Changelog

All notable changes to QuantMini will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[Unreleased]

Added (2025-10-18)

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

  • Polygon REST API Integration: Direct API downloaders for all endpoints

  • High-Performance Downloaders: Batch request optimization with massive parallelization

  • Date-First Partitioning: Year/month/ticker Hive partitioning for efficient queries

  • News Data Support: 8+ years of historical financial news articles

  • Delisted Stocks Support: Complete handling of delisted ticker data

  • Data Loader: High-performance query engine for bronze layer data

  • Optimized Corporate Actions: Batch ticker events downloader

  • DuckDB Integration: Fast SQL queries on Parquet files

  • Weekly Automation: Automated weekly data downloads and processing

Changed (2025-10-18)

  • Migrated from PyPI package to source-based installation

  • Replaced S3 flat files with Polygon REST API as primary data source

  • Reorganized project structure to Medallion Architecture

  • Updated all documentation to reflect new architecture

  • Moved from pip to uv package manager

Core Modules (Current)

  • src.core: Configuration management, memory monitoring, system profiling

  • src.download: Polygon REST API client and specialized downloaders

    • News, bars, corporate actions, fundamentals, reference data

    • Batch request optimization for parallel downloads

  • src.features: Feature engineering (Alpha158, financial ratios)

  • src.transform: Qlib binary writer and validator

  • src.utils: Data loader for efficient queries

  • src.cli: Command-line interface for data operations

Data Coverage

  • Stocks: 11,994 symbols

  • Options: 1,388,382 contracts

  • News Articles: 8+ years (2017-04-10 to present)

  • Date Range: 2025-08-01 to 2025-09-30 (primary)

  • Total Records: 182M+

Infrastructure

  • MIT License

  • GitHub repository: https://github.com/nittygritty-zzy/quantmini

  • Test coverage: 138 tests, 100% passing

  • Documentation: Comprehensive markdown docs in docs/

0.1.0 - 2024-09-30

Added

  • Initial release of QuantMini

  • Data ingestion pipeline from Polygon.io S3 flat files

  • Qlib binary format conversion

  • Alpha expression framework

  • Support for ML models: LightGBM, XGBoost, CatBoost

  • Trading strategies: TopkDropoutStrategy, EnhancedIndexingStrategy

  • 10+ comprehensive example scripts

  • Complete documentation

  • PyPI packaging and publishing

Core Modules (v0.1.0)

  • src.core: Configuration management, memory monitoring, system profiling

  • src.ingest: Data ingestion with Polars and streaming support

  • src.storage: Parquet storage with metadata management

  • src.transform: Qlib binary writer and validator

  • src.features: Feature engineering and definitions

  • src.download: Async/sync downloaders for S3

  • src.query: Query engine with caching

  • src.orchestration: Pipeline orchestration