Lucky.jl has a really interesting architecture. I just wish it were easier to use it with OnlineTechnicalIndicators.jl. I see that you even started an issue asking him about it.
I’ve been thinking about this problem space for a while, and the way he used Rocket.jl to organize his data pipeline feels elegant. He did a lot of things right. Even if I don’t end up using Lucky.jl for my own work, I think I will take a lot of inspiration from it.