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PineForge Data documentation

PineForge Data connects external market and macro providers to deterministic PineForge backtests. It owns provider transport, market discovery, normalized records, data provenance, and the local or remote handoff to pineforge-release.

exchange / broker / macro API
             ↓
      Python provider adapter
             ↓
 normalized market + bars + trades
             ↓
 local pineforge-release or FastAPI server
             ↓
 versioned report with data/runtime provenance

Choose a guide

Goal Guide
Install the package and run a first backtest Getting started
Understand instruments, contracts, bars, trades, and macro vintages Data model
Choose a provider and open its API guide Provider catalog
Configure local and remote raw-Pine backtests Backtesting
Deploy and operate the concurrent FastAPI service FastAPI server
Implement a new exchange or broker adapter Provider contract
Look up Python signatures, types, and docstrings Python API reference
Publish a verified package release Releasing
Prepare a contribution Contributing

Package boundaries

  • pineforge-data is Python-only and owns external data integration.
  • pineforge-release owns Pine transpilation, C++ compilation, and the engine runtime image.
  • pineforge-engine receives normalized arrays and must not depend on provider SDKs or vendor-specific schemas.
  • Provider credentials stay on the data-fetching host. The FastAPI backtest request contains normalized data, not provider credentials.

Core guarantees

  • timestamps use Unix milliseconds;
  • normalized records retain their instrument and source provenance;
  • historical bars exclude the currently forming candle when the provider can identify it;
  • exact catalog resolution distinguishes spot, swaps, futures, and options;
  • user-owned tabular schemas are reflected and mapped explicitly rather than requiring a PineForge-owned DDL;
  • macro observations retain release and vintage timestamps to avoid revised- data lookahead;
  • backtest reports identify both the resolved market and runtime versions.

The package does not promise that every provider exposes every protocol. A provider may support historical bars without live trades, or macro observations without a market catalog.