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This commit is contained in:
Dobromir Popov
2025-06-24 19:21:47 +03:00
parent 165b3be21a
commit 8a51ef8b8c
3 changed files with 234 additions and 35 deletions
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32
core/enhanced_orchestrator.py
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@ -171,19 +171,23 @@ class EnhancedTradingOrchestrator(TradingOrchestrator):
self.symbol_correlation_matrix = {} # Pre-computed correlations
# Initialize COB Integration for real-time market microstructure
# COMMENTED OUT: Causes async runtime error during sync initialization
# self.cob_integration = COBIntegration(
# data_provider=self.data_provider,
# symbols=self.symbols
# )
# # Register COB callbacks for CNN and RL models
# self.cob_integration.add_cnn_callback(self._on_cob_cnn_features)
# self.cob_integration.add_dqn_callback(self._on_cob_dqn_state)
# FIXED: Defer COB integration until async context is available
self.cob_integration = None
self.cob_integration_active = False
self._cob_integration_failed = False
# PROPERLY INITIALIZED: Create the COB integration instance synchronously
try:
self.cob_integration = COBIntegration(
data_provider=self.data_provider,
symbols=self.symbols
)
# Register COB callbacks for CNN and RL models
self.cob_integration.add_cnn_callback(self._on_cob_cnn_features)
self.cob_integration.add_dqn_callback(self._on_cob_dqn_state)
self.cob_integration_active = False # Will be set to True when started
self._cob_integration_failed = False
logger.info("COB Integration: Successfully initialized")
except Exception as e:
logger.warning(f"COB Integration: Failed to initialize - {e}")
self.cob_integration = None
self.cob_integration_active = False
self._cob_integration_failed = True
# COB feature storage for model integration
self.latest_cob_features: Dict[str, np.ndarray] = {}
@ -2897,9 +2901,11 @@ class EnhancedTradingOrchestrator(TradingOrchestrator):
logger.info("Starting COB integration for real-time market microstructure...")
await self.cob_integration.start()
self.cob_integration_active = True
logger.info("COB integration started successfully")
except Exception as e:
logger.error(f"Error starting COB integration: {e}")
self.cob_integration_active = False
async def stop_cob_integration(self):
"""Stop COB integration"""