COB heatmap!

This commit is contained in:
Dobromir Popov
2025-08-08 18:11:26 +03:00
parent b15ea82be8
commit 70aa9ed6b7
3 changed files with 100 additions and 0 deletions

View File

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