quantjourney-bidask 0.9.2__tar.gz → 0.9.4__tar.gz
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- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/PKG-INFO +3 -3
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/README.md +2 -2
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/pyproject.toml +1 -1
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/quantjourney_bidask/__init__.py +1 -2
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/quantjourney_bidask/_version.py +1 -1
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/quantjourney_bidask.egg-info/SOURCES.txt +0 -2
- quantjourney_bidask-0.9.2/examples/ff.py +0 -1281
- quantjourney_bidask-0.9.2/quantjourney_bidask/data_fetcher.py +0 -160
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/CHANGELOG.md +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/LICENSE +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/MANIFEST.in +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/data/fetch.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/docs/usage_examples.ipynb +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/examples/animated_spread_monitor.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/examples/crypto_spread_comparison.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/examples/liquidity_risk_monitor.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/examples/realtime_spread_monitor.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/examples/simple_data_example.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/examples/spread_estimator.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/examples/spread_monitor.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/examples/stock_liquidity_risk.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/examples/visualization.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/quantjourney_bidask/edge.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/quantjourney_bidask/edge_expanding.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/quantjourney_bidask/edge_rolling.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/quantjourney_bidask/websocket_fetcher.py +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/requirements.txt +0 -0
- {quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/setup.cfg +0 -0
@@ -1,6 +1,6 @@
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Metadata-Version: 2.4
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Name: quantjourney-bidask
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Version: 0.9.
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Version: 0.9.4
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Summary: Efficient bid-ask spread estimator from OHLC prices
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Author-email: Jakub Polec <jakub@quantjourney.pro>
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License-Expression: MIT
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- `edge_rolling(df, window, min_periods=None)`: Rolling window estimation
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- `edge_expanding(df, min_periods=3)`: Expanding window estimation
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### Data Fetching (`data/fetch.py`)
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### Data Fetching (`data/fetch.py`) - Examples & Demos
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- `DataFetcher()`:
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- `DataFetcher()`: Simplified data fetcher class for examples
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- `get_stock_data(ticker, period, interval)`: Fetch stock data from Yahoo Finance
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- `get_crypto_data(symbol, exchange, timeframe, limit)`: Fetch crypto data via CCXT (async)
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- `stream_btc_data(duration_seconds)`: Stream BTC data via websocket (async)
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- `edge_rolling(df, window, min_periods=None)`: Rolling window estimation
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- `edge_expanding(df, min_periods=3)`: Expanding window estimation
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### Data Fetching (`data/fetch.py`)
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### Data Fetching (`data/fetch.py`) - Examples & Demos
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- `DataFetcher()`:
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- `DataFetcher()`: Simplified data fetcher class for examples
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- `get_stock_data(ticker, period, interval)`: Fetch stock data from Yahoo Finance
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- `get_crypto_data(symbol, exchange, timeframe, limit)`: Fetch crypto data via CCXT (async)
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- `stream_btc_data(duration_seconds)`: Stream BTC data via websocket (async)
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from .edge import edge
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from .edge_rolling import edge_rolling
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from .edge_expanding import edge_expanding
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from .data_fetcher import fetch_binance_data, fetch_yfinance_data
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from .websocket_fetcher import LiveSpreadMonitor
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from ._version import __version__, __author__, __email__, __license__
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__all__ = ['edge', 'edge_rolling', 'edge_expanding', '
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__all__ = ['edge', 'edge_rolling', 'edge_expanding', 'LiveSpreadMonitor']
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{quantjourney_bidask-0.9.2 → quantjourney_bidask-0.9.4}/quantjourney_bidask.egg-info/SOURCES.txt
RENAMED
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docs/usage_examples.ipynb
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examples/animated_spread_monitor.py
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examples/crypto_spread_comparison.py
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examples/ff.py
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examples/liquidity_risk_monitor.py
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examples/realtime_spread_monitor.py
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examples/simple_data_example.py
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examples/visualization.py
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quantjourney_bidask/__init__.py
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quantjourney_bidask/_version.py
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quantjourney_bidask/data_fetcher.py
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quantjourney_bidask/edge.py
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quantjourney_bidask/edge_expanding.py
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quantjourney_bidask/edge_rolling.py
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