Schemas

finance-flow owns reusable finance workflow schemas. These schemas are intentionally small at first and are meant to grow into provider-neutral contracts consumed by research and portfolio workflows.

Daily Bars

DailyBar represents one OHLCV bar for one symbol and one session date:

Field	Meaning
ticker	Symbol or provider ticker.
date	Session date.
open	Opening price.
high	High price.
low	Low price.
close	Closing price.
volume	Total traded volume.
vwap	Optional volume-weighted average price.
transactions	Optional provider transaction count.

from finance_flow import DailyBar

bar = DailyBar(
    ticker="AAPL",
    date="2024-01-03",
    open=184.22,
    high=185.88,
    low=183.43,
    close=184.95,
    volume=58414500,
)

Future schemas should stay provider-neutral. Provider-specific cleanup belongs at package edges, while downstream workflow models should exchange typed finance structures.