okWarrior_EA/research/macro_data/BAMLH0A0HYM2.csv
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

795 lines
12 KiB
CSV

observation_date,BAMLH0A0HYM2
2023-10-09,4.34
2023-10-10,4.26
2023-10-11,4.25
2023-10-12,4.25
2023-10-13,4.30
2023-10-16,4.27
2023-10-17,4.25
2023-10-18,4.32
2023-10-19,4.37
2023-10-20,4.52
2023-10-23,4.51
2023-10-24,4.41
2023-10-25,4.37
2023-10-26,4.50
2023-10-27,4.53
2023-10-30,4.50
2023-10-31,4.42
2023-11-01,4.47
2023-11-02,4.15
2023-11-03,4.04
2023-11-06,4.00
2023-11-07,4.08
2023-11-08,4.08
2023-11-09,4.04
2023-11-10,4.03
2023-11-13,4.03
2023-11-14,3.92
2023-11-15,3.89
2023-11-16,4.02
2023-11-17,3.99
2023-11-20,3.92
2023-11-21,3.95
2023-11-22,3.90
2023-11-23,3.90
2023-11-24,3.85
2023-11-27,3.89
2023-11-28,3.90
2023-11-29,3.80
2023-11-30,3.84
2023-12-01,3.87
2023-12-04,3.80
2023-12-05,3.80
2023-12-06,3.79
2023-12-07,3.77
2023-12-08,3.75
2023-12-11,3.79
2023-12-12,3.76
2023-12-13,3.79
2023-12-14,3.47
2023-12-15,3.51
2023-12-18,3.51
2023-12-19,3.46
2023-12-20,3.43
2023-12-21,3.41
2023-12-22,3.39
2023-12-25,
2023-12-26,3.37
2023-12-27,3.34
2023-12-28,3.32
2023-12-29,3.34
2023-12-31,3.39
2024-01-01,
2024-01-02,3.54
2024-01-03,3.71
2024-01-04,3.69
2024-01-05,3.68
2024-01-08,3.63
2024-01-09,3.59
2024-01-10,3.50
2024-01-11,3.55
2024-01-12,3.56
2024-01-15,3.54
2024-01-16,3.58
2024-01-17,3.62
2024-01-18,3.58
2024-01-19,3.54
2024-01-22,3.49
2024-01-23,3.51
2024-01-24,3.44
2024-01-25,3.45
2024-01-26,3.39
2024-01-29,3.41
2024-01-30,3.42
2024-01-31,3.59
2024-02-01,3.56
2024-02-02,3.47
2024-02-05,3.50
2024-02-06,3.52
2024-02-07,3.43
2024-02-08,3.38
2024-02-09,3.33
2024-02-12,3.35
2024-02-13,3.36
2024-02-14,3.38
2024-02-15,3.35
2024-02-16,3.34
2024-02-19,3.34
2024-02-20,3.37
2024-02-21,3.34
2024-02-22,3.22
2024-02-23,3.23
2024-02-26,3.23
2024-02-27,3.26
2024-02-28,3.31
2024-02-29,3.29
2024-03-01,3.32
2024-03-04,3.26
2024-03-05,3.31
2024-03-06,3.27
2024-03-07,3.27
2024-03-08,3.26
2024-03-11,3.26
2024-03-12,3.20
2024-03-13,3.15
2024-03-14,3.15
2024-03-15,3.16
2024-03-18,3.13
2024-03-19,3.10
2024-03-20,3.14
2024-03-21,3.05
2024-03-22,3.08
2024-03-25,3.11
2024-03-26,3.15
2024-03-27,3.15
2024-03-28,3.12
2024-03-29,
2024-03-31,3.15
2024-04-01,3.12
2024-04-02,3.23
2024-04-03,3.23
2024-04-04,3.24
2024-04-05,3.18
2024-04-08,3.15
2024-04-09,3.14
2024-04-10,3.10
2024-04-11,3.16
2024-04-12,3.25
2024-04-15,3.28
2024-04-16,3.36
2024-04-17,3.42
2024-04-18,3.39
2024-04-19,3.37
2024-04-22,3.29
2024-04-23,3.20
2024-04-24,3.19
2024-04-25,3.24
2024-04-26,3.16
2024-04-29,3.12
2024-04-30,3.18
2024-05-01,3.21
2024-05-02,3.16
2024-05-03,3.08
2024-05-06,3.03
2024-05-07,3.06
2024-05-08,3.10
2024-05-09,3.14
2024-05-10,3.12
2024-05-13,3.14
2024-05-14,3.14
2024-05-15,3.13
2024-05-16,3.08
2024-05-17,3.09
2024-05-20,3.07
2024-05-21,3.07
2024-05-22,3.11
2024-05-23,3.10
2024-05-24,3.11
2024-05-27,3.12
2024-05-28,3.09
2024-05-29,3.15
2024-05-30,3.19
2024-05-31,3.20
2024-06-03,3.17
2024-06-04,3.22
2024-06-05,3.20
2024-06-06,3.20
2024-06-07,3.15
2024-06-10,3.15
2024-06-11,3.19
2024-06-12,3.09
2024-06-13,3.20
2024-06-14,3.29
2024-06-17,3.26
2024-06-18,3.24
2024-06-19,3.24
2024-06-20,3.23
2024-06-21,3.21
2024-06-24,3.19
2024-06-25,3.19
2024-06-26,3.18
2024-06-27,3.21
2024-06-28,3.18
2024-06-30,3.21
2024-07-01,3.21
2024-07-02,3.23
2024-07-03,3.25
2024-07-04,3.25
2024-07-05,3.27
2024-07-08,3.20
2024-07-09,3.21
2024-07-10,3.17
2024-07-11,3.18
2024-07-12,3.19
2024-07-15,3.13
2024-07-16,3.08
2024-07-17,3.09
2024-07-18,3.09
2024-07-19,3.09
2024-07-22,3.05
2024-07-23,3.02
2024-07-24,3.10
2024-07-25,3.08
2024-07-26,3.10
2024-07-29,3.13
2024-07-30,3.20
2024-07-31,3.25
2024-08-01,3.35
2024-08-02,3.72
2024-08-05,3.93
2024-08-06,3.67
2024-08-07,3.57
2024-08-08,3.48
2024-08-09,3.49
2024-08-12,3.52
2024-08-13,3.54
2024-08-14,3.46
2024-08-15,3.31
2024-08-16,3.29
2024-08-19,3.21
2024-08-20,3.25
2024-08-21,3.27
2024-08-22,3.21
2024-08-23,3.19
2024-08-26,3.15
2024-08-27,3.17
2024-08-28,3.19
2024-08-29,3.15
2024-08-30,3.13
2024-08-31,3.17
2024-09-02,3.17
2024-09-03,3.31
2024-09-04,3.35
2024-09-05,3.29
2024-09-06,3.39
2024-09-09,3.36
2024-09-10,3.46
2024-09-11,3.44
2024-09-12,3.39
2024-09-13,3.37
2024-09-16,3.32
2024-09-17,3.25
2024-09-18,3.21
2024-09-19,3.10
2024-09-20,3.15
2024-09-23,3.15
2024-09-24,3.21
2024-09-25,3.19
2024-09-26,3.14
2024-09-27,3.14
2024-09-30,3.03
2024-10-01,3.07
2024-10-02,3.06
2024-10-03,3.04
2024-10-04,2.89
2024-10-07,2.95
2024-10-08,2.99
2024-10-09,2.94
2024-10-10,2.99
2024-10-11,2.98
2024-10-14,2.97
2024-10-15,2.93
2024-10-16,2.90
2024-10-17,2.89
2024-10-18,2.88
2024-10-21,2.88
2024-10-22,2.92
2024-10-23,2.95
2024-10-24,2.93
2024-10-25,2.89
2024-10-28,2.82
2024-10-29,2.85
2024-10-30,2.80
2024-10-31,2.88
2024-11-01,2.83
2024-11-04,2.87
2024-11-05,2.86
2024-11-06,2.74
2024-11-07,2.73
2024-11-08,2.63
2024-11-11,2.63
2024-11-12,2.61
2024-11-13,2.64
2024-11-14,2.60
2024-11-15,2.72
2024-11-18,2.72
2024-11-19,2.69
2024-11-20,2.67
2024-11-21,2.61
2024-11-22,2.61
2024-11-25,2.64
2024-11-26,2.68
2024-11-27,2.69
2024-11-28,2.69
2024-11-29,2.72
2024-11-30,2.74
2024-12-02,2.68
2024-12-03,2.66
2024-12-04,2.66
2024-12-05,2.66
2024-12-06,2.67
2024-12-09,2.67
2024-12-10,2.67
2024-12-11,2.64
2024-12-12,2.66
2024-12-13,2.68
2024-12-16,2.69
2024-12-17,2.75
2024-12-18,2.73
2024-12-19,2.91
2024-12-20,2.86
2024-12-23,2.85
2024-12-24,2.86
2024-12-25,
2024-12-26,2.86
2024-12-27,2.84
2024-12-30,2.94
2024-12-31,2.92
2025-01-01,
2025-01-02,2.88
2025-01-03,2.81
2025-01-06,2.76
2025-01-07,2.79
2025-01-08,2.84
2025-01-09,2.82
2025-01-10,2.81
2025-01-13,2.85
2025-01-14,2.80
2025-01-15,2.72
2025-01-16,2.73
2025-01-17,2.64
2025-01-20,2.64
2025-01-21,2.61
2025-01-22,2.59
2025-01-23,2.61
2025-01-24,2.60
2025-01-27,2.66
2025-01-28,2.66
2025-01-29,2.68
2025-01-30,2.67
2025-01-31,2.68
2025-02-03,2.73
2025-02-04,2.71
2025-02-05,2.69
2025-02-06,2.66
2025-02-07,2.67
2025-02-10,2.66
2025-02-11,2.66
2025-02-12,2.65
2025-02-13,2.65
2025-02-14,2.62
2025-02-17,2.62
2025-02-18,2.62
2025-02-19,2.68
2025-02-20,2.66
2025-02-21,2.78
2025-02-24,2.78
2025-02-25,2.84
2025-02-26,2.81
2025-02-27,2.81
2025-02-28,2.87
2025-03-03,2.94
2025-03-04,2.99
2025-03-05,2.88
2025-03-06,2.99
2025-03-07,2.97
2025-03-10,3.16
2025-03-11,3.22
2025-03-12,3.20
2025-03-13,3.40
2025-03-14,3.25
2025-03-17,3.18
2025-03-18,3.23
2025-03-19,3.19
2025-03-20,3.17
2025-03-21,3.21
2025-03-24,3.05
2025-03-25,3.09
2025-03-26,3.19
2025-03-27,3.27
2025-03-28,3.47
2025-03-31,3.55
2025-04-01,3.50
2025-04-02,3.42
2025-04-03,4.01
2025-04-04,4.45
2025-04-07,4.61
2025-04-08,4.57
2025-04-09,4.37
2025-04-10,4.42
2025-04-11,4.26
2025-04-14,4.14
2025-04-15,4.09
2025-04-16,4.16
2025-04-17,4.02
2025-04-18,
2025-04-21,4.16
2025-04-22,3.99
2025-04-23,3.75
2025-04-24,3.73
2025-04-25,3.67
2025-04-28,3.73
2025-04-29,3.74
2025-04-30,3.94
2025-05-01,3.78
2025-05-02,3.60
2025-05-05,3.60
2025-05-06,3.66
2025-05-07,3.67
2025-05-08,3.51
2025-05-09,3.53
2025-05-12,3.15
2025-05-13,3.09
2025-05-14,3.10
2025-05-15,3.20
2025-05-16,3.16
2025-05-19,3.21
2025-05-20,3.20
2025-05-21,3.25
2025-05-22,3.32
2025-05-23,3.40
2025-05-26,3.40
2025-05-27,3.24
2025-05-28,3.23
2025-05-29,3.22
2025-05-30,3.31
2025-05-31,3.32
2025-06-02,3.27
2025-06-03,3.19
2025-06-04,3.23
2025-06-05,3.18
2025-06-06,3.09
2025-06-09,3.12
2025-06-10,3.12
2025-06-11,3.12
2025-06-12,3.17
2025-06-13,3.18
2025-06-16,3.10
2025-06-17,3.17
2025-06-18,3.16
2025-06-19,3.16
2025-06-20,3.13
2025-06-23,3.12
2025-06-24,3.06
2025-06-25,3.04
2025-06-26,3.04
2025-06-27,3.02
2025-06-30,2.96
2025-07-01,2.91
2025-07-02,2.88
2025-07-03,2.80
2025-07-04,2.80
2025-07-07,2.86
2025-07-08,2.92
2025-07-09,2.94
2025-07-10,2.92
2025-07-11,2.97
2025-07-14,2.95
2025-07-15,2.95
2025-07-16,3.00
2025-07-17,2.91
2025-07-18,2.93
2025-07-21,2.89
2025-07-22,2.90
2025-07-23,2.83
2025-07-24,2.82
2025-07-25,2.84
2025-07-28,2.82
2025-07-29,2.86
2025-07-30,2.89
2025-07-31,2.86
2025-08-01,3.13
2025-08-04,3.02
2025-08-05,2.98
2025-08-06,2.98
2025-08-07,2.95
2025-08-08,2.94
2025-08-11,2.94
2025-08-12,2.93
2025-08-13,2.90
2025-08-14,2.89
2025-08-15,2.88
2025-08-18,2.88
2025-08-19,2.90
2025-08-20,2.94
2025-08-21,2.95
2025-08-22,2.88
2025-08-25,2.80
2025-08-26,2.78
2025-08-27,2.78
2025-08-28,2.75
2025-08-29,2.82
2025-08-31,2.84
2025-09-01,2.84
2025-09-02,2.92
2025-09-03,2.88
2025-09-04,2.84
2025-09-05,2.83
2025-09-08,2.84
2025-09-09,2.87
2025-09-10,2.84
2025-09-11,2.78
2025-09-12,2.79
2025-09-15,2.75
2025-09-16,2.79
2025-09-17,2.79
2025-09-18,2.71
2025-09-19,2.72
2025-09-22,2.69
2025-09-23,2.71
2025-09-24,2.70
2025-09-25,2.76
2025-09-26,2.75
2025-09-29,2.74
2025-09-30,2.80
2025-10-01,2.81
2025-10-02,2.81
2025-10-03,2.80
2025-10-06,2.76
2025-10-07,2.82
2025-10-08,2.84
2025-10-09,2.95
2025-10-10,3.18
2025-10-13,3.18
2025-10-14,3.11
2025-10-15,2.95
2025-10-16,3.04
2025-10-17,3.04
2025-10-20,2.99
2025-10-21,2.97
2025-10-22,3.01
2025-10-23,2.96
2025-10-24,2.88
2025-10-27,2.80
2025-10-28,2.82
2025-10-29,2.76
2025-10-30,2.85
2025-10-31,2.94
2025-11-03,3.04
2025-11-04,3.13
2025-11-05,3.05
2025-11-06,3.13
2025-11-07,3.15
2025-11-10,3.02
2025-11-11,3.02
2025-11-12,3.02
2025-11-13,3.09
2025-11-14,3.07
2025-11-17,3.13
2025-11-18,3.20
2025-11-19,3.17
2025-11-20,3.17
2025-11-21,3.19
2025-11-24,3.15
2025-11-25,3.10
2025-11-26,3.00
2025-11-27,3.00
2025-11-28,2.95
2025-11-30,2.92
2025-12-01,2.94
2025-12-02,2.92
2025-12-03,2.89
2025-12-04,2.88
2025-12-05,2.85
2025-12-08,2.89
2025-12-09,2.89
2025-12-10,2.91
2025-12-11,2.88
2025-12-12,2.91
2025-12-15,2.91
2025-12-16,2.98
2025-12-17,2.99
2025-12-18,2.95
2025-12-19,2.90
2025-12-22,2.88
2025-12-23,2.83
2025-12-24,2.84
2025-12-25,
2025-12-26,2.86
2025-12-29,2.87
2025-12-30,2.84
2025-12-31,2.81
2026-01-01,
2026-01-02,2.83
2026-01-05,2.81
2026-01-06,2.79
2026-01-07,2.79
2026-01-08,2.76
2026-01-09,2.74
2026-01-12,2.74
2026-01-13,2.75
2026-01-14,2.76
2026-01-15,2.71
2026-01-16,2.65
2026-01-19,2.65
2026-01-20,2.73
2026-01-21,2.69
2026-01-22,2.64
2026-01-23,2.68
2026-01-26,2.69
2026-01-27,2.71
2026-01-28,2.72
2026-01-29,2.77
2026-01-30,2.80
2026-01-31,2.88
2026-02-02,2.81
2026-02-03,2.85
2026-02-04,2.86
2026-02-05,2.97
2026-02-06,2.87
2026-02-09,2.84
2026-02-10,2.86
2026-02-11,2.84
2026-02-12,2.92
2026-02-13,2.95
2026-02-16,2.94
2026-02-17,2.94
2026-02-18,2.86
2026-02-19,2.88
2026-02-20,2.86
2026-02-23,2.95
2026-02-24,2.97
2026-02-25,2.94
2026-02-26,2.98
2026-02-27,3.10
2026-02-28,3.12
2026-03-02,3.03
2026-03-03,3.08
2026-03-04,2.97
2026-03-05,3.00
2026-03-06,3.13
2026-03-09,3.19
2026-03-10,3.06
2026-03-11,3.09
2026-03-12,3.17
2026-03-13,3.28
2026-03-16,3.27
2026-03-17,3.22
2026-03-18,3.20
2026-03-19,3.27
2026-03-20,3.24
2026-03-23,3.19
2026-03-24,3.19
2026-03-25,3.17
2026-03-26,3.21
2026-03-27,3.42
2026-03-30,3.46
2026-03-31,3.28
2026-04-01,3.16
2026-04-02,3.17
2026-04-03,3.13
2026-04-06,3.05
2026-04-07,3.12
2026-04-08,2.94
2026-04-09,2.90
2026-04-10,2.94
2026-04-13,2.95
2026-04-14,2.84
2026-04-15,2.85
2026-04-16,2.86
2026-04-17,2.83
2026-04-20,2.87
2026-04-21,2.85
2026-04-22,2.84
2026-04-23,2.86
2026-04-24,2.86
2026-04-27,2.84
2026-04-28,2.85
2026-04-29,2.82
2026-04-30,2.83
2026-05-01,2.77
2026-05-04,2.78
2026-05-05,2.77
2026-05-06,2.75
2026-05-07,2.79
2026-05-08,2.81
2026-05-11,2.79
2026-05-12,2.82
2026-05-13,2.82
2026-05-14,2.76
2026-05-15,2.80
2026-05-18,2.83
2026-05-19,2.86
2026-05-20,2.80
2026-05-21,2.78
2026-05-22,2.74
2026-05-25,2.74
2026-05-26,2.72
2026-05-27,2.71
2026-05-28,2.72
2026-05-29,2.72
2026-05-31,2.74
2026-06-01,2.72
2026-06-02,2.71
2026-06-03,2.75
2026-06-04,2.74
2026-06-05,2.76
2026-06-08,2.75
2026-06-09,2.78
2026-06-10,2.80
2026-06-11,2.78
2026-06-12,2.71
2026-06-15,2.66
2026-06-16,2.71
2026-06-17,2.63
2026-06-18,2.66
2026-06-19,2.66
2026-06-22,2.65
2026-06-23,2.71
2026-06-24,2.76
2026-06-25,2.78
2026-06-26,2.83
2026-06-29,2.80
2026-06-30,2.75
2026-07-01,2.74
2026-07-02,2.75
2026-07-03,2.74
2026-07-06,2.72
2026-07-07,2.67
2026-07-08,2.70
2026-07-09,2.70
2026-07-10,2.69
2026-07-13,2.69
2026-07-14,2.72
2026-07-15,2.71
2026-07-16,2.71
2026-07-17,2.73
2026-07-20,2.69
2026-07-21,2.69
2026-07-22,2.68
2026-07-23,2.77
2026-07-24,2.79
2026-07-27,2.81
2026-07-28,2.84
2026-07-29,2.87
2026-07-30,2.84
2026-07-31,2.85
2026-08-03,2.78
2026-08-04,2.73
2026-08-05,2.75
2026-08-06,2.71
2026-08-07,2.70
2026-08-10,2.70
2026-08-11,2.72
2026-08-12,2.71
2026-08-13,2.71
2026-08-14,2.67
2026-08-17,2.70
2026-08-18,2.75
2026-08-19,2.73
2026-08-20,2.75
2026-08-21,2.70
2026-08-24,2.69
2026-08-25,2.70
2026-08-26,2.67
2026-08-27,2.63
2026-08-28,2.60
2026-08-31,2.63
2026-09-01,2.65
2026-09-02,2.66
2026-09-03,2.65
2026-09-04,2.68
2026-09-07,2.68
2026-09-08,2.67
2026-09-09,2.71
2026-09-10,2.70
2026-09-11,2.65
2026-09-14,2.71
2026-09-15,2.76
2026-09-16,2.70
2026-09-17,2.70
2026-09-18,2.68
2026-09-21,2.66
2026-09-22,2.68
2026-09-23,2.73
2026-09-24,2.80
2026-09-25,2.93
2026-09-28,3.02
2026-09-29,3.08
2026-09-30,3.12
2026-10-01,3.24
2026-10-02,3.10
2026-10-05,3.12
2026-10-06,3.03
2026-10-07,3.09