QuantMini Documentation

QuantMini is a high-performance financial data pipeline with Medallion Architecture and Qlib integration for quantitative trading.

License

Features

  • Medallion Architecture: Bronze → Silver → Gold data lake pattern for data quality

  • Polygon.io Integration: REST API and S3 flat files data ingestion

  • High-Performance Downloads: Batch downloaders with massive parallelization

  • Partitioned Storage: Date-first and ticker-based Hive partitioning

  • Qlib Integration: Binary format conversion for fast ML backtesting

  • Feature Engineering: Alpha158 and custom technical indicators

  • News Data: 8+ years of financial news articles

  • Delisted Stocks: Complete handling of delisted ticker data

Installation

Clone and install from source with uv:

# Clone repository
git clone https://github.com/nittygritty-zzy/quantmini.git
cd quantmini

# Install with uv
uv sync

# Configure credentials
cp config/credentials.yaml.example config/credentials.yaml
# Edit config/credentials.yaml with your Polygon.io API key

Quick Start

Check out our Getting Started guide or explore the Examples.

Data Pipeline Architecture:

Landing Layer          Bronze Layer         Silver Layer          Gold Layer
(Raw Sources)         (Validated)          (Enriched)            (ML-Ready)
     ↓                    ↓                    ↓                     ↓
Polygon.io         →  Validated Parquet  →  Feature-Enriched  →  Qlib Binary
  REST API             (Schema Check)        (Indicators)         (Backtesting)
     ↓                    ↓                    ↓                     ↓
landing/              bronze/{type}/      silver/{type}/        gold/qlib/

User Guide:

API Reference:

About:

Development:

Indices and tables