tickerforge 0.1.3__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- tickerforge-0.1.3/.github/workflows/ci.yml +84 -0
- tickerforge-0.1.3/.github/workflows/release.yml +73 -0
- tickerforge-0.1.3/.gitignore +211 -0
- tickerforge-0.1.3/.pre-commit-config.yaml +29 -0
- tickerforge-0.1.3/LICENSE +21 -0
- tickerforge-0.1.3/PKG-INFO +181 -0
- tickerforge-0.1.3/README.md +157 -0
- tickerforge-0.1.3/VERSION +1 -0
- tickerforge-0.1.3/docs/early-closes-integration.md +45 -0
- tickerforge-0.1.3/docs/first-working-version.md +52 -0
- tickerforge-0.1.3/docs/is_trading_session_flow.svg +89 -0
- tickerforge-0.1.3/docs/smart-ticker-parsing.md +127 -0
- tickerforge-0.1.3/docs/spec-integration.md +37 -0
- tickerforge-0.1.3/pyproject.toml +74 -0
- tickerforge-0.1.3/scripts/check_versions.py +37 -0
- tickerforge-0.1.3/tests/test_b3_calendar_golden.py +135 -0
- tickerforge-0.1.3/tests/test_contract_cycles.py +38 -0
- tickerforge-0.1.3/tests/test_expiration_rules.py +32 -0
- tickerforge-0.1.3/tests/test_spec_loading.py +73 -0
- tickerforge-0.1.3/tests/test_ticker_generation.py +19 -0
- tickerforge-0.1.3/tests/test_ticker_parsing.py +358 -0
- tickerforge-0.1.3/tickerforge/__init__.py +12 -0
- tickerforge-0.1.3/tickerforge/calendars.py +63 -0
- tickerforge-0.1.3/tickerforge/contract_cycle.py +28 -0
- tickerforge-0.1.3/tickerforge/expiration_rules.py +159 -0
- tickerforge-0.1.3/tickerforge/models.py +181 -0
- tickerforge-0.1.3/tickerforge/month_codes.py +31 -0
- tickerforge-0.1.3/tickerforge/py.typed +1 -0
- tickerforge-0.1.3/tickerforge/schedule.py +205 -0
- tickerforge-0.1.3/tickerforge/spec_loader.py +175 -0
- tickerforge-0.1.3/tickerforge/ticker_generator.py +95 -0
- tickerforge-0.1.3/tickerforge/ticker_parser.py +255 -0
|
@@ -0,0 +1,84 @@
|
|
|
1
|
+
name: CI
|
|
2
|
+
|
|
3
|
+
on:
|
|
4
|
+
pull_request:
|
|
5
|
+
push:
|
|
6
|
+
branches: [main]
|
|
7
|
+
|
|
8
|
+
permissions:
|
|
9
|
+
contents: read
|
|
10
|
+
|
|
11
|
+
env:
|
|
12
|
+
COVERAGE_PYTHON: "3.12"
|
|
13
|
+
|
|
14
|
+
jobs:
|
|
15
|
+
check-versions:
|
|
16
|
+
runs-on: ubuntu-latest
|
|
17
|
+
steps:
|
|
18
|
+
- name: Checkout
|
|
19
|
+
uses: actions/checkout@v4
|
|
20
|
+
|
|
21
|
+
- name: Verify VERSION file
|
|
22
|
+
run: python3 scripts/check_versions.py
|
|
23
|
+
|
|
24
|
+
lint:
|
|
25
|
+
runs-on: ubuntu-latest
|
|
26
|
+
steps:
|
|
27
|
+
- name: Checkout
|
|
28
|
+
uses: actions/checkout@v4
|
|
29
|
+
|
|
30
|
+
- name: Setup Python
|
|
31
|
+
uses: actions/setup-python@v5
|
|
32
|
+
with:
|
|
33
|
+
python-version: "3.12"
|
|
34
|
+
cache: pip
|
|
35
|
+
cache-dependency-path: pyproject.toml
|
|
36
|
+
|
|
37
|
+
- name: Install package (editable + dev)
|
|
38
|
+
run: |
|
|
39
|
+
python -m pip install --upgrade pip
|
|
40
|
+
pip install -e ".[dev]"
|
|
41
|
+
|
|
42
|
+
- name: Run pre-commit
|
|
43
|
+
run: pre-commit run --all-files
|
|
44
|
+
|
|
45
|
+
test:
|
|
46
|
+
runs-on: ubuntu-latest
|
|
47
|
+
strategy:
|
|
48
|
+
fail-fast: false
|
|
49
|
+
matrix:
|
|
50
|
+
python-version: ["3.10", "3.12", "3.14"]
|
|
51
|
+
steps:
|
|
52
|
+
- name: Checkout
|
|
53
|
+
uses: actions/checkout@v4
|
|
54
|
+
|
|
55
|
+
- name: Fetch tickerforge-spec into spec/
|
|
56
|
+
run: |
|
|
57
|
+
git clone --depth 1 --branch main https://github.com/mesias/tickerforge-spec.git /tmp/tickerforge-spec
|
|
58
|
+
cp -r /tmp/tickerforge-spec/spec .
|
|
59
|
+
|
|
60
|
+
- name: Setup Python ${{ matrix.python-version }}
|
|
61
|
+
uses: actions/setup-python@v5
|
|
62
|
+
with:
|
|
63
|
+
python-version: ${{ matrix.python-version }}
|
|
64
|
+
cache: pip
|
|
65
|
+
cache-dependency-path: pyproject.toml
|
|
66
|
+
|
|
67
|
+
- name: Install package (editable + dev)
|
|
68
|
+
run: |
|
|
69
|
+
python -m pip install --upgrade pip
|
|
70
|
+
pip install -e ".[dev]"
|
|
71
|
+
|
|
72
|
+
- name: Run tests
|
|
73
|
+
if: matrix.python-version != env.COVERAGE_PYTHON
|
|
74
|
+
run: pytest
|
|
75
|
+
|
|
76
|
+
- name: Run tests and collect coverage
|
|
77
|
+
if: matrix.python-version == env.COVERAGE_PYTHON
|
|
78
|
+
run: pytest --cov=./ --cov-report=xml
|
|
79
|
+
|
|
80
|
+
- name: Upload coverage to Codecov
|
|
81
|
+
if: matrix.python-version == env.COVERAGE_PYTHON
|
|
82
|
+
uses: codecov/codecov-action@v3
|
|
83
|
+
with:
|
|
84
|
+
token: ${{ secrets.CODECOV_TOKEN }}
|
|
@@ -0,0 +1,73 @@
|
|
|
1
|
+
name: Release
|
|
2
|
+
|
|
3
|
+
on:
|
|
4
|
+
push:
|
|
5
|
+
tags:
|
|
6
|
+
- "v*"
|
|
7
|
+
|
|
8
|
+
jobs:
|
|
9
|
+
validate:
|
|
10
|
+
name: Validate version
|
|
11
|
+
runs-on: ubuntu-latest
|
|
12
|
+
steps:
|
|
13
|
+
- name: Checkout
|
|
14
|
+
uses: actions/checkout@v4
|
|
15
|
+
|
|
16
|
+
- name: Setup Python
|
|
17
|
+
uses: actions/setup-python@v5
|
|
18
|
+
with:
|
|
19
|
+
python-version: "3.12"
|
|
20
|
+
|
|
21
|
+
- name: Verify VERSION file
|
|
22
|
+
run: python3 scripts/check_versions.py
|
|
23
|
+
|
|
24
|
+
- name: Verify tag matches VERSION
|
|
25
|
+
run: |
|
|
26
|
+
set -euo pipefail
|
|
27
|
+
TAG="${GITHUB_REF_NAME#v}"
|
|
28
|
+
VER=$(tr -d '[:space:]' < VERSION)
|
|
29
|
+
if [ "$TAG" != "$VER" ]; then
|
|
30
|
+
echo "::error::Git tag v$TAG must match VERSION ($VER)"
|
|
31
|
+
exit 1
|
|
32
|
+
fi
|
|
33
|
+
|
|
34
|
+
release_pypi:
|
|
35
|
+
name: Publish PyPI (tickerforge)
|
|
36
|
+
needs: validate
|
|
37
|
+
runs-on: ubuntu-latest
|
|
38
|
+
environment: release
|
|
39
|
+
steps:
|
|
40
|
+
- name: Checkout
|
|
41
|
+
uses: actions/checkout@v4
|
|
42
|
+
|
|
43
|
+
- name: Setup Python
|
|
44
|
+
uses: actions/setup-python@v5
|
|
45
|
+
with:
|
|
46
|
+
python-version: "3.12"
|
|
47
|
+
|
|
48
|
+
- name: Build Python artifacts
|
|
49
|
+
run: |
|
|
50
|
+
python -m pip install --upgrade pip build
|
|
51
|
+
python -m build
|
|
52
|
+
|
|
53
|
+
- name: Publish to PyPI
|
|
54
|
+
uses: pypa/gh-action-pypi-publish@release/v1
|
|
55
|
+
with:
|
|
56
|
+
user: __token__
|
|
57
|
+
password: ${{ secrets.PYPI_API_TOKEN }}
|
|
58
|
+
packages-dir: dist/
|
|
59
|
+
attestations: false
|
|
60
|
+
|
|
61
|
+
github_release:
|
|
62
|
+
name: GitHub Release
|
|
63
|
+
needs: release_pypi
|
|
64
|
+
runs-on: ubuntu-latest
|
|
65
|
+
permissions:
|
|
66
|
+
contents: write
|
|
67
|
+
steps:
|
|
68
|
+
- name: Create GitHub Release
|
|
69
|
+
uses: softprops/action-gh-release@v2
|
|
70
|
+
with:
|
|
71
|
+
tag_name: ${{ github.ref_name }}
|
|
72
|
+
name: ${{ github.ref_name }}
|
|
73
|
+
generate_release_notes: true
|
|
@@ -0,0 +1,211 @@
|
|
|
1
|
+
# Byte-compiled / optimized / DLL files
|
|
2
|
+
__pycache__/
|
|
3
|
+
*.py[codz]
|
|
4
|
+
*$py.class
|
|
5
|
+
|
|
6
|
+
# C extensions
|
|
7
|
+
*.so
|
|
8
|
+
|
|
9
|
+
# Distribution / packaging
|
|
10
|
+
.Python
|
|
11
|
+
build/
|
|
12
|
+
develop-eggs/
|
|
13
|
+
dist/
|
|
14
|
+
downloads/
|
|
15
|
+
eggs/
|
|
16
|
+
.eggs/
|
|
17
|
+
lib/
|
|
18
|
+
lib64/
|
|
19
|
+
parts/
|
|
20
|
+
sdist/
|
|
21
|
+
var/
|
|
22
|
+
wheels/
|
|
23
|
+
share/python-wheels/
|
|
24
|
+
*.egg-info/
|
|
25
|
+
.installed.cfg
|
|
26
|
+
*.egg
|
|
27
|
+
MANIFEST
|
|
28
|
+
|
|
29
|
+
# PyInstaller
|
|
30
|
+
# Usually these files are written by a python script from a template
|
|
31
|
+
# before PyInstaller builds the exe, so as to inject date/other infos into it.
|
|
32
|
+
*.manifest
|
|
33
|
+
*.spec
|
|
34
|
+
|
|
35
|
+
# Installer logs
|
|
36
|
+
pip-log.txt
|
|
37
|
+
pip-delete-this-directory.txt
|
|
38
|
+
|
|
39
|
+
# Unit test / coverage reports
|
|
40
|
+
htmlcov/
|
|
41
|
+
.tox/
|
|
42
|
+
.nox/
|
|
43
|
+
.coverage
|
|
44
|
+
.coverage.*
|
|
45
|
+
.cache
|
|
46
|
+
nosetests.xml
|
|
47
|
+
coverage.xml
|
|
48
|
+
*.cover
|
|
49
|
+
*.py.cover
|
|
50
|
+
.hypothesis/
|
|
51
|
+
.pytest_cache/
|
|
52
|
+
cover/
|
|
53
|
+
|
|
54
|
+
# Translations
|
|
55
|
+
*.mo
|
|
56
|
+
*.pot
|
|
57
|
+
|
|
58
|
+
# Django stuff:
|
|
59
|
+
*.log
|
|
60
|
+
local_settings.py
|
|
61
|
+
db.sqlite3
|
|
62
|
+
db.sqlite3-journal
|
|
63
|
+
|
|
64
|
+
# Flask stuff:
|
|
65
|
+
instance/
|
|
66
|
+
.webassets-cache
|
|
67
|
+
|
|
68
|
+
# Scrapy stuff:
|
|
69
|
+
.scrapy
|
|
70
|
+
|
|
71
|
+
# Sphinx documentation
|
|
72
|
+
docs/_build/
|
|
73
|
+
|
|
74
|
+
# PyBuilder
|
|
75
|
+
.pybuilder/
|
|
76
|
+
target/
|
|
77
|
+
|
|
78
|
+
# Jupyter Notebook
|
|
79
|
+
.ipynb_checkpoints
|
|
80
|
+
|
|
81
|
+
# IPython
|
|
82
|
+
profile_default/
|
|
83
|
+
ipython_config.py
|
|
84
|
+
|
|
85
|
+
# pyenv
|
|
86
|
+
# For a library or package, you might want to ignore these files since the code is
|
|
87
|
+
# intended to run in multiple environments; otherwise, check them in:
|
|
88
|
+
# .python-version
|
|
89
|
+
|
|
90
|
+
# pipenv
|
|
91
|
+
# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
|
|
92
|
+
# However, in case of collaboration, if having platform-specific dependencies or dependencies
|
|
93
|
+
# having no cross-platform support, pipenv may install dependencies that don't work, or not
|
|
94
|
+
# install all needed dependencies.
|
|
95
|
+
#Pipfile.lock
|
|
96
|
+
|
|
97
|
+
# UV
|
|
98
|
+
# Similar to Pipfile.lock, it is generally recommended to include uv.lock in version control.
|
|
99
|
+
# This is especially recommended for binary packages to ensure reproducibility, and is more
|
|
100
|
+
# commonly ignored for libraries.
|
|
101
|
+
#uv.lock
|
|
102
|
+
|
|
103
|
+
# poetry
|
|
104
|
+
# Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
|
|
105
|
+
# This is especially recommended for binary packages to ensure reproducibility, and is more
|
|
106
|
+
# commonly ignored for libraries.
|
|
107
|
+
# https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
|
|
108
|
+
#poetry.lock
|
|
109
|
+
#poetry.toml
|
|
110
|
+
|
|
111
|
+
# pdm
|
|
112
|
+
# Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
|
|
113
|
+
# pdm recommends including project-wide configuration in pdm.toml, but excluding .pdm-python.
|
|
114
|
+
# https://pdm-project.org/en/latest/usage/project/#working-with-version-control
|
|
115
|
+
#pdm.lock
|
|
116
|
+
#pdm.toml
|
|
117
|
+
.pdm-python
|
|
118
|
+
.pdm-build/
|
|
119
|
+
|
|
120
|
+
# pixi
|
|
121
|
+
# Similar to Pipfile.lock, it is generally recommended to include pixi.lock in version control.
|
|
122
|
+
#pixi.lock
|
|
123
|
+
# Pixi creates a virtual environment in the .pixi directory, just like venv module creates one
|
|
124
|
+
# in the .venv directory. It is recommended not to include this directory in version control.
|
|
125
|
+
.pixi
|
|
126
|
+
|
|
127
|
+
# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
|
|
128
|
+
__pypackages__/
|
|
129
|
+
|
|
130
|
+
# Celery stuff
|
|
131
|
+
celerybeat-schedule
|
|
132
|
+
celerybeat.pid
|
|
133
|
+
|
|
134
|
+
# SageMath parsed files
|
|
135
|
+
*.sage.py
|
|
136
|
+
|
|
137
|
+
# Local checkout of tickerforge-spec (clone or copy into ./spec per README). Never commit
|
|
138
|
+
# symlinks to absolute paths or machine-specific paths.
|
|
139
|
+
/spec
|
|
140
|
+
|
|
141
|
+
# Environments
|
|
142
|
+
.env
|
|
143
|
+
.envrc
|
|
144
|
+
.venv
|
|
145
|
+
env/
|
|
146
|
+
venv/
|
|
147
|
+
ENV/
|
|
148
|
+
env.bak/
|
|
149
|
+
venv.bak/
|
|
150
|
+
|
|
151
|
+
# Spyder project settings
|
|
152
|
+
.spyderproject
|
|
153
|
+
.spyproject
|
|
154
|
+
|
|
155
|
+
# Rope project settings
|
|
156
|
+
.ropeproject
|
|
157
|
+
|
|
158
|
+
# mkdocs documentation
|
|
159
|
+
/site
|
|
160
|
+
|
|
161
|
+
# mypy
|
|
162
|
+
.mypy_cache/
|
|
163
|
+
.dmypy.json
|
|
164
|
+
dmypy.json
|
|
165
|
+
|
|
166
|
+
# Pyre type checker
|
|
167
|
+
.pyre/
|
|
168
|
+
|
|
169
|
+
# pytype static type analyzer
|
|
170
|
+
.pytype/
|
|
171
|
+
|
|
172
|
+
# Cython debug symbols
|
|
173
|
+
cython_debug/
|
|
174
|
+
|
|
175
|
+
# PyCharm
|
|
176
|
+
# JetBrains specific template is maintained in a separate JetBrains.gitignore that can
|
|
177
|
+
# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
|
|
178
|
+
# and can be added to the global gitignore or merged into this file. For a more nuclear
|
|
179
|
+
# option (not recommended) you can uncomment the following to ignore the entire idea folder.
|
|
180
|
+
#.idea/
|
|
181
|
+
|
|
182
|
+
# Abstra
|
|
183
|
+
# Abstra is an AI-powered process automation framework.
|
|
184
|
+
# Ignore directories containing user credentials, local state, and settings.
|
|
185
|
+
# Learn more at https://abstra.io/docs
|
|
186
|
+
.abstra/
|
|
187
|
+
|
|
188
|
+
# Visual Studio Code
|
|
189
|
+
# Visual Studio Code specific template is maintained in a separate VisualStudioCode.gitignore
|
|
190
|
+
# that can be found at https://github.com/github/gitignore/blob/main/Global/VisualStudioCode.gitignore
|
|
191
|
+
# and can be added to the global gitignore or merged into this file. However, if you prefer,
|
|
192
|
+
# you could uncomment the following to ignore the entire vscode folder
|
|
193
|
+
# .vscode/
|
|
194
|
+
|
|
195
|
+
# Ruff stuff:
|
|
196
|
+
.ruff_cache/
|
|
197
|
+
|
|
198
|
+
# PyPI configuration file
|
|
199
|
+
.pypirc
|
|
200
|
+
|
|
201
|
+
# Cursor
|
|
202
|
+
# Cursor is an AI-powered code editor. `.cursorignore` specifies files/directories to
|
|
203
|
+
# exclude from AI features like autocomplete and code analysis. Recommended for sensitive data
|
|
204
|
+
# refer to https://docs.cursor.com/context/ignore-files
|
|
205
|
+
.cursorignore
|
|
206
|
+
.cursorindexingignore
|
|
207
|
+
|
|
208
|
+
# Marimo
|
|
209
|
+
marimo/_static/
|
|
210
|
+
marimo/_lsp/
|
|
211
|
+
__marimo__/
|
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
repos:
|
|
2
|
+
- repo: https://github.com/psf/black
|
|
3
|
+
rev: 26.3.1
|
|
4
|
+
hooks:
|
|
5
|
+
- id: black
|
|
6
|
+
|
|
7
|
+
- repo: https://github.com/PyCQA/isort
|
|
8
|
+
rev: 8.0.1
|
|
9
|
+
hooks:
|
|
10
|
+
- id: isort
|
|
11
|
+
|
|
12
|
+
- repo: https://github.com/astral-sh/ruff-pre-commit
|
|
13
|
+
rev: v0.15.7
|
|
14
|
+
hooks:
|
|
15
|
+
- id: ruff-check
|
|
16
|
+
args: [--fix]
|
|
17
|
+
|
|
18
|
+
- repo: https://github.com/pre-commit/mirrors-mypy
|
|
19
|
+
rev: v1.19.1
|
|
20
|
+
hooks:
|
|
21
|
+
- id: mypy
|
|
22
|
+
additional_dependencies:
|
|
23
|
+
- pydantic>=2
|
|
24
|
+
- PyYAML
|
|
25
|
+
- types-PyYAML
|
|
26
|
+
- python-dateutil
|
|
27
|
+
- types-python-dateutil
|
|
28
|
+
- exchange-calendars
|
|
29
|
+
- pytest
|
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
MIT License
|
|
2
|
+
|
|
3
|
+
Copyright (c) 2026 Alejandro Mesias
|
|
4
|
+
|
|
5
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
6
|
+
of this software and associated documentation files (the "Software"), to deal
|
|
7
|
+
in the Software without restriction, including without limitation the rights
|
|
8
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
9
|
+
copies of the Software, and to permit persons to whom the Software is
|
|
10
|
+
furnished to do so, subject to the following conditions:
|
|
11
|
+
|
|
12
|
+
The above copyright notice and this permission notice shall be included in all
|
|
13
|
+
copies or substantial portions of the Software.
|
|
14
|
+
|
|
15
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
16
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
17
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
18
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
19
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
20
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
21
|
+
SOFTWARE.
|
|
@@ -0,0 +1,181 @@
|
|
|
1
|
+
Metadata-Version: 2.4
|
|
2
|
+
Name: tickerforge
|
|
3
|
+
Version: 0.1.3
|
|
4
|
+
Summary: Generate and parse derivatives tickers from tickerforge-spec.
|
|
5
|
+
License-File: LICENSE
|
|
6
|
+
Requires-Python: >=3.10
|
|
7
|
+
Requires-Dist: exchange-calendars
|
|
8
|
+
Requires-Dist: pydantic
|
|
9
|
+
Requires-Dist: python-dateutil
|
|
10
|
+
Requires-Dist: pyyaml
|
|
11
|
+
Requires-Dist: tickerforge-spec-data
|
|
12
|
+
Provides-Extra: dev
|
|
13
|
+
Requires-Dist: black; extra == 'dev'
|
|
14
|
+
Requires-Dist: isort; extra == 'dev'
|
|
15
|
+
Requires-Dist: mypy; extra == 'dev'
|
|
16
|
+
Requires-Dist: pandas; extra == 'dev'
|
|
17
|
+
Requires-Dist: pre-commit; extra == 'dev'
|
|
18
|
+
Requires-Dist: pytest; extra == 'dev'
|
|
19
|
+
Requires-Dist: pytest-cov; extra == 'dev'
|
|
20
|
+
Requires-Dist: ruff; extra == 'dev'
|
|
21
|
+
Requires-Dist: types-python-dateutil; extra == 'dev'
|
|
22
|
+
Requires-Dist: types-pyyaml; extra == 'dev'
|
|
23
|
+
Description-Content-Type: text/markdown
|
|
24
|
+
|
|
25
|
+
# tickerforge
|
|
26
|
+
|
|
27
|
+
[](https://codecov.io/gh/mesias/tickerforge-py)
|
|
28
|
+
[](https://github.com/mesias/tickerforge-py/actions/workflows/ci.yml)
|
|
29
|
+
[](https://github.com/mesias/tickerforge-py/blob/main/.github/workflows/ci.yml)
|
|
30
|
+
[](https://github.com/mesias/tickerforge-py/blob/main/LICENSE)
|
|
31
|
+
|
|
32
|
+
[](https://github.com/psf/black)
|
|
33
|
+
[](https://pycqa.github.io/isort/)
|
|
34
|
+
[](https://github.com/astral-sh/ruff)
|
|
35
|
+
[](https://www.mypy-lang.org/)
|
|
36
|
+
|
|
37
|
+
[](https://github.com/mesias/tickerforge-py)
|
|
38
|
+
|
|
39
|
+
Python library that loads [`tickerforge-spec`](https://github.com/mesias/tickerforge-spec) and
|
|
40
|
+
generates/parses derivatives tickers.
|
|
41
|
+
|
|
42
|
+
## Install
|
|
43
|
+
|
|
44
|
+
```bash
|
|
45
|
+
pip install "git+https://github.com/mesias/tickerforge-py.git"
|
|
46
|
+
```
|
|
47
|
+
|
|
48
|
+
`tickerforge` depends on `tickerforge-spec-data` from the same repository root (`pyproject.toml` in [`tickerforge-spec`](https://github.com/mesias/tickerforge-spec)).
|
|
49
|
+
|
|
50
|
+
## Usage
|
|
51
|
+
|
|
52
|
+
By default, `TickerForge` / `TickerParser` use the spec bundled in the `tickerforge-spec-data` package (installed from [`tickerforge-spec`](https://github.com/mesias/tickerforge-spec) via `pip`). Pass `spec_path` only to override.
|
|
53
|
+
|
|
54
|
+
### Generating tickers
|
|
55
|
+
|
|
56
|
+
```python
|
|
57
|
+
from tickerforge import TickerForge
|
|
58
|
+
|
|
59
|
+
forge = TickerForge()
|
|
60
|
+
ticker = forge.generate("IND", date="2025-04-01")
|
|
61
|
+
print(ticker) # e.g. INDM25
|
|
62
|
+
```
|
|
63
|
+
|
|
64
|
+
Custom spec directory:
|
|
65
|
+
|
|
66
|
+
```python
|
|
67
|
+
forge = TickerForge(spec_path="/path/to/tickerforge-spec/spec")
|
|
68
|
+
```
|
|
69
|
+
|
|
70
|
+
### Parsing tickers (smart parsing)
|
|
71
|
+
|
|
72
|
+
The parser accepts **full tickers** (`INDM26`) or **root symbols** (`IND`).
|
|
73
|
+
|
|
74
|
+
Full tickers derive year/month directly from the string — no `reference_date` required.
|
|
75
|
+
Root symbols resolve the front-month contract via the generator; `reference_date` defaults to today when omitted.
|
|
76
|
+
|
|
77
|
+
```python
|
|
78
|
+
from tickerforge import TickerParser, parse_ticker
|
|
79
|
+
|
|
80
|
+
# Full ticker — year and month come from the ticker itself
|
|
81
|
+
parsed = parse_ticker("INDM26")
|
|
82
|
+
print(parsed.symbol, parsed.year, parsed.month) # IND 2026 6
|
|
83
|
+
print(parsed.tick_size, parsed.lot_size) # 5.0 1.0
|
|
84
|
+
|
|
85
|
+
# Root symbol — resolves front-month for today
|
|
86
|
+
parsed = parse_ticker("IND")
|
|
87
|
+
|
|
88
|
+
# Root symbol — resolves front-month for a specific date
|
|
89
|
+
parsed = parse_ticker("IND", reference_date="2026-06-01")
|
|
90
|
+
|
|
91
|
+
# Using TickerParser (reuses a loaded spec)
|
|
92
|
+
parser = TickerParser()
|
|
93
|
+
parsed = parser.parse("DOLK26")
|
|
94
|
+
parsed = parser.parse("DOL", reference_date="2026-04-15")
|
|
95
|
+
```
|
|
96
|
+
|
|
97
|
+
### Builder pattern
|
|
98
|
+
|
|
99
|
+
`TickerParser.builder()` provides a fluent API for configuration and one-shot parsing:
|
|
100
|
+
|
|
101
|
+
```python
|
|
102
|
+
from tickerforge import TickerParser
|
|
103
|
+
|
|
104
|
+
# Build a reusable parser (default spec)
|
|
105
|
+
parser = TickerParser.builder().build()
|
|
106
|
+
parsed = parser.parse("INDM26")
|
|
107
|
+
|
|
108
|
+
# Build a reusable parser (custom spec)
|
|
109
|
+
parser = TickerParser.builder().spec_path("/path/to/spec").build()
|
|
110
|
+
|
|
111
|
+
# One-shot parse — full ticker
|
|
112
|
+
parsed = TickerParser.builder().ticker("INDM26").parse()
|
|
113
|
+
|
|
114
|
+
# One-shot parse — root symbol with date
|
|
115
|
+
parsed = (
|
|
116
|
+
TickerParser.builder()
|
|
117
|
+
.ticker("IND")
|
|
118
|
+
.reference_date("2026-06-01")
|
|
119
|
+
.parse()
|
|
120
|
+
)
|
|
121
|
+
|
|
122
|
+
# One-shot parse — custom spec + date
|
|
123
|
+
parsed = (
|
|
124
|
+
TickerParser.builder()
|
|
125
|
+
.spec_path("/path/to/spec")
|
|
126
|
+
.ticker("IND")
|
|
127
|
+
.reference_date("2026-06-01")
|
|
128
|
+
.parse()
|
|
129
|
+
)
|
|
130
|
+
```
|
|
131
|
+
|
|
132
|
+
The builder enforces that `parse()` is only available after `ticker()` has been called.
|
|
133
|
+
|
|
134
|
+
### Contract-centric (tick, session, trading symbol)
|
|
135
|
+
|
|
136
|
+
`load_spec()` returns a repository of contracts. Each `ContractSpec` includes tick size and (after load) regular session times and exchange timezone, plus helpers that use the **bundled default spec** unless you pass `spec=…`:
|
|
137
|
+
|
|
138
|
+
```python
|
|
139
|
+
from tickerforge import load_spec
|
|
140
|
+
|
|
141
|
+
spec = load_spec()
|
|
142
|
+
dol = spec.get_contract("DOL")
|
|
143
|
+
|
|
144
|
+
dol.tick_size
|
|
145
|
+
dol.regular_session_start_end() # e.g. ("09:00", "18:30")
|
|
146
|
+
dol.exchange_timezone
|
|
147
|
+
# `dol.sessions` is an ordered list of `SessionSegment`; in YAML, sessions are a map keyed by
|
|
148
|
+
# band name (`regular`, …) and each key is copied into `SessionSegment.name` at load time.
|
|
149
|
+
|
|
150
|
+
# Front-month ticker — default bundled spec (omit `spec`)
|
|
151
|
+
dol.trading_symbol_today()
|
|
152
|
+
dol.trading_symbol_for("2026-03-15")
|
|
153
|
+
|
|
154
|
+
# Same helpers with an explicit `SpecRepository` (e.g. custom `load_spec(path)`)
|
|
155
|
+
dol.trading_symbol_today(spec=spec)
|
|
156
|
+
dol.trading_symbol_for("2026-03-15", spec=spec)
|
|
157
|
+
```
|
|
158
|
+
|
|
159
|
+
Repeated calls with the default path reload the spec each time; for hot paths, pass `spec=` once.
|
|
160
|
+
|
|
161
|
+
## What this version supports
|
|
162
|
+
|
|
163
|
+
- Loading exchanges, contract cycles, expiration rules, and futures contracts from YAML
|
|
164
|
+
- Validating loaded structures with Pydantic models
|
|
165
|
+
- Resolving contract months by cycle
|
|
166
|
+
- Resolving expiration dates with spec-driven exchange calendars
|
|
167
|
+
- Rule-based holiday definitions (fixed dates, Easter offsets, nth-weekday) loaded from `spec/schedules/`
|
|
168
|
+
- Fallback to `exchange_calendars` when no spec schedule exists
|
|
169
|
+
- Generating futures tickers from `{symbol}{month_code}{yy}`-style templates
|
|
170
|
+
- Parsing tickers back to structured contract information
|
|
171
|
+
- Golden calendar validation for B3 WIN/IND/DOL (2023--2026)
|
|
172
|
+
|
|
173
|
+
## Run tests
|
|
174
|
+
|
|
175
|
+
Tests load YAML and fixtures from a `spec/` directory at the project root—the same tree bundled into the [`tickerforge-spec-data`](https://github.com/mesias/tickerforge-spec) wheel from that repo’s root. Clone the spec repo once:
|
|
176
|
+
|
|
177
|
+
```bash
|
|
178
|
+
git clone --depth 1 https://github.com/mesias/tickerforge-spec.git /tmp/tickerforge-spec
|
|
179
|
+
cp -r /tmp/tickerforge-spec/spec .
|
|
180
|
+
pytest
|
|
181
|
+
```
|