Move function-scope library imports to module top in orb engine

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
main
I Luk Kim 4 months ago
parent 713d04deef
commit 1f1fd4299f

@ -35,6 +35,10 @@ from apps.orb_trader.screener import (
load_universe,
)
from apps.orb_trader.state import ORBStateManager
from libs.intraday.features import enrich_daily_bars
from libs.intraday.orb_simulator import _aggregate_bars, compute_orb_candidates
from libs.intraday.simulator import _parse_ts, filter_market_hours
from libs.oracle_client.alpaca import get_snapshots
log = logging.getLogger(__name__)
@ -161,7 +165,6 @@ class ORBTradingEngine:
"volume": 0,
}]
from libs.intraday.features import enrich_daily_bars
self._enrichment = enrich_daily_bars(daily_bars_dict, [date_str])
self._daily_bars = daily_bars_dict
@ -292,7 +295,6 @@ class ORBTradingEngine:
"volume": 0,
}]
from libs.intraday.features import enrich_daily_bars
self._enrichment = enrich_daily_bars(daily_bars_dict, [date_str])
self._daily_bars = daily_bars_dict
daily_bars_count = len([s for s, b in raw_bars.items() if b])
@ -406,7 +408,6 @@ class ORBTradingEngine:
"long": 0, "short": 0, "skip_reason": "breadth",
}
from libs.intraday.orb_simulator import compute_orb_candidates
self._candidates = compute_orb_candidates(
bars_by_ticker=bars_by_ticker,
date_str=date_str,
@ -483,7 +484,6 @@ class ORBTradingEngine:
equity = self._get_equity()
# Fetch real-time snapshots for pending candidates via Oracle API
from libs.oracle_client.alpaca import get_snapshots
tickers = [c["ticker"] for c in self._pending_cands]
snapshots = get_snapshots(tickers)
@ -680,8 +680,6 @@ class ORBTradingEngine:
timeframe_minutes=5,
)
from libs.intraday.orb_simulator import _aggregate_bars
from libs.intraday.simulator import _parse_ts, filter_market_hours
group_size = self._params.sim_bar_minutes // 5

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