Implement comprehensive transformation module with safety limits and validations
- Introduced a new transformation module that includes safety limits for trade operations, enhancing data integrity and preventing errors. - Refactored existing transformation logic into dedicated classes and functions, improving modularity and maintainability. - Added detailed validation for trade sizes, prices, and symbol formats, ensuring compliance with trading rules. - Implemented logging for significant operations and validation checks, aiding in monitoring and debugging. - Created a changelog to document the new features and changes, providing clarity for future development. - Developed extensive unit tests to cover the new functionality, ensuring reliability and preventing regressions. These changes significantly enhance the architecture of the transformation module, making it more robust and easier to manage.
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@@ -3,9 +3,9 @@
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- `data/common/aggregation.py` - To be broken into a sub-package.
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- `data/common/indicators.py` - To be broken into a sub-package and have a bug fixed.
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- `data/common/validation.py` - To be refactored for better modularity.
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- `data/common/transformation.py` - To be refactored for better modularity.
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- `data/common/transformation.py` - ✅ Refactored into transformation package with safety limits.
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- `data/common/data_types.py` - To be updated with new types from other modules.
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- `data/common/__init__.py` - To be updated to reflect the new package structure.
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- `data/common/__init__.py` - ✅ Updated to reflect the new package structure.
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- `tests/` - Existing tests will need to be run after each step to ensure no regressions.
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### Notes
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@@ -44,11 +44,14 @@
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- [x] 3.3 Improve error handling and validation messages.
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- [x] 3.4 Run tests to verify validation still works as expected.
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- [ ] 4.0 Refactor `transformation.py` for better modularity.
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- [ ] 4.1 Create safety net tests for transformation module.
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- [ ] 4.2 Extract common transformation logic into separate functions.
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- [ ] 4.3 Improve error handling and transformation messages.
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- [ ] 4.4 Run tests to verify transformation still works as expected.
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- [x] 4.0 Refactor `transformation.py` for better modularity.
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- [x] 4.1 Create safety net tests for transformation module.
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- [x] 4.2 Extract common transformation logic into separate functions.
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- [x] 4.3 Improve error handling and transformation messages.
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- [x] 4.4 Run tests to verify transformation still works as expected.
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- [x] 4.5 Create comprehensive safety limits system.
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- [x] 4.6 Add documentation for the transformation module.
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- [x] 4.7 Delete redundant transformation.py file.
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- [ ] 5.0 Update `data_types.py` with new types.
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- [ ] 5.1 Review and document all data types.
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@@ -57,7 +60,7 @@
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- [ ] 5.4 Run tests to verify data types still work as expected.
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- [ ] 6.0 Final verification and cleanup.
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- [ ] 6.1 Run all tests to ensure no regressions.
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- [ ] 6.2 Update documentation to reflect new structure.
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- [x] 6.1 Run all tests to ensure no regressions.
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- [x] 6.2 Update documentation to reflect new structure.
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- [ ] 6.3 Review and clean up any remaining TODOs.
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- [ ] 6.4 Create PR with changes.
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