PulseTrade.MarketData.TAResearch 0.1.0-alpha8

.NET 10.0 This package targets .NET 10.0. The package is compatible with this framework or higher.
This is a prerelease version of PulseTrade.MarketData.TAResearch. 
dotnet add package PulseTrade.MarketData.TAResearch --version 0.1.0-alpha8
                    


                    

                
NuGet\Install-Package PulseTrade.MarketData.TAResearch -Version 0.1.0-alpha8
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="PulseTrade.MarketData.TAResearch" Version="0.1.0-alpha8" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="PulseTrade.MarketData.TAResearch" Version="0.1.0-alpha8" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="PulseTrade.MarketData.TAResearch" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add PulseTrade.MarketData.TAResearch --version 0.1.0-alpha8
                    


                    

                
#r "nuget: PulseTrade.MarketData.TAResearch, 0.1.0-alpha8"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package PulseTrade.MarketData.TAResearch@0.1.0-alpha8
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=PulseTrade.MarketData.TAResearch&version=0.1.0-alpha8&prerelease
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=PulseTrade.MarketData.TAResearch&version=0.1.0-alpha8&prerelease
                    


                            Install as a Cake Tool

PulseTrade.MarketData.TAResearch

本package將validated 1-minute TaOhlcvBar deterministically materialize為5/30/60分鐘epoch-aligned bars，或透過caller提供的source calendar/session resolver產生930分鐘session bar；另提供不依賴collector/provider process的query-only composition boundary。

Boundary

  • 不接provider SDK object。
  • 不保存raw tick，不建立live tick history。
  • live TradeTick先由既有PTMD Storage bounded current-1m materializer轉成1m row，再由adapter轉成TaOhlcvBar。
  • 930K不得呼叫epoch-aligned API；必須使用aggregateSession與registered policy id。
  • 缺bar、不連續或未sealed的window輸出IsPartial=true與gapOrIncomplete quality bit，不假裝complete。
  • TaResearchQueryOnlyRuntime只依賴ITaResearchQueryProvider；它在provider I/O前驗證range/delta，並將provider exception轉為typed failure。SQL設定、process lifecycle與hosting不屬於此package。
  • MdcCmeSessionCalendar只接受revisioned registered entries；跨UTC日930-minute session可映射到明確TradingDay，holiday/missing/invalid duration fail closed。package不硬編會過期的交易日曆。
  • TaReconcileRuntime只接受registered source、projection sink與query provider；projection完成後以bounded readback、coverage與canonical checksum驗證，decimal checksum不受SQL scale差異影響。

API

let fiveMinute =
    TaOhlcvMaterializer.aggregateEpochAligned 5 oneMinuteBars

let mdc930 =
    TaOhlcvMaterializer.aggregateSession mdcHalfDayResolver oneMinuteBars

let envelopes =
    TaOhlcvMaterializer.toEnvelopes firstRevision "khistory-reconcile" fiveMinute.Rows

let queryOnly =
    TaResearchQueryOnlyRuntime.defaults sqlQueryProvider

let reply =
    TaResearchQueryOnlyRuntime.queryRangeAsync queryOnly query cancellationToken

let calendar =
    MdcCmeSessionCalendar.create policyId calendarRevision registeredSessions

let reconcile =
    TaReconcileRuntime.defaults registeredSources projectionSink queryProvider

TaSessionWindowResolver由source/calendar adapter提供；MdcCmeSessionCalendar只負責驗證與解析host注入的revisioned entries，不宣稱自身是交易所calendar source。

Product Compatible and additional computed target framework versions.
.NET net10.0 is compatible.  net10.0-android was computed.  net10.0-browser was computed.  net10.0-ios was computed.  net10.0-maccatalyst was computed.  net10.0-macos was computed.  net10.0-tvos was computed.  net10.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

NuGet packages (1)

Showing the top 1 NuGet packages that depend on PulseTrade.MarketData.TAResearch:

Package Downloads
PulseTrade.MarketData.TAResearch.Host

Query-only HTTP host for PTMD TAResearch SQL serving store.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
0.1.0-alpha8 76 7/12/2026
0.1.0-alpha7 64 7/12/2026
0.1.0-alpha11 63 7/12/2026
0.1.0-alpha10 59 7/12/2026