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Quant Strategy Data Pipeline

Live demo, running on the actual sample data checked into the repo. Toggle between a healthy run, the schema-drift incident, and the verified fix below.

View source on GitHub ↗ Read the incident runbook ↗ Back to projects
Pipeline output
Sample output from the checked-in demo dates. Nothing is fetched live; this is the actual result of running the pipeline.
SLO breach. strategy_b is missing from strategy_pnl for 2026-07-24. Quarantine reason: missing expected column ProfitLossUSD. The source silently renamed it to PnLUSD. The other two strategies landed normally; see the runbook linked above for the full detection → fix timeline.
Fix verified. parse_strategy_b now accepts either ProfitLossUSD or PnLUSD. The source still hasn't reverted the rename as of 2026-07-25, and the pipeline handles it cleanly. Regression test: test_previously_incident_causing_column_rename_now_handled.
Firm net exposure
−$3.87M
Firm gross exposure
$64.91M
Strategies landed
3 / 3
Pipeline status
Healthy
PnL by strategy (USD)
Chart showing PnL by strategy; strategy_b is missing on the incident date because it was quarantined.
Quality checks

Numbers above are pulled directly from monitoring/reports/ and data/lake/ in the repo. Run make run DATE=2026-07-23, make incident DATE=2026-07-24, or make incident DATE=2026-07-25 yourself to reproduce them. Questions: nanjeshramesh7@gmail.com