Knuckles-Team Earnings Calendar Pipeline Workflow
Compose the named atomic skills without adding forecasting logic here.
Inputs
Provide the ticker universe and the lookahead window.
Steps
Step 0: web-search [skill: web-search]
Invoke $web-search with the workflow inputs to locate publicly
reported earnings-announcement dates for the universe.
Expected: earnings_date_source_packet
Step 1: quant-data-ingest [skill: quant-data-ingest] [depends_on: Step 0]
Invoke $quant-data-ingest with earnings_date_source_packet to
normalize the dates into the Timeseries Memory backend.
Expected: normalized_earnings_calendar
Output
Return normalized_earnings_calendar. Does not forecast surprises or trade
around the dates.
Execution
- Run first: Step 0 —
$web-search. - After level 0: Step 1 —
$quant-data-ingest.
Execution: If graph-os is reachable, offload the whole DAG via graph_orchestrate action=execute_workflow (or the kg-delegate skill) for true parallel/swarm execution. Otherwise execute the steps natively in dependency order: run steps with no unmet depends_on in parallel, then their dependents.