quantlite 1.0.1__tar.gz → 1.0.2__tar.gz

{quantlite-1.0.1/src/quantlite.egg-info → quantlite-1.0.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantlite
-Version: 1.0.1
+Version: 1.0.2
 Summary: A fat-tail-native quantitative finance toolkit: EVT, risk metrics, and honest modelling for markets that bite.
 Author-email: Prasant Sudhakaran <code@prasant.net>
 License: MIT License

{quantlite-1.0.1 → quantlite-1.0.2}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "quantlite"
-version = "1.0.1"
+version = "1.0.2"
 description = "A fat-tail-native quantitative finance toolkit: EVT, risk metrics, and honest modelling for markets that bite."
 requires-python = ">=3.9"
 license = { file = "LICENSE" }

{quantlite-1.0.1 → quantlite-1.0.2}/src/quantlite/__init__.py

@@ -6,7 +6,7 @@ portfolio optimisation, multi-asset backtesting, and
 Stephen Few-inspired visualisation.
 """
 
-__version__ = "1.0.1"
+__version__ = "1.0.2"
 
 from .backtesting import (
     BacktestConfig,

{quantlite-1.0.1 → quantlite-1.0.2}/src/quantlite/data/cache.py

@@ -126,10 +126,13 @@ def cache_put(
     key = _cache_key(source, symbol, params)
     ext = _cache_ext()
     path = cache_dir / f"{key}{ext}"
+    # Strip non-serialisable attrs (e.g. DataMetadata) before caching
+    clean_df = df.copy()
+    clean_df.attrs = {}
     if ext == ".parquet":
-        df.to_parquet(path)
+        clean_df.to_parquet(path)
     else:
-        df.to_csv(path)
+        clean_df.to_csv(path)
     return path
 
 

{quantlite-1.0.1 → quantlite-1.0.2}/src/quantlite/pipeline.py

@@ -68,12 +68,25 @@ def fetch(
     close_frames = {}
     for ticker, df in result.items():
         if "close" in df.columns:
-            close_frames[ticker] = df["close"]
+            series = df["close"]
         elif "Close" in df.columns:
-            close_frames[ticker] = df["Close"]
+            series = df["Close"]
         else:
-            # Use last column as price
-            close_frames[ticker] = df.iloc[:, -1]
+            series = df.iloc[:, -1]
+
+        # Normalise index to timezone-naive dates for cross-asset alignment.
+        # Equities come back in America/New_York, crypto in UTC, etc.
+        # Without this, the join produces all-NaN rows and dropna() wipes everything.
+        idx = series.index
+        if isinstance(idx, pd.DatetimeIndex) and idx.tz is not None:
+            series = series.copy()
+            series.index = idx.tz_convert("UTC").normalize().tz_localize(None)
+        elif not isinstance(idx, pd.DatetimeIndex):
+            # Cache corruption: index degraded to strings on round-trip
+            series = series.copy()
+            series.index = pd.to_datetime(idx, utc=True).normalize().tz_localize(None)
+
+        close_frames[ticker] = series
 
     prices = pd.DataFrame(close_frames)
     returns = prices.pct_change().dropna()

{quantlite-1.0.1 → quantlite-1.0.2/src/quantlite.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantlite
-Version: 1.0.1
+Version: 1.0.2
 Summary: A fat-tail-native quantitative finance toolkit: EVT, risk metrics, and honest modelling for markets that bite.
 Author-email: Prasant Sudhakaran <code@prasant.net>
 License: MIT License