fix pivots display

This commit is contained in:
Dobromir Popov
2025-10-20 16:17:43 +03:00
parent e993bc2831
commit a8ea9b24c0
6 changed files with 1314 additions and 139 deletions

View File

@@ -102,7 +102,10 @@
- Test query performance and latency
- _Requirements: 6.1, 6.2, 6.5, 9.2, 9.3_
- [ ] 5. Implement data ingestion pipeline
- [-] 5. Implement data ingestion pipeline
- [ ] 5.1 Create DataIngestionPipeline class
- Implement batch write buffers for OHLCV, order book, and trade data
- Add batch size and timeout configuration
@@ -110,21 +113,25 @@
- Add error handling and retry logic
- _Requirements: 2.5, 5.3, 9.1, 9.4_
- [ ] 5.2 Implement OHLCV ingestion
- [x] 5.2 Implement OHLCV ingestion
- Write ingest_ohlcv_candle() method
- Add immediate cache write
- Implement batch buffering for database writes
- Add data validation before ingestion
- _Requirements: 2.1, 2.2, 2.5, 5.1, 5.3, 9.1, 9.4, 10.1, 10.2_
- [ ] 5.3 Implement order book ingestion
- [x] 5.3 Implement order book ingestion
- Write ingest_orderbook_snapshot() method
- Calculate and cache imbalance metrics
- Implement batch buffering for database writes
- Add data validation before ingestion
- _Requirements: 2.1, 2.2, 4.1, 4.2, 4.3, 5.1, 5.3, 9.1, 9.4, 10.3_
- [ ] 5.4 Implement retry logic and error handling
- [x] 5.4 Implement retry logic and error handling
- Create RetryableDBOperation wrapper class
- Implement exponential backoff retry strategy
- Add comprehensive error logging
@@ -138,13 +145,17 @@
- Test error handling and retry logic
- _Requirements: 2.5, 5.3, 9.1, 9.4_
- [ ] 6. Implement unified data provider API
- [ ] 6.1 Create UnifiedDataProvider class
- [x] 6. Implement unified data provider API
- [x] 6.1 Create UnifiedDataProvider class
- Initialize with database connection pool and cache manager
- Configure symbols and timeframes
- Add connection to existing DataProvider components
- _Requirements: 1.1, 1.2, 1.3_
- [ ] 6.2 Implement get_inference_data() method
- Handle timestamp=None for real-time data from cache
- Handle specific timestamp for historical data from database
@@ -153,11 +164,13 @@
- Return standardized InferenceDataFrame
- _Requirements: 1.1, 1.2, 1.3, 1.4, 1.5, 5.2, 6.1, 6.2, 6.3, 6.4, 7.1, 7.2, 7.3_
- [ ] 6.3 Implement get_multi_timeframe_data() method
- Query multiple timeframes efficiently
- Align timestamps across timeframes
- Handle missing data by generating from lower timeframes
- Return dictionary mapping timeframe to DataFrame
- _Requirements: 3.1, 3.2, 3.3, 3.4, 6.1, 6.2, 6.3, 10.5_
- [ ] 6.4 Implement get_order_book_data() method