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improve training and model data

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This commit is contained in:
Dobromir Popov
2025-07-07 15:48:25 +03:00
parent 271e7d59b5
commit 2d8f763eeb
16 changed files with 2047 additions and 1699 deletions
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52
core/cob_integration.py
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@ -88,7 +88,7 @@ class COBIntegration:
# Start COB provider streaming
try:
logger.info("Starting COB provider streaming...")
await self.cob_provider.start_streaming()
await self.cob_provider.start_streaming()
except Exception as e:
logger.error(f"Error starting COB provider streaming: {e}")
# Start a background task instead
@ -112,7 +112,7 @@ class COBIntegration:
"""Stop COB integration"""
logger.info("Stopping COB Integration")
if self.cob_provider:
await self.cob_provider.stop_streaming()
await self.cob_provider.stop_streaming()
logger.info("COB Integration stopped")
def add_cnn_callback(self, callback: Callable[[str, Dict], None]):
@ -313,7 +313,7 @@ class COBIntegration:
# Get fixed bucket size for the symbol
bucket_size = 1.0 # Default bucket size
if self.cob_provider:
bucket_size = self.cob_provider.fixed_usd_buckets.get(symbol, 1.0)
bucket_size = self.cob_provider.fixed_usd_buckets.get(symbol, 1.0)
# Calculate price range for buckets
mid_price = cob_snapshot.volume_weighted_mid
@ -359,15 +359,15 @@ class COBIntegration:
# Get actual Session Volume Profile (SVP) from trade data
svp_data = []
if self.cob_provider:
try:
svp_result = self.cob_provider.get_session_volume_profile(symbol, bucket_size)
if svp_result and 'data' in svp_result:
svp_data = svp_result['data']
logger.debug(f"Retrieved SVP data for {symbol}: {len(svp_data)} price levels")
else:
logger.warning(f"No SVP data available for {symbol}")
except Exception as e:
logger.error(f"Error getting SVP data for {symbol}: {e}")
try:
svp_result = self.cob_provider.get_session_volume_profile(symbol, bucket_size)
if svp_result and 'data' in svp_result:
svp_data = svp_result['data']
logger.debug(f"Retrieved SVP data for {symbol}: {len(svp_data)} price levels")
else:
logger.warning(f"No SVP data available for {symbol}")
except Exception as e:
logger.error(f"Error getting SVP data for {symbol}: {e}")
# Generate market stats
stats = {
@ -405,18 +405,18 @@ class COBIntegration:
# Get additional real-time stats
realtime_stats = {}
if self.cob_provider:
try:
realtime_stats = self.cob_provider.get_realtime_stats(symbol)
if realtime_stats:
stats['realtime_1s'] = realtime_stats.get('1s_stats', {})
stats['realtime_5s'] = realtime_stats.get('5s_stats', {})
else:
stats['realtime_1s'] = {}
stats['realtime_5s'] = {}
except Exception as e:
logger.error(f"Error getting real-time stats for {symbol}: {e}")
try:
realtime_stats = self.cob_provider.get_realtime_stats(symbol)
if realtime_stats:
stats['realtime_1s'] = realtime_stats.get('1s_stats', {})
stats['realtime_5s'] = realtime_stats.get('5s_stats', {})
else:
stats['realtime_1s'] = {}
stats['realtime_5s'] = {}
except Exception as e:
logger.error(f"Error getting real-time stats for {symbol}: {e}")
stats['realtime_1s'] = {}
stats['realtime_5s'] = {}
return {
'type': 'cob_update',
@ -487,9 +487,9 @@ class COBIntegration:
try:
for symbol in self.symbols:
if self.cob_provider:
cob_snapshot = self.cob_provider.get_consolidated_orderbook(symbol)
if cob_snapshot:
await self._analyze_cob_patterns(symbol, cob_snapshot)
cob_snapshot = self.cob_provider.get_consolidated_orderbook(symbol)
if cob_snapshot:
await self._analyze_cob_patterns(symbol, cob_snapshot)
await asyncio.sleep(1)
@ -655,7 +655,7 @@ class COBIntegration:
except Exception as e:
logger.error(f"Error getting NN stats for {symbol}: {e}")
return {}
return {}
def get_realtime_stats(self):
# Added null check to ensure the COB provider is initialized