hiveq-sdk 0.3.7__tar.gz

hiveq_sdk-0.3.7/LICENSE

@@ -0,0 +1,201 @@
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hiveq_sdk-0.3.7/MANIFEST.in

@@ -0,0 +1,4 @@
+# Canonical docs must ride along in the sdist so wheels built from it
+# can bundle them (see setup.py).
+recursive-include docs *.txt
+recursive-include docs *.md

hiveq_sdk-0.3.7/PKG-INFO

@@ -0,0 +1,228 @@
+Metadata-Version: 2.4
+Name: hiveq-sdk
+Version: 0.3.7
+Summary: Thin HiveQ Flow client SDK — author strategies and deploy backtests to the HiveQ platform. Ships type stubs + the deploy/observe client only (no engine).
+Author: HiveQ
+License-Expression: Apache-2.0
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Requires-Python: >=3.11
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas>=2.3.2
+Requires-Dist: colorlog==6.9.0
+Requires-Dist: requests>=2.25.0
+Requires-Dist: cloudpickle>=2.0.0
+Requires-Dist: tqdm>=4.0.0
+Requires-Dist: quantstats>=0.0.62
+Requires-Dist: matplotlib>=3.5.0
+Requires-Dist: weasyprint>=60
+Provides-Extra: dev
+Requires-Dist: pytest; extra == "dev"
+Requires-Dist: mypy; extra == "dev"
+Requires-Dist: build; extra == "dev"
+Requires-Dist: twine; extra == "dev"
+Dynamic: license-file
+
+# HiveQ SDK
+
+**Institutional-grade quantitative trading and backtesting — in a few lines of Python.**
+
+HiveQ is the platform that has executed billions of dollars in trades across
+equities, futures, and options over years of live operation. The HiveQ SDK puts
+that same engine behind a single Python import: you write a strategy on your
+machine, and HiveQ runs it on its platform — sourcing the market data, simulating
+execution against real market microstructure, and handing you back a full
+performance report.
+
+```bash
+pip install hiveq-sdk
+```
+
+Optional one-time sign-in, useful before direct data-driver work:
+
+```bash
+hiveq login
+```
+
+Backtests trigger the same browser sign-in automatically on first use. To find
+the docs bundled inside the installed wheel:
+
+```bash
+hiveq docs
+```
+
+List the datasets and schemas available to your account:
+
+```bash
+hiveq datasets
+hiveq datasets fields HIVEQ_US_EQ bars_1m
+hiveq datasets sample HIVEQ_US_EQ bars_1m --limit 5
+hiveq datasets sample HIVEQ_US_EQ bars_1m --filters '{"symbol":"AAPL"}' --start 2026-06-01 --end 2026-06-01
+```
+
+The sample command derives a small valid symbol/date window from metadata when
+you do not pass filters. Use `--filters`, `--start`, and `--end` when you want a
+specific slice.
+
+You write the *what* (your trading logic). The platform handles the *how* — data,
+execution, settlement, analytics, and scale.
+
+## Why HiveQ
+
+- **A simulator built to mirror production.** Backtests run on a robust
+  execution simulator that tracks real production order flow closely, so what you
+  validate in research behaves like it will in live — no rewrite to go from
+  research to live.
+- **Every run is tracked and versioned.** Strategy code and config changes are
+  captured and versioned per run, so a backtest that performed well is always
+  reproducible — go back, inspect the exact code and configuration behind it, and
+  build from there.
+- **Realistic execution, not fills-at-close.** Orders clear against real market
+  microstructure: tick-level data, exchange session windows, opening/closing
+  auctions routed to the primary exchange, per-asset fee models, slippage, and
+  tick-size rounding. What you see in a backtest is what you'd get.
+- **Built-in execution algorithms.** Work orders with production execution
+  algos — POV, TWAP, and market-on-open / market-on-close auctions — the same
+  ones used in live trading, not approximations.
+- **Multi-asset and multi-strategy.** Equities, futures (including continuous
+  contracts with automatic rollover), and options (down to 0DTE) — trade them
+  together, run a portfolio of strategies in one backtest.
+- **Research → live in one click.** The strategy you backtest runs unchanged in
+  live and paper trading — same code, just a live config. Promote a validated
+  backtest to a live or paper simulation from the HiveQ platform with a single
+  click; no rewrite, no redeploy dance.
+- **Institutional analytics out of the box.** Performance reports, positions and
+  trades over time, daily P&L, transaction-cost analysis (TCA), realtime metrics,
+  and exportable PDF tearsheets.
+- **Nothing to manage.** No clusters to provision, no engine to install — even
+  your API key is generated for you. The platform fetches data and runs the
+  compute; you just write strategies.
+- **Run your own scripts — on a schedule, no dev help.** Beyond strategies, run
+  arbitrary Python on the platform as a job: compute signals, scores, or any
+  derived calculation your trading depends on, and publish them as a dataset your
+  strategies subscribe to. Configure a script to run on a schedule (e.g. nightly
+  or pre-open) so fresh signals are ready before the session — you manage these
+  end-to-end yourself, no engineering team in the loop.
+- **A reusable, versioned function registry.** Push a Python function once and
+  reference it by name and version from any strategy or script. Indicators,
+  signal models, and shared utilities live in one place, versioned — so research
+  reuses production logic instead of re-implementing it, and you can roll forward
+  or back with confidence.
+- **Bring your own data.** Upload custom datasets to the platform and reference
+  them from strategies the same way you reference market data.
+- **One console for everything.** The HiveQ platform gives you a single place to
+  track and manage all your work — backtests, live simulations, and your own
+  scheduled scripts — with their results, logs, and versioned history side by
+  side.
+- **An AI-native platform.** HiveQ ships with an AI assistant fine-tuned for the
+  platform — author and refine strategies, explain results, and build signals in
+  natural language, with an assistant that already knows the HiveQ API.
+
+## How it feels to use
+
+A strategy is a plain Python class with one method per event. Subscribe to data
+in `on_start`, react to it as it arrives, and place orders through the `ctx`
+handle that every callback receives.
+
+```python
+import hiveq.flow as hf
+from hiveq.flow import StrategyConfig, AssetType
+
+class BuyAndHold:
+    def __init__(self):
+        self.bought = False
+
+    def on_start(self, ctx, event):
+        ctx.subscribe_bars(ctx.strategy_config.symbols,
+                           asset_type=AssetType.EQUITY, interval='1m')
+
+    def on_bar(self, ctx, event):
+        bar = event.data()
+        if not self.bought and ctx.is_flat(bar.symbol):
+            ctx.buy_order(bar.symbol, quantity=100)
+            self.bought = True
+
+run = hf.run_backtest(
+    strategy_configs=[StrategyConfig(name='BuyAndHold', type='BuyAndHold')],
+    symbols=['AAPL'],
+    start_date='2025-08-01',
+    end_date='2025-08-31',
+)
+
+run.wait()   # deploy returns immediately — this blocks with a live progress bar
+print(run.report().return_stats.to_string())
+```
+
+Run it like any script:
+
+```bash
+python my_strategy.py
+```
+
+That's the whole loop: author locally, call `run_backtest`, and the platform
+deploys your strategy, runs it on the engine, and returns a **run handle** for
+inspecting results.
+
+## You get back a full performance report
+
+`run_backtest` returns a `Run` — the single handle for everything the strategy
+produced:
+
+```python
+run.report()          # full performance report (returns, drawdown, ratios)
+run.positions()        # positions over time   (DataFrame)
+run.trades()           # executed trades        (DataFrame)
+run.daily_returns()    # daily P&L              (DataFrame)
+run.logs()             # execution logs
+```
+
+The same handle works for any past run — `hf.get_run(run_id)` reattaches to it.
+
+## The strategy model
+
+- **One class, callback methods.** Implement the events you care about —
+  `on_start`, `on_bar`, `on_trade`, `on_order`, `on_position`, `on_timer`, and
+  more. `StrategyConfig.type` is just the class name as a string.
+- **Subscribe in `on_start`.** Call `ctx.subscribe_bars(...)` (and friends)
+  there so your data is registered before the run begins.
+- **Place orders through `ctx`.** Market, limit, and stop orders, brackets,
+  modify/cancel, plus production execution algorithms (POV, TWAP, auctions).
+- **Everything flows through events.** Each callback receives an `event`; call
+  `event.data()` for the bar, trade, order, or position that triggered it.
+
+## Supported markets
+
+Equities, futures (including continuous contracts with automatic rollover),
+and options — plus your own custom data feeds, all tradable in one backtest.
+
+## Learn more
+
+- **[`examples/`](examples/)** — complete, runnable strategies: intraday
+  momentum, bracket orders, pairs trading, 0DTE options, futures sessions,
+  scheduled timers, custom data, and more.
+- **[`docs/llms.txt`](docs/llms.txt)** — the complete API
+  reference in a **single file**: every callback, order type, execution
+  algorithm, and result accessor, with the dataset/schema catalog as an
+  appendix (use `hiveq datasets` for the live catalog from HiveQ metadata).
+  It always matches the SDK release (the version is stated in its header),
+  and a copy ships inside the wheel — `hiveq docs` prints the installed path.
+- **[`docs/data_driver/llms.txt`](docs/data_driver/llms.txt)**
+  — reference for the separate data-driver config DSL (`hiveq.driver`); Part II
+  of the same file covers the underlying `hiveq_data` SDK client.
+
+### How to read the docs
+
+Each reference is one plain-markdown file (`llms.txt`) sized to be loaded in a
+single read (~31k tokens for the flow spec). This applies whether you're a
+human, Claude, Codex, Kimi, or any other agent reading this repo — there is no
+special tooling involved:
+
+1. Load the whole file in **one** read — one read is cheap; dozens of
+   fragmented reads of the same content are not.
+2. For a targeted question, jump straight to a section: search for a line
+   starting `## N.` — prose cross-references use `§N` (`§A.N` for the data
+   appendix, `§II.N` for the driver file's Part II).
+3. Read §0 (hard rules) of the flow spec at least once per session — it's
+   short and every other section assumes you've read it.

hiveq_sdk-0.3.7/README.md

@@ -0,0 +1,201 @@
+# HiveQ SDK
+
+**Institutional-grade quantitative trading and backtesting — in a few lines of Python.**
+
+HiveQ is the platform that has executed billions of dollars in trades across
+equities, futures, and options over years of live operation. The HiveQ SDK puts
+that same engine behind a single Python import: you write a strategy on your
+machine, and HiveQ runs it on its platform — sourcing the market data, simulating
+execution against real market microstructure, and handing you back a full
+performance report.
+
+```bash
+pip install hiveq-sdk
+```
+
+Optional one-time sign-in, useful before direct data-driver work:
+
+```bash
+hiveq login
+```
+
+Backtests trigger the same browser sign-in automatically on first use. To find
+the docs bundled inside the installed wheel:
+
+```bash
+hiveq docs
+```
+
+List the datasets and schemas available to your account:
+
+```bash
+hiveq datasets
+hiveq datasets fields HIVEQ_US_EQ bars_1m
+hiveq datasets sample HIVEQ_US_EQ bars_1m --limit 5
+hiveq datasets sample HIVEQ_US_EQ bars_1m --filters '{"symbol":"AAPL"}' --start 2026-06-01 --end 2026-06-01
+```
+
+The sample command derives a small valid symbol/date window from metadata when
+you do not pass filters. Use `--filters`, `--start`, and `--end` when you want a
+specific slice.
+
+You write the *what* (your trading logic). The platform handles the *how* — data,
+execution, settlement, analytics, and scale.
+
+## Why HiveQ
+
+- **A simulator built to mirror production.** Backtests run on a robust
+  execution simulator that tracks real production order flow closely, so what you
+  validate in research behaves like it will in live — no rewrite to go from
+  research to live.
+- **Every run is tracked and versioned.** Strategy code and config changes are
+  captured and versioned per run, so a backtest that performed well is always
+  reproducible — go back, inspect the exact code and configuration behind it, and
+  build from there.
+- **Realistic execution, not fills-at-close.** Orders clear against real market
+  microstructure: tick-level data, exchange session windows, opening/closing
+  auctions routed to the primary exchange, per-asset fee models, slippage, and
+  tick-size rounding. What you see in a backtest is what you'd get.
+- **Built-in execution algorithms.** Work orders with production execution
+  algos — POV, TWAP, and market-on-open / market-on-close auctions — the same
+  ones used in live trading, not approximations.
+- **Multi-asset and multi-strategy.** Equities, futures (including continuous
+  contracts with automatic rollover), and options (down to 0DTE) — trade them
+  together, run a portfolio of strategies in one backtest.
+- **Research → live in one click.** The strategy you backtest runs unchanged in
+  live and paper trading — same code, just a live config. Promote a validated
+  backtest to a live or paper simulation from the HiveQ platform with a single
+  click; no rewrite, no redeploy dance.
+- **Institutional analytics out of the box.** Performance reports, positions and
+  trades over time, daily P&L, transaction-cost analysis (TCA), realtime metrics,
+  and exportable PDF tearsheets.
+- **Nothing to manage.** No clusters to provision, no engine to install — even
+  your API key is generated for you. The platform fetches data and runs the
+  compute; you just write strategies.
+- **Run your own scripts — on a schedule, no dev help.** Beyond strategies, run
+  arbitrary Python on the platform as a job: compute signals, scores, or any
+  derived calculation your trading depends on, and publish them as a dataset your
+  strategies subscribe to. Configure a script to run on a schedule (e.g. nightly
+  or pre-open) so fresh signals are ready before the session — you manage these
+  end-to-end yourself, no engineering team in the loop.
+- **A reusable, versioned function registry.** Push a Python function once and
+  reference it by name and version from any strategy or script. Indicators,
+  signal models, and shared utilities live in one place, versioned — so research
+  reuses production logic instead of re-implementing it, and you can roll forward
+  or back with confidence.
+- **Bring your own data.** Upload custom datasets to the platform and reference
+  them from strategies the same way you reference market data.
+- **One console for everything.** The HiveQ platform gives you a single place to
+  track and manage all your work — backtests, live simulations, and your own
+  scheduled scripts — with their results, logs, and versioned history side by
+  side.
+- **An AI-native platform.** HiveQ ships with an AI assistant fine-tuned for the
+  platform — author and refine strategies, explain results, and build signals in
+  natural language, with an assistant that already knows the HiveQ API.
+
+## How it feels to use
+
+A strategy is a plain Python class with one method per event. Subscribe to data
+in `on_start`, react to it as it arrives, and place orders through the `ctx`
+handle that every callback receives.
+
+```python
+import hiveq.flow as hf
+from hiveq.flow import StrategyConfig, AssetType
+
+class BuyAndHold:
+    def __init__(self):
+        self.bought = False
+
+    def on_start(self, ctx, event):
+        ctx.subscribe_bars(ctx.strategy_config.symbols,
+                           asset_type=AssetType.EQUITY, interval='1m')
+
+    def on_bar(self, ctx, event):
+        bar = event.data()
+        if not self.bought and ctx.is_flat(bar.symbol):
+            ctx.buy_order(bar.symbol, quantity=100)
+            self.bought = True
+
+run = hf.run_backtest(
+    strategy_configs=[StrategyConfig(name='BuyAndHold', type='BuyAndHold')],
+    symbols=['AAPL'],
+    start_date='2025-08-01',
+    end_date='2025-08-31',
+)
+
+run.wait()   # deploy returns immediately — this blocks with a live progress bar
+print(run.report().return_stats.to_string())
+```
+
+Run it like any script:
+
+```bash
+python my_strategy.py
+```
+
+That's the whole loop: author locally, call `run_backtest`, and the platform
+deploys your strategy, runs it on the engine, and returns a **run handle** for
+inspecting results.
+
+## You get back a full performance report
+
+`run_backtest` returns a `Run` — the single handle for everything the strategy
+produced:
+
+```python
+run.report()          # full performance report (returns, drawdown, ratios)
+run.positions()        # positions over time   (DataFrame)
+run.trades()           # executed trades        (DataFrame)
+run.daily_returns()    # daily P&L              (DataFrame)
+run.logs()             # execution logs
+```
+
+The same handle works for any past run — `hf.get_run(run_id)` reattaches to it.
+
+## The strategy model
+
+- **One class, callback methods.** Implement the events you care about —
+  `on_start`, `on_bar`, `on_trade`, `on_order`, `on_position`, `on_timer`, and
+  more. `StrategyConfig.type` is just the class name as a string.
+- **Subscribe in `on_start`.** Call `ctx.subscribe_bars(...)` (and friends)
+  there so your data is registered before the run begins.
+- **Place orders through `ctx`.** Market, limit, and stop orders, brackets,
+  modify/cancel, plus production execution algorithms (POV, TWAP, auctions).
+- **Everything flows through events.** Each callback receives an `event`; call
+  `event.data()` for the bar, trade, order, or position that triggered it.
+
+## Supported markets
+
+Equities, futures (including continuous contracts with automatic rollover),
+and options — plus your own custom data feeds, all tradable in one backtest.
+
+## Learn more
+
+- **[`examples/`](examples/)** — complete, runnable strategies: intraday
+  momentum, bracket orders, pairs trading, 0DTE options, futures sessions,
+  scheduled timers, custom data, and more.
+- **[`docs/llms.txt`](docs/llms.txt)** — the complete API
+  reference in a **single file**: every callback, order type, execution
+  algorithm, and result accessor, with the dataset/schema catalog as an
+  appendix (use `hiveq datasets` for the live catalog from HiveQ metadata).
+  It always matches the SDK release (the version is stated in its header),
+  and a copy ships inside the wheel — `hiveq docs` prints the installed path.
+- **[`docs/data_driver/llms.txt`](docs/data_driver/llms.txt)**
+  — reference for the separate data-driver config DSL (`hiveq.driver`); Part II
+  of the same file covers the underlying `hiveq_data` SDK client.
+
+### How to read the docs
+
+Each reference is one plain-markdown file (`llms.txt`) sized to be loaded in a
+single read (~31k tokens for the flow spec). This applies whether you're a
+human, Claude, Codex, Kimi, or any other agent reading this repo — there is no
+special tooling involved:
+
+1. Load the whole file in **one** read — one read is cheap; dozens of
+   fragmented reads of the same content are not.
+2. For a targeted question, jump straight to a section: search for a line
+   starting `## N.` — prose cross-references use `§N` (`§A.N` for the data
+   appendix, `§II.N` for the driver file's Part II).
+3. Read §0 (hard rules) of the flow spec at least once per session — it's
+   short and every other section assumes you've read it.

hiveq_sdk-0.3.7/docs/README.md

@@ -0,0 +1,29 @@
+# HiveQ SDK — documentation
+
+The complete reference documentation, versioned per SDK release. Each reference
+is a **single plain-markdown file** (`llms.txt`) designed to be loaded in one
+read — by a human, Claude, Codex, Kimi, or any other agent. No special tooling.
+
+## Layout
+
+| Path | What it is |
+|---|---|
+| [`llms.txt`](llms.txt) | **The HiveQ Flow API spec** — every callback, order type, execution algorithm, and result accessor (§0–§16), with the dataset/schema catalog as an appendix (§A.1–§A.4). Always matches the SDK release; the version is stated in its header. |
+| [`data_driver/llms.txt`](data_driver/llms.txt) | The data-driver config DSL (`hiveq.driver`) reference (§1–§21); Part II (§II.N) covers the underlying `hiveq_data` SDK client. |
+
+A copy of these files ships inside the installed wheel — run `hiveq docs` to
+print their installed paths (this repo's `docs/` is the canonical source; the
+bundled copy is generated from it at build time).
+
+## How to read
+
+1. Load the whole file in **one** read (~31k tokens for the flow spec) — one
+   read is cheap; dozens of fragmented reads of the same content are not.
+2. For a targeted question, jump straight to a section: search for a line
+   starting `## N.` — prose cross-references use `§N` (`§A.N` for the data
+   appendix, `§II.N` for the driver file's Part II).
+3. Read §0 (hard rules) of the flow spec at least once per session — it's
+   short and every other section assumes you've read it.
+
+Available datasets/schemas: the appendix lists them, and `hiveq datasets`
+prints the live catalog from HiveQ metadata.