pineforge-data 0.2.0__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (72) hide show
  1. pineforge_data-0.2.0/.dockerignore +8 -0
  2. pineforge_data-0.2.0/.github/release.yml +22 -0
  3. pineforge_data-0.2.0/.github/workflows/ci.yml +43 -0
  4. pineforge_data-0.2.0/.github/workflows/docs.yml +48 -0
  5. pineforge_data-0.2.0/.github/workflows/release.yml +231 -0
  6. pineforge_data-0.2.0/.gitignore +11 -0
  7. pineforge_data-0.2.0/CONTRIBUTING.md +82 -0
  8. pineforge_data-0.2.0/LICENSE +201 -0
  9. pineforge_data-0.2.0/PKG-INFO +364 -0
  10. pineforge_data-0.2.0/README.md +318 -0
  11. pineforge_data-0.2.0/docker/server.Dockerfile +43 -0
  12. pineforge_data-0.2.0/docs/api/backtesting.md +31 -0
  13. pineforge_data-0.2.0/docs/api/index.md +43 -0
  14. pineforge_data-0.2.0/docs/api/models.md +6 -0
  15. pineforge_data-0.2.0/docs/api/providers.md +55 -0
  16. pineforge_data-0.2.0/docs/api/requests.md +6 -0
  17. pineforge_data-0.2.0/docs/api/server.md +17 -0
  18. pineforge_data-0.2.0/docs/api/streaming.md +17 -0
  19. pineforge_data-0.2.0/docs/backtesting.md +212 -0
  20. pineforge_data-0.2.0/docs/data-model.md +139 -0
  21. pineforge_data-0.2.0/docs/getting-started.md +108 -0
  22. pineforge_data-0.2.0/docs/index.md +59 -0
  23. pineforge_data-0.2.0/docs/provider-contract.md +98 -0
  24. pineforge_data-0.2.0/docs/providers/ccxt.md +184 -0
  25. pineforge_data-0.2.0/docs/providers/csv.md +139 -0
  26. pineforge_data-0.2.0/docs/providers/sqlalchemy.md +161 -0
  27. pineforge_data-0.2.0/docs/providers/sqlite.md +131 -0
  28. pineforge_data-0.2.0/docs/providers/tabular-schema.md +152 -0
  29. pineforge_data-0.2.0/docs/providers.md +145 -0
  30. pineforge_data-0.2.0/docs/releasing.md +87 -0
  31. pineforge_data-0.2.0/docs/server.md +86 -0
  32. pineforge_data-0.2.0/mkdocs.yml +97 -0
  33. pineforge_data-0.2.0/pyproject.toml +83 -0
  34. pineforge_data-0.2.0/scripts/backtest.py +9 -0
  35. pineforge_data-0.2.0/scripts/bump_version.py +110 -0
  36. pineforge_data-0.2.0/scripts/verify_release.py +55 -0
  37. pineforge_data-0.2.0/src/pineforge_data/__init__.py +124 -0
  38. pineforge_data-0.2.0/src/pineforge_data/backtest.py +552 -0
  39. pineforge_data-0.2.0/src/pineforge_data/cli/__init__.py +1 -0
  40. pineforge_data-0.2.0/src/pineforge_data/cli/backtest.py +354 -0
  41. pineforge_data-0.2.0/src/pineforge_data/compile_cache.py +171 -0
  42. pineforge_data-0.2.0/src/pineforge_data/docker_runtime.py +226 -0
  43. pineforge_data-0.2.0/src/pineforge_data/engine.py +185 -0
  44. pineforge_data-0.2.0/src/pineforge_data/errors.py +5 -0
  45. pineforge_data-0.2.0/src/pineforge_data/models.py +199 -0
  46. pineforge_data-0.2.0/src/pineforge_data/providers/__init__.py +69 -0
  47. pineforge_data-0.2.0/src/pineforge_data/providers/base.py +51 -0
  48. pineforge_data-0.2.0/src/pineforge_data/providers/ccxt.py +411 -0
  49. pineforge_data-0.2.0/src/pineforge_data/providers/local.py +207 -0
  50. pineforge_data-0.2.0/src/pineforge_data/providers/registry.py +252 -0
  51. pineforge_data-0.2.0/src/pineforge_data/providers/sqlalchemy.py +138 -0
  52. pineforge_data-0.2.0/src/pineforge_data/providers/tabular.py +530 -0
  53. pineforge_data-0.2.0/src/pineforge_data/py.typed +1 -0
  54. pineforge_data-0.2.0/src/pineforge_data/release_contract.py +153 -0
  55. pineforge_data-0.2.0/src/pineforge_data/requests.py +87 -0
  56. pineforge_data-0.2.0/src/pineforge_data/server.py +646 -0
  57. pineforge_data-0.2.0/src/pineforge_data/server_client.py +142 -0
  58. pineforge_data-0.2.0/tests/fixtures/sma_cross.pine +11 -0
  59. pineforge_data-0.2.0/tests/test_backtest.py +338 -0
  60. pineforge_data-0.2.0/tests/test_ccxt.py +282 -0
  61. pineforge_data-0.2.0/tests/test_compile_cache.py +62 -0
  62. pineforge_data-0.2.0/tests/test_docker_integration.py +165 -0
  63. pineforge_data-0.2.0/tests/test_docker_runtime.py +58 -0
  64. pineforge_data-0.2.0/tests/test_documentation.py +29 -0
  65. pineforge_data-0.2.0/tests/test_engine.py +108 -0
  66. pineforge_data-0.2.0/tests/test_models.py +121 -0
  67. pineforge_data-0.2.0/tests/test_providers.py +88 -0
  68. pineforge_data-0.2.0/tests/test_release.py +103 -0
  69. pineforge_data-0.2.0/tests/test_release_contract.py +86 -0
  70. pineforge_data-0.2.0/tests/test_server.py +175 -0
  71. pineforge_data-0.2.0/tests/test_server_client.py +77 -0
  72. pineforge_data-0.2.0/tests/test_tabular_providers.py +312 -0
@@ -0,0 +1,8 @@
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+ .git
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+ .github
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+ .venv
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+ build
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+ dist
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+ **/__pycache__
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+ **/*.pyc
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+ tests
@@ -0,0 +1,22 @@
1
+ changelog:
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+ exclude:
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+ labels:
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+ - skip-changelog
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+ categories:
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+ - title: Breaking changes
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+ labels:
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+ - breaking-change
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+ - title: Features
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+ labels:
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+ - enhancement
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+ - feature
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+ - title: Fixes
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+ labels:
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+ - bug
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+ - fix
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+ - title: Documentation
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+ labels:
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+ - documentation
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+ - title: Other merged changes
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+ labels:
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+ - "*"
@@ -0,0 +1,43 @@
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+ name: CI
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+
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+ on:
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+ push:
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+ branches: [main]
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+ pull_request:
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+
8
+ permissions:
9
+ contents: read
10
+
11
+ jobs:
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+ test:
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+ runs-on: ubuntu-latest
14
+ strategy:
15
+ fail-fast: false
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+ matrix:
17
+ python-version: ["3.11", "3.12", "3.13"]
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+ steps:
19
+ - uses: actions/checkout@v7
20
+ - uses: actions/setup-python@v6
21
+ with:
22
+ python-version: ${{ matrix.python-version }}
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+ cache: pip
24
+ - run: python -m pip install --upgrade pip
25
+ - run: python -m pip install -e '.[dev,ccxt,release]'
26
+ - run: ruff check .
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+ - run: mypy src
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+ - run: pytest
29
+ - if: matrix.python-version == '3.13'
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+ run: python -m build
31
+ - if: matrix.python-version == '3.13'
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+ run: python -m twine check --strict dist/*
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+
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+ docker:
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+ runs-on: ubuntu-latest
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+ steps:
37
+ - uses: actions/checkout@v7
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+ - uses: actions/setup-python@v6
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+ with:
40
+ python-version: "3.13"
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+ cache: pip
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+ - run: python -m pip install -e '.[dev]'
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+ - run: PINEFORGE_DOCKER_TEST=1 pytest tests/test_docker_integration.py
@@ -0,0 +1,48 @@
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+ name: Documentation
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+
3
+ on:
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+ push:
5
+ branches: [main]
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+ pull_request:
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+ workflow_dispatch:
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+
9
+ permissions:
10
+ contents: read
11
+
12
+ concurrency:
13
+ group: pages-${{ github.ref }}
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+ cancel-in-progress: true
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+
16
+ jobs:
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+ build:
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+ runs-on: ubuntu-latest
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+ steps:
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+ - uses: actions/checkout@v7
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+ - uses: actions/setup-python@v6
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+ with:
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+ python-version: "3.13"
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+ cache: pip
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+ - run: python -m pip install --upgrade pip
26
+ - run: python -m pip install -e '.[docs]'
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+ - run: mkdocs build --strict
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+ - if: github.event_name != 'pull_request'
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+ uses: actions/configure-pages@v5
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+ - if: github.event_name != 'pull_request'
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+ uses: actions/upload-pages-artifact@v4
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+ with:
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+ path: site
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+
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+ deploy:
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+ if: github.event_name != 'pull_request'
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+ needs: build
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+ runs-on: ubuntu-latest
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+ environment:
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+ name: github-pages
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+ url: ${{ steps.deployment.outputs.page_url }}
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+ permissions:
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+ pages: write
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+ id-token: write
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+ steps:
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+ - name: Deploy GitHub Pages
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+ id: deployment
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+ uses: actions/deploy-pages@v4
@@ -0,0 +1,231 @@
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+ name: Release
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+
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+ on:
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+ workflow_dispatch:
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+ inputs:
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+ bump:
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+ description: Semantic version component to increment
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+ required: true
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+ default: patch
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+ type: choice
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+ options:
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+ - patch
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+ - minor
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+ - major
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+
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+ permissions:
17
+ contents: read
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+
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+ concurrency:
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+ group: release
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+ cancel-in-progress: false
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+
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+ jobs:
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+ prepare:
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+ runs-on: ubuntu-latest
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+ permissions:
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+ contents: write
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+ issues: write
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+ pull-requests: write
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+ outputs:
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+ published: ${{ steps.release.outputs.published }}
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+ sha: ${{ steps.release.outputs.sha }}
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+ tag: ${{ steps.release.outputs.tag }}
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+ version: ${{ steps.release.outputs.version }}
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+ steps:
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+ - uses: actions/checkout@v7
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+ with:
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+ fetch-depth: 0
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+ ref: ${{ github.sha }}
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+ - uses: actions/setup-python@v6
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+ with:
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+ python-version: "3.13"
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+ - name: Create and merge version bump
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+ id: release
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+ env:
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+ BUMP: ${{ inputs.bump }}
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+ DEFAULT_BRANCH: ${{ github.event.repository.default_branch }}
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+ GH_TOKEN: ${{ github.token }}
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+ GH_REPO: ${{ github.repository }}
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+ run: |
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+ set -euo pipefail
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+ if [[ "$GITHUB_REF_NAME" != "$DEFAULT_BRANCH" ]]; then
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+ echo "Release must be dispatched from $DEFAULT_BRANCH, not $GITHUB_REF_NAME" >&2
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+ exit 1
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+ fi
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+
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+ current_version="$(python scripts/bump_version.py current)"
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+ version="$(python scripts/bump_version.py "$BUMP")"
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+ tag="v$version"
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+ git fetch origin "$DEFAULT_BRANCH" --tags
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+
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+ if sha="$(git rev-list -n 1 "$tag" 2>/dev/null)" && [[ -n "$sha" ]]; then
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+ echo "Reusing existing tag $tag at $sha"
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+ else
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+ git show "origin/$DEFAULT_BRANCH:pyproject.toml" > "$RUNNER_TEMP/main-pyproject.toml"
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+ main_version="$(python scripts/bump_version.py current --pyproject "$RUNNER_TEMP/main-pyproject.toml")"
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+ if [[ "$main_version" == "$version" ]]; then
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+ sha="$(git rev-parse "origin/$DEFAULT_BRANCH")"
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+ echo "Reusing version bump already merged at $sha"
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+ elif [[ "$main_version" != "$current_version" ]]; then
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+ echo "main moved from version $current_version to $main_version; dispatch again" >&2
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+ exit 1
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+ else
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+ branch="release/$tag-$GITHUB_RUN_ID"
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+ git switch --create "$branch" "origin/$DEFAULT_BRANCH"
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+ written_version="$(python scripts/bump_version.py "$BUMP" --write)"
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+ [[ "$written_version" == "$version" ]]
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+ git config user.name "github-actions[bot]"
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+ git config user.email "41898282+github-actions[bot]@users.noreply.github.com"
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+ git add pyproject.toml
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+ git commit -m "Release $tag"
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+ head_sha="$(git rev-parse HEAD)"
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+ git push --set-upstream origin "$branch"
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+
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+ gh label create skip-changelog \
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+ --description "Exclude this PR from generated release notes" \
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+ --color "ededed" \
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+ --force
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+ pr_url="$(gh pr create \
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+ --base "$DEFAULT_BRANCH" \
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+ --head "$branch" \
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+ --title "Release $tag" \
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+ --body "Automated **$BUMP** version bump from $current_version to $version.")"
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+ pr_number="${pr_url##*/}"
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+ gh pr edit "$pr_number" --add-label skip-changelog
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+ mergeable=UNKNOWN
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+ for _attempt in {1..30}; do
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+ mergeable="$(gh pr view "$pr_number" --json mergeable --jq ".mergeable")"
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+ [[ "$mergeable" == "MERGEABLE" ]] && break
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+ if [[ "$mergeable" == "CONFLICTING" ]]; then
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+ echo "Release PR $pr_number conflicts with $DEFAULT_BRANCH" >&2
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+ exit 1
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+ fi
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+ sleep 2
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+ done
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+ if [[ "$mergeable" != "MERGEABLE" ]]; then
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+ echo "Release PR $pr_number did not become mergeable" >&2
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+ exit 1
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+ fi
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+ gh pr merge "$pr_number" \
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+ --squash \
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+ --delete-branch \
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+ --match-head-commit "$head_sha" \
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+ --subject "Release $tag" \
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+ --body "Automated semantic version bump."
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+ sha="$(gh pr view "$pr_number" --json mergeCommit --jq ".mergeCommit.oid")"
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+ fi
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+ fi
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+
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+ pypi_status="$(curl \
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+ --silent \
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+ --output /dev/null \
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+ --write-out '%{http_code}' \
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+ --retry 3 \
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+ --retry-all-errors \
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+ "https://pypi.org/pypi/pineforge-data/$version/json")"
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+ case "$pypi_status" in
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+ 200) published=true ;;
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+ 404) published=false ;;
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+ *)
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+ echo "Unexpected PyPI status $pypi_status while checking $version" >&2
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+ exit 1
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+ ;;
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+ esac
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+
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+ {
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+ echo "published=$published"
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+ echo "sha=$sha"
139
+ echo "tag=$tag"
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+ echo "version=$version"
141
+ } >> "$GITHUB_OUTPUT"
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+ printf "Prepared %s at %s (already on PyPI: %s).\n" \
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+ "$tag" "$sha" "$published" >> "$GITHUB_STEP_SUMMARY"
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+
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+ build:
146
+ if: needs.prepare.outputs.published != 'true'
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+ needs: prepare
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+ runs-on: ubuntu-latest
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+ steps:
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+ - uses: actions/checkout@v7
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+ with:
152
+ ref: ${{ needs.prepare.outputs.sha }}
153
+ persist-credentials: false
154
+ - uses: actions/setup-python@v6
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+ with:
156
+ python-version: "3.13"
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+ cache: pip
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+ - run: python -m pip install --upgrade pip
159
+ - run: python -m pip install -e '.[dev,ccxt,release]'
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+ - name: Verify release tag and source
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+ run: python scripts/verify_release.py "${{ needs.prepare.outputs.tag }}"
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+ - name: Run static and unit checks
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+ run: |
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+ ruff check .
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+ mypy src
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+ pytest
167
+ - name: Run Docker integration checks
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+ run: PINEFORGE_DOCKER_TEST=1 pytest tests/test_docker_integration.py
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+ - name: Build wheel and source distribution
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+ run: python -m build
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+ - name: Check distribution metadata
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+ run: python -m twine check --strict dist/*
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+ - name: Install wheel in a clean environment
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+ run: |
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+ python -m venv /tmp/pineforge-wheel
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+ /tmp/pineforge-wheel/bin/python -m pip install dist/*.whl
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+ /tmp/pineforge-wheel/bin/python -c "import pineforge_data; assert 'Bar' in pineforge_data.__all__"
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+ - name: Upload validated distributions
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+ uses: actions/upload-artifact@v5
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+ with:
181
+ name: python-package-distributions
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+ path: dist/
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+ if-no-files-found: error
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+
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+ github-release:
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+ if: needs.prepare.outputs.published != 'true'
187
+ needs:
188
+ - prepare
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+ - build
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+ runs-on: ubuntu-latest
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+ permissions:
192
+ contents: write
193
+ steps:
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+ - name: Create GitHub Release with generated notes
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+ env:
196
+ GH_TOKEN: ${{ github.token }}
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+ GH_REPO: ${{ github.repository }}
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+ SHA: ${{ needs.prepare.outputs.sha }}
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+ TAG: ${{ needs.prepare.outputs.tag }}
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+ run: |
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+ set -euo pipefail
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+ if gh release view "$TAG" >/dev/null 2>&1; then
203
+ echo "GitHub Release $TAG already exists"
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+ else
205
+ gh release create "$TAG" \
206
+ --target "$SHA" \
207
+ --title "pineforge-data $TAG" \
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+ --generate-notes \
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+ --latest
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+ fi
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+
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+ publish:
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+ if: needs.prepare.outputs.published != 'true'
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+ needs:
215
+ - prepare
216
+ - build
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+ - github-release
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+ runs-on: ubuntu-latest
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+ environment:
220
+ name: pypi
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+ url: https://pypi.org/project/pineforge-data/
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+ permissions:
223
+ id-token: write
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+ steps:
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+ - name: Download validated distributions
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+ uses: actions/download-artifact@v6
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+ with:
228
+ name: python-package-distributions
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+ path: dist/
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+ - name: Publish to PyPI with Trusted Publishing
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+ uses: pypa/gh-action-pypi-publish@release/v1
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1
+ __pycache__/
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+ *.py[cod]
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+ *.egg-info/
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+ .coverage
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+ .mypy_cache/
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+ .pytest_cache/
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+ .ruff_cache/
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+ .venv/
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+ build/
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+ dist/
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+ site/
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+ # Contributing
2
+
3
+ Community data providers are the reason this repository exists. Keep the core
4
+ contracts small and put vendor behavior behind Python provider modules. This
5
+ repository does not accept a separate C++ provider implementation surface.
6
+
7
+ User-facing architecture and API guides are indexed in
8
+ [docs/index.md](docs/index.md). Update the applicable guide when changing public
9
+ models, provider behavior, CLI options, report fields, runtime channels, or
10
+ server/cache semantics.
11
+
12
+ Docker is required for raw-Pine integration work. Engine and codegen are
13
+ consumed only through the pinned `pineforge-release` image; do not add source
14
+ submodules or duplicate their build logic here.
15
+
16
+ ```bash
17
+ docker version
18
+ ```
19
+
20
+ ## Provider checklist
21
+
22
+ - Implement `MarketDataProvider` for backtest-compatible adapters; live-trade
23
+ and macro support remain separate optional protocols.
24
+ - Resolve exact normalized symbols from the upstream market catalog. Do not
25
+ infer base, quote, settlement currency, or contract terms by parsing symbols.
26
+ - Preserve both the normalized symbol and the provider-native `provider_id`.
27
+ - Represent spot/cash/CFD/swap/future/option separately and populate derivative
28
+ contract size, linear/inverse flags, expiry, strike, and option type when the
29
+ upstream supplies them.
30
+ - Normalize all timestamps to Unix milliseconds.
31
+ - Preserve the source name and normalized instrument on every record.
32
+ - Keep credentials out of logs and exception messages; prefer authorization
33
+ headers when the upstream API supports them.
34
+ - Make retries, timeouts, and rate limits explicit.
35
+ - Add offline fixture tests. CI must not require network access or API keys.
36
+ - Declare provider-specific libraries as optional dependencies.
37
+ - Keep local/database adapters read-only, validate mapped identifiers against
38
+ reflected metadata, and bind query values instead of accepting raw SQL.
39
+ - Keep provider-specific request parameters inside the adapter rather than
40
+ extending the normalized records.
41
+ - Never make `pineforge-engine` depend on this package.
42
+
43
+ Adapters may be contributed in-tree or shipped by another Python package. An
44
+ external package registers a factory without changing this repository's CLI:
45
+
46
+ ```toml
47
+ [project.entry-points."pineforge_data.providers"]
48
+ example = "example_pineforge:provider_factory"
49
+ ```
50
+
51
+ The callable receives `(venue, config)` and returns a structural
52
+ `MarketDataProvider`. See [docs/provider-contract.md](docs/provider-contract.md)
53
+ for the normalized model and a complete skeleton.
54
+
55
+ Every provider must have a second-level API guide at
56
+ `docs/providers/<provider>.md` and a catalog row in
57
+ `docs/providers.md`. Keep provider-specific installation, constructor,
58
+ configuration, behavior, errors, and limitations out of the catalog page.
59
+
60
+ ## Determinism and macro vintages
61
+
62
+ Historical results must be reproducible. Cache or snapshot mutable upstream
63
+ responses when exact replay matters. Macroeconomic values require both the
64
+ original release timestamp and the timestamp at which a particular vintage
65
+ became available; using today's revised value in an old backtest is lookahead.
66
+
67
+ ## Checks
68
+
69
+ ```bash
70
+ python -m pip install -e '.[dev,ccxt,database,server,docs,release]'
71
+ ruff check .
72
+ mypy src
73
+ pytest
74
+ mkdocs build --strict
75
+ python -m build
76
+ python -m twine check dist/*
77
+ PINEFORGE_DOCKER_TEST=1 pytest tests/test_docker_integration.py
78
+ ```
79
+
80
+ Maintainers should follow the version, tag, artifact, and Trusted Publishing
81
+ steps in the [release guide](docs/releasing.md). Contributors cannot publish a
82
+ package from a pull request.
@@ -0,0 +1,201 @@
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+ Apache License
2
+ Version 2.0, January 2004
3
+ http://www.apache.org/licenses/
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+
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+ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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+
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