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

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

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.

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.

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

Tests and Verification

Proof Anchors

Repo Shape

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.