wip training
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@ -140,7 +140,7 @@ Training:
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### 4. Orchestrator
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The Orchestrator serves as the central coordination hub of the multi-modal trading system, responsible for data subscription management, model inference coordination, output storage, and training pipeline orchestration.
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The Orchestrator serves as the central coordination hub of the multi-modal trading system, responsible for data subscription management, model inference coordination, output storage, training pipeline orchestration, and inference-training feedback loop management.
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#### Key Classes and Interfaces
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@ -245,6 +245,47 @@ The Orchestrator coordinates training for all models by managing the prediction-
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- checkpoint manager has capability to ensure only top 5 to 10 best checkpoints are stored for each model deleting the least performant ones. it stores metadata along the CPs to decide the performance
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- we automatically load the best CP at startup if we have stored ones
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##### 5. Inference Data Validation and Storage
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The Orchestrator implements comprehensive inference data validation and persistent storage:
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**Input Data Validation**:
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- Validates complete OHLCV dataframes for all required timeframes before inference
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- Checks input data dimensions against model requirements
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- Logs missing components and prevents prediction on incomplete data
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- Raises validation errors with specific details about expected vs actual dimensions
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**Inference History Storage**:
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- Stores complete input data packages with each prediction in persistent storage
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- Includes timestamp, symbol, input features, prediction outputs, confidence scores, and model internal states
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- Maintains compressed storage to minimize footprint while preserving accessibility
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- Implements efficient query mechanisms by symbol, timeframe, and date range
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**Storage Management**:
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- Applies configurable retention policies to manage storage limits
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- Archives or removes oldest entries when limits are reached
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- Prioritizes keeping most recent and valuable training examples during storage pressure
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- Provides data completeness metrics and validation results in logs
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##### 6. Inference-Training Feedback Loop
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The Orchestrator manages the continuous learning cycle through inference-training feedback:
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**Prediction Outcome Evaluation**:
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- Evaluates prediction accuracy against actual price movements after sufficient time has passed
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- Creates training examples using stored inference data paired with actual market outcomes
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- Feeds prediction-result pairs back to respective models for learning
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**Adaptive Learning Signals**:
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- Provides positive reinforcement signals for accurate predictions
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- Delivers corrective training signals for inaccurate predictions to help models learn from mistakes
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- Retrieves last inference data for each model to compare predictions against actual outcomes
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**Continuous Improvement Tracking**:
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- Tracks and reports accuracy improvements or degradations over time
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- Monitors model learning progress through the feedback loop
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- Alerts administrators when data flow issues are detected with specific error details and remediation suggestions
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##### 5. Decision Making and Trading Actions
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Beyond coordination, the Orchestrator makes final trading decisions:
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