abaquant.marketdata.providers.history

Import path: abaquant.marketdata.providers.history

Domain: Provider-neutral market-data facades, normalized records, caching, and analytics.

Purpose

Historical-price provider protocol.

When to use it

This module belongs to the provider layer. Most users reach it through the market-data facades; custom integrations can implement or instantiate the documented contracts directly.

Public objects

  • class: PriceHistoryProvider — Provider capability for single-asset and batched price history. * PriceHistoryProvider.history — Return one symbol’s historical market data. * PriceHistoryProvider.history_many — Return a batched historical price panel.

Detailed reference

Historical-price provider protocol.

class abaquant.marketdata.providers.history.PriceHistoryProvider(*args, **kwargs)

Bases: Protocol

Provider capability for single-asset and batched price history.

history(symbol, *, period='1y', start=None, end=None, auto_adjust=True)

Return one symbol’s historical market data.

Parameters:

  • symbol (str)

  • period (str | None)

  • start (str | None)

  • end (str | None)

  • auto_adjust (bool)

Return type:

DataFrame

history_many(symbols, *, start=None, end=None, period='1y', interval='1d', auto_adjust=True)

Return a batched historical price panel.

Parameters:

  • symbols (Sequence[str])

  • start (str | date | None)

  • end (str | date | None)

  • period (str | None)

  • interval (str)

  • auto_adjust (bool)

Return type:

DataFrame