A model that cannot ingest clean data or cannot be imported from another script is a demonstration, not a deliverable. This topic closes the programme: deepen API ingestion into a time-indexed frame without hard-coded secrets, treat SQL as the system of record for prices, package the pricer as an importable module, and run an applied project that loads a panel, estimates risk inputs, prices one instrument and tests an identity.
By the end of this note you should be able to:
- parse an API-like payload into a validated
DatetimeIndexframe and handle missing fields; - design a small SQLite price schema and query a panel from Python;
- lay out a minimal package and import the pricer from a separate script;
- execute the capstone workflow and change one input to recompute.
In this lesson
- Contents
- The big picture
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