dirtydishes/islandflow
1
0
Fork 0
Code Issues 2 Pull requests 4 Projects Releases Packages Wiki Activity Actions 1

Add smart money event calendar enrichment

Browse source
This commit is contained in:
dirtydishes 2026-05-04 19:21:18 -04:00
parent 6108aea166
commit 6b794ec7ac
11 changed files with 270 additions and 8 deletions
Download patch file Download diff file Expand all files Collapse all files

2
SMART_MONEY_REBUILD_PLAN.md
View file

@ -24,7 +24,7 @@ Acceptance: live and replay produce the same event ID for the same packet.
### Phase 3: Feature Engineering
- [x] Build typed features for aggressor mix, spread/quote quality, timing, strike concentration, DTE, moneyness, structure markers, and event alignment fields.
- [x] Keep batch-only validation fields out of live scoring.
- [ ] Connect an external event-calendar feed through `services/refdata`.
- [x] Connect an external event-calendar feed through `services/refdata`.
Acceptance: missing event-calendar fields produce neutral `null` feature values and do not block scoring.