feat: add orderbook shadow training pipeline

2026-07-15 09:44:29 +03:00
parent f7a625586e
commit 5d8ad1437e
19 changed files with 1486 additions and 23 deletions
@@ -55,6 +55,7 @@ class MarketData:
        self.orderbook_metrics: dict[str, dict[str, Any]] = {}
        self.patterns: dict[str, dict[str, Any]] = {}
        self.forecasts: dict[str, dict[str, Any]] = {}
+        self.shadow_forecasts: dict[str, dict[str, Any]] = {}
        self.last_rest_refresh_at: datetime | None = None
        self.last_ws_message_at: datetime | None = None
        self.ws_connected = False
@@ -393,6 +394,7 @@ class MarketData:
                    "trend_candles": [candle.as_dict() for candle in self.trend_candles.get(symbol, [])[-5:]],
                    "pattern": self.patterns.get(symbol),
                    "forecast": self.forecasts.get(symbol),
+                    "shadow_forecast": self.shadow_forecasts.get(symbol),
                    "orderbook": self.orderbook_metrics.get(symbol),
                    "quality": analyze_symbol_quality(
                        symbol=symbol,