Audit a dataset (data gate)
audit_datasetValidate raw trade archives before backtesting or event observation; normalise via venue plugin or column map, then report rejected rows, gaps, scale shifts, and outlier days with severity.
Instructions
Audit a raw trade archive before anything is tested on it.
Normalises the file through a venue plugin (`venue`) or a column map (`mapping_path`), exactly
one of the two, and checks it: rows that do not become trades, gaps longer than
`max_gap_minutes`, price and size scales that change inside the file, and days that carry most
of the rows. Use it on any new dataset; `observe_events` and a backtest assume a file that
passed. Read-only. Returns `passed`, accepted and rejected row counts, the first and last
timestamps, and each finding with its severity ("fail" or "warn").
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| venue | No | an archive venue plugin name; leave empty when giving mapping_path | |
| instrument | Yes | the instrument the archive should contain, e.g. BTCUSDT | |
| archive_path | Yes | path to the raw trade archive (csv, csv.gz or zip) | |
| mapping_path | No | path to a column map (mapping.toml); leave empty when giving venue | |
| max_gap_minutes | No | a gap between trades longer than this is reported |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||