| name | ngat-core |
| description | Implement and maintain the core orchestration and compute pipeline in core/ including base interfaces, engine actors, aggregation, timeframe generation, and indicator generation. Use when changing runtime data flow, worker behavior, or strategy execution mechanics. |
Ngat Core
Overview
Drive ingestion-to-signal execution in the Python compute layer. Use this skill to safely modify actor loops, aggregation semantics, and core interface contracts.
Submodules
core/base.py: abstract interfaces for feed, aggregator, strategy, broker, storage.core/engine.py: Engine, SymbolWorker, OrderAndPositionWorker, Ray orchestration.core/aggregator.py: in-memory tick/candle store and timeframe resampling with parquet dump.core/timeframe_generator_worker.py: aggregate 1m Redis candles into derived frames.core/indicator_generator_worker.py: compute indicators from candles and write signal series.
Pros
- Keep modular boundaries through base interfaces.
- Keep symbol-level concurrency model explicit through dedicated workers.
- Keep caching path simple with Redis + optional parquet mirrors.
Cons
- Keep multiple infinite loops with no cooperative shutdown.
- Keep repeated full-range Redis scans (
- to +) that do not scale.
- Keep some dead/commented paths (
on_tick flow mostly bypassed by sync workers).
Caveats
- Treat
indicator_generator_worker timestamp bookkeeping carefully: last_polled mixes millisecond comments with second-based fetches.
- Treat
timeframe_generator_worker data-loop control carefully: break on missing data exits symbol loop early.
- Treat resample rule normalization carefully; timeframe token mapping is duplicated and inconsistent across modules.
- Keep actor construction lightweight; current workers instantiate broker/session paths repeatedly.
Forward Features
- Add incremental window fetches keyed by last successful per-timeframe watermark.
- Add strict actor lifecycle management (
start, pause, shutdown, heartbeats).
- Add deterministic replay mode for backtests using stored candles/signals.
- Add unified timeframe utility module used by aggregator, workers, API, and frontend.
