Changelog

0.6.1

Improvements

  • Add ContractPeriod.WEEKEND for OHLC data.

Bugfixes

  • Fix crashes in Border.__str__ and Border.__repr__ due to missing implementations of __lt__ and __gt__ in class Allocation (thanks to stanton119).

0.6

A release with lots of small improvements.

Improvements

  • Add borders and parent-child relationships for the Italian price zone Calabria. The price zone has been in the client for a while, but haven’t placed in the exchange neighbour list for the other price zones in Italy until now.

  • Add the new parameter single_level_header to all to_dataframe() methods. By default, the to_dataframe()-method will create pandas.DataFrame objects with three column headers. When single_level_header=True, the client will merge all three levels into one header. The parameter defaults to False (to not break the old behaviour).

  • Remove the parameter hhv_to_lhv for all SRMC API operations.

  • Add a new class RealtoConnection. This class is a drop-in replacement for the EnergyQuantified-class. It lets Realto users connect to the Energy Quantified’s API on Realto’s marketplace.

  • Update the documentation on how to authenticate for Realto users.

  • Add a quickstart chapter for Realto users.

  • Add a section in the pandas documentation on the effects of setting the single_level_header parameter to True in to_dataframe().

  • Add documentation on the fill parameter in eq.ohlc.load_delivery_as_timeseries() and eq.ohlc.load_front_as_timeseries().

  • Other minor improvements in the documentation.

Breaking change

  • Remove the HHV-to-LHV option for gas in the SRMC API.

Bugfixes

  • Slashes (/) weren’t escaped in curve names in the URL. While this didn’t cause issues for Energy Quantified’s API, it caused an issue while integrating the client with Realto’s marketplace.

Dependencies

  • Upgrade requests to v2.25.1.

0.5

Introducing support for short-run marginal cost (SRMC) calculations from OHLC data.

Improvements

  • Add OhlcAPI#latest_as_periods() method for generating a “forward curve” from all closing prices in a market.

  • Add fill parameter to OhlcAPI#load_front_as_timeseries() and OhlcAPI#load_front_as_timeseries().

  • Add SRMC and SRMCOptions data classes.

  • Implement the SRMC API: load_front(), load_delivery(), load_front_as_timeseries(), load_delivery_as_timeseries(), latest(), and latest_as_periods().

  • Add section in the OHLC documentation on how to load “forward curves”.

  • Add new chapter on SRMC in the documentation.

Bugfixes

  • Fix a crash in the Contract JSON parser that occured only for SRMC operations.

Dependencies

  • Upgrade requests to v2.25.0.

0.4.2

Improvements

  • Update border configurations (such as the AELGrO cable between Belgium and Germany, for instance).

Bugfixes

  • Add missing area (SEM).

0.4.1

Bugfixes

  • Fix a crash in TimeseriesList#to_dataframe().

0.4

Improve pandas integration with more utility methods.

Improvements

  • Page objects are now immutable (for curve and place search responses).

  • Add Series.set_name() to let users set a custom name for time series’ and period-based series’.

  • Add TimeseriesList with a to_dataframe() method for converting a list of time series to a pandas data frame. It subclasses Python’s built-in list and overrides its methods with extra validations.

  • Add PeriodseriesList. Similar to TimeseriesList, it subclasses Python’s list. It has two methods: (1) to_timeseries() which converts this list to a TimeseriesList, and (2) to_dataframe(frequency) which converts this list to a data frame.

  • Add Periodseries#to_dataframe(frequency). Previously, you would have to first convert the period-based series to a time series and then call to_dataframe.

  • Update headers in pandas data frames.

  • Add OHLCList#to_dataframe() for converting OHLC data to a data frame.

  • Update documentation where applicable with a short description on how to convert time series, period-based series and OHLC data to data frames.

  • Add own chapter on how to convert data to pandas.DataFrame.

  • Add own chapter on packages and where to find the different classes and enumerators.

Breaking change

With better pandas integration, we changed column headers for data frames. As of v0.4, data frames have three column header levels for time series data:

  1. Curve name

  2. Instance or contract

  3. Scenario (ensemble)

We did this to better describe the data when converted from time series’ to pandas data frames. Refer to the chapter on pandas integration for more details.

0.3

Introducing support for OHLC data (open, high, low, close).

Improvements

  • Implement operations in the OHLC API: load(), latest(). load_delivery_as_timeseries(), and load_front_as_timeseries()

  • Add data and metadata classes for OHLC: OHLCField, ContractPeriod, Product, OHLC, OHLCList, and Contract.

  • Add member Series#contract, which is a reference to a set by the load_*_as_timeseries()-operations.

  • Add documentation for OHLC.

  • Add new curve data type: DataType.SCENARIO.

Bugfixes

  • Fix runtime error in Series#name() (Series is superclass of Timeseries and Periodseries).

  • ValidationError exceptions occuring on the server-side didn’t include which parameter that failed due to a bug in the JSON error message parser.

0.2

A small release with two improvements.

Improvements

  • Add Periodseries#print() method.

  • Increase 1-10 days-ahead constraints for relative queries to 0-10000.

0.1

The first public release of Energy Quantified’s Python client. Woho!

Improvements

  • Add utilities for working with date-times, frequencies, time-zones and resolutions.

  • Add metadata classes for areas, curves, instances, places and more.

  • Add classes for time series and period-based series.

  • Add wrapper around requests with rate-limiting, auto-retry on failure and authentication.

  • Implement APIs for metadata, timeseries, instances, periods and period-instances.

  • Add support for timeseries-to-pandas conversion.

  • Add meaningful exceptions.

  • Add a few examples to the git repo.

  • Write tons of documentation.

Dependencies

  • Add pytz, tzlocal, python-dateutil, requests.

  • Not adding pandas, as it is optional.

Bugfixes

  • (None in this release, but probably introduced some!)