API Reference

Complete API documentation for all QuantMini modules.

Core Modules

Core Infrastructure

Core (src.core)

System profiling, memory monitoring, configuration management, and exceptions

Key Classes:

  • ConfigLoader: Manage credentials and pipeline configuration

  • SystemProfiler: Auto-detect hardware capabilities

  • AdvancedMemoryMonitor: Track memory usage and pressure

Polygon REST API Integration

Download (src.download)

Polygon REST API client and specialized downloaders

Key Classes:

  • PolygonRESTClient: Async HTTP client with rate limiting

  • NewsDownloader: Download financial news articles

  • BarsDownloader: Download OHLCV data

  • CorporateActionsDownloader: Download corporate events

  • FundamentalsDownloader: Download fundamental data

  • ReferenceDataDownloader: Download ticker metadata

Features:

  • Batch request optimization (100+ concurrent)

  • Automatic retries with exponential backoff

  • Date-first Hive partitioning

  • ZSTD compression

Feature Engineering

Features (src.features)

Technical indicators and feature engineering

Key Modules:

  • Alpha158: 158 technical indicators for Qlib

  • FinancialRatios: Financial metrics and ratios

Alpha158 Features:

  • KBAR: Open-close-high-low features

  • KDJ: Stochastic indicators

  • RSI: Relative strength

  • MACD: Moving average convergence divergence

  • And 154 more features

Data Transformation

Transform (src.transform)

Qlib binary format conversion and validation

Key Classes:

  • QlibBinaryWriter: Convert Parquet to Qlib binary format

  • BinaryValidator: Validate binary data integrity

Qlib Binary Format:

  • .day.bin: Daily frequency data

  • .1min.bin: Minute frequency data

  • Symbol-based directory structure

  • Instruments and calendars metadata

Utilities

Utils (src.utils)

Data loader and utility functions

Key Classes:

  • DataLoader: High-performance query engine for bronze layer

  • DuckDB-powered SQL queries

  • Multiple output formats (Polars, Pandas, PyArrow)

Module Overview

Core (src.core)

System profiling, memory monitoring, configuration, and exceptions

Download (src.download)

Polygon REST API client with specialized downloaders for:

  • News articles (8+ years historical)

  • OHLCV bars (stocks and options)

  • Corporate actions (splits, dividends, ticker changes)

  • Fundamentals (income statements, balance sheets, cash flow)

  • Reference data (ticker metadata, market status)

Features (src.features)

Feature engineering and technical indicators:

  • Alpha158: 158 technical indicators

  • Financial ratios: Profitability, liquidity, leverage

Transform (src.transform)

Qlib binary format conversion and validation

Utils (src.utils)

Data loader for efficient queries on bronze layer

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/

Directory Structure:

$DATA_ROOT/
├── landing/           # Raw source data
├── bronze/            # Validated Parquet files
│   ├── stocks_daily/
│   ├── options_daily/
│   ├── news/
│   └── fundamentals/
├── silver/            # Feature-enriched data
│   └── stocks_daily/  # with Alpha158 features
└── gold/qlib/         # ML-ready binary format
    ├── stocks_daily/
    ├── stocks_minute/
    └── options/

External Documentation