quantforge-miner / docs /Fast_D1_Documentation.md
DevWizard-Vandan
QuantForge v2.0 Phase 1 & 2: Core Async client, models, configuration, and Agentic Generation Layer
1e68437
|
Raw
History Blame Contribute Delete
591 Bytes
# Fast D1 Documentation
Fast D1 is the standard daily settlement data field mapping on the BRAIN platform.
- Daily close price is represented by `close`
- Open price by `open`
- High price by `high`
- Low price by `low`
- Volume by `volume`
- Returns are daily log-returns or percentage returns, e.g., `returns`.
- D1 denotes a delay of 1 day (default for most regions like USA, GLB, EUR, ASI). Delay 0 means immediate execution on current day pricing (available in USA, EUR, CHN, AMR under specific universes).
- Typical operators include `ts_mean(close, 20)` and `ts_std_dev(close, 20)`.