tradedesk-marketdata 2.0.0__tar.gz

tradedesk_marketdata-2.0.0/.codecrew/AGENTS.md

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+# Agents
+
+This repository is part of a CodeCrew project — coordination state lives in
+GitHub issues and PRs, per the protocol at
+https://github.com/radiusred/gh-codecrew/blob/main/SPEC.md.
+
+- **Version check.** Finish it before any verb but two:
+  `gh codecrew version` and `gh codecrew identity token`, which read no
+  pointer and change nothing. Compare the protocol `gh codecrew version`
+  prints with the `codecrew:` field of `.codecrew/config.yml`: the binary
+  must implement the same major and a minor at least the pointer's — the
+  CLI checks the major alone. In a spoke the floor is the hub's field,
+  which may be ahead of the spoke's: read it with
+  `gh api repos/<hub>/contents/.codecrew/config.yml -H "Accept: application/vnd.github.raw"`
+  (`<hub>` is the spoke pointer's `hub:`) under whatever `gh` auth the
+  session has; if that read is refused, mint your seat identity
+  (`export GH_TOKEN=$(gh codecrew identity token <slug>)`, per your role
+  contract) and retry it at once. If the binary falls short and you
+  install the tools, upgrade (`gh extension upgrade codecrew`); otherwise
+  raise it with `gh codecrew checkpoint` and stop. Never upgrade mid-task.
+  Only once the check passes, go on.
+- `.codecrew/config.yml` names the hub; the hub's `.codecrew/roles/`
+  holds the role contracts. Then read the contract for the role you were
+  dispatched as before doing anything else — `gh codecrew roles show <role>`
+  prints it with this project's `.codecrew/roles/<role>.local.md` extension
+  appended (blank until the project writes one; in a hub `init` scaffolds the
+  file with a comment saying what belongs there).
+- `gh codecrew status` shows where the project is; `gh codecrew help`
+  lists the workflow verbs. Blocked gates refuse with
+  `refused[CODE]: detail` — act on the code, don't work around it.
+- Plans before commits, decisions recorded when made, and the verifier is
+  never the doer. Reviews are model reviews: a clean-context session under
+  the reviewer contract — even in pure solo, where its findings land as a
+  PR comment before the operator confirms.
+- **Contract drift.** `gh codecrew status` reports when a `.codecrew/roles/` contract
+  is missing or differs from the one embedded in the installed CLI. One
+  that is missing, or still an earlier release's text, is brought up to
+  date by `gh codecrew roles sync`, delivered as a housekeeping PR (SPEC §4)
+  with no task. One that differs from every release's text is this
+  project's own fork, and local conventions are legitimate: the
+  coordination layer compares (`gh codecrew roles diff <role>`, full upstream
+  text via `gh codecrew roles show <role> --latest`), decides what to adopt,
+  and reconciles it in a task with the decision recorded, moving the
+  project's additions into the role's `.local.md` extension. Never overwrite
+  a fork blindly. This file is CodeCrew's too, and `roles sync` brings it up
+  to date the same way, only while it is a release's text; the project's
+  own instructions belong in the root `AGENTS.md`.
+- **Dispatch authorization.** If you are the operator's primary session —
+  not dispatched as any specific role — then when a role is routed to a
+  GitHub App and that role's action is needed (a review, a verdict),
+  dispatching a clean-context sub-agent session as that App is authorized
+  and expected; use the dispatch prompt in
+  https://github.com/radiusred/gh-codecrew/blob/main/docs/identities.md. A
+  session dispatched *as* a role never dispatches another role — that
+  belongs to its coordination layer (platform, orchestrating session, or
+  operator) — and never chooses or briefs its own judge.

tradedesk_marketdata-2.0.0/.codecrew/config.yml

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+codecrew: "2.1" # protocol version (SPEC.md §5): a different major is refused; not the CLI release
+hub: radiusred/trading-hub

tradedesk_marketdata-2.0.0/.github/workflows/ci.yml

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+name: CI
+# CI runs on pull_request only. The post-merge `push: branches: [main]` trigger
+# was removed: every feature/release PR already runs the full
+# matrix as the merge gate, and rebase-merge means no semantic-merge surprises,
+# so re-running on the push to main only doubled GHA spend.
+on:
+  pull_request:
+jobs:
+  test:
+    # Skip on automated release version-bump PRs (release/*): they only change
+    # the __version__ string against code that already passed CI on its feature
+    # PRs, so re-running the full matrix there just burns GHA minutes.
+    if: ${{ !startsWith(github.head_ref, 'release/') }}
+    runs-on: ubuntu-latest
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.11", "3.12", "3.13", "3.14"]
+
+    steps:
+      - uses: actions/checkout@v6
+
+      - name: Install uv
+        uses: astral-sh/setup-uv@v7
+        with:
+          enable-cache: true
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install dependencies
+        run: uv sync --extra dev
+
+      - name: Run tests with coverage
+        run: |
+          uv run pytest \
+            --cov=tradedesk_marketdata \
+            --cov-report=term-missing \
+            --cov-report=xml \
+            --cov-fail-under=75

tradedesk_marketdata-2.0.0/.github/workflows/commitlint.yml

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+name: Lint commit messages
+# Every pull request in this repository reports this check, docs-only ones included:
+# no path filter, no branch guard, no `[skip ci]` bypass. `gh codecrew task
+# finish` refuses NO_CHECKS on a PR that reports none (SPEC §8), and the job
+# name is the check context the org's require-lint ruleset pins.
+#
+# Copied from radiusred/trading-hub's commitlint.yml, which takes the RAD-nnn
+# step verbatim from radiusred/tradedesk's `lint-commits` job and adds the org's
+# shared commitlint action.
+on:
+  pull_request:
+
+permissions:
+  contents: read
+  pull-requests: read
+
+jobs:
+  lint-commits:
+    name: Lint commit messages
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v6
+        with:
+          fetch-depth: 0
+
+      - name: Forbid internal ticket references (RAD-nnn)
+        run: |
+          if [ "${{ github.event_name }}" = "pull_request" ]; then
+            msgs=$(git log --format='%s%n%b' "origin/${{ github.base_ref }}..HEAD")
+          else
+            before="${{ github.event.before }}"
+            after="${{ github.sha }}"
+            if [ "$before" = "0000000000000000000000000000000000000000" ]; then
+              msgs=$(git log --format='%s%n%b' -1 "$after")
+            else
+              msgs=$(git log --format='%s%n%b' "${before}..${after}")
+            fi
+          fi
+          bad=$(printf '%s' "$msgs" | grep -E 'RAD-[0-9]+' || true)
+          if [ -n "$bad" ]; then
+            echo "::error::Commit message(s) contain internal ticket reference(s):"
+            printf '%s\n' "$bad"
+            exit 1
+          fi
+          echo "OK – no internal ticket references found."
+
+      - name: Lint against the Radius Red commitlint config
+        uses: radiusred/.github/.github/actions/commitlint@main

tradedesk_marketdata-2.0.0/.github/workflows/finalize-release.yml

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+name: Finalize Release
+
+# Tags and publishes the GitHub release once an automated release PR
+# (branch release/*) has merged. This replaces the idle "Wait for Merge" poll
+# loop that used to live in reusable-release.yml's execute job:
+# the release runner now exits immediately after opening the PR, and this
+# merge-triggered workflow does the tag + publish. A workflow_dispatch escape
+# hatch is provided for the rare case where finalize needs a manual re-run.
+
+on:
+  pull_request:
+    types: [closed]
+  workflow_dispatch:
+    inputs:
+      release_branch:
+        description: "Merged release branch, e.g. release/v1.2.3"
+        required: true
+        type: string
+      merge_sha:
+        description: "Merge commit SHA to tag and target the release at"
+        required: true
+        type: string
+
+jobs:
+  finalize:
+    if: >-
+      ${{ github.event_name == 'workflow_dispatch' ||
+          (github.event.pull_request.merged == true &&
+           startsWith(github.event.pull_request.head.ref, 'release/')) }}
+    permissions:
+      contents: write
+      pull-requests: read
+    uses: radiusred/.github/.github/workflows/reusable-finalize-release.yml@main
+    with:
+      release_branch: ${{ github.event.pull_request.head.ref || inputs.release_branch }}
+      merge_sha: ${{ github.event.pull_request.merge_commit_sha || inputs.merge_sha }}
+    secrets:
+      RELEASE_APP_CLIENT_ID: ${{ vars.RELEASE_APP_CLIENT_ID }}
+      RELEASE_APP_PRIVATE_KEY: ${{ secrets.RELEASE_APP_PRIVATE_KEY }}

tradedesk_marketdata-2.0.0/.github/workflows/prepare-release.yml

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+name: Prepare Release
+
+on:
+  workflow_dispatch:
+
+jobs:
+  call-reusable-release:
+    uses: radiusred/.github/.github/workflows/reusable-release.yml@main
+    permissions:
+      contents: write
+      pull-requests: write
+    with:
+      approval_environment: release-approval
+    secrets:
+      RELEASE_APP_CLIENT_ID: ${{ vars.RELEASE_APP_CLIENT_ID }}
+      RELEASE_APP_PRIVATE_KEY: ${{ secrets.RELEASE_APP_PRIVATE_KEY }}

tradedesk_marketdata-2.0.0/.github/workflows/publish.yml

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+name: Publish to PyPI
+
+on:
+  release:
+    types: [published]
+
+permissions:
+  contents: read
+
+jobs:
+  publish:
+    name: Build and publish to PyPI
+    runs-on: ubuntu-latest
+    environment: pypi
+    permissions:
+      id-token: write  # Required for trusted publishing
+    
+    steps:
+      - uses: actions/checkout@v6
+      
+      - name: Install uv
+        uses: astral-sh/setup-uv@v7
+        with:
+          python-version: "3.14"
+      
+      - name: Build package
+        run: uv build
+      
+      - name: Publish to PyPI
+        uses: pypa/gh-action-pypi-publish@release/v1

tradedesk_marketdata-2.0.0/.gitignore

@@ -0,0 +1,15 @@
+__pycache__/
+.cache
+.coverage
+.dist/
+.mypy_cache
+.pytest_cache/
+.ruff_cache/
+.tldr
+.vscode
+.venv/
+
+*.pyc
+*.egg-info/
+build/
+dist/

tradedesk_marketdata-2.0.0/.pre-commit-config.yaml

@@ -0,0 +1,6 @@
+repos:
+- repo: https://github.com/astral-sh/ruff-pre-commit
+  # Ruff version.
+  rev: v0.14.13
+  hooks:
+    - id: ruff-format

tradedesk_marketdata-2.0.0/AGENTS.md

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+# Agents
+
+This repository is a CodeCrew project — the instructions for an agent
+dispatched here are in `.codecrew/AGENTS.md`; read that file first.
+
+@.codecrew/AGENTS.md

tradedesk_marketdata-2.0.0/CLAUDE.md

@@ -0,0 +1,5 @@
+@AGENTS.md
+
+<!-- CodeCrew: Claude Code reads CLAUDE.md, not AGENTS.md; the import above
+     loads the entry point every harness shares. Add Claude-specific
+     instructions below it. -->

tradedesk_marketdata-2.0.0/CONTRIBUTING.md

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+# Contributing to tradedesk-marketdata
+
+We welcome contributions to `tradedesk-marketdata`. This guide covers the
+standards and workflow you need to contribute successfully.
+
+## Scope
+
+This repository is intentionally standalone and does not depend on the
+`tradedesk` framework.
+
+## What this repository holds
+
+This is a public repository. It holds:
+
+- the market-data downloader: the export framework, its CLIs, and its cache
+  repair and audit tools;
+- its providers (`tradedesk_marketdata/sources/`), each with the shipped
+  example configuration a user copies and edits (such as
+  `sources/histdata.example.toml`);
+- their tests, fixtures (synthetic, never downloaded provider data) and
+  documentation.
+
+It does not hold:
+
+- trading strategies, signals or anything that decides a trade;
+- research artefacts: results, notebooks, reports, findings about a market;
+- venue-, account- or deployment-specific configuration or paths: no one
+  user's cache location, instrument list, credentials or hosts in code,
+  docs, examples or tests.
+
+Until tooling enforces this, it is a review rule: a contribution that adds
+any of the above is declined.
+
+New providers follow [Writing a source](docs/writing-a-source.md).
+
+## Getting Started
+
+1. Fork the repository and create a feature branch from `main`.
+2. Clone locally and install the dev dependencies:
+
+```bash
+pip install -e '.[dev]'
+```
+
+Or with [`uv`](https://docs.astral.sh/uv/):
+
+```bash
+uv sync --extra dev
+```
+
+### Optional: MCP / code-summary tooling
+
+`llm-tldr` is not a runtime dependency and is not installed by default.
+If you use the MCP code-summary tool, install it separately:
+
+```bash
+uv sync --extra tooling
+```
+
+## Code Standards
+
+### Python Version
+
+Python 3.11+ is required.
+
+### Style and Linting
+
+We use [ruff](https://docs.astral.sh/ruff/) for linting and formatting:
+
+```bash
+ruff check .
+ruff format --check .
+```
+
+Rules enforced: `E`, `F`, `I` (import sorting), `B` (bugbear), `UP` (pyupgrade).
+Line length is 100 characters.
+
+### Type Checking
+
+We use [mypy](https://mypy.readthedocs.io/):
+
+```bash
+mypy .
+```
+
+All contributions must pass with zero type errors.
+
+## Conventions
+
+- All timestamps are UTC and written as ISO-8601 strings.
+- Exported datasets are canonical and self-describing via `<output>.meta.json`.
+- `--price-divisor` is applied once at export time; downstream code must not
+  rescale.
+- Keep Dukascopy concurrency conservative. One symbol export already uses two
+  downloader threads internally, so `--workers 1` caps total download
+  concurrency at two requests and is the safest default when reproducing
+  failures or filling gaps.
+- HistData.com is a free service: keep its requests strictly sequential per
+  instrument (one month zip per request, with a pause between months) and
+  never parallelise them within a symbol. Tests must not touch either network;
+  stub `sources.histdata._fetch_month_zip` or a source's session as the existing tests do.
+- When exporter, cache-normalization, or probe logic changes, rerun the
+  maintainer audit scripts in `scripts/` against a populated cache:
+  `dukascopy_audit.py` for local gap/DST/spread/stale checks and
+  `dukascopy_cross_provider.py` for cross-provider close-price correlation.
+
+## Testing
+
+We use [pytest](https://docs.pytest.org/):
+
+```bash
+pytest --cov=tradedesk_marketdata --cov-fail-under=75
+```
+
+- All new and existing tests must pass following any code change.
+- Code coverage must remain at or above 75%.
+- Include tests for new functionality or bug fixes.
+
+## Credentials and Release Automation
+
+Normal exporter runs, local development, and CI do not require repository
+secrets or broker credentials.
+
+Maintainers triggering `.github/workflows/prepare-release.yml` must configure
+these repository secrets:
+
+- `RELEASE_APP_ID`
+- `RELEASE_APP_PRIVATE_KEY`
+
+The shared reusable release workflow uses those values to mint a GitHub App
+token for checkout, version bumping, pushing the release commit, and creating
+the GitHub release. `.github/workflows/publish.yml` uses PyPI trusted
+publishing via GitHub OIDC (`id-token: write`), so no PyPI API token secret is
+expected in this repository.
+
+## Pull Requests
+
+- Keep changes small, well-scoped, and documented in PR descriptions.
+- Open PRs against `main`.
+- Rebase your branch onto `main` before submitting — we do not use merge commits.
+- Provide a brief rationale and expected impact in the PR description.
+- Do not include secrets or internal data.
+
+## Commit Messages
+
+Follow [Conventional Commits](https://www.conventionalcommits.org/):
+
+```
+feat(cli): add parquet output format
+fix(export): handle missing tick hours gracefully
+docs: update cache directory guidance
+```
+
+Describe the symptom, instrument class, or component in prose. Do **not**
+reference downstream-private issue trackers (e.g. `RAD-1234`, `INTERNAL-42`)
+in commit messages, code comments, docstrings, README sections, or test
+descriptions. External readers cannot resolve those identifiers, so the
+prose description must stand on its own. Operator scripts that hardcode
+a single user's cache root or one-off remediation dates likewise do not
+belong in this repository.
+
+## Reporting Issues
+
+If you find a bug or have a feature request, open an issue describing the goal
+and expected behaviour. Include steps to reproduce for bugs.
+
+If unsure about scope or approach, open an issue to discuss before implementing.
+
+---
+
+## License
+
+Licensed under the Apache License, Version 2.0.
+See: https://www.apache.org/licenses/LICENSE-2.0
+
+Copyright 2026 [Radius Red Ltd.](https://www.radiusred.uk)

tradedesk_marketdata-2.0.0/LICENSE

@@ -0,0 +1,201 @@
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
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+
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+      and distribution as defined by Sections 1 through 9 of this document.
+
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+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
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tradedesk_marketdata-2.0.0/NOTICE

@@ -0,0 +1,15 @@
+tradedesk-marketdata
+
+Copyright 2026 Radius Red Ltd.
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+Unless required by applicable law or agreed to in writing, software
+distributed under the License is distributed on an "AS IS" BASIS,
+WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+See the License for the specific language governing permissions and
+limitations under the License.