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