vizflow 0.5.14__py3-none-any.whl → 0.5.16__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
vizflow/io.py
CHANGED
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@@ -48,12 +48,23 @@ def _resolve_schema(
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Returns:
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SchemaEvolution instance or None.
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Raises:
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ValueError: If schema_ref is a string but not found in the registry.
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"""
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if schema_ref is None:
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return None
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if isinstance(schema_ref, SchemaEvolution):
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return schema_ref
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-
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schema = get_schema(schema_ref)
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if schema is None:
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from .schema_evolution import SCHEMAS
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raise ValueError(
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f"Unknown schema: {schema_ref!r}. "
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f"Available: {list(SCHEMAS.keys())}"
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)
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return schema
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def _scan_file(
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vizflow/schema_evolution.py
CHANGED
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@@ -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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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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# Schema Registry
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# =============================================================================
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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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@@ -0,0 +1,11 @@
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1
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vizflow/__init__.py,sha256=-PVzaWXa5y5U-9UPHRNTA4OWf4gvoicgwl9IYCJI-I8,615
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vizflow/config.py,sha256=nPZPXlqQbaY8u_FAdtPShvb0mdx3e2TRaQ2CILzliAU,7192
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3
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vizflow/io.py,sha256=pXDwkqIxbZH5z5L-kygEYokfOiCMGh5L1q7D8l19O3E,12134
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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=1aIQo1hy93yGx19zwU7JdnwNIG_OzBb3TXp8yvtBnz4,21313
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vizflow/viz.py,sha256=dzcY72hWMVbxWIyjwfUW3Ot3CunaP7O4GLVUzzOjkbY,1212
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vizflow-0.5.16.dist-info/METADATA,sha256=FY6mFlU-Wm0D0SQDTXC8Qf2-mPZcocOK9H9iRphRGdE,389
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vizflow-0.5.16.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
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vizflow-0.5.16.dist-info/RECORD,,
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vizflow-0.5.14.dist-info/RECORD
DELETED
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@@ -1,11 +0,0 @@
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vizflow/__init__.py,sha256=1YFbUnhHunYyHUkKt-caLKc8qOxYGC9Pxr2mjVQEnqM,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/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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File without changes
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