vizflow 0.5.9__py3-none-any.whl → 0.5.11__py3-none-any.whl

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Files changed (5) hide show
  1. vizflow/io.py +3 -3
  2. vizflow/schema_evolution.py +69 -0
  3. {vizflow-0.5.9.dist-info → vizflow-0.5.11.dist-info}/METADATA +1 -1
  4. {vizflow-0.5.9.dist-info → vizflow-0.5.11.dist-info}/RECORD +5 -5
  5. {vizflow-0.5.9.dist-info → vizflow-0.5.11.dist-info}/WHEEL +0 -0
vizflow/io.py CHANGED
@@ -71,14 +71,14 @@ def _scan_file(
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  Supported formats:
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  - .feather, .ipc, .arrow: IPC format (pl.scan_ipc)
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- - .csv, .meords: CSV format (pl.scan_csv)
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+ - .csv, .meords, .ords: CSV format (pl.scan_csv)
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  - .parquet: Parquet format (pl.scan_parquet)
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  """
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  suffix = str(path).lower().split(".")[-1]
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  if suffix in ("feather", "ipc", "arrow"):
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  return pl.scan_ipc(path)
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- elif suffix in ("csv", "meords"):
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+ elif suffix in ("csv", "meords", "ords"):
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  csv_kwargs = {}
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  if schema:
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  schema_overrides = schema.get_schema_overrides()
@@ -93,7 +93,7 @@ def _scan_file(
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  else:
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  raise ValueError(
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  f"Unsupported file format: .{suffix}. "
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- "Supported: .feather, .ipc, .arrow, .csv, .meords, .parquet"
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+ "Supported: .feather, .ipc, .arrow, .csv, .meords, .ords, .parquet"
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  )
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vizflow/schema_evolution.py CHANGED
@@ -419,6 +419,74 @@ 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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+ # For sim output that already uses standard column names (same as YLIN rename_to)
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+ # =============================================================================
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+
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+ SIM_STANDARD = SchemaEvolution(
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+ columns={
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+ # === Order columns ===
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+ "ukey": ColumnSpec(parse_dtype=pl.Int64),
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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_price_type": ColumnSpec(parse_dtype=pl.String),
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+ "order_filled_qty": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "fill_price": ColumnSpec(parse_dtype=pl.Float64),
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+ "order_filled_notional": ColumnSpec(parse_dtype=pl.Float64),
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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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+ "order_curr_state": ColumnSpec(parse_dtype=pl.String),
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+ "order_tpos_type": ColumnSpec(parse_dtype=pl.String),
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+ "event_type": ColumnSpec(parse_dtype=pl.String),
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+ # === Timestamps ===
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+ "create_exchange_ts": ColumnSpec(parse_dtype=pl.Int64),
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+ "create_local_ts": ColumnSpec(parse_dtype=pl.Int64),
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+ "update_exchange_ts": ColumnSpec(parse_dtype=pl.Int64),
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+ "alpha_ts": ColumnSpec(parse_dtype=pl.Int64),
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+ "timestamp": ColumnSpec(parse_dtype=pl.Int64),
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+ # === Quote columns ===
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+ "bid_px0": ColumnSpec(parse_dtype=pl.Float64),
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+ "bid_px1": ColumnSpec(parse_dtype=pl.Float64),
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+ "bid_px2": ColumnSpec(parse_dtype=pl.Float64),
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+ "bid_px3": ColumnSpec(parse_dtype=pl.Float64),
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+ "bid_px4": ColumnSpec(parse_dtype=pl.Float64),
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+ "ask_px0": ColumnSpec(parse_dtype=pl.Float64),
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+ "ask_px1": ColumnSpec(parse_dtype=pl.Float64),
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+ "ask_px2": ColumnSpec(parse_dtype=pl.Float64),
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+ "ask_px3": ColumnSpec(parse_dtype=pl.Float64),
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+ "ask_px4": ColumnSpec(parse_dtype=pl.Float64),
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+ "bid_size0": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "bid_size1": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "bid_size2": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "bid_size3": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "bid_size4": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "ask_size0": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "ask_size1": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "ask_size2": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "ask_size3": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "ask_size4": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "is_rebased": ColumnSpec(parse_dtype=pl.String),
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+ "seq_num": ColumnSpec(parse_dtype=pl.Int64),
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+ # === Position columns ===
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+ "init_net_pos": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "current_net_pos": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "current_realized_net_pos": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "open_buy": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "open_sell": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "cum_buy": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "cum_sell": ColumnSpec(parse_dtype=pl.Float64, cast_dtype=pl.Int64),
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+ "cash_flow": ColumnSpec(parse_dtype=pl.Float64),
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+ "frozen_cash": ColumnSpec(parse_dtype=pl.Float64),
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+ "cum_buy_filled_notional": ColumnSpec(parse_dtype=pl.Float64),
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+ "cum_sell_filled_notional": ColumnSpec(parse_dtype=pl.Float64),
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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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  # =============================================================================
@@ -427,6 +495,7 @@ 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-0.5.9.dist-info → vizflow-0.5.11.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: 0.5.9
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+ Version: 0.5.11
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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-0.5.9.dist-info → vizflow-0.5.11.dist-info}/RECORD RENAMED
@@ -1,11 +1,11 @@
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  vizflow/__init__.py,sha256=KGksMU9wGsdGSbd2OgSHM2ofMZbTwgaCN92ZDEgASwU,614
2
2
  vizflow/config.py,sha256=nPZPXlqQbaY8u_FAdtPShvb0mdx3e2TRaQ2CILzliAU,7192
3
- vizflow/io.py,sha256=1T7t-L1ijrfEkE-gr4f45yiupJKA4-DxbJhsyN_tLnI,11939
3
+ vizflow/io.py,sha256=keiCjPbd_ttvFA4meFPjq8DQhRnj4tR-UchBzabSyL8,11961
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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
7
- vizflow/schema_evolution.py,sha256=HuyfHNGXUS82_oat1aSixd3msvOnBC9l5u0ec01blck,16447
7
+ vizflow/schema_evolution.py,sha256=yG72U_TWV8IHgazVmQroAnB-fzdDknr6UQ4li3ZortE,20501
8
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  vizflow/viz.py,sha256=dzcY72hWMVbxWIyjwfUW3Ot3CunaP7O4GLVUzzOjkbY,1212
9
- vizflow-0.5.9.dist-info/METADATA,sha256=wrZtGCshKtCZDr96T8QfmYvdhBi7x2y0Bc_Fe5eAiC4,388
10
- vizflow-0.5.9.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
11
- vizflow-0.5.9.dist-info/RECORD,,
9
+ vizflow-0.5.11.dist-info/METADATA,sha256=8AUxNTYXsBm5MGOGjMIrL1GmhasqwTFuMrEB0bFDI08,389
10
+ vizflow-0.5.11.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
11
+ vizflow-0.5.11.dist-info/RECORD,,