Add daily derived data pipeline
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@@ -3,6 +3,7 @@
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Phases:
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data — Download daily bars to parquet
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derived — Ingest or compute daily derived data
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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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@@ -14,6 +15,7 @@ import logging
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import click
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from pipeline.data.cli import data
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from pipeline.derived.cli import derived
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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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@@ -41,6 +43,7 @@ def cli(log_level):
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cli.add_command(data)
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cli.add_command(derived)
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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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