new JObject(
             new JProperty("timestamp", new JArray(
@@ -180,10 +179,8 @@ public async Task GetPortfolioHistoryAsyncWorks()
         var history = await mock.Client.GetPortfolioHistoryAsync(
             new PortfolioHistoryRequest
             {
-                Period = new HistoryPeriod(5, HistoryPeriodUnit.Day),
-                TimeFrame = TimeFrame.FifteenMinutes,
-                ExtendedHours = true
-            }.WithInterval(new Interval<DateOnly>(todayDateOnly, todayDateOnly)));
+                TimeFrame = TimeFrame.FifteenMinutes
+            }.WithInterval(new Interval<DateTime>(today, today)));
 
         Assert.Equal(Price, history.BaseValue);
 

diff --git a/Alpaca.Markets.sln.DotSettings b/Alpaca.Markets.sln.DotSettings
@@ -1,7 +1,9 @@
 <wpf:ResourceDictionary xml:space="preserve" xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" xmlns:s="clr-namespace:System;assembly=mscorlib" xmlns:ss="urn:shemas-jetbrains-com:settings-storage-xaml" xmlns:wpf="http://schemas.microsoft.com/winfx/2006/xaml/presentation">
 	<s:Boolean x:Key="/Default/CodeStyle/Naming/CSharpNaming/ApplyAutoDetectedRules/@EntryValue">False</s:Boolean>
 	<s:String x:Key="/Default/CodeStyle/Naming/CSharpNaming/PredefinedNamingRules/=PrivateStaticReadonly/@EntryIndexedValue">&lt;Policy Inspect="True" Prefix="_" Suffix="" Style="aaBb" /&gt;</s:String>
+	<s:String x:Key="/Default/CodeStyle/Naming/CSharpNaming/UserRules/=15b5b1f1_002D457c_002D4ca6_002Db278_002D5615aedc07d3/@EntryIndexedValue">&lt;Policy&gt;&lt;Descriptor Staticness="Static" AccessRightKinds="Private" Description="Static readonly fields (private)"&gt;&lt;ElementKinds&gt;&lt;Kind Name="READONLY_FIELD" /&gt;&lt;/ElementKinds&gt;&lt;/Descriptor&gt;&lt;Policy Inspect="True" Prefix="_" Suffix="" Style="aaBb" /&gt;&lt;/Policy&gt;</s:String>
 	<s:String x:Key="/Default/CodeStyle/Naming/CSharpNaming/UserRules/=9ce08e90_002D9663_002D4744_002Daf52_002D9a71b66ba559/@EntryIndexedValue">&lt;Policy&gt;&lt;Descriptor Staticness="Static, Instance" AccessRightKinds="Private" Description="Private methods"&gt;&lt;ElementKinds&gt;&lt;Kind Name="METHOD" /&gt;&lt;/ElementKinds&gt;&lt;/Descriptor&gt;&lt;Policy Inspect="True" Prefix="" Suffix="" Style="aaBb" /&gt;&lt;/Policy&gt;</s:String>
+	<s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ESettingsUpgrade_002EPredefinedNamingRulesToUserRulesUpgrade/@EntryIndexedValue">True</s:Boolean>
 	<s:Boolean x:Key="/Default/Housekeeping/ExcludedProjects/ProjectMasksToIgnore/=Documentation/@EntryIndexedValue">False</s:Boolean>
 	<s:Boolean x:Key="/Default/Housekeeping/ExcludedProjects/ProjectMasksToIgnore/=Documentation/@EntryIndexRemoved">True</s:Boolean>
 	<s:Boolean x:Key="/Default/Housekeeping/ExcludedProjects/ProjectMasksToIgnore/=Documentation_002Ecsproj/@EntryIndexedValue">True</s:Boolean>

diff --git a/Alpaca.Markets/Alpaca.Markets.csproj b/Alpaca.Markets/Alpaca.Markets.csproj
@@ -48,7 +48,7 @@
 
   <PropertyGroup>
     <EnableStrictModeForCompatibleFrameworksInPackage>true</EnableStrictModeForCompatibleFrameworksInPackage>
-    <GenerateCompatibilitySuppressionFile>true</GenerateCompatibilitySuppressionFile>
+    <!--<GenerateCompatibilitySuppressionFile>true</GenerateCompatibilitySuppressionFile>-->
     <PackageValidationBaselineVersion>7.0.0</PackageValidationBaselineVersion>
     <EnableStrictModeForCompatibleTfms>true</EnableStrictModeForCompatibleTfms>
     <EnablePackageValidation>true</EnablePackageValidation>

diff --git a/Alpaca.Markets/AlpacaTradingClient.General.cs b/Alpaca.Markets/AlpacaTradingClient.General.cs
@@ -31,7 +31,7 @@ public async Task<IPortfolioHistory> GetPortfolioHistoryAsync(
         PortfolioHistoryRequest request,
         CancellationToken cancellationToken = default) =>
         await _httpClient.GetAsync<IPortfolioHistory, JsonPortfolioHistory>(
-            await request.EnsureNotNull()
+            await request.EnsureNotNull().Validate()
                 .GetUriBuilderAsync(_httpClient).ConfigureAwait(false),
             _rateLimitHandler, cancellationToken).ConfigureAwait(false);
 

diff --git a/Alpaca.Markets/CompatibilitySuppressions.xml b/Alpaca.Markets/CompatibilitySuppressions.xml
@@ -575,13 +575,6 @@
     <Right>lib/net462/Alpaca.Markets.dll</Right>
     <IsBaselineSuppression>true</IsBaselineSuppression>
   </Suppression>
-  <Suppression>
-    <DiagnosticId>CP0002</DiagnosticId>
-    <Target>M:Alpaca.Markets.PortfolioHistoryRequest.WithInterval(Alpaca.Markets.Interval{System.DateTime})</Target>
-    <Left>lib/net462/Alpaca.Markets.dll</Left>
-    <Right>lib/net462/Alpaca.Markets.dll</Right>
-    <IsBaselineSuppression>true</IsBaselineSuppression>
-  </Suppression>
   <Suppression>
     <DiagnosticId>CP0002</DiagnosticId>
     <Target>F:Alpaca.Markets.AccountActivityType.RefTafFee</Target>
@@ -876,13 +869,6 @@
     <Right>lib/net6.0/Alpaca.Markets.dll</Right>
     <IsBaselineSuppression>true</IsBaselineSuppression>
   </Suppression>
-  <Suppression>
-    <DiagnosticId>CP0002</DiagnosticId>
-    <Target>M:Alpaca.Markets.PortfolioHistoryRequest.WithInterval(Alpaca.Markets.Interval{System.DateTime})</Target>
-    <Left>lib/net6.0/Alpaca.Markets.dll</Left>
-    <Right>lib/net6.0/Alpaca.Markets.dll</Right>
-    <IsBaselineSuppression>true</IsBaselineSuppression>
-  </Suppression>
   <Suppression>
     <DiagnosticId>CP0002</DiagnosticId>
     <Target>F:Alpaca.Markets.AccountActivityType.RefTafFee</Target>
@@ -1177,13 +1163,6 @@
     <Right>lib/netstandard2.0/Alpaca.Markets.dll</Right>
     <IsBaselineSuppression>true</IsBaselineSuppression>
   </Suppression>
-  <Suppression>
-    <DiagnosticId>CP0002</DiagnosticId>
-    <Target>M:Alpaca.Markets.PortfolioHistoryRequest.WithInterval(Alpaca.Markets.Interval{System.DateTime})</Target>
-    <Left>lib/netstandard2.0/Alpaca.Markets.dll</Left>
-    <Right>lib/netstandard2.0/Alpaca.Markets.dll</Right>
-    <IsBaselineSuppression>true</IsBaselineSuppression>
-  </Suppression>
   <Suppression>
     <DiagnosticId>CP0002</DiagnosticId>
     <Target>F:Alpaca.Markets.AccountActivityType.RefTafFee</Target>
@@ -1478,13 +1457,6 @@
     <Right>lib/netstandard2.1/Alpaca.Markets.dll</Right>
     <IsBaselineSuppression>true</IsBaselineSuppression>
   </Suppression>
-  <Suppression>
-    <DiagnosticId>CP0002</DiagnosticId>
-    <Target>M:Alpaca.Markets.PortfolioHistoryRequest.WithInterval(Alpaca.Markets.Interval{System.DateTime})</Target>
-    <Left>lib/netstandard2.1/Alpaca.Markets.dll</Left>
-    <Right>lib/netstandard2.1/Alpaca.Markets.dll</Right>
-    <IsBaselineSuppression>true</IsBaselineSuppression>
-  </Suppression>
   <Suppression>
     <DiagnosticId>CP0006</DiagnosticId>
     <Target>M:Alpaca.Markets.IAlpacaTradingClient.ExerciseOptionsPositionByIdAsync(System.Guid,System.Threading.CancellationToken)</Target>

diff --git a/Alpaca.Markets/Enums/IntradayProfitLoss.cs b/Alpaca.Markets/Enums/IntradayProfitLoss.cs
@@ -0,0 +1,22 @@
+namespace Alpaca.Markets;
+
+/// <summary>
+/// Intraday profit/loss calculation for portfolio history in the Alpaca REST API.
+/// </summary>
+[JsonConverter(typeof(StringEnumConverter))]
+public enum IntradayProfitLoss
+{
+    /// <summary>
+    /// Don't reset the profit/los value to the previous day's closing equity for each trading day.
+    /// </summary>
+    [UsedImplicitly]
+    [EnumMember(Value = "no_reset")]
+    NoReset,
+
+    /// <summary>
+    /// Reset the profit/los value to the previous day's closing equity for each trading day.
+    /// </summary>
+    [UsedImplicitly]
+    [EnumMember(Value = "per_day")]
+    PerDay
+}
diff --git a/Alpaca.Markets/Enums/IntradayReporting.cs b/Alpaca.Markets/Enums/IntradayReporting.cs
@@ -0,0 +1,31 @@
+namespace Alpaca.Markets;
+
+/// <summary>
+/// Intraday reporting styles for portfolio history in the Alpaca REST API.
+/// </summary>
+[JsonConverter(typeof(StringEnumConverter))]
+public enum IntradayReporting
+{
+    /// <summary>
+    /// Only timestamps for the core equity trading hours are returned (usually 9:30am to 4:00pm, trading days only).
+    /// </summary>
+    [UsedImplicitly]
+    [EnumMember(Value = "market_hours")]
+    MarketHours,
+
+    /// <summary>
+    /// Returns timestamps for the whole session including extended hours (usually 4:00am to 8:00pm, trading days only).
+    /// </summary>
+    [UsedImplicitly]
+    [EnumMember(Value = "extended_hours")]
+    ExtendedHours,
+
+    /// <summary>
+    /// Returns price data points 24/7 (for off-session times too). To calculate the equity values we are using the following prices:
+    /// - Between 4:00am and 10:00pm on trading days the valuation will be calculated based on the last trade (extended hours and normal hours respectively).
+    /// - After 10:00pm, until the next session open the equities will be valued at their official closing price on the primary exchange.
+    /// </summary>
+    [UsedImplicitly]
+    [EnumMember(Value = "continuous")]
+    Continuous
+}
diff --git a/Alpaca.Markets/Interfaces/IAlpacaTradingClient.cs b/Alpaca.Markets/Interfaces/IAlpacaTradingClient.cs
@@ -607,6 +607,9 @@ Task<IReadOnlyList<IAccountActivity>> ListAccountActivitiesAsync(
     /// </summary>
     /// <param name="request">Portfolio history request parameters.</param>
     /// <param name="cancellationToken">A cancellation token that can be used by other objects or threads to receive notice of cancellation.</param>
+    /// <exception cref="RequestValidationException">
+    /// The <paramref name="request"/> argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
+    /// </exception>
     /// <exception cref="HttpRequestException">
     /// The request failed due to an underlying issue such as network connectivity, DNS failure, server certificate validation or timeout.
     /// </exception>

diff --git a/Alpaca.Markets/Parameters/PortfolioHistoryRequest.cs b/Alpaca.Markets/Parameters/PortfolioHistoryRequest.cs
@@ -4,13 +4,21 @@
 /// Encapsulates request parameters for <see cref="IAlpacaTradingClient.GetPortfolioHistoryAsync(PortfolioHistoryRequest,CancellationToken)"/> call.
 /// </summary>
 [UsedImplicitly]
-public sealed class PortfolioHistoryRequest
+public sealed class PortfolioHistoryRequest : Validation.IRequest
 {
     /// <summary>
     /// Gets inclusive date interval for filtering items in response.
     /// </summary>
     [UsedImplicitly]
-    public Interval<DateOnly> DateInterval { get; private set; }
+    [ExcludeFromCodeCoverage]
+    [Obsolete("Use the Interval property instead of this one.", true)]
+    public Interval<DateOnly> DateInterval => Interval.AsDateInterval();
+
+    /// <summary>
+    /// Gets inclusive date interval for filtering items in response.
+    /// </summary>
+    [UsedImplicitly]
+    public Interval<DateTime> Interval { get; private set; }
 
     /// <summary>
     /// Gets or sets the time frame value for desired history. Default value (if <c>null</c>) is 1 minute
@@ -25,11 +33,24 @@ public sealed class PortfolioHistoryRequest
     [UsedImplicitly]
     public HistoryPeriod? Period { get; set; }
 
+    /// <summary>
+    /// Gets or sets intraday reporting style. Make sense only if <see cref="TimeFrame"/> are equal to <see cref="TimeFrame.Day"/>.
+    /// </summary>
+    [UsedImplicitly]
+    public IntradayReporting? IntradayReporting { get; set; }
+
+    /// <summary>
+    /// Gets or sets intraday profit/loss reset. Make sense only if <see cref="TimeFrame"/> are equal to <see cref="TimeFrame.Day"/>.
+    /// </summary>
+    [UsedImplicitly]
+    public IntradayProfitLoss? IntradayProfitLoss { get; set; }
+
     /// <summary>
     /// Gets or sets flags, indicating that include extended hours included in the result.
     /// This is effective only for time frame less than 1 day.
     /// </summary>
     [UsedImplicitly]
+    [Obsolete("Use the DateInterval property instead of this one.", false)]
     public Boolean? ExtendedHours { get; set; }
 
     internal async ValueTask<UriBuilder> GetUriBuilderAsync(
@@ -38,12 +59,13 @@ internal async ValueTask<UriBuilder> GetUriBuilderAsync(
         {
             Path = "v2/account/portfolio/history",
             Query = await new QueryBuilder()
-                .AddParameter("start_date", DateInterval.From)
-                .AddParameter("end_date", DateInterval.Into)
+                .AddParameter("intraday_reporting", IntradayReporting)
                 .AddParameter("period", Period?.ToString())
+                .AddParameter("start", Interval.From, "O")
+                .AddParameter("end", Interval.Into, "O")
+                .AddParameter("pnl_reset", IntradayProfitLoss)
                 // ReSharper disable once StringLiteralTypo
                 .AddParameter("timeframe", TimeFrame)
-                .AddParameter("extended_hours", ExtendedHours)
                 .AsStringAsync().ConfigureAwait(false)
         };
 
@@ -54,10 +76,35 @@ internal async ValueTask<UriBuilder> GetUriBuilderAsync(
     /// <returns>Request with applied filtering.</returns>
     [UsedImplicitly]
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public PortfolioHistoryRequest WithInterval(
+        Interval<DateTime> value)
+    {
+        Interval = value;
+        return this;
+    }
+
+    /// <summary>
+    /// Sets time interval for filtering data returned by this request.
+    /// /// </summary>
+    /// <param name="value">New filtering interval.</param>
+    /// <returns>Request with applied filtering.</returns>
+    [UsedImplicitly]
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    [Obsolete("Use the override that gets Interval<DateTime> instead of this one.", true)]
     public PortfolioHistoryRequest WithInterval(
         Interval<DateOnly> value)
     {
-        DateInterval = value;
+        Interval = value.AsTimeInterval();
         return this;
     }
+
+    IEnumerable<RequestValidationException?> Validation.IRequest.GetExceptions()
+    {
+        yield return Interval.TryValidateInterval();
+        if (Period.HasValue && !Interval.IsEmpty())
+        {
+            yield return new RequestValidationException(
+                "Both `Period` and `Interval` are set.", nameof(Period));
+        }
+    }
 }
diff --git a/Alpaca.Markets/PublicAPI.Shipped.txt b/Alpaca.Markets/PublicAPI.Shipped.txt
@@ -634,6 +634,13 @@ Alpaca.Markets.INewsArticle.Summary.get -> string!
 Alpaca.Markets.INewsArticle.Symbols.get -> System.Collections.Generic.IReadOnlyList<string!>!
 Alpaca.Markets.INewsArticle.ThumbImageUrl.get -> System.Uri?
 Alpaca.Markets.INewsArticle.UpdatedAtUtc.get -> System.DateTime
+Alpaca.Markets.IntradayProfitLoss
+Alpaca.Markets.IntradayProfitLoss.NoReset = 0 -> Alpaca.Markets.IntradayProfitLoss
+Alpaca.Markets.IntradayProfitLoss.PerDay = 1 -> Alpaca.Markets.IntradayProfitLoss
+Alpaca.Markets.IntradayReporting
+Alpaca.Markets.IntradayReporting.Continuous = 2 -> Alpaca.Markets.IntradayReporting
+Alpaca.Markets.IntradayReporting.ExtendedHours = 1 -> Alpaca.Markets.IntradayReporting
+Alpaca.Markets.IntradayReporting.MarketHours = 0 -> Alpaca.Markets.IntradayReporting
 Alpaca.Markets.IOptionContract
 Alpaca.Markets.IOptionContract.ClosePrice.get -> decimal?
 Alpaca.Markets.IOptionContract.ClosePriceDate.get -> System.DateOnly?
@@ -1049,6 +1056,11 @@ Alpaca.Markets.PortfolioHistoryRequest
 Alpaca.Markets.PortfolioHistoryRequest.ExtendedHours.get -> bool?
 Alpaca.Markets.PortfolioHistoryRequest.ExtendedHours.set -> void
 Alpaca.Markets.PortfolioHistoryRequest.DateInterval.get -> Alpaca.Markets.Interval<System.DateOnly>
+Alpaca.Markets.PortfolioHistoryRequest.Interval.get -> Alpaca.Markets.Interval<System.DateTime>
+Alpaca.Markets.PortfolioHistoryRequest.IntradayProfitLoss.get -> Alpaca.Markets.IntradayProfitLoss?
+Alpaca.Markets.PortfolioHistoryRequest.IntradayProfitLoss.set -> void
+Alpaca.Markets.PortfolioHistoryRequest.IntradayReporting.get -> Alpaca.Markets.IntradayReporting?
+Alpaca.Markets.PortfolioHistoryRequest.IntradayReporting.set -> void
 Alpaca.Markets.PortfolioHistoryRequest.Period.get -> Alpaca.Markets.HistoryPeriod?
 Alpaca.Markets.PortfolioHistoryRequest.Period.set -> void
 Alpaca.Markets.PortfolioHistoryRequest.PortfolioHistoryRequest() -> void

diff --git a/Alpaca.Markets/PublicAPI.Unshipped.txt b/Alpaca.Markets/PublicAPI.Unshipped.txt
@@ -17,3 +17,4 @@ Alpaca.Markets.OptionContractsRequest.UnderlyingSymbols.get -> System.Collection
 Alpaca.Markets.OptionsFeed
 Alpaca.Markets.OptionsFeed.Indicative = 1 -> Alpaca.Markets.OptionsFeed
 Alpaca.Markets.OptionsFeed.Opra = 0 -> Alpaca.Markets.OptionsFeed
+Alpaca.Markets.PortfolioHistoryRequest.WithInterval(Alpaca.Markets.Interval<System.DateTime> value) -> Alpaca.Markets.PortfolioHistoryRequest!