1 Commits

Author SHA1 Message Date
Vasily.onl
49a57df887 Implement Timeframe Aggregation in Incremental Strategy Base
- Introduced `TimeframeAggregator` class for real-time aggregation of minute-level data to higher timeframes, enhancing the `IncStrategyBase` functionality.
- Updated `IncStrategyBase` to include `update_minute_data()` method, allowing strategies to process minute-level OHLCV data seamlessly.
- Enhanced existing strategies (`IncMetaTrendStrategy`, `IncRandomStrategy`) to utilize the new aggregation features, simplifying their implementations and improving performance.
- Added comprehensive documentation in `IMPLEMENTATION_SUMMARY.md` detailing the new architecture and usage examples for the aggregation feature.
- Updated performance metrics and logging to monitor minute data processing effectively.
- Ensured backward compatibility with existing `update()` methods, maintaining functionality for current strategies.
2025-05-26 16:56:42 +08:00