Add minute bar feature pipeline

pipeline/features/base.py

@@ -0,0 +1,34 @@
+"""Base class for daily feature plugins."""
+
+from abc import ABC, abstractmethod
+
+import pandas as pd
+
+
+class BaseFeature(ABC):
+    """Aggregate raw minute bars into daily, symbol-keyed feature columns."""
+
+    #: Unique registry key. Every concrete feature must set this to a non-empty str.
+    name: str = ""
+
+    @abstractmethod
+    def compute(
+        self,
+        minute: pd.DataFrame,
+        daily: pd.DataFrame | None = None,
+    ) -> pd.DataFrame:
+        """Compute daily features.
+
+        Args:
+            minute: Raw minute bars with ``symbol_id`` and ``date`` keys.
+            daily: Optional daily data frame for calendar alignment or
+                reference daily columns.
+
+        Returns:
+            DataFrame with ``symbol_id``, ``date``, and one or more numeric
+            feature columns.
+        """
+
+    def __repr__(self) -> str:
+        params = ", ".join(f"{k}={v!r}" for k, v in vars(self).items())
+        return f"{type(self).__name__}({params})"