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Local changes: Updated model training, removed debug instrumentation, and configuration improvements

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2025-12-26 01:15:43 -05:00
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# Data Flow Architecture
This document describes how data flows through the Crypto Trader system.
## Real-Time Data Flow
```
Exchange WebSocket
│
▼
Exchange Adapter
│
▼
Data Collector
│
├──► Data Quality Validation
│
├──► Data Storage (Database)
│
└──► Timeframe Manager
│
├──► Strategy 1 (1h timeframe)
├──► Strategy 2 (15m timeframe)
└──► Strategy 3 (1d timeframe)
│
▼
Signal Generation
│
▼
Trading Engine
```
## Trading Signal Flow
```
Market Data Update
│
▼
Strategy.on_data()
│
▼
Indicator Calculation
│
▼
Signal Generation
│
▼
Trading Engine
│
├──► Risk Manager (Pre-trade Check)
│ │
│ ├──► Position Sizing
│ ├──► Drawdown Check
│ └──► Daily Loss Check
│
▼
Order Manager
│
├──► Paper Trading (if enabled)
│ │
│ └──► Paper Trading Simulator
│
└──► Live Trading
│
▼
Exchange Adapter
│
▼
Exchange API
│
▼
Order Execution
│
▼
Order Manager (Update Status)
│
▼
Position Tracker
│
▼
Portfolio Analytics
```
## Backtesting Data Flow
```
Historical Data Provider
│
▼
Backtesting Engine
│
├──► Data Replay (Time-based)
│
├──► Strategy Execution
│ │
│ ├──► Signal Generation
│ │
│ └──► Order Simulation
│ │
│ ├──► Slippage Model
│ ├──► Fee Model
│ └──► Order Book Simulation
│
└──► Performance Calculation
│
├──► Metrics Calculation
│ │
│ ├──► Returns
│ ├──► Sharpe Ratio
│ ├──► Sortino Ratio
│ └──► Drawdown
│
└──► Results Storage
```
## Portfolio Update Flow
```
Trade Execution
│
▼
Position Update
│
├──► Position Tracker
│ │
│ ├──► Update Quantity
│ ├──► Update Entry Price
│ └──► Calculate P&L
│
└──► Portfolio Analytics
│
├──► Recalculate Metrics
│ │
│ ├──► Total Value
│ ├──► Unrealized P&L
│ ├──► Realized P&L
│ └──► Performance Metrics
│
└──► Alert System
│
└──► Risk Alerts (if triggered)
```
## Data Storage Flow
```
Data Collection
│
▼
Data Quality Check
│
├──► Valid Data
│ │
│ └──► Database Storage
│ │
│ ├──► Market Data Table
│ ├──► Trades Table
│ └──► Positions Table
│
└──► Invalid Data
│
└──► Error Logging
│
└──► Gap Detection
│
└──► Gap Filling (if enabled)
```
## Multi-Timeframe Synchronization
```
1m Data Stream
│
├──► Strategy (1m)
│
└──► Resample to 5m
│
├──► Strategy (5m)
│
└──► Resample to 1h
│
├──► Strategy (1h)
│
└──► Resample to 1d
│
└──► Strategy (1d)
```
## Alert Flow
```
Data Update / Event
│
▼
Alert Engine
│
├──► Check Alert Conditions
│ │
│ ├──► Price Alerts
│ ├──► Indicator Alerts
│ ├──► Risk Alerts
│ └──► System Alerts
│
└──► Trigger Alert (if condition met)
│
├──► Desktop Notification
├──► Sound Alert
└──► Email Notification (if configured)
```
## Error Recovery Flow
```
Error Detected
│
▼
Error Recovery System
│
├──► Log Error
│
├──► Attempt Recovery
│ │
│ ├──► Retry Operation
│ ├──► Fallback Mechanism
│ └──► State Restoration
│
└──► Health Monitor
│
├──► Check System Health
│
└──► Auto-restart (if critical)
```