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feat: add Nord Pool Auction API client as day-ahead price fallback - #14
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Adds NordPoolAuctionClient using the Auction API (client_auction_api / auction_api scope), available to all DA trading members without a separate Market Data subscription. Key changes: - nordpool.py: new NordPoolAuctionClient class with QH auction ID construction (closeForBidDate = D-1), response parser for the contracts array format, and hourly aggregation of 96 QH values - client.py: renames NORDPOOL_USERNAME/PASSWORD env vars to NORDPOOL_MARKETDATA_* and adds NORDPOOL_AUCTION_* pair; inserts _nordpool_auction as second source in _SOURCES (Market Data > Auction > ENTSO-E priority); DE_LU excluded from auction zone set until CWE TSO area codes are confirmed - tests: 41 new tests for NordPoolAuctionClient (token, auction ID construction, area/currency filtering, QH aggregation, NA values, error mapping) and updated test_client.py for renamed params plus new routing tests; 99% coverage - docs/nordpool.md: new Auction API section with schema, product ID table, resolution notes, and 7-day retention caveat - README.md / .env.example: updated credential env var names https://claude.ai/code/session_013iRZCCs7dhYXEfyyWK1fAH
mypy infers df.index as Index[Any] (the generic base) which doesn't expose .floor(). Wrapping with pd.DatetimeIndex() makes the type explicit and satisfies the type checker. https://claude.ai/code/session_013iRZCCs7dhYXEfyyWK1fAH
Codecov Report✅ All modified and coverable lines are covered by tests. 📢 Thoughts on this report? Let us know! |
…lient Adds two tests that exercise the previously uncovered lines introduced by this PR: naive deliveryStart timestamps are treated as UTC, and start > end yields an empty DataFrame without making HTTP requests. https://claude.ai/code/session_013iRZCCs7dhYXEfyyWK1fAH
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Adds NordPoolAuctionClient using the Auction API (client_auction_api / auction_api scope), available to all DA trading members without a separate Market Data subscription.
Key changes:
https://claude.ai/code/session_013iRZCCs7dhYXEfyyWK1fAH