Add cryptocurrency tick data reader with pandas DataFrame support

Summary

This PR introduces a comprehensive Python module for loading and analyzing cryptocurrency tick data from the repository's ZIP archives. The implementation includes:

Core Features:

TickerDataLoader class for loading tick data with optional date range filtering
Automatic pandas DataFrame conversion with proper timestamp handling
Support for all 7 available tickers (BCCUSDT, BNBUSDT, BTCUSDT, ETHBTC, LTCBTC, NEOUSDT, QTUMUSDT)
Utility functions for quick data access (list_available_tickers, quick_load)
Comprehensive error handling for missing/corrupted files

Files Added:

reading-src/read_ticker.py - Main module (292 lines)
reading-src/__init__.py - Package initialization
tests/test_read_ticker.py - Test suite with 21 test cases covering all functionality

Data Processing:

Converts epoch timestamps to pandas datetime objects
Handles ZIP file extraction and CSV parsing automatically
Supports flexible date range queries (YYYY-MM-DD format)
Combines multiple daily files into sorted DataFrames

Review & Testing Checklist for Human

[ ] Test with real cryptocurrency data files - Verify the module works correctly with actual BTCUSDT, ETHBTC data files from the repository (not just mock test data)
[ ] Validate date range filtering edge cases - Test boundary conditions like single-day ranges, missing dates, and date ranges that span missing files
[ ] Check memory usage with larger datasets - Load a week or month of BTCUSDT data to ensure memory handling is reasonable for typical use cases
[ ] Verify timestamp conversion accuracy - Compare a few raw epoch timestamps with the converted datetime values to ensure timezone and precision are correct
[ ] Test error handling with real edge cases - Try loading invalid tickers, corrupted ZIP files, or date ranges outside available data

Recommended Test Plan:

# Test basic functionality
from reading_src import TickerDataLoader
loader = TickerDataLoader()
btc_data = loader.load_ticker_data("BTCUSDT", "2018-04-07", "2018-04-07")
print(f"Loaded {len(btc_data)} trades, price range: ${btc_data['Price'].min():.2f}-${btc_data['Price'].max():.2f}")

# Test date range and memory usage    
eth_week = loader.load_ticker_data("ETHBTC", "2018-04-07", "2018-04-14")
print(f"Week of data: {len(eth_week)} trades, memory usage: {eth_week.memory_usage().sum() / 1024**2:.1f} MB")

Diagram

%%{ init : { "theme" : "default" }}%%
graph TD
    DataDir["data/<br/>BTCUSDT/<br/>ETHBTC/<br/>etc."]:::context
    ZipFiles["*.csv.zip<br/>daily files"]:::context
    
    ReadTicker["reading-src/<br/>read_ticker.py"]:::major-edit
    InitFile["reading-src/<br/>__init__.py"]:::major-edit
    TestFile["tests/<br/>test_read_ticker.py"]:::major-edit
    
    TickerLoader["TickerDataLoader<br/>class"]:::major-edit
    UtilFuncs["list_available_tickers()<br/>quick_load()"]:::major-edit
    
    PandasDF["pandas<br/>DataFrame"]:::context
    
    DataDir --> ZipFiles
    ZipFiles --> ReadTicker
    ReadTicker --> TickerLoader
    ReadTicker --> UtilFuncs
    TickerLoader --> PandasDF
    TestFile --> ReadTicker
    InitFile --> ReadTicker
    
    subgraph Legend
        L1["Major Edit"]:::major-edit
        L2["Minor Edit"]:::minor-edit  
        L3["Context/No Edit"]:::context
    end
    
    classDef major-edit fill:#90EE90
    classDef minor-edit fill:#87CEEB
    classDef context fill:#FFFFFF

Notes

All 21 pytest tests pass successfully, covering unit tests, integration tests, and error handling scenarios
The module handles the existing data structure (CSV files in ZIP archives organized by ticker/date)
Date range: 2018-04-06 to 2019-11-18 with 590+ days of tick data
File renamed from read-ticker.py to read_ticker.py to follow Python naming conventions
Real data integration tests are included but limited - human testing with actual large datasets is recommended

Session Info:

Requested by: Eli Belash (@Nucs)
Devin Session: https://app.devin.ai/sessions/a3e57dcc2d7241f480a8407979403e93

Jul 19 '25 16:07 devin-ai-integration[bot]

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Jul 19 '25 16:07 devin-ai-integration[bot]

Exclude all pycache via gitignore file

Jul 19 '25 16:07 Nucs