Over the past several months since we released fetcher, we've seen heavy use and received a number of suggestions for improvements. As we did with the proposal for history management, we started the design process for our revisions with a spec/help file of the new feature.
You can read the proposal here: https://gist.github.com/fawce/7154053
The thrust of the proposal is three changes:
- allow fetcher data sets to define universes on a daily basis
- more clearly separate fetching signal/indicator data and fetching stock data
- higher fidelity between fetcher powered backtests and fetcher powered live trading
Thank you to everyone who has given us direction, feedback, and advice on the forums, in feedback submissions, and in person at meetups.
We look forward to finalizing the design with your help.