exness-data-preprocess 0.1.0__py3-none-any.whl

exness_data_preprocess/processor.py

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+"""
+Core processor for Exness forex tick data.
+
+Architecture (v2.0.0 - Unified Single-File Multi-Year):
+1. One DuckDB file per instrument (e.g., eurusd.duckdb)
+2. Three tables: raw_spread_ticks, standard_ticks, ohlc_1m
+3. Dual-variant downloads (Raw_Spread + Standard) for Phase7 compliance
+4. Incremental updates with automatic gap detection
+5. Metadata table for coverage tracking
+
+Phase7 Schema (9 columns):
+- Timestamp, Open, High, Low, Close (BID-based from Raw_Spread)
+- raw_spread_avg, standard_spread_avg (dual spread tracking)
+- tick_count_raw_spread, tick_count_standard (dual tick counts)
+
+Storage: ~135 MB/year, ~405 MB for 3 years per instrument
+"""
+
+import zipfile
+from pathlib import Path
+from typing import Any, Dict, List, Optional, Tuple
+from urllib.error import URLError
+from urllib.request import urlretrieve
+
+import duckdb
+import pandas as pd
+
+
+class ExnessDataProcessor:
+    """
+    Process Exness forex tick data with unified multi-year architecture.
+
+    Architecture (v2.0.0):
+    - One DuckDB file per instrument (eurusd.duckdb not monthly files)
+    - Dual-variant storage (Raw_Spread + Standard) for Phase7
+    - Incremental updates with automatic gap detection
+    - 9-column OHLC schema with dual spreads and tick counts
+    - 3-year minimum historical coverage
+
+    Features:
+    - Downloads from ticks.ex2archive.com with correct URL pattern
+    - PRIMARY KEY constraints prevent duplicates during updates
+    - Metadata table tracks earliest/latest dates
+    - Direct SQL queries on ticks without loading into memory
+    - On-demand OHLC resampling for any timeframe
+
+    Example:
+        >>> processor = ExnessDataProcessor()
+        >>> # Initial 3-year download
+        >>> result = processor.update_data("EURUSD", start_date="2022-01-01")
+        >>> print(f"Downloaded {result['months_added']} months")
+        >>> # Query ticks for date range
+        >>> df_ticks = processor.query_ticks("EURUSD", start_date="2024-01-01")
+        >>> # Query OHLC
+        >>> df_ohlc = processor.query_ohlc("EURUSD", timeframe="1h")
+    """
+
+    def __init__(self, base_dir: Path = None):
+        """
+        Initialize processor.
+
+        Args:
+            base_dir: Base directory for data storage. Defaults to ~/eon/exness-data/
+        """
+        if base_dir is None:
+            base_dir = Path.home() / "eon" / "exness-data"
+
+        self.base_dir = base_dir
+        self.temp_dir = base_dir / "temp"
+
+        # Create directories
+        self.base_dir.mkdir(parents=True, exist_ok=True)
+        self.temp_dir.mkdir(parents=True, exist_ok=True)
+
+    def download_exness_zip(
+        self, year: int, month: int, pair: str = "EURUSD", variant: str = "Raw_Spread"
+    ) -> Optional[Path]:
+        """
+        Download Exness ZIP file for specific month and variant.
+
+        Args:
+            year: Year (e.g., 2024)
+            month: Month (1-12)
+            pair: Currency pair (default: EURUSD)
+            variant: Data variant ("Raw_Spread" or "" for Standard)
+
+        Returns:
+            Path to downloaded ZIP file, or None if download failed
+
+        Example:
+            >>> processor = ExnessDataProcessor()
+            >>> raw_zip = processor.download_exness_zip(2024, 9, variant="Raw_Spread")
+            >>> std_zip = processor.download_exness_zip(2024, 9, variant="")
+        """
+        # Construct symbol name
+        symbol = f"{pair}_{variant}" if variant else pair
+
+        # Correct URL pattern: /ticks/{symbol}/{year}/{month}/
+        url = f"https://ticks.ex2archive.com/ticks/{symbol}/{year}/{month:02d}/Exness_{symbol}_{year}_{month:02d}.zip"
+        zip_path = self.temp_dir / f"Exness_{symbol}_{year}_{month:02d}.zip"
+
+        if zip_path.exists():
+            return zip_path
+
+        try:
+            print(f"Downloading: {url}")
+            urlretrieve(url, zip_path)
+            size_mb = zip_path.stat().st_size / 1024 / 1024
+            print(f"✓ Downloaded: {size_mb:.2f} MB")
+            return zip_path
+        except URLError as e:
+            print(f"✗ Download failed: {e}")
+            return None
+
+    def _get_or_create_db(self, pair: str) -> Path:
+        """
+        Get DuckDB path and ensure schema exists.
+
+        Creates tables if they don't exist:
+        - raw_spread_ticks (PRIMARY KEY on Timestamp)
+        - standard_ticks (PRIMARY KEY on Timestamp)
+        - ohlc_1m (Phase7 9-column schema)
+        - metadata (coverage tracking)
+        """
+        duckdb_path = self.base_dir / f"{pair.lower()}.duckdb"
+        conn = duckdb.connect(str(duckdb_path))
+
+        # Create raw_spread_ticks table
+        conn.execute("""
+            CREATE TABLE IF NOT EXISTS raw_spread_ticks (
+                Timestamp TIMESTAMP WITH TIME ZONE NOT NULL,
+                Bid DOUBLE NOT NULL,
+                Ask DOUBLE NOT NULL,
+                PRIMARY KEY (Timestamp)
+            )
+        """)
+
+        # Add table and column comments for raw_spread_ticks
+        conn.execute("""
+            COMMENT ON TABLE raw_spread_ticks IS
+            'Exness Raw_Spread variant (execution prices, ~98% zero-spreads).
+             Data source: https://ticks.ex2archive.com/ticks/{SYMBOL}_Raw_Spread/{YEAR}/{MONTH}/'
+        """)
+        conn.execute(
+            "COMMENT ON COLUMN raw_spread_ticks.Timestamp IS 'Microsecond-precision tick timestamp (UTC)'"
+        )
+        conn.execute("COMMENT ON COLUMN raw_spread_ticks.Bid IS 'Bid price (execution price)'")
+        conn.execute("COMMENT ON COLUMN raw_spread_ticks.Ask IS 'Ask price (execution price)'")
+
+        # Create standard_ticks table
+        conn.execute("""
+            CREATE TABLE IF NOT EXISTS standard_ticks (
+                Timestamp TIMESTAMP WITH TIME ZONE NOT NULL,
+                Bid DOUBLE NOT NULL,
+                Ask DOUBLE NOT NULL,
+                PRIMARY KEY (Timestamp)
+            )
+        """)
+
+        # Add table and column comments for standard_ticks
+        conn.execute("""
+            COMMENT ON TABLE standard_ticks IS
+            'Exness Standard variant (traditional quotes, 0% zero-spreads, always Bid < Ask).
+             Data source: https://ticks.ex2archive.com/ticks/{SYMBOL}/{YEAR}/{MONTH}/'
+        """)
+        conn.execute(
+            "COMMENT ON COLUMN standard_ticks.Timestamp IS 'Microsecond-precision tick timestamp (UTC)'"
+        )
+        conn.execute("COMMENT ON COLUMN standard_ticks.Bid IS 'Bid price (always < Ask)'")
+        conn.execute("COMMENT ON COLUMN standard_ticks.Ask IS 'Ask price (always > Bid)'")
+
+        # Create metadata table
+        conn.execute("""
+            CREATE TABLE IF NOT EXISTS metadata (
+                key VARCHAR PRIMARY KEY,
+                value VARCHAR NOT NULL,
+                updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
+            )
+        """)
+
+        # Add table and column comments for metadata
+        conn.execute("""
+            COMMENT ON TABLE metadata IS
+            'Database coverage tracking and statistics (earliest/latest dates, tick counts, etc.)'
+        """)
+        conn.execute(
+            "COMMENT ON COLUMN metadata.key IS 'Metadata key identifier (e.g., earliest_date, latest_date)'"
+        )
+        conn.execute("COMMENT ON COLUMN metadata.value IS 'Metadata value (string representation)'")
+        conn.execute("COMMENT ON COLUMN metadata.updated_at IS 'Last update timestamp'")
+
+        # Create ohlc_1m table (initially empty, generated on demand)
+        conn.execute("""
+            CREATE TABLE IF NOT EXISTS ohlc_1m (
+                Timestamp TIMESTAMP WITH TIME ZONE PRIMARY KEY,
+                Open DOUBLE NOT NULL,
+                High DOUBLE NOT NULL,
+                Low DOUBLE NOT NULL,
+                Close DOUBLE NOT NULL,
+                raw_spread_avg DOUBLE,
+                standard_spread_avg DOUBLE,
+                tick_count_raw_spread BIGINT,
+                tick_count_standard BIGINT
+            )
+        """)
+
+        # Add table and column comments for ohlc_1m
+        conn.execute("""
+            COMMENT ON TABLE ohlc_1m IS
+            'Phase7 v1.1.0 1-minute OHLC bars (BID-only from Raw_Spread, dual-variant spreads and tick counts).
+             OHLC Source: Raw_Spread BID prices. Spreads: Dual-variant (Raw_Spread + Standard).'
+        """)
+        conn.execute("COMMENT ON COLUMN ohlc_1m.Timestamp IS 'Minute-aligned bar timestamp'")
+        conn.execute("COMMENT ON COLUMN ohlc_1m.Open IS 'Opening price (first Raw_Spread Bid)'")
+        conn.execute("COMMENT ON COLUMN ohlc_1m.High IS 'High price (max Raw_Spread Bid)'")
+        conn.execute("COMMENT ON COLUMN ohlc_1m.Low IS 'Low price (min Raw_Spread Bid)'")
+        conn.execute("COMMENT ON COLUMN ohlc_1m.Close IS 'Closing price (last Raw_Spread Bid)'")
+        conn.execute(
+            "COMMENT ON COLUMN ohlc_1m.raw_spread_avg IS 'Average spread from Raw_Spread variant (NULL if no ticks)'"
+        )
+        conn.execute(
+            "COMMENT ON COLUMN ohlc_1m.standard_spread_avg IS 'Average spread from Standard variant (NULL if no Standard ticks for that minute)'"
+        )
+        conn.execute(
+            "COMMENT ON COLUMN ohlc_1m.tick_count_raw_spread IS 'Number of ticks from Raw_Spread variant (NULL if no ticks)'"
+        )
+        conn.execute(
+            "COMMENT ON COLUMN ohlc_1m.tick_count_standard IS 'Number of ticks from Standard variant (NULL if no Standard ticks for that minute)'"
+        )
+
+        conn.close()
+        return duckdb_path
+
+    def _load_ticks_from_zip(self, zip_path: Path) -> pd.DataFrame:
+        """Load ticks from ZIP file into DataFrame."""
+        with zipfile.ZipFile(zip_path, "r") as zf:
+            csv_name = zip_path.stem + ".csv"
+            with zf.open(csv_name) as csv_file:
+                df = pd.read_csv(
+                    csv_file, usecols=["Timestamp", "Bid", "Ask"], parse_dates=["Timestamp"]
+                )
+
+        # Convert to UTC timezone-aware
+        df["Timestamp"] = pd.to_datetime(df["Timestamp"], utc=True)
+        return df
+
+    def _append_ticks_to_db(self, duckdb_path: Path, df: pd.DataFrame, table_name: str) -> int:
+        """
+        Append ticks to DuckDB table.
+
+        PRIMARY KEY constraint automatically prevents duplicates.
+
+        Returns:
+            Number of rows inserted (may be less than df length if duplicates)
+        """
+        conn = duckdb.connect(str(duckdb_path))
+
+        try:
+            # Get count before insert
+            count_before = conn.execute(f"SELECT COUNT(*) FROM {table_name}").fetchone()[0]
+
+            # Use INSERT OR IGNORE to skip duplicates
+            conn.register("df_temp", df)
+            conn.execute(f"""
+                INSERT OR IGNORE INTO {table_name}
+                SELECT * FROM df_temp
+            """)
+
+            # Get count after insert
+            count_after = conn.execute(f"SELECT COUNT(*) FROM {table_name}").fetchone()[0]
+            rows_inserted = count_after - count_before
+        finally:
+            conn.close()
+
+        return rows_inserted
+
+    def _discover_missing_months(self, pair: str, start_date: str) -> List[Tuple[int, int]]:
+        """
+        Discover which months need to be downloaded.
+
+        Args:
+            pair: Currency pair
+            start_date: Earliest date to consider (YYYY-MM-DD)
+
+        Returns:
+            List of (year, month) tuples to download
+        """
+        duckdb_path = self.base_dir / f"{pair.lower()}.duckdb"
+
+        if not duckdb_path.exists():
+            # No database yet - need full historical download
+            # From start_date to current month
+            from datetime import datetime
+
+            start = datetime.strptime(start_date, "%Y-%m-%d")
+            today = datetime.now()
+
+            months = []
+            current = start
+            while current <= today:
+                months.append((current.year, current.month))
+                # Next month
+                if current.month == 12:
+                    current = current.replace(year=current.year + 1, month=1)
+                else:
+                    current = current.replace(month=current.month + 1)
+
+            return months
+
+        # Query existing coverage
+        conn = duckdb.connect(str(duckdb_path), read_only=True)
+        try:
+            result = conn.execute("""
+                SELECT
+                    DATE_TRUNC('month', MIN(Timestamp)) as earliest,
+                    DATE_TRUNC('month', MAX(Timestamp)) as latest
+                FROM raw_spread_ticks
+            """).fetchone()
+
+            if result and result[0]:
+                # Find gaps in coverage
+                # For now, simple approach: fill from earliest to current
+                # TODO: Implement gap detection within range
+                earliest = pd.to_datetime(result[0])
+                latest = pd.to_datetime(result[1])
+
+                # Need months before earliest or after latest
+                from datetime import datetime
+
+                start = datetime.strptime(start_date, "%Y-%m-%d")
+                today = datetime.now()
+
+                months = []
+
+                # Before earliest
+                current = start
+                while current.year * 100 + current.month < earliest.year * 100 + earliest.month:
+                    months.append((current.year, current.month))
+                    if current.month == 12:
+                        current = current.replace(year=current.year + 1, month=1)
+                    else:
+                        current = current.replace(month=current.month + 1)
+
+                # After latest
+                current = latest
+                if current.month == 12:
+                    current = current.replace(year=current.year + 1, month=1)
+                else:
+                    current = current.replace(month=current.month + 1)
+
+                while current.year * 100 + current.month <= today.year * 100 + today.month:
+                    months.append((current.year, current.month))
+                    if current.month == 12:
+                        current = current.replace(year=current.year + 1, month=1)
+                    else:
+                        current = current.replace(month=current.month + 1)
+
+                return months
+            else:
+                # Empty database
+                from datetime import datetime
+
+                start = datetime.strptime(start_date, "%Y-%m-%d")
+                today = datetime.now()
+
+                months = []
+                current = start
+                while current <= today:
+                    months.append((current.year, current.month))
+                    if current.month == 12:
+                        current = current.replace(year=current.year + 1, month=1)
+                    else:
+                        current = current.replace(month=current.month + 1)
+
+                return months
+        finally:
+            conn.close()
+
+    def update_data(
+        self,
+        pair: str = "EURUSD",
+        start_date: str = "2022-01-01",
+        force_redownload: bool = False,
+        delete_zip: bool = True,
+    ) -> Dict[str, Any]:
+        """
+        Update instrument database with latest data from Exness.
+
+        Workflow:
+        1. Ensure database and schema exist
+        2. Discover missing months
+        3. Download missing months (Raw_Spread + Standard)
+        4. Append ticks to tables (PRIMARY KEY prevents duplicates)
+        5. Regenerate OHLC for new data
+        6. Update metadata
+
+        Args:
+            pair: Currency pair (e.g., "EURUSD")
+            start_date: Earliest date to download (YYYY-MM-DD)
+            force_redownload: Force re-download even if data exists
+            delete_zip: Delete ZIP files after processing
+
+        Returns:
+            Dictionary with update results:
+                - duckdb_path: Path to database file
+                - months_added: Number of months downloaded
+                - raw_ticks_added: Number of Raw_Spread ticks added
+                - standard_ticks_added: Number of Standard ticks added
+                - ohlc_bars: Total OHLC bars after update
+                - duckdb_size_mb: Database file size
+
+        Example:
+            >>> processor = ExnessDataProcessor()
+            >>> # Initial 3-year download
+            >>> result = processor.update_data("EURUSD", start_date="2022-01-01")
+            >>> print(f"Downloaded {result['months_added']} months")
+            >>> # Incremental update (only new months)
+            >>> result = processor.update_data("EURUSD")
+            >>> print(f"Added {result['months_added']} new months")
+        """
+        print(f"\n{'=' * 70}")
+        print(f"Updating {pair} database")
+        print(f"{'=' * 70}")
+
+        # Step 1: Get or create database
+        duckdb_path = self._get_or_create_db(pair)
+        print(f"Database: {duckdb_path}")
+
+        # Step 2: Discover missing months
+        print(f"\nDiscovering missing months (from {start_date})...")
+        missing_months = self._discover_missing_months(pair, start_date)
+        print(f"Found {len(missing_months)} months to download")
+
+        if not missing_months:
+            print("\n✓ Database is up to date")
+            return {
+                "duckdb_path": duckdb_path,
+                "months_added": 0,
+                "raw_ticks_added": 0,
+                "standard_ticks_added": 0,
+                "ohlc_bars": 0,
+                "duckdb_size_mb": duckdb_path.stat().st_size / 1024 / 1024,
+            }
+
+        # Step 3: Download and append ticks
+        raw_ticks_total = 0
+        standard_ticks_total = 0
+        months_success = 0
+
+        for year, month in missing_months:
+            print(f"\n--- Processing {year}-{month:02d} ---")
+
+            # Download Raw_Spread variant
+            raw_zip = self.download_exness_zip(year, month, pair, variant="Raw_Spread")
+            if raw_zip is None:
+                print(f"⚠️  Skipping {year}-{month:02d} (Raw_Spread not available)")
+                continue
+
+            # Download Standard variant
+            std_zip = self.download_exness_zip(year, month, pair, variant="")
+            if std_zip is None:
+                print(f"⚠️  Skipping {year}-{month:02d} (Standard not available)")
+                if delete_zip and raw_zip.exists():
+                    raw_zip.unlink()
+                continue
+
+            # Load ticks
+            df_raw = self._load_ticks_from_zip(raw_zip)
+            df_std = self._load_ticks_from_zip(std_zip)
+
+            # Append to database
+            raw_added = self._append_ticks_to_db(duckdb_path, df_raw, "raw_spread_ticks")
+            std_added = self._append_ticks_to_db(duckdb_path, df_std, "standard_ticks")
+
+            print(f"✓ Added {raw_added:,} Raw_Spread ticks")
+            print(f"✓ Added {std_added:,} Standard ticks")
+
+            raw_ticks_total += raw_added
+            standard_ticks_total += std_added
+            months_success += 1
+
+            # Delete ZIPs
+            if delete_zip:
+                raw_zip.unlink()
+                std_zip.unlink()
+
+        # Step 4: Regenerate OHLC for all new data
+        if months_success > 0:
+            print("\nRegenerating OHLC (Phase7 9-column schema)...")
+            self._regenerate_ohlc(duckdb_path)
+            print("✓ OHLC regenerated")
+
+        # Step 5: Get final stats
+        conn = duckdb.connect(str(duckdb_path), read_only=True)
+        ohlc_bars = conn.execute("SELECT COUNT(*) FROM ohlc_1m").fetchone()[0]
+        conn.close()
+
+        duckdb_size_mb = duckdb_path.stat().st_size / 1024 / 1024
+
+        print(f"\n{'=' * 70}")
+        print("Update Summary")
+        print(f"{'=' * 70}")
+        print(f"Months added:     {months_success}")
+        print(f"Raw_Spread ticks: {raw_ticks_total:,}")
+        print(f"Standard ticks:   {standard_ticks_total:,}")
+        print(f"OHLC bars:        {ohlc_bars:,}")
+        print(f"Database size:    {duckdb_size_mb:.2f} MB")
+
+        return {
+            "duckdb_path": duckdb_path,
+            "months_added": months_success,
+            "raw_ticks_added": raw_ticks_total,
+            "standard_ticks_added": standard_ticks_total,
+            "ohlc_bars": ohlc_bars,
+            "duckdb_size_mb": duckdb_size_mb,
+        }
+
+    def _regenerate_ohlc(self, duckdb_path: Path) -> None:
+        """
+        Regenerate OHLC table with Phase7 9-column schema.
+
+        Uses LEFT JOIN to combine Raw_Spread and Standard variants.
+        """
+        conn = duckdb.connect(str(duckdb_path))
+
+        # Delete existing OHLC data
+        conn.execute("DELETE FROM ohlc_1m")
+
+        # Generate Phase7 9-column OHLC
+        conn.execute("""
+            INSERT INTO ohlc_1m
+            SELECT
+                DATE_TRUNC('minute', r.Timestamp) as Timestamp,
+                FIRST(r.Bid ORDER BY r.Timestamp) as Open,
+                MAX(r.Bid) as High,
+                MIN(r.Bid) as Low,
+                LAST(r.Bid ORDER BY r.Timestamp) as Close,
+                AVG(r.Ask - r.Bid) as raw_spread_avg,
+                AVG(s.Ask - s.Bid) as standard_spread_avg,
+                COUNT(r.Timestamp) as tick_count_raw_spread,
+                COUNT(s.Timestamp) as tick_count_standard
+            FROM raw_spread_ticks r
+            LEFT JOIN standard_ticks s
+                ON DATE_TRUNC('minute', r.Timestamp) = DATE_TRUNC('minute', s.Timestamp)
+            GROUP BY DATE_TRUNC('minute', r.Timestamp)
+            ORDER BY Timestamp
+        """)
+
+        conn.close()
+
+    def query_ticks(
+        self,
+        pair: str = "EURUSD",
+        variant: str = "raw_spread",
+        start_date: Optional[str] = None,
+        end_date: Optional[str] = None,
+        filter_sql: Optional[str] = None,
+    ) -> pd.DataFrame:
+        """
+        Query tick data with optional date range filtering.
+
+        Args:
+            pair: Currency pair
+            variant: "raw_spread" or "standard"
+            start_date: Start date (YYYY-MM-DD), inclusive
+            end_date: End date (YYYY-MM-DD), inclusive
+            filter_sql: Additional SQL WHERE clause
+
+        Returns:
+            DataFrame with tick data
+
+        Example:
+            >>> processor = ExnessDataProcessor()
+            >>> # Query all Raw_Spread ticks for 2024
+            >>> df = processor.query_ticks("EURUSD", start_date="2024-01-01", end_date="2024-12-31")
+            >>> # Query Standard ticks with custom filter
+            >>> df = processor.query_ticks("EURUSD", variant="standard", filter_sql="Bid > 1.10")
+        """
+        duckdb_path = self.base_dir / f"{pair.lower()}.duckdb"
+        if not duckdb_path.exists():
+            raise FileNotFoundError(f"Database not found: {duckdb_path}")
+
+        table_name = "raw_spread_ticks" if variant == "raw_spread" else "standard_ticks"
+
+        where_clauses = []
+        if start_date:
+            where_clauses.append(f"Timestamp >= '{start_date}'")
+        if end_date:
+            where_clauses.append(f"Timestamp <= '{end_date}'")
+        if filter_sql:
+            where_clauses.append(f"({filter_sql})")
+
+        where_sql = " AND ".join(where_clauses) if where_clauses else "1=1"
+
+        conn = duckdb.connect(str(duckdb_path), read_only=True)
+        df = conn.execute(f"""
+            SELECT * FROM {table_name}
+            WHERE {where_sql}
+            ORDER BY Timestamp
+        """).df()
+        conn.close()
+
+        return df
+
+    def query_ohlc(
+        self,
+        pair: str = "EURUSD",
+        timeframe: str = "1m",
+        start_date: Optional[str] = None,
+        end_date: Optional[str] = None,
+    ) -> pd.DataFrame:
+        """
+        Query OHLC data with optional date range filtering and resampling.
+
+        Args:
+            pair: Currency pair
+            timeframe: Timeframe (1m, 5m, 15m, 1h, 4h, 1d)
+            start_date: Start date (YYYY-MM-DD), inclusive
+            end_date: End date (YYYY-MM-DD), inclusive
+
+        Returns:
+            DataFrame with OHLC data (Phase7 9-column schema)
+
+        Example:
+            >>> processor = ExnessDataProcessor()
+            >>> # Query 1m OHLC for January 2024
+            >>> df = processor.query_ohlc("EURUSD", timeframe="1m", start_date="2024-01-01", end_date="2024-01-31")
+            >>> # Query 1h OHLC (on-demand resampling)
+            >>> df = processor.query_ohlc("EURUSD", timeframe="1h", start_date="2024-01-01")
+        """
+        duckdb_path = self.base_dir / f"{pair.lower()}.duckdb"
+
+        if not duckdb_path.exists():
+            raise FileNotFoundError(f"Database not found: {duckdb_path}")
+
+        # Build WHERE clause for date filtering
+        where_clauses = []
+        if start_date:
+            where_clauses.append(f"Timestamp >= '{start_date}'")
+        if end_date:
+            where_clauses.append(f"Timestamp <= '{end_date}'")
+        where_sql = " AND ".join(where_clauses) if where_clauses else "1=1"
+
+        conn = duckdb.connect(str(duckdb_path), read_only=True)
+
+        if timeframe == "1m":
+            df = conn.execute(f"""
+                SELECT * FROM ohlc_1m
+                WHERE {where_sql}
+                ORDER BY Timestamp
+            """).df()
+        else:
+            # Resample to higher timeframes
+            timeframe_config = {
+                "5m": (5, "minute"),
+                "15m": (15, "minute"),
+                "30m": (30, "minute"),
+                "1h": (60, "hour"),
+                "4h": (240, "hour"),
+                "1d": (1440, "day"),
+            }
+
+            if timeframe not in timeframe_config:
+                raise ValueError(f"Unsupported timeframe: {timeframe}")
+
+            minutes, trunc_unit = timeframe_config[timeframe]
+
+            # For hour and day, use DATE_TRUNC directly
+            if trunc_unit in ("hour", "day"):
+                df = conn.execute(f"""
+                    SELECT
+                        DATE_TRUNC('{trunc_unit}', Timestamp) as Timestamp,
+                        FIRST(Open ORDER BY Timestamp) as Open,
+                        MAX(High) as High,
+                        MIN(Low) as Low,
+                        LAST(Close ORDER BY Timestamp) as Close,
+                        AVG(raw_spread_avg) as raw_spread_avg,
+                        AVG(standard_spread_avg) as standard_spread_avg,
+                        SUM(tick_count_raw_spread) as tick_count_raw_spread,
+                        SUM(tick_count_standard) as tick_count_standard
+                    FROM ohlc_1m
+                    WHERE {where_sql}
+                    GROUP BY DATE_TRUNC('{trunc_unit}', Timestamp)
+                    ORDER BY Timestamp
+                """).df()
+            else:
+                # For sub-hour intervals, use time bucketing
+                df = conn.execute(f"""
+                    SELECT
+                        TIME_BUCKET(INTERVAL '{minutes} minutes', Timestamp) as Timestamp,
+                        FIRST(Open ORDER BY Timestamp) as Open,
+                        MAX(High) as High,
+                        MIN(Low) as Low,
+                        LAST(Close ORDER BY Timestamp) as Close,
+                        AVG(raw_spread_avg) as raw_spread_avg,
+                        AVG(standard_spread_avg) as standard_spread_avg,
+                        SUM(tick_count_raw_spread) as tick_count_raw_spread,
+                        SUM(tick_count_standard) as tick_count_standard
+                    FROM ohlc_1m
+                    WHERE {where_sql}
+                    GROUP BY TIME_BUCKET(INTERVAL '{minutes} minutes', Timestamp)
+                    ORDER BY Timestamp
+                """).df()
+
+        conn.close()
+        return df
+
+    def add_schema_comments(self, pair: str = "EURUSD") -> bool:
+        """
+        Add or update COMMENT ON statements to existing database.
+
+        This method is idempotent - it can be run multiple times safely.
+        Use this to retrofit self-documentation to existing databases.
+
+        Args:
+            pair: Currency pair
+
+        Returns:
+            True if successful, False if database doesn't exist
+
+        Example:
+            >>> processor = ExnessDataProcessor()
+            >>> # Add comments to existing database
+            >>> processor.add_schema_comments("EURUSD")
+            >>> # Verify comments were added
+            >>> conn = duckdb.connect("~/eon/exness-data/eurusd.duckdb", read_only=True)
+            >>> result = conn.execute("SELECT table_name, comment FROM duckdb_tables()").df()
+            >>> print(result)
+        """
+        duckdb_path = self.base_dir / f"{pair.lower()}.duckdb"
+
+        if not duckdb_path.exists():
+            print(f"Database not found: {duckdb_path}")
+            return False
+
+        print(f"Adding schema comments to: {duckdb_path}")
+        conn = duckdb.connect(str(duckdb_path))
+
+        # Add table and column comments for raw_spread_ticks
+        conn.execute("""
+            COMMENT ON TABLE raw_spread_ticks IS
+            'Exness Raw_Spread variant (execution prices, ~98% zero-spreads).
+             Data source: https://ticks.ex2archive.com/ticks/{SYMBOL}_Raw_Spread/{YEAR}/{MONTH}/'
+        """)
+        conn.execute(
+            "COMMENT ON COLUMN raw_spread_ticks.Timestamp IS 'Microsecond-precision tick timestamp (UTC)'"
+        )
+        conn.execute("COMMENT ON COLUMN raw_spread_ticks.Bid IS 'Bid price (execution price)'")
+        conn.execute("COMMENT ON COLUMN raw_spread_ticks.Ask IS 'Ask price (execution price)'")
+
+        # Add table and column comments for standard_ticks
+        conn.execute("""
+            COMMENT ON TABLE standard_ticks IS
+            'Exness Standard variant (traditional quotes, 0% zero-spreads, always Bid < Ask).
+             Data source: https://ticks.ex2archive.com/ticks/{SYMBOL}/{YEAR}/{MONTH}/'
+        """)
+        conn.execute(
+            "COMMENT ON COLUMN standard_ticks.Timestamp IS 'Microsecond-precision tick timestamp (UTC)'"
+        )
+        conn.execute("COMMENT ON COLUMN standard_ticks.Bid IS 'Bid price (always < Ask)'")
+        conn.execute("COMMENT ON COLUMN standard_ticks.Ask IS 'Ask price (always > Bid)'")
+
+        # Add table and column comments for metadata
+        conn.execute("""
+            COMMENT ON TABLE metadata IS
+            'Database coverage tracking and statistics (earliest/latest dates, tick counts, etc.)'
+        """)
+        conn.execute(
+            "COMMENT ON COLUMN metadata.key IS 'Metadata key identifier (e.g., earliest_date, latest_date)'"
+        )
+        conn.execute("COMMENT ON COLUMN metadata.value IS 'Metadata value (string representation)'")
+        conn.execute("COMMENT ON COLUMN metadata.updated_at IS 'Last update timestamp'")
+
+        # Add table and column comments for ohlc_1m
+        conn.execute("""
+            COMMENT ON TABLE ohlc_1m IS
+            'Phase7 v1.1.0 1-minute OHLC bars (BID-only from Raw_Spread, dual-variant spreads and tick counts).
+             OHLC Source: Raw_Spread BID prices. Spreads: Dual-variant (Raw_Spread + Standard).'
+        """)
+        conn.execute("COMMENT ON COLUMN ohlc_1m.Timestamp IS 'Minute-aligned bar timestamp'")
+        conn.execute("COMMENT ON COLUMN ohlc_1m.Open IS 'Opening price (first Raw_Spread Bid)'")
+        conn.execute("COMMENT ON COLUMN ohlc_1m.High IS 'High price (max Raw_Spread Bid)'")
+        conn.execute("COMMENT ON COLUMN ohlc_1m.Low IS 'Low price (min Raw_Spread Bid)'")
+        conn.execute("COMMENT ON COLUMN ohlc_1m.Close IS 'Closing price (last Raw_Spread Bid)'")
+        conn.execute(
+            "COMMENT ON COLUMN ohlc_1m.raw_spread_avg IS 'Average spread from Raw_Spread variant (NULL if no ticks)'"
+        )
+        conn.execute(
+            "COMMENT ON COLUMN ohlc_1m.standard_spread_avg IS 'Average spread from Standard variant (NULL if no Standard ticks for that minute)'"
+        )
+        conn.execute(
+            "COMMENT ON COLUMN ohlc_1m.tick_count_raw_spread IS 'Number of ticks from Raw_Spread variant (NULL if no ticks)'"
+        )
+        conn.execute(
+            "COMMENT ON COLUMN ohlc_1m.tick_count_standard IS 'Number of ticks from Standard variant (NULL if no Standard ticks for that minute)'"
+        )
+
+        conn.close()
+        print(f"✓ Schema comments added to {pair}")
+        return True
+
+    def add_schema_comments_all(self) -> Dict[str, bool]:
+        """
+        Add schema comments to all DuckDB files in base_dir.
+
+        Returns:
+            Dictionary mapping pair names to success status
+
+        Example:
+            >>> processor = ExnessDataProcessor()
+            >>> results = processor.add_schema_comments_all()
+            >>> print(f"Updated {sum(results.values())} databases")
+        """
+        results = {}
+
+        # Find all .duckdb files
+        for db_path in self.base_dir.glob("*.duckdb"):
+            pair = db_path.stem.upper()
+            results[pair] = self.add_schema_comments(pair)
+
+        return results
+
+    def get_data_coverage(self, pair: str = "EURUSD") -> Dict[str, Any]:
+        """
+        Get data coverage information for an instrument.
+
+        Args:
+            pair: Currency pair
+
+        Returns:
+            Dictionary with coverage information:
+                - database_exists: Whether database file exists
+                - duckdb_path: Path to database file
+                - duckdb_size_mb: Database file size
+                - raw_spread_ticks: Number of Raw_Spread ticks
+                - standard_ticks: Number of Standard ticks
+                - ohlc_bars: Number of 1m OHLC bars
+                - earliest_date: Earliest tick timestamp
+                - latest_date: Latest tick timestamp
+                - date_range_days: Number of days covered
+
+        Example:
+            >>> processor = ExnessDataProcessor()
+            >>> coverage = processor.get_data_coverage("EURUSD")
+            >>> print(f"Coverage: {coverage['earliest_date']} to {coverage['latest_date']}")
+            >>> print(f"Total: {coverage['raw_spread_ticks']:,} ticks")
+        """
+        duckdb_path = self.base_dir / f"{pair.lower()}.duckdb"
+
+        if not duckdb_path.exists():
+            return {
+                "database_exists": False,
+                "duckdb_path": str(duckdb_path),
+                "duckdb_size_mb": 0,
+                "raw_spread_ticks": 0,
+                "standard_ticks": 0,
+                "ohlc_bars": 0,
+                "earliest_date": None,
+                "latest_date": None,
+                "date_range_days": 0,
+            }
+
+        conn = duckdb.connect(str(duckdb_path), read_only=True)
+
+        # Get counts
+        raw_count = conn.execute("SELECT COUNT(*) FROM raw_spread_ticks").fetchone()[0]
+        std_count = conn.execute("SELECT COUNT(*) FROM standard_ticks").fetchone()[0]
+        ohlc_count = conn.execute("SELECT COUNT(*) FROM ohlc_1m").fetchone()[0]
+
+        # Get date range
+        result = conn.execute("""
+            SELECT
+                MIN(Timestamp) as earliest,
+                MAX(Timestamp) as latest
+            FROM raw_spread_ticks
+        """).fetchone()
+
+        conn.close()
+
+        if result and result[0]:
+            earliest = pd.to_datetime(result[0])
+            latest = pd.to_datetime(result[1])
+            date_range_days = (latest - earliest).days
+        else:
+            earliest = None
+            latest = None
+            date_range_days = 0
+
+        return {
+            "database_exists": True,
+            "duckdb_path": str(duckdb_path),
+            "duckdb_size_mb": duckdb_path.stat().st_size / 1024 / 1024,
+            "raw_spread_ticks": raw_count,
+            "standard_ticks": std_count,
+            "ohlc_bars": ohlc_count,
+            "earliest_date": str(earliest) if earliest else None,
+            "latest_date": str(latest) if latest else None,
+            "date_range_days": date_range_days,
+        }