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Symbol & data refactoring for Nautilus

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This commit is contained in:
Tim Olson
2026-04-01 00:59:13 -04:00
parent cd28e18e52
commit 93bc8a3a4f
55 changed files with 537 additions and 600 deletions
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2
gateway/src/harness/agent-harness.ts
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@@ -588,7 +588,7 @@ export class AgentHarness {
const labels: Record<string, string> = {
research: 'Researching...',
get_chart_data: 'Fetching chart data...',
symbol_lookup: 'Looking up symbol...',
symbol_lookup: 'Searching symbol...',
category_list: 'Seeing what we have...',
category_edit: 'Coding...',
category_write: 'Coding...',

26
gateway/src/harness/subagents/research/memory/api-reference.md
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@@ -60,7 +60,7 @@ class API:
# Fetch data
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time="2021-12-20",
end_time="2021-12-21"
@@ -107,8 +107,8 @@ class DataAPI(ABC):
Fetch historical OHLC candlestick data for a market.
Args:
ticker: Market identifier in format "EXCHANGE:SYMBOL"
Examples: "BINANCE:BTC/USDT", "COINBASE:ETH/USD"
ticker: Market identifier in format "MARKET.EXCHANGE"
Examples: "BTC/USDT.BINANCE", "ETH/USD.COINBASE"
period_seconds: Candle period in seconds
Common values:
- 60 (1 minute)
@@ -135,7 +135,7 @@ class DataAPI(ABC):
Returns:
DataFrame with candlestick data sorted by timestamp (ascending).
Standard columns (always included):
- timestamp: Period start time in microseconds
- timestamp: Period start time in nanoseconds
- open: Opening price (decimal float)
- high: Highest price (decimal float)
- low: Lowest price (decimal float)
@@ -151,7 +151,7 @@ class DataAPI(ABC):
Examples:
# Basic OHLC with Unix timestamp
df = await api.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time=1640000000,
end_time=1640086400
@@ -159,7 +159,7 @@ class DataAPI(ABC):
# Using date strings with volume
df = await api.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time="2021-12-20",
end_time="2021-12-21",
@@ -169,7 +169,7 @@ class DataAPI(ABC):
# Using datetime objects
from datetime import datetime
df = await api.historical_ohlc(
ticker="COINBASE:ETH/USD",
ticker="ETH/USD.COINBASE",
period_seconds=300,
start_time=datetime(2021, 12, 20, 9, 30),
end_time=datetime(2021, 12, 20, 16, 30),
@@ -193,8 +193,8 @@ class DataAPI(ABC):
specify exact timestamps. Useful for real-time analysis and indicators.
Args:
ticker: Market identifier in format "EXCHANGE:SYMBOL"
Examples: "BINANCE:BTC/USDT", "COINBASE:ETH/USD"
ticker: Market identifier in format "MARKET.EXCHANGE"
Examples: "BTC/USDT.BINANCE", "ETH/USD.COINBASE"
period_seconds: OHLC candle period in seconds
Common values: 60 (1m), 300 (5m), 900 (15m), 3600 (1h),
86400 (1d), 604800 (1w)
@@ -213,14 +213,14 @@ class DataAPI(ABC):
Examples:
# Get the last candle
df = await api.latest_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600
)
# Returns: timestamp, open, high, low, close
# Get the last 50 5-minute candles with volume
df = await api.latest_ohlc(
ticker="COINBASE:ETH/USD",
ticker="ETH/USD.COINBASE",
period_seconds=300,
length=50,
extra_columns=["volume", "buy_vol", "sell_vol"]
@@ -228,7 +228,7 @@ class DataAPI(ABC):
# Get recent candles with all timing data
df = await api.latest_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=60,
length=100,
extra_columns=["open_time", "high_time", "low_time", "close_time"]
@@ -451,7 +451,7 @@ def get_api() -> API:
# Fetch data
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time="2021-12-20",
end_time="2021-12-21"

2
gateway/src/harness/subagents/research/memory/pandas-ta-reference.md
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@@ -198,7 +198,7 @@ import asyncio
api = get_api()
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time="2024-01-01",
end_time="2024-01-08",

14
gateway/src/harness/subagents/research/memory/usage-examples.md
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@@ -29,7 +29,7 @@ api = get_api()
# Method 1: Using Unix timestamps (seconds)
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600, # 1 hour candles
start_time=1640000000, # Unix timestamp in seconds
end_time=1640086400,
@@ -38,7 +38,7 @@ df = asyncio.run(api.data.historical_ohlc(
# Method 2: Using date strings
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time="2021-12-20", # Simple date string
end_time="2021-12-21",
@@ -47,7 +47,7 @@ df = asyncio.run(api.data.historical_ohlc(
# Method 3: Using date strings with time
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time="2021-12-20 00:00:00",
end_time="2021-12-20 23:59:59",
@@ -56,7 +56,7 @@ df = asyncio.run(api.data.historical_ohlc(
# Method 4: Using datetime objects
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time=datetime(2021, 12, 20),
end_time=datetime(2021, 12, 21),
@@ -92,7 +92,7 @@ api = get_api()
# Fetch data
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time="2021-12-20",
end_time="2021-12-21",
@@ -123,7 +123,7 @@ api = get_api()
# Fetch data
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600,
start_time="2021-12-20",
end_time="2021-12-21"
@@ -191,7 +191,7 @@ api = get_api()
# Fetch historical data using date strings (easiest for research)
df = asyncio.run(api.data.historical_ohlc(
ticker="BINANCE:BTC/USDT",
ticker="BTC/USDT.BINANCE",
period_seconds=3600, # 1 hour
start_time="2021-12-20",
end_time="2021-12-21",