ai/doc.old/data.md

Data Sources and ETL

We'll use Pandas and ArcticDB as our data foundation. This gives easy access to numpy and a wide spectrum of Python analysis libraries.

ArcticDB ArcticDB We'll use unstructured dynamic schemas for flexibility and ad-hoc adjustment by the assistant.

Canonical Formats

• OHLCV
  • columns
  • open_time high_time etc optional columns
• Tick Data (later not now)
• Order Book Data (later not now)

Symbol Definition

Symbols must follow a canonical formatting that provides a unique string identifier:

type|...(type dependent)... ohlc|exchange:base/quote