zpe-ft 0.1.1

ZPE financial time-series codec and pattern search

Search financial patterns on compressed delayed-feed archives with deterministic replay and bounded price-field fidelity.

One of 17 independent codec products in the Zer0pa portfolio. Retained public-benchmark, bounded replay, and blocker artifacts are real. The open-access enterprise benchmark is still blocked on missing inputs and auditable query truth.

Public benchmark (3 datasets, parquet+zstd+DuckDB baseline): 5.9–10.9× smaller than raw (aggregate across 3 datasets) · 2.7–3.3× smaller than parquet+zstd (aggregate across 3 datasets) · up to 62.9× faster pattern query vs DuckDB (OHLCV datasets; tick at scale: latency parity) · exact tick fidelity (RMSE = 0.0) · proof artifact

ZPE-FT

What This Is	Verified Claims	Comp Benchmarks	What We Don't Claim
Jump	Jump	Jump	Jump

Commercial Readiness	Tests and Verification	Proof Anchors	Repo Shape	Quick Start
Jump	Jump	Jump	Jump	Jump

What This Is

ZPE-FT is a deterministic financial time-series codec and search surface for teams that need to archive delayed-feed market data, replay it exactly, and query patterns without first inflating the archive back into a warehouse table.

The wedge is narrow and specific: compressed delayed-feed archives with deterministic replay, retained public-benchmark evidence on open datasets, and bounded replay fidelity on the in-repo smoke bundle. Public-data rehearsal lanes are useful evidence; they are not authority enterprise inputs. The open-access enterprise benchmark is still blocked on missing inputs and auditable FT-C004 truth.

Verified Claims

Claim	Proof artifact on disk	CI coverage
Public benchmark artifacts are retained for Yahoo SPY, Binance BTCUSDT aggTrades, and Kaggle SPY.	proofs/artifacts/public_benchmarks/phase3_public_benchmarks.json	tests/test_public_benchmarks.py runs the benchmark script on local fixtures and requires three status == "ok" entries.
Repo-bundled OHLCV roundtrip stays within the bounded price-field error threshold and compresses below raw bytes.	proofs/reruns/2026-03-19_alpaca_demo_smoke/ft_reconstruction_fidelity.json	tests/test_ohlcv_roundtrip.py asserts rmse <= 0.5 ticks and encoded payload is smaller than raw.
Freeze and refresh scripts execute on a declared corpus contract and emit benchmark, fidelity, latency, and roundtrip artifacts.	proofs/reruns/2026-03-19_alpaca_demo_smoke/real_market_corpus_manifest.json	tests/test_real_market_corpus.py runs freeze_real_market_corpus.py and run_real_market_refresh.py on fixture corpora.
Missing authority inputs keep the sovereign Phase 06 gate blocked.	proofs/reruns/2026-03-21_phase06_contract_freeze_attempt_v3/missing_inputs_packet.json	tests/test_real_market_corpus.py asserts missing inputs return blocked_missing_inputs.
FT-C004 truth remains blocked until labels or audit refs exist.	proofs/artifacts/real_market_benchmarks/ft_c004_truth_requirements.json	tests/test_phase06_partial_scripts.py and tests/test_real_market_refresh_extras.py assert blocked-vs-ready truth-surface outcomes.

Comp Benchmarks vs parquet+zstd+DuckDB

The baseline for all comp benchmarks is Parquet (ZSTD compression) queried via DuckDB — a representative modern data-warehouse path for financial time-series pattern search. Each row below is a retained artifact from a real public dataset run, not a synthetic fixture.

Dataset	Rows	ZPE size vs raw	ZPE size vs parquet+zstd	ZPE query p95 vs parquet p95	Price-field RMSE (ticks)	Proof artifact
Yahoo SPY 10y daily (OHLCV)	2,513	5.94x	2.69x	62.9x faster (0.70 ms vs 43.9 ms)	0.0	proofs/artifacts/public_benchmarks/phase3_public_benchmarks.json
Kaggle SPY full history (OHLCV)	3,201	7.31x	3.32x	13.2x faster (1.04 ms vs 13.7 ms)	0.0	proofs/artifacts/public_benchmarks/phase3_public_benchmarks.json
Binance BTCUSDT aggTrades 2017-09 (tick)	198,880	10.90x	2.81x	parity (63.4 ms vs 55.6 ms)	0.0	proofs/artifacts/public_benchmarks/phase3_public_benchmarks.json

Notes on scope: the Binance tick dataset is a trade-tape mapping (bid=ask=trade price) because Binance public aggTrades do not expose top-of-book quotes; query-latency parity at ~200k rows is expected for that workload shape. OHLCV latency advantage is largest on daily series; tick at scale has a different profile. These are delayed-feed public datasets, not authority enterprise inputs.

Retained Proxy-Lane Metrics

These results are from repo-bundled provider-max proxy lanes (not the sovereign Phase 06 authority pack). They are useful evidence of codec behaviour across 30 symbols and tick corpora; they are not the enterprise benchmark.

Lane	Series	RMSE (ticks)	Query p95	Encode p95	Proof artifact
Alpaca demo smoke — SPY 1m bars	1 OHLCV	0.0 (exact tick)	0.01 ms	n/a	proofs/reruns/2026-03-19_alpaca_demo_smoke/ft_reconstruction_fidelity.json
Alpaca demo smoke — AAPL tick stream	1 tick	0.0 (exact tick); 8.40x compression vs raw	n/a	n/a	proofs/reruns/2026-03-19_alpaca_demo_smoke/ft_tick_benchmark.json
30-symbol daily 24-month corpus	30 OHLCV	0.0 across all 30 series	0.077 ms (p95 across 15,000 corpus points)	4.2 ms	proofs/artifacts/real_market_benchmarks/daily_24m/artifacts/ft_reconstruction_fidelity.json
Dukascopy tick 20-session corpus	3 tick	0.0 across all 3 series; 7.2–14.9x compression range (mean 11.1x)	39.1 ms (p95)	1,281 ms	proofs/artifacts/real_market_benchmarks/tick_20_sessions/artifacts/ft_reconstruction_fidelity.json

CI coverage for all proxy lanes: tests/test_real_market_corpus.py, tests/test_ohlcv_roundtrip.py, tests/test_packet_roundtrip.py.

What We Don't Claim

• No Phase 06 closure or public release readiness.
• No broad warehouse or incumbent displacement claim.
• No lossless volume reconstruction claim.
• No promoted public-data search-quality claim while FT-C004 remains unresolved.
• No claim that the bounded proxy lanes satisfy the sovereign enterprise benchmark.

Commercial Readiness

Field	Value
Verdict	BLOCKED
Reason	Phase 06 still lacks the declared authority inputs and auditable FT-C004 truth.
Commit SHA	c8c6ea5e9dcc
Confidence	98%
Source	proofs/reruns/2026-03-21_phase06_contract_freeze_attempt_v3/missing_inputs_packet.json; proofs/phase06_inputs/series_gap_matrix.csv

Tests and Verification

Code	Check	Verdict
V_01	Public SPY 10y daily compression	PASS
V_02	Public BTCUSDT aggTrades compression	PASS
V_03	Public Kaggle SPY compression	PASS
V_04	Bounded replay price-field fidelity	PASS
V_05	Phase 06 contract freeze	FAIL
V_06	Public proxy retrieval truth	INC

Proof Anchors

Path	Why it matters
proofs/artifacts/public_benchmarks/phase3_public_benchmarks.json	Retained public benchmark compression and query evidence
proofs/reruns/2026-03-19_alpaca_demo_smoke/ft_reconstruction_fidelity.json	Bounded replay price-field and top-of-book fidelity evidence
proofs/artifacts/real_market_benchmarks/BOUNDARY.json	Public rehearsal boundary and promotion ban
proofs/reruns/2026-03-21_phase06_contract_freeze_attempt_v3/missing_inputs_packet.json	Sovereign blocker packet for the open-access enterprise benchmark
proofs/phase06_inputs/series_gap_matrix.csv	Declared missing-input matrix behind the blocked Phase 06 gate

Repo Shape

Area	Purpose
python/, core/, scripts/	Installable package, optional helper, and repo-local runners
docs/	Audit, architecture, support, and contract surfaces
proofs/	Retained benchmarks, reruns, blocker packets, and operations logs
Root files	Release metadata, legal terms, and the front door

Quick Start

Install from PyPI:

pip install zpe-ft

Verify from source:

git clone https://github.com/Zer0pa/ZPE-FT.git
cd ZPE-FT
python -m venv .venv
source .venv/bin/activate
python -m pip install -U pip
python -m pip install -e .
python - <<'PY'
import zpe_finance
from zpe_finance.rust_bridge import rust_version
print("exports", sorted(zpe_finance.__all__))
print("rust_bridge", rust_version())
PY

Start with docs/ARCHITECTURE.md, then read docs/LEGAL_BOUNDARIES.md and proofs/reruns/2026-03-21_phase06_contract_freeze_attempt_v3/missing_inputs_packet.json. LICENSE is the legal source of truth; the repo uses SAL v7.0.