Error in get next release

[Mikael Öhman]

This:

DS.get_next_release_dates(['USCONPRCE'])

or just the example in the README, give:

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-11-6f693796e1c2> in <module>
----> 1 DS.get_next_release_dates(['USCONPRCE'])

/opt/conda/lib/python3.7/site-packages/pydatastream/pydatastream.py in get_next_release_dates(self, mnemonics, n_releases)
    664         reqs = [self.construct_request(mnemonics, f'DS.NDOR{i+1}', static=True)
    665                 for i in range(n_releases)]
--> 666         res_parsed = self.parse_response(self.request_many(reqs))
    667 
    668         # Rearrange the output

/opt/conda/lib/python3.7/site-packages/pydatastream/pydatastream.py in parse_response(self, response, return_metadata)
    365             return (res, meta) if return_metadata else res
    366         if 'DataResponses' in response:  # Multiple requests
--> 367             results = [self._parse_one(r) for r in response['DataResponses']]
    368             self.last_metadata = [_[1] for _ in results]
    369             return results if return_metadata else [_[0] for _ in results]

/opt/conda/lib/python3.7/site-packages/pydatastream/pydatastream.py in <listcomp>(.0)
    365             return (res, meta) if return_metadata else res
    366         if 'DataResponses' in response:  # Multiple requests
--> 367             results = [self._parse_one(r) for r in response['DataResponses']]
    368             self.last_metadata = [_[1] for _ in results]
    369             return results if return_metadata else [_[0] for _ in results]

/opt/conda/lib/python3.7/site-packages/pydatastream/pydatastream.py in _parse_one(self, res)
    347         res = pd.concat(res).unstack(level=1).T.sort_index()
    348         res_meta['Currencies'] = meta
--> 349         return res, self._parse_meta(res_meta)
    350 
    351     def parse_response(self, response, return_metadata=False):

/opt/conda/lib/python3.7/site-packages/pydatastream/pydatastream.py in _parse_meta(meta)
    302                     res[key] = None
    303                 else:
--> 304                     names = pd.DataFrame(meta[key]).set_index('Key')['Value']
    305                     names.index.name = key.replace('Names', '')
    306                     names.name = 'Name'

/opt/conda/lib/python3.7/site-packages/pandas/core/frame.py in set_index(self, keys, drop, append, inplace, verify_integrity)
   4301 
   4302         if missing:
-> 4303             raise KeyError(f"None of {missing} are in the columns")
   4304 
   4305         if inplace:

KeyError: "None of ['Key'] are in the columns"

Looking at the code, i think maybe this construct is incorrect in parse_one:

meta[data_type][v['Symbol']] = {_: v[_] for _ in v if _ != 'Value'}

?

This is the data returned from the api:

{'DataResponses': [{'AdditionalResponses': None,
   'DataTypeNames': [],
   'DataTypeValues': [{'DataType': 'DS.NDOR1_DATE',
     'SymbolValues': [{'Currency': None,
       'Symbol': 'USCONPRCE',
       'Type': 4,
       'Value': '/Date(1586476800000+0000)/'}]},
    {'DataType': 'DS.NDOR1_DATE_LATEST',
     'SymbolValues': [{'Currency': None,
       'Symbol': 'USCONPRCE',
       'Type': 4,
       'Value': '/Date(1586476800000+0000)/'}]},
    {'DataType': 'DS.NDOR1_TIME_GMT',
     'SymbolValues': [{'Currency': None,
       'Symbol': 'USCONPRCE',
       'Type': 6,
       'Value': '12:30'}]},
    {'DataType': 'DS.NDOR1_DATE_FLAG',
     'SymbolValues': [{'Currency': None,
       'Symbol': 'USCONPRCE',
       'Type': 6,
       'Value': 'Official'}]},
    {'DataType': 'DS.NDOR1_REF_PERIOD',
     'SymbolValues': [{'Currency': None,
       'Symbol': 'USCONPRCE',
       'Type': 4,
       'Value': '/Date(1584230400000+0000)/'}]},
    {'DataType': 'DS.NDOR1_TYPE',
     'SymbolValues': [{'Currency': None,
       'Symbol': 'USCONPRCE',
       'Type': 6,
       'Value': 'NewValue'}]}],
   'Dates': None,
   'SymbolNames': [{'Key': 'USCONPRCE', 'Value': 'USCONPRCE'}],
   'Tag': None}],
 'Properties': None}

Regards,
Mikael

[Vladimir Filimonov]

Hi @MikaelUmaN
Thanks for the report!
I've fixed that in master - please have a look, and if everything is fine, I'll push it to pypi.

I'll also add tests to make sure that all examples work properly

[Vladimir Filimonov]

Version 0.6.2 is on pypi since March 8. Closing