vizflow 0.5.8__py3-none-any.whl → 0.5.10__py3-none-any.whl

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Files changed (5) hide show
  1. vizflow/ops.py +3 -2
  2. vizflow/schema_evolution.py +30 -0
  3. {vizflow-0.5.8.dist-info → vizflow-0.5.10.dist-info}/METADATA +1 -1
  4. {vizflow-0.5.8.dist-info → vizflow-0.5.10.dist-info}/RECORD +5 -5
  5. {vizflow-0.5.8.dist-info → vizflow-0.5.10.dist-info}/WHEEL +0 -0
vizflow/ops.py CHANGED
@@ -216,11 +216,12 @@ def forward_return(
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  )
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  # Add forward price and calculate return (guard against zero price)
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+ # Explicitly cast to Float64 to ensure consistent schema across dates
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  trade = joined.with_columns([
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- pl.col("_forward_price").alias(forward_col),
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+ pl.col("_forward_price").cast(pl.Float64).alias(forward_col),
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  pl.when(pl.col(price_col) != 0)
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  .then((pl.col("_forward_price") - pl.col(price_col)) / pl.col(price_col))
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- .otherwise(pl.lit(None))
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+ .otherwise(pl.lit(None, dtype=pl.Float64))
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  .alias(return_col),
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  ]).drop(["_forward_time", "_alpha_time", "_forward_price"])
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vizflow/schema_evolution.py CHANGED
@@ -337,6 +337,8 @@ JYAO_V20251114 = SchemaEvolution(
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  # Symbol column - parse_dtype for CSV, cast_dtype for feather/IPC
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  # (feather files have embedded types, so cast is needed post-load)
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  "ukey": ColumnSpec(parse_dtype=pl.Int64, cast_dtype=pl.Int64),
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+ # Time columns
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+ "ticktime": ColumnSpec(parse_dtype=pl.Int64, cast_dtype=pl.Int64),
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  # Quote columns
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  "BidPrice1": ColumnSpec(rename_to="bid_px0", parse_dtype=pl.Float64),
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  "AskPrice1": ColumnSpec(rename_to="ask_px0", parse_dtype=pl.Float64),
@@ -417,6 +419,33 @@ JYAO_UNIV_V20251230 = SchemaEvolution(
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  )
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+ # =============================================================================
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+ # SIM Standard Format (standard column names, type conversion only)
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+ # =============================================================================
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+
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+ SIM_STANDARD = SchemaEvolution(
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+ columns={
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+ # ID
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+ "ukey": ColumnSpec(parse_dtype=pl.Int64),
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+ # Order info
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+ "order_id": ColumnSpec(parse_dtype=pl.Int64),
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+ "order_side": ColumnSpec(parse_dtype=pl.String), # "B" / "S"
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+ "order_qty": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "order_price": ColumnSpec(parse_dtype=pl.Float64),
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+ "order_filled_qty": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ # Timestamps
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+ "create_exchange_ts": ColumnSpec(parse_dtype=pl.Int64),
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+ "update_exchange_ts": ColumnSpec(parse_dtype=pl.Int64),
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+ # Queue position
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+ "qty_ahead": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "qty_behind": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ # Event
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+ "order_curr_state": ColumnSpec(parse_dtype=pl.String), # "New", "Filled", etc.
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+ },
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+ null_values=["", "NA", "null"],
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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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  # =============================================================================
@@ -425,6 +454,7 @@ SCHEMAS: dict[str, SchemaEvolution] = {
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  "ylin_v20251204": YLIN_V20251204,
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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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  }
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{vizflow-0.5.8.dist-info → vizflow-0.5.10.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: vizflow
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- Version: 0.5.8
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+ Version: 0.5.10
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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
{vizflow-0.5.8.dist-info → vizflow-0.5.10.dist-info}/RECORD RENAMED
@@ -2,10 +2,10 @@ vizflow/__init__.py,sha256=KGksMU9wGsdGSbd2OgSHM2ofMZbTwgaCN92ZDEgASwU,614
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  vizflow/config.py,sha256=nPZPXlqQbaY8u_FAdtPShvb0mdx3e2TRaQ2CILzliAU,7192
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  vizflow/io.py,sha256=1T7t-L1ijrfEkE-gr4f45yiupJKA4-DxbJhsyN_tLnI,11939
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  vizflow/market.py,sha256=MtNz_nnZxC66Aq-i2PXEwaFCTknijFWYZUUv6798k2s,2493
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- vizflow/ops.py,sha256=QO8airzHFfKw8nGsStsecic2Z1dmq1rciSyAfSElh7M,10421
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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=3_qFIQJAgXUK0vQzanb355YVjytmfOACkelZlykIO8w,16349
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+ vizflow/schema_evolution.py,sha256=IPUzdtRWAOpDboAxWIFHInGyFUzhg6Bt7Ye5Ile0bPI,17668
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  vizflow/viz.py,sha256=dzcY72hWMVbxWIyjwfUW3Ot3CunaP7O4GLVUzzOjkbY,1212
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- vizflow-0.5.8.dist-info/METADATA,sha256=uapEZDP5ntZ1_a8uzexB_K45cIpK9rdOiqq87fSv_4M,388
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- vizflow-0.5.8.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
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- vizflow-0.5.8.dist-info/RECORD,,
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+ vizflow-0.5.10.dist-info/METADATA,sha256=717CUcTl_UEPFqHUGRKAKg91fz5OHB1mA9mImlBP4OU,389
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+ vizflow-0.5.10.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
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+ vizflow-0.5.10.dist-info/RECORD,,