Merge pull request #128 from kaijensen55/feat/xbbg-features-ci-uv

feat: BQL support + CI workflow improvements (uv venv)

Author: alpha-xone

.github/workflows/publish_testpypi.yml

@@ -38,6 +38,9 @@ jobs:
       run: |
         iwr https://astral.sh/uv/install.ps1 -UseBasicParsing | iex
         "$env:USERPROFILE\.local\bin" | Out-File -FilePath $env:GITHUB_PATH -Encoding utf8 -Append
+    - name: Create uv virtual environment
+      run: |
+        uv venv
     - name: Build distributions with uv
       run: |
         uv build

.github/workflows/pypi_build_test.yml

@@ -0,0 +1,52 @@
+name: PyPI Pre-Upload Build Test
+
+on:
+  push:
+    branches: ['**']
+  pull_request:
+
+jobs:
+  build-test:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v5
+        with:
+          fetch-depth: 0
+
+      - name: Set up Python 3.11
+        uses: actions/setup-python@v6
+        with:
+          python-version: '3.11'
+
+      - name: Install uv (Linux/macOS)
+        if: runner.os != 'Windows'
+        shell: bash
+        run: |
+          curl -LsSf https://astral.sh/uv/install.sh | sh
+          echo "$HOME/.local/bin" >> "$GITHUB_PATH"
+
+      - name: Install uv (Windows)
+        if: runner.os == 'Windows'
+        shell: powershell
+        run: |
+          iwr https://astral.sh/uv/install.ps1 -UseBasicParsing | iex
+          "$env:USERPROFILE\.local\bin" | Out-File -FilePath $env:GITHUB_PATH -Encoding utf8 -Append
+      - name: Create uv virtual environment
+        run: |
+          uv venv
+
+      - name: Build distributions with uv
+        run: |
+          uv build
+
+      - name: Verify artifacts exist
+        run: |
+          ls -lah dist
+      - name: Install twine
+        run: |
+          uv pip install twine
+      - name: Metadata check (twine)
+        run: |
+          uv run twine check dist/*
+
+

.github/workflows/pypi_upload.yml

@@ -32,6 +32,9 @@ jobs:
       run: |
         iwr https://astral.sh/uv/install.ps1 -UseBasicParsing | iex
         "$env:USERPROFILE\.local\bin" | Out-File -FilePath $env:GITHUB_PATH -Encoding utf8 -Append
+    - name: Create uv virtual environment
+      run: |
+        uv venv
     - name: Build distributions with uv
       run: |
         uv build

.gitignore

@@ -1,3 +1,6 @@
+# Ignore local PMC mapping and cache files
+xbbg/markets/pmc_map.json
+xbbg/markets/cached/pmc_cache.pkl
 # Byte-compiled / optimized / DLL files
 __pycache__/
 *.py[cod]

pyproject.toml

@@ -25,6 +25,7 @@ dynamic = ["version"]
 dependencies = [
   "numpy>=2.2.6",
   "pandas>=2.3.3",
+  "pandas-market-calendars>=5.1.3",
   "pyarrow>=22.0.0",
   "pytest>=8.4.2",
   "pytz>=2025.2",

uv.lock

@@ -27,6 +27,7 @@
     'subscribe',
     'adjust_ccy',
     'turnover',
+    'bql',
     'active_futures',
     'fut_ticker',
     'cdx_ticker',
@@ -740,3 +741,45 @@ def turnover(
 
     if data.empty and use_volume.empty: return pd.DataFrame()
     return pd.concat([adjust_ccy(data=data, ccy=ccy).div(factor), use_volume], axis=1)
+
+
+def bql(query: str, params: dict | None = None, overrides: list[tuple[str, object]] | None = None, **kwargs) -> pd.DataFrame:
+    r"""Execute a BQL (Bloomberg Query Language) request.
+
+    Args:
+        query: BQL query string.
+        params: Optional request options for BQL (mapped directly to elements).
+        overrides: Optional list of (field, value) overrides for the BQL request.
+        **kwargs: Session and logging options.
+
+    Returns:
+        pd.DataFrame: Parsed tabular results when available; otherwise a flattened view.
+
+    Examples:
+        Basic usage (requires Bloomberg session; skipped in doctest):
+
+        >>> from xbbg import blp  # doctest: +SKIP
+        >>> df = blp.bql("get(px_last for('AAPL US Equity'))")  # doctest: +SKIP
+        >>> isinstance(df, pd.DataFrame)  # doctest: +SKIP
+        True
+    """
+    logger = logs.get_logger(bql, **kwargs)
+
+    # Use BQL sendQuery with 'expression', mirroring common BQL request shape.
+    settings = [('expression', query)]
+    if params:
+        settings.extend([(str(k), v) for k, v in params.items()])
+
+    request = process.create_request(
+        service='//blp/bql',
+        request='sendQuery',
+        settings=settings,
+        ovrds=overrides or [],
+        **kwargs,
+    )
+
+    logger.debug(f'Sending BQL request ...\n{request}')
+    handle = conn.send_request(request=request, **kwargs)
+
+    rows = list(process.rec_events(func=process.process_bql, event_queue=handle["event_queue"], **kwargs))
+    return pd.DataFrame(rows) if rows else pd.DataFrame()

xbbg/blp.py

@@ -230,7 +230,12 @@ def market_info(ticker: str) -> pd.Series:
     """
     t_info = ticker.split()
     exch_only = len(ticker) == 2
+    # Allow only supported asset types; special-case certain Corp tickers
     if (not exch_only) and (t_info[-1] not in ['Equity', 'Comdty', 'Curncy', 'Index']):
+        # Minimal default for CDX generic CDS tickers (Corp asset)
+        # Example: 'CDX IG CDSI GEN 5Y Corp' → use IndexUS session as default hours
+        if t_info[-1] == 'Corp' and len(t_info) >= 2 and t_info[0] == 'CDX':
+            return pd.Series({'exch': 'IndexUS'})
         return pd.Series(dtype=object)
 
     a_info = asset_config(asset='Equity' if exch_only else t_info[-1])
@@ -256,11 +261,11 @@ def market_info(ticker: str) -> pd.Series:
     elif t_info[0][-1].isdigit():
         end_idx = 2 if t_info[-2].isdigit() else 1
         symbol = t_info[0][:-end_idx].strip()
-        # Special contracts
-        if (symbol[:2] == 'UX') and (t_info[-1] == 'Index'):
-            symbol = 'UX'
     else:
         symbol = t_info[0].split('+')[0]
+    # Special contracts: map any UX* Index form (e.g., UXA, UX1, UXF1UXG1) to UX root
+    if (t_info[-1] == 'Index') and symbol.startswith('UX'):
+        symbol = 'UX'
     return take_first(data=a_info, query=f'tickers == "{symbol}"')