ml4t-build-bars skillA
ml4t-build-bars is agent-read markdown (skill) from ml4t/skills: Aggregate tick data into time, volume, and dollar bars. Use when resampling raw tick data into regular or information-driven bars..
Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.
What the file says
# Build Bars
Time bars sample by the clock, producing bars with wildly different information content - a 5-minute bar during the open contains 100x more trades than one at 2pm.
## The Problem
Standard time bars (1-min, 5-min, daily) sample at fixed intervals regardless of market activity. During high-volume periods, a single bar compresses thousands of trades; during quiet periods, a bar may contain just a handful. This creates heteroscedastic returns that violate the i.i.d. assumptions of most ML models. Volume and dollar bars sample by activity instead, producing bars with roughly equal information content and returns closer to normality.
## The Pattern
### WRONG
```python
import polars as pl
# Only using time bars - uneven information per bar
trades = pl.read_parquet("trades.parquet")
bars_5min = (
trades.group_by_dynamic("timestamp", every="5m")
.agg(
open=pl.col("price").first(),
close=pl.col("price").last(),
volume=pl.col("size").sum(),
)
)
# Bar at 9:30 has 5000 trades, bar at 14:00 has 50 trades
```
### CORRECT
```python
import numpy as np
import polars as pl
def bar_index(dollar_vol: np.ndarray, threshold: float) -> np.ndarray:
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-build-bars@git:20260921.f0ea019mdr add ml4t/skills/ml4t-build-bars@sha256:1f3fd6f903785d6cPin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.
[](https://markdownregistry.com/a/art_nujjwdl3we5jtxqr)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260921.f0ea019 latest | 2026-09-21 | f0ea019 | 4,837 B | A | view · diff |
| git:20260901.f84f825 | 2026-09-01 | f84f825 | 4,894 B | A | view · diff |
| git:20260901.32123e7 | 2026-09-01 | 32123e7 | 4,928 B | A | view · diff |
| git:20260901.c415df0 | 2026-09-01 | c415df0 | 4,664 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,674 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (4837 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_nujjwdl3we5jtxqr GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-build-bars GET https://markdownregistry.com/api/v1/blob/1f3fd6f903785d6c0d267aa79e2bf420d0976980af36eec5f16d9660a46350d6
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