Data Sources 📡

CSV Format

Columns required:

datetime, open, high, low, close, volume[, symbol]

- datetime will be parsed to pd.Timestamp - Optional symbol supports multi-asset files

yfinance Example

import yfinance as yf, pandas as pd
df = yf.download("AAPL", start="2018-01-01", progress=False)
df = df.rename(columns={
    "Open":"open","High":"high","Low":"low","Close":"close","Volume":"volume"
}).reset_index().rename(columns={"Date":"datetime"})
df.to_csv("examples/data_sample/AAPL.csv", index=False)

Notes

• Ensure timezone consistency for intraday/event-driven runs.
• Commission & slippage are configurable via CLI or config.