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2 changes: 1 addition & 1 deletion AGENTS.md
Original file line number Diff line number Diff line change
Expand Up @@ -47,7 +47,7 @@ documentation, not in agent guides.
directories.
- Use shared exceptions, retry, rate-limit, and provider contracts rather than adapter-specific
variants of the same behavior.
- Treat `CHANGELOG.md` and generated version files as generated artifacts; do not edit them by hand.
- Treat generated version files as generated artifacts; do not edit them by hand.
- Keep release artifacts bound to one commit. Publishing is performed by the release workflow after
qualification and documentation deployment, never by a local publish command.

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2 changes: 1 addition & 1 deletion README.md
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Expand Up @@ -53,7 +53,7 @@ emit `DeprecationWarning` and will not be removed before version 1.0.

- [Documentation](https://www.ml4trading.io/docs/data/)
- [Issue tracker](https://github.com/ml4t/data/issues)
- [Release notes](CHANGELOG.md)
- [Release notes](https://github.com/ml4t/data/releases)
- [License](LICENSE)

The library supplies data to [ml4t-engineer](https://github.com/ml4t/engineer) feature workflows and
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190 changes: 0 additions & 190 deletions api.yaml

This file was deleted.

40 changes: 38 additions & 2 deletions docs/getting-started/migration.md
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@@ -1,6 +1,8 @@
# Migrate former QLDM names
# Migrate compatibility names

The package preserves two former public names during the 0.x release series. Their use emits
## Names preserved through the 0.x series

The package preserves two former QLDM names during the 0.x release series. Their use emits
`DeprecationWarning`. They will not be removed before version 1.0.

## Data root
Expand Down Expand Up @@ -33,3 +35,37 @@ from ml4t.data.core.exceptions import ML4TDataError

The former exception name resolves to the same class during the migration period. Code that treats
deprecation warnings as errors should migrate before upgrading.

## Changes for version 0.2

Version 0.2 removes three compatibility interfaces that emitted `DeprecationWarning` in the 0.1
series. Update callers and saved configuration before upgrading.

### Massive provider name

Replace `PolygonProvider` imports and the `polygon` registry name with `MassiveProvider` and
`massive`:

```python
from ml4t.data.providers import MassiveProvider

provider = MassiveProvider()
```

The service account can still use `POLYGON_API_KEY`; new environments should set
`MASSIVE_API_KEY`.

### Negative-price validation

Replace `check_negative_prices=True` with `negative_price_policy="forbid"`, and replace
`check_negative_prices=False` with `negative_price_policy="allow"`. Apply the same substitution in
saved `ValidationRuleConfig` YAML.

Use `negative_price_policy="warn"` when negative prices should produce validation warnings without
failing validation.

### Synthetic GARCH configuration

Remove the `garch_omega` argument from `SyntheticProvider`. The provider derives the per-period
constant from `annual_volatility`, the requested frequency, `garch_alpha`, and `garch_beta` so the
configured unconditional variance is preserved.
6 changes: 3 additions & 3 deletions docs/providers/index.md
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Expand Up @@ -8,8 +8,8 @@ For the wider vendor landscape, including sources the library does not wrap, see

## Provider Comparison

| Provider | Asset Class | Free Tier | Async | API Key |
|----------|-------------|-----------|-------|---------|
| Provider | Asset Class | Access | Async | API Key |
|----------|-------------|--------|-------|---------|
| [Yahoo Finance](yahoo.md) | Stocks, ETFs, Crypto | Unlimited | Thread | No |
| [CoinGecko](coingecko.md) | Crypto | 10K+ coins | Native | No |
| [FRED](fred.md) | Economic Data | 120/min | Thread | Yes |
Expand All @@ -25,7 +25,7 @@ For the wider vendor landscape, including sources the library does not wrap, see
| [Tiingo](tiingo.md) | US Stocks | 1000/day | Thread | Yes |
| [TwelveData](twelve_data.md) | Multi-asset | 800/day | Native | Yes |
| [DataBento](databento.md) | Futures, Options | Free metadata; metered history | Thread | Yes |
| [Massive](massive.md) | Multi-asset | Free tier | Thread | Yes |
| [Massive](massive.md) | Multi-asset | Account-dependent | Thread | Yes |
| [Finnhub](finnhub.md) | US quotes; premium OHLCV | 60 requests/minute | Thread | Yes |
| [Binance](binance.md) | Crypto | Unlimited | Native | No |
| [OKX](okx.md) | Crypto Perpetuals | No geo-limits | Native | No |
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