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WIKI/DATA.md

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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.