e8a68ee39f
- Created data/examples/download_ml_training_data.rs using reqwest + Databento HTTP API - Downloaded 90 days × 4 symbols (ES.FUT, NQ.FUT, ZN.FUT, 6E.FUT) - Files saved to test_data/real/databento/ml_training/ - Total: 360 files, 15 MB compressed DBN format - Used existing Rust pattern from download_nq_fut.rs - API key loaded from .env file - 100% success rate (360/360 files) - Ready for ML training benchmarks Next: Create simplified training benchmark for RTX 3050 Ti GPU measurements
2.4 KiB
2.4 KiB
Data Quality Validation
Quick Reference
Validate Data
# Single symbol
cargo run -p backtesting_service --bin validate_dbn_data -- --symbol ES.FUT
# All symbols
cargo run -p backtesting_service --bin validate_dbn_data -- --all
# With HTML report
./scripts/validate_data_quality.sh --all --output reports/
CI/CD Integration
# Run validation in CI/CD (exits 1 on failure)
./scripts/validate_data_quality.sh --all --fail-on-poor-quality --min-quality 70
Pre-commit Hook
# Install validation hook
git config core.hooksPath .githooks
# Now new DBN files will be validated before commit
git add test_data/real/databento/ES.FUT_new.dbn
git commit -m "Add new data" # ← Validation runs automatically
Quality Standards
| Score | Rating | Status |
|---|---|---|
| 90-100 | EXCELLENT | ✅ Production Ready |
| 75-89 | GOOD | ✅ Production Ready |
| 60-74 | ACCEPTABLE | ⚠️ Review Recommended |
| 40-59 | POOR | ❌ Not Production Ready |
| 0-39 | CRITICAL | ❌ Data Corrupted |
Validation Checks
- ✅ OHLCV relationship validation
- ✅ Price range sanity checks
- ✅ Volume validation (>0, realistic ranges)
- ✅ Timestamp continuity (no gaps, correct ordering)
- ✅ Anomaly detection (spikes, duplicates, corruption)
- ✅ Data completeness metrics
Documentation
See DATA_VALIDATION_GUIDE.md for:
- Detailed usage instructions
- CI/CD integration guide
- Troubleshooting tips
- Performance benchmarks
- Best practices
Files
services/backtesting_service/
src/bin/validate_dbn_data.rs # Validation tool (binary)
scripts/
validate_data_quality.sh # CI/CD integration script
.githooks/
pre-commit-data-validation # Git pre-commit hook
.github/workflows/
data-quality-validation.yml # GitHub Actions workflow
docs/
DATA_VALIDATION_GUIDE.md # Complete documentation
Status
Production Ready ✅
- Comprehensive validation suite
- Multiple report formats (text, JSON, HTML)
- CI/CD integration with exit codes
- Pre-commit hook for data integrity
- Automated anomaly detection
Quick Test
# Test validation tool
cargo run -p backtesting_service --bin validate_dbn_data -- \
--symbol ES.FUT \
--format html \
--output /tmp/validation_report.html
# View report
xdg-open /tmp/validation_report.html
Agent 18 Complete - Comprehensive data quality validation tools deployed