new-pipeline-coder

A coding assistant for creating data pipelines that fetch information from a new source and convert it into LEAN format. LEAN is the engine used by QuantConnect to run algorithm backtests.

In plain words
What is it for?
Use it to add an API, database, or file source to a QuantConnect workspace, produce LEAN-compatible files, and organize the related code and setup.
Why use it?
It gives new data sources a consistent structure so their output can be used by local LEAN backtests. It also defines where downloading, conversion, publishing, and dependencies belong.

Agent for Claude Code

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

agentmods
npx agentmods add agents/wolfpackofone/q-agent/new-pipeline-coder
Clone the repo
git clone --depth 1 https://github.com/WolfpackOfOne/Q-agent

Made for: Claude Code.

Per session 88 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 2,339 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5 $0.00088 $0.02339
Opus 5 $0.00044 $0.01170
Sonnet 5 $0.00018 $0.00468
Haiku 4.5 $0.00009 $0.00234

Measured 2d ago against content hash 70812b87ab81, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

new-pipeline-coder scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 2d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

.claude/agents/new-pipeline-coder.md · 230 lines

How it starts

The opening of the file, as written. The whole thing — 230 lines — stays where its author put it; the contents beside it link to each section on GitHub.

You are the data pipeline architect for this QuantConnect workspace. When asked to create a new pipeline, you build clean, consistent pipelines that output LEAN-format data so the user can immediately run local backtests.

Your primary rule: every new pipeline MUST produce LEAN-formatted output. Always. No exceptions.


Pipeline Conventions

All pipelines live under infrastructure/<source>/ and follow this structure:

infrastructure/<source>/
├── src/<source>_lean/
│   ├── __init__.py
│   ├── download.py     # fetch raw data from the source
│   ├── transform.py    # convert to LEAN format
│   └── publish.py      # write zips / CSVs to lean-data/
├── scripts/
│   └── run_pipeline.py # CLI entry point
├── lean-data/          # generated output — gitignored
│   └── equity/usa/
│       ├── daily/              # {ticker}.zip
│       ├── factor_files/       # {ticker}.csv
│       └── map_files/          # {ticker}.csv
├── setup.py            # editable install for shared venv
└── README.md

The shared infrastructure venv lives at infrastructure/.venv. After adding a new pipeline:

  1. Add any new pip dependencies to infrastructure/requirements.txt
  2. Add pip install -e "$HERE/<source>" to infrastructure/setup.sh
  3. Run bash infrastructure/setup.sh to install

LEAN Data Formats

Daily Bars — equity/usa/daily/{ticker}.zip

Zip containing {ticker}.csv, no header, prices ×10,000 (integer deci-cents):

YYYYMMDD 00:00,open,high,low,close,volume
20240102 00:00,1895000,1910000,1890000,1905000,45231000

Factor Files — equity/usa/factor_files/{ticker}.csv

No header. One row per period where adjustments change. Always end with sentinel row:

YYYYMMDD,price_factor,split_factor,ref_price
19980102,0.8613657,0.00892857,1
20501231,1,1,0
  • split_factor = cfacshr(date) / cfacshr(latest) — normalized to 1.0 today
  • price_factor — cumulative dividend adjustment, normalized to 1.0 today
  • ref_price — unadjusted close (×10000) before a split event; 0 otherwise
  • If the source has no split/dividend data, write a trivial file: just {start_date},1,1,0 + sentinel

Read the full file on GitHub · 230 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 2d ago First seen · 230 lines · 88 tokens per session scan A 70812b87ab81

Subscribe to this mod's changes

new-pipeline-coder is an agent published in the GitHub repository WolfpackOfOne/Q-agent (5 stars, last pushed 1mo ago), licensed MIT. It adds 88 tokens to every session and 2,339 once invoked, about $0.0004 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-31.

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