vizflow 0.5.10__py3-none-any.whl → 0.5.12__py3-none-any.whl

vizflow/io.py

@@ -71,14 +71,14 @@ def _scan_file(
 
     Supported formats:
         - .feather, .ipc, .arrow: IPC format (pl.scan_ipc)
-        - .csv, .meords: CSV format (pl.scan_csv)
+        - .csv, .meords, .ords: CSV format (pl.scan_csv)
         - .parquet: Parquet format (pl.scan_parquet)
     """
     suffix = str(path).lower().split(".")[-1]
 
     if suffix in ("feather", "ipc", "arrow"):
         return pl.scan_ipc(path)
-    elif suffix in ("csv", "meords"):
+    elif suffix in ("csv", "meords", "ords"):
         csv_kwargs = {}
         if schema:
             schema_overrides = schema.get_schema_overrides()
@@ -93,7 +93,7 @@ def _scan_file(
     else:
         raise ValueError(
             f"Unsupported file format: .{suffix}. "
-            "Supported: .feather, .ipc, .arrow, .csv, .meords, .parquet"
+            "Supported: .feather, .ipc, .arrow, .csv, .meords, .ords, .parquet"
         )
 
 

vizflow/schema_evolution.py

@@ -421,26 +421,45 @@ JYAO_UNIV_V20251230 = SchemaEvolution(
 
 # =============================================================================
 # SIM Standard Format (standard column names, type conversion only)
+# For sim output that already uses standard column names (same as YLIN rename_to)
 # =============================================================================
 
 SIM_STANDARD = SchemaEvolution(
     columns={
-        # ID
+        # === Order columns ===
         "ukey": ColumnSpec(parse_dtype=pl.Int64),
-        # Order info
         "order_id": ColumnSpec(parse_dtype=pl.Int64),
         "order_side": ColumnSpec(parse_dtype=pl.String),  # "B" / "S"
         "order_qty": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
         "order_price": ColumnSpec(parse_dtype=pl.Float64),
+        "order_price_type": ColumnSpec(parse_dtype=pl.String),
         "order_filled_qty": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
-        # Timestamps
-        "create_exchange_ts": ColumnSpec(parse_dtype=pl.Int64),
-        "update_exchange_ts": ColumnSpec(parse_dtype=pl.Int64),
-        # Queue position
+        "fill_price": ColumnSpec(parse_dtype=pl.Float64),
+        "order_filled_notional": ColumnSpec(parse_dtype=pl.Float64),
         "qty_ahead": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
         "qty_behind": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
-        # Event
-        "order_curr_state": ColumnSpec(parse_dtype=pl.String),  # "New", "Filled", etc.
+        "order_curr_state": ColumnSpec(parse_dtype=pl.String),
+        "order_tpos_type": ColumnSpec(parse_dtype=pl.String),
+        "event_type": ColumnSpec(parse_dtype=pl.String),
+        # === Timestamps ===
+        "create_exchange_ts": ColumnSpec(parse_dtype=pl.Int64),
+        "create_local_ts": ColumnSpec(parse_dtype=pl.Int64),
+        "update_exchange_ts": ColumnSpec(parse_dtype=pl.Int64),
+        "alpha_ts": ColumnSpec(parse_dtype=pl.Int64),
+        "timestamp": ColumnSpec(parse_dtype=pl.Int64),
+        # Note: Quote columns (bid_px0, ask_px0, etc.) come from alpha merge
+        # === Position columns ===
+        "init_net_pos": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
+        "current_net_pos": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
+        "current_realized_net_pos": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
+        "open_buy": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
+        "open_sell": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
+        "cum_buy": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
+        "cum_sell": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
+        "cash_flow": ColumnSpec(parse_dtype=pl.Float64),
+        "frozen_cash": ColumnSpec(parse_dtype=pl.Float64),
+        "cum_buy_filled_notional": ColumnSpec(parse_dtype=pl.Float64),
+        "cum_sell_filled_notional": ColumnSpec(parse_dtype=pl.Float64),
     },
     null_values=["", "NA", "null"],
 )

{vizflow-0.5.10.dist-info → vizflow-0.5.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: vizflow
-Version: 0.5.10
+Version: 0.5.12
 Requires-Python: >=3.9
 Requires-Dist: polars>=0.20.0
 Provides-Extra: dev

{vizflow-0.5.10.dist-info → vizflow-0.5.12.dist-info}/RECORD

@@ -1,11 +1,11 @@
 vizflow/__init__.py,sha256=KGksMU9wGsdGSbd2OgSHM2ofMZbTwgaCN92ZDEgASwU,614
 vizflow/config.py,sha256=nPZPXlqQbaY8u_FAdtPShvb0mdx3e2TRaQ2CILzliAU,7192
-vizflow/io.py,sha256=1T7t-L1ijrfEkE-gr4f45yiupJKA4-DxbJhsyN_tLnI,11939
+vizflow/io.py,sha256=keiCjPbd_ttvFA4meFPjq8DQhRnj4tR-UchBzabSyL8,11961
 vizflow/market.py,sha256=MtNz_nnZxC66Aq-i2PXEwaFCTknijFWYZUUv6798k2s,2493
 vizflow/ops.py,sha256=cUFeDdWfMk2hG8hpevTz_Dfnzk3fnhTI79UwMGzUkHw,10534
 vizflow/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-vizflow/schema_evolution.py,sha256=IPUzdtRWAOpDboAxWIFHInGyFUzhg6Bt7Ye5Ile0bPI,17668
+vizflow/schema_evolution.py,sha256=GfIgFU28N8DIEIk0DZiK3l1nA86vHwzVhyVa7k_ojyM,19106
 vizflow/viz.py,sha256=dzcY72hWMVbxWIyjwfUW3Ot3CunaP7O4GLVUzzOjkbY,1212
-vizflow-0.5.10.dist-info/METADATA,sha256=717CUcTl_UEPFqHUGRKAKg91fz5OHB1mA9mImlBP4OU,389
-vizflow-0.5.10.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-vizflow-0.5.10.dist-info/RECORD,,
+vizflow-0.5.12.dist-info/METADATA,sha256=MKZifPp4GVNJsvSy7zvBt_1qPUrsj8BfIphMiTV3PXo,389
+vizflow-0.5.12.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+vizflow-0.5.12.dist-info/RECORD,,