🎉 What's New in v0.3.0

✨ Major Features

Multi-Source Data Retrieval

• ✅ DataRetriever - Unified interface for multiple data sources

  • 🏦 Exchange sources: 1024ex (✅), Binance, Coinbase, IBKR
  • 📈 Finance sources: Yahoo Finance (✅), Bloomberg, Alpha Vantage
  • ⛓️ Blockchain sources: Chainlink (framework), The Graph

• ✅ BacktestDataset - Optimized dataset for backtesting

  • Batch retrieval for multiple symbols
  • Train/test split functionality
  • CSV import/export
  • Data quality validation

Backtest Optimization

• ✅ Data caching - Framework for caching historical data
• ✅ Batch retrieval - Get multiple symbols in one call
• ✅ Timestamp alignment - Critical for multi-asset backtest
• ✅ Missing value handling - Forward fill for price data
• ✅ Data validation - Remove duplicates and invalid data
• ✅ Auto indicators - SMA (20, 50, 200), returns, log returns, volatility
• ✅ Train/test split - Easy dataset splitting for backtesting
• ✅ CSV support - Save and load datasets

Adapter Pattern Architecture

• ✅ BaseAdapter - Abstract interface for all data sources
• ✅ ExchangeAdapter - Wraps exchange APIs (1024ex implemented)
• ✅ FinanceAdapter - Wraps finance data APIs (Yahoo implemented)
• ✅ BlockchainAdapter - Wraps blockchain data sources (framework)

Standardized DataFrame Output
All data sources return the same format:

DataFrame columns:
  - timestamp (datetime): UTC time
  - open, high, low, close (float): OHLC prices
  - volume (float): trading volume
  - source (str): data source name ("1024ex", "yahoo", etc.)
  - provider_type (str): source type ("exchange", "finance", "blockchain")
  - asset_class (str): asset type ("crypto", "stock", "index", "forex")

🧪 Testing & Quality

• ✅ 24 new tests for data retrieval module
• ✅ 125 total tests (24 new + 101 existing)
• ✅ 100% pass rate
• ✅ Integration with Yahoo Finance tested
• ✅ Backtest scenarios tested
• ✅ Multi-source compatibility verified

📚 Documentation & Examples

• ✅ Complete backtest example (examples/backtest_example.py)
• ✅ 6 usage scenarios demonstrated
• ✅ Multi-source data comparison examples
• ✅ Train/test split examples
• ✅ Comprehensive API documentation

📦 Installation

# Basic installation
pip install quant1024==0.3.0

# With Yahoo Finance support
pip install quant1024[yahoo]==0.3.0

# With blockchain support
pip install quant1024[blockchain]==0.3.0

# With all optional features
pip install quant1024[all]==0.3.0

🚀 Quick Start

Basic Usage

from quant1024 import DataRetriever

# Get data from 1024ex
data = DataRetriever(source="1024ex", api_key="...", api_secret="...")
btc = data.get_klines("BTC-PERP", interval="1d", days=365)

# Get data from Yahoo Finance (free, no auth required)
data = DataRetriever(source="yahoo")
aapl = data.get_klines("AAPL", interval="1d", days=365)

# Data comes with metadata
print(btc['source'].iloc[0])        # "1024ex"
print(btc['provider_type'].iloc[0]) # "exchange"
print(btc['asset_class'].iloc[0])   # "crypto"

Backtest Dataset

from quant1024 import BacktestDataset

# Create backtest dataset
dataset = BacktestDataset(
    source="yahoo",
    symbols=["BTC-USD", "ETH-USD", "AAPL", "SPY"],
    interval="1d",
    days=365,
    enable_cache=True
)

# Load all data
data_dict = dataset.load(
    fill_missing=True,
    validate_data=True,
    add_indicators=True,
    align_timestamps=True  # Critical for multi-asset backtest
)

# Split for training and testing
train, test = dataset.split(train_ratio=0.8)

# Get summary
summary = dataset.get_summary()
print(summary)

Multi-Source Comparison

from quant1024 import DataRetriever
import pandas as pd

# From 1024ex
data_1024 = DataRetriever(source="1024ex", api_key="...", api_secret="...")
btc_1024 = data_1024.get_klines("BTC-PERP", interval="1h", days=7)

# From Yahoo Finance
data_yahoo = DataRetriever(source="yahoo")
btc_yahoo = data_yahoo.get_klines("BTC-USD", interval="1h", days=7)

# Compare prices
df_all = pd.concat([btc_1024, btc_yahoo])
comparison = df_all.groupby('source')['close'].agg(['mean', 'min', 'max'])
print(comparison)

🔧 Technical Details

New Dependencies

Required:

• pandas>=2.0.0 - DataFrame operations
• numpy>=1.24.0 - Numerical computing

Optional:

• yfinance>=0.2.0 - Yahoo Finance support
• web3>=6.0.0 - Blockchain support

Supported Data Sources

Supported Time Intervals

1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w

🔗 Links

• PyPI: https://pypi.org/project/quant1024/
• GitHub: https://github.com/chuci-qin/quant1024
• Documentation: https://github.com/chuci-qin/quant1024#readme
• Issues: https://github.com/chuci-qin/quant1024/issues

📊 Statistics

• Files Changed: 13 files
• Lines Added: 2,170 insertions
• New Tests: 24 tests
• Total Tests: 125 tests (100% pass)
• Code Quality: Fully type-annotated

🔄 Breaking Changes

None. v0.3.0 is fully backward compatible with v0.2.0.

All v0.2.0 features continue to work:

• ✅ Exchange1024ex - 38 API endpoints
• ✅ HMAC authentication
• ✅ Pydantic models
• ✅ Exception handling

🙏 Acknowledgments

Thanks to all contributors and users for feedback and support!

Full Changelog: v0.2.0...v0.3.0

🎉 What's New in v0.2.0

✨ Major Features

Complete 1024ex Exchange Integration

• ✅ 38 API endpoints fully implemented
  • System interfaces (3): Server time, health check, exchange info
  • Market data (8): Markets, ticker, orderbook, trades, klines, funding rate, stats
  • Trading (8): Place/cancel/update orders, batch operations, TP/SL
  • Account (6): Balance, positions, margin, leverage, sub-accounts
  • Funding (4): Deposit, withdraw, history
  • Historical data (5): Order/trade/funding/liquidation history, PnL
  • Smart ADL (4): Config, protection pool, history

Cross-Exchange Architecture

• ✅ BaseExchange abstract class for unified interface
• ✅ Seamless switching between exchanges (1024ex, Binance, IBKR in future)
• ✅ Modular design for easy extension

Security & Authentication

• ✅ HMAC-SHA256 authentication module
• ✅ Automatic signature generation
• ✅ Retry mechanism with exponential backoff
• ✅ Rate limit handling

Type Safety

• ✅ 13 Pydantic data models
• ✅ Full type annotations
• ✅ Runtime validation

Error Handling

• ✅ Comprehensive exception system (8 exception classes)
• ✅ Detailed error messages
• ✅ Graceful degradation

🧪 Testing & Quality

• ✅ 101 tests passing (83 new + 18 existing)
• ✅ 100% API endpoint coverage
• ✅ Mock testing with responses library
• ✅ Integration testing verified
• ✅ Independent project integration audit passed

📚 Documentation

• ✅ Comprehensive API documentation
• ✅ Usage examples and tutorials
• ✅ Complete integration guide
• ✅ Audit report and testing documentation

🔧 Technical Details

Dependencies

• requests>=2.31.0
• pydantic>=2.0.0

Python Support

• Python 3.8+
• Python 3.9, 3.10, 3.11, 3.12 tested

📦 Installation

pip install quant1024==0.2.0

🚀 Quick Start

from quant1024 import Exchange1024ex

# Initialize client
client = Exchange1024ex(
    api_key="your_api_key",
    api_secret="your_api_secret"
)

# Get markets
markets = client.get_markets()

# Get ticker
ticker = client.get_ticker("BTC-PERP")
print(f"BTC Price: {ticker['last_price']}")

# Place order
order = client.place_order(
    market="BTC-PERP",
    side="buy",
    order_type="limit",
    price="60000",
    size="0.01"
)

🔗 Links

• PyPI: https://pypi.org/project/quant1024/
• GitHub: https://github.com/chuci-qin/quant1024
• Documentation: https://github.com/chuci-qin/quant1024#readme
• Issues: https://github.com/chuci-qin/quant1024/issues

📊 Statistics

• Files Changed: 16 files
• Lines Added: 2,681 insertions
• API Endpoints: 38/38 (100%)
• Test Coverage: 101/101 (100%)
• Code Quality: Fully type-annotated

🙏 Acknowledgments

Thanks to all contributors and the 1024 Exchange team for making this release possible!

Full Changelog: v0.1.0...v0.2.0