Fixed missing kwargs in get_price function

qf_lib/backtesting/data_handler/data_handler.py

@@ -105,7 +105,7 @@ def historical_price(self, tickers: Union[Ticker, Sequence[Ticker]],
         return self.data_provider.historical_price(tickers, fields, nr_of_bars, end_date, frequency)
 
     def get_price(self, tickers: Union[Ticker, Sequence[Ticker]], fields: Union[PriceField, Sequence[PriceField]],
-                  start_date: datetime, end_date: datetime = None, frequency: Frequency = None) -> \
+                  start_date: datetime, end_date: datetime = None, frequency: Frequency = None, **kwargs) -> \
             Union[PricesSeries, PricesDataFrame, QFDataArray]:
         """
         Runs DataProvider.get_price(...) but before makes sure that the query doesn't concern data from
@@ -129,6 +129,7 @@ def get_price(self, tickers: Union[Ticker, Sequence[Ticker]], fields: Union[Pric
         Returns
         -------
         None, PricesSeries, PricesDataFrame, QFDataArray
+        :param **kwargs:
         """
         frequency = frequency or self.default_frequency
         assert frequency is not None, "Frequency cannot be equal to None"

qf_lib/data_providers/general_price_provider.py

@@ -52,7 +52,8 @@ def __init__(self, bloomberg: BloombergDataProvider = None, quandl: QuandlDataPr
                 self._register_data_provider(provider)
 
     def get_price(self, tickers: Union[Ticker, Sequence[Ticker]], fields: Union[PriceField, Sequence[PriceField]],
-                  start_date: datetime, end_date: datetime = None, frequency: Frequency = Frequency.DAILY) -> Union[None, PricesSeries, PricesDataFrame, QFDataArray]:
+                  start_date: datetime, end_date: datetime = None, frequency: Frequency = Frequency.DAILY, **kwargs) \
+            -> Union[None, PricesSeries, PricesDataFrame, QFDataArray]:
         """
         Implements the functionality of AbstractPriceDataProvider using duck-typing.
 

qf_lib/data_providers/preset_data_provider.py

@@ -105,7 +105,7 @@ def supported_ticker_types(self) -> Set[Type[Ticker]]:
         return self._ticker_types
 
     def get_price(self, tickers: Union[Ticker, Sequence[Ticker]], fields: Union[PriceField, Sequence[PriceField]],
-                  start_date: datetime, end_date: datetime = None, frequency: Frequency = Frequency.DAILY) -> \
+                  start_date: datetime, end_date: datetime = None, frequency: Frequency = Frequency.DAILY, **kwargs) -> \
             Union[None, PricesSeries, PricesDataFrame, QFDataArray]:
         # The passed desired data frequency should be at most equal to the frequency of the initially loaded data
         # (in case of downsampling the data may be aggregated, but no data upsampling is supported).

qf_lib/data_providers/quandl/quandl_data_provider.py

@@ -63,7 +63,7 @@ def __init__(self, settings: Settings):
 
     def get_price(self, tickers: Union[QuandlTicker, Sequence[QuandlTicker]],
                   fields: Union[PriceField, Sequence[PriceField]], start_date: datetime, end_date: datetime = None,
-                  frequency: Frequency = Frequency.DAILY):
+                  frequency: Frequency = Frequency.DAILY, **kwargs):
         start_date = self._adjust_start_date(start_date, frequency)
         return self._get_history(
             convert_to_prices_types=True, tickers=tickers, fields=fields, start_date=start_date, end_date=end_date)

qf_lib/tests/integration_tests/backtesting/data_handler/test_data_handler.py

@@ -58,17 +58,17 @@ def setUp(self):
 
     def test_get_price_when_end_date_is_in_the_past(self):
         self.timer.set_current_time(str_to_date("2018-02-12 00:00:00.000000", DateFormat.FULL_ISO))
-        prices_tms = self.data_handler.get_price(self.spx_index_ticker, PriceField.Close,
-                                                 self.start_date, self.end_date)
+        prices_tms = self.data_handler.get_price(self.spx_index_ticker, PriceField.Close, self.start_date,
+                                                 self.end_date)
 
         self.assertEqual(self.start_date, prices_tms.index[0].to_pydatetime())
         self.assertEqual(self.end_date, prices_tms.index[-1].to_pydatetime())
 
     def test_get_price_when_end_date_is_today_after_market_close(self):
         self.timer.set_current_time(
             str_to_date("2018-01-31") + MarketCloseEvent.trigger_time() + RelativeDelta(hours=1))
-        prices_tms = self.data_handler.get_price(self.spx_index_ticker, PriceField.Close,
-                                                 self.start_date, self.end_date)
+        prices_tms = self.data_handler.get_price(self.spx_index_ticker, PriceField.Close, self.start_date,
+                                                 self.end_date)
 
         self.assertEqual(self.start_date, prices_tms.index[0].to_pydatetime())
         self.assertEqual(self.end_date, prices_tms.index[-1].to_pydatetime())

qf_lib/tests/integration_tests/data_providers/bloomberg/test_bbg_data_handler.py

@@ -52,8 +52,8 @@ def test_market_open_price_before_market_open(self):
 
     def test_market_open_price_before_market_open__single_date(self):
         self.timer.set_current_time(datetime(2022, 4, 26, 1))
-        prices = self.daily_data_handler.get_price(BloombergTicker("SPX Index"), PriceField.Open,
-                                                   datetime(2022, 4, 26), datetime(2022, 4, 26))
+        prices = self.daily_data_handler.get_price(BloombergTicker("SPX Index"), PriceField.Open, datetime(2022, 4, 26),
+                                                   datetime(2022, 4, 26))
         self.assertFalse(is_finite_number(prices))
 
     def test_market_open_price_before_market_close__single_date(self):

qf_lib/tests/integration_tests/data_providers/bloomberg/test_bloomberg.py

@@ -100,8 +100,7 @@ def test_price_single_ticker_single_field(self):
     def test_price_single_ticker_single_field_single_date(self):
         # single ticker, single field; end_date by default now, frequency by default DAILY, currency by default None
         data = self.bbg_provider.get_price(tickers=self.SINGLE_TICKER, fields=self.SINGLE_PRICE_FIELD,
-                                           start_date=self.END_DATE, end_date=self.END_DATE,
-                                           frequency=Frequency.DAILY)
+                                           start_date=self.END_DATE, end_date=self.END_DATE, frequency=Frequency.DAILY)
 
         self.assertIsInstance(data, float)
         self.assertEqual(data, 147.7257)