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feat(quant-research-loop): live Coinbase feed + granular (hourly) dat…#3

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Jul 3, 2026
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feat(quant-research-loop): live Coinbase feed + granular (hourly) dat…#3
50thycal merged 2 commits into
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@50thycal 50thycal commented Jul 3, 2026

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…a adapter

Adds engine/coinbase.py — the public Coinbase Exchange candles adapter (no API key): hourly (or any 1m..1d granularity) with backward pagination and a to_daily resampler. This is the current, granular feed that unblocks the forward tracker (the daily/lagging Coin Metrics source cannot) and is the foundation for intraday strategies.

  • data.get_ohlcv gains source='coinbase' (+ research --source coinbase); graceful synthetic fallback where exchange egress is blocked.
  • forward_paper: regime-trend now carries source=coinbase (BTC-USD, daily candles), so on Railway its forward record fills with live prices; falls back to the committed snapshot in sandboxes that block exchanges (reads 'awaiting data').
  • xsectional stays on the Coin Metrics panel for now (its survivorship-corrected universe includes delisted coins an exchange won't serve).

Verified with fixtures/mocks (parse order, daily resample, pagination + dedup); exchange APIs are blocked in this sandbox so live calls fall back cleanly. Hourly data is ready for the next (intraday) strategy build.

Tests 41/41, repo gates pass.

Claude-Session: https://claude.ai/code/session_01UcE4n3gQdVXJtD2z3mBrZX

Summary

Changes

  • New pattern or starter (followed templates/pattern-template.md + updated registry.yaml)
  • Doc / example improvement
  • Tool change (loop-audit)
  • Story (includes real failure or surprise + lesson)

Checklist (from CONTRIBUTING)

  • All required sections present for patterns
  • Links work from README, patterns/README, starters/README, docs/index
  • No secrets, tokens, internal company URLs
  • STATE.md* examples use .example suffix
  • Safety-related content references docs/safety.md
  • Ran node tools/loop-audit/dist/cli.js . (or on the starter) and addressed findings

Testing / Dogfood

  • loop-audit passes on affected starters or this repo
  • Manual review of generated state / skill output

Screenshots / Examples (if UI or command output)


This template enforces the high bar this reference is known for.

claude added 2 commits July 3, 2026 16:38
…a adapter

Adds engine/coinbase.py — the public Coinbase Exchange candles adapter (no API
key): hourly (or any 1m..1d granularity) with backward pagination and a to_daily
resampler. This is the current, granular feed that unblocks the forward tracker
(the daily/lagging Coin Metrics source cannot) and is the foundation for intraday
strategies.

- data.get_ohlcv gains source='coinbase' (+ research --source coinbase); graceful
  synthetic fallback where exchange egress is blocked.
- forward_paper: regime-trend now carries source=coinbase (BTC-USD, daily candles),
  so on Railway its forward record fills with live prices; falls back to the
  committed snapshot in sandboxes that block exchanges (reads 'awaiting data').
- xsectional stays on the Coin Metrics panel for now (its survivorship-corrected
  universe includes delisted coins an exchange won't serve).

Verified with fixtures/mocks (parse order, daily resample, pagination + dedup);
exchange APIs are blocked in this sandbox so live calls fall back cleanly. Hourly
data is ready for the next (intraday) strategy build.

Tests 41/41, repo gates pass.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UcE4n3gQdVXJtD2z3mBrZX
PR #3's audit check failed because the new starter scored 31 (L0), under the
starter L1 gate of 38 — loop-audit runs only on PRs to main, so this was its first
audit. Adds the standard loop-engineering scaffolding it scores for (all genuine
for this loop, not padding):
- STATE.md: live loop state (+18, and required for L1)
- AGENTS.md: build/test/layout/review norms (+9)
- loop-budget.md + loop-run-log.md: cost caps, kill switches, run history
- docs/safety.md: paper-only, kill switches, no-relitigation, egress scope
- LOOP.md: worktree isolation + MCP-not-required notes

Starter now scores 74 (L1); full CI audit gate passes (all starters >= 38,
reference 100). Tests 41/41, validate gates pass.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01UcE4n3gQdVXJtD2z3mBrZX
@github-actions

github-actions Bot commented Jul 3, 2026

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Loop Readiness Audit

Score: 100/100 (L3)

Strong loop readiness — good candidate for L3 with explicit gates.

No suggestions — looking good.

Posted by audit.yml · loop-audit docs

@50thycal 50thycal merged commit a824927 into main Jul 3, 2026
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2 participants