Add minute bar feature pipeline

This commit is contained in:
Yuxuan Yan
2026-06-16 13:57:17 +08:00
parent 17fa75495d
commit 83a006bbe4
19 changed files with 1289 additions and 11 deletions
+3
View File
@@ -4,6 +4,7 @@
Phases:
data — Download daily bars to parquet
alpha — Compute alpha weights from data
feature — Compute daily features from minute bars
combo — Combine alphas into a single weight
portfolio — Build tradable positions and simulate execution
"""
@@ -14,6 +15,7 @@ import click
from pipeline.data.cli import data
from pipeline.alpha.cli import alpha
from pipeline.features.cli import feature
from pipeline.combo.cli import combo
from pipeline.portfolio.cli import portfolio
from tools.pqcat import pqcat
@@ -40,6 +42,7 @@ def cli(log_level):
cli.add_command(data)
cli.add_command(alpha)
cli.add_command(feature)
cli.add_command(combo)
cli.add_command(portfolio)
cli.add_command(pqcat)