fix: fix historical news data (#495)

alpaca/data/models/news.py

@@ -66,9 +66,9 @@ class NewsSet(BaseDataSet, TimeSeriesMixin):
 
     Attributes:
         data (Dict[str, List[News]]): The collection of News articles.
+        next_page_token (Optional[str]): The token to get the next page of data.
     """
 
-    news: List[News]
     next_page_token: Optional[str]
 
     def __init__(self, raw_data: RawData) -> None:
@@ -81,9 +81,10 @@ def __init__(self, raw_data: RawData) -> None:
         articles = []
 
         for article in raw_data.get("news", []):
-            articles.append(News(raw_data=article))
+            news = News(raw_data=article)
+            articles.append(news)
 
         parsed_news["news"] = articles
-        parsed_news["next_page_token"] = raw_data.get("next_page_token")
+        next_page_token = raw_data.get("next_page_token")
 
-        super().__init__(**parsed_news)
+        super().__init__(data=parsed_news, next_page_token=next_page_token)

tests/conftest.py

@@ -7,6 +7,7 @@
 from alpaca.broker.client import BrokerClient
 from alpaca.data.historical import StockHistoricalDataClient
 from alpaca.data.historical.crypto import CryptoHistoricalDataClient
+from alpaca.data.historical.news import NewsClient
 from alpaca.data.historical.option import OptionHistoricalDataClient
 from alpaca.data.historical.screener import ScreenerClient
 from alpaca.trading.client import TradingClient
@@ -48,6 +49,12 @@ def stock_client():
     return client
 
 
+@pytest.fixture
+def news_client():
+    client = NewsClient("key-id", "secret-key")
+    return client
+
+
 @pytest.fixture
 def raw_stock_client():
     raw_client = StockHistoricalDataClient("key-id", "secret-key", raw_data=True)

tests/data/test_historical_news_data.py

@@ -0,0 +1,72 @@
+import urllib.parse
+from datetime import datetime, timezone
+
+from alpaca.data.historical import NewsClient
+from alpaca.data.models.news import NewsSet
+from alpaca.data.requests import NewsRequest
+
+
+def test_get_news(reqmock, news_client: NewsClient):
+    # Test single symbol request
+
+    symbols = "AAPL"
+    next_page_token = "MTcyNDAwMjIyNDAwMDAwMDAwMHw0MDQzMTg4MQ=="
+    _next_page_token_in_url = urllib.parse.quote_plus(next_page_token)
+
+    start = datetime(2022, 2, 1)
+    _start_in_url = urllib.parse.quote_plus(
+        start.replace(tzinfo=timezone.utc).isoformat()
+    )
+    reqmock.get(
+        f"https://data.alpaca.markets/v1beta1/news?symbols={symbols}&start={_start_in_url}&page_token={_next_page_token_in_url}",
+        text="""
+{
+  "news": [
+    {
+      "author": "John",
+      "content": "",
+      "created_at": "2024-08-18T20:15:44Z",
+      "headline": "headline",
+      "id": 40432158,
+      "images": [
+        {
+          "size": "large",
+          "url": "https://"
+        },
+        {
+          "size": "small",
+          "url": "https://"
+        },
+        {
+          "size": "thumb",
+          "url": "https://"
+        }
+      ],
+      "source": "source",
+      "summary": "summary",
+      "symbols": [
+        "AAPL",
+        "QCOM"
+      ],
+      "updated_at": "2024-08-18T20:15:44Z",
+      "url": "https://"
+    }
+  ],
+  "next_page_token": "MTcyNDAwMjIyNDAwMDAwMDAwMHw0MDQzMTg4MQ=="
+}
+        """,
+    )
+    request = NewsRequest(
+        symbols=symbols,
+        start=start,
+        page_token=next_page_token,
+    )
+    newsset = news_client.get_news(request_params=request)
+
+    assert isinstance(newsset, NewsSet)
+
+    assert newsset["news"][0].id == 40432158
+
+    assert newsset.df.index.nlevels == 1
+
+    assert reqmock.called_once