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feat: Statistics and Analytics Overhaul for v3.2.1 #48
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…haul - Document current state analysis of all components - Identify issues with hardcoded values and missing metrics - Propose three-phase implementation plan - Define EnhancedStatsTrackingMixin architecture - Outline StatisticsAggregator for proper metric collection - Plan advanced features (dashboard, alerting, export) - Maintain full backward compatibility - Target < 2% performance overhead This plan addresses: - TradingSuite hardcoded zero values for API metrics - Potential memory leaks in OrderManager timing lists - Inconsistent StatsTrackingMixin usage - Missing network and data quality metrics - Lack of proper statistics aggregation 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]>
- Created EnhancedStatsTrackingMixin with async support and circular buffers - Created StatisticsAggregator for centralized metric collection - Updated TradingSuite to use new aggregator with accurate metrics - Updated OrderManager to inherit from EnhancedStatsTrackingMixin - Added performance tracking with operation timings - Added memory management with configurable retention - Added network and data quality metrics - Fixed circular import issues - Created test script for validation Part of v3.2.1 statistics overhaul (PR #48)
## Changes Made ### High Priority Fixes (PR Review) - Added comprehensive exception handling to all aggregator methods with graceful degradation - Enhanced PII sanitization for trading-specific data (accounts, balances, PnL, positions) - Smart redaction shows last 4 chars for account IDs - Shows positive/negative/zero for financial values - Extended sensitive key list for trading context ### Medium Priority Fixes (PR Review) - Added bounds checking to health score calculation (0-100 range enforced) - Fixed potential division by zero errors with safe fallbacks - Added comprehensive unit test suite covering: - Memory leak prevention with circular buffers - PII sanitization verification - Thread safety under concurrent access - Performance percentile calculations - Error handling and graceful degradation ### Typing and Linting Fixes - Fixed OrderManager response type checking with isinstance() - Fixed EnhancedStatsTrackingMixin type annotations and data_quality handling - Fixed StatisticsAggregator ComponentStats usage (dict literals instead of constructor) - Fixed TradingSuiteStats missing fields (total_errors, health_score) - Fixed managed_trade.py null checking for order objects - Fixed position_manager operations authentication method calls - Removed unused imports and trailing whitespace ### Files Modified - src/project_x_py/order_manager/core.py - src/project_x_py/position_manager/operations.py - src/project_x_py/risk_manager/managed_trade.py - src/project_x_py/trading_suite.py - src/project_x_py/types/stats_types.py - src/project_x_py/utils/enhanced_stats_tracking.py - src/project_x_py/utils/statistics_aggregator.py - tests/test_enhanced_statistics.py (new comprehensive test suite) All mypy type checking and ruff linting now pass with zero issues. 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]>
- Added full try-catch wrapper to _calculate_cross_metrics with safe defaults - Enhanced health score bounds checking with explicit min/max clamping (0-100) - Optimized memory calculation with sampling for large collections (>100 items) - Fixed cache_hit_rate safe division to prevent division by zero - Fixed linting issues (variable naming convention) These changes complete the high-priority fixes identified in PR review that were partially implemented in the previous commit.
- Marked Phase 1 as complete with all PR review fixes applied - Added detailed progress section documenting Session 3 accomplishments - Updated implementation status checkboxes - Added performance validation metrics showing targets achieved - Documented all files modified and commit references
…atistics - Updated PositionManager to use EnhancedStatsTrackingMixin - Track operation timings (get_position, get_all_positions) - Monitor cache hits/misses for position lookups - Calculate total exposure metrics - Updated RealtimeDataManager to use EnhancedStatsTrackingMixin - Track tick and quote processing operations - Monitor data quality metrics - Measure operation performance - Added integration tests for statistics - Test PositionManager stats collection - Test RealtimeDataManager stats collection - Verify operation tracking and metrics - Fixed StatisticsAggregator async/await compatibility - Handle both sync and async methods gracefully - Prevent TypeError with orderbook stats - Created comprehensive demo script - examples/20_enhanced_statistics_demo.py - Shows all statistics features in action - Demonstrates Prometheus export capability Phase 2 is now complete with all components integrated! 🤖 Generated with Claude Code Co-Authored-By: Claude <[email protected]>
- Renamed get_memory_stats to get_enhanced_memory_stats in EnhancedStatsTrackingMixin - Avoids conflict with MemoryManagementMixin's get_memory_stats method - Updated all references in StatisticsAggregator to use enhanced version - All mypy type checks now pass 🤖 Generated with Claude Code Co-Authored-By: Claude <[email protected]>
- Fixed timing measurement in _process_tick_data to properly track duration - Added null check for order_obj to prevent union-attr type errors - Added pyright ignore comments for mixin attribute access - Track both successful and failed operations with accurate timings All mypy type checks now pass! 🤖 Generated with Claude Code Co-Authored-By: Claude <[email protected]>
- Fixed all Python < 3.10 union syntax issues (using tuple syntax instead of | operator) - Fixed percentile calculation with proper bounds checking - Made _calculate_memory_usage async with proper locking for thread safety - Updated all components to use EnhancedStatsTrackingMixin: - PositionManager: Added operation timing tracking - RealtimeDataManager: Added tick processing tracking - RiskManager: Added operation timing and error tracking - OrderManager: Already properly integrated - Renamed get_memory_stats to get_enhanced_memory_stats to avoid conflicts - Added proper error tracking in all critical operations - Fixed all type conflicts between mixins All critical issues from PR review have been addressed. 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]>
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Claude finished @TexasCoding's task —— View job 🔍 Code Review: Statistics and Analytics Overhaul v3.2.1I've completed a comprehensive review of this statistics overhaul PR. Here's my detailed analysis: Review Checklist
🎯 Overall Assessment: A- (Excellent with Minor Issues)This PR successfully delivers a comprehensive statistics overhaul that addresses all core problems outlined in the PR description. The implementation is well-architected, thoroughly tested, and production-ready. ✅ Major Strengths1. Excellent Architecture Design
2. Problem Resolution Success✅ Fixed TradingSuite Hardcoded Values: Lines 838-845 now use real aggregated metrics 3. Outstanding Test Coverage (524 lines)
4. Robust Security Implementation
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Added safe_int() helper function to validate inputs before converting to integers, preventing potential ValueError exceptions on unexpected input types. The function handles: - None values (returns default) - int/float types (safely converts) - Numeric strings (validates and converts) - Invalid types (logs warning and returns default) This addresses the input validation issue identified in PR review. 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]>
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Claude finished @TexasCoding's task —— View job 🔍 Comprehensive PR Review: Statistics and Analytics Overhaul v3.2.1I've completed a thorough review of this statistics overhaul PR. Here's my detailed analysis: Review Checklist
🎯 Overall Assessment: A- (Excellent with Minor Issues)This PR successfully delivers a comprehensive statistics overhaul that addresses all core problems outlined in the PR description. The implementation is well-architected, thoroughly tested, and production-ready. ✅ Major Strengths1. Excellent Architecture Design
2. Problem Resolution Success✅ Fixed TradingSuite Hardcoded Values: Lines 838-845 now use real aggregated metrics 3. Outstanding Test Coverage (524 lines)
4. Robust Security Implementation
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BREAKING CHANGE: All statistics methods are now synchronous for API consistency ## Summary - Fixed statistics API inconsistency where some methods were async and others sync - All statistics retrieval is now synchronous for consistent user experience - Maintains thread safety through efficient data copying instead of locks ## Changes Made - **EnhancedStatsTrackingMixin**: All methods now synchronous - get_performance_metrics() - async → sync - get_error_stats() - async → sync - get_data_quality_stats() - async → sync - get_enhanced_memory_stats() - async → sync - export_stats() - async → sync - **OrderManager**: get_order_statistics() - async → sync - **StatisticsAggregator**: Updated to call synchronous methods - **Examples**: Updated to use sync statistics API - **Bug Fix**: Fixed cleanup function to use search_open_orders() instead of missing get_open_orders() ## Benefits ✅ Consistent API pattern - no more mixing await/direct calls ✅ Better performance - eliminates async overhead for data access ✅ Simpler testing and mocking ✅ Improved IDE IntelliSense support ✅ Thread-safe through quick data copying ## Test Results - All statistics collected successfully without deadlocks - Performance metrics: 5 orders placed with 100% success rate - Memory tracking: 0.120MB total across components - Export functionality working (JSON/Prometheus formats) - Cleanup working properly (all test orders cancelled) 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]>
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Claude finished @TexasCoding's task —— View job 🔍 Comprehensive PR Review: Statistics and Analytics Overhaul v3.2.1I've completed a thorough review of this statistics overhaul PR. Here's my detailed analysis: Review Checklist
🎯 Overall Assessment: A- (Excellent with Minor Issues)This PR successfully delivers a comprehensive statistics overhaul that addresses all core problems outlined in the PR description. The implementation is well-architected, thoroughly tested, and production-ready. ✅ Major Strengths1. Excellent Architecture Design
2. Problem Resolution Success✅ Fixed TradingSuite Hardcoded Values: Lines 838-845 now use real aggregated metrics 3. Outstanding Test Coverage (524 lines)
4. Robust Security Implementation
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🎯 Objective
Comprehensive overhaul of statistics and analytics throughout the ProjectX SDK to provide accurate, performant, and actionable metrics.
📋 Problem Statement
Current statistics implementation has several critical gaps:
📚 Documentation
Development/ProjectX SDK/Feature Planning/v3.2.1 Statistics and Analytics Overhaul.md✨ Key Improvements
Enhanced Statistics Infrastructure
Component Updates
Advanced Analytics
✅ Implementation Checklist
Phase 1: Foundation (Week 1)
Phase 2: Component Integration (Week 1-2)
Phase 3: Advanced Features (Week 2-3)
🔄 Current Status
💬 Discussion Points
🎯 Success Criteria
🔗 Related Issues
🏷️ Labels
Requesting:
enhancement,performance,analytics,v3.2.1This PR will be updated incrementally as implementation progresses. Early feedback on the plan and architecture is welcome!