turtle_quant_1.data_processing¶
The data processing module that contains data ingestion, pre-processing and storage handlers.
The data processing layer has the following responsibilities: - Connecting to various data sources and APIs - Downloading data from sources for a given time period, e.g. historical bootstrapping - Downloading the latest data from sources and appending it to historical data - Pre-processing the data into a unified format for the strategy engine - Deleting outdated data from the data store