lightcone-feed 0.1.0__tar.gz

lightcone_feed-0.1.0/LICENSE

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lightcone_feed-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: lightcone-feed
+Version: 0.1.0
+Summary: Strict-ordering bar feed for backtests and live strategies. Lookahead-proof by construction.
+Author-email: Jagger Jacobson <jaggerjacobson21@gmail.com>
+License:                                  Apache License
+                                   Version 2.0, January 2004
+                                http://www.apache.org/licenses/
+        
+           TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+        
+           1. Definitions.
+        
+              "License" shall mean the terms and conditions for use, reproduction,
+              and distribution as defined by Sections 1 through 9 of this document.
+        
+              "Licensor" shall mean the copyright owner or entity authorized by
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+        
+              "You" (or "Your") shall mean an individual or Legal Entity
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+        
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+              Work or Derivative Works thereof in any medium, with or without
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+           5. Submission of Contributions. Unless You explicitly state otherwise,
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+              with Licensor regarding such Contributions.
+        
+           6. Trademarks. This License does not grant permission to use the trade
+              names, trademarks, service marks, or product names of the Licensor,
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+           7. Disclaimer of Warranty. Unless required by applicable law or
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+           8. Limitation of Liability. In no event and under no legal theory,
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+              other commercial damages or losses), even if such Contributor
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+        
+           9. Accepting Warranty or Additional Liability. While redistributing
+              the Work or Derivative Works thereof, You may accept and charge a
+              fee for, acceptance of support, warranty, indemnity, or other
+              liability obligations and/or rights consistent with this License.
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+              own behalf and on Your sole responsibility, not on behalf of any
+              other Contributor, and only if You agree to indemnify, defend,
+              and hold each Contributor harmless for any liability incurred by,
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+        
+           END OF TERMS AND CONDITIONS
+        
+           APPENDIX: How to apply the Apache License to your work.
+        
+              To apply the Apache License to your work, attach the following
+              boilerplate notice, with the fields enclosed by brackets "[]"
+              replaced with your own identifying information. (Don't include
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+              file or class name and description of purpose be included on the
+              same "printed page" as the copyright notice for easier
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+        
+           Copyright 2026 Jagger Jacobson
+        
+           Licensed under the Apache License, Version 2.0 (the "License");
+           you may not use this file except in compliance with the License.
+           You may obtain a copy of the License at
+        
+               http://www.apache.org/licenses/LICENSE-2.0
+        
+           Unless required by applicable law or agreed to in writing, software
+           distributed under the License is distributed on an "AS IS" BASIS,
+           WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+           See the License for the specific language governing permissions and
+           limitations under the License.
+        
+Project-URL: Homepage, https://github.com/JaggerTheBoss/lightcone-feed
+Project-URL: Documentation, https://github.com/JaggerTheBoss/lightcone-feed/tree/main/docs
+Project-URL: Issues, https://github.com/JaggerTheBoss/lightcone-feed/issues
+Project-URL: Source, https://github.com/JaggerTheBoss/lightcone-feed
+Keywords: backtest,trading,ohlcv,bar-feed,lookahead,quantitative-finance,algorithmic-trading
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+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 :: Software Development :: Libraries :: Python Modules
+Classifier: Typing :: Typed
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Provides-Extra: dev
+Requires-Dist: pytest>=7; extra == "dev"
+Dynamic: license-file
+
+# lightcone
+
+**Strict-ordering bar feed for backtests and live trading strategies.**
+**Lookahead-proof by construction.**
+
+*Only the past light cone influences the present.*
+
+[![tests](https://github.com/JaggerTheBoss/lightcone-feed/actions/workflows/test.yml/badge.svg)](https://github.com/JaggerTheBoss/lightcone-feed/actions/workflows/test.yml)
+[![Python](https://img.shields.io/badge/python-3.9%2B-blue)](https://www.python.org/downloads/)
+[![License](https://img.shields.io/badge/license-Apache--2.0-green)](LICENSE)
+[![Zero dependencies](https://img.shields.io/badge/dependencies-zero-brightgreen)](pyproject.toml)
+
+---
+
+## Why this exists
+
+Every major Python backtest framework has known lookahead pitfalls. The classic failure mode: each bar's "scene" / "context" object holds references to mutable state. Future bars mutate that state. By the time your trading loop reads `bars[10].scene.zone.broken`, the value reflects bars 11..N — your trading decision read the future.
+
+Tests can catch *known* lookahead patterns. They cannot catch the unknown ones.
+
+The structural approach: **make it impossible for the strategy to see a bar before it has confirmed processing all earlier bars.** Then lookahead bugs are not testable failures — they are architectural impossibilities.
+
+That's lightcone.
+
+## How it works
+
+1. Bars are delivered **one at a time** through a feed.
+2. Each delivery returns an opaque **token**. The strategy MUST call `confirm(token)` before requesting the next bar.
+3. Each bar is wrapped in a **BarView** that exposes only the fields the strategy declared in advance.
+4. Backtest and live use the **same API**. Only the data source changes.
+
+## Install
+
+```bash
+pip install lightcone-feed
+```
+
+Zero dependencies. Python 3.9+.
+
+## Quick start
+
+```python
+from lightcone import Lightcone, OHLCV, FeedExhausted, from_ohlcv_rows
+
+# Build a feed from Binance/HL-style OHLCV rows
+feed = from_ohlcv_rows(
+    {("BTC", "5m"): btc_rows, ("ETH", "5m"): eth_rows},
+    config=OHLCV,
+)
+
+while True:
+    try:
+        bar, key, token = feed.next_bar()
+    except FeedExhausted:
+        break
+
+    # Your strategy reads only declared fields
+    if bar.close > bar.open and bar.volume > some_threshold:
+        decide_long(asset=key, ts=bar.ts)
+
+    feed.confirm(token)   # ← MUST call before requesting next bar
+```
+
+Try to peek at a field you didn't declare → `FieldNotDeclared`. Try to skip `confirm()` and request the next bar → `NotConfirmed`. Try to confirm with the wrong token → `BadToken`.
+
+## Configuration profiles
+
+```python
+from lightcone import CLOSE_ONLY, OHLCV, FULL_TAPE, custom
+
+CLOSE_ONLY   # → ts + close. Discretionary / human-trader replay.
+OHLCV        # → ts + OHLCV. Standard algorithmic backtest.
+FULL_TAPE    # → OHLCV + n_trades + taker_buy. Microstructure.
+
+cfg = custom("close", "volume", "n_trades")
+cfg = custom("close", extras=["funding_rate"])
+```
+
+## Multi-asset / multi-timeframe
+
+```python
+feed = Lightcone(streams={
+    ("BTC", "5m"):  btc_5m,
+    ("BTC", "15m"): btc_15m,
+    ("ETH", "5m"):  eth_5m,
+})
+```
+
+Bars across all streams come out in strict timestamp order via a min-heap, with deterministic tie-breaking. Same API for one stream or fifty.
+
+## Fill simulation (for limit / stop strategies)
+
+```python
+from lightcone import Order, Side, OrderType, simulate_fill
+
+fill = simulate_fill(
+    Order(Side.BUY, qty=1.0, order_type=OrderType.LIMIT, price=97.0),
+    bar,
+    slippage_bps=2.0,
+)
+```
+
+The fill simulator reads the bar's full OHLC range — that's separate from the strategy's declared-field view, so your decision logic can't peek at high/low while the fill logic still uses them realistically.
+
+## Hardening
+
+- Bars are frozen dataclasses; immutable post-construction
+- `Bar.extras` is auto-frozen via `MappingProxyType` (external mutation can't leak in)
+- `BarView` blocks all underscore-prefixed access — no `view._bar.high` escape hatch
+- `FieldNotDeclared` does NOT inherit from `AttributeError`, so `hasattr()` cannot silently swallow it
+- Tokens are 16 random bytes, compared with `secrets.compare_digest`
+- Stream sequences are snapshotted to tuples — caller mutation can't affect the feed
+- Strictly ascending timestamps required within each stream
+
+## Performance
+
+| Workload | Throughput |
+|---|---|
+| 1M bars, single stream | ~400k bars/sec |
+| 1M bars, 10 streams via heap | ~370k bars/sec |
+| Per-bar overhead | ~2.5 microseconds |
+| Memory | ~80 bytes / Bar |
+
+The feed will never be your bottleneck. Strategy logic dominates by 10-100x.
+
+## What lightcone is NOT
+
+- **Not a full backtest framework.** It's the data layer. Your strategy code, P&L tracking, and reporting live outside.
+- **Not thread-safe.** Single-threaded use only. If parallelizing, give each thread its own feed.
+- **Not a training pipeline.** Model training is offline batch work that uses the full timeline. Use lightcone for inference (backtest and live).
+- **Not a sandbox.** A determined caller can read the feed's internal state. The contract catches accidents, not adversaries.
+
+## Documentation
+
+| Doc | Read it for |
+|---|---|
+| [`docs/CONTRACT.md`](docs/CONTRACT.md) | The seven protocol rules. Read first. |
+| [`docs/API.md`](docs/API.md) | Reference for every public symbol. |
+| [`docs/ARCHITECTURE.md`](docs/ARCHITECTURE.md) | Why the package is designed the way it is. |
+| [`docs/EXAMPLES.md`](docs/EXAMPLES.md) | Backtest, multi-asset, fill sim, walk-forward recipes. |
+| [`docs/LIVE.md`](docs/LIVE.md) | Wiring lightcone to a live WebSocket data source. |
+
+## Testing
+
+```bash
+pip install -e ".[dev]"
+pytest lightcone/tests/
+```
+
+95 tests, ~14s runtime, 100% line coverage on production modules.
+
+## License
+
+Apache-2.0. See [LICENSE](LICENSE).
+
+## Contributing
+
+See [CONTRIBUTING.md](CONTRIBUTING.md). lightcone is small and focused — read that first.