Warrior_EA/research/macro_data
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Filename Latest commit message Latest commit date
AnimateDread f8a15c7b50 Add SQX decoding modules for catalog, tick, and bar files
- Implemented `catalog.py` to define instrument metadata and price scaling checks.
- Developed `sqx.py` for decoding SQX tick .dat files, handling scaling and volume adjustments.
- Created `sqxbars.py` to decode SQX bar files, ensuring price integrity against known ranges.
- Introduced `volume_gate.py` for relative volume analysis on D1 bars, facilitating backtesting strategies.
2026-10-08 23:16:02 -04:00
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BAA10Y.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
BAMLH0A0HYM2.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
cboe_SKEW.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
cboe_VIX.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
cboe_VIX3M.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
cboe_VVIX.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
DIX.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
DTWEXBGS.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
stooq_dia.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
stooq_qqq.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
stooq_spy.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
T10Y2Y.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
VIXCLS.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00
VXVCLS.csv Add SQX decoding modules for catalog, tick, and bar files 2026-10-08 23:16:02 -04:00