feat(aggregator): implement configurable outlier detection and filtering pipeline#43
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Oluwaseyi89 wants to merge 1 commit intoNeko-Protocol:mainfrom
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…ing pipeline - add Range, IQR, Z-score, and MAD outlier detectors - add OutlierDetectionService with batch/stream detection and source quality metrics - integrate optional outlier pre-filtering into aggregation flow - add interfaces, env configs, and documentation updates - add comprehensive tests and stabilize jest/tsconfig paths - fix reconnect timer cleanup and startup/build wiring issues closes Neko-Protocol#18
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@Oluwaseyi89 Great news! 🎉 Based on an automated assessment of this PR, the linked Wave issue(s) no longer count against your application limits. You can now already apply to more issues while waiting for a review of this PR. Keep up the great work! 🚀 |
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@Villarley please, review. |
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@Villarley please, review. |
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🚀 Neko Pull Request
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xall the checkboxes that apply (like[x])📌 Type of Change
📝 Changes description
Implements a configurable outlier detection and filtering service to identify anomalous price data before aggregation. The service uses multiple statistical techniques to detect outliers and marks them with metadata while preserving them for analysis.
Core Implementation
Outlier Detection Strategies (
apps/aggregator/src/strategies/outlier-detectors/):OutlierDetectionService (
apps/aggregator/src/services/outlier-detection.service.ts):Integration:
app.module.tsas a providerEnvironment Variables Added
📁 Files Added
apps/aggregator/src/interfaces/outlier-result.interface.tsapps/aggregator/src/services/outlier-detection.service.tsapps/aggregator/src/services/outlier-detection.service.spec.tsapps/aggregator/src/strategies/outlier-detectors/apps/aggregator/tsconfig.spec.json📸 Evidence (A Loom/Cap video is required as evidence, we WON'T merge if there's no proof)
https://www.loom.com/share/81affce95e8e4ace83ba887111a58869
⏰ Time spent breakdown
🌌 Comments
OUTLIER_ENABLED=falseCloses #18