kuhl-haus-mdp 0.0.1__tar.gz

kuhl_haus_mdp-0.0.1/LICENSE.txt

@@ -0,0 +1,21 @@
+The MIT License (MIT)
+
+Copyright (c) 2025 Tom Pounders
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

kuhl_haus_mdp-0.0.1/PKG-INFO

@@ -0,0 +1,79 @@
+Metadata-Version: 2.1
+Name: kuhl-haus-mdp
+Version: 0.0.1
+Summary: Market data processing pipeline for stock market scanner
+Author-Email: Tom Pounders <git@oldschool.engineer>
+License: The MIT License (MIT)
+         
+         Copyright (c) 2025 Tom Pounders
+         
+         Permission is hereby granted, free of charge, to any person obtaining a copy
+         of this software and associated documentation files (the "Software"), to deal
+         in the Software without restriction, including without limitation the rights
+         to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+         copies of the Software, and to permit persons to whom the Software is
+         furnished to do so, subject to the following conditions:
+         
+         The above copyright notice and this permission notice shall be included in all
+         copies or substantial portions of the Software.
+         
+         THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+         IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+         FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+         AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+         LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+         OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+         SOFTWARE.
+         
+Classifier: Development Status :: 4 - Beta
+Classifier: Programming Language :: Python
+Project-URL: Homepage, https://github.com/kuhl-haus/kuhl-haus-mdp
+Project-URL: Documentation, https://github.com/kuhl-haus/kuhl-haus-mdp/wiki
+Project-URL: Source, https://github.com/kuhl-haus/kuhl-haus-mdp.git
+Project-URL: Changelog, https://github.com/kuhl-haus/kuhl-haus-mdp/commits
+Project-URL: Tracker, https://github.com/kuhl-haus/kuhl-haus-mdp/issues
+Requires-Python: <3.13,>=3.9.21
+Requires-Dist: websockets
+Requires-Dist: aio-pika
+Requires-Dist: redis[asyncio]
+Requires-Dist: tenacity
+Requires-Dist: fastapi
+Requires-Dist: uvicorn[standard]
+Requires-Dist: pydantic-settings
+Requires-Dist: python-dotenv
+Requires-Dist: massive
+Provides-Extra: testing
+Requires-Dist: setuptools; extra == "testing"
+Requires-Dist: pdm-backend; extra == "testing"
+Requires-Dist: pytest; extra == "testing"
+Requires-Dist: pytest-cov; extra == "testing"
+Description-Content-Type: text/markdown
+
+<!-- These are examples of badges you might want to add to your README:
+   please update the URLs accordingly 
+
+[![ReadTheDocs](https://readthedocs.org/projects/kuhl-haus-mdp/badge/?version=latest)](https://kuhl-haus-mdp.readthedocs.io/en/stable/)
+[![Conda-Forge](https://img.shields.io/conda/vn/conda-forge/kuhl-haus-mdp.svg)](https://anaconda.org/conda-forge/kuhl-haus-mdp)
+[![Monthly Downloads](https://pepy.tech/badge/kuhl-haus-mdp/month)](https://pepy.tech/project/kuhl-haus-mdp)
+-->
+
+
+[![License](https://img.shields.io/github/license/kuhl-haus/kuhl-haus-mdp)](https://github.com/kuhl-haus/kuhl-haus-mdp/blob/mainline/LICENSE.txt)
+[![PyPI](https://img.shields.io/pypi/v/kuhl-haus-mdp.svg)](https://pypi.org/project/kuhl-haus-mdp/)
+[![Downloads](https://static.pepy.tech/badge/kuhl-haus-mdp/month)](https://pepy.tech/project/kuhl-haus-mdp)
+[![Build Status](https://github.com/kuhl-haus/kuhl-haus-mdp/actions/workflows/publish-to-pypi.yml/badge.svg)](https://github.com/kuhl-haus/kuhl-haus-mdp/actions/workflows/publish-to-pypi.yml)
+[![CodeQL](https://github.com/kuhl-haus/kuhl-haus-mdp/workflows/CodeQL/badge.svg)](https://github.com/kuhl-haus/kuhl-haus-mdp/actions/workflows/github-code-scanning/codeql/)
+[![codecov](https://codecov.io/gh/kuhl-haus/kuhl-haus-mdp/branch/mainline/graph/badge.svg)](https://codecov.io/gh/kuhl-haus/kuhl-haus-mdp)
+[![GitHub issues](https://img.shields.io/github/issues/kuhl-haus/kuhl-haus-mdp)](https://github.com/kuhl-haus/kuhl-haus-mdp/issues)
+[![GitHub pull requests](https://img.shields.io/github/issues-pr/kuhl-haus/kuhl-haus-mdp)](https://github.com/kuhl-haus/kuhl-haus-mdp/pulls)
+
+
+# kuhl-haus-mdp
+
+Market data processing pipeline for stock market scanner.
+
+
+## Note
+
+This project has been set up using PyScaffold 4.6. For details and usage
+information on PyScaffold see https://pyscaffold.org/.

kuhl_haus_mdp-0.0.1/README.md

@@ -0,0 +1,28 @@
+<!-- These are examples of badges you might want to add to your README:
+   please update the URLs accordingly 
+
+[![ReadTheDocs](https://readthedocs.org/projects/kuhl-haus-mdp/badge/?version=latest)](https://kuhl-haus-mdp.readthedocs.io/en/stable/)
+[![Conda-Forge](https://img.shields.io/conda/vn/conda-forge/kuhl-haus-mdp.svg)](https://anaconda.org/conda-forge/kuhl-haus-mdp)
+[![Monthly Downloads](https://pepy.tech/badge/kuhl-haus-mdp/month)](https://pepy.tech/project/kuhl-haus-mdp)
+-->
+
+
+[![License](https://img.shields.io/github/license/kuhl-haus/kuhl-haus-mdp)](https://github.com/kuhl-haus/kuhl-haus-mdp/blob/mainline/LICENSE.txt)
+[![PyPI](https://img.shields.io/pypi/v/kuhl-haus-mdp.svg)](https://pypi.org/project/kuhl-haus-mdp/)
+[![Downloads](https://static.pepy.tech/badge/kuhl-haus-mdp/month)](https://pepy.tech/project/kuhl-haus-mdp)
+[![Build Status](https://github.com/kuhl-haus/kuhl-haus-mdp/actions/workflows/publish-to-pypi.yml/badge.svg)](https://github.com/kuhl-haus/kuhl-haus-mdp/actions/workflows/publish-to-pypi.yml)
+[![CodeQL](https://github.com/kuhl-haus/kuhl-haus-mdp/workflows/CodeQL/badge.svg)](https://github.com/kuhl-haus/kuhl-haus-mdp/actions/workflows/github-code-scanning/codeql/)
+[![codecov](https://codecov.io/gh/kuhl-haus/kuhl-haus-mdp/branch/mainline/graph/badge.svg)](https://codecov.io/gh/kuhl-haus/kuhl-haus-mdp)
+[![GitHub issues](https://img.shields.io/github/issues/kuhl-haus/kuhl-haus-mdp)](https://github.com/kuhl-haus/kuhl-haus-mdp/issues)
+[![GitHub pull requests](https://img.shields.io/github/issues-pr/kuhl-haus/kuhl-haus-mdp)](https://github.com/kuhl-haus/kuhl-haus-mdp/pulls)
+
+
+# kuhl-haus-mdp
+
+Market data processing pipeline for stock market scanner.
+
+
+## Note
+
+This project has been set up using PyScaffold 4.6. For details and usage
+information on PyScaffold see https://pyscaffold.org/.

kuhl_haus_mdp-0.0.1/pyproject.toml

@@ -0,0 +1,113 @@
+[build-system]
+requires = [
+    "pdm-backend",
+]
+build-backend = "pdm.backend"
+
+[project]
+name = "kuhl-haus-mdp"
+version = "0.0.1"
+description = "Market data processing pipeline for stock market scanner"
+authors = [
+    { name = "Tom Pounders", email = "git@oldschool.engineer" },
+]
+readme = "README.md"
+requires-python = "<3.13,>=3.9.21"
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Programming Language :: Python",
+]
+dependencies = [
+    "websockets",
+    "aio-pika",
+    "redis[asyncio]",
+    "tenacity",
+    "fastapi",
+    "uvicorn[standard]",
+    "pydantic-settings",
+    "python-dotenv",
+    "massive",
+]
+
+[project.license]
+file = "LICENSE.txt"
+
+[project.urls]
+Homepage = "https://github.com/kuhl-haus/kuhl-haus-mdp"
+Documentation = "https://github.com/kuhl-haus/kuhl-haus-mdp/wiki"
+Source = "https://github.com/kuhl-haus/kuhl-haus-mdp.git"
+Changelog = "https://github.com/kuhl-haus/kuhl-haus-mdp/commits"
+Tracker = "https://github.com/kuhl-haus/kuhl-haus-mdp/issues"
+
+[project.optional-dependencies]
+testing = [
+    "setuptools",
+    "pdm-backend",
+    "pytest",
+    "pytest-cov",
+]
+
+[tool.setuptools]
+zip-safe = true
+include-package-data = true
+
+[tool.setuptools.package-dir]
+"" = "src"
+
+[tool.setuptools.packages.find]
+where = [
+    "src",
+]
+exclude = [
+    "tests",
+]
+
+[tool.pytest.ini_options]
+addopts = [
+    "--verbose",
+]
+norecursedirs = [
+    "dist",
+    "build",
+    ".tox",
+]
+testpaths = [
+    "tests",
+]
+
+[tool.devpi.upload]
+no_vcs = 1
+formats = [
+    "bdist_wheel",
+]
+
+[tool.flake8]
+max_line_length = 88
+extend_ignore = [
+    "E203",
+    "W503",
+]
+exclude = [
+    ".tox",
+    "build",
+    "dist",
+    ".eggs",
+    "docs/conf.py",
+]
+
+[tool.pyscaffold]
+version = "4.6"
+package = "mdp"
+extensions = [
+    "namespace",
+]
+namespace = "kuhl_haus"
+
+[tool.pdm]
+distribution = true
+
+[tool.pdm.build]
+package-dir = "src"
+includes = [
+    "src/kuhl_haus",
+]

kuhl_haus_mdp-0.0.1/src/kuhl_haus/mdp/__init__.py

@@ -0,0 +1,10 @@
+from importlib_metadata import PackageNotFoundError, version  # pragma: no cover
+
+try:
+    # Change here if project is renamed and does not equal the package name
+    dist_name = __name__
+    __version__ = version(dist_name)
+except PackageNotFoundError:  # pragma: no cover
+    __version__ = "unknown"
+finally:
+    del version, PackageNotFoundError

kuhl_haus_mdp-0.0.1/src/kuhl_haus/mdp/analyzers/analyzer.py

@@ -0,0 +1,15 @@
+from typing import Optional, List
+from kuhl_haus.mdp.models.market_data_analyzer_result import MarketDataAnalyzerResult
+
+
+class Analyzer:
+    cache_key: str
+
+    def __init__(self, cache_key: str, **kwargs):
+        self.cache_key = cache_key
+
+    async def rehydrate(self, data: dict):
+        pass
+
+    async def analyze_data(self, data: dict) -> Optional[List[MarketDataAnalyzerResult]]:
+        pass

kuhl_haus_mdp-0.0.1/src/kuhl_haus/mdp/analyzers/massive_data_analyzer.py

@@ -0,0 +1,102 @@
+import logging
+from time import time
+from typing import List, Optional
+from massive.websocket.models import EventType
+
+from kuhl_haus.mdp.models.market_data_analyzer_result import MarketDataAnalyzerResult
+from kuhl_haus.mdp.models.market_data_cache_keys import MarketDataCacheKeys
+
+
+class MassiveDataAnalyzer:
+    def __init__(self):
+        self.logger = logging.getLogger(__name__)
+        self.event_handlers = {
+            EventType.LimitUpLimitDown.value: self.handle_luld_event,
+            EventType.EquityAgg.value: self.handle_equity_agg_event,
+            EventType.EquityAggMin.value: self.handle_equity_agg_event,
+            EventType.EquityTrade.value: self.handle_equity_trade_event,
+            EventType.EquityQuote.value: self.handle_equity_quote_event,
+        }
+
+    async def analyze_data(self, data: dict) -> Optional[List[MarketDataAnalyzerResult]]:
+        """
+        Process raw market data message
+
+        Args:
+            data: serialized message from Massive/Polygon.io
+
+        Returns:
+            Processed result dict or None if message should be discarded
+        """
+        if "event_type" not in data:
+            self.logger.info("Message missing 'event_type'")
+            return await self.handle_unknown_event(data)
+        event_type = data.get("event_type")
+
+        if "symbol" not in data:
+            self.logger.info("Message missing 'symbol'")
+            return await self.handle_unknown_event(data)
+        symbol = data.get("symbol")
+
+        if event_type in self.event_handlers:
+            return await self.event_handlers[event_type](**{"data": data, "symbol": symbol})
+        else:
+            self.logger.warning(f"Unsupported message type: {event_type}")
+            return await self.handle_unknown_event(data)
+
+    async def handle_luld_event(self, data: dict, symbol: str) -> Optional[List[MarketDataAnalyzerResult]]:
+        try:
+            return [MarketDataAnalyzerResult(
+                data=data,
+                cache_key=f"{MarketDataCacheKeys.HALTS.value}:{symbol}",
+                cache_ttl=28500,  # 7 hours, 55 minutes
+                publish_key=f"{MarketDataCacheKeys.HALTS.value}:{symbol}",
+            )]
+        except Exception as e:
+            self.logger.error(f"Error processing LULD message for {symbol}: {data}", e)
+
+    async def handle_equity_agg_event(self, data: dict, symbol: str) -> Optional[List[MarketDataAnalyzerResult]]:
+        try:
+            return [MarketDataAnalyzerResult(
+                data=data,
+                # cache_key=f"{MarketDataCacheKeys.AGGREGATE.value}:{symbol}",
+                # cache_ttl=259200,  # 3 days
+                publish_key=f"{MarketDataCacheKeys.AGGREGATE.value}:{symbol}",
+            )]
+        except Exception as e:
+            self.logger.error(f"Error processing EquityAgg message for {symbol}: {data}", e)
+
+    async def handle_equity_trade_event(self, data: dict, symbol: str) -> Optional[List[MarketDataAnalyzerResult]]:
+        try:
+            return [MarketDataAnalyzerResult(
+                data=data,
+                # cache_key=f"{MarketDataCacheKeys.TRADES.value}:{symbol}",
+                # cache_ttl=28500,  # 7 hours, 55 minutes
+                publish_key=f"{MarketDataCacheKeys.TRADES.value}:{symbol}",
+            )]
+        except Exception as e:
+            self.logger.error(f"Error processing EquityTrade message for {symbol}: {data}", e)
+
+    async def handle_equity_quote_event(self, data: dict, symbol: str) -> Optional[List[MarketDataAnalyzerResult]]:
+        try:
+            return [MarketDataAnalyzerResult(
+                data=data,
+                # cache_key=f"{MarketDataCacheKeys.QUOTES.value}:{symbol}",
+                # cache_ttl=259200,  # 3 days
+                publish_key=f"{MarketDataCacheKeys.QUOTES.value}:{symbol}",
+            )]
+        except Exception as e:
+            self.logger.error(f"Error processing EquityQuote message for {symbol}: {data}", e)
+
+    async def handle_unknown_event(self, data: dict) -> Optional[List[MarketDataAnalyzerResult]]:
+        try:
+            timestamp = f"{time()}".replace('.','')
+            cache_key = f"{MarketDataCacheKeys.UNKNOWN.value}:{timestamp}"
+            return [MarketDataAnalyzerResult(
+                data=data,
+                cache_key=cache_key,
+                cache_ttl=86400,  # 1 days
+                publish_key=f"{MarketDataCacheKeys.UNKNOWN.value}",
+            )]
+        except Exception as e:
+            self.logger.error(f"Error processing unknown message type: {data}", e)