Full signals pipeline


I’ve recently been working on a Signals Pipeline. No secret sauce. As most of the ideas or even the code I used are from previous forum posts or messages from Rocketchat, I’ve open sourced it.

Used to work on a low memory machine so there is a lot of parquet column read/write to disk (that’s not the case anymore and might also be noticed on most recent parts of the code).

Hope someone finds it useful.
Any feedback is more than welcome!

The current validation metrics look like this:

Thanks to the whole community, especially to @jrdi @habakan @joakim_arvidsson @kunigaku @ageonsen @katsu1110