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Sql Market Data | Skills Pool

技能檔案

Sql Market Data

SQL Market Data workflows for quantitative research, implementation, and production controls. use when tasks involve query correctness, indexing strategy, and point-in-time consistency.

GhostOf0days0 星標2026年2月10日

職業
分類: 金融同投資

技能內容

objective

Execute sql market data work with reproducible research, explicit controls, and deployable outputs.

workflow

define source contracts, schema versions, and freshness objectives.
ingest data with replay support and deterministic normalization.
validate keys, timestamps, and point-in-time join behavior.
monitor quality metrics continuously and quarantine degraded feeds.
publish only when lineage, ownership, and quality thresholds are satisfied.

required diagnostics

freshness, completeness, null-rate, and duplicate-rate trends.
schema drift and breaking-change frequency across sources.
point-in-time join integrity for features and labels.
backfill and replay consistency versus canonical snapshots.
predicate pushdown effectiveness and scan amplification
point-in-time alignment for slowly changing dimensions

risk controls

相關技能

快速安裝

Sql Market Data

npx skillvault add GhostOf0days/ghostof0days-codex-quant-skills-sql-market-data-skill-md

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作者: GhostOf0days
星標: 0
更新時間: 2026年2月10日
職業

本頁內容

enforce hard thresholds for freshness and data-quality metrics.
enforce quarantine and fallback paths for corrupted feeds.
enforce full lineage metadata before downstream release.

outputs

run python scripts/sql_market_data_diagnostics.py input.csv --output diagnostics.json and keep the json artifact.
write an implementation memo using references/sql-market-data-playbook.md with assumptions, tests, limits, and rollout plan.

resources

use scripts/sql_market_data_diagnostics.py for deterministic diagnostics.
use references/sql-market-data-playbook.md for the domain-specific checklist and delivery structure.

workflow

03required diagnostics

04risk controls

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