feat: support id of corporate action (#612)

Author: hiohiohio

alpaca/data/historical/corporate_actions.py

@@ -57,8 +57,12 @@ def get_corporate_actions(
 
         if request_params.symbols:
             params["symbols"] = ",".join(request_params.symbols)
+        if request_params.cusips:
+            params["cusips"] = ",".join(request_params.cusips)
         if request_params.types:
             params["types"] = ",".join(request_params.types)
+        if request_params.ids:
+            params["ids"] = ",".join(request_params.ids)
 
         response = self._get_marketdata(
             path="/corporate-actions",

alpaca/data/models/corporate_actions.py

@@ -1,14 +1,15 @@
 from datetime import date
 from typing import Dict, List, Optional, Union
 
-from alpaca.common.models import ValidateBaseModel as BaseModel
+from alpaca.common.models import ModelWithID as BaseModel
 from alpaca.common.types import RawData
 from alpaca.data.models.base import BaseDataSet, TimeSeriesMixin
 
 
 class ForwardSplit(BaseModel):
     corporate_action_type: str
     symbol: str
+    cusip: str
     new_rate: float
     old_rate: float
     process_date: date
@@ -21,6 +22,8 @@ class ForwardSplit(BaseModel):
 class ReverseSplit(BaseModel):
     corporate_action_type: str
     symbol: str
+    old_cusip: str
+    new_cusip: str
     new_rate: float
     old_rate: float
     process_date: date
@@ -32,10 +35,13 @@ class ReverseSplit(BaseModel):
 class UnitSplit(BaseModel):
     corporate_action_type: str
     old_symbol: str
+    old_cusip: str
     old_rate: float
     new_symbol: str
+    new_cusip: str
     new_rate: float
     alternate_symbol: str
+    alternate_cusip: str
     alternate_rate: float
     process_date: date
     effective_date: date
@@ -45,6 +51,7 @@ class UnitSplit(BaseModel):
 class StockDividend(BaseModel):
     corporate_action_type: str
     symbol: str
+    cusip: str
     rate: float
     process_date: date
     ex_date: date
@@ -55,6 +62,7 @@ class StockDividend(BaseModel):
 class CashDividend(BaseModel):
     corporate_action_type: str
     symbol: str
+    cusip: str
     rate: float
     special: bool
     foreign: bool
@@ -69,12 +77,13 @@ class CashDividend(BaseModel):
 class SpinOff(BaseModel):
     corporate_action_type: str
     source_symbol: str
+    source_cusip: str
     source_rate: float
     new_symbol: str
+    new_cusip: str
     new_rate: float
     process_date: date
     ex_date: date
-    payable_date: Optional[date] = None
     record_date: Optional[date] = None
     payable_date: Optional[date] = None
     due_bill_redemption_date: Optional[date] = None
@@ -83,7 +92,9 @@ class SpinOff(BaseModel):
 class CashMerger(BaseModel):
     corporate_action_type: str
     acquirer_symbol: Optional[str] = None
+    acquirer_cusip: Optional[str] = None
     acquiree_symbol: str
+    acquiree_cusip: str
     rate: float
     process_date: date
     effective_date: date
@@ -93,8 +104,10 @@ class CashMerger(BaseModel):
 class StockMerger(BaseModel):
     corporate_action_type: str
     acquirer_symbol: str
+    acquirer_cusip: str
     acquirer_rate: float
     acquiree_symbol: str
+    acquiree_cusip: str
     acquiree_rate: float
     process_date: date
     effective_date: date
@@ -104,8 +117,10 @@ class StockMerger(BaseModel):
 class StockAndCashMerger(BaseModel):
     corporate_action_type: str
     acquirer_symbol: str
+    acquirer_cusip: str
     acquirer_rate: float
     acquiree_symbol: str
+    acquiree_cusip: str
     acquiree_rate: float
     cash_rate: float
     process_date: date
@@ -116,6 +131,7 @@ class StockAndCashMerger(BaseModel):
 class Redemption(BaseModel):
     corporate_action_type: str
     symbol: str
+    cusip: str
     rate: float
     process_date: date
     payable_date: Optional[date] = None
@@ -124,20 +140,25 @@ class Redemption(BaseModel):
 class NameChange(BaseModel):
     corporate_action_type: str
     old_symbol: str
+    old_cusip: str
     new_symbol: str
+    new_cusip: str
     process_date: date
 
 
 class WorthlessRemoval(BaseModel):
     corporate_action_type: str
     symbol: str
+    cusip: str
     process_date: date
 
 
 class RightsDistribution(BaseModel):
     corporate_action_type: str
     source_symbol: str
+    source_cusip: str
     new_symbol: str
+    new_cusip: str
     rate: float
     process_date: date
     ex_date: date

alpaca/data/requests.py

@@ -561,16 +561,20 @@ class CorporateActionsRequest(NonEmptyRequest):
 
     Attributes:
         symbols (Optional[List[str]]): The list of ticker identifiers.
+        cusips (Optional[List[str]]): The list of CUSIPs.
         types (Optional[List[CorporateActionsType]]): The types of corporate actions to filter by. (default: all types)
         start (Optional[date]): The inclusive start of the interval. Format: YYYY-MM-DD. (default: current day)
         end (Optional[date])): The inclusive end of the interval. Format: YYYY-MM-DD. (default: current day)
+        ids (Optional[List[str]]): The list of corporate action IDs. This parameter is mutually exclusive with all other filters (symbols, types, start, end).
         limit (Optional[int]): Upper limit of number of data points to return. (default: 1000)
         sort (Optional[Sort]): The chronological order of response based on the timestamp. Defaults to ASC.
     """
 
     symbols: Optional[List[str]] = None
+    cusips: Optional[List[str]] = None
     types: Optional[List[CorporateActionsType]] = None
     start: Optional[date] = None
     end: Optional[date] = None
+    ids: Optional[List[str]] = None
     limit: Optional[int] = 1000
     sort: Optional[Sort] = Sort.ASC