flowbars 0.1.0__py3-none-any.whl

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Files changed (46) hide show
  1. flowbars/__init__.py +163 -0
  2. flowbars/_version.py +8 -0
  3. flowbars/adapters/__init__.py +29 -0
  4. flowbars/adapters/polars.py +1115 -0
  5. flowbars/bars/__init__.py +3 -0
  6. flowbars/bars/accumulators.py +731 -0
  7. flowbars/bars/constructor.py +1254 -0
  8. flowbars/bars/information/__init__.py +41 -0
  9. flowbars/bars/information/imbalance_dollar_bars.py +200 -0
  10. flowbars/bars/information/imbalance_tick_bars.py +206 -0
  11. flowbars/bars/information/imbalance_volume_bars.py +200 -0
  12. flowbars/bars/information/run_dollar_bars.py +225 -0
  13. flowbars/bars/information/run_tick_bars.py +231 -0
  14. flowbars/bars/information/run_volume_bars.py +225 -0
  15. flowbars/bars/minute/__init__.py +99 -0
  16. flowbars/bars/minute/accumulators.py +303 -0
  17. flowbars/bars/minute/engine.py +244 -0
  18. flowbars/bars/minute/information.py +622 -0
  19. flowbars/bars/minute/numba.py +1043 -0
  20. flowbars/bars/minute/registry.py +22 -0
  21. flowbars/bars/minute/standard.py +261 -0
  22. flowbars/bars/minute/structural.py +474 -0
  23. flowbars/bars/numba_backend.py +1227 -0
  24. flowbars/bars/output.py +106 -0
  25. flowbars/bars/registry.py +47 -0
  26. flowbars/bars/spec.py +367 -0
  27. flowbars/bars/standard/__init__.py +17 -0
  28. flowbars/bars/standard/dollar_bars.py +168 -0
  29. flowbars/bars/standard/tick_bars.py +166 -0
  30. flowbars/bars/standard/time_bars.py +192 -0
  31. flowbars/bars/standard/volume_bars.py +168 -0
  32. flowbars/benchmarks.py +420 -0
  33. flowbars/calendars.py +368 -0
  34. flowbars/core.py +109 -0
  35. flowbars/py.typed +0 -0
  36. flowbars/quality.py +393 -0
  37. flowbars/sample_data/__init__.py +28 -0
  38. flowbars/sample_data/tick_data.csv +501 -0
  39. flowbars/schema.py +476 -0
  40. flowbars/thresholds.py +1167 -0
  41. flowbars/tick_rule.py +89 -0
  42. flowbars-0.1.0.dist-info/METADATA +650 -0
  43. flowbars-0.1.0.dist-info/RECORD +46 -0
  44. flowbars-0.1.0.dist-info/WHEEL +5 -0
  45. flowbars-0.1.0.dist-info/licenses/LICENSE +21 -0
  46. flowbars-0.1.0.dist-info/top_level.txt +1 -0
flowbars/bars/__init__.py ADDED
@@ -0,0 +1,3 @@
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+ """Bar type modules. Each bar type lives in its own submodule and registers
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+ itself via the BarRegistry.
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+ """