Rename SeriesUniverseMapping to PolarsUniverseMapping

jathoms · jathoms · commit 1e4123fcb16e · 2026-01-18T15:56:50.000Z
improve a line in an e2e test,

add coverage config and reformat pyproject.toml

fix some type hints
diff --git a/pyproject.toml b/pyproject.toml
@@ -6,71 +6,75 @@ readme = "README.md"
 requires-python = ">=3.13"
 authors = [{ name = "jathoms", email = "james@getkbm.io" }]
 dependencies = [
-    "altair>=5.5.0",
-    "croniter>=6.0.0",
-    "numpy>=2.3.2",
-    "polars>=1.32.3",
-    "python-dateutil>=2.9.0.post0",
-    "vegafusion>=2.0.3",
-    "vl-convert-python>=1.8.0",
+  "altair>=5.5.0",
+  "croniter>=6.0.0",
+  "numpy>=2.3.2",
+  "polars>=1.32.3",
+  "python-dateutil>=2.9.0.post0",
+  "vegafusion>=2.0.3",
+  "vl-convert-python>=1.8.0",
 ]
 
 [dependency-groups]
 dev = [
-    "jupyter>=1.1.1",
-    "pyarrow>=21.0.0",
-    "lxml>=6.0.0",
-    "pandas>=2.3.1",
-    "ruff>=0.12.8",
-    "ty>=0.0.1a17",
-    "yfinance>=0.2.65",
-    "mypy>=1.17.1",
-    "pyright>=1.1.404",
-    "pyrefly>=0.29.2",
-    "pandas-stubs>=2.3.3.251201",
-    "types-python-dateutil>=2.9.0.20251115",
-    "types-croniter>=6.0.0.20250809",
-    "pytest>=8.3.0",
-    "pytest-cov>=5.0.0",
-    "pre-commit>=3.6.0",
+  "jupyter>=1.1.1",
+  "lxml>=6.0.0",
+  "mypy>=1.17.1",
+  "pandas>=2.3.1",
+  "pandas-stubs>=2.3.3.251201",
+  "pre-commit>=3.6.0",
+  "pyarrow>=21.0.0",
+  "pyrefly>=0.29.2",
+  "pyright>=1.1.404",
+  "pytest>=8.3.0",
+  "pytest-cov>=5.0.0",
+  "ruff>=0.12.8",
+  "ty>=0.0.1a17",
+  "types-croniter>=6.0.0.20250809",
+  "types-python-dateutil>=2.9.0.20251115",
+  "yfinance>=0.2.65",
 ]
 docs = [
-    "pydata-sphinx-theme>=0.16.1",
-    "sphinx>=8.2.3",
+  "pydata-sphinx-theme>=0.16.1",
+  "sphinx>=8.2.3",
 ]
 
 [build-system]
 requires = ["hatchling"]
 build-backend = "hatchling.build"
 
-[tool.ty.src]
-include = ["src"]
-exclude = ["src/backtest_lib/examples/*"]
+[tool.coverage.run]
+source = ["backtest_lib"]
+branch = true
+
+[tool.pyrefly]
+project-includes = ["**/*"]
+project-excludes = [
+  "**/node_modules",
+  "**/__pycache__",
+  "**/*venv*/**",
+  "**/*.ipynb",
+  "src/backtest_lib/examples/*",
+]
 
 [tool.ruff]
 line-length = 88
 
 [tool.ruff.lint]
 exclude = ["src/backtest_lib/examples/*"]
 select = [
-    "E",
-    "F",
-    "UP",
-    "B",
-    "SIM",
-    "I",
+  "E",
+  "F",
+  "UP",
+  "B",
+  "SIM",
+  "I",
 ]
 ignore = ["EM101"]
 
 [tool.ruff.format]
 docstring-code-format = true
 
-[tool.pyrefly]
-project-includes = ["**/*"]
-project-excludes = [
-    "**/node_modules",
-    "**/__pycache__",
-    "**/*venv*/**",
-    "**/*.ipynb",
-    "src/backtest_lib/examples/*",
-]
+[tool.ty.src]
+include = ["src"]
+exclude = ["src/backtest_lib/examples/*"]
diff --git a/src/backtest_lib/examples/ewma.ipynb b/src/backtest_lib/examples/ewma.ipynb
@@ -86,7 +86,7 @@
     "import polars as pl\n",
     "\n",
     "from backtest_lib.backtest import Backtest\n",
-    "from backtest_lib.market.polars_impl import SeriesUniverseMapping\n",
+    "from backtest_lib.market.polars_impl import PolarsUniverseMapping\n",
     "from backtest_lib.portfolio import uniform_portfolio\n",
     "\n",
     "universe = tuple(past_cost_prices.by_security.as_df(show_periods=False).columns)\n",
diff --git a/src/backtest_lib/examples/full_sp500_test.ipynb b/src/backtest_lib/examples/full_sp500_test.ipynb
@@ -15,7 +15,7 @@
     "from backtest_lib.backtest import Backtest\n",
     "from backtest_lib.examples.get_sp500_historical import get_sp500_market_view\n",
     "from backtest_lib.market import MarketView\n",
-    "from backtest_lib.market.polars_impl import PolarsPastView, SeriesUniverseMapping\n",
+    "from backtest_lib.market.polars_impl import PolarsPastView, PolarsUniverseMapping\n",
     "from backtest_lib.portfolio import WeightedPortfolio\n",
     "\n",
     "logging.basicConfig(\n",
diff --git a/src/backtest_lib/examples/ordering_tests.ipynb b/src/backtest_lib/examples/ordering_tests.ipynb
@@ -7,10 +7,10 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from backtest_lib.market.polars_impl import SeriesUniverseMapping\n",
+    "from backtest_lib.market.polars_impl import PolarsUniverseMapping\n",
     "\n",
-    "vec1 = SeriesUniverseMapping.from_vectors([\"a\", \"b\", \"c\"], [1, 2, 3])\n",
-    "vec2 = SeriesUniverseMapping.from_vectors([\"a\", \"b\", \"c\"], [1, 2, 3])\n",
+    "vec1 = PolarsUniverseMapping.from_vectors([\"a\", \"b\", \"c\"], [1, 2, 3])\n",
+    "vec2 = PolarsUniverseMapping.from_vectors([\"a\", \"b\", \"c\"], [1, 2, 3])\n",
     "vec1 + vec2"
    ]
   },
@@ -21,7 +21,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "vec3 = SeriesUniverseMapping.from_vectors([\"a\", \"c\", \"b\"], [0, 0, 1])\n",
+    "vec3 = PolarsUniverseMapping.from_vectors([\"a\", \"c\", \"b\"], [0, 0, 1])\n",
     "res = vec1 + vec3\n",
     "print(res)\n",
     "assert dict(res) == {\"a\": 1, \"b\": 3, \"c\": 3}"
@@ -35,7 +35,7 @@
    "outputs": [],
    "source": [
     "try:\n",
-    "    vec4 = SeriesUniverseMapping.from_vectors([\"a\", \"c\", \"d\"], [0, 0, 1])\n",
+    "    vec4 = PolarsUniverseMapping.from_vectors([\"a\", \"c\", \"d\"], [0, 0, 1])\n",
     "    vec1 + vec4\n",
     "    assert False\n",
     "except:\n",
@@ -49,7 +49,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "vec5 = SeriesUniverseMapping.from_vectors([\"a\", \"b\"], [0, 1])\n",
+    "vec5 = PolarsUniverseMapping.from_vectors([\"a\", \"b\"], [0, 1])\n",
     "res = vec1 + vec5\n",
     "print(res)\n",
     "assert dict(res) == {\"a\": 1, \"b\": 3, \"c\": 3}"
@@ -62,7 +62,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "vec6 = SeriesUniverseMapping.from_vectors([\"a\", \"b\"], [2, 2])\n",
+    "vec6 = PolarsUniverseMapping.from_vectors([\"a\", \"b\"], [2, 2])\n",
     "res = vec1 * vec6\n",
     "print(res)\n",
     "\n",
@@ -77,7 +77,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "vec7 = SeriesUniverseMapping.from_vectors([\"a\", \"c\"], [2, 2])\n",
+    "vec7 = PolarsUniverseMapping.from_vectors([\"a\", \"c\"], [2, 2])\n",
     "res = vec1 / vec7\n",
     "print(res)\n",
     "\n",
@@ -95,9 +95,9 @@
    "source": [
     "from time import perf_counter\n",
     "\n",
-    "acc = SeriesUniverseMapping.from_vectors([\"a\", \"b\", \"c\"], [1, 1, 1])\n",
-    "one = SeriesUniverseMapping.from_vectors([\"a\", \"b\", \"c\"], [1, 1, 1])\n",
-    "one_diff_order = SeriesUniverseMapping.from_vectors([\"c\", \"a\", \"b\"], [1, 1, 1])\n",
+    "acc = PolarsUniverseMapping.from_vectors([\"a\", \"b\", \"c\"], [1, 1, 1])\n",
+    "one = PolarsUniverseMapping.from_vectors([\"a\", \"b\", \"c\"], [1, 1, 1])\n",
+    "one_diff_order = PolarsUniverseMapping.from_vectors([\"c\", \"a\", \"b\"], [1, 1, 1])\n",
     "\n",
     "\n",
     "# Same order allows for simple vectorised ops\n",
@@ -129,9 +129,9 @@
     "values = [1] * 1000\n",
     "\n",
     "print(keys)\n",
-    "long_acc = SeriesUniverseMapping.from_vectors(keys, values)\n",
-    "long_ones = SeriesUniverseMapping.from_vectors(keys, values)\n",
-    "long_ones_diff_order = SeriesUniverseMapping.from_vectors(diff_keys, values)\n",
+    "long_acc = PolarsUniverseMapping.from_vectors(keys, values)\n",
+    "long_ones = PolarsUniverseMapping.from_vectors(keys, values)\n",
+    "long_ones_diff_order = PolarsUniverseMapping.from_vectors(diff_keys, values)\n",
     "\n",
     "\n",
     "# Same order allows for simple vectorised ops\n",
diff --git a/src/backtest_lib/examples/sp500.ipynb b/src/backtest_lib/examples/sp500.ipynb
@@ -152,13 +152,13 @@
     "\n",
     "import numpy as np\n",
     "\n",
-    "from backtest_lib.market.polars_impl import SeriesUniverseMapping\n",
+    "from backtest_lib.market.polars_impl import PolarsUniverseMapping\n",
     "from backtest_lib.portfolio import QuantityPortfolio\n",
     "\n",
     "secs = tuple(past_cost_prices.by_period[-1].keys())\n",
     "qtys = [random.randint(0, 10) for sec in secs]\n",
     "\n",
-    "holdings = SeriesUniverseMapping.from_vectors(secs, qtys)\n",
+    "holdings = PolarsUniverseMapping.from_vectors(secs, qtys)\n",
     "\n",
     "pf = QuantityPortfolio(cash=0, holdings=holdings)\n",
     "\n",
@@ -178,7 +178,7 @@
    "outputs": [],
    "source": [
     "from backtest_lib.backtest import Backtest, BacktestSettings\n",
-    "from backtest_lib.market.polars_impl import SeriesUniverseMapping\n",
+    "from backtest_lib.market.polars_impl import PolarsUniverseMapping\n",
     "from backtest_lib.market import MarketView\n",
     "from backtest_lib.portfolio import WeightedPortfolio\n",
     "from backtest_lib.strategy.decision import (\n",
@@ -192,7 +192,7 @@
     "universe = securities\n",
     "initial_portfolio = WeightedPortfolio(\n",
     "    cash=0,\n",
-    "    holdings=SeriesUniverseMapping.from_names_and_data(\n",
+    "    holdings=PolarsUniverseMapping.from_names_and_data(\n",
     "        universe, pl.Series(np.tile(1 / len(securities), len(securities)))\n",
     "    ),\n",
     ")\n",
@@ -391,13 +391,13 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from backtest_lib.market.polars_impl._plotting import SeriesUniverseMappingPlotAccessor\n",
+    "from backtest_lib.market.polars_impl._plotting import PolarsUniverseMappingPlotAccessor\n",
     "from backtest_lib.market.plotting import UniverseMappingPlotAccessor\n",
-    "from backtest_lib.market.polars_impl._universe_mapping import SeriesUniverseMapping\n",
+    "from backtest_lib.market.polars_impl._universe_mapping import PolarsUniverseMapping\n",
     "from backtest_lib.universe.universe_mapping import UniverseMapping\n",
     "\n",
-    "issubclass(SeriesUniverseMappingPlotAccessor, UniverseMappingPlotAccessor)\n",
-    "(SeriesUniverseMapping, UniverseMapping)"
+    "issubclass(PolarsUniverseMappingPlotAccessor, UniverseMappingPlotAccessor)\n",
+    "(PolarsUniverseMapping, UniverseMapping)"
    ]
   },
   {
diff --git a/src/backtest_lib/examples/trades_tests.ipynb b/src/backtest_lib/examples/trades_tests.ipynb
@@ -9,7 +9,7 @@
    "source": [
     "import backtest_lib as btl\n",
     "import backtest_lib.strategy.decision as dcn\n",
-    "from backtest_lib.market.polars_impl._universe_mapping import SeriesUniverseMapping\n",
+    "from backtest_lib.market.polars_impl._universe_mapping import PolarsUniverseMapping\n",
     "\n",
     "securities = [\"AAPL\", \"MSFT\", \"GOOG\"]\n",
     "\n",
@@ -24,7 +24,7 @@
    "outputs": [],
    "source": [
     "dcn._calculate_total_position_delta(\n",
-    "    trades, security_alignment=securities, mapping_type=SeriesUniverseMapping\n",
+    "    trades, security_alignment=securities, mapping_type=PolarsUniverseMapping\n",
     ")"
    ]
   },
diff --git a/src/backtest_lib/market/__init__.py b/src/backtest_lib/market/__init__.py
@@ -49,9 +49,9 @@ def get_pastview_type_from_backend(backend: str) -> type[PastView]:
 
 def get_mapping_type_from_backend(backend: str) -> type[UniverseMapping]:
     if backend == "polars":
-        from backtest_lib.market.polars_impl import SeriesUniverseMapping
+        from backtest_lib.market.polars_impl import PolarsUniverseMapping
 
-        return SeriesUniverseMapping
+        return PolarsUniverseMapping
     else:
         raise ValueError(f"Could not find data backend {backend}")
 
diff --git a/src/backtest_lib/market/polars_impl/__init__.py b/src/backtest_lib/market/polars_impl/__init__.py
@@ -4,13 +4,13 @@
     PolarsPastView,
 )
 from backtest_lib.market.polars_impl._timeseries import PolarsTimeseries
-from backtest_lib.market.polars_impl._universe_mapping import SeriesUniverseMapping
+from backtest_lib.market.polars_impl._universe_mapping import PolarsUniverseMapping
 
 __all__ = [
     "PolarsPastView",
     "PolarsByPeriod",
     "PolarsBySecurity",
     "PolarsTimeseries",
     "PolarsBySecurity",
-    "SeriesUniverseMapping",
+    "PolarsUniverseMapping",
 ]
diff --git a/src/backtest_lib/market/polars_impl/_helpers.py b/src/backtest_lib/market/polars_impl/_helpers.py
@@ -59,7 +59,7 @@ def __getitem__(self, index: int) -> np.datetime64: ...
     @overload
     def __getitem__(self, index: slice) -> Self: ...
 
-    def __getitem__(self, index: int | slice) -> np.datetime64 | Self:
+    def __getitem__(self, index: int | slice) -> np.datetime64 | Array1DDTView:
         if isinstance(index, slice):
             return Array1DDTView(self._a[index])
         if isinstance(index, (int, np.integer)):
diff --git a/src/backtest_lib/market/polars_impl/_past_view.py b/src/backtest_lib/market/polars_impl/_past_view.py
@@ -34,7 +34,7 @@
     PolarsPastViewPlotAccessor,
 )
 from backtest_lib.market.polars_impl._timeseries import PolarsTimeseries
-from backtest_lib.market.polars_impl._universe_mapping import SeriesUniverseMapping
+from backtest_lib.market.polars_impl._universe_mapping import PolarsUniverseMapping
 
 if TYPE_CHECKING:
     import pandas as pd
@@ -118,7 +118,7 @@ def as_df(
         return df
 
     @overload
-    def __getitem__(self, key: SupportsIndex) -> SeriesUniverseMapping: ...
+    def __getitem__(self, key: SupportsIndex) -> PolarsUniverseMapping: ...
     @overload
     def __getitem__(self, key: slice) -> PolarsPastView: ...
 
@@ -129,7 +129,7 @@ def __getitem__(self, key: SupportsIndex | slice):
             s = self._period_column_df.get_column(col_name)
             if self._row_indexer is not None:
                 s = s.gather(self._row_indexer)
-            return SeriesUniverseMapping(
+            return PolarsUniverseMapping(
                 names=self._security_axis.names,
                 _data=s,
                 pos=self._security_axis.pos,
diff --git a/src/backtest_lib/market/polars_impl/_plotting.py b/src/backtest_lib/market/polars_impl/_plotting.py
@@ -26,7 +26,7 @@
         PolarsPastView,
     )
     from backtest_lib.market.polars_impl._timeseries import PolarsTimeseries
-    from backtest_lib.market.polars_impl._universe_mapping import SeriesUniverseMapping
+    from backtest_lib.market.polars_impl._universe_mapping import PolarsUniverseMapping
 
 
 class PolarsPastViewPlotAccessor(PastViewPlotAccessor):
@@ -57,8 +57,8 @@ def line(
         return self._obj.by_security.plot.line(agg, y_padding, smoothing)
 
 
-class SeriesUniverseMappingPlotAccessor(UniverseMappingPlotAccessor):
-    def __init__(self, obj: SeriesUniverseMapping):
+class PolarsUniverseMappingPlotAccessor(UniverseMappingPlotAccessor):
+    def __init__(self, obj: PolarsUniverseMapping):
         self._obj = obj
         self._series = obj.as_series()
 
diff --git a/src/backtest_lib/market/polars_impl/_universe_mapping.py b/src/backtest_lib/market/polars_impl/_universe_mapping.py
diff --git a/src/backtest_lib/portfolio/__init__.py b/src/backtest_lib/portfolio/__init__.py
diff --git a/tests/e2e/test_returns_track_price.py b/tests/e2e/test_returns_track_price.py
