vizflow 0.5.14__py3-none-any.whl → 0.5.15__py3-none-any.whl

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.
vizflow/__init__.py CHANGED
@@ -5,7 +5,7 @@ Usage:
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  import vizflow as vf
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  """
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- __version__ = "0.5.14"
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+ __version__ = "0.5.15"
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  from .config import Config, get_config, set_config
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  from .io import (
@@ -324,7 +324,7 @@ YLIN_V20251204 = SchemaEvolution(
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  ),
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  },
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  null_values=["", "NA", "null", "NULL"],
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- drop=["#HFTORD"],
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+ drop=["#HFTORD", "#ORD"], # #HFTORD for .meords, #ORD for .ords (grep output)
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  )
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@@ -464,6 +464,51 @@ SIM_STANDARD = SchemaEvolution(
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  )
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+ # =============================================================================
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+ # ERIC Trade Format (v2026-02-05)
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+ # Feather format, snake_case columns
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+ # fill_qty is per-fill incremental (NOT cumulative order_filled_qty)
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+ # =============================================================================
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+
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+ ERIC_V20260205 = SchemaEvolution(
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+ columns={
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+ # === Timestamps (int32 in feather → cast Int64) ===
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+ "last_exchange_ts": ColumnSpec(rename_to="update_exchange_ts", cast_dtype=pl.Int64),
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+ "local_ts": ColumnSpec(rename_to="update_local_ts", cast_dtype=pl.Int64),
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+ "created_ts": ColumnSpec(rename_to="create_exchange_ts", cast_dtype=pl.Int64),
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+ # === Identity ===
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+ "ukey": ColumnSpec(cast_dtype=pl.Int64), # int32 → Int64 for consistency
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+ "order_id": ColumnSpec(), # Already Int64
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+ "ecn": ColumnSpec(),
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+ # === Event ===
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+ "event": ColumnSpec(rename_to="event_type"),
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+ "reason": ColumnSpec(),
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+ # === Order ===
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+ "order_side": ColumnSpec(),
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+ "order_qty": ColumnSpec(cast_dtype=pl.Int64),
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+ "order_price": ColumnSpec(),
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+ "price_type": ColumnSpec(rename_to="order_price_type"),
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+ # === Fill (per-fill incremental, NOT cumulative) ===
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+ "fill_qty": ColumnSpec(cast_dtype=pl.Int64),
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+ "fill_price": ColumnSpec(),
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+ # === Quote ===
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+ "bid": ColumnSpec(rename_to="bid_px0"),
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+ "ask": ColumnSpec(rename_to="ask_px0"),
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+ "bsize": ColumnSpec(rename_to="bid_size0", cast_dtype=pl.Int64),
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+ "asize": ColumnSpec(rename_to="ask_size0", cast_dtype=pl.Int64),
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+ # === Position ===
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+ "pos": ColumnSpec(rename_to="current_realized_net_pos", cast_dtype=pl.Int64),
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+ "live_pos": ColumnSpec(rename_to="current_net_pos", cast_dtype=pl.Int64),
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+ "tpos": ColumnSpec(rename_to="target_pos", cast_dtype=pl.Int64),
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+ # === Spread (keep Float64) ===
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+ "hs": ColumnSpec(rename_to="half_spread_bps"),
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+ "hhs": ColumnSpec(rename_to="hist_half_spread_bps"),
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+ "tod_spread": ColumnSpec(rename_to="tod_spread_bps"),
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+ },
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+ null_values=["", "NA", "null", "None", "NaN"],
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+ )
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+
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+
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  # =============================================================================
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  # Schema Registry
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  # =============================================================================
@@ -473,6 +518,7 @@ SCHEMAS: dict[str, SchemaEvolution] = {
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  "jyao_v20251114": JYAO_V20251114,
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  "jyao_univ_v20251230": JYAO_UNIV_V20251230,
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  "sim_standard": SIM_STANDARD,
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+ "eric_v20260205": ERIC_V20260205,
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  }
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@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: vizflow
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- Version: 0.5.14
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+ Version: 0.5.15
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  Requires-Python: >=3.9
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  Requires-Dist: polars>=0.20.0
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  Provides-Extra: dev
@@ -1,11 +1,11 @@
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- vizflow/__init__.py,sha256=1YFbUnhHunYyHUkKt-caLKc8qOxYGC9Pxr2mjVQEnqM,615
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+ vizflow/__init__.py,sha256=6rvfNSHj6FPHSYMurMs2tRKjdBcNMqU5kSJOQL9GMgg,615
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  vizflow/config.py,sha256=nPZPXlqQbaY8u_FAdtPShvb0mdx3e2TRaQ2CILzliAU,7192
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  vizflow/io.py,sha256=bodtL01fxF_fIeuxQ9V74utZD3_yFWjCxPqV3jX4bjs,11821
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  vizflow/market.py,sha256=MtNz_nnZxC66Aq-i2PXEwaFCTknijFWYZUUv6798k2s,2493
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  vizflow/ops.py,sha256=cUFeDdWfMk2hG8hpevTz_Dfnzk3fnhTI79UwMGzUkHw,10534
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  vizflow/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- vizflow/schema_evolution.py,sha256=rsSCFAwTalvK6Xkw_t_w60Fmt3cUHnnTCM4d10Frdeo,19060
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+ vizflow/schema_evolution.py,sha256=1aIQo1hy93yGx19zwU7JdnwNIG_OzBb3TXp8yvtBnz4,21313
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  vizflow/viz.py,sha256=dzcY72hWMVbxWIyjwfUW3Ot3CunaP7O4GLVUzzOjkbY,1212
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- vizflow-0.5.14.dist-info/METADATA,sha256=Gu0sEJKTzgtBpl3vg71XSiLZEWszVJVDIHASw32Ilog,389
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- vizflow-0.5.14.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
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- vizflow-0.5.14.dist-info/RECORD,,
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+ vizflow-0.5.15.dist-info/METADATA,sha256=UZX3YXUK-V9r2WSY10d-9QJVga__mEor2qg_SBWLQVk,389
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+ vizflow-0.5.15.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
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+ vizflow-0.5.15.dist-info/RECORD,,