bquant 0.0.0__tar.gz → 0.0.1__tar.gz

{bquant-0.0.0 → bquant-0.0.1}/CHANGELOG.md

@@ -1,96 +1,105 @@
-# Changelog
-
-All notable changes to this project will be documented in this file.
-
-The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
-and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
-
-## [Unreleased]
-
-### Added
-- Initial release of BQuant package
-- Complete migration from Quanto project
-- Comprehensive technical analysis framework
-- MACD zone analysis with statistical testing
-- Advanced data processing and validation
-- Professional visualization system
-- Embedded sample data for testing
-- CLI scripts for analysis automation
-- Complete documentation and examples
-
-
-## [0.0.0] - 2024-08-25
-
-### Added
-- Foundation for BQuant project
-- Basic project structure
-- Core configuration system
-- Initial test framework
-- Initial beta release
-- Basic MACD analysis functionality
-- Core data processing capabilities
-- Preliminary documentation
-
-### Structure
-
-- **Core Modules**: Configuration, exceptions, logging, performance, utilities
-- **Data Modules**: Loader, processor, validator, samples, schemas
-- **Indicators**: Base classes, MACD analyzer, factory pattern
-- **Analysis**: Statistical analysis, zone analysis, hypothesis testing
-- **Visualization**: Financial charts, zone visualization, statistical plots, themes
-- **Research Structure**: Notebooks, methodology, experiments, studies
-- **Scripts**: Analysis automation, data processing, deployment tools
-- **Documentation**: Complete API reference, user guide, tutorials, examples
-
-### Technical Features
-- **MACD Zone Analysis**: Advanced MACD analysis with zone identification
-- **Statistical Testing**: Comprehensive hypothesis testing framework
-- **Data Processing**: Robust data loading, cleaning, and validation
-- **Performance Optimization**: Caching system and optimized algorithms
-- **Visualization**: Professional charts with multiple themes
-- **Sample Data**: Embedded financial data for testing and examples
-
-### Architecture
-- **Modular Design**: Clean separation of concerns
-- **Type Safety**: Full type hints and validation
-- **Error Handling**: Comprehensive exception system
-- **Logging**: Professional logging with multiple levels
-- **Testing**: Complete test coverage with pytest
-- **Documentation**: Sphinx-based documentation system
-
-### Dependencies
-- **Core**: pandas, numpy, matplotlib, seaborn
-- **Analysis**: scipy, scikit-learn, statsmodels
-- **Visualization**: plotly, seaborn
-- **Development**: pytest, black, flake8, mypy
-
----
-
-## Version History
-
-### Semantic Versioning
-- **MAJOR**: Incompatible API changes
-- **MINOR**: New functionality in backward-compatible manner
-- **PATCH**: Backward-compatible bug fixes
-
-### Release Schedule
-- **Major releases**: Every 6 months
-- **Minor releases**: Every 2-4 weeks
-- **Patch releases**: As needed for critical fixes
-
-### Support Policy
-- **Current version**: Full support
-- **Previous major version**: Bug fixes only
-- **Older versions**: No support
-
----
-
-## Contributing
-
-Please see [CONTRIBUTING.md](CONTRIBUTING.md) for details on our code of conduct and the process for submitting pull requests.
-
-## Acknowledgments
-
-- Original Quanto project contributors
-- Open source financial analysis community
-- Python packaging and documentation tools
+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+
+
+## [Unreleased]
+
+### Added
+- Initial release of BQuant package
+- Complete migration from Quanto project
+- Comprehensive technical analysis framework
+- MACD zone analysis with statistical testing
+- Advanced data processing and validation
+- Professional visualization system
+- Embedded sample data for testing
+- CLI scripts for analysis automation
+- Complete documentation and examples
+- **Zone Metrics Visualization (v1.0)** - 2025-11-11
+  - Aggregate metrics display with `show_aggregate_metrics` parameter (compact/full modes)
+  - Swing points visualization on charts with `show_swings` parameter
+  - Detail mode zone metrics with `show_zone_metrics` parameter
+  - Date range filtering with automatic metrics recalculation for selected period
+  - Support for unbalanced swings in global swing mode
+  - See [docs/api/visualization/zones.md](docs/api/visualization/zones.md) for details
+
+
+## [0.0.0] - 2024-08-25
+
+### Added
+- Foundation for BQuant project
+- Basic project structure
+- Core configuration system
+- Initial test framework
+- Initial beta release
+- Basic MACD analysis functionality
+- Core data processing capabilities
+- Preliminary documentation
+
+### Structure
+
+- **Core Modules**: Configuration, exceptions, logging, performance, utilities
+- **Data Modules**: Loader, processor, validator, samples, schemas
+- **Indicators**: Base classes, MACD analyzer, factory pattern
+- **Analysis**: Statistical analysis, zone analysis, hypothesis testing
+- **Visualization**: Financial charts, zone visualization, statistical plots, themes
+- **Research Structure**: Notebooks, methodology, experiments, studies
+- **Scripts**: Analysis automation, data processing, deployment tools
+- **Documentation**: Complete API reference, user guide, tutorials, examples
+
+### Technical Features
+- **MACD Zone Analysis**: Advanced MACD analysis with zone identification
+- **Statistical Testing**: Comprehensive hypothesis testing framework
+- **Data Processing**: Robust data loading, cleaning, and validation
+- **Performance Optimization**: Caching system and optimized algorithms
+- **Visualization**: Professional charts with multiple themes
+- **Sample Data**: Embedded financial data for testing and examples
+
+### Architecture
+- **Modular Design**: Clean separation of concerns
+- **Type Safety**: Full type hints and validation
+- **Error Handling**: Comprehensive exception system
+- **Logging**: Professional logging with multiple levels
+- **Testing**: Complete test coverage with pytest
+- **Documentation**: Sphinx-based documentation system
+
+### Dependencies
+- **Core**: pandas, numpy, matplotlib, seaborn
+- **Analysis**: scipy, scikit-learn, statsmodels
+- **Visualization**: plotly, seaborn
+- **Development**: pytest, black, flake8, mypy
+
+---
+
+## Version History
+
+### Semantic Versioning
+- **MAJOR**: Incompatible API changes
+- **MINOR**: New functionality in backward-compatible manner
+- **PATCH**: Backward-compatible bug fixes
+
+### Release Schedule
+- **Major releases**: Every 6 months
+- **Minor releases**: Every 2-4 weeks
+- **Patch releases**: As needed for critical fixes
+
+### Support Policy
+- **Current version**: Full support
+- **Previous major version**: Bug fixes only
+- **Older versions**: No support
+
+---
+
+## Contributing
+
+Please see [CONTRIBUTING.md](CONTRIBUTING.md) for details on our code of conduct and the process for submitting pull requests.
+
+## Acknowledgments
+
+- Original Quanto project contributors
+- Open source financial analysis community
+- Python packaging and documentation tools

{bquant-0.0.0 → bquant-0.0.1}/LICENSE

@@ -1,21 +1,21 @@
-MIT License
-
-Copyright (c) 2024 BQuant Team
-
-Permission is hereby granted, free of charge, to any person obtaining a copy
-of this software and associated documentation files (the "Software"), to deal
-in the Software without restriction, including without limitation the rights
-to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
-copies of the Software, and to permit persons to whom the Software is
-furnished to do so, subject to the following conditions:
-
-The above copyright notice and this permission notice shall be included in all
-copies or substantial portions of the Software.
-
-THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
-IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
-FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
-AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
-LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
-OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
-SOFTWARE.
+MIT License
+
+Copyright (c) 2024 BQuant Team
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

{bquant-0.0.0 → bquant-0.0.1}/MANIFEST.in

@@ -1,49 +1,49 @@
-# Include README and LICENSE
-include README.md
-include LICENSE
-include CHANGELOG.md
-
-# Include package data
-recursive-include bquant *.py
-recursive-include bquant *.pyi
-recursive-include bquant *.txt
-recursive-include bquant *.json
-recursive-include bquant *.yaml
-recursive-include bquant *.yml
-
-# Include documentation
-recursive-include docs *.md
-recursive-include docs *.rst
-recursive-include docs *.txt
-
-# Include examples
-recursive-include examples *.py
-recursive-include examples *.ipynb
-recursive-include examples *.md
-
-# Include tests
-recursive-include tests *.py
-recursive-include tests *.json
-recursive-include tests *.yaml
-
-# Include scripts
-recursive-include scripts *.py
-recursive-include scripts *.md
-
-# Exclude development files
-global-exclude *.pyc
-global-exclude *.pyo
-global-exclude *.pyd
-global-exclude __pycache__
-global-exclude .git*
-global-exclude .DS_Store
-global-exclude *.egg-info
-global-exclude .pytest_cache
-global-exclude .coverage
-global-exclude htmlcov
-global-exclude .tox
-global-exclude .venv
-global-exclude venv*
-global-exclude .env
-global-exclude .vscode
-global-exclude .idea
+# Include README and LICENSE
+include README.md
+include LICENSE
+include CHANGELOG.md
+
+# Include package data
+recursive-include bquant *.py
+recursive-include bquant *.pyi
+recursive-include bquant *.txt
+recursive-include bquant *.json
+recursive-include bquant *.yaml
+recursive-include bquant *.yml
+
+# Include documentation
+recursive-include docs *.md
+recursive-include docs *.rst
+recursive-include docs *.txt
+
+# Include examples
+recursive-include examples *.py
+recursive-include examples *.ipynb
+recursive-include examples *.md
+
+# Include tests
+recursive-include tests *.py
+recursive-include tests *.json
+recursive-include tests *.yaml
+
+# Include scripts
+recursive-include scripts *.py
+recursive-include scripts *.md
+
+# Exclude development files
+global-exclude *.pyc
+global-exclude *.pyo
+global-exclude *.pyd
+global-exclude __pycache__
+global-exclude .git*
+global-exclude .DS_Store
+global-exclude *.egg-info
+global-exclude .pytest_cache
+global-exclude .coverage
+global-exclude htmlcov
+global-exclude .tox
+global-exclude .venv
+global-exclude venv*
+global-exclude .env
+global-exclude .vscode
+global-exclude .idea

bquant-0.0.1/PKG-INFO

@@ -0,0 +1,235 @@
+Metadata-Version: 2.4
+Name: bquant
+Version: 0.0.1
+Summary: Quantitative research toolkit for financial markets
+Author-email: kogriv <kogriv@gmail.com>
+License: MIT
+Project-URL: Homepage, https://github.com/kogriv/bquant
+Project-URL: Documentation, https://bquant.readthedocs.io/
+Project-URL: Repository, https://github.com/kogriv/bquant.git
+Project-URL: Issues, https://github.com/kogriv/bquant/issues
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Office/Business :: Financial
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Requires-Python: >=3.12
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas>=2.3.0
+Requires-Dist: numpy>=1.24.0
+Requires-Dist: matplotlib>=3.10.5
+Requires-Dist: seaborn>=0.12.0
+Requires-Dist: pandas-ta>=0.4.67b0
+Requires-Dist: statsmodels>=0.14.5
+Requires-Dist: scipy>=1.16.1
+Requires-Dist: scikit-learn>=1.7.1
+Requires-Dist: plotly>=6.3.0
+Requires-Dist: kaleido>=1.0.0
+Requires-Dist: ipywidgets>=8.1.7
+Requires-Dist: psutil>=5.9.0
+Requires-Dist: nbformat>=4.2.0
+Requires-Dist: chardet>=5.0.0
+Requires-Dist: pyarrow>=17.0.0
+Provides-Extra: dev
+Requires-Dist: pytest>=6.0; extra == "dev"
+Requires-Dist: pytest-cov>=2.0; extra == "dev"
+Requires-Dist: black>=21.0; extra == "dev"
+Requires-Dist: flake8>=3.8; extra == "dev"
+Provides-Extra: docs
+Requires-Dist: sphinx>=7.0.0; extra == "docs"
+Requires-Dist: sphinx-rtd-theme>=2.0.0; extra == "docs"
+Requires-Dist: sphinx-copybutton>=0.5.0; extra == "docs"
+Requires-Dist: myst-parser>=2.0.0; extra == "docs"
+Requires-Dist: sphinx-autodoc-typehints>=1.25.0; extra == "docs"
+Provides-Extra: notebooks
+Requires-Dist: jupyter==1.1.1; extra == "notebooks"
+Requires-Dist: ipywidgets==8.1.7; extra == "notebooks"
+Requires-Dist: plotly==6.3.0; extra == "notebooks"
+Requires-Dist: kaleido==1.0.0; extra == "notebooks"
+Provides-Extra: full
+Requires-Dist: pytest>=6.0; extra == "full"
+Requires-Dist: pytest-cov>=2.0; extra == "full"
+Requires-Dist: black>=21.0; extra == "full"
+Requires-Dist: flake8>=3.8; extra == "full"
+Requires-Dist: jupyter==1.1.1; extra == "full"
+Requires-Dist: ipywidgets==8.1.7; extra == "full"
+Requires-Dist: plotly==6.3.0; extra == "full"
+Requires-Dist: kaleido==1.0.0; extra == "full"
+Dynamic: license-file
+
+# BQuant - Quantitative Research Toolkit
+
+**BQuant** is a universal toolkit for quantitative research of financial markets. The project starts with MACD zone analysis as the first use case, but the architecture is designed for exploring various aspects: technical indicators, chart patterns, candlestick formations, time series, and machine learning applications.
+
+## 🔧 Key Features
+
+### Zone Analysis - Universal Pipeline v2.1
+- **Universal API**: Works with any indicator (MACD, RSI, AO, custom) through fluent builder pattern
+- **5 Detection Strategies**: zero_crossing, threshold, line_crossing, preloaded, combined
+- **Advanced Analysis**: Swing, divergence, volume, volatility strategies with automatic feature extraction
+- **Statistical Testing**: Automatic hypothesis tests and clustering analysis
+- **Caching Support**: Performance optimization with memory and disk caching
+
+### Core Features
+- **Universal Configuration System**: Flexible settings for data sources, indicators, and analysis
+- **Extensible Indicator Library**: Includes optimized built-in indicators and supports external libraries like `pandas-ta` and `TA-Lib`
+- **ML Readiness**: A modular structure prepared for future machine learning integration
+- **Rich Visualization Tools**: Create interactive financial charts and statistical plots with Plotly and Matplotlib
+- **Performance-Oriented**: Features a two-level caching system and performance monitoring tools
+- **Command-Line Interface**: Provides a simple CLI for quick analysis and data management
+
+## 🚀 Quick Start
+
+### Installation
+
+```bash
+# Install in development mode
+pip install -e .
+
+# Install with optional dependencies
+pip install -e .[dev,notebooks]
+```
+
+### Basic Usage - Universal Pipeline v2.1
+
+```python
+from bquant.data.samples import get_sample_data
+from bquant.analysis.zones import analyze_zones
+
+# Load sample data
+data = get_sample_data('tv_xauusd_1h')
+
+# Universal Pipeline - работает с любым индикатором
+result = (
+    analyze_zones(data)
+    .with_indicator('pandas_ta', 'rsi', length=14)
+    .detect_zones('threshold', indicator_col='rsi', 
+                  upper_threshold=70, lower_threshold=30)
+    .analyze(clustering=True)
+    .build()
+)
+
+print(f"Found {len(result.zones)} zones")
+print(f"Statistics: {result.statistics}")
+```
+
+### Legacy MACD Wrapper (Deprecated)
+
+```python
+# ⚠️ DEPRECATED: Используйте analyze_zones() вместо этого
+from bquant.indicators import MACDZoneAnalyzer
+
+analyzer = MACDZoneAnalyzer()  # Deprecated wrapper
+result = analyzer.analyze_complete(data)  # Delegates to analyze_zones()
+```
+
+#### pandas-ta indicators in one line
+
+```python
+from bquant.indicators import LibraryManager
+
+# Load external libraries (pandas-ta, TA-Lib when installed)
+LibraryManager.load_all_libraries()
+
+# "Simple way" to access any pandas-ta indicator discovered dynamically
+rsi = LibraryManager.create_indicator('pandas_ta', 'rsi', length=14)
+result = rsi.calculate(data)
+print(result.data.tail())
+```
+
+See the [LibraryManager documentation](docs/api/indicators/library_manager.md) for more examples.
+
+### Command Line
+
+```bash
+# List available sample datasets
+bquant list
+
+# Analyze a dataset using default settings
+bquant analyze tv_xauusd_1h
+
+# Analyze and save the chart to a file
+bquant analyze mt_xauusd_m15 -o chart.html
+```
+
+## 📋 Project Structure
+
+This is a monorepo that contains:
+
+- **`bquant/`** - Python package (for PyPI)
+- **`research/`** - Jupyter notebooks and experiments
+- **`scripts/`** - Automation scripts
+- **`data/`** - Data storage
+- **`tests/`** - Test suite
+- **`docs/`** - Documentation
+
+## 🛠️ Development
+
+### Setting up development environment
+
+```bash
+# Create virtual environment
+python -m venv .venv
+
+# Activate (Windows)
+.venv\Scripts\activate
+
+# Activate (Linux/Mac)
+source .venv/bin/activate
+
+# Install dependencies
+pip install -r requirements.txt
+
+# Install in development mode with all extras
+pip install -e .[full]
+```
+
+### Running tests
+
+```bash
+pytest tests/ -v
+```
+
+## 📚 Documentation
+
+### Universal Pipeline v2.1
+- **[Quick Start](docs/user_guide/quick_start.md)** - 5 минут до первого результата
+- **[API Reference](docs/api/analysis/pipeline.md)** - полная документация Universal Pipeline
+- **[Examples](examples/02a_universal_zones.py)** - готовые примеры для всех индикаторов
+- **[Migration Guide](examples/02_macd_zone_analysis.py)** - переход с deprecated API
+
+### Complete Documentation
+- **[API Documentation](docs/api/)** - Справочник API
+- **[Tutorials](docs/tutorials/)** - Обучающие материалы
+- **[Examples](docs/examples/)** - Примеры использования
+- **[Developer Guide](docs/developer_guide/)** - Руководство разработчика
+
+### Architecture
+- **Two-Layer Design**: Simplification from 3 to 2 layers
+- **Zero Hardcode**: ZERO hardcoded indicators, full universality
+- **Design Patterns**: Strategy, Dependency Injection, Builder, Registry
+- **115 Tests**: 100% pass rate, proof of universality
+
+## 🎯 Roadmap
+
+- **Phase 1 (Completed)**: Core functionality (data loading, processing, validation), advanced MACD analysis, and statistical engine.
+- **Phase 2 (In Progress)**: Extended visualization options, implementation of Time Series and other indicator analysis modules (currently stubs).
+- **Phase 3 (Planned)**: Full machine learning integration, chart pattern recognition, and enhanced automation pipelines.
+
+## 📄 License
+
+MIT License - see [LICENSE](LICENSE) file for details.
+
+## 🤝 Contributing
+
+Contributions are welcome! Please read our contributing guidelines and submit pull requests.
+
+## 📞 Contact
+
+- **Author**: kogriv
+- **Email**: kogriv@gmail.com
+- **Repository**: https://github.com/kogriv/bquant