v0.2.0 - Polars Migration

What's New

This release completes the migration from Pandas to Polars for the data loading and factor computation pipeline.

⚠️ Breaking Changes

• AggBar internal storage is now pl.DataFrame (was pd.DataFrame)
• BarAggregator methods return tuple[pl.DataFrame, AggBarMetadata]
• BinanceDataLoader.load_data() is deprecated, use load_aggbar() instead

✨ New Features

• AggBarMetadata: Pre-computed metadata (symbols, time range, row count)
• Unified load_aggbar API: Single entry point with bar_type parameter
• DuckDB-based bar aggregation: High-performance OHLCV aggregation
• BarCache: Daily pre-aggregated data caching

🚀 Performance

• Eliminated Pandas intermediate conversions
• DuckDB → Polars → Factor native pipeline
• Lazy evaluation preserved end-to-end

🐛 Bug Fixes

• Workaround for Polars optimizer panic (pola-rs/polars#26306)

📖 Installation

pip install factorium