What problem does it solve?
Raw market data arrives in inconsistent formats and cannot be searched for similar patterns. This Skill fetches price and volume data for a symbol, normalizes it into comparable OHLCV vectors, and indexes them for fast nearest-neighbor pattern search.
Core Features & Use Cases
- Data Normalization: Converts raw prices into relative OHLCV values and volume into Z-scores against rolling statistics, making candles comparable across time periods and symbols.
- Vector Storage and Indexing: Persists normalized data in a namespaced memory store and adds 64-dimension vectors to an HNSW index for similarity search.
- Use Case: Before running pattern detection on a stock symbol, ingest its historical candles so downstream analysis can query the HNSW index for candles with similar price and volume shapes.
Quick Start
Ingest market data for symbol AAPL and prepare it for pattern detection and similarity search.