Add blocker research and routing rename

This commit is contained in:
2026-03-17 16:16:27 -07:00
parent c165a9add7
commit 88c7c7790d
20 changed files with 3417 additions and 3 deletions

18
data.py
View File

@@ -116,7 +116,23 @@ def build_strategy32_price_frames_from_specs(
if symbol_end < staleness_cutoff:
rejected.append(symbol)
continue
prices[symbol] = perp[["timestamp", "open", "high", "low", "close", "volume"]].copy()
keep_columns = [
column
for column in (
"timestamp",
"open",
"high",
"low",
"close",
"volume",
"quote_volume",
"trade_count",
"taker_base",
"taker_quote",
)
if column in perp.columns
]
prices[symbol] = perp[keep_columns].copy()
latest_completed_bar = symbol_end if latest_completed_bar is None else min(latest_completed_bar, symbol_end)
accepted.append(symbol)
quote_by_symbol[symbol] = spec.quote_asset