dax-ml/CHANGELOG.md

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[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

• Project foundation with complete directory structure
• Comprehensive logging system with JSON and console formatters
• Configuration management with YAML and environment variable support
• Custom exception hierarchy for error handling
• Core constants and enums for pattern types and trading concepts
• Base classes for detectors and models
• Initial test suite with pytest
• Development tooling (black, flake8, mypy, pre-commit hooks)
• Documentation structure

Infrastructure

• Git repository initialization
• Requirements files for production and development
• Setup.py and pyproject.toml for package management
• Makefile for common commands
• .gitignore with comprehensive patterns
• Environment variable template (.env.example)