Add minute bar feature pipeline

pipeline/alpha/cli.py

@@ -56,6 +56,10 @@ def list_(alpha_modules):
 @click.option("--output-dir", default="alphas", help="Directory to save alpha parquet")
 @click.option("--lookback", default=5, type=int, help="Lookback days")
 @click.option("--vol-window", default=20, type=int, help="Volatility window (reversal_vol only)")
+@click.option(
+    "--feature-path", "feature_paths", multiple=True,
+    help="Daily feature parquet file/dataset to left-join on symbol_id,date (repeatable)",
+)
 @click.option(
     "--alpha-module", "alpha_modules", multiple=True,
     help="External module(s) to import so their alphas register (dotted path or .py file)",
@@ -74,7 +78,7 @@ def list_(alpha_modules):
     help="Most-liquid names kept per date when --liquid-universe is set",
 )
 def compute(data_path, alpha_name, alpha_type, output_dir, lookback, vol_window,
-            alpha_modules, extra_params, liquid_universe, universe_top_n):
+            feature_paths, alpha_modules, extra_params, liquid_universe, universe_top_n):
     """Compute one alpha from raw data and save as parquet."""
     for spec in alpha_modules:
         load_alpha_module(spec)
@@ -100,6 +104,7 @@ def compute(data_path, alpha_name, alpha_type, output_dir, lookback, vol_window,
         alpha_name=alpha_name,
         alpha_type=alpha_type,
         universe=universe,
+        feature_paths=feature_paths,
         **params,
     )