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15. wip

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Dobromir Popov
2025-08-05 00:38:41 +03:00
parent 3bbfde5d2b
commit 3e0d7d5a99
7 changed files with 30 additions and 127 deletions
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10
COBY/processing/quality_checker.py
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@ -94,8 +94,9 @@ class DataQualityChecker:
if issues:
logger.debug(f"Order book quality issues for {orderbook.symbol}@{orderbook.exchange}: {issues}")
return quality_score, issues de
f check_trade_quality(self, trade: TradeEvent) -> Tuple[float, List[str]]:
return quality_score, issues
def check_trade_quality(self, trade: TradeEvent) -> Tuple[float, List[str]]:
"""
Check trade data quality.
@ -197,8 +198,9 @@ f check_trade_quality(self, trade: TradeEvent) -> Tuple[float, List[str]]:
if orderbook.bids[0].price >= orderbook.asks[0].price:
issues.append("Best bid >= best ask (crossed book)")
return issues def
_check_orderbook_volumes(self, orderbook: OrderBookSnapshot) -> List[str]:
return issues
def _check_orderbook_volumes(self, orderbook: OrderBookSnapshot) -> List[str]:
"""Check order book volume validity"""
issues = []