Stack and paths¶
One-liner: From raw trades to a KPI table, data flows through four directories: data/agg_data/ → data/parquet_data/ → feature_store/ → results/.
The four directories¶
| Directory | What it holds | Who writes it |
|---|---|---|
data/agg_data/ |
Raw ZIPs (downloaded from the exchange) | mlbot data download |
data/parquet_data/ |
Cleaned monthly parquet | mlbot data convert |
feature_store/ |
Monthly computed feature columns | build_feature_store_from_config.py |
results/ |
KPI tables and logs printed by backtests | event_backtest.py etc. |
The data flow¶
Exchange ZIP
→ data/agg_data/
→ data/parquet_data/ (mlbot data convert)
→ feature_store/ (build_feature_store_from_config.py)
→ results/ (event_backtest.py)
Config files¶
config/strategies/<archetype>/features.yaml: the feature recipe table.config/strategies/<archetype>/strategy.yaml: the strategy contract.config/feature_dependencies.yaml: the feature dependency registry.