Reference
Prepared kinds, Signal status, and readiness
Look up Prepared kinds, fidelity floors, storage and requirement states, Signal inputs/context/history/output contracts, implementation labels, Strategy-reference states, and exact V3 output identity.
App path
- Data Manager -> Prepared Data
- Signals -> Signal Library -> Inspector
- Strategies -> Strategy Library -> Signal Inputs
- Studies -> Readiness -> Prepared requirement plan
- System & Jobs -> Jobs
Use the owning status, not a friendly name
Prepared Data and Signals participate in several different status systems:
- Prepared storage state answers whether exact derived payload is usable now;
- Prepared requirement state answers whether a consumer can reuse or build what it needs;
- Signal Library state answers whether the declaration/source is installed;
- Signal readiness answers whether declared inputs and Instrument context can bind in this workspace;
- Strategy Signal-reference state answers whether one exact
signal_id:version:columnremains structurally and materially compatible; and - Study readiness answers whether the selected Dataset, window, parameters, topology, fidelity, runtime, and evidence request can execute.
Never collapse those into one Ready badge.
Prepared kind registry
| Public Prepared kind | Registry/manifest family | Primary purpose | Minimum source/parent evidence | Does not imply |
|---|---|---|---|---|
| Prepared Bars | PreparedBars | Time/tick/volume/range or other supported Bar context for Bar execution and downstream derivation | Canonical Bar-capable Dataset, Instrument, interval/alignment, coverage and session semantics | Intrabar event order |
| Prepared Arrays | PreparedArrays | Columnar projection for Vector discovery and array-native Signals | Compatible Bars or certified direct Dataset path, typed columns, alignment and data-view checksum | Higher fidelity than Bars |
| Bar Delta / Volumetric Summary | VolumetricSummary | One row per Bar with bid/ask/unknown classified volume, delta and compact order-flow fields | Compatible Bars plus trade classification evidence/policy | Price-level footprint detail or L1 market state |
| Volumetric Arrays | VolumetricArrays | Array projection of compatible Bar Delta fields | Exact Volumetric Summary parent and array schema | Independent trade evidence |
| Tick Replay | TickReplayData | Deterministic source-ordered trade replay bound to Bars | Eligible Trade source, exact Bars, ordering/tie-break, coverage and source roles | Bid/ask state or depth |
| Footprint / Volumetric Levels | PreparedFootprintLevels | Per-Bar, per-price-tick bid/ask/unknown volume, delta and trade count | Exact Tick Replay, Bars and classification policy | MBO queue or full book state |
| Feature Output | FeatureOutput | Versioned derived feature such as a profile level | Exact parent layer, implementation/configuration, output schema and coverage | A bindable Boolean Strategy condition unless declared as one |
| Depth Replay | DepthReplayData | Source-ordered L2 MBP or future certified L3 MBO reconstruction and runtime handoff | Exact depth source, Bars, schema, actions, snapshots/resets/gaps, ordering, anchors and capability | A broader level/model or Live equivalence |
| Signal Output | SignalOutput / signal_output_v3 | Materialized evaluation of one exact Signal over exact Prepared parents | Signal semantic revision, evaluator, parameter identity, parents, alignment, output schema, state bound and coverage | Strategy approval or universal runtime readiness |
Planned independent L1 Quote Replay
The intended L1 Quote Replay is a separate ordered best-bid/ask resource for Quote fidelity, with state anchors, resets, gaps, scope and trade-to-previously- knowable-state lookup. It can come from a compatible quote source or a certified level-0 projection from Depth.
It is not a current public Prepared kind in the capability registry. The reviewed build still attaches L1 context to some Tick artifacts and lacks the final independent L1 workflow. Treat it as planned/internal until its identity, build, lifecycle, runtime handoff and real-source fixtures pass.
Fidelity-to-Prepared requirements
| Requested execution fidelity | Intrinsic minimum | Possible additional requirements |
|---|---|---|
| Vector | Prepared Arrays compatible with Bar semantics | Feature/Signal Outputs and context required by the Strategy |
| Bar | Prepared Bars | Higher data floor from a Signal, volumetric/feature/output dependencies |
| Tick | Tick Replay plus exact Bars | Feature/Signal Outputs; no implicit L1 |
| Quote | Tick Replay plus independent L1 Quote Replay, or a certified Depth-to-L1 provider | Source scope, state anchors, continuous lookup, feature/Signal dependencies |
| Depth | Depth Replay at the exact L2 MBP or L3 MBO floor | Bars, market-state/runtime model, queue/liquidity semantics and outputs |
The effective data floor is the maximum of the selected fidelity, Strategy execution floor, and every Signal requirement. A Bar Study containing an L1 Signal still needs L1. Missing higher-fidelity data never triggers an unrecorded downgrade.
Prepared storage states
| State | Exact meaning | Normal response |
|---|---|---|
| Available | Required owned local payload is present | Use if coverage and semantic compatibility also match |
| Partial | Latest quality/coverage evidence is incomplete | Inspect source and consumer requirement; do not generalize beyond proved partitions |
| Stale | Current source, parent, implementation or semantic identity differs from the build | Revalidate the consumer and rebuild through the current plan |
| Evicted | Manifest/identity remains, but one or more payloads were deliberately removed | Let the consumer prepare again or use supported Rebuild |
| Missing | Catalog expects payload that is absent without an intentional eviction state | Verify data-root/storage integrity before rebuilding |
| Invalid | Quality or contract evidence failed | Correct the source/build; never force reuse or pin as a repair |
| Unknown | Projection cannot prove a normal local state | Refresh and inspect Advanced evidence and owning Job |
State alone is insufficient. Available with the wrong coverage, Dataset, schema, config, alignment, fidelity, build route, data-view checksum, or source role is not compatible.
Prepared requirement-plan states
The consumer-generated requirement plan classifies each exact need:
| Requirement outcome | Meaning |
|---|---|
| Reuse | One exact compatible Prepared identity covers the required request |
| Buildable | No reusable object exists, but the released owner can queue the exact prerequisite build |
| Missing source | Required Bar/Trade/Quote/Depth or parent data is absent |
| Ambiguous | More than one source/Prepared candidate could satisfy the role; operator/owner must bind exactly |
| Stale/incompatible | A candidate exists but identity, schema, coverage, alignment, data view, runtime or fidelity disagrees |
| Partial/continuity blocked | Coverage, anchors, snapshots, resets, gaps, partitions or source scope are insufficient |
| Capability blocked | The current product matrix cannot build or consume the requested cell |
| Unknown | The owner cannot prove a safe resolution; queueing fails closed |
Requirement-plan v2 is the executable authority. The Prepared inventory is a reader and lifecycle surface; creating a folder or cache row manually cannot satisfy a Study.
Prepared identity and reuse fields
A compatible Prepared object binds:
- kind and schema version;
- source Dataset and every parent Prepared ID;
- exact source role and Instrument/data-view identity;
- semantic configuration and config hash;
- coverage, sessions/alignment and required state anchors;
- build route, implementation and parity/certification evidence;
- partition and auxiliary checksums;
- availability/quality and retention state; and
- dependency/consumer claims.
Friendly Context, recency, local path, or matching columns are not identity.
Retention and lifecycle vocabulary
| Action/state | Effect | Boundary |
|---|---|---|
| Evictable | Default cache can be reclaimed under pressure | Does not mean unimportant or invalid |
| Pinned | Protects eligible partitions from automatic pressure eviction | Does not fix stale/partial/invalid data, extend coverage or preserve source Datasets |
| Rebuild | Queues supported reconstruction from retained semantic lineage | Does not change parameters or create a new intended context |
| Evict Files | Removes eligible owned payloads but retains catalog identity/lineage | Active/pinned/checked-out/job-owned partitions block |
| Delete Cache | Removes manifest, dependent closure and owned payloads through a governed claim/quarantine lifecycle | No in-place undo; never deletes canonical Dataset rows |
Signal Outputs do not expose manual Rebuild because their exact Signal, evaluator, parameters, parents, alignment, schema and state binding must be regenerated by a consumer/owned output workflow.
Signal declaration: required input sources
| Input source | Reference identifies | Typical Prepared minimum |
|---|---|---|
| Bar Field | Canonical/Prepared Bar column such as close or volume | Prepared Bars or compatible Arrays |
| Trade Field | Normalized trade/replay field | Tick Replay and exact trade semantics |
| Quote Field | L1 market-state field | Certified L1 Quote Replay or exact eligible Depth projection |
| Prepared Array Column | Typed reusable array column | Exact Prepared Arrays capability/alignment |
| Feature Output | Derived feature column and parent identity | Exact Feature Output version/configuration |
| Signal Output | Parent Signal ID/version/output column | Parent installed plus compatible signal_output_v3 or buildable dependency graph |
The declared dtype must match. Boolean, integer, float, enum and fixed-width shapes are not interchangeable. Similar labels do not count.
Signal Instrument and temporal requirements
A Signal can require non-column context:
- timezone;
- Tick Size/price increment;
- Point Value/contract economics; and
- Session Calendar.
These come from the exact Dataset/Instrument version. Do not enter ad hoc values inside the Signal to compensate for broken data lineage.
Maximum Signal History is derived from structural temporal access and current resolved parameters:
- no prior rows/bars;
- a finite lookback;
- session-reset history; or
- carried/unbounded state under an explicit state contract.
It includes transitive parent history and alignment. It never grants future rows. Secondary-source alignment uses a backward as-of lookup over eligible closed data with finite tolerance and explicit session-boundary policy; it cannot pull a later value backward or cross a forbidden session.
Signal Library and readiness states
Keep installation separate from data readiness.
| Layer/status | Meaning | Does not mean |
|---|---|---|
| Library: Current | Exact installed declaration/source is present and current | Inputs/target runtime are ready |
| Library: Missing from source | Catalog lineage remains but installed plugin/declaration source was not discovered | Existing Results were deleted |
| Ready | Every declared input has at least one compatible Prepared candidate, context resolves, and no current readiness finding remains | Certified for every Study, Paper or Live path |
| Needs Data | One or more inputs, dependencies or context requirements cannot bind in the current workspace | The declaration is invalid |
| Load Error | Plugin/declaration discovery failed or installed source is missing/broken | Stored lineage may be rewritten or ignored |
The current Signal inspector does not yet render the complete backend readiness projection. Strategy/Study validation remains the operator-visible source of final queueability until status, per-input candidates, unresolved inputs, resolved context, findings and plugin issues are exposed.
Signal implementation and streaming labels
| Label | Meaning | Remaining gate |
|---|---|---|
| Native | Declarative Signal Program or explicitly registered native/columnar kernel path exists | Typed lowering/kernel support, alignment, parity, state and target capability certification |
| Reference | Trusted authoring/parity code or explicitly supported offline reference evaluator | Never silently runs per optimizer trial or as a Python row-loop fallback; cannot satisfy native Paper/Live readiness |
| Declared Streamable | Author asserts streaming intent | No batch/stream proof yet |
| Streamable: Verified | Exact implementation passed applicable batch/stream or stateful parity | Still target-provider/runtime/capability specific |
Native is not a certification synonym. Python stream.update() is reference
behavior, not a Live fallback.
Strategy Signal-reference status
After a Signal is bound into a Strategy, the exact structured reference has its own lifecycle:
| Status | Meaning | Required response |
|---|---|---|
| Current | Declaration, version, column, dtype and at least one current V3 output match | Validate the exact Study context |
| Not built | Declaration is valid, but no compatible current output is cataloged | Let Study/owned workflow build it |
| Missing signal | No catalog declaration matches | Install/sync the exact Signal |
| Stale ref | Strategy names a different version from current catalog | Restore old version or intentionally create a new Strategy version |
| Missing column | Referenced output no longer exists | Rebind a current output in a new Strategy version |
| Dtype mismatch | Strategy input type differs from Signal output type | Rebind correctly; no silent cast |
| Ambiguous | Legacy/unstructured reference matches multiple declarations | Replace with signal_id:version:column |
| Stale output | Cached output rows do not match current declaration | Regenerate from the exact current plan; never relink storage |
Not built is a data-readiness condition. Missing, stale, ambiguous, missing-column and dtype-mismatch states are structural blockers.
Signal Output identity
signal_output_v3 identity binds:
- exact Signal ID and semantic revision/version;
- implementation/evaluator identity and provenance;
- resolved parameter vector/hash;
- exact primary, secondary and parent Signal Prepared inputs;
- Dataset/data-view, Instrument and session context;
- alignment, warm-up and temporal-state policy;
- output column IDs, dtypes, roles and schema;
- effective coverage and partition checksums; and
- build Job and app/runtime revision.
Changing any semantic field requires a different output. A current-looking column name cannot make old rows compatible.
Readiness decision order
Use this order to avoid circular repairs:
- confirm exact Signal ID/version/source and declaration validity;
- review input refs, dtypes, parameters, Instrument context, temporal access and output schema;
- resolve parent Signal versions and dependency cycles;
- choose the exact Dataset/source roles and window in the consuming Strategy Study;
- let the requirement plan find reusable/buildable Prepared parents;
- resolve missing, ambiguous, stale, partial or capability-blocked layers;
- verify implementation, compile/evaluator and target certification;
- Estimate again after every material edit; and
- after completion, compare requested/effective fidelity and exact Prepared/ Signal Output lineage in the Result.
General Signal Ready does not override a Study's exact window, parameters, fidelity, evaluator, execution model, or evidence blocker.
Technical readiness resolution
exact Signal declaration
-> expand transitive inputs and temporal/context requirements
-> resolve exact Dataset and Prepared source candidates
-> reject missing/stale/ambiguous/incompatible references
-> derive build/reuse graph and Signal Output identity
-> validate implementation/evaluator/certification for the Study cell
-> queue dependency-first durable builds once per exact identity
-> execute Strategy candidates against the resolved outputsThe backend readiness projection preserves required_inputs, per-input
resolutions, eligible candidates, unresolved inputs, resolved context, typed
findings and plugin issues separately. load_error wins when discovery issues
exist; otherwise unresolved input/findings produce needs_data; only the clean
case produces ready. That projection does not select a final consumer binding
or grant queue authority.
Next
Use Prepared Data: Build, Reuse, and Retention for lifecycle controls, Read Inputs, Parameters, Outputs, and Readiness for Signal inspection, and Build and Manage Signal Outputs for the currently gated explicit-output workflow.