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