refactor(client): remove unused imports and simplify TickerData

paperone/client.py

@@ -1,33 +1,8 @@
 from datetime import datetime, timedelta
 from .taapi import TaapiClient
-from typing import List, Dict
+from .data import TickerData
 import yfinance as yf
 import pandas as pd
-from dataclasses import dataclass
-
-
-@dataclass
-class TickerData:
-    name: str
-    date: datetime
-    open: float
-    close: float
-    low: float
-    high: float
-    avg: float
-    volume: int
-
-
-@dataclass
-class TimeSeriesFeatures:
-    """Holds time-series data for a ticker with multiple lookback windows"""
-
-    ticker: str
-    target_date: datetime
-    current_day: TickerData
-    vix_current: TickerData
-
-    past_30d: List[TickerData]  # Previous 30 trading days
 
 
 class Client:
@@ -86,7 +61,6 @@ class Client:
             avg = (high + low) / 2.0
 
             return TickerData(
-                name=ticker,
                 date=date,
                 open=round(open_price, 2),
                 high=round(high, 2),

paperone/data.py

@@ -1,4 +1,4 @@
-from dataclasses import dataclass
+from dataclasses import dataclass, field
 from datetime import datetime
 from typing import List
 
@@ -11,15 +11,46 @@ class TickerData:
     low: float
     high: float
     avg: float
-    volume: float
+    volume: int
 
 
 @dataclass
 class TimeSeriesTickerData:
     ticker: str
-    target_date: datetime
-    current_day_data: TickerData
-    past_30d_data: List[TickerData]
+    series: List[TickerData] = field(default_factory=list)
+
+    @staticmethod
+    def build_time_series_ticker_data(
+        ticker: str, all_data: List[TickerData]
+    ):
+        ordered = sorted({d.date: d for d in all_data}.values(), key=lambda d: d.date)
+
+        return TimeSeriesTickerData(
+            ticker=ticker,
+            series=ordered,
+        )
+
+    def get_by_date(self, dt: datetime) -> TickerData | None:
+        for d in self.series:
+            if d.date == dt:
+                return d
+
+        return None
+
+    def get_latest(self) -> TickerData | None:
+        if not self.series:
+            return None
+
+        return self.series[-1]
+
+    def get_range(self, start_date: datetime, end_date: datetime) -> List[TickerData]:
+        return [d for d in self.series if start_date <= d.date <= end_date]
+
+    @property
+    def target_date_data(self) -> TickerData | None:
+        """Return the most recent TickerData (by convention, the target date tick)."""
+        return self.get_latest()
+
 
 
 @dataclass