Add minute bar feature pipeline
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@@ -4,6 +4,7 @@
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Phases:
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data — Download daily bars to parquet
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alpha — Compute alpha weights from data
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feature — Compute daily features from minute bars
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combo — Combine alphas into a single weight
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portfolio — Build tradable positions and simulate execution
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"""
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@@ -14,6 +15,7 @@ import click
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from pipeline.data.cli import data
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from pipeline.alpha.cli import alpha
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from pipeline.features.cli import feature
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from pipeline.combo.cli import combo
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from pipeline.portfolio.cli import portfolio
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from tools.pqcat import pqcat
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@@ -40,6 +42,7 @@ def cli(log_level):
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cli.add_command(data)
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cli.add_command(alpha)
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cli.add_command(feature)
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cli.add_command(combo)
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cli.add_command(portfolio)
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cli.add_command(pqcat)
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