feat(etl): daily price history for backtest window (#88) - #117
Merged
Conversation
Ingest SimFin shareprices/daily into curated ticker/year partitions with run-date adj_close lookup for phase 2 backtests (#88). Co-authored-by: Cursor <cursoragent@cursor.com>
Add operator guide, ETL spec acceptance criteria, and fixture manifest for shareprices/daily curated layout (#88). Co-authored-by: Cursor <cursoragent@cursor.com>
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## develop #117 +/- ##
===========================================
+ Coverage 98.13% 98.31% +0.17%
===========================================
Files 23 25 +2
Lines 1665 1836 +171
Branches 216 239 +23
===========================================
+ Hits 1634 1805 +171
Misses 25 25
Partials 6 6 ☔ View full report in Codecov by Harness. 🚀 New features to boost your workflow:
|
Cover error paths, CLI validation, and edge cases in price_history_ingest and download_price_history (#88). Co-authored-by: Cursor <cursoragent@cursor.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
price_history_ingestanddownload-price-historyCLI to ingest SimFinshareprices/dailyinto curatedticker/yearparquet partitions.lookup_daily_adj_close()for rebalance-date joins.Closes #88
Test plan
poetry run pytest tests/test_price_history_ingest.py -vpoetry run pytest(260 passed)make format && make lint && make testpoetry run download-price-history --ticker AAPL --start-date 2016-01-01 --end-date 2026-06-18 --snapshot-date 2026-06-18 --skip-downloadMade with Cursor