feature-engine
CommunityIncremental per-symbol features from market data.
Data & Analytics#reproducibility#incremental#backtest#feature-engineering#nbbo#per-symbol#stateful-processing
AuthorLeiisawesome
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides a deterministic, stateful feature engine that incrementally updates per-symbol feature state from L1 NBBO events, reducing recomputation and ensuring reproducible results across warm-up, cold-start, and recovery scenarios.
Core Features & Use Cases
- Incremental per-symbol state management with deterministic replay guarantees
- Support for rolling window, count-based, and EWMA style features with bounded memory
- Clear per-feature warm-up, staleness detection, and a strict feature–signal contract to enable reliable signal generation
Quick Start
Run the feature engine on a stream of NBBO quotes and trades to observe per-symbol feature vectors being emitted as state evolves.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: feature-engine Download link: https://github.com/Leiisawesome/feelies/archive/main.zip#feature-engine Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 471,000+ vetted skills library on demand.