.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "gallery/data_quality.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_gallery_data_quality.py>`
        to download the full example code.

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_gallery_data_quality.py:


Market Data Quality Checks
==========================

Validate a market after loading it and before research or backtesting.  The
report distinguishes invalid data (errors) from suspicious-but-usable data
(warnings), such as unusually wide bid/ask spreads.

.. GENERATED FROM PYTHON SOURCE LINES 11-14

This example deliberately uses a wide, but valid, spread to demonstrate a
warning.  Native market construction still guards basic bid/ask and OHLC
invariants at insertion time.

.. GENERATED FROM PYTHON SOURCE LINES 14-37

.. code-block:: Python


    from datetime import datetime

    from TradeTide import Market, validate_market_data

    market = Market()
    market.add_market_data(
        datetime(2024, 1, 1, 9),
        1.2000,  # ask open
        1.2100,  # ask high
        1.1900,  # ask low
        1.2000,  # ask close
        1.0000,  # bid open
        1.0100,  # bid high
        0.9900,  # bid low
        1.0000,  # bid close
    )

    report = validate_market_data(market, max_spread_ratio=0.01)
    print(f"valid: {report.valid}")
    for issue in report.issues:
        print(f"{issue.severity.value}: {issue.code} — {issue.message}")





.. rst-class:: sphx-glr-script-out

 .. code-block:: none

    valid: True
    warning: wide_spread — Spread ratio 20.0000% exceeds 1.0000%.




.. GENERATED FROM PYTHON SOURCE LINES 38-40

Use ``raise_for_errors`` when a pipeline should stop on invalid data.  Warnings
remain visible but do not prevent a backtest.

.. GENERATED FROM PYTHON SOURCE LINES 40-42

.. code-block:: Python


    report.raise_for_errors()








.. rst-class:: sphx-glr-timing

   **Total running time of the script:** (0 minutes 0.001 seconds)


.. _sphx_glr_download_gallery_data_quality.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: data_quality.ipynb <data_quality.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: data_quality.py <data_quality.py>`

    .. container:: sphx-glr-download sphx-glr-download-zip

      :download:`Download zipped: data_quality.zip <data_quality.zip>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_