feed-handler-normalization

What problem does it solve?

This Skill addresses the challenges of ensuring data quality, consistency, and reliability in quantitative trading systems by normalizing data feeds and handlers.

Core Features & Use Cases

• Data Ingestion & Normalization: Ingests data with replay support and deterministic normalization.
• Data Validation: Validates keys, timestamps, and point-in-time join behavior.
• Quality Monitoring: Continuously monitors quality metrics and quarantines degraded feeds.
• Use Case: When dealing with multiple real-time data feeds for financial instruments, this Skill ensures that all data is processed into a consistent format, validated for accuracy, and monitored for quality before being used in trading algorithms.

Quick Start

Run the feed handler normalization diagnostics script on input.csv and save the output to diagnostics.json.