quantflow 0.4.4__tar.gz → 0.5.0__tar.gz

quantflow-0.5.0/.coveragerc

@@ -0,0 +1,18 @@
+[run]
+source = quantflow
+
+omit =
+    quantflow/utils/plot.py
+
+[html]
+directory = build/coverage/html
+
+[report]
+exclude_lines =
+    pragma: no cover
+    raise NotImplementedError
+    if TYPE_CHECKING:
+    @abstract
+
+[xml]
+output = build/coverage.xml

quantflow-0.5.0/.dockerignore

@@ -0,0 +1,16 @@
+dist/
+build/
+
+__marimo__
+__pycache__
+*.pyc
+*.pyo
+*.pyd
+.data
+.env
+.venv
+.mypy_cache
+.ruff_cache
+.pytest_cache
+.codebuild
+.gihub

quantflow-0.5.0/.github/copilot-instructions.md

@@ -0,0 +1,27 @@
+---
+name: quantflow-instructions
+description: 'Instructions for quantflow'
+applyTo: '/**'
+---
+
+
+# Quantflow Instructions
+
+
+## Development
+
+* Always run `make lint` after code changes — runs taplo, isort, black, ruff, and mypy
+* Never edit `readme.md` directly — it is generated from `docs/index.md` via `make docs`
+
+## Docker
+
+* The Dockerfile is at `dev/quantflow.dockerfile`
+* Uses `ghcr.io/astral-sh/uv:python3.14-bookworm-slim` as the base image (uv + Python bundled, no separate install needed)
+* Multi-stage build: builder installs deps and builds docs, runtime copies the `.venv` and app code
+* Package manager is `uv` — do not use Poetry or pip directly
+
+## Documentation
+
+* The documentation for quantflow is available at `https://quantflow.quantmid.com`
+* Documentation is built using [mkdocs](https://www.mkdocs.org/) and stored in the `docs/` directory. The documentation source files are written in markdown format.
+

quantflow-0.5.0/.github/workflows/build.yml

@@ -0,0 +1,75 @@
+name: build
+
+on:
+  push:
+    branches-ignore:
+      - deploy
+    tags-ignore:
+      - v*
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    env:
+      PYTHON_ENV: ci
+      GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+      PYPI_TOKEN: ${{ secrets.PYPI_TOKEN }}
+      FMP_API_KEY: ${{ secrets.FMP_API_KEY }}
+    strategy:
+      matrix:
+        python-version: ["3.11", "3.12", "3.13", "3.14"]
+
+    steps:
+      - uses: actions/checkout@v4
+      - name: install rops
+        uses: quantmind/rops/.github/actions/setup-rops@main
+      - name: install taplo
+        run: rops tools update taplo
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+      - name: Install uv
+        run: pip install -U pip uv
+      - name: Install dependencies
+        run: make install-dev
+      - name: run tests
+        run: make tests
+      - name: Install dependencies
+        run: make install-dev
+      - name: run lint
+        run: make lint-check
+      - name: run tests
+        run: make tests
+      - name: upload coverage reports to codecov
+        if: matrix.python-version == '3.14'
+        uses: codecov/codecov-action@v3
+        with:
+          token: ${{ secrets.CODECOV_TOKEN }}
+          files: ./build/coverage.xml
+      - name: publish
+        if: ${{ matrix.python-version == '3.14' && github.event.head_commit.message == 'release' }}
+        run: make publish
+
+  image:
+    if: github.ref == 'refs/heads/main'
+    uses: ./.github/workflows/docker-multiarch.yml
+    needs: build
+    with:
+      image-name: quantflow
+
+  deploy:
+    name: Create Deployment
+    if: github.ref == 'refs/heads/main'
+    runs-on: ubuntu-latest
+    permissions:
+      deployments: write
+    needs: image
+    steps:
+      - uses: chrnorm/deployment-action@v2
+        name: Create GitHub deployment
+        id: deployment
+        with:
+          token: "${{ secrets.TOKEN_DEPLOYMENT }}"
+          environment: prod
+          payload: '{"tag": "main-${{ github.sha }}"}'

quantflow-0.5.0/.github/workflows/deploy.yml

@@ -0,0 +1,74 @@
+name: deploy
+
+on: deployment
+
+jobs:
+  deploy:
+    runs-on: ubuntu-latest
+    # These permissions are needed for AWS GitHub's OIDC Token endpoint.
+    permissions:
+      id-token: write
+      contents: read
+    env:
+      K8S_ENV: ${{ github.event.deployment.environment }}
+      IMAGE_TAG: ${{ github.event.deployment.payload.tag }}
+      METABLOCK_API_TOKEN: ${{ secrets.METABLOCK_API_TOKEN }}
+      RUST_LOG: info
+
+    steps:
+      - name: Update deployment status (in_progress)
+        if: success()
+        uses: chrnorm/deployment-status@v2
+        with:
+          token: "${{ secrets.TOKEN_DEPLOYMENT }}"
+          deployment-id: ${{ github.event.deployment.id }}
+          state: "in_progress"
+      - name: checkout repo
+        uses: actions/checkout@v4
+        with:
+          ref: ${{ github.event.deployment.sha }}
+      - name: checkout vars
+        uses: actions/checkout@v4
+        with:
+          repository: quantmind/metaplatform
+          path: metaplatform
+          token: ${{ secrets.TOKEN_DEPLOYMENT }}
+      - name: Configure AWS Credentials
+        uses: aws-actions/configure-aws-credentials@v2
+        with:
+          role-to-assume: arn:aws:iam::337900243020:role/GithubActions
+          aws-region: eu-west-1
+      - name: install rops
+        uses: quantmind/rops/.github/actions/setup-rops@main
+        env:
+          GITHUB_TOKEN: ${{ secrets.TOKEN_DEPLOYMENT }}
+      - name: Install mozilla sops
+        uses: mdgreenwald/mozilla-sops-action@v1.4.1
+      - name: deploy quantflow
+        run: |
+          rops charts update
+          rops charts deploy \
+          quantflow \
+          --env ${K8S_ENV} \
+          --set image.tag=${IMAGE_TAG} \
+          --wait
+      - name: Update ingress configuration
+        uses: quantmind/metablock-ingress@v3
+        with:
+          token: ${{ secrets.METABLOCK_API_TOKEN }}
+          space: quantmind
+          path: dev/blocks
+      - name: Update deployment status (success)
+        if: success()
+        uses: chrnorm/deployment-status@v2
+        with:
+          token: "${{ secrets.TOKEN_DEPLOYMENT }}"
+          deployment-id: ${{ github.event.deployment.id }}
+          state: "success"
+      - name: Update deployment status (failure)
+        if: failure()
+        uses: chrnorm/deployment-status@v2
+        with:
+          token: "${{ secrets.TOKEN_DEPLOYMENT }}"
+          deployment-id: ${{ github.event.deployment.id }}
+          state: "failure"

quantflow-0.5.0/.github/workflows/docker-multiarch.yml

@@ -0,0 +1,68 @@
+name: Docker Multi-arch Build
+
+on:
+  workflow_call:
+    inputs:
+      image-name:
+        required: true
+        type: string
+
+jobs:
+  build-amd64:
+    runs-on: ubuntu-latest
+    env:
+      GITHUB_TOKEN: ${{ github.token }}
+
+    steps:
+      - uses: actions/checkout@v4
+      - name: Login to GitHub Container Registry
+        uses: docker/login-action@v3
+        with:
+          registry: ghcr.io
+          username: ${{ github.actor }}
+          password: ${{ github.token }}
+      - name: install rops
+        uses: quantmind/rops/.github/actions/setup-rops@main
+      - name: build amd64
+        run: rops docker build ${{ inputs.image-name }}
+      - name: push amd64
+        run: rops docker push ${{ inputs.image-name }} --arch
+
+  build-arm64:
+    runs-on: ubuntu-24.04-arm
+    env:
+      GITHUB_TOKEN: ${{ github.token }}
+      DOCKER_BUILDKIT: 0
+
+    steps:
+      - uses: actions/checkout@v4
+      - name: Login to GitHub Container Registry
+        uses: docker/login-action@v3
+        with:
+          registry: ghcr.io
+          username: ${{ github.actor }}
+          password: ${{ github.token }}
+      - name: install rops
+        uses: quantmind/rops/.github/actions/setup-rops@main
+      - name: build arm64
+        run: rops docker build ${{ inputs.image-name }}
+      - name: push arm64
+        run: rops docker push ${{ inputs.image-name }} --arch
+
+  manifest:
+    needs: [build-amd64, build-arm64]
+    runs-on: ubuntu-latest
+    env:
+      GITHUB_TOKEN: ${{ github.token }}
+    steps:
+      - uses: actions/checkout@v4
+      - name: Login to GitHub Container Registry
+        uses: docker/login-action@v3
+        with:
+          registry: ghcr.io
+          username: ${{ github.actor }}
+          password: ${{ github.token }}
+      - name: install rops
+        uses: quantmind/rops/.github/actions/setup-rops@main
+      - name: create manifest
+        run: rops docker manifest ${{ inputs.image-name }}

quantflow-0.5.0/.gitignore

@@ -0,0 +1,39 @@
+#
+# IDEs
+.idea
+*.sublime-workspace
+
+#
+# Files
+.DS_Store
+*.log
+.env
+
+#
+# Coverage
+.coveralls-repo-token
+.coverage
+htmlcov
+
+#
+# Python
+*.pyc
+.eggs
+*.egg-info
+__pycache__
+__marimo__
+build
+dist
+.venv
+.mypy_cache
+.pytest_cache
+.ruff_cache
+.python-version
+
+# Jupyter
+*.ipynb
+.ipynb_checkpoints
+_build
+
+# builds
+app/docs

quantflow-0.5.0/.vscode/launch.json

@@ -0,0 +1,21 @@
+{
+    "version": "0.2.0",
+    "configurations": [
+
+        {
+            "name": "PyTest",
+            "type": "debugpy",
+            "request": "launch",
+            "cwd": "${workspaceFolder}",
+            "console": "integratedTerminal",
+            "module": "pytest",
+            "env": {},
+            "justMyCode": false,
+            "args": [
+                "-x",
+                "-vvv",
+                "quantflow_tests/test_data.py::test_fed_yc",
+            ]
+        },
+    ]
+}

quantflow-0.5.0/.vscode/settings.json

@@ -0,0 +1,7 @@
+{
+    "python.defaultInterpreterPath": ".venv/bin/python",
+    "[python]": {
+        "editor.defaultFormatter": "ms-python.black-formatter",
+        "editor.formatOnSave": true
+    }
+}

quantflow-0.5.0/.vscode/tasks.json

@@ -0,0 +1,16 @@
+{
+    "tasks": [
+      {
+        "label": "JupyText Sync",
+        "type": "shell",
+        "command": "${command:python.interpreterPath} -m jupytext ${file} -s",
+        "group": {
+          "kind": "build",
+          "isDefault": true
+        },
+        "presentation": {
+          "reveal": "never",
+        }
+      }
+    ]
+  }

quantflow-0.5.0/CITATION.cff

@@ -0,0 +1,23 @@
+# This CITATION.cff file was generated with cffinit.
+# Visit https://bit.ly/cffinit to generate yours today!
+
+cff-version: 1.2.0
+title: quantflow
+message: >-
+  If you use this software, please cite it using the
+  metadata from this file.
+type: software
+authors:
+  - given-names: Luca
+    family-names: Sbardella
+    email: luca@quantmind.com
+  - name: quantmind
+repository-code: 'https://github.com/quantmind/quantflow'
+url: 'https://quantflow.quantmind.com'
+abstract: Quantitative finance and derivative pricing
+keywords:
+  - finance
+  - option-pricing
+  - quantitative-finance
+  - timeseries
+license: BSD-3-Clause

quantflow-0.5.0/CLAUDE.md

@@ -0,0 +1,2 @@
+@readme.md
+@.github/copilot-instructions.md

quantflow-0.5.0/Makefile

@@ -0,0 +1,48 @@
+
+.PHONY: help
+help:
+	@echo ================================================================================
+	@fgrep -h "##" $(MAKEFILE_LIST) | fgrep -v fgrep | sed -e 's/\\$$//' | sed -e 's/##//'
+	@echo ================================================================================
+
+
+.PHONY: lint
+lint:				## Lint and fix
+	@uv run ./dev/lint fix
+
+
+.PHONY: lint-check
+lint-check:			## Lint check only
+	@uv run ./dev/lint
+
+
+.PHONY: install-dev
+install-dev:			## Install development dependencies
+	@./dev/install
+
+.PHONY: marimo
+marimo:				## Run marimo for editing notebooks
+	@./dev/marimo edit
+
+.PHONY: docs
+docs:				## build documentation
+	@cp docs/index.md readme.md
+	@uv run mkdocs build
+
+.PHONY: docs-serve
+docs-serve:			## serve documentation
+	@uv run mkdocs serve --livereload --watch quantflow --watch docs
+
+.PHONY: publish
+publish:			## Release to pypi
+	@uv build
+	@uv publish --token $(PYPI_TOKEN)
+
+.PHONY: tests
+tests:				## Unit tests
+	@./dev/test
+
+
+.PHONY: outdated
+outdated:			## Show outdated packages
+	uv tree --outdated

quantflow-0.5.0/PKG-INFO

@@ -0,0 +1,150 @@
+Metadata-Version: 2.4
+Name: quantflow
+Version: 0.5.0
+Summary: quantitative analysis
+Project-URL: Homepage, https://github.com/quantmind/quantflow
+Project-URL: Repository, https://github.com/quantmind/quantflow
+Project-URL: Documentation, https://quantmind.github.io/quantflow/
+Author-email: Luca Sbardella <luca@quantmind.com>
+License-Expression: BSD-3-Clause
+License-File: LICENSE
+Requires-Python: <3.15,>=3.11
+Requires-Dist: ccy>=1.7.1
+Requires-Dist: polars[pandas,pyarrow]>=1.11.0
+Requires-Dist: pydantic>=2.0.2
+Requires-Dist: python-dotenv>=1.0.1
+Requires-Dist: scipy>=1.14.1
+Requires-Dist: statsmodels<0.15.0,>=0.14.6
+Provides-Extra: ai
+Requires-Dist: asciichartpy>=1.5.25; extra == 'ai'
+Requires-Dist: ccy[holidays]>=1.7.1; extra == 'ai'
+Requires-Dist: google-genai>=1.61.0; extra == 'ai'
+Requires-Dist: mcp>=1.26.0; extra == 'ai'
+Requires-Dist: openai>=2.16.0; extra == 'ai'
+Requires-Dist: pydantic-ai-slim>=1.51.0; extra == 'ai'
+Requires-Dist: rich>=13.9.4; extra == 'ai'
+Provides-Extra: book
+Requires-Dist: altair>=6.0.0; extra == 'book'
+Requires-Dist: autodocsumm>=0.2.14; extra == 'book'
+Requires-Dist: duckdb>=1.4.4; extra == 'book'
+Requires-Dist: fastapi>=0.129.0; extra == 'book'
+Requires-Dist: marimo>=0.19.7; extra == 'book'
+Requires-Dist: plotly>=6.2.0; extra == 'book'
+Requires-Dist: sympy>=1.12; extra == 'book'
+Provides-Extra: data
+Requires-Dist: aio-fluid[http]>=1.2.1; extra == 'data'
+Provides-Extra: dev
+Requires-Dist: black>=26.3.1; extra == 'dev'
+Requires-Dist: ghp-import>=2.0.2; extra == 'dev'
+Requires-Dist: isort>=8.0.0; extra == 'dev'
+Requires-Dist: mypy>=1.14.1; extra == 'dev'
+Requires-Dist: pytest-asyncio>=1.0.0; extra == 'dev'
+Requires-Dist: pytest-cov>=7.0.0; extra == 'dev'
+Requires-Dist: ruff>=0.15.4; extra == 'dev'
+Requires-Dist: types-python-dateutil>=2.9.0.20251115; extra == 'dev'
+Provides-Extra: docs
+Requires-Dist: griffe-pydantic>=1.1.0; extra == 'docs'
+Requires-Dist: griffe-typingdoc>=0.2.7; extra == 'docs'
+Requires-Dist: mkdocs-macros-plugin>=1.3.7; extra == 'docs'
+Requires-Dist: mkdocs-material>=9.7.0; extra == 'docs'
+Requires-Dist: mkdocs-redirects>=1.2.1; extra == 'docs'
+Requires-Dist: mkdocstrings[python]==1.0.0; extra == 'docs'
+Provides-Extra: ml
+Requires-Dist: torch>=2.10.0; extra == 'ml'
+Description-Content-Type: text/markdown
+
+# <a href="https://quantmind.github.io/quantflow"><img src="https://raw.githubusercontent.com/quantmind/quantflow/main/notebooks/assets/quantflow-light.svg" width=300 /></a>
+
+[![PyPI version](https://badge.fury.io/py/quantflow.svg)](https://badge.fury.io/py/quantflow)
+[![Python versions](https://img.shields.io/pypi/pyversions/quantflow.svg)](https://pypi.org/project/quantflow)
+[![Python downloads](https://img.shields.io/pypi/dd/quantflow.svg)](https://pypi.org/project/quantflow)
+[![build](https://github.com/quantmind/quantflow/actions/workflows/build.yml/badge.svg)](https://github.com/quantmind/quantflow/actions/workflows/build.yml)
+[![codecov](https://codecov.io/gh/quantmind/quantflow/branch/main/graph/badge.svg?token=wkH9lYKOWP)](https://codecov.io/gh/quantmind/quantflow)
+
+Quantitative analysis and pricing tools.
+
+![btcvol](https://github.com/quantmind/quantflow/assets/144320/88ed85d1-c3c5-489c-ac07-21b036593214)
+
+## Installation
+
+```bash
+pip install quantflow
+```
+
+## Modules
+
+* [quantflow.ai](https://github.com/quantmind/quantflow/tree/main/quantflow/ai) MCP server for AI clients (requires `quantflow[ai,data]`)
+* [quantflow.data](https://github.com/quantmind/quantflow/tree/main/quantflow/data) data APIs (requires `quantflow[data]`)
+* [quantflow.options](https://github.com/quantmind/quantflow/tree/main/quantflow/options) option pricing and calibration
+* [quantflow.sp](https://github.com/quantmind/quantflow/tree/main/quantflow/sp) stochastic process primitives
+* [quantflow.ta](https://github.com/quantmind/quantflow/tree/main/quantflow/ta) timeseries analysis tools
+* [quantflow.utils](https://github.com/quantmind/quantflow/tree/main/quantflow/utils) utilities and helpers
+
+## Optional dependencies
+
+* `data` — data retrieval: `pip install quantflow[data]`
+* `ai` — MCP server for AI clients: `pip install quantflow[ai,data]`
+
+## MCP Server
+
+Quantflow exposes its data tools as an [MCP](https://modelcontextprotocol.io) server, allowing AI clients such as Claude to query market data, crypto volatility surfaces, and economic indicators directly.
+
+Install with the `ai` and `data` extras:
+
+```bash
+pip install quantflow[ai,data]
+```
+
+### API keys
+
+Store your API keys in `~/.quantflow/.vault`:
+
+```
+fmp=your-fmp-key
+fred=your-fred-key
+```
+
+Or let the AI manage them for you via the `vault_add` tool once connected.
+
+### Claude Code
+
+```bash
+claude mcp add quantflow -- uv run qf-mcp
+```
+
+### Claude Desktop
+
+Add to your Claude Desktop config (`~/Library/Application Support/Claude/claude_desktop_config.json` on macOS):
+
+```json
+{
+  "mcpServers": {
+    "quantflow": {
+      "command": "uv",
+      "args": ["run", "qf-mcp"]
+    }
+  }
+}
+```
+
+### Available tools
+
+| Tool | Description |
+|---|---|
+| `vault_keys` | List stored API keys |
+| `vault_add` | Add or update an API key |
+| `vault_delete` | Delete an API key |
+| `stock_indices` | List stock market indices |
+| `stock_search` | Search companies by name or symbol |
+| `stock_profile` | Get company profile |
+| `stock_prices` | Get OHLC price history |
+| `sector_performance` | Sector performance and PE ratios |
+| `crypto_instruments` | List Deribit instruments |
+| `crypto_historical_volatility` | Historical volatility from Deribit |
+| `crypto_term_structure` | Volatility term structure |
+| `crypto_implied_volatility` | Implied volatility surface |
+| `crypto_prices` | Crypto OHLC price history |
+| `ascii_chart` | ASCII chart for any stock or crypto symbol |
+| `fred_subcategories` | Browse FRED categories |
+| `fred_series` | List series in a FRED category |
+| `fred_data` | Fetch FRED observations |

quantflow-0.5.0/app/__main__.py

@@ -0,0 +1,42 @@
+import os
+from pathlib import Path
+
+import marimo
+from fastapi import FastAPI, APIRouter
+from fastapi.staticfiles import StaticFiles
+
+APP_PATH = Path(__file__).parent
+PORT = int(os.environ.get("MICRO_SERVICE_PORT", "8001"))
+status_router = APIRouter()
+
+
+def crate_app() -> FastAPI:
+    # Create a marimo asgi app
+    server = marimo.create_asgi_app(include_code=True)
+    for path in APP_PATH.glob("*.py"):
+        if path.name.startswith("_"):
+            continue
+        dashed = path.stem.replace("_", "-")
+        server = server.with_app(path=f"/{dashed}", root=f"./app/{path.name}")
+    # Create a FastAPI app
+    app = FastAPI()
+    app.include_router(status_router)
+    app.mount("/examples", server.build())
+    app.mount("/", StaticFiles(directory=APP_PATH / "docs", html=True), name="static")
+    return app
+
+@status_router.get("/status")
+async def service_status() -> dict:
+    return {"status": "ok"}
+
+
+@status_router.get("/ready")
+async def service_ready() -> dict:
+    return {"status": "ok"}
+
+
+# Run the server
+if __name__ == "__main__":
+    import uvicorn
+
+    uvicorn.run(crate_app(), host="0.0.0.0", port=PORT)