docs/operations_runbook.md

Market Data Operations Runbook

Prepared: 2026-07-02 UTC

Standard PMData Extension Flow

1. Download new PMData dates.

python3 scripts/download_pmdata.py \
  --start-date 2026-04-01 \
  --end-date 2026-04-07 \
  --series btc-5m \
  --data-type poly_l2 \
  --data-type polygon_trades \
  --manifest reports/pmdata_btc_5m_20260401_20260407_download_manifest.json

2. Audit the new range.

python3 scripts/audit_pmdata_range.py \
  --start-date 2026-04-01 \
  --end-date 2026-04-07 \
  --series btc-5m \
  --out reports/pmdata_btc_5m_20260401_20260407_audit.json

3. Rebuild the global catalog.

python3 scripts/build_dataset_catalog.py

4. Upload to Hugging Face.

python3 scripts/upload_market_data_to_hf.py \
  --repo-id <owner>/<dataset-name> \
  --start-date 2026-04-01 \
  --end-date 2026-04-07 \
  --token-stdin

5. Verify the remote by downloading only one day into /tmp.

python3 scripts/download_hf_pmdata_range.py \
  --repo-id <owner>/<dataset-name> \
  --start-date 2026-04-01 \
  --end-date 2026-04-01 \
  --data-type poly_l2 \
  --out-dir /tmp/pmdata_hf_verify \
  --include-metadata

Quality Rules

• Every downloaded range gets a manifest and audit JSON.
• Every upload must include refreshed catalog files.
• Short archives are allowed only if they are documented in pmdata_missing_windows.csv.
• Backtests must use the missing-window mask; do not silently forward-fill missing L2 windows.
• Keep Hugging Face datasets private unless redistribution rights are confirmed.
• Never write PMData or Hugging Face API keys into scripts, docs, manifests, or shell history.

Local Space Management

The local PMData folder is a cache, not the permanent source of truth after upload:

data/pmdata/btc-5m/YYYY-MM-DD/

After a successful upload and remote spot-check, old local date ranges can be removed if space is needed. Keep the catalogs and reports.

Backtester Integration Rule

For execution-quality strategy runs:

• PMData poly_l2: primary source.
• PMData polygon_trades: audit/reconciliation source.
• DOME: baseline and fallback source.

Every run should record whether a window was:

• pmdata_complete
• pmdata_missing_excluded
• dome_fallback
• mixed_or_patched

This prevents mixed data quality from being hidden inside a single PnL result.