powernse 0.1.0__tar.gz

powernse-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 PowerNSE contributors
+
+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.

powernse-0.1.0/PKG-INFO

@@ -0,0 +1,175 @@
+Metadata-Version: 2.4
+Name: powernse
+Version: 0.1.0
+Summary: Download and use official NSE India equity archives via CLI and Python
+Keywords: nse,india,bhavcopy,equities,market-data,download
+Author: Vishal Mishra
+Author-email: Vishal Mishra <vishal.k.mishra2@gmail.com>
+License-Expression: MIT
+License-File: LICENSE
+Classifier: Development Status :: 4 - Beta
+Classifier: Environment :: Console
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Typing :: Typed
+Requires-Dist: exchange-calendars>=4.5
+Requires-Dist: filelock>=3.32
+Requires-Dist: pydantic-settings>=2.15
+Requires-Dist: requests>=2.32
+Requires-Dist: tenacity>=9.0
+Requires-Dist: typer>=0.27
+Requires-Dist: pandas>=2.2 ; extra == 'pandas'
+Requires-Python: >=3.13
+Project-URL: Homepage, https://inquilabee.github.io/powernse/
+Project-URL: Documentation, https://inquilabee.github.io/powernse/
+Project-URL: Repository, https://github.com/inquilabee/powernse
+Project-URL: Issues, https://github.com/inquilabee/powernse/issues
+Project-URL: Changelog, https://github.com/inquilabee/powernse/blob/main/CHANGELOG.md
+Provides-Extra: pandas
+Description-Content-Type: text/markdown
+
+<p align="center">
+  <a href="https://pypi.org/project/powernse/"><img src="https://img.shields.io/pypi/v/powernse.svg" alt="PyPI version"/></a>
+  <a href="https://pypi.org/project/powernse/"><img src="https://img.shields.io/pypi/pyversions/powernse.svg" alt="Python versions"/></a>
+  <a href="LICENSE"><img src="https://img.shields.io/badge/license-MIT-blue.svg" alt="License: MIT"/></a>
+  <a href="https://inquilabee.github.io/powernse/"><img src="https://img.shields.io/badge/docs-GitHub%20Pages-blue" alt="Documentation"/></a>
+</p>
+
+<p align="center">
+  <strong>Official NSE India archives on disk. One CLI. A small Python API.</strong><br/>
+  Bhavcopy, F&amp;O, indexes, deals, corporate actions — downloaded from the exchange,
+  not scraped from a third-party dump.
+</p>
+
+<p align="center">
+  <a href="https://inquilabee.github.io/powernse/">Docs</a> ·
+  <a href="https://inquilabee.github.io/powernse/user/quickstart/">Quick start</a> ·
+  <a href="https://pypi.org/project/powernse/">PyPI</a> ·
+  <a href="CHANGELOG.md">Changelog</a>
+</p>
+
+______________________________________________________________________
+
+NSE publishes end-of-day files. The URLs move, the session cookie is picky, and
+nobody wants to re-learn the layout every quarter. **PowerNSE** stages those
+archives under a local `nse-data/` tree, keeps a download manifest, and lets you
+query OHLC from the CLI or from Python.
+
+Need a ready-made tree? `powernse fetch-bundle` pulls the tracked `nse-data/` from
+this GitHub repo. Prefer building it yourself? Point the downloaders at NSE.
+
+Python **3.13+**.
+
+## Install
+
+```bash
+pip install powernse
+pip install 'powernse[pandas]'   # optional DataFrame helpers
+```
+
+## Quick start
+
+```bash
+powernse bhavcopy --resume
+powernse fo-bhavcopy --resume --days 30
+powernse index-closes --from 2024-08-01 --to 2024-08-05
+powernse fetch-bundle --force    # optional: GitHub-hosted archive
+powernse status
+powernse ohlc RELIANCE --from 2024-08-01 --to 2024-08-05
+powernse doctor
+```
+
+```python
+from datetime import date
+from powernse import BhavcopyDownloader, NSEData
+
+BhavcopyDownloader("./nse-data").download_range(date(2024, 8, 1), date(2024, 8, 5))
+data = NSEData("./nse-data")
+bars = data.ohlc("RELIANCE", from_date=date(2024, 8, 1), to_date=date(2024, 8, 5))
+```
+
+Full walkthrough: [docs site quickstart](https://inquilabee.github.io/powernse/user/quickstart/).
+
+## What you get
+
+| Surface | Covers |
+| --- | --- |
+| Cash / F&O / full bhavcopy | Daily equity and derivatives archives |
+| Index closes & constituents | Index levels and membership snapshots |
+| Bulk / block deals, F&O ban | As-of snapshots |
+| Corporate actions | JSON for adjustment helpers |
+| `NSEData` / CLI | OHLC, coverage gaps, inventory, doctor |
+| `fetch-bundle` | Zip extract of this repo's `nse-data/` |
+
+Trading days use XBOM sessions when `exchange-calendars` covers the window
+(from 2006-08-16). Earlier dates fall back to weekdays.
+
+## Archive layout
+
+```text
+nse-data/
+  raw/bhavcopy/YYYY/YYYY-MM-DD.csv
+  raw/fo_bhavcopy/…
+  raw/full_bhavcopy/…
+  raw/index_closes/…
+  raw/bulk_deals/…  raw/block_deals/…  raw/fo_secban/…
+  raw/corporate_actions/YYYY/YYYY-MM-DD.json
+  raw/index_constituents/YYYY/YYYY-MM-DD_<index>.json
+  manifest/downloads.jsonl
+```
+
+## Etiquette
+
+Requests are throttled and an NSE session cookie is primed first. Keep date
+ranges modest; `--skip-existing` is on by default. Exchange URLs can change
+without notice.
+
+This project does **not** download or ingest Kaggle (or other third-party) dumps.
+If you only need rough historical OHLCV for experiments, fetch those yourself —
+PowerNSE sticks to official archives.
+
+## Disclaimer
+
+PowerNSE is **not affiliated with, endorsed by, or connected to** the National
+Stock Exchange of India (NSE) or any related entity. It is an unofficial tool
+for **educational and research** use only — not financial advice, and not an
+official data feed.
+
+You are responsible for how you use the software and any data it retrieves,
+including compliance with NSE terms of use. The author accepts **no liability**
+for losses, damages, or other consequences arising from use of this package.
+Use at your own risk.
+
+Full text: [DISCLAIMER.md](DISCLAIMER.md).
+
+## Documentation
+
+| Guide | Link |
+| --- | --- |
+| [Install](https://inquilabee.github.io/powernse/user/install/) | pip / uv / clone |
+| [Quick start](https://inquilabee.github.io/powernse/user/quickstart/) | Download + query |
+| [Archives](https://inquilabee.github.io/powernse/user/download/archives/) | Every downloader |
+| [NSEData](https://inquilabee.github.io/powernse/user/python/nsedata/) | Python API |
+| [fetch-bundle](https://inquilabee.github.io/powernse/user/bundle/fetch-bundle/) | GitHub zip extract |
+| [Disclaimer](https://inquilabee.github.io/powernse/user/disclaimer/) | Unofficial · educational use |
+| [Publish](https://inquilabee.github.io/powernse/maintainer/publish/) | Maintainer release |
+
+## Development
+
+```bash
+uv sync
+make check    # ShipGate
+make format
+make test
+make build
+```
+
+Local docs: `uv run --with mkdocs-material mkdocs serve`. Quality gates:
+[ShipGate](https://inquilabee.github.io/shipgate/) (`suite: standard`).
+
+## License
+
+MIT — see [LICENSE](LICENSE). Also read [DISCLAIMER.md](DISCLAIMER.md).

powernse-0.1.0/README.md

@@ -0,0 +1,142 @@
+<p align="center">
+  <a href="https://pypi.org/project/powernse/"><img src="https://img.shields.io/pypi/v/powernse.svg" alt="PyPI version"/></a>
+  <a href="https://pypi.org/project/powernse/"><img src="https://img.shields.io/pypi/pyversions/powernse.svg" alt="Python versions"/></a>
+  <a href="LICENSE"><img src="https://img.shields.io/badge/license-MIT-blue.svg" alt="License: MIT"/></a>
+  <a href="https://inquilabee.github.io/powernse/"><img src="https://img.shields.io/badge/docs-GitHub%20Pages-blue" alt="Documentation"/></a>
+</p>
+
+<p align="center">
+  <strong>Official NSE India archives on disk. One CLI. A small Python API.</strong><br/>
+  Bhavcopy, F&amp;O, indexes, deals, corporate actions — downloaded from the exchange,
+  not scraped from a third-party dump.
+</p>
+
+<p align="center">
+  <a href="https://inquilabee.github.io/powernse/">Docs</a> ·
+  <a href="https://inquilabee.github.io/powernse/user/quickstart/">Quick start</a> ·
+  <a href="https://pypi.org/project/powernse/">PyPI</a> ·
+  <a href="CHANGELOG.md">Changelog</a>
+</p>
+
+______________________________________________________________________
+
+NSE publishes end-of-day files. The URLs move, the session cookie is picky, and
+nobody wants to re-learn the layout every quarter. **PowerNSE** stages those
+archives under a local `nse-data/` tree, keeps a download manifest, and lets you
+query OHLC from the CLI or from Python.
+
+Need a ready-made tree? `powernse fetch-bundle` pulls the tracked `nse-data/` from
+this GitHub repo. Prefer building it yourself? Point the downloaders at NSE.
+
+Python **3.13+**.
+
+## Install
+
+```bash
+pip install powernse
+pip install 'powernse[pandas]'   # optional DataFrame helpers
+```
+
+## Quick start
+
+```bash
+powernse bhavcopy --resume
+powernse fo-bhavcopy --resume --days 30
+powernse index-closes --from 2024-08-01 --to 2024-08-05
+powernse fetch-bundle --force    # optional: GitHub-hosted archive
+powernse status
+powernse ohlc RELIANCE --from 2024-08-01 --to 2024-08-05
+powernse doctor
+```
+
+```python
+from datetime import date
+from powernse import BhavcopyDownloader, NSEData
+
+BhavcopyDownloader("./nse-data").download_range(date(2024, 8, 1), date(2024, 8, 5))
+data = NSEData("./nse-data")
+bars = data.ohlc("RELIANCE", from_date=date(2024, 8, 1), to_date=date(2024, 8, 5))
+```
+
+Full walkthrough: [docs site quickstart](https://inquilabee.github.io/powernse/user/quickstart/).
+
+## What you get
+
+| Surface | Covers |
+| --- | --- |
+| Cash / F&O / full bhavcopy | Daily equity and derivatives archives |
+| Index closes & constituents | Index levels and membership snapshots |
+| Bulk / block deals, F&O ban | As-of snapshots |
+| Corporate actions | JSON for adjustment helpers |
+| `NSEData` / CLI | OHLC, coverage gaps, inventory, doctor |
+| `fetch-bundle` | Zip extract of this repo's `nse-data/` |
+
+Trading days use XBOM sessions when `exchange-calendars` covers the window
+(from 2006-08-16). Earlier dates fall back to weekdays.
+
+## Archive layout
+
+```text
+nse-data/
+  raw/bhavcopy/YYYY/YYYY-MM-DD.csv
+  raw/fo_bhavcopy/…
+  raw/full_bhavcopy/…
+  raw/index_closes/…
+  raw/bulk_deals/…  raw/block_deals/…  raw/fo_secban/…
+  raw/corporate_actions/YYYY/YYYY-MM-DD.json
+  raw/index_constituents/YYYY/YYYY-MM-DD_<index>.json
+  manifest/downloads.jsonl
+```
+
+## Etiquette
+
+Requests are throttled and an NSE session cookie is primed first. Keep date
+ranges modest; `--skip-existing` is on by default. Exchange URLs can change
+without notice.
+
+This project does **not** download or ingest Kaggle (or other third-party) dumps.
+If you only need rough historical OHLCV for experiments, fetch those yourself —
+PowerNSE sticks to official archives.
+
+## Disclaimer
+
+PowerNSE is **not affiliated with, endorsed by, or connected to** the National
+Stock Exchange of India (NSE) or any related entity. It is an unofficial tool
+for **educational and research** use only — not financial advice, and not an
+official data feed.
+
+You are responsible for how you use the software and any data it retrieves,
+including compliance with NSE terms of use. The author accepts **no liability**
+for losses, damages, or other consequences arising from use of this package.
+Use at your own risk.
+
+Full text: [DISCLAIMER.md](DISCLAIMER.md).
+
+## Documentation
+
+| Guide | Link |
+| --- | --- |
+| [Install](https://inquilabee.github.io/powernse/user/install/) | pip / uv / clone |
+| [Quick start](https://inquilabee.github.io/powernse/user/quickstart/) | Download + query |
+| [Archives](https://inquilabee.github.io/powernse/user/download/archives/) | Every downloader |
+| [NSEData](https://inquilabee.github.io/powernse/user/python/nsedata/) | Python API |
+| [fetch-bundle](https://inquilabee.github.io/powernse/user/bundle/fetch-bundle/) | GitHub zip extract |
+| [Disclaimer](https://inquilabee.github.io/powernse/user/disclaimer/) | Unofficial · educational use |
+| [Publish](https://inquilabee.github.io/powernse/maintainer/publish/) | Maintainer release |
+
+## Development
+
+```bash
+uv sync
+make check    # ShipGate
+make format
+make test
+make build
+```
+
+Local docs: `uv run --with mkdocs-material mkdocs serve`. Quality gates:
+[ShipGate](https://inquilabee.github.io/shipgate/) (`suite: standard`).
+
+## License
+
+MIT — see [LICENSE](LICENSE). Also read [DISCLAIMER.md](DISCLAIMER.md).

powernse-0.1.0/pyproject.toml

@@ -0,0 +1,87 @@
+[project]
+name = "powernse"
+version = "0.1.0"
+description = "Download and use official NSE India equity archives via CLI and Python"
+readme = "README.md"
+license = "MIT"
+license-files = ["LICENSE"]
+keywords = [
+    "nse",
+    "india",
+    "bhavcopy",
+    "equities",
+    "market-data",
+    "download",
+]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Environment :: Console",
+    "Intended Audience :: Developers",
+    "Intended Audience :: Financial and Insurance Industry",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.13",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Typing :: Typed",
+]
+requires-python = ">=3.13"
+dependencies = [
+    "exchange-calendars>=4.5",
+    "filelock>=3.32",
+    "pydantic-settings>=2.15",
+    "requests>=2.32",
+    "tenacity>=9.0",
+    "typer>=0.27",
+]
+
+[[project.authors]]
+name = "Vishal Mishra"
+email = "vishal.k.mishra2@gmail.com"
+
+[project.optional-dependencies]
+pandas = ["pandas>=2.2"]
+
+[project.scripts]
+powernse = "powernse.cli:main"
+
+[project.urls]
+Homepage = "https://inquilabee.github.io/powernse/"
+Documentation = "https://inquilabee.github.io/powernse/"
+Repository = "https://github.com/inquilabee/powernse"
+Issues = "https://github.com/inquilabee/powernse/issues"
+Changelog = "https://github.com/inquilabee/powernse/blob/main/CHANGELOG.md"
+
+[build-system]
+requires = ["uv_build>=0.11.19,<0.12.0"]
+build-backend = "uv_build"
+
+[tool.uv]
+default-groups = ["dev"]
+
+[tool.ruff]
+line-length = 120
+target-version = "py313"
+
+[tool.ruff.lint]
+select = [
+    "B",
+    "E",
+    "F",
+    "I",
+    "UP",
+]
+
+[tool.ruff.lint.per-file-ignores]
+"src/powernse/__init__.py" = ["F401"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+addopts = ["-q"]
+filterwarnings = ["error"]
+
+[dependency-groups]
+dev = [
+    "pandas>=2.2",
+    "pre-commit>=4.6",
+    "pytest>=8.3",
+    "shipgate>=0.1.11",
+]

powernse-0.1.0/pyproject.toml.orig

@@ -0,0 +1,73 @@
+[project]
+name = "powernse"
+version = "0.1.0"
+description = "Download and use official NSE India equity archives via CLI and Python"
+readme = "README.md"
+license = "MIT"
+license-files = ["LICENSE"]
+authors = [
+    { name = "Vishal Mishra", email = "vishal.k.mishra2@gmail.com" },
+]
+keywords = ["nse", "india", "bhavcopy", "equities", "market-data", "download"]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Environment :: Console",
+    "Intended Audience :: Developers",
+    "Intended Audience :: Financial and Insurance Industry",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.13",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Typing :: Typed",
+]
+requires-python = ">=3.13"
+dependencies = [
+    "exchange-calendars>=4.5",
+    "filelock>=3.32",
+    "pydantic-settings>=2.15",
+    "requests>=2.32",
+    "tenacity>=9.0",
+    "typer>=0.27",
+]
+
+[project.optional-dependencies]
+pandas = ["pandas>=2.2"]
+
+[project.scripts]
+powernse = "powernse.cli:main"
+
+[project.urls]
+Homepage = "https://inquilabee.github.io/powernse/"
+Documentation = "https://inquilabee.github.io/powernse/"
+Repository = "https://github.com/inquilabee/powernse"
+Issues = "https://github.com/inquilabee/powernse/issues"
+Changelog = "https://github.com/inquilabee/powernse/blob/main/CHANGELOG.md"
+
+[build-system]
+requires = ["uv_build>=0.11.19,<0.12.0"]
+build-backend = "uv_build"
+
+[tool.uv]
+default-groups = ["dev"]
+
+[dependency-groups]
+dev = [
+    "pandas>=2.2",
+    "pre-commit>=4.6",
+    "pytest>=8.3",
+    "shipgate>=0.1.11",
+]
+
+[tool.ruff]
+line-length = 120
+target-version = "py313"
+
+[tool.ruff.lint]
+select = ["B", "E", "F", "I", "UP"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+addopts = ["-q"]
+filterwarnings = ["error"]
+
+[tool.ruff.lint.per-file-ignores]
+"src/powernse/__init__.py" = ["F401"]

powernse-0.1.0/src/powernse/__init__.py

@@ -0,0 +1,60 @@
+"""PowerNSE — download and use official NSE India equity archives."""
+
+from importlib.metadata import PackageNotFoundError, version
+
+from powernse.archive import ArchiveRoot
+from powernse.calendar import iter_trading_dates
+from powernse.data import NSEData
+from powernse.downloaders import (
+    BhavcopyDownloader,
+    BlockDealsDownloader,
+    BulkDealsDownloader,
+    CorporateActionsDownloader,
+    FoBhavcopyDownloader,
+    FoSecbanDownloader,
+    FullBhavcopyDownloader,
+    IndexClosesDownloader,
+    IndexConstituentsDownloader,
+    bhavcopy_archive_url,
+)
+from powernse.errors import ArchiveError, DownloadError, PayloadError, PowerNseError
+from powernse.loaders import ArchiveReader
+from powernse.settings import Settings
+from powernse.types import AdjustedOhlcBar, DownloadSummary, FoBar, IndexBar, OhlcBar
+
+__all__ = [
+    "ArchiveError",
+    "ArchiveReader",
+    "ArchiveRoot",
+    "AdjustedOhlcBar",
+    "BhavcopyDownloader",
+    "BlockDealsDownloader",
+    "BulkDealsDownloader",
+    "CorporateActionsDownloader",
+    "DownloadError",
+    "DownloadSummary",
+    "FoBar",
+    "FoBhavcopyDownloader",
+    "FoSecbanDownloader",
+    "FullBhavcopyDownloader",
+    "IndexBar",
+    "IndexClosesDownloader",
+    "IndexConstituentsDownloader",
+    "NSEData",
+    "OhlcBar",
+    "PayloadError",
+    "PowerNseError",
+    "Settings",
+    "bhavcopy_archive_url",
+    "iter_trading_dates",
+]
+
+
+def package_version() -> str:
+    try:
+        return version("powernse")
+    except PackageNotFoundError:
+        return "0.0.0+local"
+
+
+__version__ = package_version()

powernse-0.1.0/src/powernse/__main__.py

@@ -0,0 +1,6 @@
+"""python -m powernse"""
+
+from powernse.cli import main
+
+if __name__ == "__main__":
+    raise SystemExit(main())

powernse-0.1.0/src/powernse/adjust.py

@@ -0,0 +1,100 @@
+"""Opt-in corporate-action adjustment helpers for equity OHLC."""
+
+import re
+from datetime import date
+
+from powernse.downloaders.corporate_actions import parse_corporate_action_date
+from powernse.types import AdjustedOhlcBar, OhlcBar
+
+BONUS_RATIO = re.compile(r"bonus\s*(?:issue\s*)?(\d+)\s*:\s*(\d+)", re.IGNORECASE)
+SPLIT_RATIO = re.compile(
+    r"(?:split|face\s*value\s*split).*?(\d+)\s*(?:for|:|/)\s*(\d+)",
+    re.IGNORECASE,
+)
+SPLIT_TO_FROM = re.compile(
+    r"face\s*value\s*split.*?from\s*(?:rs\.?\s*)?(\d+(?:\.\d+)?).*?to\s*(?:rs\.?\s*)?(\d+(?:\.\d+)?)",
+    re.IGNORECASE,
+)
+
+
+def price_adjustment_factor_from_subject(subject: str) -> float | None:
+    """Return a price divisor for a CA subject, or None when unrecognized.
+
+    Bonus ``A:B`` (A shares for B held) → factor ``(A+B)/B``.
+    Face-value from→to → ``old/new``. Split ``N for M`` → larger/smaller share multiple.
+    """
+    text = subject.strip()
+    if not text:
+        return None
+    bonus = BONUS_RATIO.search(text)
+    if bonus is not None:
+        bonus_shares = int(bonus.group(1))
+        held = int(bonus.group(2))
+        if held <= 0:
+            return None
+        return (bonus_shares + held) / held
+    face = SPLIT_TO_FROM.search(text)
+    if face is not None:
+        old_fv = float(face.group(1))
+        new_fv = float(face.group(2))
+        if new_fv <= 0:
+            return None
+        return old_fv / new_fv
+    split = SPLIT_RATIO.search(text)
+    if split is not None:
+        left = int(split.group(1))
+        right = int(split.group(2))
+        if left <= 0 or right <= 0:
+            return None
+        return max(left, right) / min(left, right)
+    return None
+
+
+def corporate_action_price_events(records: list[dict[str, object]]) -> list[tuple[date, float]]:
+    """Extract ``(ex_date, price_divisor)`` pairs from corporate-action records."""
+    events: list[tuple[date, float]] = []
+    for record in records:
+        subject = str(record.get("subject") or record.get("SUBJECT") or "")
+        factor = price_adjustment_factor_from_subject(subject)
+        if factor is None or factor == 1.0:
+            continue
+        ex_date = parse_corporate_action_date(record)
+        if ex_date is None:
+            continue
+        events.append((ex_date, factor))
+    events.sort(key=lambda item: item[0])
+    return events
+
+
+def apply_price_adjustments(bars: list[OhlcBar], events: list[tuple[date, float]]) -> list[AdjustedOhlcBar]:
+    """Apply cumulative CA factors so the newest bar keeps factor 1.0."""
+    if not bars:
+        return []
+    ordered = sorted(bars, key=lambda bar: bar.trade_date)
+    cumulative = 1.0
+    event_index = len(events) - 1
+    result_rev: list[AdjustedOhlcBar] = []
+    for i, bar in enumerate(reversed(ordered)):
+        newer = ordered[len(ordered) - i] if i > 0 else None
+        upper = newer.trade_date if newer is not None else date.max
+        while event_index >= 0 and bar.trade_date < events[event_index][0] <= upper:
+            cumulative *= events[event_index][1]
+            event_index -= 1
+        result_rev.append(
+            AdjustedOhlcBar(
+                trade_date=bar.trade_date,
+                symbol=bar.symbol,
+                series=bar.series,
+                open=bar.open / cumulative,
+                high=bar.high / cumulative,
+                low=bar.low / cumulative,
+                close=bar.close / cumulative,
+                volume=int(round(bar.volume * cumulative)),
+                factor=cumulative,
+                isin=bar.isin,
+            )
+        )
+        while event_index >= 0 and events[event_index][0] == bar.trade_date:
+            cumulative *= events[event_index][1]
+            event_index -= 1
+    return list(reversed(result_rev))