sigma-terminal 2.0.2__py3-none-any.whl → 3.3.0__py3-none-any.whl

sigma/data/models.py

@@ -0,0 +1,130 @@
+"""Data models for the data module."""
+
+from dataclasses import dataclass, field
+from datetime import datetime, date
+from enum import Enum
+from typing import Any, Dict, List, Optional, Tuple
+
+
+class AssetClass(Enum):
+    """Asset class types."""
+    EQUITY = "equity"
+    ETF = "etf"
+    CRYPTO = "crypto"
+    FOREX = "forex"
+    INDEX = "index"
+    COMMODITY = "commodity"
+    BOND = "bond"
+    OPTION = "option"
+    FUTURE = "future"
+    UNKNOWN = "unknown"
+
+
+class DataSource(Enum):
+    """Data source providers."""
+    YFINANCE = "yfinance"
+    ALPHA_VANTAGE = "alpha_vantage"
+    POLYGON = "polygon"
+    QUANDL = "quandl"
+    FRED = "fred"
+    CACHE = "cache"
+    COMPUTED = "computed"
+
+
+@dataclass
+class DataLineage:
+    """Track data provenance."""
+    source: DataSource
+    symbol: str
+    timestamp: datetime = field(default_factory=datetime.now)
+    version: str = "1.0"
+    transformations: List[str] = field(default_factory=list)
+    quality_score: float = 1.0
+    metadata: Dict[str, Any] = field(default_factory=dict)
+
+
+@dataclass
+class DataQualityReport:
+    """Quality assessment for data."""
+    completeness: float = 1.0  # % of non-null values
+    accuracy: float = 1.0  # estimated accuracy
+    timeliness: float = 1.0  # freshness score
+    consistency: float = 1.0  # internal consistency
+    issues: List[str] = field(default_factory=list)
+    warnings: List[str] = field(default_factory=list)
+    total_records: int = 0
+    missing_count: int = 0
+    missing_pct: float = 0.0
+    stale_ticks: int = 0
+    outliers_detected: int = 0
+    timezone_issues: int = 0
+    date_range: Optional[Tuple[Any, Any]] = None
+    gaps: List[Any] = field(default_factory=list)
+    passed: bool = True
+    
+    @property
+    def overall_score(self) -> float:
+        """Calculate overall quality score."""
+        return (self.completeness + self.accuracy + self.timeliness + self.consistency) / 4
+
+
+@dataclass
+class CorporateAction:
+    """Corporate action event."""
+    action_type: str  # split, dividend, merger, spinoff
+    date: date
+    symbol: str
+    ratio: Optional[float] = None  # for splits
+    amount: Optional[float] = None  # for dividends
+    adjustment_factor: Optional[float] = None  # adjustment multiplier
+    details: Dict[str, Any] = field(default_factory=dict)
+
+
+@dataclass
+class PriceBar:
+    """Single price bar."""
+    timestamp: datetime
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: int
+    adjusted_close: Optional[float] = None
+
+
+@dataclass
+class Fundamental:
+    """Fundamental data point."""
+    symbol: str
+    period: str  # quarterly, annual
+    date: date
+    metrics: Dict[str, Any] = field(default_factory=dict)
+
+
+def detect_asset_class(symbol: str) -> AssetClass:
+    """Detect asset class from symbol."""
+    symbol = symbol.upper()
+    
+    # Crypto patterns
+    if symbol.endswith("-USD") or symbol.endswith("USD"):
+        return AssetClass.CRYPTO
+    if symbol in ["BTC", "ETH", "DOGE", "SOL", "ADA"]:
+        return AssetClass.CRYPTO
+    
+    # Forex patterns
+    if len(symbol) == 6 and symbol.isalpha():
+        major_currencies = ["USD", "EUR", "GBP", "JPY", "CHF", "CAD", "AUD", "NZD"]
+        if symbol[:3] in major_currencies and symbol[3:] in major_currencies:
+            return AssetClass.FOREX
+    
+    # Index patterns
+    if symbol.startswith("^") or symbol in ["SPY", "QQQ", "DIA", "IWM", "VTI"]:
+        return AssetClass.INDEX if symbol.startswith("^") else AssetClass.ETF
+    
+    # Common ETFs
+    etfs = ["SPY", "QQQ", "IWM", "VTI", "VOO", "VEA", "VWO", "BND", "GLD", "SLV", "USO"]
+    if symbol in etfs:
+        return AssetClass.ETF
+    
+    # Default to equity
+    return AssetClass.EQUITY