signal

Stage 03 | 信号合成

in OHLCV data (from kline) + scored events (from intel) -> out unified trading signals

Multi-asset signal synthesis engine. Joins quantitative market data with qualitative intelligence into normalized, scored trading signals.

Pipeline Position

01 kline -> 02 intel -> [03 signal] -> 04 copilot -> 05 backtest
                                    -> 06 risk -> 07 executor -> 08 journal

Capabilities

• Consumes kline REST API (OHLCV + data_as_of timestamp)
• Consumes intel event table (LLM-scored, cross-source clustered events)
• Pattern detection, anomaly flagging, signal strength scoring
• Cross-asset correlation modeling (资产关联图谱)
• Deterministic signal IDs: sha256(ticker + bar_close_time + source_event_id)
• Propagates signal_data_age for downstream freshness validation

Source

Adapted from tradinghouse/src/context/assembler.py (gold-specific context assembly -> generalized multi-asset signal synthesis).

Tech Stack

Python 3.11+ | FastAPI | SQLAlchemy | SQLite (dev) / Redis Streams (prod)

Status

Scaffolding. Code migration from tradinghouse pending.