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Input Schema

Price CSV

Required columns:

date,symbol,open,high,low,close,adjusted_close,volume,currency

Rules:

  • date must parse as a date and cannot be empty.
  • symbol cannot be empty and must exist in config/assets.yaml.
  • open, high, low, close, and adjusted_close must be positive.
  • high must be at least the maximum of open, low, and close.
  • low must be at most the minimum of open, high, and close.
  • volume, when present, must be non-negative.
  • currency cannot be empty.

Config Files

Config files live under config/ and are validated with:

python -m quantlab.main validate