v0.2.0 - Modular Architecture & Enhanced Validation

Summary

This release introduces a major architectural refactoring with modular loaders and comprehensive parameter validation using Pydantic.

Added

• Modular loader architecture with focused data source modules:
  • VnstockLoader for vnstock data source (VCI/TCBS)
  • VnquantLoader for vnquant data source
  • VietfinLoader for vietfin data source (DNSE/TCBS)
• Comprehensive parameter validation using Pydantic:
  • StockCloseParams base validator for common parameters (symbols, dates)
  • VnstockParams for vnstock-specific validation (source, interval)
  • VnquantParams for vnquant-specific validation
  • VietfinParams for vietfin-specific validation with interval constraints
• Lazy loading support for all loaders to optimize performance and reduce import overhead
• Support for intraday data intervals via VietfinLoader:
  • DNSE provider: 1m, 15m, 30m, 1h, 1d intervals
  • TCBS provider: 1d interval only
• Validation for DNSE API constraints:
  • 90-day maximum date range for intraday intervals (1m, 15m, 30m, 1h)
  • Single symbol requirement for intraday intervals
• Enhanced documentation:
  • Comprehensive CLAUDE.md with architecture overview and best practices
  • README updated with vietfin usage examples for daily and intraday data
• New dependencies: vietfin, pydantic>=2.0.0

Changed

• Breaking architectural change: Refactored monolithic VNStockData class into separate focused loaders
• VNStockData class now serves as backward-compatible facade delegating to focused loaders
• Symbol validation now auto-normalizes to uppercase (e.g., vnm → VNM)
• Symbol format validation ensures 2-4 alphanumeric characters
• Date validation accepts both string format ("2024-01-01") and Python date objects
• Date order validation ensures end_date >= start_date
• Enhanced error messages provide clear validation failure details

Deprecated

• Direct use of VNStockData class methods (still supported for backward compatibility):
  • VNStockData.get_close_prices_vns() → Use VnstockLoader.get_close_prices()
  • VNStockData.get_close_prices_vnq() → Use VnquantLoader.get_close_prices()
  • VNStockData.get_close_prices_vf() → Use VietfinLoader.get_close_prices()

Fixed

• Corrected vietfin interval support (removed unsupported 1w and 1mo intervals)
• Added missing 15m and 30m intervals for DNSE provider

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PyPI Package: https://pypi.org/project/vntickers/

Full Changelog: https://github.com/gahoccode/vntickers/blob/main/CHANGELOG.md

v0.1.0 - Initial Release

Initial Release

First stable release of vntickers - A Python package for fetching Vietnamese stock market data.

Features

• Fetch stock data using vnstock (VCI source)
• Fetch stock data using vnquant
• Unified DataFrame interface with time index and ticker columns
• Support for multiple tickers and date ranges

Installation

Install from PyPI:

pip install vntickers

Or with uv:

uv add vntickers

PyPI Package: https://pypi.org/project/vntickers/

Documentation

See the README for usage examples and documentation.