abaquant.marketdata.sessions¶

Import path: abaquant.marketdata.sessions

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

Purpose¶

Mutable request-local state separated from immutable market-data configuration.

When to use it¶

Controls provider/session construction and dependency injection. Use this package to retrieve or inject quotes, price history, option chains, and financial statements while preserving a stable analytical interface.

Public objects¶

class: TickerIdentity — Immutable identifier for one normalized ticker and provider.
class: TickerConfiguration — Immutable cache and request policy for a ticker facade.
class: TickerSession — Mutable in-memory financial snapshots and request-local diagnostics.
class: UniverseSession — Mutable in-memory price panels for one universe facade.

Detailed reference¶

Mutable request-local state separated from immutable market-data configuration.

class abaquant.marketdata.sessions.TickerIdentity(symbol, provider_name)¶

Bases: object

Immutable identifier for one normalized ticker and provider.

Parameters:

symbol (str)
provider_name (str)

class abaquant.marketdata.sessions.TickerConfiguration(financial_cache_mode='memory', cache_directory=None)¶

Bases: object

Immutable cache and request policy for a ticker facade.

Parameters:

financial_cache_mode (str)
cache_directory (str | None)

class abaquant.marketdata.sessions.TickerSession(financial_snapshots=<factory>, request_metadata=<factory>)¶

Bases: object

Mutable in-memory financial snapshots and request-local diagnostics.

Parameters:

financial_snapshots (dict[str, Any])
request_metadata (dict[str, Any])

class abaquant.marketdata.sessions.UniverseSession(price_panels=<factory>)¶

Bases: object

Mutable in-memory price panels for one universe facade.

Parameters:: price_panels (dict[tuple[Any, ...], DataFrame])