amquant 0.1.0__tar.gz

amquant-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: amquant
+Version: 0.1.0
+Summary: A lightweight library for loading market data and computing engineered features.
+Author-email: Your Name <you@example.com>
+License: MIT
+Keywords: quant,finance,market-data,features,trading
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+Requires-Dist: requests>=2.31
+Requires-Dist: pandas>=2.0
+
+**activate the virtual env with** :  source venv/bin/activate   
+
+**interactive program** :python3 -i main.py
+
+**DATA ACCESS:**
+
+After `main()` executes in the same Python session:
+
+- `RAW_SERIES: dict[str, Series]` — populated with fully enriched `Series` objects (OHLCV + metadata).
+- `FEATURE_SETS: dict[str, FeatureSet]` — contains computed technical features per symbol.
+
+Both dicts are module-level globals, accessible immediately post-run via `RAW_SERIES['BIAT']` or `FEATURE_SETS['MC']`.
+
+Data lives in memory for the duration of the Python process / REPL session. Not persisted to disk unless explicitly saved.
+
+For library use: expose `RAW_SERIES` and `FEATURE_SETS` via a `DataManager` singleton or return them from `load_universe()` for clean dependency injection.
+
+**demo**
+
+list(RAW_SERIES.keys())
+RAW_SERIES["BNP"].bars[0]
+FEATURE_SETS["BNP"].ret_1d[:5]
+FEATURE_SETS["BNP"].sma_20[:5]
+FEATURE_SETS["BNP"].__dict__.keys()
+len(RAW_SERIES["BNP"].bars)
+len(RAW_SERIES)
+len(FEATURE_SETS)
+
+# AmQuant
+

amquant-0.1.0/README.md

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+**activate the virtual env with** :  source venv/bin/activate   
+
+**interactive program** :python3 -i main.py
+
+**DATA ACCESS:**
+
+After `main()` executes in the same Python session:
+
+- `RAW_SERIES: dict[str, Series]` — populated with fully enriched `Series` objects (OHLCV + metadata).
+- `FEATURE_SETS: dict[str, FeatureSet]` — contains computed technical features per symbol.
+
+Both dicts are module-level globals, accessible immediately post-run via `RAW_SERIES['BIAT']` or `FEATURE_SETS['MC']`.
+
+Data lives in memory for the duration of the Python process / REPL session. Not persisted to disk unless explicitly saved.
+
+For library use: expose `RAW_SERIES` and `FEATURE_SETS` via a `DataManager` singleton or return them from `load_universe()` for clean dependency injection.
+
+**demo**
+
+list(RAW_SERIES.keys())
+RAW_SERIES["BNP"].bars[0]
+FEATURE_SETS["BNP"].ret_1d[:5]
+FEATURE_SETS["BNP"].sma_20[:5]
+FEATURE_SETS["BNP"].__dict__.keys()
+len(RAW_SERIES["BNP"].bars)
+len(RAW_SERIES)
+len(FEATURE_SETS)
+
+# AmQuant
+

amquant-0.1.0/amquant/__init__.py

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+from amquant.loader import load_market_data, RAW_SERIES, FEATURE_SETS, LoadResult
+
+__version__ = "0.1.0"
+__all__ = ["load_market_data", "RAW_SERIES", "FEATURE_SETS", "LoadResult"]

amquant-0.1.0/amquant/bar.py

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+"""Shared data model. Mirrors include/qde/bar.hpp.
+
+Everything downstream (csv_io, features) depends only on this module,
+same as in the C++ version -- it's the one type both Yahoo-sourced and
+manually-loaded (BVMT) data get normalized into.
+"""
+from dataclasses import dataclass, field
+
+
+@dataclass
+class Bar:
+    """One trading day (or bar) of market data for a single instrument."""
+    timestamp_utc: int = 0   # unix seconds
+    open: float = 0.0
+    high: float = 0.0
+    low: float = 0.0
+    close: float = 0.0
+    adj_close: float = 0.0   # dividend/split adjusted; falls back to close if unknown
+    volume: float = 0.0
+
+
+@dataclass
+class Series:
+    """Raw series for one instrument."""
+    symbol: str = ""
+    exchange: str = ""   # e.g. "BVMT", "EURONEXT_PARIS", "XETRA"
+    country: str = ""    # e.g. "TN", "FR", "DE"
+    bars: list = field(default_factory=list)   # list[Bar], ascending by timestamp

amquant-0.1.0/amquant/features.py

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+"""Feature engineering. Mirrors include/qde/features.hpp + src/features.cpp.
+
+Deliberately hand-rolled (not pandas/ta-lib) so the math is a line-for-line
+match with the C++ version -- same Wilder smoothing for RSI/ATR, same
+rolling-sum trick for the moving average, same annualization factor.
+"""
+from __future__ import annotations
+import math
+from dataclasses import dataclass, field
+
+from amquant.bar import Series
+
+NaN = float("nan")
+
+
+@dataclass
+class FeatureSet:
+    """All lists are the same length as series.bars. Early entries in any
+    rolling-window feature are NaN until the window fills."""
+    timestamp: list = field(default_factory=list)
+    ret_1d: list = field(default_factory=list)
+    log_ret_1d: list = field(default_factory=list)
+    sma_5: list = field(default_factory=list)
+    sma_20: list = field(default_factory=list)
+    sma_50: list = field(default_factory=list)
+    ema_12: list = field(default_factory=list)
+    ema_26: list = field(default_factory=list)
+    macd: list = field(default_factory=list)
+    macd_signal: list = field(default_factory=list)
+    rsi_14: list = field(default_factory=list)
+    vol_20: list = field(default_factory=list)
+    bb_upper_20: list = field(default_factory=list)
+    bb_lower_20: list = field(default_factory=list)
+    atr_14: list = field(default_factory=list)
+    momentum_10: list = field(default_factory=list)
+    volume_zscore_20: list = field(default_factory=list)
+
+
+def _rolling_mean(x: list, window: int) -> list:
+    out = [NaN] * len(x)
+    s = 0.0
+    for i, v in enumerate(x):
+        s += v
+        if i >= window:
+            s -= x[i - window]
+        if i >= window - 1:
+            out[i] = s / window
+    return out
+
+
+def _rolling_std(x: list, window: int) -> list:
+    out = [NaN] * len(x)
+    for i in range(window - 1, len(x)):
+        window_vals = x[i - window + 1: i + 1]
+        mean = sum(window_vals) / window
+        var = sum((v - mean) ** 2 for v in window_vals) / max(window - 1, 1)
+        out[i] = math.sqrt(var)
+    return out
+
+
+def _ema(x: list, window: int) -> list:
+    out = [NaN] * len(x)
+    if not x:
+        return out
+    alpha = 2.0 / (window + 1.0)
+    prev = NaN
+    for i, v in enumerate(x):
+        if math.isnan(v):
+            out[i] = prev
+            continue
+        prev = v if math.isnan(prev) else alpha * v + (1 - alpha) * prev
+        out[i] = prev
+    return out
+
+
+def compute_features(series: Series) -> FeatureSet:
+    bars = series.bars
+    n = len(bars)
+    f = FeatureSet()
+    f.timestamp = [b.timestamp_utc for b in bars]
+
+    close = [b.adj_close if b.adj_close != 0.0 else b.close for b in bars]
+    volume = [b.volume for b in bars]
+    high = [b.high for b in bars]
+    low = [b.low for b in bars]
+
+    f.ret_1d = [NaN] * n
+    f.log_ret_1d = [NaN] * n
+    for i in range(1, n):
+        if close[i - 1] > 0:
+            f.ret_1d[i] = close[i] / close[i - 1] - 1.0
+            f.log_ret_1d[i] = math.log(close[i] / close[i - 1])
+
+    f.sma_5 = _rolling_mean(close, 5)
+    f.sma_20 = _rolling_mean(close, 20)
+    f.sma_50 = _rolling_mean(close, 50)
+    f.ema_12 = _ema(close, 12)
+    f.ema_26 = _ema(close, 26)
+
+    f.macd = [NaN] * n
+    for i in range(n):
+        if not math.isnan(f.ema_12[i]) and not math.isnan(f.ema_26[i]):
+            f.macd[i] = f.ema_12[i] - f.ema_26[i]
+    f.macd_signal = _ema(f.macd, 9)
+
+    # RSI-14, Wilder's smoothing (not a naive SMA of gains/losses)
+    f.rsi_14 = [NaN] * n
+    window = 14
+    avg_gain = 0.0
+    avg_loss = 0.0
+    for i in range(1, n):
+        change = close[i] - close[i - 1]
+        gain = change if change > 0 else 0.0
+        loss = -change if change < 0 else 0.0
+        if i <= window:
+            avg_gain += gain / window
+            avg_loss += loss / window
+            if i == window:
+                rs = math.inf if avg_loss == 0.0 else avg_gain / avg_loss
+                f.rsi_14[i] = 100.0 - (100.0 / (1.0 + rs))
+        else:
+            avg_gain = (avg_gain * (window - 1) + gain) / window
+            avg_loss = (avg_loss * (window - 1) + loss) / window
+            rs = math.inf if avg_loss == 0.0 else avg_gain / avg_loss
+            f.rsi_14[i] = 100.0 - (100.0 / (1.0 + rs))
+
+    # Rolling volatility of log returns, annualized (sqrt(252))
+    f.vol_20 = _rolling_std(f.log_ret_1d, 20)
+    f.vol_20 = [v * math.sqrt(252.0) if not math.isnan(v) else v for v in f.vol_20]
+
+    # Bollinger bands (20, 2 std) on raw price std
+    raw_std_20 = _rolling_std(close, 20)
+    f.bb_upper_20 = [NaN] * n
+    f.bb_lower_20 = [NaN] * n
+    for i in range(n):
+        if not math.isnan(f.sma_20[i]) and not math.isnan(raw_std_20[i]):
+            f.bb_upper_20[i] = f.sma_20[i] + 2 * raw_std_20[i]
+            f.bb_lower_20[i] = f.sma_20[i] - 2 * raw_std_20[i]
+
+    # ATR-14, Wilder smoothing on true range
+    f.atr_14 = [NaN] * n
+    tr = [NaN] * n
+    for i in range(1, n):
+        a = high[i] - low[i]
+        b = abs(high[i] - close[i - 1])
+        c = abs(low[i] - close[i - 1])
+        tr[i] = max(a, b, c)
+    atr = 0.0
+    window = 14
+    for i in range(1, n):
+        if i <= window:
+            atr += tr[i] / window
+            if i == window:
+                f.atr_14[i] = atr
+        else:
+            atr = (atr * (window - 1) + tr[i]) / window
+            f.atr_14[i] = atr
+
+    # Momentum-10
+    f.momentum_10 = [NaN] * n
+    for i in range(10, n):
+        if close[i - 10] > 0:
+            f.momentum_10[i] = close[i] / close[i - 10] - 1.0
+
+    # Volume z-score over 20d window
+    vol_mean_20 = _rolling_mean(volume, 20)
+    vol_std_20 = _rolling_std(volume, 20)
+    f.volume_zscore_20 = [NaN] * n
+    for i in range(n):
+        if not math.isnan(vol_mean_20[i]) and not math.isnan(vol_std_20[i]) and vol_std_20[i] > 0:
+            f.volume_zscore_20[i] = (volume[i] - vol_mean_20[i]) / vol_std_20[i]
+
+    return f

amquant-0.1.0/amquant/http_client.py

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+"""Thin HTTP GET wrapper. Mirrors include/qde/http_client.hpp + src/http_client.cpp.
+
+Nothing finance-specific here on purpose -- same reasoning as the C++ version:
+if you swap Yahoo for another vendor later, this file doesn't change.
+"""
+from dataclasses import dataclass
+import requests
+
+
+@dataclass
+class HttpResponse:
+    status_code: int = 0
+    body: str = ""
+
+    def ok(self) -> bool:
+        return 200 <= self.status_code < 300
+
+
+class HttpClient:
+    """Equivalent of qde::HttpClient. requests already handles connection
+    pooling / redirects / TLS verification, so this wrapper is thinner than
+    its C++ counterpart -- but kept as its own file for the same reason:
+    isolate networking from parsing logic.
+    """
+
+    def __init__(self, user_agent: str = "Mozilla/5.0 (X11; Linux x86_64) qde-data-engine/1.0"):
+        self.user_agent = user_agent
+
+    def get(self, url: str, headers: dict | None = None, timeout: int = 20) -> HttpResponse:
+        req_headers = {"User-Agent": self.user_agent}
+        if headers:
+            req_headers.update(headers)
+        try:
+            resp = requests.get(url, headers=req_headers, timeout=timeout)
+        except requests.RequestException as e:
+            raise RuntimeError(f"request failed: {e}") from e
+        return HttpResponse(status_code=resp.status_code, body=resp.text)

amquant-0.1.0/amquant/loader.py

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+from __future__ import annotations
+import sys
+import time
+from dataclasses import dataclass, field
+
+from amquant.universe_data import UNIVERSE
+from amquant.manual_data import MANUAL_SERIES
+from amquant.yahoo_finance import YahooFinanceClient
+from amquant.features import compute_features, FeatureSet
+from amquant.bar import Series
+
+RAW_SERIES: dict[str, Series] = {}
+FEATURE_SETS: dict[str, FeatureSet] = {}
+
+
+@dataclass
+class LoadResult:
+    raw_series: dict[str, Series] = field(default_factory=dict)
+    feature_sets: dict[str, FeatureSet] = field(default_factory=dict)
+    ok: int = 0
+    failed: int = 0
+    skipped: int = 0
+
+
+def load_market_data(
+    universe=None,
+    *,
+    yahoo_client: YahooFinanceClient | None = None,
+    sleep_between_calls: float = 0.3,
+    verbose: bool = True,
+    update_globals: bool = True,
+) -> LoadResult:
+    """
+    Fetch/assemble bar series for every instrument in `universe`, compute features,
+    and return them as a LoadResult. By default also mirrors results into
+    amquant.loader.RAW_SERIES / FEATURE_SETS for quick terminal inspection.
+    """
+    universe = universe if universe is not None else UNIVERSE
+    yahoo = yahoo_client if yahoo_client is not None else YahooFinanceClient()
+
+    result = LoadResult()
+
+    if verbose:
+        print(f"Loaded {len(universe)} instruments")
+
+    for inst in universe:
+        series = None
+        if inst.source == "yahoo" and inst.yahoo_symbol:
+            series = yahoo.fetch_history(inst.yahoo_symbol, "1y", "1d")
+            if sleep_between_calls:
+                time.sleep(sleep_between_calls)
+        else:
+            series = MANUAL_SERIES.get(inst.symbol)
+            if series is None and verbose:
+                print(f"[manual] {inst.symbol}: no entry in MANUAL_SERIES", file=sys.stderr)
+
+        if not series or not series.bars:
+            if verbose:
+                print(f"SKIP  {inst.symbol} ({inst.exchange})", file=sys.stderr)
+            result.skipped += 1
+            continue
+
+        series.symbol = inst.symbol
+        series.exchange = inst.exchange
+        series.country = inst.country
+
+        try:
+            features = compute_features(series)
+            result.raw_series[inst.symbol] = series
+            result.feature_sets[inst.symbol] = features
+            if verbose:
+                print(f"OK    {inst.symbol} ({inst.exchange}) -- {len(series.bars)} bars")
+            result.ok += 1
+        except Exception as e:
+            if verbose:
+                print(f"FAIL  {inst.symbol}: {e}", file=sys.stderr)
+            result.failed += 1
+
+    if verbose:
+        print(f"\nDone. ok={result.ok} failed={result.failed} skipped={result.skipped}")
+
+    if update_globals:
+        RAW_SERIES.clear()
+        RAW_SERIES.update(result.raw_series)
+        FEATURE_SETS.clear()
+        FEATURE_SETS.update(result.feature_sets)
+
+    return result

amquant-0.1.0/amquant/manual_data.py

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+from __future__ import annotations
+from amquant.bar import Bar, Series
+
+MANUAL_SERIES: dict[str, Series] = {
+    "SFBT": Series(symbol="SFBT", bars=[
+        # TODO: paste real SFBT bars here
+    ]),
+    "BIAT": Series(symbol="BIAT", bars=[
+        # TODO: paste real BIAT bars here
+    ]),
+    "ATB": Series(symbol="ATB", bars=[
+        # TODO: paste real ATB bars here
+    ]),
+    "BT": Series(symbol="BT", bars=[
+        # TODO: paste real BT bars here
+    ]),
+    "BH": Series(symbol="BH", bars=[
+        # TODO: paste real BH bars here
+    ]),
+    "DELICE": Series(symbol="DELICE", bars=[
+        # TODO: paste real DELICE bars here
+    ]),
+    "SOTUVER": Series(symbol="SOTUVER", bars=[
+        # TODO: paste real SOTUVER bars here
+    ]),
+    "TLS": Series(symbol="TLS", bars=[
+        # TODO: paste real TLS bars here
+    ]),
+    "ENNAKL": Series(symbol="ENNAKL", bars=[
+        # TODO: paste real ENNAKL bars here
+    ]),
+    "PGH": Series(symbol="PGH", bars=[
+        # TODO: paste real PGH bars here
+    ]),
+}

amquant-0.1.0/amquant/universe.py

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+"""Universe loader. Mirrors include/qde/universe.hpp + src/universe.cpp."""
+from __future__ import annotations
+import csv
+from dataclasses import dataclass
+
+
+@dataclass
+class Instrument:
+    symbol: str = ""
+    yahoo_symbol: str = ""
+    name: str = ""
+    country: str = ""
+    exchange: str = ""
+    source: str = ""   # "yahoo" or "manual_csv"

amquant-0.1.0/amquant/universe_data.py

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+from __future__ import annotations
+from amquant.universe import Instrument
+UNIVERSE: list[Instrument] = [
+    # ========================= TUNISIAN GROUP (manual) =========================
+    Instrument(symbol="SFBT", yahoo_symbol="", name="Societe Frigorifique et Brasserie de Tunis", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="BIAT", yahoo_symbol="", name="Banque Internationale Arabe de Tunisie", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="ATB", yahoo_symbol="", name="Arab Tunisian Bank", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="BT", yahoo_symbol="", name="Banque de Tunisie", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="BH", yahoo_symbol="", name="BH Bank", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="DELICE", yahoo_symbol="", name="Delice Holding", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="SOTUVER", yahoo_symbol="", name="Societe Tunisienne de Verreries", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="TLS", yahoo_symbol="", name="Tunisie Leasing and Factoring", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="ENNAKL", yahoo_symbol="", name="Ennakl Automobiles", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="PGH", yahoo_symbol="", name="Poulina Group Holding", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="TJARI", yahoo_symbol="", name="Banque Attijari de Tunisie", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="ARTES", yahoo_symbol="", name="ARTES Renault", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="SITEX", yahoo_symbol="", name="Societe Industrielle des Textiles", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="ASSMA", yahoo_symbol="", name="Assurances Maghrebia", country="TN", exchange="BVMT", source="manual_csv"),
+    Instrument(symbol="AB", yahoo_symbol="", name="Amen Bank", country="TN", exchange="BVMT", source="manual_csv"),
+
+    # ========================= FRENCH GROUP =========================
+    Instrument(symbol="MC", yahoo_symbol="MC.PA", name="LVMH", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="TTE", yahoo_symbol="TTE.PA", name="TotalEnergies", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="SAN", yahoo_symbol="SAN.PA", name="Sanofi", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="OR", yahoo_symbol="OR.PA", name="L'Oreal", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="AIR", yahoo_symbol="AIR.PA", name="Airbus", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="BNP", yahoo_symbol="BNP.PA", name="BNP Paribas", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="AI", yahoo_symbol="AI.PA", name="Air Liquide", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="SU", yahoo_symbol="SU.PA", name="Schneider Electric", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="BN", yahoo_symbol="BN.PA", name="Danone", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="ML", yahoo_symbol="ML.PA", name="Michelin", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="RMS", yahoo_symbol="RMS.PA", name="Hermes International", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="ACCP", yahoo_symbol="AC.PA", name="Accor", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    Instrument(symbol="CS", yahoo_symbol="CS.PA", name="AXA", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+    # French Market
+    Instrument(symbol="CAC40", yahoo_symbol="^FCHI", name="CAC 40 Index", country="FR", exchange="EURONEXT_PARIS", source="yahoo"),
+
+    # ========================= GERMAN GROUP =========================
+    Instrument(symbol="SAP", yahoo_symbol="SAP.DE", name="SAP SE", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="SIE", yahoo_symbol="SIE.DE", name="Siemens", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="ALV", yahoo_symbol="ALV.DE", name="Allianz", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="VOW3", yahoo_symbol="VOW3.DE", name="Volkswagen", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="BAS", yahoo_symbol="BAS.DE", name="BASF", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="DBK", yahoo_symbol="DBK.DE", name="Deutsche Bank", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="BAYN", yahoo_symbol="BAYN.DE", name="Bayer", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="MBG", yahoo_symbol="MBG.DE", name="Mercedes-Benz Group", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="ADS", yahoo_symbol="ADS.DE", name="Adidas", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="BMW", yahoo_symbol="BMW.DE", name="BMW", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="IFX", yahoo_symbol="IFX.DE", name="Infineon Technologies", country="DE", exchange="XETRA", source="yahoo"),
+    Instrument(symbol="DTE", yahoo_symbol="DTE.DE", name="Deutsche Telekom", country="DE", exchange="XETRA", source="yahoo"),
+    # German Market
+    Instrument(symbol="DAX", yahoo_symbol="^GDAXI", name="DAX Index", country="DE", exchange="XETRA", source="yahoo"),
+
+    # ========================= ITALIAN GROUP =========================
+    Instrument(symbol="ENEL", yahoo_symbol="ENEL.MI", name="Enel", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+    Instrument(symbol="ENI", yahoo_symbol="ENI.MI", name="Eni", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+    Instrument(symbol="ISP", yahoo_symbol="ISP.MI", name="Intesa Sanpaolo", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+    Instrument(symbol="UCG", yahoo_symbol="UCG.MI", name="UniCredit", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+    Instrument(symbol="RACE", yahoo_symbol="RACE.MI", name="Ferrari", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+    Instrument(symbol="STLAM", yahoo_symbol="STLAM.MI", name="Stellantis", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+    Instrument(symbol="G", yahoo_symbol="G.MI", name="Generali", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+    Instrument(symbol="STM", yahoo_symbol="STMMI.MI", name="STMicroelectronics", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+    Instrument(symbol="PRY", yahoo_symbol="PRY.MI", name="Prysmian", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+    # Italian Market (Corrected)
+    Instrument(symbol="FTSEMIB", yahoo_symbol="FTSEMIB.MI", name="FTSE MIB Index", country="IT", exchange="BORSA_ITALIANA", source="yahoo"),
+
+    # ========================= SPANISH GROUP =========================
+    Instrument(symbol="IBE", yahoo_symbol="IBE.MC", name="Iberdrola", country="ES", exchange="BME", source="yahoo"),
+    Instrument(symbol="SAN_ES", yahoo_symbol="SAN.MC", name="Banco Santander", country="ES", exchange="BME", source="yahoo"),
+    Instrument(symbol="ITX", yahoo_symbol="ITX.MC", name="Inditex", country="ES", exchange="BME", source="yahoo"),
+    Instrument(symbol="BBVA", yahoo_symbol="BBVA.MC", name="BBVA", country="ES", exchange="BME", source="yahoo"),
+    Instrument(symbol="REP", yahoo_symbol="REP.MC", name="Repsol", country="ES", exchange="BME", source="yahoo"),
+    Instrument(symbol="TEF", yahoo_symbol="TEF.MC", name="Telefonica", country="ES", exchange="BME", source="yahoo"),
+    Instrument(symbol="AMS", yahoo_symbol="AMS.MC", name="Amadeus IT Group", country="ES", exchange="BME", source="yahoo"),
+    Instrument(symbol="CABK", yahoo_symbol="CABK.MC", name="CaixaBank", country="ES", exchange="BME", source="yahoo"),
+    # Spanish Market
+    Instrument(symbol="IBEX35", yahoo_symbol="^IBEX", name="IBEX 35 Index", country="ES", exchange="BME", source="yahoo"),
+
+    # ========================= DUTCH GROUP =========================
+    Instrument(symbol="ASML", yahoo_symbol="ASML.AS", name="ASML Holding", country="NL", exchange="EURONEXT_AMSTERDAM", source="yahoo"),
+    Instrument(symbol="HEIA", yahoo_symbol="HEIA.AS", name="Heineken", country="NL", exchange="EURONEXT_AMSTERDAM", source="yahoo"),
+    Instrument(symbol="AD", yahoo_symbol="AD.AS", name="Ahold Delhaize", country="NL", exchange="EURONEXT_AMSTERDAM", source="yahoo"),
+    Instrument(symbol="PHIA", yahoo_symbol="PHIA.AS", name="Philips", country="NL", exchange="EURONEXT_AMSTERDAM", source="yahoo"),
+    Instrument(symbol="INGA", yahoo_symbol="INGA.AS", name="ING Groep", country="NL", exchange="EURONEXT_AMSTERDAM", source="yahoo"),
+    Instrument(symbol="PRX", yahoo_symbol="PRX.AS", name="Prosus", country="NL", exchange="EURONEXT_AMSTERDAM", source="yahoo"),
+    # Dutch Market
+    Instrument(symbol="AEX", yahoo_symbol="^AEX", name="AEX Index", country="NL", exchange="EURONEXT_AMSTERDAM", source="yahoo"),
+
+    # ========================= BELGIAN GROUP =========================
+    Instrument(symbol="ABI", yahoo_symbol="ABI.BR", name="Anheuser-Busch InBev", country="BE", exchange="EURONEXT_BRUSSELS", source="yahoo"),
+    Instrument(symbol="KBC", yahoo_symbol="KBC.BR", name="KBC Group", country="BE", exchange="EURONEXT_BRUSSELS", source="yahoo"),
+    Instrument(symbol="UCB", yahoo_symbol="UCB.BR", name="UCB SA", country="BE", exchange="EURONEXT_BRUSSELS", source="yahoo"),
+    Instrument(symbol="AGS", yahoo_symbol="AGS.BR", name="Ageas", country="BE", exchange="EURONEXT_BRUSSELS", source="yahoo"),
+    Instrument(symbol="ARGX", yahoo_symbol="ARGX.BR", name="argenx", country="BE", exchange="EURONEXT_BRUSSELS", source="yahoo"),
+    Instrument(symbol="ACKB", yahoo_symbol="ACKB.BR", name="Ackermans & van Haaren", country="BE", exchange="EURONEXT_BRUSSELS", source="yahoo"),
+    # Belgian Market
+    Instrument(symbol="BEL20", yahoo_symbol="^BFX", name="BEL 20 Index", country="BE", exchange="EURONEXT_BRUSSELS", source="yahoo"),
+]

amquant-0.1.0/amquant/yahoo_finance.py

@@ -0,0 +1,87 @@
+"""Yahoo Finance ingestion. Mirrors include/qde/yahoo_finance.hpp + src/yahoo_finance.cpp.
+
+Uses the same unofficial chart endpoint:
+    https://query1.finance.yahoo.com/v8/finance/chart/<symbol>
+
+NOTE: Tunis Stock Exchange (BVMT) tickers are NOT covered by Yahoo Finance --
+same caveat as the C++ version. Use csv_io.read_series_csv for those instead.
+"""
+from __future__ import annotations
+import sys
+from typing import Optional
+
+from amquant.bar import Bar, Series
+from amquant.http_client import HttpClient
+
+_RANGE_MAP = {
+    "5d": "5d", "1mo": "1mo", "3mo": "3mo", "6mo": "6mo",
+    "1y": "1y", "2y": "2y", "5y": "5y", "10y": "10y", "max": "max",
+}
+_INTERVAL_MAP = {"1d": "1d", "1wk": "1wk", "1mo": "1mo"}
+
+
+class YahooFinanceClient:
+    """Equivalent of qde::YahooFinanceClient."""
+
+    def __init__(self, http_client: HttpClient | None = None):
+        self.http = http_client or HttpClient()
+
+    def fetch_history(self, symbol: str, range_: str = "2y", interval: str = "1d") -> Optional[Series]:
+        """symbol must be the Yahoo ticker, e.g. 'AAPL', 'MC.PA', 'SAP.DE'.
+        Returns None on failure (network or bad HTTP status), same fail-soft
+        behaviour as the C++ version so one bad symbol doesn't kill a batch run.
+        """
+        url = (
+            f"https://query1.finance.yahoo.com/v8/finance/chart/{symbol}"
+            f"?range={_RANGE_MAP.get(range_, '2y')}"
+            f"&interval={_INTERVAL_MAP.get(interval, '1d')}"
+            f"&events=div,splits"
+        )
+        try:
+            resp = self.http.get(url, headers={"Accept": "application/json"})
+        except RuntimeError as e:
+            print(f"[yahoo] request failed for {symbol}: {e}", file=sys.stderr)
+            return None
+
+        if not resp.ok():
+            print(f"[yahoo] HTTP {resp.status_code} for {symbol}", file=sys.stderr)
+            return None
+
+        return self._parse_chart_json(symbol, resp.body)
+
+    def _parse_chart_json(self, symbol: str, json_text: str) -> Optional[Series]:
+        import json as jsonlib
+        try:
+            root = jsonlib.loads(json_text)
+            result = root["chart"]["result"]
+            if not result:
+                print(f"[yahoo] empty result for {symbol}", file=sys.stderr)
+                return None
+            r0 = result[0]
+            timestamps = r0["timestamp"]
+            quote = r0["indicators"]["quote"][0]
+            opens, highs, lows, closes, volumes = (
+                quote["open"], quote["high"], quote["low"], quote["close"], quote["volume"],
+            )
+            adjclose = None
+            if "adjclose" in r0["indicators"]:
+                adjclose = r0["indicators"]["adjclose"][0]["adjclose"]
+
+            series = Series(symbol=symbol)
+            for i, ts in enumerate(timestamps):
+                if ts is None or closes[i] is None:
+                    continue  # skip holes, same as the C++ version
+                bar = Bar(
+                    timestamp_utc=int(ts),
+                    open=opens[i] or 0.0,
+                    high=highs[i] or 0.0,
+                    low=lows[i] or 0.0,
+                    close=closes[i],
+                    volume=volumes[i] or 0.0,
+                    adj_close=(adjclose[i] if adjclose and adjclose[i] is not None else closes[i]),
+                )
+                series.bars.append(bar)
+            return series
+        except (KeyError, IndexError, TypeError, ValueError, jsonlib.JSONDecodeError) as e:
+            print(f"[yahoo] JSON parse error for {symbol}: {e}", file=sys.stderr)
+            return None

amquant-0.1.0/amquant.egg-info/PKG-INFO

@@ -0,0 +1,42 @@
+Metadata-Version: 2.4
+Name: amquant
+Version: 0.1.0
+Summary: A lightweight library for loading market data and computing engineered features.
+Author-email: Your Name <you@example.com>
+License: MIT
+Keywords: quant,finance,market-data,features,trading
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+Requires-Dist: requests>=2.31
+Requires-Dist: pandas>=2.0
+
+**activate the virtual env with** :  source venv/bin/activate   
+
+**interactive program** :python3 -i main.py
+
+**DATA ACCESS:**
+
+After `main()` executes in the same Python session:
+
+- `RAW_SERIES: dict[str, Series]` — populated with fully enriched `Series` objects (OHLCV + metadata).
+- `FEATURE_SETS: dict[str, FeatureSet]` — contains computed technical features per symbol.
+
+Both dicts are module-level globals, accessible immediately post-run via `RAW_SERIES['BIAT']` or `FEATURE_SETS['MC']`.
+
+Data lives in memory for the duration of the Python process / REPL session. Not persisted to disk unless explicitly saved.
+
+For library use: expose `RAW_SERIES` and `FEATURE_SETS` via a `DataManager` singleton or return them from `load_universe()` for clean dependency injection.
+
+**demo**
+
+list(RAW_SERIES.keys())
+RAW_SERIES["BNP"].bars[0]
+FEATURE_SETS["BNP"].ret_1d[:5]
+FEATURE_SETS["BNP"].sma_20[:5]
+FEATURE_SETS["BNP"].__dict__.keys()
+len(RAW_SERIES["BNP"].bars)
+len(RAW_SERIES)
+len(FEATURE_SETS)
+
+# AmQuant
+

amquant-0.1.0/amquant.egg-info/SOURCES.txt

@@ -0,0 +1,16 @@
+README.md
+pyproject.toml
+amquant/__init__.py
+amquant/bar.py
+amquant/features.py
+amquant/http_client.py
+amquant/loader.py
+amquant/manual_data.py
+amquant/universe.py
+amquant/universe_data.py
+amquant/yahoo_finance.py
+amquant.egg-info/PKG-INFO
+amquant.egg-info/SOURCES.txt
+amquant.egg-info/dependency_links.txt
+amquant.egg-info/requires.txt
+amquant.egg-info/top_level.txt

amquant-0.1.0/amquant.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

amquant-0.1.0/amquant.egg-info/requires.txt

@@ -0,0 +1,2 @@
+requests>=2.31
+pandas>=2.0

amquant-0.1.0/amquant.egg-info/top_level.txt

@@ -0,0 +1 @@
+amquant

amquant-0.1.0/pyproject.toml

@@ -0,0 +1,20 @@
+[build-system]
+requires = ["setuptools>=68", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "amquant"
+version = "0.1.0"
+description = "A lightweight library for loading market data and computing engineered features."
+readme = "README.md"
+requires-python = ">=3.10"
+license = { text = "MIT" }
+authors = [{ name = "Your Name", email = "you@example.com" }]
+keywords = ["quant", "finance", "market-data", "features", "trading"]
+dependencies = [
+    "requests>=2.31",
+    "pandas>=2.0",
+]
+
+[tool.setuptools]
+packages = ["amquant"]

amquant-0.1.0/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+