Entities

Data entities for market data rows/tables and ticker validation.

class MarketData(start_date: datetime.date, end_date: datetime.date, ticker: kaxanuk.attribution_analysis.entities.ticker.Ticker, daily_rows: dict[str, kaxanuk.attribution_analysis.entities.market_data_daily_row.MarketDataDailyRow])

Bases: object

daily_rows: dict[str, MarketDataDailyRow]

end_date: date

start_date: date

ticker: Ticker

class MarketDataDailyRow(date: datetime.date, open: decimal.Decimal, high: decimal.Decimal, low: decimal.Decimal, close: decimal.Decimal, adjusted_close: decimal.Decimal | None, volume: int, vwap: decimal.Decimal | None)

Bases: object

adjusted_close: Decimal | None

close: Decimal

date: date

high: Decimal

low: Decimal

open: Decimal

volume: int

vwap: Decimal | None

Security ticker value object for use in all entities and aggregates.

class Ticker(symbol: str)

Bases: object

Immutable value object representing a security ticker symbol.

Validation performed automatically on construction:

• symbol must be a str.

• symbol must match the allowed ticker character set (letters, digits, ., *, -, ^).

Parameters:

symbol (str) – The ticker symbol (e.g. "AAPL", "BRK.B").

Raises:

EntityValueError – If symbol is not a string, or does not match the expected ticker format.

symbol: str