技能 数据科学 市场数据摄入与模式搜索

市场数据摄入与模式搜索

v20260716
market-ingest
用于摄入和标准化特定交易对的原始市场数据(OHLCV)。该工具将数据转换为特征向量,并利用HNSW索引技术存储和索引这些向量,从而为后续的模式检测、相似性搜索和量化分析提供高效的底层数据支持。
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概览

Market Ingest

Fetch market data for a symbol, normalize to OHLCV vectors, and store with HNSW indexing for fast pattern search.

When to use

When you need to ingest raw market data (price and volume) for a symbol and prepare it for pattern detection and similarity search. This is the first step before running pattern detection or comparison.

Steps

  1. Fetch data -- retrieve OHLCV data for the symbol from the configured data source (REST API, CSV file, or manual input)
  2. Normalize -- convert raw prices to relative values:
    • Open: (open - prev_close) / prev_close
    • High: (high - open) / open
    • Low: (low - open) / open
    • Close: (close - open) / open
    • Volume: Z-score against rolling mean/std
  3. Vectorize -- encode each candle as a 64-dimension padded vector (5 normalized OHLCV values + padding). For semantic embeddings of pattern descriptions, use mcp__plugin_ruflo-core_ruflo__embeddings_generate (NOT embeddings_embed — that tool name does not exist).
  4. Store -- call mcp__plugin_ruflo-core_ruflo__memory_store --namespace market-data to persist normalized OHLCV data with symbol+date keys. The memory_* tool family routes by namespace; the agentdb_hierarchical-* family routes by tier (working|episodic|semantic) and ignores namespace strings, so use memory_* here.
  5. Index -- call mcp__plugin_ruflo-core_ruflo__ruvllm_hnsw_add to add vectors to the HNSW index for nearest-neighbor search.
  6. Report -- summarize: candles ingested, date range, price range, average volume

CLI alternative

npx @claude-flow/cli@latest memory store --namespace market-data --key "symbol-SYMBOL-DATE" --value "OHLCV_JSON"
信息
Category 数据科学
Name market-ingest
版本 v20260716
大小 2.07KB
更新时间 2026-07-18
语言