First Rate Futures

alphaforge.futures

Configurable First Rate Data ingestion and access helpers.

FirstRateBarsAdapter

Bases: SourceAdapterBase

Read local First Rate 5-minute text files through the SourceAdapter API.

FirstRateBarsConfig dataclass

Resolved configuration for local First Rate raw 5-minute bars.

FirstRateFuturesAdapter

Bases: SourceAdapterBase

Read persisted local futures artifacts via the SourceAdapter protocol.

FirstRateFuturesConfig dataclass

Resolved futures loader configuration.

Resolution order: 1. explicit arguments 2. YAML config file entries 3. environment variables

FirstRateFuturesLoader

Ingest a local directory of First Rate Data contract files.

build_first_rate_bars_context(config: FirstRateBarsConfig, *, calendars: Mapping[str, TradingCalendar] | None = None, store: Store | None = None, source_name: str = 'first_rate_bars') -> DataContext

Build a DataContext for locally mounted First Rate 5-minute bar directories.