Changed
- Data Fetching API Simplification
- Removed deprecated fetch functions:
fetch_cdx(),fetch_vix(),fetch_etf()(496 lines removed) - Removed deprecated
fetch_registrymodule and all related tests (209 lines removed) - Migrated all examples and tests to unified
fetch_security_data()API withUsagePurposeenum - Updated documentation (README, examples) to reflect unified data fetching pattern
- All 396 data tests passing with new API
- Removed deprecated fetch functions:
Added
- Sweep Data Source Configuration
- Added
data_sourcefield to sweepBaseConfig(defaults to 'synthetic') - Sweep evaluators now support Bloomberg and custom data sources
- Example sweep configs demonstrate data source usage in
05_sweep_strategy_optimization.yamland06_sweep_comprehensive.yaml - Maintains backward compatibility with existing configs
- Added
Fixed
-
Bloomberg Data Storage
- Fixed missing
save_to_raw()call in_fetch_security_from_bloomberg()to properly populate raw storage - Ensures Bloomberg-fetched data is available for subsequent cached loads
- Fixed missing
-
Package Distribution
- Include YAML config catalog files (
config/*.yaml) in source distribution - Ensures
catalogs.yamlandsecurities.yamlavailable in installed package
- Include YAML config catalog files (
Documentation
- Updated PyPI release workflow documentation with v0.1.21 learnings
- Clarified synthetic data regeneration requirement after cleanup
- Added
--unsafe-fixesflag guidance for ruff - Enhanced PyPI indexing delay troubleshooting
Test Coverage
- Removed 3 deprecated test classes:
TestFetchCDXIntegration,TestFetchVIXIntegration,TestFetchETFIntegration - Updated 30 test references in
test_loaders.pyto usefetch_security_datawrappers - Net change: -196 lines of test code (improved API simplicity)