cftc-cot-soda 0.1.1__tar.gz

cftc_cot_soda-0.1.1/LICENSE

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+MIT License
+
+Copyright (c) 2026 victorKariuki
+
+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.

cftc_cot_soda-0.1.1/PKG-INFO

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+Metadata-Version: 2.4
+Name: cftc-cot-soda
+Version: 0.1.1
+Summary: Python SDK for CFTC Commitments of Traders data
+License: MIT
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas>=1.5
+Requires-Dist: sodapy>=2.2
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0; extra == "dev"
+Requires-Dist: pytest-cov; extra == "dev"
+Dynamic: license-file
+
+# CFTC COT SDK
+
+[![PyPI](https://img.shields.io/pypi/v/cftc-cot.svg)](https://pypi.org/project/cftc-cot/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+A robust, verified Python SDK for accessing, querying, and analyzing [CFTC Commitments of Traders (COT)](https://publicreporting.cftc.gov/stories/s/r4w3-av2u) data.
+
+## Overview
+
+The `cftc-cot` SDK provides a fluent, production-ready interface for the CFTC's SODA2 API. It simplifies the complexity of querying 6 different CFTC datasets, handles API-specific naming quirks, and provides powerful post-fetch analysis tools.
+
+## Key Features
+
+- **Fluent API**: Chainable query building for intuitive data retrieval.
+- **Production-Tested**: Verified field mappings and API interactions against live CFTC data.
+- **Advanced Analysis**: Built-in metrics including Net Positions, Z-Scores, and extreme positioning detection.
+- **Robust Field Handling**: Preserves official API quirks (typos, naming inconsistencies) using structured field constants.
+- **Production Ready**: Full type hinting, comprehensive exception hierarchy, and rate-limiting support via app tokens.
+
+## Installation
+
+```bash
+pip install cftc-cot-soda
+```
+
+## Quick Start
+
+```python
+from cftc_cot import COTClient, COTAnalysis
+
+# Initialize client
+client = COTClient()
+
+# Query: 52-week history of Crude Oil positioning
+df = client.legacy().market("Crude Oil").last_n_weeks(52).execute()
+
+# Analyze: Compute net positions and Z-scores
+analysis = COTAnalysis(df, classification="legacy")
+df_analyzed = analysis.z_scores()
+
+print(df_analyzed[['report_date_as_yyyy_mm_dd', 'noncomm_net', 'noncomm_net_zscore']].tail())
+```
+
+## Documentation
+
+For a complete API reference, guides, and dataset specifications, please visit our **[GitHub Wiki](https://github.com/victorKariuki/cftc-cot/wiki)**.
+
+## License
+
+This project is licensed under the MIT License. See the [LICENSE](LICENSE) file for details.

cftc_cot_soda-0.1.1/README.md

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+# CFTC COT SDK
+
+[![PyPI](https://img.shields.io/pypi/v/cftc-cot.svg)](https://pypi.org/project/cftc-cot/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+A robust, verified Python SDK for accessing, querying, and analyzing [CFTC Commitments of Traders (COT)](https://publicreporting.cftc.gov/stories/s/r4w3-av2u) data.
+
+## Overview
+
+The `cftc-cot` SDK provides a fluent, production-ready interface for the CFTC's SODA2 API. It simplifies the complexity of querying 6 different CFTC datasets, handles API-specific naming quirks, and provides powerful post-fetch analysis tools.
+
+## Key Features
+
+- **Fluent API**: Chainable query building for intuitive data retrieval.
+- **Production-Tested**: Verified field mappings and API interactions against live CFTC data.
+- **Advanced Analysis**: Built-in metrics including Net Positions, Z-Scores, and extreme positioning detection.
+- **Robust Field Handling**: Preserves official API quirks (typos, naming inconsistencies) using structured field constants.
+- **Production Ready**: Full type hinting, comprehensive exception hierarchy, and rate-limiting support via app tokens.
+
+## Installation
+
+```bash
+pip install cftc-cot-soda
+```
+
+## Quick Start
+
+```python
+from cftc_cot import COTClient, COTAnalysis
+
+# Initialize client
+client = COTClient()
+
+# Query: 52-week history of Crude Oil positioning
+df = client.legacy().market("Crude Oil").last_n_weeks(52).execute()
+
+# Analyze: Compute net positions and Z-scores
+analysis = COTAnalysis(df, classification="legacy")
+df_analyzed = analysis.z_scores()
+
+print(df_analyzed[['report_date_as_yyyy_mm_dd', 'noncomm_net', 'noncomm_net_zscore']].tail())
+```
+
+## Documentation
+
+For a complete API reference, guides, and dataset specifications, please visit our **[GitHub Wiki](https://github.com/victorKariuki/cftc-cot/wiki)**.
+
+## License
+
+This project is licensed under the MIT License. See the [LICENSE](LICENSE) file for details.

cftc_cot_soda-0.1.1/pyproject.toml

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+[build-system]
+requires = ["setuptools>=61.0"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "cftc-cot-soda"
+version = "0.1.1"
+description = "Python SDK for CFTC Commitments of Traders data"
+readme = "README.md"
+license = {text = "MIT"}
+requires-python = ">=3.9"
+dependencies = [
+    "pandas>=1.5",
+    "sodapy>=2.2",
+]
+
+[project.optional-dependencies]
+dev = ["pytest>=7.0", "pytest-cov"]

cftc_cot_soda-0.1.1/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

cftc_cot_soda-0.1.1/src/cftc_cot/__init__.py

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+from .client import COTClient
+from .query import COTQuery
+from .analysis import COTAnalysis
+from .fields import LegacyFields, DisaggregatedFields, TFFFields
+from .exceptions import COTError, COTQueryError, COTConnectionError, COTClassificationError, COTDataError
+
+__version__ = "0.1.1"
+
+__all__ = [
+    "COTClient",
+    "COTQuery",
+    "COTAnalysis",
+    "LegacyFields",
+    "DisaggregatedFields",
+    "TFFFields",
+    "COTError",
+    "COTQueryError",
+    "COTConnectionError",
+    "COTClassificationError",
+    "COTDataError",
+    "__version__",
+]

cftc_cot_soda-0.1.1/src/cftc_cot/analysis.py

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+from __future__ import annotations
+import pandas as pd
+import numpy as np
+from typing import Dict, List
+from .fields import LegacyFields, DisaggregatedFields, TFFFields
+
+class COTAnalysis:
+    """
+    Computes metrics for CFTC COT datasets.
+
+    Args:
+        df: The pandas DataFrame containing the COT data.
+        classification: The dataset classification ("legacy", "disaggregated", or "tff").
+
+    Raises:
+        ValueError: If an unknown classification is provided.
+    """
+
+    def __init__(self, df: pd.DataFrame, classification: str):
+        self.df = df.copy()
+        self.classification = classification
+        
+        if self.classification == "legacy":
+            self.net_map = {
+                "noncomm_net": (LegacyFields.NONCOMM_LONG, LegacyFields.NONCOMM_SHORT),
+                "comm_net": (LegacyFields.COMM_LONG, LegacyFields.COMM_SHORT)
+            }
+        elif self.classification == "disaggregated":
+            self.net_map = {
+                "prod_merc_net": (DisaggregatedFields.PROD_MERC_LONG, DisaggregatedFields.PROD_MERC_SHORT),
+                "swap_net": (DisaggregatedFields.SWAP_LONG, DisaggregatedFields.SWAP_SHORT),
+                "m_money_net": (DisaggregatedFields.M_MONEY_LONG, DisaggregatedFields.M_MONEY_SHORT),
+                "other_net": (DisaggregatedFields.OTHER_REPT_LONG, DisaggregatedFields.OTHER_REPT_SHORT)
+            }
+        elif self.classification == "tff":
+            self.net_map = {
+                "dealer_net": (TFFFields.DEALER_LONG, TFFFields.DEALER_SHORT),
+                "asset_mgr_net": (TFFFields.ASSET_MGR_LONG, TFFFields.ASSET_MGR_SHORT),
+                "lev_money_net": (TFFFields.LEV_MONEY_LONG, TFFFields.LEV_MONEY_SHORT),
+                "other_net": (TFFFields.OTHER_REPT_LONG, TFFFields.OTHER_REPT_SHORT)
+            }
+        else:
+            raise ValueError(f"Unknown classification: {classification}")
+
+    def net_positions(self) -> pd.DataFrame:
+        """
+        Calculate net positions (long - short) for each trader category.
+
+        Returns:
+            The DataFrame enriched with net position columns.
+        """
+        for col, (long_f, short_f) in self.net_map.items():
+            if long_f in self.df.columns and short_f in self.df.columns:
+                self.df[col] = self.df[long_f] - self.df[short_f]
+        return self.df
+
+    def z_scores(self, window: int = 52) -> pd.DataFrame:
+        """
+        Calculate rolling Z-scores for net positions.
+
+        Args:
+            window: The rolling window size (number of weeks).
+
+        Returns:
+            The DataFrame enriched with Z-score columns.
+        """
+        self.net_positions()
+        for col in self.net_map.keys():
+            if col in self.df.columns:
+                mean = self.df[col].rolling(window).mean()
+                std = self.df[col].rolling(window).std()
+                self.df[f"{col}_zscore"] = (self.df[col] - mean) / std
+        return self.df

cftc_cot_soda-0.1.1/src/cftc_cot/client.py

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+from __future__ import annotations
+import pandas as pd
+import logging
+from typing import Optional
+from .query import COTQuery
+
+logger = logging.getLogger(__name__)
+
+class COTClient:
+    """
+    Main entry point for the CFTC COT SDK.
+
+    Args:
+        app_token: Optional Socrata API app token for higher rate limits.
+        cache: Optional caching mechanism (e.g., "memory", "disk").
+    """
+
+    def __init__(self, app_token: Optional[str] = None, cache: Optional[str] = None):
+        # sodapy handles app_token internally if passed to Socrata
+        self.app_token = app_token
+        self.cache = cache
+
+    # Factory methods for COTQuery
+    def legacy(self) -> COTQuery: 
+        """Return a query builder for Legacy Combined data."""
+        return COTQuery("legacy_combined", app_token=self.app_token)
+    
+    def legacy_futures(self) -> COTQuery: 
+        """Return a query builder for Legacy Futures Only data."""
+        return COTQuery("legacy_futures", app_token=self.app_token)
+    
+    def disaggregated(self) -> COTQuery: 
+        """Return a query builder for Disaggregated Combined data."""
+        return COTQuery("disaggregated_combined", app_token=self.app_token)
+    
+    def disaggregated_futures(self) -> COTQuery: 
+        """Return a query builder for Disaggregated Futures Only data."""
+        return COTQuery("disaggregated_futures", app_token=self.app_token)
+    
+    def tff(self) -> COTQuery: 
+        """Return a query builder for TFF Combined data."""
+        return COTQuery("tff_combined", app_token=self.app_token)
+    
+    def tff_futures(self) -> COTQuery: 
+        """Return a query builder for TFF Futures Only data."""
+        return COTQuery("tff_futures", app_token=self.app_token)
+
+    # High-level convenience methods
+    def latest(self, dataset: str, market: str) -> pd.DataFrame:
+        """
+        Fetch the latest report for a specified market.
+
+        Args:
+            dataset: The dataset name (e.g., "legacy", "disaggregated", "tff").
+            market: The market name.
+
+        Returns:
+            A pandas DataFrame with the latest report record.
+        """
+        return COTQuery(dataset, app_token=self.app_token).market(market).order_by_date(desc=True).limit(1).execute()
+
+    def history(self, dataset: str, market: str, weeks: int = 52) -> pd.DataFrame:
+        """
+        Fetch N-week history for a specified market.
+
+        Args:
+            dataset: The dataset name.
+            market: The market name.
+            weeks: Number of weeks of historical data to fetch.
+
+        Returns:
+            A pandas DataFrame with historical records.
+        """
+        return COTQuery(dataset, app_token=self.app_token).market(market).last_n_weeks(weeks).order_by_date(desc=True).execute()
+
+    def list_markets(self, dataset: str) -> list[str]:
+        """
+        List all unique available markets for a given dataset.
+
+        Args:
+            dataset: The dataset name.
+
+        Returns:
+            A list of unique market names.
+        """
+        query = COTQuery(dataset, app_token=self.app_token)
+        # SODA2 query for distinct values
+        q = "SELECT DISTINCT market_and_exchange_names"
+        
+        try:
+            results = query.client.get(query.dataset_id, query=q)
+            return [r["market_and_exchange_names"] for r in results]
+        except Exception as e:
+            logger.error(f"Error fetching market list: {e}")
+            return []

cftc_cot_soda-0.1.1/src/cftc_cot/exceptions.py

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+class COTError(Exception):
+    """Base exception for all CFTC COT SDK errors."""
+    pass
+
+class COTQueryError(COTError):
+    """Raised when a query is invalid or returns a 400 error."""
+    pass
+
+class COTConnectionError(COTError):
+    """Raised for network issues, 403, or timeouts."""
+    pass
+
+class COTClassificationError(COTError):
+    """Raised when an operation is invalid for the dataset classification."""
+    pass
+
+class COTDataError(COTError):
+    """Raised for empty results or data parsing issues."""
+    pass

cftc_cot_soda-0.1.1/src/cftc_cot/fields.py

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+"""
+Field constants for CFTC COT datasets.
+
+This module provides authoritative constants for API field names. 
+It preserves API-specific quirks like typos and unusual naming conventions.
+"""
+from typing import List, Final
+
+class BaseFields:
+    """Base class for common COT field constants."""
+    # Common to all datasets
+    REPORT_DATE: Final = "report_date_as_yyyy_mm_dd"
+    YYYY_WEEK: Final = "yyyy_report_week_ww"
+    MARKET_NAME: Final = "market_and_exchange_names"
+    CONTRACT_NAME: Final = "contract_market_name"
+    COMMODITY: Final = "commodity"
+    COMMODITY_NAME: Final = "commodity_name"
+    COMMODITY_GROUP: Final = "commodity_group_name"
+    COMMODITY_SUBGROUP: Final = "commodity_subgroup_name"
+    CFTC_COMM_CODE: Final = "cftc_commodity_code"
+    CFTC_MARKET_CODE: Final = "cftc_market_code"
+    CFTC_REGION_CODE: Final = "cftc_region_code"
+    
+    OI: Final = "open_interest_all"
+    OI_OLD: Final = "open_interest_old"
+    OI_OTHER: Final = "open_interest_other"
+    
+    CONTRACT_UNITS: Final = "contract_units"
+    FUTONLY_OR_COMBINED: Final = "futonly_or_combined"
+    ID: Final = "id"
+    
+    TOT_REPT_LONG: Final = "tot_rept_positions_long_all"
+    TOT_REPT_SHORT: Final = "tot_rept_positions_short"  # No _all
+    
+    NONREPT_LONG: Final = "nonrept_positions_long_all"
+    NONREPT_SHORT: Final = "nonrept_positions_short_all"
+    
+    CHANGE_OI: Final = "change_in_open_interest_all"
+    CHANGE_TOT_REPT_LONG: Final = "change_in_tot_rept_long_all"
+    CHANGE_TOT_REPT_SHORT: Final = "change_in_tot_rept_short"
+    CHANGE_NONREPT_LONG: Final = "change_in_nonrept_long_all"
+    CHANGE_NONREPT_SHORT: Final = "change_in_nonrept_short_all"
+
+class LegacyFields(BaseFields):
+    NONCOMM_LONG: Final = "noncomm_positions_long_all"
+    NONCOMM_SHORT: Final = "noncomm_positions_short_all"
+    NONCOMM_SPREAD: Final = "noncomm_postions_spread_all"  # API TYPO
+    
+    COMM_LONG: Final = "comm_positions_long_all"
+    COMM_SHORT: Final = "comm_positions_short_all"
+    
+    CHANGE_NONCOMM_LONG: Final = "change_in_noncomm_long_all"
+    CHANGE_NONCOMM_SHORT: Final = "change_in_noncomm_short_all"
+    CHANGE_NONCOMM_SPREAD: Final = "change_in_noncomm_spead_all"  # API TYPO
+    
+    CHANGE_COMM_LONG: Final = "change_in_comm_long_all"
+    CHANGE_COMM_SHORT: Final = "change_in_comm_short_all"
+    
+    PCT_NONCOMM_LONG: Final = "pct_of_oi_noncomm_long_all"
+    PCT_NONCOMM_SHORT: Final = "pct_of_oi_noncomm_short_all"
+    PCT_NONCOMM_SPREAD: Final = "pct_of_oi_noncomm_spread"  # No _all
+    
+    PCT_COMM_LONG: Final = "pct_of_oi_comm_long_all"
+    PCT_COMM_SHORT: Final = "pct_of_oi_comm_short_all"
+    
+    TRADERS_NONCOMM_LONG: Final = "traders_noncomm_long_all"
+    TRADERS_NONCOMM_SHORT: Final = "traders_noncomm_short_all"
+    TRADERS_NONCOMM_SPREAD: Final = "traders_noncomm_spread_all"
+    
+    TRADERS_COMM_LONG: Final = "traders_comm_long_all"
+    TRADERS_COMM_SHORT: Final = "traders_comm_short_all"
+    
+    TRADERS_NONCOMM_SPREAD_OLD: Final = "traders_noncomm_spead_old"  # API TYPO
+
+class DisaggregatedFields(BaseFields):
+    PROD_MERC_LONG: Final = "prod_merc_positions_long"  # No _all
+    PROD_MERC_SHORT: Final = "prod_merc_positions_short" # No _all
+    
+    SWAP_LONG: Final = "swap_positions_long_all"
+    SWAP_SHORT: Final = "swap__positions_short_all"  # Double underscore
+    SWAP_SPREAD: Final = "swap__positions_spread_all" # Double underscore
+    
+    M_MONEY_LONG: Final = "m_money_positions_long_all"
+    M_MONEY_SHORT: Final = "m_money_positions_short_all"
+    M_MONEY_SPREAD: Final = "m_money_positions_spread" # No _all
+    
+    OTHER_REPT_LONG: Final = "other_rept_positions_long" # No _all
+    OTHER_REPT_SHORT: Final = "other_rept_positions_short" # No _all
+    OTHER_REPT_SPREAD: Final = "other_rept_positions_spread" # No _all
+    
+    CFTC_SUBGROUP_CODE: Final = "cftc_subgroup_code"
+
+class TFFFields(BaseFields):
+    DEALER_LONG: Final = "dealer_positions_long_all"
+    DEALER_SHORT: Final = "dealer_positions_short_all"
+    DEALER_SPREAD: Final = "dealer_positions_spread_all"
+    
+    ASSET_MGR_LONG: Final = "asset_mgr_positions_long" # No _all
+    ASSET_MGR_SHORT: Final = "asset_mgr_positions_short" # No _all
+    ASSET_MGR_SPREAD: Final = "asset_mgr_positions_spread" # No _all
+    
+    LEV_MONEY_LONG: Final = "lev_money_positions_long" # No _all
+    LEV_MONEY_SHORT: Final = "lev_money_positions_short" # No _all
+    LEV_MONEY_SPREAD: Final = "lev_money_positions_spread" # No _all
+    
+    OTHER_REPT_LONG: Final = "other_rept_positions_long"
+    OTHER_REPT_SHORT: Final = "other_rept_positions_short"
+    OTHER_REPT_SPREAD: Final = "other_rept_positions_spread"
+    
+    CFTC_SUBGROUP_CODE: Final = "cftc_subgroup_code"

cftc_cot_soda-0.1.1/src/cftc_cot/query.py

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+from __future__ import annotations
+import pandas as pd
+from sodapy import Socrata
+from datetime import datetime, timedelta
+from typing import Optional, List, Any
+import logging
+from .exceptions import COTQueryError, COTClassificationError
+
+logger = logging.getLogger(__name__)
+
+class COTQuery:
+    """Complete SODA2 query builder for all 6 CFTC COT datasets."""
+
+    DATASETS = {
+        "legacy_futures": "6dca-aqww",
+        "legacy_combined": "jun7-fc8e",
+        "legacy": "jun7-fc8e",
+        "disaggregated_futures": "72hh-3qpy",
+        "disaggregated_combined": "kh3c-gbw2",
+        "disaggregated": "kh3c-gbw2",
+        "tff_futures": "gpe5-46if",
+        "tff_combined": "yw9f-hn96",
+        "tff": "yw9f-hn96",
+    }
+
+    def __init__(self, dataset: str = "legacy", app_token: Optional[str] = None):
+        """
+        Initialize query for a specific CFTC dataset.
+
+        Args:
+            dataset: The identifier for the dataset (e.g., "legacy", "disaggregated", "tff").
+            app_token: Optional Socrata API app token for higher rate limits.
+
+        Raises:
+            ValueError: If the dataset name is not recognized.
+        """
+        if dataset not in self.DATASETS:
+            raise ValueError(f"Unknown dataset: {dataset}")
+        
+        self.dataset_id = self.DATASETS[dataset]
+        self.dataset_name = dataset
+        self.classification = self._get_classification(dataset)
+        self.client = Socrata("publicreporting.cftc.gov", app_token)
+        self._where_clauses: List[str] = []
+        self._select_fields: Optional[List[str]] = None
+        self._order_by: Optional[str] = None
+        self._limit: int = 50000
+        self._offset: int = 0
+
+    def _get_classification(self, dataset: str) -> str:
+        if "legacy" in dataset:
+            return "legacy"
+        elif "disaggregated" in dataset:
+            return "disaggregated"
+        elif "tff" in dataset:
+            return "tff"
+        return "legacy"
+
+    def where(self, condition: str) -> COTQuery:
+        """
+        Add a WHERE clause to the SODA2 query.
+
+        Args:
+            condition: The SQL-like condition string (e.g., "market = 'GOLD'").
+
+        Returns:
+            The COTQuery instance (for method chaining).
+        """
+        self._where_clauses.append(condition)
+        return self
+
+    def select(self, *columns: str) -> COTQuery:
+        """
+        Specify columns to select.
+
+        Args:
+            *columns: Variable length argument list of column names to include.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._select_fields = list(columns)
+        return self
+
+    def order_by(self, column: str, desc: bool = False) -> COTQuery:
+        """
+        Sort results by a specified column.
+
+        Args:
+            column: The column name to order by.
+            desc: If True, order in descending order; otherwise ascending.
+
+        Returns:
+            The COTQuery instance.
+        """
+        direction = "DESC" if desc else "ASC"
+        self._order_by = f"{column} {direction}"
+        return self
+
+    def limit(self, n: int) -> COTQuery:
+        """
+        Limit the number of results returned.
+
+        Args:
+            n: Maximum number of rows to return.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._limit = min(n, 50000)
+        return self
+
+    def offset(self, n: int) -> COTQuery:
+        """
+        Skip a specific number of rows.
+
+        Args:
+            n: Number of rows to skip.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._offset = n
+        return self
+
+    def date_range(self, start: str, end: str) -> COTQuery:
+        """
+        Filter by date range (inclusive).
+
+        Args:
+            start: Start date in 'YYYY-MM-DD' format.
+            end: End date in 'YYYY-MM-DD' format.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self.where(f"report_date_as_yyyy_mm_dd >= '{start}'")
+        self.where(f"report_date_as_yyyy_mm_dd <= '{end}'")
+        return self
+
+    def date_after(self, date: str) -> COTQuery:
+        """
+        Filter to dates greater than or equal to the specified date.
+
+        Args:
+            date: Date in 'YYYY-MM-DD' format.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self.where(f"report_date_as_yyyy_mm_dd >= '{date}'")
+        return self
+
+    def date_before(self, date: str) -> COTQuery:
+        """
+        Filter to dates less than or equal to the specified date.
+
+        Args:
+            date: Date in 'YYYY-MM-DD' format.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self.where(f"report_date_as_yyyy_mm_dd <= '{date}'")
+        return self
+
+    def last_n_weeks(self, n: int = 52) -> COTQuery:
+        """
+        Filter to results from the last N weeks.
+
+        Args:
+            n: Number of weeks to look back.
+
+        Returns:
+            The COTQuery instance.
+        """
+        start_date = (datetime.now() - timedelta(weeks=n)).strftime("%Y-%m-%d")
+        return self.date_after(start_date)
+
+    def market(self, name: str, exact: bool = False) -> COTQuery:
+        """
+        Filter by market name (case-insensitive).
+
+        Args:
+            name: The name of the market.
+            exact: If True, performs an exact match; otherwise, partial match.
+
+        Returns:
+            The COTQuery instance.
+        """
+        name_upper = name.upper()
+        if exact:
+            self.where(f"upper(market_and_exchange_names) = '{name_upper}'")
+        else:
+            self.where(f"upper(market_and_exchange_names) like '{name_upper}%'")
+        return self
+
+    def markets_in(self, *names: str) -> COTQuery:
+        """
+        Filter to multiple markets (case-insensitive).
+
+        Args:
+            *names: Variable length argument list of market names.
+
+        Returns:
+            The COTQuery instance.
+        """
+        conditions = [f"upper(market_and_exchange_names) like '{name.upper()}%'" for name in names]
+        self.where(f"({' OR '.join(conditions)})")
+        return self
+
+    def _check_classification(self, allowed: str) -> None:
+        """
+        Internal helper to validate dataset classification.
+        
+        Args:
+            allowed: The expected dataset classification.
+            
+        Raises:
+            COTClassificationError: If the classification does not match the allowed type.
+        """
+        if self.classification != allowed:
+            raise COTClassificationError(f"Method only works with {allowed} datasets")
+
+    def noncomm_long_gt(self, amount: int) -> COTQuery:
+        """
+        Legacy: Non-commercial long > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("legacy")
+        self.where(f"noncomm_positions_long_all > {amount}")
+        return self
+
+    def noncomm_short_gt(self, amount: int) -> COTQuery:
+        """
+        Legacy: Non-commercial short > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("legacy")
+        self.where(f"noncomm_positions_short_all > {amount}")
+        return self
+
+    def comm_long_gt(self, amount: int) -> COTQuery:
+        """
+        Legacy: Commercial long > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("legacy")
+        self.where(f"comm_positions_long_all > {amount}")
+        return self
+
+    def comm_short_gt(self, amount: int) -> COTQuery:
+        """
+        Legacy: Commercial short > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("legacy")
+        self.where(f"comm_positions_short_all > {amount}")
+        return self
+
+    def swap_dealers_long_gt(self, amount: int) -> COTQuery:
+        """
+        Disaggregated: Swap dealer long > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("disaggregated")
+        self.where(f"swap_positions_long_all > {amount}")
+        return self
+
+    def managed_money_long_gt(self, amount: int) -> COTQuery:
+        """
+        Disaggregated: Managed money long > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("disaggregated")
+        self.where(f"m_money_positions_long_all > {amount}")
+        return self
+
+    def producer_merchant_short_gt(self, amount: int) -> COTQuery:
+        """
+        Disaggregated: Producer/merchant short > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("disaggregated")
+        self.where(f"prod_merc_positions_short > {amount}")
+        return self
+
+    def dealer_long_gt(self, amount: int) -> COTQuery:
+        """
+        TFF: Dealer long > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("tff")
+        self.where(f"dealer_positions_long_all > {amount}")
+        return self
+
+    def asset_manager_long_gt(self, amount: int) -> COTQuery:
+        """
+        TFF: Asset manager long > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("tff")
+        self.where(f"asset_mgr_positions_long > {amount}")
+        return self
+
+    def leveraged_funds_long_gt(self, amount: int) -> COTQuery:
+        """
+        TFF: Leveraged funds long > amount.
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self._check_classification("tff")
+        self.where(f"lev_money_positions_long > {amount}")
+        return self
+
+    def long_positions_gt(self, amount: int) -> COTQuery:
+        """
+        Filter total reportable long positions > amount (All datasets).
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self.where(f"tot_rept_positions_long_all > {amount}")
+        return self
+
+    def short_positions_gt(self, amount: int) -> COTQuery:
+        """
+        Filter total reportable short positions > amount (All datasets).
+
+        Args:
+            amount: The threshold value.
+
+        Returns:
+            The COTQuery instance.
+        """
+        self.where(f"tot_rept_positions_short > {amount}")
+        return self
+
+    def order_by_date(self, desc: bool = True) -> COTQuery:
+        """
+        Sort results by report date.
+
+        Args:
+            desc: If True, order in descending order; otherwise ascending.
+
+        Returns:
+            The COTQuery instance.
+        """
+        return self.order_by("report_date_as_yyyy_mm_dd", desc=desc)
+
+    def to_soda2(self) -> str:
+        """
+        Generate the SODA2 query string.
+
+        Returns:
+            A string representing the full SODA2 query.
+        """
+        query_parts = []
+        if self._select_fields:
+            query_parts.append(f"SELECT {', '.join(self._select_fields)}")
+        if self._where_clauses:
+            query_parts.append(f"WHERE {' AND '.join(self._where_clauses)}")
+        if self._order_by:
+            query_parts.append(f"ORDER BY {self._order_by}")
+        if self._limit:
+            query_parts.append(f"LIMIT {self._limit}")
+        if self._offset:
+            query_parts.append(f"OFFSET {self._offset}")
+        return " ".join(query_parts)
+
+    def count(self) -> int:
+        """
+        Count matching records.
+
+        Returns:
+            The number of records as an integer, or 0 if an error occurs.
+        """
+        query = "SELECT count(*) as cnt"
+        if self._where_clauses:
+            query += f" WHERE {' AND '.join(self._where_clauses)}"
+        try:
+            results = self.client.get(self.dataset_id, query=query)
+            return int(results[0]["cnt"]) if results else 0
+        except Exception as e:
+            logger.error(f"Error counting records: {e}")
+            return 0
+
+    def execute(self) -> pd.DataFrame:
+        """
+        Execute query and return DataFrame.
+
+        Returns:
+            A pandas DataFrame containing the query results. If the query fails,
+            returns an empty DataFrame.
+        """
+        try:
+            results = self.client.get(
+                self.dataset_id,
+                select=", ".join(self._select_fields) if self._select_fields else None,
+                where=" AND ".join(self._where_clauses) if self._where_clauses else None,
+                order=self._order_by,
+                limit=self._limit,
+                offset=self._offset,
+            )
+            if not results:
+                return pd.DataFrame()
+            df = pd.DataFrame(results)
+            df.columns = df.columns.str.lower()
+            if "report_date_as_yyyy_mm_dd" in df.columns:
+                df["report_date_as_yyyy_mm_dd"] = pd.to_datetime(df["report_date_as_yyyy_mm_dd"])
+            numeric_cols = df.select_dtypes(include=['object']).columns
+            for col in numeric_cols:
+                try:
+                    df[col] = pd.to_numeric(df[col], errors='ignore')
+                except Exception:
+                    pass
+            return df
+        except Exception as e:
+            logger.error(f"Query failed: {e}")
+            return pd.DataFrame()
+
+    def fetch_all_pages(self, page_size: int = 50000) -> pd.DataFrame:
+        """
+        Auto-paginate and fetch all results.
+
+        Args:
+            page_size: Number of records per API request.
+
+        Returns:
+            A pandas DataFrame containing all results.
+        """
+        all_results = []
+        offset = 0
+        while True:
+            self._offset = offset
+            df = self.execute()
+            if df.empty:
+                break
+            all_results.append(df)
+            if len(df) < page_size:
+                break
+            offset += page_size
+        return pd.concat(all_results, ignore_index=True) if all_results else pd.DataFrame()

cftc_cot_soda-0.1.1/src/cftc_cot_soda.egg-info/PKG-INFO

@@ -0,0 +1,65 @@
+Metadata-Version: 2.4
+Name: cftc-cot-soda
+Version: 0.1.1
+Summary: Python SDK for CFTC Commitments of Traders data
+License: MIT
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas>=1.5
+Requires-Dist: sodapy>=2.2
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0; extra == "dev"
+Requires-Dist: pytest-cov; extra == "dev"
+Dynamic: license-file
+
+# CFTC COT SDK
+
+[![PyPI](https://img.shields.io/pypi/v/cftc-cot.svg)](https://pypi.org/project/cftc-cot/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+A robust, verified Python SDK for accessing, querying, and analyzing [CFTC Commitments of Traders (COT)](https://publicreporting.cftc.gov/stories/s/r4w3-av2u) data.
+
+## Overview
+
+The `cftc-cot` SDK provides a fluent, production-ready interface for the CFTC's SODA2 API. It simplifies the complexity of querying 6 different CFTC datasets, handles API-specific naming quirks, and provides powerful post-fetch analysis tools.
+
+## Key Features
+
+- **Fluent API**: Chainable query building for intuitive data retrieval.
+- **Production-Tested**: Verified field mappings and API interactions against live CFTC data.
+- **Advanced Analysis**: Built-in metrics including Net Positions, Z-Scores, and extreme positioning detection.
+- **Robust Field Handling**: Preserves official API quirks (typos, naming inconsistencies) using structured field constants.
+- **Production Ready**: Full type hinting, comprehensive exception hierarchy, and rate-limiting support via app tokens.
+
+## Installation
+
+```bash
+pip install cftc-cot-soda
+```
+
+## Quick Start
+
+```python
+from cftc_cot import COTClient, COTAnalysis
+
+# Initialize client
+client = COTClient()
+
+# Query: 52-week history of Crude Oil positioning
+df = client.legacy().market("Crude Oil").last_n_weeks(52).execute()
+
+# Analyze: Compute net positions and Z-scores
+analysis = COTAnalysis(df, classification="legacy")
+df_analyzed = analysis.z_scores()
+
+print(df_analyzed[['report_date_as_yyyy_mm_dd', 'noncomm_net', 'noncomm_net_zscore']].tail())
+```
+
+## Documentation
+
+For a complete API reference, guides, and dataset specifications, please visit our **[GitHub Wiki](https://github.com/victorKariuki/cftc-cot/wiki)**.
+
+## License
+
+This project is licensed under the MIT License. See the [LICENSE](LICENSE) file for details.

cftc_cot_soda-0.1.1/src/cftc_cot_soda.egg-info/SOURCES.txt

@@ -0,0 +1,17 @@
+LICENSE
+README.md
+pyproject.toml
+src/cftc_cot/__init__.py
+src/cftc_cot/analysis.py
+src/cftc_cot/client.py
+src/cftc_cot/exceptions.py
+src/cftc_cot/fields.py
+src/cftc_cot/query.py
+src/cftc_cot_soda.egg-info/PKG-INFO
+src/cftc_cot_soda.egg-info/SOURCES.txt
+src/cftc_cot_soda.egg-info/dependency_links.txt
+src/cftc_cot_soda.egg-info/requires.txt
+src/cftc_cot_soda.egg-info/top_level.txt
+tests/test_analysis.py
+tests/test_fields.py
+tests/test_query.py

cftc_cot_soda-0.1.1/src/cftc_cot_soda.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

cftc_cot_soda-0.1.1/src/cftc_cot_soda.egg-info/requires.txt

@@ -0,0 +1,6 @@
+pandas>=1.5
+sodapy>=2.2
+
+[dev]
+pytest>=7.0
+pytest-cov

cftc_cot_soda-0.1.1/src/cftc_cot_soda.egg-info/top_level.txt

@@ -0,0 +1 @@
+cftc_cot

cftc_cot_soda-0.1.1/tests/test_analysis.py

@@ -0,0 +1,16 @@
+import pandas as pd
+import pytest
+from cftc_cot.analysis import COTAnalysis
+from cftc_cot.fields import LegacyFields
+
+def test_net_positions():
+    data = {
+        LegacyFields.NONCOMM_LONG: [100, 200],
+        LegacyFields.NONCOMM_SHORT: [50, 150]
+    }
+    df = pd.DataFrame(data)
+    analysis = COTAnalysis(df, classification="legacy")
+    df_result = analysis.net_positions()
+    
+    assert "noncomm_net" in df_result.columns
+    assert df_result["noncomm_net"].tolist() == [50, 50]

cftc_cot_soda-0.1.1/tests/test_fields.py

@@ -0,0 +1,13 @@
+from cftc_cot.fields import LegacyFields, DisaggregatedFields, TFFFields
+
+def test_legacy_fields():
+    assert LegacyFields.NONCOMM_LONG == "noncomm_positions_long_all"
+    assert LegacyFields.NONCOMM_SPREAD == "noncomm_postions_spread_all"
+
+def test_disagg_fields():
+    assert DisaggregatedFields.SWAP_SHORT == "swap__positions_short_all"
+    assert DisaggregatedFields.PROD_MERC_LONG == "prod_merc_positions_long"
+
+def test_tff_fields():
+    assert TFFFields.DEALER_LONG == "dealer_positions_long_all"
+    assert TFFFields.ASSET_MGR_LONG == "asset_mgr_positions_long"

cftc_cot_soda-0.1.1/tests/test_query.py

@@ -0,0 +1,18 @@
+import pytest
+from cftc_cot.query import COTQuery
+from cftc_cot.exceptions import COTClassificationError
+
+def test_query_initialization():
+    query = COTQuery("legacy")
+    assert query.dataset_name == "legacy"
+    assert query.classification == "legacy"
+
+def test_classification_guard():
+    query = COTQuery("tff")
+    with pytest.raises(COTClassificationError):
+        query.noncomm_long_gt(100)
+
+def test_to_soda2_query():
+    query = COTQuery("legacy").where("condition").limit(10)
+    assert "WHERE condition" in query.to_soda2()
+    assert "LIMIT 10" in query.to_soda2()