e72e4db235
- Delete 22 dead/placeholder/broken example files (-3,489 lines code) - Delete 4 tracked CSV files (-1.1M lines, were accidentally committed) - Move baseline training data default from data/cache/ to test_data/ - Update 5 unified binary defaults, gitignore, k8s upload comment, docs - Consolidate all training data under test_data/futures-baseline/ Co-Authored-By: Claude Opus 4.6 <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)
- dbn_uploader -- DBN file upload and processing
- parquet_persistence -- Parquet read/write for tick and bar data
- replay -- Market data replay for backtesting
- training_pipeline -- Data preparation for ML model training
- features -- Technical indicator and feature computation
- unified_feature_extractor -- Normalized feature vectors across providers
- validation -- 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 TWS adapter |
mock |
no | Mock providers for testing |
Testing
SQLX_OFFLINE=true cargo test -p data --lib