pydantic-market-data 0.1.0

Shared models and interfaces for finance datasources

pydantic-market-data

Shared Pydantic models and interfaces for financial data sources. Defines a standard contract (DataSource) and data structures (OHLCV, Symbol, History) to interoperability between finance packages.

Installation

pip install pydantic-market-data

Usage

Models

Standardized data models for financial entities.

from pydantic_market_data.models import Symbol, OHLCV, History, SecurityCriteria

# Symbol Definition
s = Symbol(
    ticker="AAPL",
    name="Apple Inc.",
    exchange="NASDAQ",
    currency="USD"
)

# Historical Data Point
candle = OHLCV(
    date="2023-12-01",
    open=150.0,
    high=155.0,
    low=149.0,
    close=154.0,
    volume=50000000
)

# Security Lookup Criteria
criteria = SecurityCriteria(
    symbol="AAPL",
    preferred_exchanges=["NASDAQ"],
    target_date="2023-12-01"
)

Protocol

Implement the DataSource protocol to create compatible data providers.

from typing import Optional, List
from pydantic_market_data.interfaces import DataSource
from pydantic_market_data.models import SecurityCriteria, Symbol, History

class MySource(DataSource):
    def resolve(self, criteria: SecurityCriteria) -> Optional[Symbol]:
        # Implementation...
        pass

    def history(self, ticker: str, period: str = "1mo") -> History:
        # Implementation...
        pass

License

MIT