8251a3bf67
Removes commented-out ProviderMetrics tests (struct was replaced by ConnectionStatus long ago) and reword the Parquet-reader integration tests so they stop claiming the reader is a "placeholder" — the Parquet reader is fully implemented and surfaces `File::open` errors via anyhow. Also tightens test_12_invalid_file_handling to assert the real Err behaviour rather than the stale "Ok(vec![])" expectation. No production code change; tests still compile and run under the same ignore gates. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
data
Market data ingestion, broker integration, and feature extraction.
Providers
- Databento — historical and real-time market data via DBN format
- Benzinga — news and fundamentals feed
Broker Integrations
- IB TWS — Interactive Brokers TWS/Gateway socket connection
- ICMarkets — FIX 4.4 protocol integration
Key Modules
brokers— broker adapters (IB TWS, ICMarkets FIX)providers— data provider clients (Databento, Benzinga)parquet_persistence— Parquet read/write for tick and bar datareplay— market data replay for backtestingtraining_pipeline— data preparation for ML model trainingfeatures— technical indicator and feature computationvalidation— data quality checks and schema validation
Cargo Features
| Feature | Default | Description |
|---|---|---|
databento |
yes | Databento provider support |
benzinga |
yes | Benzinga provider support |
icmarkets |
yes | ICMarkets FIX 4.4 integration |
redis-cache |
no | Redis caching layer |
ib |
no | Interactive Brokers adapter |
mock |
no | Mock providers for testing |