feat(v0.2.0): complete data pipeline with loaders, database, and validation
This commit is contained in:
46
CHANGELOG.md
46
CHANGELOG.md
@@ -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)
|
||||
|
||||
|
||||
Reference in New Issue
Block a user