Advanced Financial ML

WHENWhen implementing data ingestion for financial bars

ACTIONvalidate CSV input contains exactly 3 columns in order: date_time, price, and volume

CONSEQUENCEThe bar construction pipeline will fail with incorrect column indices, producing bars with swapped price/volume data and corrupting downstream analysis

WHENWhen validating CSV price column format

ACTIONverify price column values are float type

CONSEQUENCENon-float price values will cause numerical computation errors in OHLC aggregation and bar threshold calculations, leading to NaN values in output bars

WHENWhen validating CSV volume column format

ACTIONverify volume column values are numeric (int or float), not string type

CONSEQUENCEString volume values will cause aggregation failures, producing bars with string volume instead of numeric cum_buy_volume and volume totals