Change polygon format

mcduck007 · Dec 23, 2018 · 665b7bc · 665b7bc
1 parent 2561ff0
commit 665b7bc
Show file tree

Hide file tree

Showing 2 changed files with 6 additions and 4 deletions.
diff --git a/alpaca_trade_api/polygon/entity.py b/alpaca_trade_api/polygon/entity.py
@@ -54,9 +54,11 @@ def df(self):
             # polygon doesn't return in ascending order
             # Do not rely on df.sort_values() as this library
             # may be used with older pandas
+            keycol = 't' if size[0] == 'm' else 'd'
+            columns = ('o', 'h', 'l', 'c', 'v', keycol)
             df = pd.DataFrame(
-                sorted(raw['ticks'], key=lambda d: d['d']),
-                columns=('o', 'h', 'l', 'c', 'v', 'd'),
+                sorted(raw['ticks'], key=lambda d: d[keycol]),
+                columns=columns,
             )
             df.columns = [raw['map'][c] for c in df.columns]
             if size[0] == 'm':

diff --git a/tests/test_polygon/test_rest.py b/tests/test_polygon/test_rest.py
@@ -149,7 +149,7 @@ def test_polygon(reqmock):
     "h": "high",
     "l": "low",
     "o": "open",
-    "d": "timestamp",
+    "t": "timestamp",
     "v": "volume"
   },
   "status": "success",
@@ -162,7 +162,7 @@ def test_polygon(reqmock):
       "l": 173.15,
       "h": 173.21,
       "v": 1800,
-      "d": 1517529605000
+      "t": 1517529605000
     }
   ]
 }''')