- 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.
- 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 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.
