data engineering
3 articles on data engineering.
data-quality · backtesting · data-engineering
Reading a Data-Quality Report: The Numbers Behind the NumbersEvery backtest report we produce ships with a second report almost nobody reads: the data-quality section. It's the one that tells you whether the first report means anything. Here's how to read it, and the thresholds where a beautiful equity curve should go in the bin.
The Fluxy Team ·
data-engineering · data-catalog · architecture
Logical Datasets, Not Raw Tables: The Catalog That Decouples Strategies From StorageCrypto data is a mess of inconsistent column names, symbol formats, and venue quirks. The dataset catalog maps a clean logical name — 'ohlcv', 'funding' — to a physical table plus a column map and point-in-time semantics, so a strategy says what it needs and never touches a raw table. Add a data source by adding a catalog row, not changing engine code.
The Fluxy Team ·
backtesting · quant · data-engineering
No Look-Ahead by Construction: Killing the #1 Backtest LieMost backtests quietly leak the future into the past. Here's how our engine makes look-ahead bias structurally impossible — as-of joins on the bar clock, per-instrument freshness TTLs, and a leak-check attestation on every preview.
The Fluxy Team ·