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Help Docs Sponsors Log in Register Search PyPI Search opendeviationbar 13.87.2 Python bindings for opendeviationbar:
Non-lookahead open deviation bar construction for cryptocurrency trading pip install opendeviationbar==13.87.2 Copy PIP
instructions Description Download files Release history [//]: # SSoT-OK opendeviationbar-py High-performance open
deviation bar construction for quantitative trading, with Python bindings via PyO3/maturin. Resource URL PyPI
https://pypi.org/project/opendeviationbar/ Repository https://github.com/terrylica/opendeviationbar-py Performance
Dashboard https://terrylica.github.io/opendeviationbar-py/ API Reference docs/api/INDEX.md Issues
https://github.com/terrylica/opendeviationbar-py/issues Installation pip install opendeviationbar Pre-built wheels:
Linux (x86_64), macOS (ARM64), Python 3.14. Source build requires Rust toolchain and maturin. Quick Start from
opendeviationbar import get_open_deviation_bars # Fetch data and generate open deviation bars in one call df =
get_open_deviation_bars("BTCUSDT", "2024-01-01", "2024-06-30") # Use with backtesting.py from backtesting import
Backtest, Strategy bt = Backtest(df, MyStrategy, cash=10000, commission=0.0002) stats = bt.run() Output: pandas
DataFrame with DatetimeIndex and OHLCV columns, compatible with backtesting.py. API Overview Function Use Case
get_open_deviation_bars() Date-bounded, auto-fetch get_n_open_deviation_bars() Exact N bars (ML training)
process_trades_polars() Polars DataFrames (2-3x faster) process_trades_chunked() Large datasets (>10M trades)
populate_cache_resumable() Long ranges (>30 days) run_sidecar() Real-time streaming sidecar # Count-bounded (ML
training) from opendeviationbar import get_n_open_deviation_bars df = get_n_open_deviation_bars("BTCUSDT", n_bars=10000)
# Polars (2-3x faster) import polars as pl from opendeviationbar import process_trades_polars bars =
process_trades_polars(pl.scan_parquet("trades.parquet"), threshold_decimal_bps=250) # With microstructure features (57
columns: OFI, Kyle lambda, Hurst, etc.) df = get_open_deviation_bars("BTCUSDT", "2024-01-01", "2024-06-30",
include_microstructure=True) # Real-time streaming sidecar from opendeviationbar import run_sidecar, SidecarConfig
config = SidecarConfig(symbol="BTCUSDT", threshold_decimal_bps=250) run_sidecar(config) Designed for Claude Code This
repository uses a CLAUDE.md network that provides comprehensive project context for AI-assisted development via
Anthropic's Claude Code CLI. npm install -g @anthropic-ai/claude-code cd opendeviationbar-py claude Claude Code reads
the CLAUDE.md files automatically and understands the full architecture, API, build system, and development workflow.
Development git clone https://github.com/terrylica/opendeviationbar-py.git cd opendeviationbar-py proto install # Setup
tools (Rust, Python, zig) moon run odb:build # maturin develop moon run odb:test # Rust tests moon run odb:test-py #
Python tests Requirements Runtime: Python >= 3.14, pandas >= 2.0, numpy >= 1.24, polars >= 1.0 Build: Rust
toolchain, maturin >= 1.7 License MIT License. See LICENSE. Citation @software{opendeviationbar-py, title =
{opendeviationbar-py: High-performance open deviation bar construction for quantitative trading}, author = {Terry Li},
url = {https://github.com/terrylica/opendeviationbar-py} } Project links Documentation Repository Upstream (Rust) Key
dates PyPI data Data sourced directly from PyPI's database. Released: Aug 5, 2026 Latest release 1 maintainer PyPI data
Data sourced directly from PyPI's database. terrylica Credits Author: Terry Li License MIT License (MIT) Requires Python
>=3.14 Provides Extra backtesting dev laguerre Tags trading cryptocurrency open-deviation-bars backtesting
technical-analysis Classifiers Development Status 4 - Beta Intended Audience Financial and Insurance Industry License
OSI Approved :: MIT License Programming Language Python :: 3.14 Rust Topic Office/Business :: Financial :: Investment
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Release history Release notifications | RSS feed This release 13.87.2 Aug 5, 2026 13.87.1 Aug 4, 2026 13.87.0 Aug 4,
2026 13.86.3 Jul 31, 2026 13.85.0 Jul 30, 2026 13.84.0 Jul 29, 2026 13.83.0 Jul 24, 2026 13.82.0 Jul 23, 2026 13.81.0
Jul 23, 2026 13.80.0 Jul 21, 2026 13.79.0 Jul 21, 2026 13.78.1 Jul 21, 2026 13.78.0 Jul 20, 2026 13.76.0 Jun 25, 2026
13.75.1 May 2, 2026 13.75.0 Apr 27, 2026 13.70.3 Apr 9, 2026 13.67.0 Apr 8, 2026 13.66.3 Apr 7, 2026 13.66.2 Apr 7, 2026
13.66.1 Apr 7, 2026 13.64.0 Mar 30, 2026 13.63.1 Mar 30, 2026 13.63.0 Mar 30, 2026 13.62.0 Mar 30, 2026 13.61.0 Mar 29,
2026 13.60.1 Mar 29, 2026 13.59.0 Mar 28, 2026 13.58.2 Mar 27, 2026 13.57.2 Mar 27, 2026 13.56.1 Mar 26, 2026 13.56.0
Mar 26, 2026 13.55.0 Mar 25, 2026 13.54.0 Mar 25, 2026 13.53.0 Mar 25, 2026 13.52.0 Mar 25, 2026 13.51.0 Mar 24, 2026
13.50.0 Mar 23, 2026 13.49.0 Mar 23, 2026 13.48.1 Mar 23, 2026 13.46.0 Mar 23, 2026 13.45.0 Mar 22, 2026 13.44.1 Mar 22,
2026 13.44.0 Mar 22, 2026 13.43.3 Mar 22, 2026 13.43.2 Mar 22, 2026 13.43.1 Mar 22, 2026 13.42.0 Mar 22, 2026 13.41.0
Mar 21, 2026 13.40.1 Mar 21, 2026 13.40.0 Mar 21, 2026 13.39.0 Mar 21, 2026 13.38.0 Mar 21, 2026 13.37.0 Mar 20, 2026
13.36.1 Mar 20, 2026 13.35.1 Mar 20, 2026 13.35.0 Mar 20, 2026 13.34.0 Mar 20, 2026 13.33.0 Mar 20, 2026 13.32.1 Mar 20,
2026 13.32.0 Mar 20, 2026 13.31.0 Mar 20, 2026 13.30.0 Mar 19, 2026 13.29.0 Mar 19, 2026 13.28.2 Mar 19, 2026 13.28.1
Mar 19, 2026 13.28.0 Mar 19, 2026 13.27.0 Mar 18, 2026 13.23.0 Mar 17, 2026 13.22.0 Mar 16, 2026 13.21.0 Mar 16, 2026
13.20.0 Mar 15, 2026 13.19.0 Mar 14, 2026 13.18.0 Mar 14, 2026 13.17.1 Mar 13, 2026 13.17.0 Mar 13, 2026 13.16.1 Mar 12,
2026 13.16.0 Mar 12, 2026 13.15.4 Mar 12, 2026 13.15.3 Mar 12, 2026 13.15.2 Mar 12, 2026 13.14.0 Mar 11, 2026 13.13.0
Mar 11, 2026 13.12.0 Mar 11, 2026 13.11.2 Mar 11, 2026 13.11.1 Mar 11, 2026 13.10.0 Mar 11, 2026 13.9.0 Mar 11, 2026
13.8.0 Mar 10, 2026 13.7.0 Mar 10, 2026 13.6.6 Mar 10, 2026 13.6.4 Mar 10, 2026 13.5.0 Mar 9, 2026 13.4.0 Mar 9, 2026
13.3.0 Mar 9, 2026 13.2.0 Mar 9, 2026 13.1.0 Mar 9, 2026 13.0.1 Mar 8, 2026 13.0.0 Mar 8, 2026 12.65.1 Mar 8, 2026
12.64.0 Mar 8, 2026 12.62.5 Mar 8, 2026 12.62.4 Mar 8, 2026 12.62.3 Mar 8, 2026 12.62.2 Mar 8, 2026 12.62.1 Mar 8, 2026
12.62.0 Mar 8, 2026 12.61.3 Mar 8, 2026 12.61.2 Mar 7, 2026 12.61.1 Mar 7, 2026 12.61.0 Mar 7, 2026 12.59.2 Mar 6, 2026
12.59.0 Mar 6, 2026 12.58.0 Mar 6, 2026 12.57.0 Mar 6, 2026 12.56.0 Mar 5, 2026 12.55.1 Mar 5, 2026 12.55.0 Mar 5, 2026
12.53.0 Mar 5, 2026 12.52.3 Mar 5, 2026 12.52.2 Mar 5, 2026 12.52.0 Mar 5, 2026 12.51.0 Mar 5, 2026 12.50.2 Mar 5, 2026
12.50.1 Mar 5, 2026 12.50.0 Mar 5, 2026 12.49.1 Mar 5, 2026 12.49.0 Mar 5, 2026 12.48.1 Mar 4, 2026 12.48.0 Mar 4, 2026
12.47.0 Mar 4, 2026 12.46.1 Mar 4, 2026 12.45.1 Mar 4, 2026 12.45.0 Mar 4, 2026 12.44.3 Mar 4, 2026 12.44.2 Mar 4, 2026
12.44.1 Mar 4, 2026 12.44.0 Mar 4, 2026 12.43.8 Mar 4, 2026 12.43.7 Mar 4, 2026 12.43.6 Mar 4, 2026 12.43.5 Mar 4, 2026
12.43.4 Mar 4, 2026 12.43.3 Mar 4, 2026 12.43.2 Mar 4, 2026 12.43.1 Mar 4, 2026 12.43.0 Mar 3, 2026 12.42.2 Mar 3, 2026
12.42.1 Mar 3, 2026 12.42.0 Mar 3, 2026 12.41.5 Mar 2, 2026 12.41.2 Mar 2, 2026 12.41.1 Mar 2, 2026 12.41.0 Mar 2, 2026
12.40.3 Mar 2, 2026 12.40.2 Mar 2, 2026 12.40.1 Mar 2, 2026 12.39.0 Mar 1, 2026 Help Installing packages Uploading
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