Spaces:
Running
Running
Update simulation_engine/sim_runner.py
Browse files- simulation_engine/sim_runner.py +100 -110
simulation_engine/sim_runner.py
CHANGED
|
@@ -1,10 +1,9 @@
|
|
| 1 |
# simulation_engine/sim_runner.py
|
| 2 |
-
# (V1.
|
| 3 |
|
| 4 |
import asyncio
|
| 5 |
import os
|
| 6 |
import pandas as pd
|
| 7 |
-
import traceback
|
| 8 |
from tqdm import tqdm
|
| 9 |
from datetime import datetime
|
| 10 |
|
|
@@ -17,162 +16,153 @@ try:
|
|
| 17 |
from .mock_kucoin import MockKuCoin
|
| 18 |
from .virtual_exchange import VirtualExchange
|
| 19 |
except ImportError:
|
| 20 |
-
print("❌ [SimRunner] Missing mock components.")
|
| 21 |
|
| 22 |
-
# === إعدادات المحاكاة ===
|
| 23 |
SIM_CONFIG = {
|
| 24 |
"START_DATE": "2025-09-10",
|
| 25 |
-
"END_DATE": "2025-11-09",
|
| 26 |
-
"INITIAL_BALANCE": 10.0,
|
| 27 |
"TEST_SYMBOLS": [
|
| 28 |
"BTC/USDT", "ETH/USDT", "SOL/USDT", "BNB/USDT", "XRP/USDT",
|
| 29 |
"DOGE/USDT", "ADA/USDT", "AVAX/USDT", "LINK/USDT"
|
| 30 |
],
|
| 31 |
-
"LOCAL_DATA_DIR": "./simulation_data"
|
| 32 |
}
|
| 33 |
|
| 34 |
-
|
| 35 |
-
SIM_STATUS = {
|
| 36 |
-
"running": False,
|
| 37 |
-
"progress": 0.0,
|
| 38 |
-
"current_balance": 0.0,
|
| 39 |
-
"trades_count": 0
|
| 40 |
-
}
|
| 41 |
|
| 42 |
-
|
| 43 |
-
|
| 44 |
-
FETCH_LIMIT = 500 # نطلب 500 شمعة لضمان توفر الـ 200
|
| 45 |
|
| 46 |
async def run_realistic_simulation():
|
| 47 |
-
global SIM_STATUS
|
| 48 |
SIM_STATUS["running"] = True
|
| 49 |
-
print(f"🚀
|
| 50 |
|
| 51 |
r2_service = R2Service()
|
| 52 |
-
|
| 53 |
if not os.path.exists(SIM_CONFIG["LOCAL_DATA_DIR"]):
|
| 54 |
-
print(f"❌
|
| 55 |
SIM_STATUS["running"] = False
|
| 56 |
return
|
| 57 |
|
| 58 |
-
print("🛠️
|
| 59 |
mock_exchange = MockKuCoin(SIM_CONFIG["LOCAL_DATA_DIR"])
|
| 60 |
await mock_exchange.load_data(SIM_CONFIG["TEST_SYMBOLS"], ['5m', '15m', '1h', '4h', '1d'])
|
| 61 |
virtual_wallet = VirtualExchange(SIM_CONFIG["INITIAL_BALANCE"])
|
| 62 |
|
| 63 |
-
print("🧠
|
| 64 |
data_manager = DataManager(None, None, r2_service=r2_service, mock_exchange=mock_exchange)
|
| 65 |
-
|
| 66 |
learning_hub = LearningHubManager(r2_service, None, data_manager)
|
| 67 |
await learning_hub.initialize()
|
| 68 |
-
|
| 69 |
processor = MLProcessor(None, data_manager, learning_hub)
|
| 70 |
await processor.initialize()
|
| 71 |
-
|
| 72 |
-
print("✅ النظام جاهز. بدء المعركة (وضع السرعة القصوى)...")
|
| 73 |
|
| 74 |
start_ts = int(pd.Timestamp(SIM_CONFIG["START_DATE"]).timestamp() * 1000)
|
| 75 |
end_ts = int(pd.Timestamp(SIM_CONFIG["END_DATE"]).timestamp() * 1000)
|
| 76 |
-
step_ms = 15 * 60 * 1000
|
| 77 |
timeline = range(start_ts, end_ts, step_ms)
|
| 78 |
total_steps = len(timeline)
|
| 79 |
-
|
| 80 |
progress_bar = tqdm(timeline, desc="Simulating", unit="step")
|
| 81 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 82 |
for i, current_ts in enumerate(progress_bar):
|
| 83 |
mock_exchange.set_time(current_ts)
|
| 84 |
-
|
| 85 |
if i % 10 == 0:
|
| 86 |
-
|
| 87 |
-
|
| 88 |
-
|
| 89 |
|
| 90 |
-
#
|
| 91 |
current_prices = {}
|
| 92 |
for sym in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 93 |
-
|
| 94 |
-
current_prices[sym] =
|
| 95 |
-
|
| 96 |
closed_trades = virtual_wallet.update_positions(current_prices, current_ts)
|
| 97 |
-
for
|
| 98 |
-
|
| 99 |
-
|
| 100 |
-
|
| 101 |
-
#
|
| 102 |
-
|
| 103 |
-
|
| 104 |
-
|
| 105 |
-
|
| 106 |
-
|
| 107 |
-
|
| 108 |
-
|
| 109 |
-
|
| 110 |
-
|
| 111 |
-
|
| 112 |
-
|
| 113 |
-
|
| 114 |
-
|
| 115 |
-
|
| 116 |
-
|
| 117 |
-
|
| 118 |
-
|
| 119 |
-
|
| 120 |
-
|
| 121 |
-
|
| 122 |
-
|
| 123 |
-
|
| 124 |
-
|
| 125 |
-
|
| 126 |
-
|
| 127 |
-
|
| 128 |
-
|
| 129 |
-
|
| 130 |
-
|
| 131 |
-
|
| 132 |
-
|
| 133 |
-
|
| 134 |
-
|
| 135 |
-
|
| 136 |
-
|
| 137 |
-
|
| 138 |
-
|
| 139 |
-
|
| 140 |
-
|
| 141 |
-
|
| 142 |
-
|
| 143 |
-
|
| 144 |
-
|
| 145 |
-
except Exception as e:
|
| 146 |
-
# تتبع الأخطاء الصامتة فقط
|
| 147 |
-
if not valid_packet: continue # نمرر الأخطاء المتعلقة بالبيانات غير الكافية في بداية المحاكاة
|
| 148 |
-
# يمكنك إلغاء التعليق هنا إذا أردت رؤية الأخطاء الأخرى:
|
| 149 |
-
# print(f"⚠️ Error processing {symbol} at {current_ts}: {e}")
|
| 150 |
-
pass
|
| 151 |
-
|
| 152 |
-
# الختام
|
| 153 |
-
print("\n🏁 نهاية فترة المحاكاة. إغلاق الصفقات المتبقية...")
|
| 154 |
final_ts = end_ts
|
| 155 |
mock_exchange.set_time(final_ts)
|
| 156 |
final_prices = {}
|
| 157 |
for sym in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 158 |
-
|
| 159 |
-
|
| 160 |
-
|
| 161 |
for sym in list(virtual_wallet.positions.keys()):
|
| 162 |
-
|
| 163 |
-
if
|
|
|
|
| 164 |
|
| 165 |
-
print("💾 جاري حفظ النتائج إلى R2...")
|
| 166 |
await r2_service.save_simulation_results(virtual_wallet.trade_history, virtual_wallet.metrics)
|
| 167 |
-
|
| 168 |
await learning_hub.shutdown()
|
| 169 |
-
|
| 170 |
SIM_STATUS["running"] = False
|
| 171 |
SIM_STATUS["progress"] = 100.0
|
| 172 |
-
|
| 173 |
-
print("\n🎉 === تقرير المحاكاة السريع ===")
|
| 174 |
-
print(f"💰 الرصيد النهائي: ${virtual_wallet.get_balance():.2f} (من ${SIM_CONFIG['INITIAL_BALANCE']})")
|
| 175 |
-
print(f"📈 إجمالي الربح/الخسارة: ${virtual_wallet.metrics['total_pnl_usd']:.2f}")
|
| 176 |
-
print(f"🔢 عدد الصفقات: {len(virtual_wallet.trade_history)} (فوز: {virtual_wallet.metrics['wins']} | خسارة: {virtual_wallet.metrics['losses']})")
|
| 177 |
-
print(f"📉 أقصى تراجع (Max Drawdown): {virtual_wallet.metrics['max_drawdown']*100:.2f}%")
|
| 178 |
-
print("===============================\n")
|
|
|
|
| 1 |
# simulation_engine/sim_runner.py
|
| 2 |
+
# (V1.6 - Streamlined Simulation Loop with DEBUG prints)
|
| 3 |
|
| 4 |
import asyncio
|
| 5 |
import os
|
| 6 |
import pandas as pd
|
|
|
|
| 7 |
from tqdm import tqdm
|
| 8 |
from datetime import datetime
|
| 9 |
|
|
|
|
| 16 |
from .mock_kucoin import MockKuCoin
|
| 17 |
from .virtual_exchange import VirtualExchange
|
| 18 |
except ImportError:
|
| 19 |
+
print("❌ [SimRunner] Missing mock components.", flush=True)
|
| 20 |
|
|
|
|
| 21 |
SIM_CONFIG = {
|
| 22 |
"START_DATE": "2025-09-10",
|
| 23 |
+
"END_DATE": "2025-11-09",
|
| 24 |
+
"INITIAL_BALANCE": 10.0,
|
| 25 |
"TEST_SYMBOLS": [
|
| 26 |
"BTC/USDT", "ETH/USDT", "SOL/USDT", "BNB/USDT", "XRP/USDT",
|
| 27 |
"DOGE/USDT", "ADA/USDT", "AVAX/USDT", "LINK/USDT"
|
| 28 |
],
|
| 29 |
+
"LOCAL_DATA_DIR": "./simulation_data"
|
| 30 |
}
|
| 31 |
|
| 32 |
+
SIM_STATUS = { "running": False, "progress": 0.0, "current_balance": 0.0, "trades_count": 0 }
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 33 |
|
| 34 |
+
REQUIRED_CANDLES = 200
|
| 35 |
+
FETCH_LIMIT = 500
|
|
|
|
| 36 |
|
| 37 |
async def run_realistic_simulation():
|
|
|
|
| 38 |
SIM_STATUS["running"] = True
|
| 39 |
+
print(f"🚀 Sim from {SIM_CONFIG['START_DATE']} -> {SIM_CONFIG['END_DATE']} | symbols={len(SIM_CONFIG['TEST_SYMBOLS'])}", flush=True)
|
| 40 |
|
| 41 |
r2_service = R2Service()
|
|
|
|
| 42 |
if not os.path.exists(SIM_CONFIG["LOCAL_DATA_DIR"]):
|
| 43 |
+
print(f"❌ Missing data dir: {SIM_CONFIG['LOCAL_DATA_DIR']}", flush=True)
|
| 44 |
SIM_STATUS["running"] = False
|
| 45 |
return
|
| 46 |
|
| 47 |
+
print("🛠️ Bootstrapping...", flush=True)
|
| 48 |
mock_exchange = MockKuCoin(SIM_CONFIG["LOCAL_DATA_DIR"])
|
| 49 |
await mock_exchange.load_data(SIM_CONFIG["TEST_SYMBOLS"], ['5m', '15m', '1h', '4h', '1d'])
|
| 50 |
virtual_wallet = VirtualExchange(SIM_CONFIG["INITIAL_BALANCE"])
|
| 51 |
|
| 52 |
+
print("🧠 Initializing hybrid system...", flush=True)
|
| 53 |
data_manager = DataManager(None, None, r2_service=r2_service, mock_exchange=mock_exchange)
|
|
|
|
| 54 |
learning_hub = LearningHubManager(r2_service, None, data_manager)
|
| 55 |
await learning_hub.initialize()
|
|
|
|
| 56 |
processor = MLProcessor(None, data_manager, learning_hub)
|
| 57 |
await processor.initialize()
|
| 58 |
+
print(f"✅ Ready. Threshold={getattr(data_manager, 'HYBRID_ENTRY_THRESHOLD', 'NA')}", flush=True)
|
|
|
|
| 59 |
|
| 60 |
start_ts = int(pd.Timestamp(SIM_CONFIG["START_DATE"]).timestamp() * 1000)
|
| 61 |
end_ts = int(pd.Timestamp(SIM_CONFIG["END_DATE"]).timestamp() * 1000)
|
| 62 |
+
step_ms = 15 * 60 * 1000
|
| 63 |
timeline = range(start_ts, end_ts, step_ms)
|
| 64 |
total_steps = len(timeline)
|
| 65 |
+
|
| 66 |
progress_bar = tqdm(timeline, desc="Simulating", unit="step")
|
| 67 |
+
|
| 68 |
+
def log(msg: str):
|
| 69 |
+
# يضمن الظهور حتى مع tqdm
|
| 70 |
+
try:
|
| 71 |
+
progress_bar.write(msg)
|
| 72 |
+
except Exception:
|
| 73 |
+
print(msg, flush=True)
|
| 74 |
+
|
| 75 |
+
# طباعة ملخص البيانات المتاحة لكل رمز
|
| 76 |
+
for sym in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 77 |
+
counts = {}
|
| 78 |
+
for tf in ['5m', '15m', '1h', '4h', '1d']:
|
| 79 |
+
data = await mock_exchange.fetch_ohlcv(sym, tf, limit=1_000_000)
|
| 80 |
+
counts[tf] = len(data)
|
| 81 |
+
log(f"[DATA] {sym} -> lens: {counts}")
|
| 82 |
+
|
| 83 |
for i, current_ts in enumerate(progress_bar):
|
| 84 |
mock_exchange.set_time(current_ts)
|
| 85 |
+
|
| 86 |
if i % 10 == 0:
|
| 87 |
+
SIM_STATUS["progress"] = (i / total_steps) * 100
|
| 88 |
+
SIM_STATUS["current_balance"] = virtual_wallet.get_balance()
|
| 89 |
+
SIM_STATUS["trades_count"] = len(virtual_wallet.trade_history)
|
| 90 |
|
| 91 |
+
# أ) تحديث المراكز الحالية
|
| 92 |
current_prices = {}
|
| 93 |
for sym in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 94 |
+
t = await mock_exchange.fetch_ticker(sym)
|
| 95 |
+
current_prices[sym] = t['last']
|
|
|
|
| 96 |
closed_trades = virtual_wallet.update_positions(current_prices, current_ts)
|
| 97 |
+
for tr in closed_trades:
|
| 98 |
+
log(f"[CLOSE] {tr['symbol']} reason={tr['close_reason']} pnl={tr['pnl_percent']:.2f}%")
|
| 99 |
+
await learning_hub.analyze_trade_and_learn(tr, tr['close_reason'])
|
| 100 |
+
|
| 101 |
+
# ب) البحث عن فرص
|
| 102 |
+
entry_threshold = getattr(data_manager, 'HYBRID_ENTRY_THRESHOLD', 0.75)
|
| 103 |
+
for symbol in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 104 |
+
REQUIRED_TFS = ['5m', '15m', '1h', '4h', '1d']
|
| 105 |
+
ohlcv_packet = {}
|
| 106 |
+
valid_packet = True
|
| 107 |
+
lens = {}
|
| 108 |
+
for tf in REQUIRED_TFS:
|
| 109 |
+
candles = await mock_exchange.fetch_ohlcv(symbol, tf, limit=FETCH_LIMIT)
|
| 110 |
+
n = len(candles) if candles else 0
|
| 111 |
+
lens[tf] = n
|
| 112 |
+
if not candles or n < REQUIRED_CANDLES:
|
| 113 |
+
valid_packet = False
|
| 114 |
+
if not valid_packet:
|
| 115 |
+
if i % 50 == 0: # لا نغرق الطرفية
|
| 116 |
+
log(f"[SKIP][{symbol}] insufficient data {lens} need>={REQUIRED_CANDLES}")
|
| 117 |
+
continue
|
| 118 |
+
|
| 119 |
+
# إذا صالح، خزّنه
|
| 120 |
+
for tf in REQUIRED_TFS:
|
| 121 |
+
ohlcv_packet[tf] = await mock_exchange.fetch_ohlcv(symbol, tf, limit=FETCH_LIMIT)
|
| 122 |
+
|
| 123 |
+
raw_data = {'symbol': symbol, 'ohlcv': ohlcv_packet, 'current_price': current_prices.get(symbol, 0.0)}
|
| 124 |
+
res = await processor.process_and_score_symbol_enhanced(raw_data)
|
| 125 |
+
|
| 126 |
+
if not res:
|
| 127 |
+
log(f"[NORES] {symbol}")
|
| 128 |
+
continue
|
| 129 |
+
|
| 130 |
+
final_s = res['enhanced_final_score']
|
| 131 |
+
comps = res.get('components', {})
|
| 132 |
+
log(f"[SCORE] {symbol} final={final_s:.3f} thr={entry_threshold:.3f} comps={comps}")
|
| 133 |
+
|
| 134 |
+
if final_s >= entry_threshold:
|
| 135 |
+
if symbol not in virtual_wallet.positions and virtual_wallet.get_balance() > 5:
|
| 136 |
+
pos_size = virtual_wallet.get_balance()
|
| 137 |
+
ok = virtual_wallet.execute_buy(symbol, res['current_price'], pos_size, current_ts, comps)
|
| 138 |
+
if ok:
|
| 139 |
+
log(f"[BUY] {symbol} @ {res['current_price']} size=${pos_size:.2f}")
|
| 140 |
+
else:
|
| 141 |
+
log(f"[BUY-FAIL] {symbol} balance={virtual_wallet.get_balance():.2f}")
|
| 142 |
+
|
| 143 |
+
# إنهاء
|
| 144 |
+
print("\n🏁 نهاية فترة المحاكاة. إغلاق الصفقات المتبقية...", flush=True)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 145 |
final_ts = end_ts
|
| 146 |
mock_exchange.set_time(final_ts)
|
| 147 |
final_prices = {}
|
| 148 |
for sym in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 149 |
+
t = await mock_exchange.fetch_ticker(sym)
|
| 150 |
+
final_prices[sym] = t['last']
|
|
|
|
| 151 |
for sym in list(virtual_wallet.positions.keys()):
|
| 152 |
+
tr = virtual_wallet.execute_sell(sym, final_prices.get(sym, 0), final_ts, "END_OF_SIM")
|
| 153 |
+
if tr:
|
| 154 |
+
await learning_hub.analyze_trade_and_learn(tr, "END_OF_SIM")
|
| 155 |
|
| 156 |
+
print("💾 جاري حفظ النتائج إلى R2...", flush=True)
|
| 157 |
await r2_service.save_simulation_results(virtual_wallet.trade_history, virtual_wallet.metrics)
|
|
|
|
| 158 |
await learning_hub.shutdown()
|
| 159 |
+
|
| 160 |
SIM_STATUS["running"] = False
|
| 161 |
SIM_STATUS["progress"] = 100.0
|
| 162 |
+
|
| 163 |
+
print("\n🎉 === تقرير المحاكاة السريع ===", flush=True)
|
| 164 |
+
print(f"💰 الرصيد النهائي: ${virtual_wallet.get_balance():.2f} (من ${SIM_CONFIG['INITIAL_BALANCE']})", flush=True)
|
| 165 |
+
print(f"📈 إجمالي الربح/الخسارة: ${virtual_wallet.metrics['total_pnl_usd']:.2f}", flush=True)
|
| 166 |
+
print(f"🔢 عدد الصفقات: {len(virtual_wallet.trade_history)} (فوز: {virtual_wallet.metrics['wins']} | خسارة: {virtual_wallet.metrics['losses']})", flush=True)
|
| 167 |
+
print(f"📉 أقصى تراجع (Max Drawdown): {virtual_wallet.metrics['max_drawdown']*100:.2f}%", flush=True)
|
| 168 |
+
print("===============================\n", flush=True)
|