22 lines
610 B
Markdown
22 lines
610 B
Markdown
# Data Sources and ETL
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We'll use Pandas and ArcticDB as our data foundation. This gives easy access to numpy and a wide spectrum of Python analysis libraries.
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ArcticDB
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[ArcticDB](https://arcticdb.com/)
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We'll use unstructured dynamic schemas for flexibility and ad-hoc adjustment by the assistant.
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## Canonical Formats
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* OHLCV
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* columns
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* open_time high_time etc optional columns
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* Tick Data (later not now)
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* Order Book Data (later not now)
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## Symbol Definition
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Symbols must follow a canonical formatting that provides a unique string identifier:
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type|...(type dependent)...
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ohlc|exchange:base/quote
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