abaquant.marketdata.universe

Import path: abaquant.marketdata.universe

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

Purpose

Lazy multi-ticker market-data universe.

When to use it

Use this package to retrieve or inject quotes, price history, option chains, and financial statements while preserving a stable analytical interface.

Public objects

  • function: get_tickers — Create a lazy applied universe for normalized ticker symbols.

  • class: MarketUniverse — Lazy multi-ticker facade with immutable symbols and a separate session. * MarketUniverse.visualize — Return a normalized multi-ticker price-history figure.

  • function: normalize_symbols — Normalize, validate, and de-duplicate ticker symbols.

  • function: resolve_provider — Resolve a provider name or provider instance to the market-data protocol.

Detailed reference

Lazy multi-ticker market-data universe.

Purpose

The module creates MarketUniverse instances that coordinate shared price histories, return statistics, and static portfolio workflows for normalized ticker collections.

Conventions

Symbols are uppercase and de-duplicated in first-seen order. Construction does not make provider calls.

References

[ 1 ] Markowitz, H. (1952), “Portfolio Selection”.

abaquant.marketdata.universe.get_tickers(symbols, provider='yahoo')

Create a lazy applied universe for normalized ticker symbols.

Parameters:

  • symbols (Sequence[str]) – Ticker symbols to normalize and include in the applied universe.

  • provider (str | MarketDataProvider, default='yahoo') – Provider name or object satisfying the market-data provider protocol.

Returns:

Lazy multi-ticker universe. Constructing it does not fetch remote data.

Return type:

MarketUniverse

Notes

The applied layer normalizes provider data but cannot guarantee provider completeness, timeliness, or accuracy.

class abaquant.marketdata.universe.MarketUniverse(symbols, provider, session=None)

Bases: object

Lazy multi-ticker facade with immutable symbols and a separate session.

Create a universe facade without loading any price history.

Parameters:
visualize(*, period='1y', interval='1d', auto_adjust=True, alignment='inner', backend=None, theme=None, save_path=None, filename=None)

Return a normalized multi-ticker price-history figure.

The underlying price panel is retrieved lazily and rendered without an implicit interactive display call.

Parameters:

  • period (str | None)

  • interval (str)

  • auto_adjust (bool)

  • alignment (str)

  • backend (str | None)

abaquant.marketdata.universe.normalize_symbols(symbols)

Normalize, validate, and de-duplicate ticker symbols.

Parameters:

symbols (Sequence[str]) – Ticker symbols to normalize and include in the applied universe.

Returns:

Positional outputs produced by the normalize symbols calculation.

Return type:

tuple[str, …]

Notes

The applied layer normalizes provider data but cannot guarantee provider completeness, timeliness, or accuracy.

abaquant.marketdata.universe.resolve_provider(provider)

Resolve a provider name or provider instance to the market-data protocol.

Parameters:

provider (str | MarketDataProvider) – Provider name or object satisfying the market-data provider protocol.

Returns:

Result of the resolve provider calculation.

Return type:

MarketDataProvider

Notes

The applied layer normalizes provider data but cannot guarantee provider completeness, timeliness, or accuracy.