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Frameworks for importing proprietary time-series signals into trading models.
Distinct from Custom Data Augmentation Frameworks: Focuses on importing proprietary signals for trading rather than general data augmentation.
Explore 1 awesome GitHub repository matching data & databases · Custom Data Ingestion. Refine with filters or upvote what's useful.
Lean is an algorithmic trading engine and quantitative finance platform designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive framework for processing time-series market data, managing multi-asset portfolios, and conducting quantitative research across diverse financial markets. The platform distinguishes itself through a modular, event-driven architecture that decouples strategy logic from data ingestion and brokerage connectivity. By utilizing standardized interfaces for data providers and brokerage abstractions, it enable
Imports proprietary time-series signals from external databases, files, or streaming sockets to augment backtesting models and live trading strategies.