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: Questions regarding pipeline configuration, 365-day initial load limit, and storage consistency #22

@lidkowiak

Description

@lidkowiak

Hi,

I’ve recently started playing around with this library and wanted to use a customizable pipeline to update several symbols. However, during the implementation, I ran into a few issues and unexpected behaviors with the following configuration:

log_level: TRACE
parallel_downloads: 4

# Storage backend
storage:
  strategy: hive
  path: ./marketdata/
  compression: zstd
  partition_granularity: year  
  atomic_writes: true
  enable_locking: true
  metadata_tracking: true

# Data providers
providers:
  yahoo:
    type: yahoo
    enabled: true
    rate_limit:
      requests_per_second: 10.0
      retry_max_attempts: 3
    timeout: 30

# Datasets
datasets:
  taa:
    symbols: [SPY, IWM, QQQ, VGK, EWJ, EEM,VNQ, RWX, TLT, IEF, SHY, TIP, LQD, HYG, BWX, EMB, GSG, GLD, DBC, BIL, VEA, VWO]
    provider: yahoo
    frequency: daily
    asset_class: equity
    update_mode: backfill
    validation_enabled: true
    anomaly_detection: true

Initial Load Limit: The initial load seems to be strictly limited to a maximum of 365 days. I wasn't able to fetch a longer historical dataset out of the box.

Inconsistent Storage Format: The data format saved in the storage layer appears to be inconsistent with the doc

/yahoo_daily_BWX
./yahoo_daily_BWX/year=2020
./yahoo_daily_BWX/year=2020/month=7
./yahoo_daily_BWX/year=2020/month=9
./yahoo_daily_BWX/year=2020/month=8
./yahoo_daily_BWX/year=2020/month=1
./yahoo_daily_BWX/year=2020/month=6
./yahoo_daily_BWX/year=2020/month=11
./yahoo_daily_BWX/year=2020/month=10
./yahoo_daily_BWX/year=2020/month=3
./yahoo_daily_BWX/year=2020/month=4
./yahoo_daily_BWX/year=2020/month=5
./yahoo_daily_BWX/year=2020/month=2
./yahoo_daily_BWX/year=2020/month=12
./yahoo_daily_BWX/year=2018
./yahoo_daily_BWX/year=2018/month=7
./yahoo_daily_BWX/year=2018/month=9
./yahoo_daily_BWX/year=2018/month=8
./yahoo_daily_BWX/year=2018/month=1
./yahoo_daily_BWX/year=2018/month=6
./yahoo_daily_BWX/year=2018/month=11
./yahoo_daily_BWX/year=2018/month=10
./yahoo_daily_BWX/year=2018/month=3
./yahoo_daily_BWX/year=2018/month=4
./yahoo_daily_BWX/year=2018/month=5
./yahoo_daily_BWX/year=2018/month=2
./yahoo_daily_BWX/year=2018/month=12

Given these points, I wanted to ask about the current status and roadmap for this project:

  • Is it considered stable enough for production/active use at this stage, or is it still in an experimental phase?

  • How are bug fixes and feature requests currently being handled (e.g., should I submit PRs for these specific issues)?

Thanks for building this, and looking forward to your insights!

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