Add daily derived data pipeline

This commit is contained in:
Yuxuan Yan
2026-06-16 15:55:30 +08:00
parent 83a006bbe4
commit 8d908477e2
19 changed files with 897 additions and 231 deletions
+3
View File
@@ -3,6 +3,7 @@
Phases:
data — Download daily bars to parquet
derived — Ingest or compute daily derived data
alpha — Compute alpha weights from data
feature — Compute daily features from minute bars
combo — Combine alphas into a single weight
@@ -14,6 +15,7 @@ import logging
import click
from pipeline.data.cli import data
from pipeline.derived.cli import derived
from pipeline.alpha.cli import alpha
from pipeline.features.cli import feature
from pipeline.combo.cli import combo
@@ -41,6 +43,7 @@ def cli(log_level):
cli.add_command(data)
cli.add_command(derived)
cli.add_command(alpha)
cli.add_command(feature)
cli.add_command(combo)