Adds IPOs, Short Interest/Volume, and Treasury Yields

examples/rest/economy-treasury_yields.py

@@ -0,0 +1,13 @@
+from polygon import RESTClient
+
+# docs
+# https://staging.polygon.io/docs/rest/economy/treasury-yields
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+yields = []
+for date in client.vx.list_treasury_yields():
+    yields.append(date)
+
+print(yields)

examples/rest/stocks-ipos.py

@@ -1,7 +1,7 @@
 from polygon import RESTClient
 
 # docs
-# https://polygon.io/docs/stocks/get_vx_reference_ipos
+# https://polygon.io/docs/rest/stocks/corporate-actions/ipos
 
 # client = RESTClient("XXXXXX") # hardcoded api_key is used
 client = RESTClient()  # POLYGON_API_KEY environment variable is used

examples/rest/stocks-short_interest.py

@@ -0,0 +1,13 @@
+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/rest/stocks/fundamentals/short-interest
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+items = []
+for item in client.vx.list_short_interest(ticker="RDDT"):
+    items.append(item)
+
+print(items)

examples/rest/stocks-short_volume.py

@@ -0,0 +1,13 @@
+from polygon import RESTClient
+
+# docs
+# https://polygon.io/docs/rest/stocks/fundamentals/short-volume
+
+# client = RESTClient("XXXXXX") # hardcoded api_key is used
+client = RESTClient()  # POLYGON_API_KEY environment variable is used
+
+items = []
+for item in client.vx.list_short_volume(ticker="RDDT"):
+    items.append(item)
+
+print(items)

polygon/rest/models/tickers.py

@@ -1,5 +1,4 @@
 from typing import Optional, List
-
 from ...modelclass import modelclass
 
 
@@ -255,10 +254,6 @@ def from_dict(d):
         return TickerChangeResults(**d)
 
 
-from typing import Optional
-from ...modelclass import modelclass
-
-
 @modelclass
 class IPOListing:
     """
@@ -310,3 +305,110 @@ def from_dict(d):
             total_offer_size=d.get("total_offer_size"),
             us_code=d.get("us_code"),
         )
+
+
+@modelclass
+class ShortInterest:
+    """
+    Short Interest data for a specific identifier.
+    """
+
+    avg_daily_volume: Optional[int] = None
+    days_to_cover: Optional[float] = None
+    settlement_date: Optional[str] = None
+    short_interest: Optional[int] = None
+    ticker: Optional[str] = None
+
+    @staticmethod
+    def from_dict(d):
+        return ShortInterest(
+            avg_daily_volume=d.get("avg_daily_volume"),
+            days_to_cover=d.get("days_to_cover"),
+            settlement_date=d.get("settlement_date"),
+            short_interest=d.get("short_interest"),
+            ticker=d.get("ticker"),
+        )
+
+
+@modelclass
+class ShortVolume:
+    """
+    Short Volume data for a specific identifier on a given date.
+    """
+
+    adf_short_volume: Optional[int] = None
+    adf_short_volume_exempt: Optional[int] = None
+    date: Optional[str] = None
+    exempt_volume: Optional[int] = None
+    nasdaq_carteret_short_volume: Optional[int] = None
+    nasdaq_carteret_short_volume_exempt: Optional[int] = None
+    nasdaq_chicago_short_volume: Optional[int] = None
+    nasdaq_chicago_short_volume_exempt: Optional[int] = None
+    non_exempt_volume: Optional[int] = None
+    nyse_short_volume: Optional[int] = None
+    nyse_short_volume_exempt: Optional[int] = None
+    short_volume: Optional[int] = None
+    short_volume_ratio: Optional[float] = None
+    ticker: Optional[str] = None
+    total_volume: Optional[int] = None
+
+    @staticmethod
+    def from_dict(d):
+        return ShortVolume(
+            adf_short_volume=d.get("adf_short_volume"),
+            adf_short_volume_exempt=d.get("adf_short_volume_exempt"),
+            date=d.get("date"),
+            exempt_volume=d.get("exempt_volume"),
+            nasdaq_carteret_short_volume=d.get("nasdaq_carteret_short_volume"),
+            nasdaq_carteret_short_volume_exempt=d.get(
+                "nasdaq_carteret_short_volume_exempt"
+            ),
+            nasdaq_chicago_short_volume=d.get("nasdaq_chicago_short_volume"),
+            nasdaq_chicago_short_volume_exempt=d.get(
+                "nasdaq_chicago_short_volume_exempt"
+            ),
+            non_exempt_volume=d.get("non_exempt_volume"),
+            nyse_short_volume=d.get("nyse_short_volume"),
+            nyse_short_volume_exempt=d.get("nyse_short_volume_exempt"),
+            short_volume=d.get("short_volume"),
+            short_volume_ratio=d.get("short_volume_ratio"),
+            ticker=d.get("ticker"),
+            total_volume=d.get("total_volume"),
+        )
+
+
+@modelclass
+class TreasuryYield:
+    """
+    Treasury yield data for a specific date.
+    """
+
+    date: Optional[str] = None
+    yield_1_month: Optional[float] = None
+    yield_3_month: Optional[float] = None
+    yield_6_month: Optional[float] = None
+    yield_1_year: Optional[float] = None
+    yield_2_year: Optional[float] = None
+    yield_3_year: Optional[float] = None
+    yield_5_year: Optional[float] = None
+    yield_7_year: Optional[float] = None
+    yield_10_year: Optional[float] = None
+    yield_20_year: Optional[float] = None
+    yield_30_year: Optional[float] = None
+
+    @staticmethod
+    def from_dict(d):
+        return TreasuryYield(
+            date=d.get("date"),
+            yield_1_month=d.get("yield_1_month"),
+            yield_3_month=d.get("yield_3_month"),
+            yield_6_month=d.get("yield_6_month"),
+            yield_1_year=d.get("yield_1_year"),
+            yield_2_year=d.get("yield_2_year"),
+            yield_3_year=d.get("yield_3_year"),
+            yield_5_year=d.get("yield_5_year"),
+            yield_7_year=d.get("yield_7_year"),
+            yield_10_year=d.get("yield_10_year"),
+            yield_20_year=d.get("yield_20_year"),
+            yield_30_year=d.get("yield_30_year"),
+        )

polygon/rest/vX.py

@@ -1,9 +1,17 @@
 from .base import BaseClient
 from typing import Optional, Any, Dict, List, Union, Iterator
-from .models import StockFinancial, IPOListing, Timeframe, Sort, Order
+from .models import (
+    StockFinancial,
+    IPOListing,
+    ShortInterest,
+    ShortVolume,
+    TreasuryYield,
+    Timeframe,
+    Sort,
+    Order,
+)
 from urllib3 import HTTPResponse
 from datetime import datetime, date
-
 from .models.request import RequestOptionBuilder
 
 
@@ -77,6 +85,10 @@ def list_ipos(
         us_code: Optional[str] = None,
         isin: Optional[str] = None,
         listing_date: Optional[str] = None,
+        listing_date_lt: Optional[str] = None,
+        listing_date_lte: Optional[str] = None,
+        listing_date_gt: Optional[str] = None,
+        listing_date_gte: Optional[str] = None,
         ipo_status: Optional[str] = None,
         limit: Optional[int] = None,
         sort: Optional[Union[str, Sort]] = None,
@@ -111,3 +123,170 @@ def list_ipos(
             result_key="results",
             options=options,
         )
+
+    def list_short_interest(
+        self,
+        ticker: Optional[str] = None,
+        days_to_cover: Optional[str] = None,
+        days_to_cover_lt: Optional[str] = None,
+        days_to_cover_lte: Optional[str] = None,
+        days_to_cover_gt: Optional[str] = None,
+        days_to_cover_gte: Optional[str] = None,
+        settlement_date: Optional[str] = None,
+        settlement_date_lt: Optional[str] = None,
+        settlement_date_lte: Optional[str] = None,
+        settlement_date_gt: Optional[str] = None,
+        settlement_date_gte: Optional[str] = None,
+        avg_daily_volume: Optional[str] = None,
+        avg_daily_volume_lt: Optional[str] = None,
+        avg_daily_volume_lte: Optional[str] = None,
+        avg_daily_volume_gt: Optional[str] = None,
+        avg_daily_volume_gte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        order: Optional[Union[str, Order]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[List[ShortInterest], HTTPResponse]:
+        """
+        Retrieve short interest data for stocks.
+
+        :param ticker: Filter by the primary ticker symbol.
+        :param days_to_cover: Filter by the days to cover value.
+        :param days_to_cover_lt: Filter for days to cover dates less than the provided date.
+        :param days_to_cover_lte: Filter for days to cover dates less than or equal to the provided date.
+        :param days_to_cover_gt: Filter for days to cover dates greater than the provided date.
+        :param days_to_cover_gte: Filter for days to cover dates greater than or equal to the provided date.
+        :param settlement_date: Filter by settlement date (YYYY-MM-DD).
+        :param settlement_date_lt: Filter for settlement dates less than the provided date.
+        :param settlement_date_lte: Filter for settlement dates less than or equal to the provided date.
+        :param settlement_date_gt: Filter for settlement dates greater than the provided date.
+        :param settlement_date_gte: Filter for settlement dates greater than or equal to the provided date.
+        :param avg_daily_volume: Filter by average daily volume.
+        :param avg_daily_volume_lt: Filter for average daily volume dates less than the provided date.
+        :param avg_daily_volume_lte: Filter for average daily volume dates less than or equal to the provided date.
+        :param avg_daily_volume_gt: Filter for average daily volume dates greater than the provided date.
+        :param avg_daily_volume_gte: Filter for average daily volume dates greater than or equal to the provided date.
+        :param limit: Limit the number of results returned. Default 10, max 50000.
+        :param sort: Field to sort by (e.g., "ticker").
+        :param order: Order results based on the sort field ("asc" or "desc"). Default "desc".
+        :param params: Additional query parameters.
+        :param raw: Return raw HTTPResponse object if True, else return List[ShortInterest].
+        :param options: RequestOptionBuilder for additional headers or params.
+        :return: A list of ShortInterest objects or HTTPResponse if raw=True.
+        """
+        url = "/stocks/vX/short-interest"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_short_interest, locals()),
+            deserializer=ShortInterest.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )
+
+    def list_short_volume(
+        self,
+        ticker: Optional[str] = None,
+        date: Optional[str] = None,
+        date_lt: Optional[str] = None,
+        date_lte: Optional[str] = None,
+        date_gt: Optional[str] = None,
+        date_gte: Optional[str] = None,
+        short_volume_ratio: Optional[str] = None,
+        short_volume_ratio_lt: Optional[str] = None,
+        short_volume_ratio_lte: Optional[str] = None,
+        short_volume_ratio_gt: Optional[str] = None,
+        short_volume_ratio_gte: Optional[str] = None,
+        total_volume: Optional[str] = None,
+        total_volume_lt: Optional[str] = None,
+        total_volume_lte: Optional[str] = None,
+        total_volume_gt: Optional[str] = None,
+        total_volume_gte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        order: Optional[Union[str, Order]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[List[ShortVolume], HTTPResponse]:
+        """
+        Retrieve short volume data for stocks.
+
+        :param ticker: Filter by the primary ticker symbol.
+        :param date: Filter by the date of trade activity (YYYY-MM-DD).
+        :param date_lt: Filter for dates less than the provided date.
+        :param date_lte: Filter for dates less than or equal to the provided date.
+        :param date_gt: Filter for dates greater than the provided date.
+        :param date_gte: Filter for dates greater than or equal to the provided date.
+        :param short_volume_ratio: Filter by short volume ratio.
+        :param short_volume_ratio_lt: Filter for short volume ratio less than the provided date.
+        :param short_volume_ratio_lte: Filter for short volume ratio less than or equal to the provided date.
+        :param short_volume_ratio_gt: Filter for short volume ratio greater than the provided date.
+        :param short_volume_ratio_gte: Filter for short volume ratio greater than or equal to the provided date.
+        :param total_volume: Filter by total volume.
+        :param total_volume_lt: Filter for total volume less than the provided date.
+        :param total_volume_lte: Filter for total volume less than or equal to the provided date.
+        :param total_volume_gt: Filter for total volume greater than the provided date.
+        :param total_volume_gte: Filter for total volume greater than or equal to the provided date.
+        :param limit: Limit the number of results returned. Default 10, max 50000.
+        :param sort: Field to sort by (e.g., "ticker").
+        :param order: Order results based on the sort field ("asc" or "desc"). Default "desc".
+        :param params: Additional query parameters.
+        :param raw: Return raw HTTPResponse object if True, else return List[ShortVolume].
+        :param options: RequestOptionBuilder for additional headers or params.
+        :return: A list of ShortVolume objects or HTTPResponse if raw=True.
+        """
+        url = "/stocks/vX/short-volume"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_short_volume, locals()),
+            deserializer=ShortVolume.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )
+
+    def list_treasury_yields(
+        self,
+        date: Optional[str] = None,
+        date_gt: Optional[str] = None,
+        date_gte: Optional[str] = None,
+        date_lt: Optional[str] = None,
+        date_lte: Optional[str] = None,
+        limit: Optional[int] = None,
+        sort: Optional[Union[str, Sort]] = None,
+        order: Optional[Union[str, Order]] = None,
+        params: Optional[Dict[str, Any]] = None,
+        raw: bool = False,
+        options: Optional[RequestOptionBuilder] = None,
+    ) -> Union[List[TreasuryYield], HTTPResponse]:
+        """
+        Retrieve treasury yield data.
+
+        :param date: Calendar date of the yield observation (YYYY-MM-DD).
+        :param date_gt: Filter for dates greater than the provided date.
+        :param date_gte: Filter for dates greater than or equal to the provided date.
+        :param date_lt: Filter for dates less than the provided date.
+        :param date_lte: Filter for dates less than or equal to the provided date.
+        :param limit: Limit the number of results returned. Default 100, max 50000.
+        :param sort: Field to sort by (e.g., "date"). Default "date".
+        :param order: Order results based on the sort field ("asc" or "desc"). Default "desc".
+        :param params: Additional query parameters.
+        :param raw: Return raw HTTPResponse object if True, else return List[TreasuryYield].
+        :param options: RequestOptionBuilder for additional headers or params.
+        :return: A list of TreasuryYield objects or HTTPResponse if raw=True.
+        """
+        url = "/fed/vX/treasury-yields"
+
+        return self._paginate(
+            path=url,
+            params=self._get_params(self.list_treasury_yields, locals()),
+            deserializer=TreasuryYield.from_dict,
+            raw=raw,
+            result_key="results",
+            options=options,
+        )