Livoa LogoLivoa

MktStats

- normalization params

- seed values

- etc

Config

- mode: Live/Research

- lookback list (live)

- AI feature repo location

- feature block list or all

- date range (optional)

- instrument alias list

- output location/format

- run ErrorStats (Y/N)

Research
Parallelize per block/date/instrument
Initialize MinuteBarPublisher

date range
provided?

fetch data frame (M)
run ErrorStats?
generate ErrorStats
generate FP
Live
Initialize MinuteBarPublisher
Request lookback data frame from MBP
dry run, generate ErrorStats (optional)

on_data callback

- accumulate rows

- block calculate

Y

Y

N

all rows

all rows

1 row (FP)

1 row (M)

L rows (M)

N

Deployment

FP

by Gerry

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