diff --git a/.kiro/specs/multi-modal-trading-system/tasks.md b/.kiro/specs/multi-modal-trading-system/tasks.md index e69de29..3de6659 100644 --- a/.kiro/specs/multi-modal-trading-system/tasks.md +++ b/.kiro/specs/multi-modal-trading-system/tasks.md @@ -0,0 +1,245 @@ +# Implementation Plan + +## Data Provider and Processing + +- [ ] 1. Enhance the existing DataProvider class + - Extend the current implementation in core/data_provider.py + - Ensure it supports all required timeframes (1s, 1m, 1h, 1d) + - Implement better error handling and fallback mechanisms + - _Requirements: 1.1, 1.2, 1.3, 1.6_ + +- [ ] 1.1. Implement Williams Market Structure pivot point calculation + - Create a dedicated method for identifying pivot points + - Implement the recursive pivot point calculation as described + - Add unit tests to verify pivot point detection accuracy + - _Requirements: 1.5, 2.7_ + +- [ ] 1.2. Optimize data caching for better performance + - Implement efficient caching strategies for different timeframes + - Add cache invalidation mechanisms + - Ensure thread safety for cache access + - _Requirements: 1.6, 8.1_ + +- [ ] 1.3. Enhance real-time data streaming + - Improve WebSocket connection management + - Implement reconnection strategies + - Add data validation to ensure data integrity + - _Requirements: 1.6, 8.5_ + +- [ ] 1.4. Implement data normalization + - Normalize data based on the highest timeframe + - Ensure relationships between different timeframes are maintained + - Add unit tests to verify normalization correctness + - _Requirements: 1.8, 2.1_ + +## CNN Model Implementation + +- [ ] 2. Design and implement the CNN model architecture + - Create a CNNModel class that accepts multi-timeframe and multi-symbol data + - Implement the model using PyTorch or TensorFlow + - Design the architecture with convolutional, LSTM/GRU, and attention layers + - _Requirements: 2.1, 2.2, 2.8_ + +- [ ] 2.1. Implement pivot point prediction + - Create a PivotPointPredictor class + - Implement methods to predict pivot points for each timeframe + - Add confidence score calculation for predictions + - _Requirements: 2.2, 2.3, 2.6_ + +- [ ] 2.2. Implement CNN training pipeline + - Create a CNNTrainer class + - Implement methods for training the model on historical data + - Add mechanisms to trigger training when new pivot points are detected + - _Requirements: 2.4, 2.5, 5.2, 5.3_ + +- [ ] 2.3. Implement CNN inference pipeline + - Create methods for real-time inference + - Ensure hidden layer states are accessible for the RL model + - Optimize for performance to minimize latency + - _Requirements: 2.2, 2.6, 2.8_ + +- [ ] 2.4. Implement model evaluation and validation + - Create methods to evaluate model performance + - Implement metrics for prediction accuracy + - Add validation against historical pivot points + - _Requirements: 2.5, 5.8_ + +## RL Model Implementation + +- [ ] 3. Design and implement the RL model architecture + - Create an RLModel class that accepts market data and CNN outputs + - Implement the model using PyTorch or TensorFlow + - Design the architecture with state representation, action space, and reward function + - _Requirements: 3.1, 3.2, 3.7_ + +- [ ] 3.1. Implement trading action generation + - Create a TradingActionGenerator class + - Implement methods to generate buy/sell recommendations + - Add confidence score calculation for actions + - _Requirements: 3.2, 3.7_ + +- [ ] 3.2. Implement RL training pipeline + - Create an RLTrainer class + - Implement methods for training the model on historical data + - Add experience replay for improved sample efficiency + - _Requirements: 3.3, 3.5, 5.4_ + +- [ ] 3.3. Implement RL inference pipeline + - Create methods for real-time inference + - Optimize for performance to minimize latency + - Ensure proper handling of CNN inputs + - _Requirements: 3.1, 3.2, 3.4_ + +- [ ] 3.4. Implement model evaluation and validation + - Create methods to evaluate model performance + - Implement metrics for trading performance + - Add validation against historical trading opportunities + - _Requirements: 3.3, 5.8_ + +## Orchestrator Implementation + +- [ ] 4. Design and implement the orchestrator architecture + - Create an Orchestrator class that accepts inputs from CNN and RL models + - Implement the Mixture of Experts (MoE) approach + - Design the architecture with gating network and decision network + - _Requirements: 4.1, 4.2, 4.5_ + +- [ ] 4.1. Implement decision-making logic + - Create a DecisionMaker class + - Implement methods to make final trading decisions + - Add confidence-based filtering + - _Requirements: 4.2, 4.3, 4.4_ + +- [ ] 4.2. Implement MoE gateway + - Create a MoEGateway class + - Implement methods to determine which expert to trust + - Add mechanisms for future model integration + - _Requirements: 4.5, 8.2_ + +- [ ] 4.3. Implement configurable thresholds + - Add parameters for entering and exiting positions + - Implement methods to adjust thresholds dynamically + - Add validation to ensure thresholds are within reasonable ranges + - _Requirements: 4.8, 6.7_ + +- [ ] 4.4. Implement model evaluation and validation + - Create methods to evaluate orchestrator performance + - Implement metrics for decision quality + - Add validation against historical trading decisions + - _Requirements: 4.6, 5.8_ + +## Trading Executor Implementation + +- [ ] 5. Design and implement the trading executor + - Create a TradingExecutor class that accepts trading actions from the orchestrator + - Implement order execution through brokerage APIs + - Add order lifecycle management + - _Requirements: 7.1, 7.2, 8.6_ + +- [ ] 5.1. Implement brokerage API integrations + - Create a BrokerageAPI interface + - Implement concrete classes for MEXC and Binance + - Add error handling and retry mechanisms + - _Requirements: 7.1, 7.2, 8.6_ + +- [ ] 5.2. Implement order management + - Create an OrderManager class + - Implement methods for creating, updating, and canceling orders + - Add order tracking and status updates + - _Requirements: 7.1, 7.2, 8.6_ + +- [ ] 5.3. Implement error handling + - Add comprehensive error handling for API failures + - Implement circuit breakers for extreme market conditions + - Add logging and notification mechanisms + - _Requirements: 7.1, 7.2, 8.6_ + +## Risk Manager Implementation + +- [ ] 6. Design and implement the risk manager + - Create a RiskManager class + - Implement risk parameter management + - Add risk metric calculation + - _Requirements: 7.1, 7.3, 7.4_ + +- [ ] 6.1. Implement stop-loss functionality + - Create a StopLossManager class + - Implement methods for creating and managing stop-loss orders + - Add mechanisms to automatically close positions when stop-loss is triggered + - _Requirements: 7.1, 7.2_ + +- [ ] 6.2. Implement position sizing + - Create a PositionSizer class + - Implement methods for calculating position sizes based on risk parameters + - Add validation to ensure position sizes are within limits + - _Requirements: 7.3, 7.7_ + +- [ ] 6.3. Implement risk metrics + - Add methods to calculate risk metrics (drawdown, VaR, etc.) + - Implement real-time risk monitoring + - Add alerts for high-risk situations + - _Requirements: 7.4, 7.5, 7.6, 7.8_ + +## Dashboard Implementation + +- [ ] 7. Design and implement the dashboard UI + - Create a Dashboard class + - Implement the web-based UI using Flask/Dash + - Add real-time updates using WebSockets + - _Requirements: 6.1, 6.8_ + +- [ ] 7.1. Implement chart management + - Create a ChartManager class + - Implement methods for creating and updating charts + - Add interactive features (zoom, pan, etc.) + - _Requirements: 6.1, 6.2_ + +- [ ] 7.2. Implement control panel + - Create a ControlPanel class + - Implement start/stop toggles for system processes + - Add sliders for adjusting buy/sell thresholds + - _Requirements: 6.6, 6.7_ + +- [ ] 7.3. Implement system status display + - Add methods to display training progress + - Implement model performance metrics visualization + - Add real-time system status updates + - _Requirements: 6.5, 5.6_ + +- [ ] 7.4. Implement server-side processing + - Ensure all processes run on the server without requiring the dashboard to be open + - Implement background tasks for model training and inference + - Add mechanisms to persist system state + - _Requirements: 6.8, 5.5_ + +## Integration and Testing + +- [ ] 8. Integrate all components + - Connect the data provider to the CNN and RL models + - Connect the CNN and RL models to the orchestrator + - Connect the orchestrator to the trading executor + - _Requirements: 8.1, 8.2, 8.3_ + +- [ ] 8.1. Implement comprehensive unit tests + - Create unit tests for each component + - Implement test fixtures and mocks + - Add test coverage reporting + - _Requirements: 8.1, 8.2, 8.3_ + +- [ ] 8.2. Implement integration tests + - Create tests for component interactions + - Implement end-to-end tests + - Add performance benchmarks + - _Requirements: 8.1, 8.2, 8.3_ + +- [ ] 8.3. Implement backtesting framework + - Create a backtesting environment + - Implement methods to replay historical data + - Add performance metrics calculation + - _Requirements: 5.8, 8.1_ + +- [ ] 8.4. Optimize performance + - Profile the system to identify bottlenecks + - Implement optimizations for critical paths + - Add caching and parallelization where appropriate + - _Requirements: 8.1, 8.2, 8.3_ \ No newline at end of file