COB heatmap!
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@ -165,6 +165,20 @@ class StandardizedDataProvider(DataProvider):
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pivot_points=pivot_points,
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last_predictions=last_predictions
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)
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# Attach COB heatmap (visual+model optional input), fixed scope defaults
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try:
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times, prices, matrix = self.get_cob_heatmap_matrix(
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symbol=symbol,
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seconds=300,
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bucket_radius=10,
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metric='imbalance'
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)
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base_input.cob_heatmap_times = times
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base_input.cob_heatmap_prices = prices
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base_input.cob_heatmap_values = matrix
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except Exception as _hm_ex:
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logger.debug(f"COB heatmap not attached for {symbol}: {_hm_ex}")
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# Validate the input
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if not base_input.validate():
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