README.md

SCOTS Data Runbook

Status: compact active data guide. Historical source notes were removed from repo; use fresh scripts/data_manager.py outputs for evidence.

Current data authority:

1. Dataset registry in scripts/data_manager.py
2. Fresh status/health/manifest outputs from scripts/data_manager.py
3. Human-readable pointer: data/DATA_MANIFEST.md
4. Current alpha policy: AGENTS.md and docs/SCOTS_CURRENT_ALPHA_DIRECTION.md

Required checks before promotion work

uv run python scripts/data_manager.py status --active-window-days 90
uv run python scripts/data_manager.py health --active-window-days 90
uv run python scripts/data_manager.py manifest --all

If any promotion-relevant source is stale or below positive-volume/liquidity gates, repair data first or mark the candidate raw_frontier / data_blocked.

Current SCOTS promotion datasets

Use	Dataset id / path	Notes
US 5min research	us_yahoo_merged / data/parquet/5min/us_yahoo_merged/ohlcv/	canonical local 5min lane when coverage/volume gates pass
US daily research	yahoo_daily / data/parquet/daily/us/	daily broad baseline lane
US daily expansion	yahoo_daily_r3000 / data/parquet/daily/us_r3000/	expansion only with available-at-t eligibility evidence
ETF/ETP sleeves	etf_5min, etf_daily	cash-purchased ETP sleeve; report embedded leverage/inverse separately
KR 5min/daily	kospi_5min, kis_daily	KIS credentials required for refresh

Hard gates

• Promotion volume must come from trusted positive-volume OHLCV sources; proxy-derived volume is research-only.
• No stale zero-volume bars in fill evidence.
• Report true positive volume, ADV or median dollar-volume, participation cap, fill count, and slippage/spread stress for serious candidates.
• Archived non-equity derivative-market notes are historical only; SCOTS promotion remains cash equities plus cash-purchased ETF/ETN/ETP products unless AGENTS.md is explicitly changed.