Add daily derived data pipeline

2026-06-16 15:55:30 +08:00
parent 83a006bbe4
commit 8d908477e2
19 changed files with 897 additions and 231 deletions
@@ -44,6 +44,13 @@ MINUTE_BAR_COLUMNS: Final[list[str]] = [
    "adjustflag",    # str: baostock adjustment flag; '3' for raw/unadjusted
 ]

+# Required key columns for daily derived-data parquet files. Value columns are
+# user/plugin-defined and must be numeric.
+DERIVED_KEY_COLUMNS: Final[list[str]] = [
+    "symbol_id",     # str
+    "date",          # date: normalized daily timestamp
+]
+
 # Required columns for alpha parquet files.
 # Alphas are position WEIGHTS: positive=long, negative=short.
 ALPHA_COLUMNS: Final[list[str]] = [