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COB tests and data analysis

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Dobromir Popov
2025-07-23 22:39:10 +03:00
parent 94ee7389c4
commit c30267bf0b
3 changed files with 555 additions and 47 deletions
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.kiro/specs/multi-modal-trading-system/tasks.md
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@ -60,7 +60,7 @@
- Include COB ±20 buckets and MA (1s,5s,15s,60s) of COB imbalance ±5 buckets
- Output BUY/SELL trading action with confidence scores - _Requirements: 2.1, 2.2, 2.8, 1.10_
- [ ] 2.1. Implement CNN inference with standardized input format
- [x] 2.1. Implement CNN inference with standardized input format
- Accept BaseDataInput with standardized COB+OHLCV format
- Process 300 frames of multi-timeframe data with COB buckets
- Output BUY/SELL recommendations with confidence scores