| # 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 |
|
|
| ```bash |
| 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. |
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|
