wip training

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Dobromir Popov
2025-07-24 15:27:32 +03:00
parent b3edd21f1b
commit fa07265a16
4 changed files with 554 additions and 5 deletions

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- Add thread-safe access to multi-rate data streams
- _Requirements: 4.1, 1.6, 8.5_
- [ ] 4.2. Implement model inference coordination
- Create ModelInferenceCoordinator class
- Trigger model inference based on data availability and requirements
@ -176,6 +179,84 @@
- Provide model performance monitoring and alerting
- _Requirements: 4.6, 8.2, 8.3_
## Model Inference Data Validation and Storage
- [ ] 5. Implement comprehensive inference data validation system
- Create InferenceDataValidator class for input validation
- Validate complete OHLCV dataframes for all required timeframes
- Check input data dimensions against model requirements
- Log missing components and prevent prediction on incomplete data
- _Requirements: 9.1, 9.2, 9.3, 9.4_
- [ ] 5.1. Implement input data validation for all models
- Create validation methods for CNN, RL, and future model inputs
- Validate OHLCV data completeness (300 frames for 1s, 1m, 1h, 1d)
- Validate COB data structure (±20 buckets, MA calculations)
- Raise specific validation errors with expected vs actual dimensions
- Ensure validation occurs before any model inference
- _Requirements: 9.1, 9.4_
- [ ] 5.2. Implement persistent inference history storage
- Create InferenceHistoryStore class for persistent storage
- Store complete input data packages with each prediction
- Include timestamp, symbol, input features, prediction outputs, confidence scores
- Store model internal states for cross-model feeding
- Implement compressed storage to minimize footprint
- _Requirements: 9.5, 9.6_
- [ ] 5.3. Implement inference history query and retrieval system
- Create efficient query mechanisms by symbol, timeframe, and date range
- Implement data retrieval for training pipeline consumption
- Add data completeness metrics and validation results in storage
- Handle storage failures gracefully without breaking prediction flow
- _Requirements: 9.7, 11.6_
## Inference-Training Feedback Loop Implementation
- [ ] 6. Implement prediction outcome evaluation system
- Create PredictionOutcomeEvaluator class
- Evaluate prediction accuracy against actual price movements
- Create training examples using stored inference data and actual outcomes
- Feed prediction-result pairs back to respective models
- _Requirements: 10.1, 10.2, 10.3_
- [ ] 6.1. Implement adaptive learning signal generation
- Create positive reinforcement signals for accurate predictions
- Generate corrective training signals for inaccurate predictions
- Retrieve last inference data for each model for outcome comparison
- Implement model-specific learning signal formats
- _Requirements: 10.4, 10.5, 10.6_
- [ ] 6.2. Implement continuous improvement tracking
- Track and report accuracy improvements/degradations over time
- Monitor model learning progress through feedback loop
- Create performance metrics for inference-training effectiveness
- Generate alerts for learning regression or stagnation
- _Requirements: 10.7_
## Inference History Management and Monitoring
- [ ] 7. Implement comprehensive inference logging and monitoring
- Create InferenceMonitor class for logging and alerting
- Log inference data storage operations with completeness metrics
- Log training outcomes and model performance changes
- Alert administrators on data flow issues with specific error details
- _Requirements: 11.1, 11.2, 11.3_
- [ ] 7.1. Implement configurable retention policies
- Create RetentionPolicyManager class
- Archive or remove oldest entries when limits are reached
- Prioritize keeping most recent and valuable training examples
- Implement storage space monitoring and alerts
- _Requirements: 11.4, 11.7_
- [ ] 7.2. Implement efficient historical data management
- Compress inference data to minimize storage footprint
- Maintain accessibility for training and analysis
- Implement efficient query mechanisms for historical analysis
- Add data archival and restoration capabilities
- _Requirements: 11.5, 11.6_
## Trading Executor Implementation
- [ ] 5. Design and implement the trading executor