Commit Graph

2 Commits

Author SHA1 Message Date
Brent Neale 546d7311ec Add economic calendar module to filter trades near high-impact events
Introduces a full Trading Economics API pipeline that fetches, stores, and
queries economic events (NFP, CPI, rate decisions, etc.) so the backtester
can block trade entries within a configurable buffer window of high-impact
releases — reducing slippage and false signals.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-17 20:00:28 +10:00
Brent Neale da64544d3a Add granularity tracking, drop intermediate columns, add SQL schema
Track granularity (M1/M5) through the pipeline so rows are
distinguishable after upload. Drop helper columns (tr, typical_price,
pv) from the feature DataFrame. Add SQL schema with composite PK on
(time, instrument, granularity).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-16 15:34:13 +10:00