kamakuraquantlab-hase 0.1.0__tar.gz

kamakuraquantlab_hase-0.1.0/LICENSE.md

@@ -0,0 +1,228 @@
+# License
+
+Hase is licensed under the **Apache License, Version 2.0**.
+
+Hase は **Apache License 2.0** のもとで公開しています。
+
+Copyright 2026 Kamakura Quant Lab / 鎌倉クオンツラボ
+
+## Why Apache 2.0 rather than MIT
+
+Two clauses matter for a tool like this one, and MIT has neither.
+
+**Section 6 withholds trademark rights explicitly.** Hase is published so a
+buyer can read what it does with their purchase token before running it, which
+only works if the name means something. The licence grants the code and not the
+name.
+
+**Section 4(b) requires a modified file to say it was modified.** A fork that
+changes what this tool does with a credential has to declare it. That is worth
+more here than the brevity MIT would buy.
+
+Neither clause restricts ordinary use. Fork it, ship it, sell something built
+on it; the terms below are the standard Apache 2.0 text.
+
+---
+
+
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kamakuraquantlab_hase-0.1.0/PKG-INFO

@@ -0,0 +1,158 @@
+Metadata-Version: 2.4
+Name: kamakuraquantlab-hase
+Version: 0.1.0
+Summary: Kamakura Quant Lab analysis toolkit
+Author-email: Kamakura Quant Lab <support@kamakuraquantlab.jp>
+License-Expression: Apache-2.0
+Project-URL: Homepage, https://kamakuraquantlab.jp
+Project-URL: Documentation, https://kamakuraquantlab.jp/support/
+Project-URL: Source, https://github.com/kamakuraquantlab/Hase
+Project-URL: The data, https://kamakuraquantlab.jp/data/
+Keywords: cryptocurrency,market-data,order-book,japan,quantitative-finance
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Science/Research
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Requires-Python: >=3.11
+Description-Content-Type: text/markdown
+License-File: LICENSE.md
+Requires-Dist: pyarrow>=15.0
+Requires-Dist: pandas>=2.0
+Requires-Dist: numpy
+Requires-Dist: matplotlib>=3.8
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0.0; extra == "dev"
+Requires-Dist: ruff>=0.1.0; extra == "dev"
+Dynamic: license-file
+
+# Hase
+
+The **Kamakura Quant Lab** analysis toolkit. Reads the bronze data Komachi
+downloads, derives the silver and gold datasets the articles are written on,
+and draws it.
+
+Named for the district where the Great Buddha sits. Komachi is where you get
+things; Hase is where you go to look at them.
+
+```bash
+pip install kamakuraquantlab-hase
+hase local       --market COINCHECK:BTC_SPOT
+hase derive MarketPrice --market COINCHECK:BTC_SPOT --start 2025-07-01 --end 2025-07-28
+hase derive VolSpread   --market COINCHECK:BTC_SPOT --start 2025-07-01 --end 2025-07-28
+hase plot-trades --market COINCHECK:BTC_SPOT --date 2025-07-01 --output trades.png
+hase plot-book   --market COINCHECK:BTC_SPOT --date 2025-07-01 --output book.png
+```
+
+## What it derives
+
+Komachi downloads `bronze/`. Hase turns it into the datasets the articles are
+written on, beside it under the same root, in the layout the warehouse uses.
+
+| Dataset | Layer | What it is |
+|---|---|---|
+| `BookState` | silver | Best bid and ask per snapshot, with mid, spread and the depth resting at the touch |
+| `MarketPrice` | silver | What a given trade size would actually pay, by walking the book |
+| `VolSpread` | gold | Mid and spread on a one-second grid, and realized volatility measured on it |
+
+**Size is in base currency.** `--execution-size 0.002` is 0.002 BTC, and it is
+the default because it means the same trade on every venue and on every day.
+`--execution-notional 1000000` walks to a cash amount instead, which is a
+different question and a different partition: ¥1,000,000 bought 0.0647 BTC in
+July 2025 and 0.0796 BTC in September 2026, so a notional is not comparable
+with itself over time, and a USDT-quoted book cannot be walked to a yen target
+at all.
+
+Deriving costs about a quarter of a second per market-day, so a market-year is
+a minute and a half. `MarketPrice` is around an eighth the size of the bronze
+it reads.
+
+**Nothing is dropped silently.** A size the visible book cannot fill is `NaN`
+with `filled` false, rather than a partial fill priced as a whole one. A
+snapshot whose walked spread exceeds 100 bps is flagged `degenerate` rather
+than removed: those are collector artefacts from a resync, they are present in
+historical bronze, and how many of them a day holds is a fact about the archive
+worth being able to count.
+
+## Agreement with the pipeline that produced the data
+
+Hase reimplements these derivations rather than importing them from the
+pipeline that built the archive, because a tool you install must not depend on
+trading code. That is only safe if the two agree, so the test suite checks
+`MarketPrice` against the pipeline's own stored output where that warehouse is
+mounted, and skips where it is not. Measured on a full day of
+`COINCHECK:BTC_SPOT` and `GMO:BTC_JPY`, the largest relative difference is
+4e-16 — floating-point last-bit, from accumulating the levels in a different
+order.
+
+## It holds no credential
+
+Hase reads local files. It reaches no API, holds no token, and knows nothing
+about entitlement or billing. That single rule is what lets one tool serve both
+as a customer product and as an analysis environment for data you already have:
+point it at a Komachi download or at your own warehouse, and it behaves the
+same.
+
+If a day is missing, Hase says so and tells you the `komachi` command that
+would fetch it. It will not fetch anything itself.
+
+## Where it reads from
+
+`--root`, then `ROOT_PATH` or `KQL_ROOT_PATH` in the environment, then
+`KQL_ROOT_PATH` in a `.env` in the working directory, then `~/kql-data`. The
+`.env` is the one Komachi writes on first use, so the two tools agree without
+being configured twice.
+
+```
+<root>/bronze/dataset=Trade/exchange=COINCHECK/symbol=BTC_SPOT/date=2025-07-01/data.parquet
+```
+
+## Dates are Tokyo days
+
+A `date` partition holds the rows falling in `[00:00 JST, 24:00 JST)`, which is
+`15:00` to `14:59` UTC. Timestamps inside the files are UTC epochs.
+
+Plots are labelled in JST, matching the day they were cut in. This needs saying
+because matplotlib converts datetimes to plain floats and forgets the zone: a
+tz-aware series plots in the right place but is *labelled* in UTC unless the
+formatter is told otherwise. A chart titled JST with a UTC axis is worse than
+one with no timezone at all, so `plot/style.py` owns the zone and every axis
+gets it explicitly.
+
+## What the plots do
+
+**`plot-trades`** — price across the day, with buy and sell volume beneath.
+Volume is bucketed (`--bucket`, default `5min`) because a day is tens of
+thousands of trades and a bar each is an unreadable smear. Buys and sells are
+drawn apart rather than combined, since their balance is the reason to look.
+
+**`plot-book`** — best bid and ask, with the spread beneath. Resampled to `1s`
+by default: a day is around 230,000 snapshots, more points than the chart has
+pixels. `--no-resample` keeps every one for a short window where the detail
+matters. Resampling takes the last value in each interval rather than the mean,
+because a mean of neighbouring quotes is a price that never existed and the
+spread between two such means can come out negative.
+
+The spread panel clips its view to the 99.5th percentile and labels how many
+points fall above the cut. A few momentary wide spreads would otherwise set the
+scale and flatten the rest of the day into a line, and hiding them silently
+would be worse than saying how many there were.
+
+## Not yet built
+
+Silver and gold derivation, spread volatility, lead-lag, InfluxDB and Grafana
+export. The lead-lag plot is the piece with no reference implementation.
+
+## Tests
+
+```bash
+python -m pytest tests -q
+```
+
+Fixtures write real parquet to a temporary directory. No network, no
+credentials, no display.

kamakuraquantlab_hase-0.1.0/README.md

@@ -0,0 +1,125 @@
+# Hase
+
+The **Kamakura Quant Lab** analysis toolkit. Reads the bronze data Komachi
+downloads, derives the silver and gold datasets the articles are written on,
+and draws it.
+
+Named for the district where the Great Buddha sits. Komachi is where you get
+things; Hase is where you go to look at them.
+
+```bash
+pip install kamakuraquantlab-hase
+hase local       --market COINCHECK:BTC_SPOT
+hase derive MarketPrice --market COINCHECK:BTC_SPOT --start 2025-07-01 --end 2025-07-28
+hase derive VolSpread   --market COINCHECK:BTC_SPOT --start 2025-07-01 --end 2025-07-28
+hase plot-trades --market COINCHECK:BTC_SPOT --date 2025-07-01 --output trades.png
+hase plot-book   --market COINCHECK:BTC_SPOT --date 2025-07-01 --output book.png
+```
+
+## What it derives
+
+Komachi downloads `bronze/`. Hase turns it into the datasets the articles are
+written on, beside it under the same root, in the layout the warehouse uses.
+
+| Dataset | Layer | What it is |
+|---|---|---|
+| `BookState` | silver | Best bid and ask per snapshot, with mid, spread and the depth resting at the touch |
+| `MarketPrice` | silver | What a given trade size would actually pay, by walking the book |
+| `VolSpread` | gold | Mid and spread on a one-second grid, and realized volatility measured on it |
+
+**Size is in base currency.** `--execution-size 0.002` is 0.002 BTC, and it is
+the default because it means the same trade on every venue and on every day.
+`--execution-notional 1000000` walks to a cash amount instead, which is a
+different question and a different partition: ¥1,000,000 bought 0.0647 BTC in
+July 2025 and 0.0796 BTC in September 2026, so a notional is not comparable
+with itself over time, and a USDT-quoted book cannot be walked to a yen target
+at all.
+
+Deriving costs about a quarter of a second per market-day, so a market-year is
+a minute and a half. `MarketPrice` is around an eighth the size of the bronze
+it reads.
+
+**Nothing is dropped silently.** A size the visible book cannot fill is `NaN`
+with `filled` false, rather than a partial fill priced as a whole one. A
+snapshot whose walked spread exceeds 100 bps is flagged `degenerate` rather
+than removed: those are collector artefacts from a resync, they are present in
+historical bronze, and how many of them a day holds is a fact about the archive
+worth being able to count.
+
+## Agreement with the pipeline that produced the data
+
+Hase reimplements these derivations rather than importing them from the
+pipeline that built the archive, because a tool you install must not depend on
+trading code. That is only safe if the two agree, so the test suite checks
+`MarketPrice` against the pipeline's own stored output where that warehouse is
+mounted, and skips where it is not. Measured on a full day of
+`COINCHECK:BTC_SPOT` and `GMO:BTC_JPY`, the largest relative difference is
+4e-16 — floating-point last-bit, from accumulating the levels in a different
+order.
+
+## It holds no credential
+
+Hase reads local files. It reaches no API, holds no token, and knows nothing
+about entitlement or billing. That single rule is what lets one tool serve both
+as a customer product and as an analysis environment for data you already have:
+point it at a Komachi download or at your own warehouse, and it behaves the
+same.
+
+If a day is missing, Hase says so and tells you the `komachi` command that
+would fetch it. It will not fetch anything itself.
+
+## Where it reads from
+
+`--root`, then `ROOT_PATH` or `KQL_ROOT_PATH` in the environment, then
+`KQL_ROOT_PATH` in a `.env` in the working directory, then `~/kql-data`. The
+`.env` is the one Komachi writes on first use, so the two tools agree without
+being configured twice.
+
+```
+<root>/bronze/dataset=Trade/exchange=COINCHECK/symbol=BTC_SPOT/date=2025-07-01/data.parquet
+```
+
+## Dates are Tokyo days
+
+A `date` partition holds the rows falling in `[00:00 JST, 24:00 JST)`, which is
+`15:00` to `14:59` UTC. Timestamps inside the files are UTC epochs.
+
+Plots are labelled in JST, matching the day they were cut in. This needs saying
+because matplotlib converts datetimes to plain floats and forgets the zone: a
+tz-aware series plots in the right place but is *labelled* in UTC unless the
+formatter is told otherwise. A chart titled JST with a UTC axis is worse than
+one with no timezone at all, so `plot/style.py` owns the zone and every axis
+gets it explicitly.
+
+## What the plots do
+
+**`plot-trades`** — price across the day, with buy and sell volume beneath.
+Volume is bucketed (`--bucket`, default `5min`) because a day is tens of
+thousands of trades and a bar each is an unreadable smear. Buys and sells are
+drawn apart rather than combined, since their balance is the reason to look.
+
+**`plot-book`** — best bid and ask, with the spread beneath. Resampled to `1s`
+by default: a day is around 230,000 snapshots, more points than the chart has
+pixels. `--no-resample` keeps every one for a short window where the detail
+matters. Resampling takes the last value in each interval rather than the mean,
+because a mean of neighbouring quotes is a price that never existed and the
+spread between two such means can come out negative.
+
+The spread panel clips its view to the 99.5th percentile and labels how many
+points fall above the cut. A few momentary wide spreads would otherwise set the
+scale and flatten the rest of the day into a line, and hiding them silently
+would be worse than saying how many there were.
+
+## Not yet built
+
+Silver and gold derivation, spread volatility, lead-lag, InfluxDB and Grafana
+export. The lead-lag plot is the piece with no reference implementation.
+
+## Tests
+
+```bash
+python -m pytest tests -q
+```
+
+Fixtures write real parquet to a temporary directory. No network, no
+credentials, no display.

kamakuraquantlab_hase-0.1.0/pyproject.toml

@@ -0,0 +1,67 @@
+[build-system]
+requires = ["setuptools>=77.0"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "kamakuraquantlab-hase"
+version = "0.1.0"
+description = "Kamakura Quant Lab analysis toolkit"
+readme = "README.md"
+requires-python = ">=3.11"
+
+license = "Apache-2.0"
+license-files = ["LICENSE.md"]
+authors = [{name = "Kamakura Quant Lab", email = "support@kamakuraquantlab.jp"}]
+keywords = ["cryptocurrency", "market-data", "order-book", "japan", "quantitative-finance"]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Intended Audience :: Financial and Insurance Industry",
+    "Intended Audience :: Science/Research",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Topic :: Scientific/Engineering :: Information Analysis",
+]
+
+dependencies = [
+    "pyarrow>=15.0",
+    "pandas>=2.0",
+    "numpy",
+    "matplotlib>=3.8",
+]
+
+[project.optional-dependencies]
+dev = ["pytest>=7.0.0", "ruff>=0.1.0"]
+
+[project.urls]
+Homepage = "https://kamakuraquantlab.jp"
+Documentation = "https://kamakuraquantlab.jp/support/"
+Source = "https://github.com/kamakuraquantlab/Hase"
+"The data" = "https://kamakuraquantlab.jp/data/"
+
+[project.scripts]
+# `hase.cli`, not a bare `cli`: a top-level module outside the package is
+# not installed by `packages.find`, so the command imported whichever `cli`
+# some other distribution happened to ship.
+hase = "hase.cli:main"
+
+[tool.setuptools]
+package-dir = {"" = "src"}
+
+[tool.setuptools.packages.find]
+where = ["src"]
+include = ["hase*"]
+
+[tool.ruff]
+line-length = 120
+target-version = "py311"
+
+[tool.ruff.lint]
+extend-select = ["I"]
+
+[tool.pytest.ini_options]
+pythonpath = ["src"]
+testpaths = ["tests"]

kamakuraquantlab_hase-0.1.0/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+

kamakuraquantlab_hase-0.1.0/src/hase/__init__.py

@@ -0,0 +1,3 @@
+"""Hase: the Kamakura Quant Lab analysis toolkit."""
+
+__version__ = "0.1.0"