market_data

Market data store and zero-copy market state view.

Classes:

• MarketDataStore –

  Owns all market data as date-indexed DataFrames. Single source of truth.

• MarketState –

  Zero-copy view into MarketDataStore for a specific date.

MarketDataStore

MarketDataStore()

Owns all market data as date-indexed DataFrames. Single source of truth.

Methods:

• add_frame –

  Register a date-indexed DataFrame under the given name.

• available_dates –

  Return sorted list of dates present in all registered frames.

• frame_names –

  Names of all registered frames.

• get_frame –

  Return the raw DataFrame for the given name.

• get_state –

  Return a zero-copy MarketState view for the given date.

• get_state_or_none –

  Return a MarketState for date, or None if data is missing.

• has_data –

  Return True if all registered frames have data for date.

• has_frame –

  Return True if a frame with the given name is registered.

add_frame

add_frame(name: str, df: DataFrame) -> None

Register a date-indexed DataFrame under the given name.

available_dates

available_dates() -> list[date]

Return sorted list of dates present in all registered frames.

frame_names

frame_names() -> set[str]

Names of all registered frames.

get_frame

get_frame(name: str) -> DataFrame

Return the raw DataFrame for the given name.

get_state

get_state(date: date) -> MarketState

Return a zero-copy MarketState view for the given date.

Raises ScenarioNotAvailableError if any registered frame lacks data for that date.

get_state_or_none

get_state_or_none(date: date) -> MarketState | None

Return a MarketState for date, or None if data is missing.

has_data

has_data(date: date) -> bool

Return True if all registered frames have data for date.

has_frame

has_frame(name: str) -> bool

Return True if a frame with the given name is registered.

MarketState

MarketState(date: date, store: MarketDataStore)

Zero-copy view into MarketDataStore for a specific date.

Methods:

• get –

  Return a row from the named frame for this state's date.

Attributes:

• benchmarks (Series) –

  Benchmark rates for this date (e.g. DPRIME). Values in percent as stored.

• date (date) –

  The date this state represents.

• equity_prices (Series) –

  Equity price data as a Series (view, not copy).

• fx_rates (Series) –

  FX rate data as a Series (view, not copy).

• yields (Series) –

  Yield curve data as a Series (view, not copy).

benchmarks property

benchmarks: Series

Benchmark rates for this date (e.g. DPRIME). Values in percent as stored.

date property

date: date

The date this state represents.

equity_prices property

equity_prices: Series

Equity price data as a Series (view, not copy).

fx_rates property

fx_rates: Series

FX rate data as a Series (view, not copy).

yields property

yields: Series

Yield curve data as a Series (view, not copy).

get

get(frame_name: str) -> Series

Return a row from the named frame for this state's date.