predict price direction

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Dobromir Popov
2025-07-27 23:20:47 +03:00
parent dfa18035f1
commit 39267697f3
4 changed files with 572 additions and 101 deletions

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@ -72,8 +72,10 @@ Based on the existing implementation in `core/data_provider.py`, we'll enhance i
- OHCLV: 300 frames of (1s, 1m, 1h, 1d) ETH + 300s of 1s BTC
- COB: for each 1s OHCLV we have +- 20 buckets of COB ammounts in USD
- 1,5,15 and 60s MA of the COB imbalance counting +- 5 COB buckets
- ***OUTPUTS***: suggested trade action (BUY/SELL)
- ***OUTPUTS***:
- suggested trade action (BUY/SELL/HOLD). Paired with confidence
- immediate price movement drection vector (-1: vertical down, 1: vertical up, 0: horizontal) - linear; with it's own confidence
# Standardized input for all models:
{
'primary_symbol': 'ETH/USDT',