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Crate tickerforge

Crate tickerforge 

Source
Expand description

TickerForge: load tickerforge-spec YAML and generate/parse futures and options tickers.

Re-exports§

pub use models::ContractCycle;
pub use models::ContractSpec;
pub use models::Exchange;
pub use models::ExpirationRule;
pub use models::ParsedFuturesTicker;
pub use models::ParsedOptionTicker;
pub use models::SessionSegment;
pub use models::SpecRepository;
pub use options_spec::load_all_option_rules;
pub use options_ticker::equity_root;
pub use options_ticker::OptionGenerator;
pub use options_ticker::OptionParser;
pub use pattern_index::PatternIndex;
pub use spec_loader::clear_load_spec_cache;
pub use spec_loader::load_spec;
pub use spec_loader::load_spec_from_path;
pub use ticker_generator::format_contract_ticker;
pub use ticker_generator::gen_ticker_ctr;
pub use ticker_generator::gen_ticker_ctr_signed;
pub use ticker_generator::generate_ticker_for_contract;
pub use ticker_generator::generate_ticker_for_contract_signed;
pub use ticker_generator::TickerForge;
pub use ticker_parser::classify_ticker;
pub use ticker_parser::classify_ticker_exchange;
pub use ticker_parser::classify_ticker_spec;
pub use ticker_parser::classify_ticker_spec_exchange;
pub use ticker_parser::parse_any_ticker;
pub use ticker_parser::parse_any_ticker_date;
pub use ticker_parser::parse_any_ticker_date_spec;
pub use ticker_parser::parse_any_ticker_exchange;
pub use ticker_parser::parse_any_ticker_spec;
pub use ticker_parser::AnyParsedTicker;
pub use ticker_parser::AssetType;
pub use ticker_parser::HasTicker;
pub use ticker_parser::NoTicker;
pub use ticker_parser::OptionSide;
pub use ticker_parser::TickerClass;
pub use ticker_parser::TickerParser;
pub use ticker_parser::TickerParserBuilder;

Modules§

calendars
Exchange trading calendars.
contract_cycle
Contract month resolution from cycle definitions.
dates
Shared date/month helpers for session grids.
expiration_rules
Expiration date resolution from rules + exchange calendar.
models
Pydantic-aligned models for futures contracts and exchanges.
month_codes
Futures month codes (CME-style).
options_models
Options contract rules (from spec/contracts/**/options.yaml).
options_spec
Load options: blocks from all spec/contracts/**/*.yaml files.
options_ticker
Options ticker generation (B3) and parsing (all markets).
pattern_index
Precompiled futures/options regexes for one SpecRepository.
schedule
Rule-based exchange schedule engine.
spec_loader
Load YAML spec from disk (futures contracts + options from all markets).
ticker_generator
Futures ticker generation.
ticker_parser
Futures and options ticker parsing.

Functions§

default_spec_root
Root directory of the canonical spec (exchanges/, contracts/, schemas/, …).