QuantMini Documentation ======================== **QuantMini** is a high-performance financial data pipeline with Medallion Architecture and Qlib integration for quantitative trading. .. image:: https://img.shields.io/github/license/nittygritty-zzy/quantmini.svg :target: https://github.com/nittygritty-zzy/quantmini/blob/main/LICENSE :alt: 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: .. code-block:: bash # 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 :doc:`getting_started` guide or explore the :doc:`examples/index`. **Data Pipeline Architecture:** .. code-block:: text 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/ .. toctree:: :maxdepth: 2 :caption: User Guide: getting_started installation guides/index examples/index .. toctree:: :maxdepth: 2 :caption: API Reference: api/index .. toctree:: :maxdepth: 1 :caption: About: changelog .. toctree:: :maxdepth: 1 :caption: Development: contributing changelog Indices and tables ================== * :ref:`genindex` * :ref:`modindex` * :ref:`search`