vizflow 0.4.2__py3-none-any.whl → 0.4.4__py3-none-any.whl

vizflow/__init__.py

@@ -5,7 +5,7 @@ Usage:
     import vizflow as vf
 """
 
-__version__ = "0.4.2"
+__version__ = "0.4.4"
 
 from .config import ColumnSchema, Config, get_config, set_config
 from .io import (
@@ -19,4 +19,4 @@ from .io import (
 )
 from .market import CN, CRYPTO, Market, Session
 from .ops import aggregate, bin, parse_time
-from .presets import JYAO_V20251114, YLIN
+from .presets import JYAO_V20251114, PRESETS, YLIN_V20251204

vizflow/config.py

@@ -70,9 +70,9 @@ class Config:
     alpha_schema: dict[str, ColumnSchema] = field(default_factory=dict)
     trade_schema: dict[str, ColumnSchema] = field(default_factory=dict)
 
-    # === Column Mapping ===
-    column_preset: str | None = None  # "ylin" or None
-    column_rename: dict[str, str] = field(default_factory=dict)  # Custom rename map
+    # === Column Mapping Presets ===
+    trade_preset: str | None = None  # "ylin" or None
+    alpha_preset: str | None = None  # "jyao_v20251114" or None
 
     # === Aggregation ===
     binwidths: dict[str, float] = field(default_factory=dict)

vizflow/io.py

@@ -141,7 +141,7 @@ def scan_trade(date: str, config: Config | None = None) -> pl.LazyFrame:
         >>> config = vf.Config(
         ...     trade_dir=Path("/data/yuanzhao/"),
         ...     trade_pattern="{date}.meords",
-        ...     column_preset="ylin",
+        ...     trade_preset="ylin_v20251204",
         ... )
         >>> vf.set_config(config)
         >>> df = vf.scan_trade("20241001")
@@ -168,7 +168,7 @@ def scan_trades(config: Config | None = None) -> pl.LazyFrame:
         >>> config = vf.Config(
         ...     trade_dir=Path("/data/yuanzhao/"),
         ...     trade_pattern="{date}.feather",
-        ...     column_preset="ylin",
+        ...     trade_preset="ylin_v20251204",
         ... )
         >>> vf.set_config(config)
         >>> df = vf.scan_trades()
@@ -190,7 +190,7 @@ def scan_trades(config: Config | None = None) -> pl.LazyFrame:
 
 def _apply_trade_mapping(df: pl.LazyFrame, config: Config) -> pl.LazyFrame:
     """Apply column rename + schema evolution for trade data."""
-    df = _apply_rename(df, config)
+    df = _apply_rename(df, config.trade_preset)
     for col_name, schema in config.trade_schema.items():
         df = df.with_columns(pl.col(col_name).cast(schema.cast_to))
     return df
@@ -198,22 +198,27 @@ def _apply_trade_mapping(df: pl.LazyFrame, config: Config) -> pl.LazyFrame:
 
 def _apply_alpha_mapping(df: pl.LazyFrame, config: Config) -> pl.LazyFrame:
     """Apply column rename + schema evolution for alpha data."""
-    df = _apply_rename(df, config)
+    df = _apply_rename(df, config.alpha_preset)
     for col_name, schema in config.alpha_schema.items():
         df = df.with_columns(pl.col(col_name).cast(schema.cast_to))
     return df
 
 
-def _apply_rename(df: pl.LazyFrame, config: Config) -> pl.LazyFrame:
-    """Apply column rename from preset or custom mapping."""
+def _apply_rename(df: pl.LazyFrame, preset: str | None) -> pl.LazyFrame:
+    """Apply column rename from preset name.
+
+    Args:
+        df: LazyFrame to rename columns
+        preset: Preset name (e.g., "ylin", "jyao_v20251114") or None
+    """
     # Drop record type prefix column if present (from CSV files)
     existing = set(df.collect_schema().names())
     if "#HFTORD" in existing:
         df = df.drop("#HFTORD")
         existing.remove("#HFTORD")
 
-    # Get rename map from preset or custom
-    rename_map = _get_rename_map(config)
+    # Get rename map from preset
+    rename_map = _get_rename_map(preset)
 
     if rename_map:
         existing = set(df.collect_schema().names())
@@ -238,7 +243,7 @@ def scan_alpha(date: str, config: Config | None = None) -> pl.LazyFrame:
         >>> config = vf.Config(
         ...     alpha_dir=Path("/data/jyao/alpha"),
         ...     alpha_pattern="alpha_{date}.feather",
-        ...     column_preset="jyao_v20251114",
+        ...     alpha_preset="jyao_v20251114",
         ... )
         >>> vf.set_config(config)
         >>> df = vf.scan_alpha("20251114")
@@ -275,23 +280,17 @@ def scan_alphas(config: Config | None = None) -> pl.LazyFrame:
     return _apply_alpha_mapping(df, config)
 
 
-def _get_rename_map(config: Config) -> dict[str, str]:
-    """Get rename map from preset name or custom dict.
+def _get_rename_map(preset: str | None) -> dict[str, str]:
+    """Get rename map from preset name.
 
     Args:
-        config: Config with column_preset or column_rename
+        preset: Preset name (e.g., "ylin_v20251204", "jyao_v20251114") or None
 
     Returns:
         Dict mapping old column names to new names
     """
-    if config.column_rename:
-        return config.column_rename
-    if config.column_preset:
-        from .presets import JYAO_V20251114, YLIN
-
-        presets = {
-            "ylin": YLIN,
-            "jyao_v20251114": JYAO_V20251114,
-        }
-        return presets.get(config.column_preset.lower(), {})
-    return {}
+    if not preset:
+        return {}
+    from .presets import PRESETS
+
+    return PRESETS.get(preset.lower(), {})

vizflow/presets.py

@@ -1,7 +1,7 @@
 """Column mapping presets for VizFlow."""
 
-# Yuanzhao's log format -> VizFlow standard
-YUANZHAO = {
+# ylin's trade format (v2025-12-04)
+YLIN_V20251204 = {
     # Order columns (18)
     "symbol": "ukey",
     "orderId": "order_id",
@@ -59,9 +59,6 @@ YUANZHAO = {
     "globalCumSellNotional": "cum_sell_filled_notional",
 }
 
-# Alias: ylin (Yuanzhao's username)
-YLIN = YUANZHAO
-
 # jyao's alpha format (v2025-11-14)
 JYAO_V20251114 = {
     # Quote columns
@@ -75,10 +72,16 @@ JYAO_V20251114 = {
     "DataDate": "data_date",
     # Volume
     "Volume": "volume",
-    # Alpha columns (Ŷ - predictions)
+    # Predictor columns (x_* = alpha predictions)
     # Rule: ≤60s → s, >60s → m
-    "x10s": "alpha_10s",
-    "x60s": "alpha_60s",
-    "alpha1": "alpha_3m",
-    "alpha2": "alpha_30m",
+    "x10s": "x_10s",
+    "x60s": "x_60s",
+    "alpha1": "x_3m",
+    "alpha2": "x_30m",
+}
+
+# Preset registry for dynamic lookup
+PRESETS: dict[str, dict[str, str]] = {
+    "ylin_v20251204": YLIN_V20251204,
+    "jyao_v20251114": JYAO_V20251114,
 }

{vizflow-0.4.2.dist-info → vizflow-0.4.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: vizflow
-Version: 0.4.2
+Version: 0.4.4
 Requires-Python: >=3.9
 Requires-Dist: polars>=0.20.0
 Provides-Extra: dev

vizflow-0.4.4.dist-info/RECORD

@@ -0,0 +1,10 @@
+vizflow/__init__.py,sha256=vYhGrFOQoONxBA6TJ08OQwWFd_UzltTsoZNQryNwnko,480
+vizflow/config.py,sha256=zSZnhdHzgXSqhDenHcHKm4CDGrMpKAdkNNRoUYYF1uc,6530
+vizflow/io.py,sha256=zmN0fFQOTmSBEBKangMExr0Q5mC2gajZM6GgdAyWkw4,8824
+vizflow/market.py,sha256=MtNz_nnZxC66Aq-i2PXEwaFCTknijFWYZUUv6798k2s,2493
+vizflow/ops.py,sha256=NL-Gtv-m_O1hv-0RUb9Wt43916HsQ5tYK_0e_uKR90w,4062
+vizflow/presets.py,sha256=h91NZoOH4YAx0bbsaNigECf9WOcWh1QZavguunWkaLE,2452
+vizflow/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+vizflow-0.4.4.dist-info/METADATA,sha256=NxMcTJ5fQKbB6GPak9dHARYTp9h0WwcDwxQAhrHcxRU,388
+vizflow-0.4.4.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+vizflow-0.4.4.dist-info/RECORD,,

vizflow-0.4.2.dist-info/RECORD

@@ -1,10 +0,0 @@
-vizflow/__init__.py,sha256=xqq6sMoOrly9Jo3B2mAJSe2yyeH5-h2862p9r5LUWf0,461
-vizflow/config.py,sha256=IiVau-4WyO_7NOWlR7Tw58RpDeGFYBbgkNzH7xuQIUg,6544
-vizflow/io.py,sha256=gtejbHRmgbClOGXrj6qfPw7Rz2LWmIFk2ohqlkPlY48,8874
-vizflow/market.py,sha256=MtNz_nnZxC66Aq-i2PXEwaFCTknijFWYZUUv6798k2s,2493
-vizflow/ops.py,sha256=NL-Gtv-m_O1hv-0RUb9Wt43916HsQ5tYK_0e_uKR90w,4062
-vizflow/presets.py,sha256=3mkwDeAJqYAKnMzOWTHzevdsAmRzsgk0Y83Ml5aGXKM,2357
-vizflow/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-vizflow-0.4.2.dist-info/METADATA,sha256=_ASajAOnZZG49eLujsUzjHnCxJGj69Sryhjnf-pV1Qs,388
-vizflow-0.4.2.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-vizflow-0.4.2.dist-info/RECORD,,