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v0.1.0

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@davison davison released this 20 Jan 23:01
· 91 commits to main since this release
Immutable release. Only release title and notes can be modified.

v0.1.0 - Initial Release

First public release of tradedesk-dukascopy, a Dukascopy tick downloader and candle exporter for backtesting workflows.

Features

Data Export

  • Download historical tick data from Dukascopy's public datafeed
  • Automatic decompression of .bi5 tick files with LZMA
  • Resample ticks to OHLCV candles (5min, 1H, 1D, or any pandas-compatible rule)
  • Support for bid, ask, or mid price series
  • Configurable price divisor for integer-encoded instruments

Reliability

  • Smart caching of downloaded tick files to avoid redundant requests
  • Exponential backoff retry logic for transient failures
  • Automatic detection of float vs. integer price encoding
  • Parallel downloads (4 threads per instrument by default)
  • Multi-instrument parallel export with progress tracking

Output

  • Clean CSV files with UTC timestamps (ISO-8601 format)
  • Self-describing metadata sidecars (.meta.json) for reproducibility
  • Metadata includes schema version, price divisor, resample rule, and date range

Developer Features

  • Probe mode to inspect raw tick data and validate price divisors
  • Rich terminal UI with progress bars (graceful fallback for non-TTY)
  • Configurable cache directory and worker count
  • Comprehensive test coverage (80%+)

CLI Usage

tradedesk-dc-export --symbol EURUSD \
  --from 2025-01-01 --to 2025-01-31 \
  --out data --price-divisor 1000

See README.md for full documentation.