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v0.1.22 - Data API Simplification & Sweep Data Source Support

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@stabilefrisur stabilefrisur released this 21 Dec 23:44
· 14 commits to master since this release

Changed

  • Data Fetching API Simplification
    • Removed deprecated fetch functions: fetch_cdx(), fetch_vix(), fetch_etf() (496 lines removed)
    • Removed deprecated fetch_registry module and all related tests (209 lines removed)
    • Migrated all examples and tests to unified fetch_security_data() API with UsagePurpose enum
    • Updated documentation (README, examples) to reflect unified data fetching pattern
    • All 396 data tests passing with new API

Added

  • Sweep Data Source Configuration
    • Added data_source field to sweep BaseConfig (defaults to 'synthetic')
    • Sweep evaluators now support Bloomberg and custom data sources
    • Example sweep configs demonstrate data source usage in 05_sweep_strategy_optimization.yaml and 06_sweep_comprehensive.yaml
    • Maintains backward compatibility with existing configs

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
  • Package Distribution

    • Include YAML config catalog files (config/*.yaml) in source distribution
    • Ensures catalogs.yaml and securities.yaml available in installed package

Documentation

  • Updated PyPI release workflow documentation with v0.1.21 learnings
    • Clarified synthetic data regeneration requirement after cleanup
    • Added --unsafe-fixes flag 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.py to use fetch_security_data wrappers
  • Net change: -196 lines of test code (improved API simplicity)