Add daily derived data pipeline
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@@ -16,17 +16,20 @@ The default layout is:
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data/minute_bars/{universe}/frequency=5m/month=YYYY-MM/*.pq
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```
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Feature plugins can aggregate those bars to daily `symbol_id,date` feature
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Derived-data plugins can aggregate those bars to daily `symbol_id,date` numeric
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files, for example:
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```bash
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uv run python cli.py feature compute \
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uv run python cli.py derived compute \
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--minute-path data/minute_bars/sh600000 \
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--daily-path data/daily_bars/sh600000 \
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--feature-type minute_daily_summary \
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--feature-name minute_summary
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--derived-type minute_daily_summary \
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--derived-name minute_summary
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```
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The legacy `feature compute` command delegates to the same derived-data
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registry and remains available for existing scripts.
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## Daily vs Minute Reconciliation
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Baostock's daily raw bars and 5-minute raw bars are close, but they should not
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