feat(v0.2.0): complete data pipeline with loaders, database, and validation

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2026-01-05 11:54:04 +02:00
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@@ -5,6 +5,51 @@ All notable changes to this project will be documented in this file.
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## [0.2.0] - 2026-01-05
### Added
- Complete data pipeline implementation
- Database connection and session management with SQLAlchemy
- ORM models for 5 tables (OHLCVData, DetectedPattern, PatternLabel, SetupLabel, Trade)
- Repository pattern implementation (OHLCVRepository, PatternRepository)
- Data loaders for CSV, Parquet, and Database sources with auto-detection
- Data preprocessors (missing data handling, duplicate removal, session filtering)
- Data validators (OHLCV validation, continuity checks, outlier detection)
- Pydantic schemas for type-safe data validation
- Utility scripts:
- `setup_database.py` - Database initialization
- `download_data.py` - Data download/conversion
- `process_data.py` - Batch data processing with CLI
- `validate_data_pipeline.py` - Comprehensive validation suite
- Integration tests for database operations
- Unit tests for all data pipeline components (21 tests total)
### Features
- Connection pooling for database (configurable pool size and overflow)
- SQLite and PostgreSQL support
- Timezone-aware session filtering (3-4 AM EST trading window)
- Batch insert optimization for database operations
- Parquet format support for 10x faster loading
- Comprehensive error handling with custom exceptions
- Detailed logging for all data operations
### Tests
- 21/21 tests passing (100% success rate)
- Test coverage: 59% overall, 84%+ for data module
- SQLAlchemy 2.0 compatibility ensured
- Proper test isolation with unique timestamps
### Validated
- Successfully processed real data: 45,801 rows → 2,575 session rows
- Database operations working with connection pooling
- All data loaders, preprocessors, and validators tested with real data
- Validation script: 7/7 checks passing
### Documentation
- V0.2.0_DATA_PIPELINE_COMPLETE.md - Comprehensive completion guide
- Updated all module docstrings with Google-style format
- Added usage examples in utility scripts
## [0.1.0] - 2026-01-XX
### Added
@@ -25,4 +70,3 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Makefile for common commands
- .gitignore with comprehensive patterns
- Environment variable template (.env.example)