finbase 0.1.1__tar.gz

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  1. finbase-0.1.1/CHANGELOG.md +110 -0
  2. finbase-0.1.1/CLAUDE.md +631 -0
  3. finbase-0.1.1/LICENSE +21 -0
  4. finbase-0.1.1/MANIFEST.in +31 -0
  5. finbase-0.1.1/PKG-INFO +344 -0
  6. finbase-0.1.1/README.md +303 -0
  7. finbase-0.1.1/data/index_configs/dax.json +30 -0
  8. finbase-0.1.1/data/index_configs/dow30.json +31 -0
  9. finbase-0.1.1/data/index_configs/ftse100.json +18 -0
  10. finbase-0.1.1/data/index_configs/ndx.json +32 -0
  11. finbase-0.1.1/data/index_configs/sp500.json +36 -0
  12. finbase-0.1.1/data/risk_factor_groups/equities/indices.json +81 -0
  13. finbase-0.1.1/data/risk_factor_groups/equities/sp500_top100.json +31 -0
  14. finbase-0.1.1/environment.yml +19 -0
  15. finbase-0.1.1/pyproject.toml +82 -0
  16. finbase-0.1.1/requirements.txt +8 -0
  17. finbase-0.1.1/setup.cfg +4 -0
  18. finbase-0.1.1/setup.py +63 -0
  19. finbase-0.1.1/src/finbase/__init__.py +15 -0
  20. finbase-0.1.1/src/finbase/client/__init__.py +10 -0
  21. finbase-0.1.1/src/finbase/client/client.py +627 -0
  22. finbase-0.1.1/src/finbase/config/__init__.py +5 -0
  23. finbase-0.1.1/src/finbase/config/settings.py +214 -0
  24. finbase-0.1.1/src/finbase/config/user_config.py +207 -0
  25. finbase-0.1.1/src/finbase/dashboard/__init__.py +5 -0
  26. finbase-0.1.1/src/finbase/dashboard/data_service.py +321 -0
  27. finbase-0.1.1/src/finbase/data/__init__.py +0 -0
  28. finbase-0.1.1/src/finbase/data/database/__init__.py +5 -0
  29. finbase-0.1.1/src/finbase/data/database/index_db.py +470 -0
  30. finbase-0.1.1/src/finbase/data/database/schema.py +126 -0
  31. finbase-0.1.1/src/finbase/data/database/timeseries_db.py +526 -0
  32. finbase-0.1.1/src/finbase/data/index_updater.py +234 -0
  33. finbase-0.1.1/src/finbase/data/loaders/__init__.py +5 -0
  34. finbase-0.1.1/src/finbase/data/loaders/equity_loader.py +360 -0
  35. finbase-0.1.1/src/finbase/data/parsers/__init__.py +11 -0
  36. finbase-0.1.1/src/finbase/data/parsers/sp500_wikipedia.py +364 -0
  37. finbase-0.1.1/src/finbase/data/parsers/wikipedia_index_parser.py +321 -0
  38. finbase-0.1.1/src/finbase/data/risk_factor_groups/__init__.py +6 -0
  39. finbase-0.1.1/src/finbase/data/risk_factor_groups/base_group.py +104 -0
  40. finbase-0.1.1/src/finbase/data/risk_factor_groups/equity_group.py +208 -0
  41. finbase-0.1.1/src/finbase/data/validators/__init__.py +5 -0
  42. finbase-0.1.1/src/finbase/data/validators/timeseries_validator.py +206 -0
  43. finbase-0.1.1/src/finbase/utils/__init__.py +1 -0
  44. finbase-0.1.1/src/finbase/utils/logging.py +139 -0
  45. finbase-0.1.1/src/finbase.egg-info/PKG-INFO +344 -0
  46. finbase-0.1.1/src/finbase.egg-info/SOURCES.txt +51 -0
  47. finbase-0.1.1/src/finbase.egg-info/dependency_links.txt +1 -0
  48. finbase-0.1.1/src/finbase.egg-info/requires.txt +16 -0
  49. finbase-0.1.1/src/finbase.egg-info/top_level.txt +2 -0
  50. finbase-0.1.1/tests/test_client.py +711 -0
  51. finbase-0.1.1/tests/test_sp500_parser.py +341 -0
  52. finbase-0.1.1/tests/test_timeseries_db.py +390 -0
  53. finbase-0.1.1/tests/test_user_config.py +373 -0
finbase-0.1.1/CHANGELOG.md ADDED
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+ # Changelog
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+
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+ All notable changes to this project will be documented in this file.
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+
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+ ## [0.1.1] - 2026-04-10
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+
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+ ### Changed
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+ - **Project renamed from findata to finbase** for PyPI availability
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+ - Package: `findata` → `finbase`
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+ - Config: `~/.findatarc` → `~/.finbaserc`, `~/.findata/` → `~/.finbase/`
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+ - Env vars: `FINDATA_*` → `FINBASE_*`
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+
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+ ### Fixed
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+ - **DataClient.get_data() N+1 query**: queries all symbols at once per column instead of one DB call per symbol×column combination
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+ - **IndexDB connection bypass**: now uses the injected TimeSeriesDB connection instead of opening independent sqlite3 connections per method call
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+ - **Silent data loss in DataClient.get_data()**: unexpected errors now propagate to the caller instead of being silently swallowed; only DatabaseError (no data found) is handled gracefully
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+
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+ ---
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+
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+ ## [0.1.0] - 2025-12-09
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+
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+ ### Added
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+ - **Core Database System**
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+ - SQLite-based time series database with schema for risk factors and OHLCV data
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+ - Support for multiple asset classes (equity, fx, rates, commodities)
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+ - User space configuration (~/.finbase/timeseries.db, ~/.finbaserc)
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+ - Database audit trail with data_updates table
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+
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+ - **Index Management**
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+ - Wikipedia-based index constituent extraction
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+ - Support for 5 major indices: SP500 (503), DOW30 (30), NDX (101), FTSE100 (100), DAX (41)
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+ - Temporal tracking of index composition (slowly changing dimension pattern)
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+ - Automatic change detection and logging
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+ - Config-driven parser for easy addition of new indices
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+
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+ - **Data Loading**
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+ - YFinance integration with rate limiting (5s/symbol, 30s/batch)
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+ - Smart loading: automatic skip of existing data
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+ - Bulk loading by index constituents
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+ - Incremental and resumable loading
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+ - Support for US, UK, and German markets
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+
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+ - **DataClient API**
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+ - Clean API for external projects (e.g., tsgen)
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+ - Support for long and wide format data
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+ - Convenience methods: get_closes(), get_latest(), get_all()
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+ - Discovery methods: list_symbols(), search_symbols(), get_symbol_info()
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+ - Bulk retrieval by asset class, sector, or index
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+ - Index constituent queries with historical point-in-time support
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+
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+ - **Risk Factor Groups**
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+ - JSON-based group definitions
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+ - Support for equities with sector filtering
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+ - Market cap sorting and subsetting
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+ - Built-in groups: major indices, SP500 top companies
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+
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+ - **Dashboard** (Optional)
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+ - Streamlit-based web dashboard for data exploration
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+ - Interactive charts with Plotly
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+ - Database statistics and symbol search
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+ - Multi-symbol comparison
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+
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+ - **Documentation**
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+ - Quick start guides for common workflows
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+ - API examples and usage patterns
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+
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+ ### Features
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+ - **Configuration Management**: User-space configuration with ~/.finbaserc
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+ - **Multi-Source Support**: Track data provenance with data_source field
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+ - **Validation**: Input validation and data quality checks
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+ - **Logging**: Comprehensive logging with structured output
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+ - **Testing**: Unit tests for core functionality
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+ - **Error Handling**: Graceful error handling with retries and reporting
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+
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+ ### Technical Details
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+ - Python 3.12 required
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+ - SQLite for data storage (<1M records)
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+ - Pandas for data manipulation
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+ - YFinance for market data
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+ - Conda and pip installation support
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+
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+ ### Breaking Changes
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+ None (initial release)
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+
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+ ### Known Limitations
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+ - YFinance rate limits require conservative loading (10-100 symbols recommended per session)
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+ - SQLite performance degrades >1M records (future: migrate to DuckDB)
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+ - Currently supports daily frequency only
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+ - Index historical changes not fully tracked yet (planned for future release)
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+
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+ ### Dependencies
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+ - Core: yfinance, pandas, numpy, lxml, beautifulsoup4, requests, pyyaml
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+ - Development: pytest, pytest-cov
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+ - Dashboard: streamlit, plotly
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+
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+ ### Installation
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+ ```bash
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+ # From source
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+ git clone https://github.com/yourusername/finbase.git
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+ cd finbase
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+ pip install -e .
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+
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+ # With conda
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+ conda env create -f environment.yml
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+ conda activate finbase
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+ ```
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+
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+ ---
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+
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+ [0.1.0]: https://github.com/yourusername/finbase/releases/tag/v0.1.0