Fmt chgs black 23.1

src/market_prices/daterange.py

@@ -394,7 +394,6 @@ def _daterange_is_monthly(self) -> tuple[mptypes.DateRangeReq, pd.Timestamp]:
         (start, end), end_accuracy = self._get_start_end()
 
         if self._has_duration:
-
             if end == self.end_now[0]:
                 # evaluate duration from period end, i.e. right of last indice.
                 # end will be reset to now after evaluating start.
@@ -514,7 +513,6 @@ def daterange(self) -> tuple[mptypes.DateRangeReq, pd.Timestamp]:
         (start, end), end_accuracy = self._get_start_end()
 
         if self._has_duration:
-
             if self.pp["days"] > 0:
                 days = self.pp["days"]
                 if start is None:
@@ -998,7 +996,6 @@ def daterange(self) -> tuple[mptypes.DateRange, pd.Timestamp]:
         (start, end), end_accuracy = self._get_start_end(hard_strict=hard_strict)
 
         if self._has_duration:
-
             intraday_duration = self.pp["hours"] * 60 + self.pp["minutes"]
             if intraday_duration:
                 if intraday_duration < self.final_interval.as_minutes:

src/market_prices/errors.py

@@ -641,7 +641,6 @@ class CompositeIndexCalendarConflict(MarketPricesError):
     """Indices of a composite calendar conflict with other indices of same calendar."""
 
     def __init__(self, calendar: ExchangeCalendar):
-
         self._msg = (
             "Unable to create a composite trading index as indices of calendar"
             f" '{calendar.name}' would overlap. This can occur when the interval is"

src/market_prices/parsing.py

@@ -202,7 +202,6 @@ def _parse_start_end(
     # Check start isn't later than latest date/time for which prices available.
     # Has side-effect of ensuring `start` is to the left of right calendar bound.
     if start is not None:
-
         if start_is_date:
             mrs = _mr_session(cal, delay)
             if start > mrs:

src/market_prices/prices/base.py

@@ -2360,6 +2360,7 @@ def pp(self, intraday: bool) -> mptypes.PP:
         @property
         def intraday_limit(self) -> Callable[[intervals.BI], pd.Timestamp]:
             """Earliest minute for which intraday data can be requested."""
+
             # pylint: disable=protected-access
             def limit(bi: BI) -> pd.Timestamp:
                 l_limit, _ = self.prices.limits[bi]

tests/hypstrtgy.py

@@ -690,8 +690,8 @@ def base_intervals() -> st.SearchStrategy[TDInterval]:
     return st.sampled_from(conftest.base_intervals_sample)
 
 
-def base_ds_intervals() -> st.SearchStrategy[
-    tuple[TDInterval, TDInterval | None, TDInterval]
-]:
+def base_ds_intervals() -> (
+    st.SearchStrategy[tuple[TDInterval, TDInterval | None, TDInterval]]
+):
     """Return strategy for a sample base interval and valid ds_intervals."""
     return st.sampled_from(conftest.base_ds_intervals_list)

tests/test_daterange.py

@@ -1389,9 +1389,12 @@ def test_get_end(
 
         def get_bounds(
             ignore_breaks: bool,
-        ) -> tuple[
-            tuple[list[pd.Timestamp], ...], bool, pd.Timestamp, pd.Timestamp, bool
-        ] | None:
+        ) -> (
+            tuple[
+                tuple[list[pd.Timestamp], ...], bool, pd.Timestamp, pd.Timestamp, bool
+            ]
+            | None
+        ):
             # get bounds of session, or bounds of subsessions if session has a break
             am_open = ans.opens[session]
             pm_close = ans.closes[session]

tests/test_parsing.py

@@ -368,7 +368,6 @@ def mock_now_open(*_, tz=pytz.UTC, **__) -> pd.Timestamp:
             return now
 
         for d in delays:
-
             assert f(None, session, as_dates, d) == (None, None)
             assert f(session, None, as_dates, d) == (session, None)
             assert f(session, None, as_times, d) == (session_first_minute, None)

tests/test_tutorial_helpers.py

@@ -168,7 +168,6 @@ def get_prices(t1_limit: pd.Timestamp, t5_limit: pd.Timestamp) -> PricesBase:
         get_prices(T("2021-12-15 08:00"), T("2021-11-17 14:30")),
         get_prices(T("2021-12-15 07:59"), T("2021-11-17 14:29")),
     ):
-
         bi = prices.bis.T1
         expected = T("2021-12-15"), T("2021-12-30")
         assert f(prices, bi, xlon) == expected