v0.3.0: overhaul — pricing fixes, tests, CI, docs

.github/workflows/pipeline.yml

@@ -1,4 +1,4 @@
-name: CI/CD Check
+name: CI
 
 on:
   pull_request:
@@ -9,24 +9,27 @@ on:
       - main
 
 jobs:
-  build:
+  lint:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+      - run: pip install -e ".[dev]"
+      - run: ruff format --check .
+      - run: ruff check .
+      - run: mypy afterquote/
+
+  test:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        python-version: ["3.12"]
+        python-version: ["3.10", "3.11", "3.12"]
     steps:
-    - uses: actions/checkout@v4
-    - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v3
-      with:
-        python-version: ${{ matrix.python-version }}
-    - name: Install dependencies
-      run: |
-        python -m pip install --upgrade pip
-        pip install -r requirements.txt
-    - name: Run Black (check formatting)
-      run: |
-        black --check .
-    - name: Run Pylint (fail if score < 9.0)
-      run: |
-        pylint $(git ls-files '*.py') --fail-under=9
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+      - run: pip install -e ".[test]"
+      - run: pytest tests/

.github/workflows/pypi.yml

@@ -1,31 +1,39 @@
-name: Push to PyPI
+name: Publish to PyPI
 
 on:
   push:
     tags:
       - "v*"
 
+permissions:
+  contents: read
+
 jobs:
-  publish:
+  build:
     runs-on: ubuntu-latest
-
     steps:
-      - name: Checkout
-        uses: actions/checkout@v4
-
-      - name: Set up Python
-        uses: actions/setup-python@v5
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
         with:
           python-version: "3.12"
+      - run: pip install build
+      - run: python -m build
+      - uses: actions/upload-artifact@v4
+        with:
+          name: dist
+          path: dist/
 
-      - name: Install tools and build
-        run: |
-          python -m pip install --upgrade pip
-          pip install build twine
-          python -m build
-
-      - name: Upload to PyPI
-        env:
-          TWINE_USERNAME: __token__
-          TWINE_PASSWORD: ${{ secrets.PYPI_API_TOKEN }}
-        run: twine upload dist/*
+  publish:
+    needs: build
+    runs-on: ubuntu-latest
+    environment: pypi
+    permissions:
+      id-token: write
+    steps:
+      - uses: actions/download-artifact@v4
+        with:
+          name: dist
+          path: dist/
+      - uses: pypa/gh-action-pypi-publish@release/v1
+        with:
+          password: ${{ secrets.PYPI_API_TOKEN }}

.pre-commit-config.yaml

@@ -0,0 +1,21 @@
+repos:
+  - repo: local
+    hooks:
+      - id: ruff-format
+        name: ruff format
+        entry: ruff format --check
+        language: system
+        types: [python]
+        pass_filenames: true
+      - id: ruff-check
+        name: ruff check
+        entry: ruff check
+        language: system
+        types: [python]
+        pass_filenames: true
+      - id: mypy
+        name: mypy
+        entry: mypy afterquote/
+        language: system
+        types: [python]
+        pass_filenames: false

AGENTS.md

@@ -0,0 +1,65 @@
+# AGENTS.md
+
+## What is this
+
+`afterquote` is a Python package that generates synthetic after-hours price quotes for a financial security based on a correlated underlying asset that's still trading. Useful when one market is closed and the other is open.
+
+## Tech stack
+
+- Python 3.10+
+- yfinance (market data), pandas (data), pandas_market_calendars (exchange hours), pytz (timezones)
+- ruff (formatting + linting), mypy (type checking), pytest (testing)
+- GitHub Actions for CI, PyPI for publishing
+
+## Install
+
+```bash
+pip install -e .          # runtime
+pip install -e ".[dev]"   # + ruff, mypy
+pip install -e ".[test]"  # + pytest
+```
+
+## Commands
+
+```bash
+ruff format --check .     # format check (CI runs this)
+ruff check .              # lint (CI runs this)
+mypy afterquote/          # type check (CI runs this)
+pytest tests/             # unit tests, mocked, ~0.1s (CI runs this)
+pytest tests/ --runlive   # + live yfinance tests (manual, pre-release)
+```
+
+## Architecture
+
+Three modules in `afterquote/`:
+
+- `_yfinance_wrapper.py` — `YFinanceSecurity`: wraps a yfinance ticker. Provides `info`, `leverage`, `exchange`, `timezone`, `get_price_at(timestamp)`.
+- `_market_calendar.py` — `MarketCalendar`: wraps pandas_market_calendars. Maps yfinance exchange codes (NMS, PCX, LSE, etc.) to calendar names. Provides `is_exchange_open`, `get_closing_time`, `get_exchange_tz`.
+- `_security_pair.py` — `SecurityPair`: the main API. Holds a base + underlying, produces synthetic quotes. `QuoteInfo` dataclass structures the output.
+
+Public API: `SecurityPair(base, underlying)` with `.info()` and `.pricing()`.
+
+## The pricing model
+
+When the base exchange is closed but the underlying is trading, `pricing()` synthesizes OHLC bars for the base by applying the underlying's moves (×leverage) onto the base's last close price.
+
+Key principles:
+- **Single anchor** — every synthetic price grows from the base's last **Close** (the settlement), not its Open. One seed, not two.
+- **Two legs per bar** — inter-bar gap (underlying open vs prev close) then intra-bar move (underlying close vs its open). Multiplied, not added, because they're sequential.
+- **Carry-forward** — `Impl_Open[t] == gap applied to Impl_Close[t-1]`. One continuous chain.
+- **Leverage on everything** — Open, High, Low, Close all get the leverage factor. A 3x ETC's entire candle scales 3x.
+- **Candles valid by construction** — High/Low/Close all derive from the same `Impl_Open`, so `High >= max(Open,Close) >= Low` always holds.
+
+## Tests
+
+Tests mock yfinance via `FakeYFinanceSecurity` and `FakeMarketCalendar` in `tests/conftest.py` — no network calls in CI. Live tests in `tests/test_live.py` are skipped unless `--runlive` is passed.
+
+Test data uses hand-computable numbers (e.g. anchor=200, leverage=2, underlying +1% → synthetic 204) so assertions are exact.
+
+## Conventions
+
+- Keep code terse — no excessive variables, no 1-letter names, no comments unless the code isn't self-explanatory
+- Commit messages: brief title, optional 1-line description. `type(scope): summary` format (e.g. `fix(pricing): correct OHLC anchoring`)
+- One concern per commit, every commit should pass CI
+- Follow existing style — ruff handles formatting, don't fight it
+- `pyproject.toml` is the source of truth for deps (no requirements.txt)

CHANGELOG.md

@@ -7,6 +7,35 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ---
 
+## [0.3.0] - 2026-06-20
+
+### Fixed
+
+- **OHLC anchoring** — `Impl_Open` and `Impl_Close` now both seed from the base's last close price (single anchor), fixing a phantom gap at t=0 and 99% of invalid candles.
+- **Inter-bar gaps** — synthetic pricing now captures the gap between the underlying's prev close and current open, fixing a cumulative return error over long sessions.
+- **Ticker validation** — `is_real_security()` now actually rejects fake tickers instead of always returning `True`.
+- **Exchange mappings** — added 7 missing mappings (PCX, NYQ, AMS, GER, HKG, NSI, TOR) so common US/EU/Asia tickers work without `UnsupportedExchangeError`.
+- **History fetch** — `pricing()` now passes `end=` to yfinance, fixing 0-row returns on newer yfinance versions.
+- **Close-price lookup** — widened the lookup window from ±5min to −30min/+5min and returns the nearest bar, fixing crashes on thinly-traded securities.
+- **No-data case** — `info()` now returns the base's real close when the underlying has no newer data, instead of crashing with `IndexError`.
+- **Leverage on High/Low** — synthetic High/Low now correctly apply the leverage factor (previously un-leveraged).
+
+### Added
+
+- `QuoteInfo` dataclass for structured quote data with `to_frame()` method.
+- pytest test suite (17 tests) with mocked yfinance — no network calls in CI.
+- Live end-to-end tests (skipped by default, run with `--runlive`).
+- ruff for formatting + linting (replaces black + pylint).
+- mypy type checking in CI.
+- CI now runs tests on Python 3.10, 3.11, 3.12.
+
+### Changed
+
+- Pinned all dependencies with lower bounds to prevent silent breakage from upstream changes.
+- CI installs from `pyproject.toml` instead of a stale `requirements.txt` (deleted).
+
+---
+
 ## [0.2.1] - 2025-05-18
 
 ### Changed

CLAUDE.md

@@ -0,0 +1 @@
+AGENTS.md

README.md

@@ -3,17 +3,18 @@
 **Synthetic after-hours quote generator based on an asset and its underlying security.**
 
 [![PyPI version](https://img.shields.io/pypi/v/afterquote)](https://pypi.org/project/afterquote/)
+[![PyPI downloads](https://static.pepy.tech/badge/afterquote)](https://pepy.tech/projects/afterquote)
 [![CI](https://github.com/Junaid2005/afterquote/actions/workflows/pipeline.yml/badge.svg)](https://github.com/Junaid2005/afterquote/actions/workflows/pipeline.yml)
 
 ---
 
-## 📦 What is this?
+## What is this?
 
 `afterquote` lets you estimate synthetic prices for a financial security based on the real-time performance of a given correlated underlying asset — useful when one market is closed and the other is still trading.
 
 ---
 
-## 🚀 Installation
+## Installation
 
 ### From PyPI:
 ```bash
@@ -26,44 +27,56 @@ pip install afterquote
 pip install -e .
 ```
 
-## 🧪 Usage
+## Usage
 
 ```python
 from afterquote import SecurityPair
 
-pair = SecurityPair("MAG5.L", "MAGS")
+pair = SecurityPair("3USL.L", "SPY")
 print(pair.info())
 print(pair.pricing())
 ```
 
-## 📘 Example Output
+## Example Output
 ```text
                           base_security underlying_security  base_is_live  leverage           base_close_time  base_close_price  adj_percent_return  quote_price
 quote_time
-2025-05-17 00:59:00+01:00        MAG5.L                MAGS         False         5 2025-05-16 16:30:00+01:00            1160.0           -9.524988  1049.510137
+2026-06-19 00:59:00+01:00        3USL.L                 SPY         False         3 2026-06-18 16:30:00+01:00        177.869995            0.621451   178.975369
 ```
 
 ```text
-                             Impl_Open    Impl_High     Impl_Low   Impl_Close
+                            Impl_Open   Impl_High    Impl_Low  Impl_Close
 Datetime
-2025-05-16 16:30:00+01:00  1160.000000  1161.112373  1160.000000  1160.000000
-2025-05-16 16:31:00+01:00  1166.674491  1166.895738  1166.450943  1160.000000
-2025-05-16 16:32:00+01:00  1168.417608  1168.417608  1168.068568  1162.845038
-2025-05-16 16:33:00+01:00  1168.910139  1169.357836  1168.869835  1164.448536
-2025-05-16 16:34:00+01:00  1170.029168  1170.029168  1169.805191  1163.333992
+2026-06-18 16:30:00+01:00  177.869995  178.077587  177.733974  178.070422
+2026-06-18 16:31:00+01:00  178.070422  178.185074  177.941470  177.941470
+2026-06-18 16:32:00+01:00  177.927178  177.962971  177.769626  177.884217
+2026-06-18 16:33:00+01:00  177.884217  177.934294  177.619327  177.741023
+2026-06-18 16:34:00+01:00  177.762466  178.141756  177.762466  177.991464
 ...                                ...          ...          ...          ...
-2025-05-17 00:55:00+01:00  1055.186402  1055.934313  1055.108109  1049.593529
-2025-05-17 00:56:00+01:00  1054.805236  1054.805236  1054.187307  1049.603777
-2025-05-17 00:57:00+01:00  1053.775354  1055.833509  1053.775354  1058.827009
-2025-05-17 00:58:00+01:00  1054.804431  1054.804431  1054.186503  1046.453387
-2025-05-17 00:59:00+01:00  1051.714787  1052.331267  1051.714787  1049.510137
+2026-06-19 00:55:00+01:00  179.061663  179.147951  179.040091  179.090425
+2026-06-19 00:56:00+01:00  179.083234  179.131847  178.953792  179.004130
+2026-06-19 00:57:00+01:00  179.004130  179.032887  178.982563  179.004130
+2026-06-19 00:58:00+01:00  178.986158  179.025695  178.960997  179.025695
+2026-06-19 00:59:00+01:00  179.007721  179.061640  178.946613  178.975369
 ```
 
-## 🤝 Contributing
+## Testing
+
+```bash
+pip install -e ".[test]"
+pytest tests/
+```
+
+Live tests that hit real yfinance (skipped by default):
+```bash
+pytest tests/ --runlive
+```
+
+## Contributing
 
 Feel free to open issues or submit pull requests if you find bugs or want to improve the package - Junaid :)
 
 
-## 📄 License
+## License
 
 MIT License. See the [LICENSE](./LICENSE) file for full details.

afterquote/_market_calendar.py

@@ -25,6 +25,13 @@ class MarketCalendar:
         "NMS": "NASDAQ",
         "NGM": "NASDAQ",
         "BTS": "BATS",
+        "PCX": "NYSE",
+        "NYQ": "NYSE",
+        "AMS": "XAMS",
+        "GER": "XFRA",
+        "HKG": "XHKG",
+        "NSI": "XNSE",
+        "TOR": "TSX",
     }
 
     def __init__(self):