quantjourney-bidask 0.9.2__py3-none-any.whl → 0.9.4__py3-none-any.whl

quantjourney_bidask/__init__.py

@@ -1,8 +1,7 @@
 from .edge import edge
 from .edge_rolling import edge_rolling
 from .edge_expanding import edge_expanding
-from .data_fetcher import fetch_binance_data, fetch_yfinance_data
 from .websocket_fetcher import LiveSpreadMonitor
 from ._version import __version__, __author__, __email__, __license__
 
-__all__ = ['edge', 'edge_rolling', 'edge_expanding', 'fetch_binance_data', 'fetch_yfinance_data', 'LiveSpreadMonitor']
+__all__ = ['edge', 'edge_rolling', 'edge_expanding', 'LiveSpreadMonitor']

quantjourney_bidask/_version.py

@@ -1,6 +1,6 @@
 """Version information for quantjourney_bidask."""
 
-__version__ = "0.9.2"
+__version__ = "0.9.4"
 __author__ = "Jakub Polec"
 __email__ = "jakub@quantjourney.pro"
 __license__ = "MIT"

{quantjourney_bidask-0.9.2.dist-info → quantjourney_bidask-0.9.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantjourney-bidask
-Version: 0.9.2
+Version: 0.9.4
 Summary: Efficient bid-ask spread estimator from OHLC prices
 Author-email: Jakub Polec <jakub@quantjourney.pro>
 License-Expression: MIT
@@ -312,9 +312,9 @@ python examples/spread_estimator.py
 - `edge_rolling(df, window, min_periods=None)`: Rolling window estimation  
 - `edge_expanding(df, min_periods=3)`: Expanding window estimation
 
-### Data Fetching (`data/fetch.py`)
+### Data Fetching (`data/fetch.py`) - Examples & Demos
 
-- `DataFetcher()`: Main data fetcher class
+- `DataFetcher()`: Simplified data fetcher class for examples
 - `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)

quantjourney_bidask-0.9.4.dist-info/RECORD

@@ -0,0 +1,11 @@
+quantjourney_bidask/__init__.py,sha256=ycBwUmX5uZZvnXIygnREyF_VdGQmoXvX-Kkwb0OKegU,298
+quantjourney_bidask/_version.py,sha256=7lbdg1SKFTzau2oIJGxKQ7-_f5qeY69-EB_gg5wGNI8,220
+quantjourney_bidask/edge.py,sha256=YdL8So3i9CKQsDm6lI6mNRe-ODhisRhipksq-sfRmuk,6274
+quantjourney_bidask/edge_expanding.py,sha256=gAdow81VBb2rXtfoEzDur8xvu-rwfo1OQbt3LbUfq4w,2268
+quantjourney_bidask/edge_rolling.py,sha256=z8463emBLaxa0ceUBk9TPfVayFANo8IeDJ_fuDzGcfA,9103
+quantjourney_bidask/websocket_fetcher.py,sha256=xMS_qLbSW9hCS3RbNKvkn5HTK0XGmAO4wpaAl4_Mxb4,10895
+quantjourney_bidask-0.9.4.dist-info/licenses/LICENSE,sha256=m8MEOGnpSBtS6m9z4M9m1JksWWPzu1OK3UgY1wuHf04,1081
+quantjourney_bidask-0.9.4.dist-info/METADATA,sha256=AeWjnxksyf-aXjdLycosfszLWGX4RhE28wV1q6kuUPw,13202
+quantjourney_bidask-0.9.4.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+quantjourney_bidask-0.9.4.dist-info/top_level.txt,sha256=rOBM4GxA87iQv-mR8-WZdu3-Yj5ESyggRICpUhJ-4Dg,20
+quantjourney_bidask-0.9.4.dist-info/RECORD,,

quantjourney_bidask/data_fetcher.py

@@ -1,160 +0,0 @@
-import pandas as pd
-import requests
-import yfinance as yf
-from typing import Optional, List
-from datetime import datetime
-
-def fetch_binance_data(
-    symbols: List[str],
-    timeframe: str,
-    start: str,
-    end: str,
-    api_key: str,
-    api_url: str = "http://localhost:8000"
-) -> pd.DataFrame:
-    """
-    Fetch OHLCV data from Binance using the provided FastAPI server.
-
-    Parameters
-    ----------
-    symbols : List[str]
-        List of trading pairs (e.g., ["BTCUSDT", "ETHUSDT"]).
-    timeframe : str
-        Data timeframe (e.g., "1m", "1h", "1d").
-    start : str
-        Start time in ISO 8601 format (e.g., "2024-01-01T00:00:00Z").
-    end : str
-        End time in ISO 8601 format (e.g., "2024-01-02T00:00:00Z").
-    api_key : str
-        API key for authentication.
-    api_url : str, default "http://localhost:8000"
-        Base URL of the FastAPI server.
-
-    Returns
-    -------
-    pd.DataFrame
-        DataFrame with columns ['open', 'high', 'low', 'close', 'volume', 'timestamp', 'symbol'].
-
-    Raises
-    ------
-    ValueError
-        If the API request fails or returns an error.
-    """
-    payload = {
-        "exchange": "binance",
-        "symbols": symbols,
-        "start": start,
-        "end": end,
-        "timeframe": timeframe,
-        "upload_d1": False,
-        "force": False
-    }
-    headers = {"X-API-Key": api_key}
-    
-    # Initiate fetch request
-    response = requests.post(f"{api_url}/fetch", json=payload, headers=headers)
-    if response.status_code != 200:
-        raise ValueError(f"Fetch request failed: {response.text}")
-    
-    task_id = response.json().get("task_id")
-    if not task_id:
-        raise ValueError("No task ID returned from fetch request")
-
-    # Poll task status
-    while True:
-        status_response = requests.get(f"{api_url}/tasks/{task_id}")
-        if status_response.status_code != 200:
-            raise ValueError(f"Task status check failed: {status_response.text}")
-        
-        task = status_response.json().get("task")
-        if task["status"] in ["completed", "failed"]:
-            if task["status"] == "failed":
-                raise ValueError(f"Task failed: {task.get('message')}")
-            break
-
-    # Query data
-    data = []
-    for symbol in symbols:
-        query_payload = {
-            "symbol": symbol,
-            "timeframe": timeframe,
-            "start": start,
-            "end": end
-        }
-        query_response = requests.post(f"{api_url}/d1/query", json=query_payload)
-        if query_response.status_code != 200:
-            raise ValueError(f"Data query failed for {symbol}: {query_response.text}")
-        
-        rows = query_response.json().get("data", [])
-        df = pd.DataFrame(rows)
-        if not df.empty:
-            df['symbol'] = symbol
-            data.append(df)
-    
-    if not data:
-        raise ValueError("No data retrieved for the specified parameters")
-    
-    result = pd.concat(data, ignore_index=True)
-    result['timestamp'] = pd.to_datetime(result['timestamp'])
-    return result[['timestamp', 'symbol', 'open', 'high', 'low', 'close', 'volume']]
-
-def fetch_yfinance_data(
-    tickers: List[str],
-    period: str = "1mo",
-    interval: str = "1d",
-    start: Optional[str] = None,
-    end: Optional[str] = None
-) -> pd.DataFrame:
-    """
-    Fetch OHLCV data from Yahoo Finance using yfinance.
-
-    Parameters
-    ----------
-    tickers : List[str]
-        List of ticker symbols (e.g., ["AAPL", "MSFT"]).
-    period : str, default "1mo"
-        Data period (e.g., "1d", "1mo", "1y"). Ignored if start and end are provided.
-    interval : str, default "1d"
-        Data interval (e.g., "1m", "1h", "1d").
-    start : str, optional
-        Start date (e.g., "2024-01-01"). Overrides period if provided.
-    end : str, optional
-        End date (e.g., "2024-01-31"). Overrides period if provided.
-
-    Returns
-    -------
-    pd.DataFrame
-        DataFrame with columns ['open', 'high', 'low', 'close', 'volume', 'timestamp', 'symbol'].
-
-    Raises
-    ------
-    ValueError
-        If no data is retrieved for the specified parameters.
-    """
-    data = []
-    for ticker in tickers:
-        stock = yf.Ticker(ticker)
-        if start and end:
-            df = stock.history(start=start, end=end, interval=interval)
-        else:
-            df = stock.history(period=period, interval=interval)
-        
-        if df.empty:
-            continue
-        
-        df = df.reset_index()
-        df['symbol'] = ticker
-        df = df.rename(columns={
-            'Date': 'timestamp',
-            'Open': 'open',
-            'High': 'high',
-            'Low': 'low',
-            'Close': 'close',
-            'Volume': 'volume'
-        })
-        data.append(df[['timestamp', 'symbol', 'open', 'high', 'low', 'close', 'volume']])
-    
-    if not data:
-        raise ValueError("No data retrieved for the specified parameters")
-    
-    return pd.concat(data, ignore_index=True)

quantjourney_bidask-0.9.2.dist-info/RECORD

@@ -1,12 +0,0 @@
-quantjourney_bidask/__init__.py,sha256=vumoRDEDOTclYapknfSwKpCZi9IdfJbukdp7S1-kphA,409
-quantjourney_bidask/_version.py,sha256=UBCLMHVzRMf_CZST0MvEG2hcAApDHyD7gbGvGJockQI,220
-quantjourney_bidask/data_fetcher.py,sha256=GMVf4wRVwIE2JJ2sYAR_CCo56JQnReNhTWTSrZc0-L0,4931
-quantjourney_bidask/edge.py,sha256=YdL8So3i9CKQsDm6lI6mNRe-ODhisRhipksq-sfRmuk,6274
-quantjourney_bidask/edge_expanding.py,sha256=gAdow81VBb2rXtfoEzDur8xvu-rwfo1OQbt3LbUfq4w,2268
-quantjourney_bidask/edge_rolling.py,sha256=z8463emBLaxa0ceUBk9TPfVayFANo8IeDJ_fuDzGcfA,9103
-quantjourney_bidask/websocket_fetcher.py,sha256=xMS_qLbSW9hCS3RbNKvkn5HTK0XGmAO4wpaAl4_Mxb4,10895
-quantjourney_bidask-0.9.2.dist-info/licenses/LICENSE,sha256=m8MEOGnpSBtS6m9z4M9m1JksWWPzu1OK3UgY1wuHf04,1081
-quantjourney_bidask-0.9.2.dist-info/METADATA,sha256=uGpp2WQC7uub5QjxuuaIHbfyBTchADQMVgN-BDm1tsg,13164
-quantjourney_bidask-0.9.2.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-quantjourney_bidask-0.9.2.dist-info/top_level.txt,sha256=rOBM4GxA87iQv-mR8-WZdu3-Yj5ESyggRICpUhJ-4Dg,20
-quantjourney_bidask-0.9.2.dist-info/RECORD,,