ml4t-data
Market data acquisition, storage, and update workflows for machine learning for trading.
Use ml4t-data to fetch and validate market data, keep local datasets current, and provide
repeatable inputs to research and trading workflows. It includes adapters for equities, futures,
foreign exchange, crypto assets, macroeconomic series, factors, and prediction markets.
Installation
ml4t-data supports CPython 3.12, 3.13, and 3.14 on Linux, macOS, and Windows. Python 3.15 is
temporarily excluded while upstream dependencies complete their compatibility work.
pip install ml4t-data
Provider-specific integrations are optional. Install ml4t-data[yahoo],
ml4t-data[databento], ml4t-data[oanda], or ml4t-data[cot] when those adapters are
needed. Some providers require network access, an account, credentials, or metered data. The
provider guide records each boundary.
Quick start
The synthetic provider exercises the public OHLCV interface without network access or credentials.
from ml4t.data.providers import SyntheticProvider
provider = SyntheticProvider(seed=42)
data = provider.fetch_ohlcv("SYNTH", "2024-01-01", "2024-01-10", "daily")
assert not data.is_empty()
assert {"timestamp", "symbol", "open", "high", "low", "close", "volume"} <= set(data.columns)
Set ML4T_DATA_PATH to choose the root directory for local datasets. Without an explicit path,
the library uses ./data in the current working directory.
Migration from QLDM names
Existing deployments may continue to use QLDM_DATA_ROOT and import QldmError. Both names
emit DeprecationWarning and will not be removed before version 1.0.
- Replace
QLDM_DATA_ROOTwithML4T_DATA_PATH. - Replace
QldmErrorwithML4TDataErrorfromml4t.data.core.exceptions.
Documentation and support
The library supplies data to ml4t-engineer feature workflows and
ml4t-backtest simulations. Neither package is required to use
ml4t-data.
Development
git clone https://github.com/ml4t/data.git
cd data
uv sync --all-extras --all-groups
uv run pre-commit install
uv run ruff check src/ tests/
uv run ruff format --check src/ tests/
uv run ty check
uv run pytest tests/ -q
uv run mkdocs build --strict
uv build
Pull requests must preserve offline deterministic tests. Provider contract tests that require credentials run in explicit integration lanes.
1 maintainer
Release files for ml4t-data 0.1.7
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| ml4t_data-0.1.7.tar.gz | 769.9 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| ml4t_data-0.1.7-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 1.3 MB
Release files / ml4t_data-0.1.7.tar.gz
| Download URL | ml4t_data-0.1.7.tar.gz |
|---|---|
| Size | 769.9 kB |
| Tags | Source |
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| Tags | Python 3 |
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