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