vizflow 0.5.13__py3-none-any.whl → 0.5.15__py3-none-any.whl

vizflow/__init__.py

@@ -5,7 +5,7 @@ Usage:
     import vizflow as vf
 """
 
-__version__ = "0.5.13"
+__version__ = "0.5.15"
 
 from .config import Config, get_config, set_config
 from .io import (

vizflow/schema_evolution.py

@@ -324,7 +324,7 @@ YLIN_V20251204 = SchemaEvolution(
         ),
     },
     null_values=["", "NA", "null", "NULL"],
-    drop=["#HFTORD"],
+    drop=["#HFTORD", "#ORD"],  # #HFTORD for .meords, #ORD for .ords (grep output)
 )
 
 
@@ -440,7 +440,6 @@ SIM_STANDARD = SchemaEvolution(
         "qty_behind": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
         "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),
@@ -465,6 +464,51 @@ SIM_STANDARD = SchemaEvolution(
 )
 
 
+# =============================================================================
+# ERIC Trade Format (v2026-02-05)
+# Feather format, snake_case columns
+# fill_qty is per-fill incremental (NOT cumulative order_filled_qty)
+# =============================================================================
+
+ERIC_V20260205 = SchemaEvolution(
+    columns={
+        # === Timestamps (int32 in feather → cast Int64) ===
+        "last_exchange_ts": ColumnSpec(rename_to="update_exchange_ts", cast_dtype=pl.Int64),
+        "local_ts": ColumnSpec(rename_to="update_local_ts", cast_dtype=pl.Int64),
+        "created_ts": ColumnSpec(rename_to="create_exchange_ts", cast_dtype=pl.Int64),
+        # === Identity ===
+        "ukey": ColumnSpec(cast_dtype=pl.Int64),  # int32 → Int64 for consistency
+        "order_id": ColumnSpec(),  # Already Int64
+        "ecn": ColumnSpec(),
+        # === Event ===
+        "event": ColumnSpec(rename_to="event_type"),
+        "reason": ColumnSpec(),
+        # === Order ===
+        "order_side": ColumnSpec(),
+        "order_qty": ColumnSpec(cast_dtype=pl.Int64),
+        "order_price": ColumnSpec(),
+        "price_type": ColumnSpec(rename_to="order_price_type"),
+        # === Fill (per-fill incremental, NOT cumulative) ===
+        "fill_qty": ColumnSpec(cast_dtype=pl.Int64),
+        "fill_price": ColumnSpec(),
+        # === Quote ===
+        "bid": ColumnSpec(rename_to="bid_px0"),
+        "ask": ColumnSpec(rename_to="ask_px0"),
+        "bsize": ColumnSpec(rename_to="bid_size0", cast_dtype=pl.Int64),
+        "asize": ColumnSpec(rename_to="ask_size0", cast_dtype=pl.Int64),
+        # === Position ===
+        "pos": ColumnSpec(rename_to="current_realized_net_pos", cast_dtype=pl.Int64),
+        "live_pos": ColumnSpec(rename_to="current_net_pos", cast_dtype=pl.Int64),
+        "tpos": ColumnSpec(rename_to="target_pos", cast_dtype=pl.Int64),
+        # === Spread (keep Float64) ===
+        "hs": ColumnSpec(rename_to="half_spread_bps"),
+        "hhs": ColumnSpec(rename_to="hist_half_spread_bps"),
+        "tod_spread": ColumnSpec(rename_to="tod_spread_bps"),
+    },
+    null_values=["", "NA", "null", "None", "NaN"],
+)
+
+
 # =============================================================================
 # Schema Registry
 # =============================================================================
@@ -474,6 +518,7 @@ SCHEMAS: dict[str, SchemaEvolution] = {
     "jyao_v20251114": JYAO_V20251114,
     "jyao_univ_v20251230": JYAO_UNIV_V20251230,
     "sim_standard": SIM_STANDARD,
+    "eric_v20260205": ERIC_V20260205,
 }
 
 

{vizflow-0.5.13.dist-info → vizflow-0.5.15.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: vizflow
-Version: 0.5.13
+Version: 0.5.15
 Requires-Python: >=3.9
 Requires-Dist: polars>=0.20.0
 Provides-Extra: dev

{vizflow-0.5.13.dist-info → vizflow-0.5.15.dist-info}/RECORD

@@ -1,11 +1,11 @@
-vizflow/__init__.py,sha256=KYILPHJnTEkbyCWz-xQoACFJ1xhRnjM73VI2mO10Ey8,615
+vizflow/__init__.py,sha256=6rvfNSHj6FPHSYMurMs2tRKjdBcNMqU5kSJOQL9GMgg,615
 vizflow/config.py,sha256=nPZPXlqQbaY8u_FAdtPShvb0mdx3e2TRaQ2CILzliAU,7192
 vizflow/io.py,sha256=bodtL01fxF_fIeuxQ9V74utZD3_yFWjCxPqV3jX4bjs,11821
 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=8_RaiqvOSjmygcYjQKrp1G3_63M_on73UZz7SERu-IQ,19117
+vizflow/schema_evolution.py,sha256=1aIQo1hy93yGx19zwU7JdnwNIG_OzBb3TXp8yvtBnz4,21313
 vizflow/viz.py,sha256=dzcY72hWMVbxWIyjwfUW3Ot3CunaP7O4GLVUzzOjkbY,1212
-vizflow-0.5.13.dist-info/METADATA,sha256=2XQHcKCBZ43FYQCg_vXFW7Zsju2VzWwBSDgU9H1yNNo,389
-vizflow-0.5.13.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-vizflow-0.5.13.dist-info/RECORD,,
+vizflow-0.5.15.dist-info/METADATA,sha256=UZX3YXUK-V9r2WSY10d-9QJVga__mEor2qg_SBWLQVk,389
+vizflow-0.5.15.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+vizflow-0.5.15.dist-info/RECORD,,