fix cob imba history

web/clean_dashboard.py

@@ -1307,13 +1307,23 @@ class CleanTradingDashboard:
             return []
     
     def _add_signals_to_mini_chart(self, fig: go.Figure, symbol: str, ws_data_1s: pd.DataFrame, row: int = 2):
-        """Add ALL signals (executed and non-executed) to the 1s mini chart - FIXED PERSISTENCE"""
+        """Add signals to the 1s mini chart - LIMITED TO PRICE DATA TIME RANGE"""
         try:
-            if not self.recent_decisions:
+            if not self.recent_decisions or ws_data_1s is None or ws_data_1s.empty:
                 return
             
-            # Show ALL signals on the mini chart - EXTEND HISTORY for better visibility
+            # Get the time range of the price data
-            all_signals = self.recent_decisions[-200:]  # Last 200 signals (increased from 100)
+            try:
+                price_start_time = pd.to_datetime(ws_data_1s.index.min())
+                price_end_time = pd.to_datetime(ws_data_1s.index.max())
+            except Exception:
+                # Fallback if index is not datetime
+                logger.debug(f"[MINI-CHART] Could not parse datetime index, skipping signal filtering")
+                price_start_time = None
+                price_end_time = None
+            
+            # Filter signals to only show those within the price data time range
+            all_signals = self.recent_decisions[-200:]  # Last 200 signals
             
             buy_signals = []
             sell_signals = []
@@ -1356,6 +1366,11 @@ class CleanTradingDashboard:
                 if not signal_time:
                     continue
                 
+                # FILTER: Only show signals within the price data time range
+                if price_start_time is not None and price_end_time is not None:
+                    if signal_time < price_start_time or signal_time > price_end_time:
+                        continue
+                
                 # Get signal attributes with safe defaults
                 signal_price = self._get_signal_attribute(signal, 'price', 0)
                 signal_action = self._get_signal_attribute(signal, 'action', 'HOLD')
@@ -1593,7 +1608,7 @@ class CleanTradingDashboard:
             if total_signals > 0:
                 manual_count = len([s for s in buy_signals + sell_signals if s.get('manual', False)])
                 ml_count = len([s for s in buy_signals + sell_signals if not s.get('manual', False) and s['executed']])
-                logger.debug(f"[MINI-CHART] Added {total_signals} signals: {len(buy_signals)} BUY, {len(sell_signals)} SELL ({manual_count} manual, {ml_count} ML)")
+                logger.debug(f"[MINI-CHART] Added {total_signals} signals within price range {price_start_time} to {price_end_time}: {len(buy_signals)} BUY, {len(sell_signals)} SELL ({manual_count} manual, {ml_count} ML)")
                     
         except Exception as e:
             logger.warning(f"Error adding signals to mini chart: {e}")
@@ -2956,6 +2971,10 @@ class CleanTradingDashboard:
             market_state['minute_of_hour'] = now.minute
             market_state['day_of_week'] = now.weekday()
             
+            # Add cumulative imbalance features
+            cumulative_imbalance = self._calculate_cumulative_imbalance(symbol)
+            market_state.update(cumulative_imbalance)
+            
             return market_state
             
         except Exception as e:
@@ -3142,6 +3161,10 @@ class CleanTradingDashboard:
                 'update_frequency_estimate': self._estimate_cob_update_frequency(symbol)
             }
             
+            # 5. Cumulative imbalance data for model training
+            cumulative_imbalance = self._calculate_cumulative_imbalance(symbol)
+            cob_snapshot['cumulative_imbalance'] = cumulative_imbalance
+            
             # 5. Cross-symbol reference (BTC for ETH models)
             if symbol == 'ETH/USDT':
                 btc_reference = self._get_btc_reference_for_eth_training()
@@ -3811,9 +3834,9 @@ class CleanTradingDashboard:
         for name, duration in periods.items():
             recent_imbalances = []
             for snap in history:
-                 # Check if snap is a valid object with timestamp and stats
+                # Check if snap is a valid dict with timestamp and stats
-                if hasattr(snap, 'timestamp') and (now - snap.timestamp <= duration) and hasattr(snap, 'stats') and snap.stats:
+                if isinstance(snap, dict) and 'timestamp' in snap and (now - snap['timestamp'] <= duration) and 'stats' in snap and snap['stats']:
-                    imbalance = snap.stats.get('imbalance')
+                    imbalance = snap['stats'].get('imbalance')
                     if imbalance is not None:
                         recent_imbalances.append(imbalance)
 
@@ -3822,6 +3845,10 @@ class CleanTradingDashboard:
             else:
                 stats[name] = 0.0
         
+        # Debug logging to verify cumulative imbalance calculation
+        if any(value != 0.0 for value in stats.values()):
+            logger.debug(f"[CUMULATIVE-IMBALANCE] {symbol}: {stats}")
+        
         return stats
     
     def _connect_to_orchestrator(self):