quantjourney-bidask 0.6.0__py3-none-any.whl → 0.9.0__py3-none-any.whl

quantjourney_bidask/_version.py

@@ -1,7 +1,7 @@
 """Version information for quantjourney_bidask."""
 
-__version__ = "0.6.0"
+__version__ = "0.9.0"
 __author__ = "Jakub Polec"
 __email__ = "jakub@quantjourney.pro"
-__license__ = "Apache License 2.0"
-__copyright__ = "Copyright (c) 2024 Jakub Polec, QuantJourney"
+__license__ = "MIT"
+__copyright__ = "Copyright (c) 2025 Jakub Polec, QuantJourney"

{quantjourney_bidask-0.6.0.dist-info → quantjourney_bidask-0.9.0.dist-info}/METADATA

@@ -1,7 +1,7 @@
 Metadata-Version: 2.4
 Name: quantjourney-bidask
-Version: 0.6.0
-Summary: Efficient bid-ask spread estimator from OHLC prices with simplified data fetching for stocks and crypto
+Version: 0.9.0
+Summary: Efficient bid-ask spread estimator from OHLC prices
 Author-email: Jakub Polec <jakub@quantjourney.pro>
 License-Expression: MIT
 Project-URL: Homepage, https://github.com/QuantJourneyOrg/qj_bidask
@@ -26,7 +26,6 @@ Requires-Dist: yfinance>=0.2
 Requires-Dist: matplotlib>=3.5
 Requires-Dist: plotly>=5.0
 Requires-Dist: websocket-client>=1.0
-Requires-Dist: ccxt>=4.0
 Provides-Extra: dev
 Requires-Dist: pytest>=7.0; extra == "dev"
 Requires-Dist: pytest-mock>=3.10; extra == "dev"
@@ -185,24 +184,126 @@ python examples/realtime_spread_monitor.py --mode dashboard
 python examples/realtime_spread_monitor.py --mode console
 ```
 
-## Examples
+## Project Structure
 
-The `examples/` directory contains comprehensive examples:
+```
+quantjourney_bidask/
+├── quantjourney_bidask/          # Main library code
+│   ├── __init__.py
+│   ├── edge.py                   # Core EDGE estimator
+│   ├── edge_rolling.py           # Rolling window estimation
+│   └── edge_expanding.py         # Expanding window estimation
+├── data/
+│   └── fetch.py                  # Simplified data fetcher for examples
+├── examples/                     # Comprehensive usage examples
+│   ├── simple_data_example.py    # Basic usage demonstration
+│   ├── spread_estimator.py       # Spread estimation examples
+│   ├── animated_spread_monitor.py # Animated visualizations
+│   ├── crypto_spread_comparison.py # Crypto spread analysis
+│   ├── liquidity_risk_monitor.py  # Risk monitoring
+│   ├── realtime_spread_monitor.py # Live monitoring dashboard
+│   └── stock_liquidity_risk.py    # Stock liquidity analysis
+├── tests/                        # Unit tests (GitHub only)
+│   ├── test_edge.py
+│   ├── test_edge_rolling.py
+│   └── test_data_fetcher.py
+└── _output/                      # Example output images
+    ├── simple_data_example.png
+    ├── crypto_spread_comparison.png
+    └── spread_estimator_results.png
+```
+
+## Examples and Visualizations
+
+The package includes comprehensive examples with beautiful visualizations:
+
+### Basic Data Analysis
+![Crypto Spread Analysis](_output/crypto_spread_comprehensive_analysis.png)
 
-- `spread_estimator.py` - Basic spread estimation examples
-- `spread_monitor.py` - Spread monitoring with threshold alerts
-- `realtime_spread_monitor.py` - Live websocket monitoring with animation
-- `crypto_spread_comparison.py` - Multi-asset spread comparison
-- `liquidity_risk_monitor.py` - Liquidity risk monitoring
-- `stock_liquidity_risk.py` - Stock-specific liquidity analysis
+### Crypto Spread Comparison  
+![Crypto Spread Comparison](_output/crypto_spread_comparison.png)
+
+### Spread Estimation Results
+![Spread Estimator Results](_output/spread_estimator_results.png)
+
+### Running Examples
+
+After installing via pip, examples are included in the package:
+
+```python
+import quantjourney_bidask
+from pathlib import Path
 
-Run any example:
+# Find package location
+pkg_path = Path(quantjourney_bidask.__file__).parent
+examples_path = pkg_path.parent / 'examples'
+print(f"Examples located at: {examples_path}")
+
+# List available examples
+for example in examples_path.glob('*.py'):
+    print(f"📄 {example.name}")
+```
+
+Or clone the repository for full access to examples and tests:
 
 ```bash
+git clone https://github.com/QuantJourneyOrg/qj_bidask
+cd qj_bidask
+python examples/simple_data_example.py
 python examples/spread_estimator.py
-python examples/realtime_spread_monitor.py
+python examples/crypto_spread_comparison.py
 ```
 
+### Available Examples
+
+- **`simple_data_example.py`** - Basic usage with stock and crypto data
+- **`spread_estimator.py`** - Core spread estimation functionality
+- **`animated_spread_monitor.py`** - Real-time animated visualizations
+- **`crypto_spread_comparison.py`** - Multi-asset crypto analysis
+- **`liquidity_risk_monitor.py`** - Risk monitoring and alerts
+- **`realtime_spread_monitor.py`** - Live websocket monitoring dashboard
+- **`stock_liquidity_risk.py`** - Stock-specific liquidity analysis
+
+## Testing and Development
+
+### Unit Tests
+The package includes comprehensive unit tests (available in the GitHub repository):
+
+- **`test_edge.py`** - Core EDGE estimator tests with known values from the academic paper
+- **`test_edge_rolling.py`** - Rolling window estimation tests
+- **`test_edge_expanding.py`** - Expanding window estimation tests  
+- **`test_data_fetcher.py`** - Data fetching functionality tests
+- **`test_estimators.py`** - Integration tests for all estimators
+
+Tests verify accuracy against the original paper's test cases and handle edge cases like missing data, non-positive prices, and various market conditions.
+
+### Development and Testing
+For full development access including tests:
+
+```bash
+# Clone the repository
+git clone https://github.com/QuantJourneyOrg/qj_bidask
+cd qj_bidask
+
+# Install in development mode
+pip install -e .
+
+# Run tests
+python -m pytest tests/ -v
+
+# Run specific test files
+python -m pytest tests/test_edge.py -v
+python -m pytest tests/test_data_fetcher.py -v
+
+# Run examples
+python examples/simple_data_example.py
+python examples/spread_estimator.py
+```
+
+### Package vs Repository
+- **PyPI Package** (`pip install quantjourney-bidask`): Includes core library, examples, and documentation
+- **GitHub Repository**: Full development environment with tests, development tools, and additional documentation
+
 ## API Reference
 
 ### Core Functions
@@ -213,11 +314,13 @@ python examples/realtime_spread_monitor.py
 
 ### Data Fetching (`data/fetch.py`)
 
-- `fetch_yfinance_data(tickers, period, interval)`: Fetch real market data from Yahoo Finance
-- `generate_synthetic_crypto_data(symbols, hours, interval_minutes)`: Generate synthetic crypto data
-- `fetch_binance_data(*args, **kwargs)`: Compatibility function (returns synthetic data)
-- `create_realtime_stream(symbols, exchange)`: Create websocket data stream
-- `create_spread_monitor(symbols, window)`: Create real-time spread monitor
+- `DataFetcher()`: Main data fetcher class
+- `get_stock_data(ticker, period, interval)`: Fetch stock data from Yahoo Finance
+- `get_crypto_data(symbol, exchange, timeframe, limit)`: Fetch crypto data via CCXT (async)
+- `stream_btc_data(duration_seconds)`: Stream BTC data via websocket (async)
+- `DataFetcher.get_btc_1m_websocket()`: Stream BTC 1-minute data
+- `DataFetcher.get_historical_crypto_data()`: Get historical crypto OHLCV data
+- `DataFetcher.save_data()` / `DataFetcher.load_data()`: Save/load data to CSV
 
 ### Real-Time Classes
 

{quantjourney_bidask-0.6.0.dist-info → quantjourney_bidask-0.9.0.dist-info}/RECORD

@@ -1,12 +1,12 @@
 quantjourney_bidask/__init__.py,sha256=vumoRDEDOTclYapknfSwKpCZi9IdfJbukdp7S1-kphA,409
-quantjourney_bidask/_version.py,sha256=kyNk5HYKJ0-OI9dXUspkUZDOPfOl8yymKmhaJH3QWcU,235
+quantjourney_bidask/_version.py,sha256=PNfYxivWH2RCzGECwhMnGzRhNhiDg7KULZppaKoLiAI,220
 quantjourney_bidask/data_fetcher.py,sha256=GMVf4wRVwIE2JJ2sYAR_CCo56JQnReNhTWTSrZc0-L0,4931
 quantjourney_bidask/edge.py,sha256=z-uRUH3Rot6Zw-dPa2pNlQu0hY1YJu6d0c18IyqbiNs,6105
 quantjourney_bidask/edge_expanding.py,sha256=bN6lBetJdqC2xSdRc1RTjHfSI1XXVKegl0GQaD8eanY,2047
 quantjourney_bidask/edge_rolling.py,sha256=CAZW_wBF7G6mGLenoEwlq4yB_1x1-PsQ4TgwL-zdM7w,8910
 quantjourney_bidask/websocket_fetcher.py,sha256=xMS_qLbSW9hCS3RbNKvkn5HTK0XGmAO4wpaAl4_Mxb4,10895
-quantjourney_bidask-0.6.0.dist-info/licenses/LICENSE,sha256=vny3AM3KIslUu5fdooMsdxVKghoZhDKnBCsLvMDHqLg,1081
-quantjourney_bidask-0.6.0.dist-info/METADATA,sha256=mznMm67-LzniXtsOHzxwdvlLFJnKXnbwiGaSDjBcIMU,9565
-quantjourney_bidask-0.6.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-quantjourney_bidask-0.6.0.dist-info/top_level.txt,sha256=rOBM4GxA87iQv-mR8-WZdu3-Yj5ESyggRICpUhJ-4Dg,20
-quantjourney_bidask-0.6.0.dist-info/RECORD,,
+quantjourney_bidask-0.9.0.dist-info/licenses/LICENSE,sha256=m8MEOGnpSBtS6m9z4M9m1JksWWPzu1OK3UgY1wuHf04,1081
+quantjourney_bidask-0.9.0.dist-info/METADATA,sha256=BIMxqvn5Nijih6S43QCAo6RM_Ik1Df5NRV1X8Q-VkWg,13313
+quantjourney_bidask-0.9.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+quantjourney_bidask-0.9.0.dist-info/top_level.txt,sha256=rOBM4GxA87iQv-mR8-WZdu3-Yj5ESyggRICpUhJ-4Dg,20
+quantjourney_bidask-0.9.0.dist-info/RECORD,,

{quantjourney_bidask-0.6.0.dist-info → quantjourney_bidask-0.9.0.dist-info}/licenses/LICENSE

@@ -1,6 +1,6 @@
 MIT License
 
-Copyright (c) 2024 Jakub Polec, QuantJourney
+Copyright (c) 2025 Jakub Polec, QuantJourney
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal