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hyper/WIKI/DATA.md
2025-10-18 15:55:53 +02:00

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Data layout and formats

This section describes the _data/ directory and the important files used by the scripts.

Important files

  • _data/market_data.db — SQLite database that stores candle tables. Tables are typically named <COIN>_<INTERVAL> (e.g., BTC_1m, ETH_5m).
  • _data/coin_precision.json — Mapping of coin names to their size precision (created by list_coins.py).
  • _data/current_prices.json — Latest market prices that market.py writes.
  • _data/fetcher_status.json — Last run metadata from data_fetcher.py.
  • _data/market_cap_data.json — Market cap summary saved by market_cap_fetcher.py.
  • _data/strategies.json — Configuration for strategies (enabled flag, parameters).
  • _data/strategy_status_<name>.json — Per-strategy runtime status including last signal and price.
  • _data/executor_managed_positions.json — Which strategy is currently managing which live position (used by trade_executor).

Candle schema

Each candle table contains columns similar to:

  • timestamp_ms (INTEGER) — milliseconds since epoch
  • open, high, low, close (FLOAT)
  • volume (FLOAT)
  • number_of_trades (INTEGER)

Trade logs

  • Persistent trade history is stored in _logs/trade_history.csv with the following columns: timestamp_utc, strategy, coin, action, price, size, signal, pnl.

Backups and maintenance

  • Periodically back up _data/market_data.db. The WAL and SHM files are also present when SQLite uses WAL mode.
  • Keep JSON config/state files under version control only if they contain no secrets.