- Added `realtime_execution.py` for real-time strategy execution, enabling live signal generation and integration with the dashboard's chart refresh cycle.
- Introduced `data_integration.py` to manage market data orchestration, caching, and technical indicator calculations for strategy signal generation.
- Implemented `validation.py` for comprehensive validation and quality assessment of strategy-generated signals, ensuring reliability and consistency.
- Developed `batch_processing.py` to facilitate efficient backtesting of multiple strategies across large datasets with memory management and performance optimization.
- Updated `__init__.py` files to include new modules and ensure proper exports, enhancing modularity and maintainability.
- Enhanced unit tests for the new features, ensuring robust functionality and adherence to project standards.
These changes establish a solid foundation for real-time strategy execution and data integration, aligning with project goals for modularity, performance, and maintainability.
- Introduced `config_utils.py` for loading and managing strategy configurations, including functions for loading templates, generating dropdown options, and retrieving parameter schemas and default values.
- Added JSON templates for EMA Crossover, MACD, and RSI strategies, defining their parameters and validation rules to enhance modularity and maintainability.
- Implemented `StrategyManager` in `manager.py` for managing user-defined strategies with file-based storage, supporting easy sharing and portability.
- Updated `__init__.py` to include new components and ensure proper module exports.
- Enhanced error handling and logging practices across the new modules for improved reliability.
These changes establish a robust foundation for strategy management and configuration, aligning with project goals for modularity, performance, and maintainability.
- Introduced a new `strategies` package containing the core structure for trading strategies, including `BaseStrategy`, `StrategyFactory`, and various strategy implementations (EMA, RSI, MACD).
- Added utility functions for signal detection and validation in `strategies/utils.py`, enhancing modularity and maintainability.
- Updated `pyproject.toml` to include the new `strategies` package in the build configuration.
- Implemented comprehensive unit tests for the strategy foundation components, ensuring reliability and adherence to project standards.
These changes establish a solid foundation for the strategy engine, aligning with project goals for modularity, performance, and maintainability.
- Deleted `app_new.py`, which was previously the main entry point for the dashboard application, to streamline the codebase.
- Consolidated the application initialization and callback registration logic into `main.py`, enhancing modularity and maintainability.
- Updated the logging and error handling practices in `main.py` to ensure consistent application behavior and improved debugging capabilities.
These changes simplify the application structure, aligning with project standards for modularity and maintainability.
- Introduced `service_config.py` to manage configuration loading, validation, and schema management, enhancing modularity and security.
- Created a `ServiceConfig` class for handling configuration with robust error handling and default values.
- Refactored `DataCollectionService` to utilize the new `ServiceConfig`, streamlining configuration management and improving readability.
- Added a `CollectorFactory` to encapsulate collector creation logic, promoting separation of concerns.
- Updated `CollectorManager` and related components to align with the new architecture, ensuring better maintainability.
- Enhanced logging practices across the service for improved monitoring and debugging.
These changes significantly improve the architecture and maintainability of the data collection service, aligning with project standards for modularity and performance.
- Extracted `OHLCVData` and validation logic into a new `common/ohlcv_data.py` module, promoting better organization and reusability.
- Updated `BaseDataCollector` to utilize the new `validate_ohlcv_data` function for improved data validation, enhancing code clarity and maintainability.
- Refactored imports in `data/__init__.py` to reflect the new structure, ensuring consistent access to common data types and exceptions.
- Removed redundant data validation logic from `BaseDataCollector`, streamlining its responsibilities.
- Added unit tests for `OHLCVData` and validation functions to ensure correctness and reliability.
These changes improve the architecture of the data module, aligning with project standards for maintainability and performance.
- Extracted callback management logic into a new `CallbackDispatcher` class, promoting separation of concerns and enhancing modularity.
- Updated `BaseDataCollector` to utilize the `CallbackDispatcher` for adding, removing, and notifying data callbacks, improving code clarity and maintainability.
- Refactored related methods to ensure consistent error handling and logging practices.
- Added unit tests for the `CallbackDispatcher` to validate its functionality and ensure robust error handling.
These changes streamline the callback management architecture, aligning with project standards for maintainability and performance.
- Extracted connection management logic into a new `ConnectionManager` class, promoting separation of concerns and enhancing modularity.
- Updated `BaseDataCollector` to utilize the `ConnectionManager` for connection, disconnection, and reconnection processes, improving code clarity and maintainability.
- Refactored connection-related methods and attributes, ensuring consistent error handling and logging practices.
- Enhanced the `OKXCollector` to implement the new connection management approach, streamlining its connection logic.
- Added unit tests for the `ConnectionManager` to validate its functionality and ensure robust error handling.
These changes improve the architecture of the data collector, aligning with project standards for maintainability and performance.
- Introduced a new `CollectorStateAndTelemetry` class to encapsulate the status, health checks, and statistics of the data collector, promoting modularity and separation of concerns.
- Updated `BaseDataCollector` to replace direct status management with calls to the new telemetry class, enhancing maintainability and readability.
- Refactored logging methods to utilize the telemetry class, ensuring consistent logging practices.
- Modified the `OKXCollector` to integrate with the new telemetry system for improved status reporting and error handling.
- Added comprehensive tests for the `CollectorStateAndTelemetry` class to ensure functionality and reliability.
These changes streamline the data collector's architecture, aligning with project standards for maintainability and performance.
- Updated all technical indicators to return pandas DataFrames instead of lists, improving consistency and usability.
- Modified the `calculate` method in `TechnicalIndicators` to directly return DataFrames with relevant indicator values.
- Enhanced the `data_integration.py` to utilize the new DataFrame outputs for better integration with charting.
- Updated documentation to reflect the new DataFrame-centric approach, including usage examples and output structures.
- Improved error handling to ensure empty DataFrames are returned when insufficient data is available.
These changes streamline the indicator calculations and improve the overall architecture, aligning with project standards for maintainability and performance.
- 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.
- Removed the existing `validation.py` file and replaced it with a modular structure, introducing separate files for validation results, field validators, and the base validator class.
- Implemented comprehensive validation functions for common data types, enhancing reusability and maintainability.
- Added a new `__init__.py` to expose the validation utilities, ensuring a clean public interface.
- Created detailed documentation for the validation module, including usage examples and architectural details.
- Introduced extensive unit tests to cover the new validation framework, ensuring reliability and preventing regressions.
These changes enhance the overall architecture of the data validation module, making it more scalable and easier to manage.
- Introduced a dedicated sub-package for technical indicators under `data/common/indicators/`, improving modularity and maintainability.
- Moved `TechnicalIndicators` and `IndicatorResult` classes to their respective files, along with utility functions for configuration management.
- Updated import paths throughout the codebase to reflect the new structure, ensuring compatibility.
- Added comprehensive safety net tests for the indicators module to verify core functionality and prevent regressions during refactoring.
- Enhanced documentation to provide clear usage examples and details on the new package structure.
These changes improve the overall architecture of the technical indicators module, making it more scalable and easier to manage.
- Split the `aggregation.py` file into a dedicated sub-package, improving modularity and maintainability.
- Moved `TimeframeBucket`, `RealTimeCandleProcessor`, and `BatchCandleProcessor` classes into their respective files within the new `aggregation` sub-package.
- Introduced utility functions for trade aggregation and validation, enhancing code organization.
- Updated import paths throughout the codebase to reflect the new structure, ensuring compatibility.
- Added safety net tests for the aggregation package to verify core functionality and prevent regressions during refactoring.
These changes enhance the overall architecture of the aggregation module, making it more scalable and easier to manage.
- Replaced the `RedisManager` class with a more modular `SyncRedisManager` and `AsyncRedisManager`, improving the separation of synchronous and asynchronous operations.
- Updated the `system_health.py` callbacks to utilize the new `get_sync_redis_manager` function for Redis interactions, simplifying the connection process.
- Enhanced error handling and logging in Redis status checks, providing clearer feedback on connection issues.
- Revised the setup documentation to reflect changes in Redis connection testing, ensuring clarity for users.
These updates improve the maintainability and reliability of Redis interactions within the system, aligning with best practices for modular design.
- Introduced a modular repository structure by creating separate repository classes for `Bot`, `MarketData`, and `RawTrade`, improving code organization and maintainability.
- Updated the `DatabaseOperations` class to utilize the new repository classes, enhancing the abstraction of database interactions.
- Refactored the `.env` file to update database connection parameters and add new logging and health monitoring configurations.
- Modified the `okx_config.json` to change default timeframes for trading pairs, aligning with updated requirements.
- Added comprehensive unit tests for the new repository classes, ensuring robust functionality and reliability.
These changes improve the overall architecture of the database layer, making it more scalable and easier to manage.
- Introduced `BotIntegratedSignalLayer` and `BotIntegratedTradeLayer` to facilitate automated data fetching and visualization of bot signals and trades.
- Implemented `BotDataService` for efficient retrieval of bot-related data, including filtering and performance summaries.
- Added support for various bot-enhanced layers, including support/resistance and custom strategy layers, to improve trading analysis.
- Updated existing signal layer components to integrate with the new bot functionalities, ensuring seamless operation.
- Enhanced logging and error handling for better debugging and user feedback during bot operations.
- Included comprehensive tests for new functionalities to ensure reliability and maintainability.
- Updated documentation to reflect the new bot integration features and usage guidelines.
Implement comprehensive chart configuration and validation system
- Introduced a modular chart configuration system in `components/charts/config/` to manage indicator definitions, default configurations, and strategy-specific setups.
- Added new modules for error handling and validation, enhancing user guidance and error reporting capabilities.
- Implemented detailed schema validation for indicators and strategies, ensuring robust configuration management.
- Created example strategies and default configurations to facilitate user onboarding and usage.
- Enhanced documentation to provide clear guidelines on the configuration system, validation rules, and usage examples.
- Added unit tests for all new components to ensure functionality and reliability across the configuration system.
Implement modular chart layers and error handling for Crypto Trading Bot Dashboard
- Introduced a comprehensive chart layer system in `components/charts/layers/` to support various technical indicators and subplots.
- Added base layer components including `BaseLayer`, `CandlestickLayer`, and `VolumeLayer` for flexible chart rendering.
- Implemented overlay indicators such as `SMALayer`, `EMALayer`, and `BollingerBandsLayer` with robust error handling.
- Created subplot layers for indicators like `RSILayer` and `MACDLayer`, enhancing visualization capabilities.
- Developed a `MarketDataIntegrator` for seamless data fetching and validation, improving data quality assurance.
- Enhanced error handling utilities in `components/charts/error_handling.py` to manage insufficient data scenarios effectively.
- Updated documentation to reflect the new chart layer architecture and usage guidelines.
- Added unit tests for all chart layer components to ensure functionality and reliability.
- Suppressed SQLAlchemy logging in `app.py` and `main.py` to reduce console verbosity.
- Introduced a new modular chart system in `components/charts/` with a `ChartBuilder` class for flexible chart creation.
- Added utility functions for data processing and validation in `components/charts/utils.py`.
- Implemented indicator definitions and configurations in `components/charts/config/indicator_defs.py`.
- Created a comprehensive documentation structure for the new chart system, ensuring clarity and maintainability.
- Added unit tests for the `ChartBuilder` class to verify functionality and robustness.
- Updated existing components to integrate with the new chart system, enhancing overall architecture and user experience.
- Implemented enhanced task synchronization to prevent race conditions during WebSocket operations.
- Introduced reconnection locking to avoid concurrent reconnection attempts.
- Improved error handling in message processing and reconnection logic, ensuring graceful shutdown and task management.
- Added unit tests to verify the stability and reliability of the WebSocket client under concurrent operations.
- Marked task 2.9 as complete in the project documentation by adding comprehensive unit tests for data collection and aggregation functionality.
- Created `test_data_collection_aggregation.py` to cover OKX data collection, real-time candle aggregation, data validation, and transformation.
- Included tests for error handling, edge cases, and performance to ensure robustness and reliability of the data processing components.
- Enhanced documentation within the test module to provide clarity on the testing approach and coverage.
- Introduced `indicators.py` containing implementations for SMA, EMA, RSI, MACD, and Bollinger Bands, optimized for handling sparse OHLCV data.
- Added `IndicatorResult` dataclass to encapsulate results of indicator calculations.
- Implemented methods for calculating multiple indicators efficiently with JSON configuration support and validation.
- Updated `__init__.py` to include new indicators in the module's exports.
- Enhanced documentation to cover the new technical indicators module, including usage examples and integration details.
- Added comprehensive unit tests to ensure accuracy and robustness of the indicators module.
- Introduced `example_complete_series_aggregation.py` to demonstrate time series aggregation, emitting candles even when no trades occur.
- Implemented `CompleteSeriesProcessor` extending `RealTimeCandleProcessor` to handle time-based candle emission and empty candle creation.
- Refactored `OKXCollector` to utilize the new repository pattern for database operations, enhancing modularity and maintainability.
- Updated database operations to centralize data handling through `DatabaseOperations`, improving error handling and logging.
- Enhanced documentation to include details on the new aggregation example and repository pattern implementation, ensuring clarity for users.
- Increased health check interval from 30s to 120s in `okx_config.json`.
- Added support for additional timeframes (1s, 5s, 10s, 15s, 30s) in the aggregation logic across multiple components.
- Updated `CandleProcessingConfig` and `RealTimeCandleProcessor` to handle new timeframes.
- Enhanced validation and parsing functions to include new second-based timeframes.
- Updated database schema to support new timeframes in `schema_clean.sql`.
- Improved documentation to reflect changes in multi-timeframe aggregation capabilities.
- Introduced a modular architecture for data processing, including common utilities for validation, transformation, and aggregation.
- Implemented `StandardizedTrade`, `OHLCVCandle`, and `TimeframeBucket` classes for unified data handling across exchanges.
- Developed `OKXDataProcessor` for OKX-specific data validation and processing, leveraging the new common framework.
- Enhanced `OKXCollector` to utilize the common data processing utilities, improving modularity and maintainability.
- Updated documentation to reflect the new architecture and provide guidance on the data processing framework.
- Created comprehensive tests for the new data processing components to ensure reliability and functionality.
- Introduced the `OKXCollector` and `OKXWebSocketClient` classes for real-time market data collection from the OKX exchange.
- Implemented a factory pattern for creating exchange-specific collectors, enhancing modularity and scalability.
- Added configuration support for the OKX collector in `config/okx_config.json`.
- Updated documentation to reflect the new modular architecture and provide guidance on using the OKX collector.
- Created unit tests for the OKX collector and exchange factory to ensure functionality and reliability.
- Enhanced logging and error handling throughout the new implementation for improved monitoring and debugging.
- Introduced `BaseDataCollector` and `CollectorManager` classes for standardized data collection and centralized management.
- Added health monitoring features, including auto-restart capabilities and detailed status reporting for collectors.
- Updated `env.template` to include new logging and health check configurations.
- Enhanced documentation in `docs/data_collectors.md` to provide comprehensive guidance on the new data collection system.
- Added unit tests for `BaseDataCollector` and `CollectorManager` to ensure reliability and functionality.
