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@@ -34,7 +34,7 @@ comprehensive_state = self.state_builder.build_rl_state(
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## Real Data Sources Integration
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### 1. Tick Data (300s Window) ✅
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### 1. Tick Data (300s Window)
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**Source**: Your dashboard's "Tick Cache: 129 ticks"
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```python
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def _get_recent_tick_data_for_rl(self, symbol: str, seconds: int = 300):
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@@ -43,7 +43,7 @@ def _get_recent_tick_data_for_rl(self, symbol: str, seconds: int = 300):
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# Converts to RL format with momentum detection
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```
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### 2. Multi-timeframe OHLCV ✅
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### 2. Multi-timeframe OHLCV
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**Source**: Your dashboard's "1s Bars: 128 bars" + historical data
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```python
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def _get_multiframe_ohlcv_for_rl(self, symbol: str):
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@@ -51,21 +51,21 @@ def _get_multiframe_ohlcv_for_rl(self, symbol: str):
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# Gets real OHLCV data with technical indicators (RSI, MACD, BB, etc.)
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```
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### 3. BTC Reference Data ✅
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### 3. BTC Reference Data
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**Source**: Same data provider, BTC/USDT symbol
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```python
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btc_reference_data = self._get_multiframe_ohlcv_for_rl('BTC/USDT')
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# Provides correlation analysis for ETH decisions
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```
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### 4. Williams Market Structure ✅
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### 4. Williams Market Structure
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**Source**: Calculated from real 1m OHLCV data
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```python
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pivot_data = self.williams_structure.calculate_recursive_pivot_points(ohlc_array)
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# Implements your specified 5-level recursive pivot system
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```
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### 5. CNN Integration Framework ✅
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### 5. CNN Integration Framework
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**Ready for**: CNN hidden features and predictions
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```python
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def _get_cnn_features_for_rl(self, symbol: str):
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@@ -75,21 +75,21 @@ def _get_cnn_features_for_rl(self, symbol: str):
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## Files Modified/Created
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### 1. Enhanced RL Trainer (`training/enhanced_rl_trainer.py`) ✅
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### 1. Enhanced RL Trainer (`training/enhanced_rl_trainer.py`)
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- **Replaced** mock `_market_state_to_rl_state()` with comprehensive state building
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- **Integrated** with EnhancedRLStateBuilder (~13,400 features)
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- **Connected** to real data sources (ticks, OHLCV, BTC reference)
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- **Added** Williams pivot point calculation
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- **Enhanced** agent initialization with larger state space (1024 hidden units)
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### 2. Enhanced Orchestrator (`core/enhanced_orchestrator.py`) ✅
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### 2. Enhanced Orchestrator (`core/enhanced_orchestrator.py`)
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- **Expanded** MarketState class with comprehensive data fields
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- **Added** real tick data extraction methods
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- **Implemented** multi-timeframe OHLCV processing with technical indicators
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- **Integrated** market microstructure analysis
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- **Added** CNN feature extraction framework
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### 3. Comprehensive Launcher (`run_enhanced_rl_training.py`) ✅
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### 3. Comprehensive Launcher (`run_enhanced_rl_training.py`)
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- **Created** complete training system launcher
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- **Implements** real-time data collection and verification
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- **Provides** comprehensive training loop with real market states
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@@ -122,7 +122,7 @@ Stream: LIVE + Technical Indic. + CNN features + Pivots
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## New Capabilities Unlocked
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### 1. Momentum Detection 🚀
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### 1. Momentum Detection
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- **Real tick-level analysis** for detecting single big moves
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- **Volume-weighted price momentum** from 300s of tick data
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- **Market microstructure patterns** (order flow, tick frequency)
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@@ -188,16 +188,16 @@ The system includes comprehensive data quality monitoring:
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## Integration Status
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✅ **COMPLETE**: Real tick data integration (300s window)
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✅ **COMPLETE**: Multi-timeframe OHLCV processing
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✅ **COMPLETE**: BTC reference data integration
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✅ **COMPLETE**: Williams Market Structure implementation
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✅ **COMPLETE**: Technical indicators (RSI, MACD, BB, ATR)
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✅ **COMPLETE**: Market microstructure analysis
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✅ **COMPLETE**: Comprehensive state building (~13,400 features)
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✅ **COMPLETE**: Real-time training loop
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✅ **COMPLETE**: Data quality monitoring
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⚠️ **FRAMEWORK READY**: CNN hidden feature extraction (when CNN models available)
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**COMPLETE**: Real tick data integration (300s window)
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**COMPLETE**: Multi-timeframe OHLCV processing
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**COMPLETE**: BTC reference data integration
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**COMPLETE**: Williams Market Structure implementation
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**COMPLETE**: Technical indicators (RSI, MACD, BB, ATR)
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**COMPLETE**: Market microstructure analysis
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**COMPLETE**: Comprehensive state building (~13,400 features)
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**COMPLETE**: Real-time training loop
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**COMPLETE**: Data quality monitoring
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**FRAMEWORK READY**: CNN hidden feature extraction (when CNN models available)
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## Performance Impact Expected
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