pydantic-market-data 0.4.0

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, 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, History, SecurityCriteria, Symbol

# Security Definition
s = Security(
    symbol="AAPL",
    name="Apple Inc.",
    exchange="NASDAQ",
    currency="USD",
    asset_class="Equity",
    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 Criteria
criteria = SecurityCriteria(
    symbol="AAPL",
    asset_class="Equity",
    target_date="2023-12-01" # Coerced to FlexibleDate
)

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, Security, History, Symbol, HistoryPeriod

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

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

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

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

class MyCliSettings(BaseSettings):
    search: SearchArgs

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

# 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.
• Metavars: Custom types (SYMBOL, ISIN, etc.) provide descriptive help labels.

License

MIT