cleanup

2025-07-27 18:31:30 +03:00
parent a94b80c1f4
commit e2c495d83c
15 changed files with 3883 additions and 3335 deletions
--- a/test_cob_data_quality.py
+++ b/test_cob_data_quality.py
@ -0,0 +1,118 @@
+#!/usr/bin/env python3
+"""
+Test script for COB data quality and imbalance indicators
+"""
+
+import time
+import logging
+from core.data_provider import DataProvider
+
+# Set up logging
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+def test_cob_data_quality():
+    """Test COB data quality and imbalance indicators"""
+    logger.info("Testing COB data quality and imbalance indicators...")
+    
+    # Initialize data provider
+    dp = DataProvider()
+    
+    # Wait for initial data load and COB connection
+    logger.info("Waiting for initial data load and COB connection...")
+    time.sleep(20)
+    
+    # Test 1: Check cached data summary
+    logger.info("\n=== Test 1: Cached Data Summary ===")
+    cache_summary = dp.get_cached_data_summary()
+    for symbol in cache_summary['cached_data']:
+        logger.info(f"\n{symbol}:")
+        for timeframe, info in cache_summary['cached_data'][symbol].items():
+            if 'candle_count' in info and info['candle_count'] > 0:
+                logger.info(f"  {timeframe}: {info['candle_count']} candles, latest: ${info['latest_price']}")
+            else:
+                logger.info(f"  {timeframe}: {info.get('status', 'no data')}")
+    
+    # Test 2: Check COB data quality
+    logger.info("\n=== Test 2: COB Data Quality ===")
+    cob_quality = dp.get_cob_data_quality()
+    
+    for symbol in cob_quality['symbols']:
+        logger.info(f"\n{symbol} COB Data:")
+        
+        # Raw ticks
+        raw_info = cob_quality['raw_ticks'].get(symbol, {})
+        logger.info(f"  Raw ticks: {raw_info.get('count', 0)} ticks")
+        if raw_info.get('age_seconds') is not None:
+            logger.info(f"  Raw data age: {raw_info['age_seconds']:.1f} seconds")
+        
+        # Aggregated 1s data
+        agg_info = cob_quality['aggregated_1s'].get(symbol, {})
+        logger.info(f"  Aggregated 1s: {agg_info.get('count', 0)} records")
+        if agg_info.get('age_seconds') is not None:
+            logger.info(f"  Aggregated data age: {agg_info['age_seconds']:.1f} seconds")
+        
+        # Imbalance indicators
+        imbalance_info = cob_quality['imbalance_indicators'].get(symbol, {})
+        if imbalance_info:
+            logger.info(f"  Imbalance 1s: {imbalance_info.get('imbalance_1s', 0):.4f}")
+            logger.info(f"  Imbalance 5s: {imbalance_info.get('imbalance_5s', 0):.4f}")
+            logger.info(f"  Imbalance 15s: {imbalance_info.get('imbalance_15s', 0):.4f}")
+            logger.info(f"  Imbalance 60s: {imbalance_info.get('imbalance_60s', 0):.4f}")
+            logger.info(f"  Total volume: {imbalance_info.get('total_volume', 0):.2f}")
+            logger.info(f"  Price buckets: {imbalance_info.get('bucket_count', 0)}")
+        
+        # Data freshness
+        freshness = cob_quality['data_freshness'].get(symbol, 'unknown')
+        logger.info(f"  Data freshness: {freshness}")
+    
+    # Test 3: Get recent COB aggregated data
+    logger.info("\n=== Test 3: Recent COB Aggregated Data ===")
+    for symbol in ['ETH/USDT', 'BTC/USDT']:
+        recent_cob = dp.get_cob_1s_aggregated(symbol, count=5)
+        logger.info(f"\n{symbol} - Last 5 aggregated records:")
+        
+        for i, record in enumerate(recent_cob[-5:]):
+            timestamp = record.get('timestamp', 0)
+            imbalance_1s = record.get('imbalance_1s', 0)
+            imbalance_5s = record.get('imbalance_5s', 0)
+            total_volume = record.get('total_volume', 0)
+            bucket_count = len(record.get('bid_buckets', {})) + len(record.get('ask_buckets', {}))
+            
+            logger.info(f"  [{i+1}] Time: {timestamp}, Imb1s: {imbalance_1s:.4f}, "
+                       f"Imb5s: {imbalance_5s:.4f}, Vol: {total_volume:.2f}, Buckets: {bucket_count}")
+    
+    # Test 4: Monitor real-time updates
+    logger.info("\n=== Test 4: Real-time Updates (30 seconds) ===")
+    logger.info("Monitoring COB data updates...")
+    
+    initial_quality = dp.get_cob_data_quality()
+    time.sleep(30)
+    updated_quality = dp.get_cob_data_quality()
+    
+    for symbol in ['ETH/USDT', 'BTC/USDT']:
+        initial_count = initial_quality['raw_ticks'].get(symbol, {}).get('count', 0)
+        updated_count = updated_quality['raw_ticks'].get(symbol, {}).get('count', 0)
+        new_ticks = updated_count - initial_count
+        
+        initial_agg = initial_quality['aggregated_1s'].get(symbol, {}).get('count', 0)
+        updated_agg = updated_quality['aggregated_1s'].get(symbol, {}).get('count', 0)
+        new_agg = updated_agg - initial_agg
+        
+        logger.info(f"{symbol}: +{new_ticks} raw ticks, +{new_agg} aggregated records")
+        
+        # Show latest imbalances
+        latest_imbalances = updated_quality['imbalance_indicators'].get(symbol, {})
+        if latest_imbalances:
+            logger.info(f"  Latest imbalances: 1s={latest_imbalances.get('imbalance_1s', 0):.4f}, "
+                       f"5s={latest_imbalances.get('imbalance_5s', 0):.4f}, "
+                       f"15s={latest_imbalances.get('imbalance_15s', 0):.4f}, "
+                       f"60s={latest_imbalances.get('imbalance_60s', 0):.4f}")
+    
+    # Clean shutdown
+    logger.info("\n=== Shutting Down ===")
+    dp.stop_automatic_data_maintenance()
+    logger.info("COB data quality test completed")
+
+if __name__ == "__main__":
+    test_cob_data_quality()