pydantic-market-data

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

Installation

pip install pydantic-market-data

Usage

Models

Standardized data models for financial entities.

from pydantic_market_data.models import Security, OHLCV, SecurityQuery

# Security Definition
s = Security(
    symbol="AAPL",
    name="Apple Inc.",
    exchange="NASDAQ",
    currency="USD",
    asset_class="equity",  # AssetClass value
    isin="US0378331005"
)

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

# Security Lookup Query
query = SecurityQuery(
    symbol="AAPL",
    asset_class="equity",
    price_on={"price": 190.0, "date": "2023-12-01"}  # Known price, coerced to list[PriceOnDate]
)

Protocol

Implement the DataSource protocol to create compatible data providers.

from pydantic_market_data.interfaces import DataSource
from pydantic_market_data.models import SecurityQuery, Security, History, Symbol, HistoryPeriod

class MySource(DataSource):
    def resolve(self, criteria: SecurityQuery) -> Security | None:
        # Implementation...
        pass

    def history(self, symbol: Symbol.Input, period: HistoryPeriod = HistoryPeriod.MO1) -> History:
        # Implementation...
        pass

    def search(self, query: str) -> list[Security]:
        # Implementation...
        pass

    # ...plus get_price() and validate()

CLI Support

The package provides optimized pydantic-settings models for building professional CLI tools.

from pydantic_market_data.cli_models import SearchArgs, PatchedCliSettingsSource
from pydantic_settings import BaseSettings, CliSubCommand

class MyCliSettings(BaseSettings):
    search: CliSubCommand[SearchArgs]

    @classmethod
    def settings_customise_sources(cls, settings_cls, **kwargs):
        return (PatchedCliSettingsSource(settings_cls, cli_parse_args=True),)

# Usage:
# my-tool search --symbol AAPL -vv --format json

Key CLI features:

• Clean Help: Automatically removes default values from help text for a cleaner look.
• Improved Flags: Normalizes double-dash flags like --vv to -vv.
• JSON Schema: Adds a --schema flag to output the interface definition.
• Consistent Defaults: Whatever order your BaseSettings subclass lists its bases in, multi-word fields become --asset-class, -v/-vv are valueless flags, and optional values show as --symbol SYMBOL (not {SYMBOL,null}). Pass cli_kebab_case, cli_implicit_flags or cli_hide_none_type to the source to override.
• Metavars: Custom types (SYMBOL, ISIN, etc.) provide descriptive help labels. The top-level pydantic_market_data.ISIN is the validating value object; the ISIN metavar lives in pydantic_market_data.cli_models.

SearchArgs and HistoryArgs are SecurityQueryArgs and HistoryQueryArgs plus GlobalArgs (-v, -vv, --format, --schema). SearchArgs also adds --limit, a paging option that list-command frameworks are expected to own. If your CLI framework already owns those options, use the domain-only *QueryArgs models instead:

from pydantic_market_data import SecurityQueryArgs

class SearchCommand(SecurityQueryArgs):
    pass  # --symbol, --isin, ... without -v/--format/--schema/--limit

License

MIT