Automated High-Frequency Trading Strategy Pipeline

Design a complete Python-based trading strategy pipeline using pandas and numpy that implements real-time market signal detection, risk-adjusted position sizing, and automated trade execution. Include machine learning components for predictive alpha generation, with specific requirements: integrate live market data APIs, implement robust error handling for market connectivity, and create a modular architecture supporting multiple asset classes. Demonstrate how the system handles latency, manages transaction costs, and provides comprehensive performance logging.