enode-quant 0.1.3

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📦 Enode Quant SDK

Author: Oscar Thiele Serrano

Context: ESADE ENODE Association – Quant Finance Team (student quant fund)

A lightweight, beginner-friendly Python SDK for accessing Enode's internal market data (stocks, options, and candles) stored in our AWS RDS PostgreSQL database.

This library is for our team: it standardises how we fetch data for research, prototyping, and strategy development.

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🧭 Overview

The Enode Quant SDK lets researchers work with market data using simple Python functions instead of SQL.

Example:

get_stock_quotes("AAPL")
get_option_contracts("AAPL", option_type="call")
get_stock_candles("AAPL")

The SDK provides:

• High-level Python functions for stocks, options, and candles
• A built-in CLI for authentication (enode login)
• Secure local credential storage
• SQL query builders (users never write SQL)
• Optional pandas DataFrame output
• Clean error handling and a simple API surface

Designed to be usable by both beginners and more advanced quants in the ENODE team.

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🌳 Project Structure

enode_quant/
├── api/               # High-level data access
│   ├── candles.py     # Candle/OHLCV-related helpers
│   ├── options.py     # Option contracts and quotes
│   └── stocks.py      # Stock quotes and related helpers
├── cli/               # Authentication CLI
│   ├── login.py
│   ├── logout.py
│   ├── main.py        # Defines the `enode` CLI entrypoint
│   └── whoami.py
├── client.py          # Sends SQL → API Gateway → Lambda → RDS
├── config.py          # Loads/stores `~/.enode/credentials`
├── errors.py          # Custom exception types
├── sql/               # SQL query builders for stocks/options/candles
├── utils/             # DataFrame helpers, validation
├── pyproject.toml
└── uv.lock

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🔐 Authentication & Credentials

Each team member authenticates once using the CLI:

enode login

You will be prompted for:

• API URL (our API Gateway endpoint)
• API Key (hidden input)

Credentials are stored securely in:

~/.enode/credentials

Check the current login:

enode whoami

Log out:

enode logout

This keeps our fund's data secure while staying simple for everyone.

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🧪 Quick Start

1. Install

From PyPI:

pip install enode-quant

or

uv add enode-quant  # if using uv (recommended)

2. Fetch Stock Quotes

from enode_quant.api.stocks import get_stock_quotes

df = get_stock_quotes(
    symbol="AAPL",
    start_date="2024-01-01",
    end_date="2024-02-01",
    limit=200,
    as_dataframe=True,
)

print(df.head())

3. Fetch Option Contracts

from enode_quant.api.options import get_option_contracts

contracts = get_option_contracts(
    symbol="AAPL",
    option_type="call",         # "put" or "both"
    expiration_before="2025-12-01",
    as_dataframe=True,
)

print(contracts.head())

4. Fetch Candles (OHLCV)

from enode_quant.api.candles import get_stock_candles

candles = get_stock_candles(
    symbol="AAPL",
    resolution="1D",            # depends on how we store data
    start_date="2024-01-01",
    end_date="2024-02-01",
    limit=200,
    as_dataframe=True,
)

print(candles.head())

All high-level functions support flexible filters, such as:

• symbol or stock_id
• start_date and end_date
• option_type (call / put / both)
• expiration windows
• resolution (for candles)
• limit
• as_dataframe (True/False)

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🧱 How the SDK Works (Short Version)

When you call something like:

get_stock_quotes("AAPL")

internally the SDK:

1. Loads your credentials from ~/.enode/credentials
2. Builds a safe SQL query (using the sql helpers)
3. Sends the query to API Gateway via HTTP
4. API Gateway triggers the Lambda DB worker
5. Lambda executes the query on PostgreSQL (RDS)
6. The result is returned as JSON and (optionally) converted into a pandas DataFrame

Errors are mapped to clear Python exceptions:

• MissingCredentialsError
• AuthenticationError
• APIConnectionError
• ServerError

So researchers don't have to debug HTTP or SQL directly.

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🧰 Available Modules

Stocks (enode_quant.api.stocks)

• get_stock_quotes(...)

Options (enode_quant.api.options)

• get_option_contracts(...)
• get_option_quotes(...)

Candles (enode_quant.api.candles)

• get_stock_candles(...)

Core

• run_query(sql) – low-level query runner (normally not needed by beginners)
• sql_literal(...) – helper for building safe SQL values
• apply_date_filters(...) – shared date filter helper

CLI

• enode login
• enode whoami
• enode logout

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🎯 Design Principles (for the ENODE Quant Team)

• Beginner-friendly – new members can get data with just a few lines of Python
• Flexible – advanced users can control filters and parameters
• Safe – validated inputs and no raw SQL from users
• Extensible – easy to add new functions as our database grows

Planned future extensions (not implemented yet, but on the roadmap):

• A backtesting module that uses the same data layer
• A quant-finance utilities module (risk, stats, indicators) for research

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🛠️ Troubleshooting

Problem	Error	Solution
Not logged in	MissingCredentialsError	Run enode login
Wrong API key	AuthenticationError	Re-run enode login
Bad URL / network	APIConnectionError	Check URL and connectivity
Schema mismatch	ServerError	Update SDK or fix the query