Add daily derived data pipeline

pipeline/derived/base.py

@@ -0,0 +1,38 @@
+"""Base class for daily derived-data plugins."""
+
+from abc import ABC, abstractmethod
+
+import pandas as pd
+
+
+class BaseDerivedData(ABC):
+    """Compute daily, symbol-keyed numeric derived data.
+
+    Derived-data plugins may use daily bars, minute bars, or both as inputs, but
+    they must always return daily rows keyed by ``symbol_id,date``.
+    """
+
+    #: Unique registry key. Every concrete derived-data plugin must set this.
+    name: str = ""
+
+    @abstractmethod
+    def compute(
+        self,
+        daily: pd.DataFrame | None = None,
+        minute: pd.DataFrame | None = None,
+    ) -> pd.DataFrame:
+        """Compute daily derived data.
+
+        Args:
+            daily: Optional daily market data.
+            minute: Optional raw minute bars.
+
+        Returns:
+            DataFrame with ``symbol_id``, ``date``, and one or more numeric
+            derived-data columns.
+        """
+
+    def __repr__(self) -> str:
+        params = ", ".join(f"{k}={v!r}" for k, v in vars(self).items())
+        return f"{type(self).__name__}({params})"
+