Spaces:
Running
Running
Update simulation_engine/sim_runner.py
Browse files- simulation_engine/sim_runner.py +26 -35
simulation_engine/sim_runner.py
CHANGED
|
@@ -1,11 +1,10 @@
|
|
| 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.notebook import tqdm # (اختياري: يمكن استبداله بطباعة عادية إذا سبب مشاكل في البيئة الحالية)
|
| 9 |
from tqdm import tqdm
|
| 10 |
from datetime import datetime
|
| 11 |
|
|
@@ -23,8 +22,8 @@ except ImportError:
|
|
| 23 |
# === إعدادات المحاكاة ===
|
| 24 |
SIM_CONFIG = {
|
| 25 |
"START_DATE": "2025-09-10",
|
| 26 |
-
"END_DATE": "2025-11-09",
|
| 27 |
-
"INITIAL_BALANCE": 10, #
|
| 28 |
"TEST_SYMBOLS": [
|
| 29 |
"BTC/USDT", "ETH/USDT", "SOL/USDT", "BNB/USDT", "XRP/USDT",
|
| 30 |
"DOGE/USDT", "ADA/USDT", "AVAX/USDT", "LINK/USDT"
|
|
@@ -40,6 +39,10 @@ SIM_STATUS = {
|
|
| 40 |
"trades_count": 0
|
| 41 |
}
|
| 42 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 43 |
async def run_realistic_simulation():
|
| 44 |
global SIM_STATUS
|
| 45 |
SIM_STATUS["running"] = True
|
|
@@ -54,16 +57,12 @@ async def run_realistic_simulation():
|
|
| 54 |
|
| 55 |
print("🛠️ تجهيز البيئة...")
|
| 56 |
mock_exchange = MockKuCoin(SIM_CONFIG["LOCAL_DATA_DIR"])
|
| 57 |
-
# تحميل البيانات للأطر الزمنية الأساسية التي يحتاجها المعالج
|
| 58 |
await mock_exchange.load_data(SIM_CONFIG["TEST_SYMBOLS"], ['5m', '15m', '1h', '4h', '1d'])
|
| 59 |
virtual_wallet = VirtualExchange(SIM_CONFIG["INITIAL_BALANCE"])
|
| 60 |
|
| 61 |
print("🧠 تهيئة النظام الهجين مع التعلم النشط...")
|
| 62 |
data_manager = DataManager(None, None, r2_service=r2_service, mock_exchange=mock_exchange)
|
| 63 |
-
# لا حاجة لتهيئة data_manager الكاملة هنا لأننا لن نستخدم stream_ohlcv_data المعقدة
|
| 64 |
-
# await data_manager.initialize()
|
| 65 |
|
| 66 |
-
# 🔥 تفعيل مركز التعلم بالكامل 🔥
|
| 67 |
learning_hub = LearningHubManager(r2_service, None, data_manager)
|
| 68 |
await learning_hub.initialize()
|
| 69 |
|
|
@@ -74,17 +73,15 @@ async def run_realistic_simulation():
|
|
| 74 |
|
| 75 |
start_ts = int(pd.Timestamp(SIM_CONFIG["START_DATE"]).timestamp() * 1000)
|
| 76 |
end_ts = int(pd.Timestamp(SIM_CONFIG["END_DATE"]).timestamp() * 1000)
|
| 77 |
-
step_ms = 15 * 60 * 1000
|
| 78 |
timeline = range(start_ts, end_ts, step_ms)
|
| 79 |
total_steps = len(timeline)
|
| 80 |
|
| 81 |
-
# استخدام tqdm العادي للطرفية، أو استبدله بـ range عادي إذا كنت في بيئة لا تدعمه
|
| 82 |
progress_bar = tqdm(timeline, desc="Simulating", unit="step")
|
| 83 |
|
| 84 |
for i, current_ts in enumerate(progress_bar):
|
| 85 |
mock_exchange.set_time(current_ts)
|
| 86 |
|
| 87 |
-
# تحديث الحالة العالمية كل 10 خطوات فقط لتخفيف الحمل
|
| 88 |
if i % 10 == 0:
|
| 89 |
SIM_STATUS["progress"] = (i / total_steps) * 100
|
| 90 |
SIM_STATUS["current_balance"] = virtual_wallet.get_balance()
|
|
@@ -92,70 +89,67 @@ async def run_realistic_simulation():
|
|
| 92 |
|
| 93 |
# --- أ. تحديث المحفظة + تعلم من الصفقات المغلقة ---
|
| 94 |
current_prices = {}
|
| 95 |
-
# جلب سريع للأسعار الحالية لكل الرموز دفعة واحدة (تحسين)
|
| 96 |
for sym in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 97 |
ticker = await mock_exchange.fetch_ticker(sym)
|
| 98 |
current_prices[sym] = ticker['last']
|
| 99 |
|
| 100 |
closed_trades = virtual_wallet.update_positions(current_prices, current_ts)
|
| 101 |
for trade in closed_trades:
|
| 102 |
-
# print(f"🎓 Closed: {trade['symbol']} PnL: {trade['pnl_percent']:.2f}%") # اختياري للطباعة
|
| 103 |
await learning_hub.analyze_trade_and_learn(trade, trade['close_reason'])
|
| 104 |
|
| 105 |
# --- ب. دورة البحث عن فرص جديدة (مباشرة وبسيطة) ---
|
| 106 |
-
#
|
| 107 |
-
if virtual_wallet.get_balance() >
|
| 108 |
for symbol in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 109 |
try:
|
| 110 |
-
# 1. بناء حزمة البيانات المطلوبة للمعالج يدوياً وبسرعة
|
| 111 |
ohlcv_packet = {}
|
| 112 |
REQUIRED_TFS = ['5m', '15m', '1h', '4h', '1d']
|
| 113 |
valid_packet = True
|
|
|
|
| 114 |
for tf in REQUIRED_TFS:
|
| 115 |
-
#
|
| 116 |
-
candles = await mock_exchange.fetch_ohlcv(symbol, tf, limit=
|
| 117 |
-
|
|
|
|
|
|
|
| 118 |
valid_packet = False
|
| 119 |
break
|
|
|
|
| 120 |
ohlcv_packet[tf] = candles
|
| 121 |
|
| 122 |
if not valid_packet: continue
|
| 123 |
-
|
| 124 |
raw_data = {
|
| 125 |
'symbol': symbol,
|
| 126 |
'ohlcv': ohlcv_packet,
|
| 127 |
'current_price': current_prices.get(symbol, 0.0)
|
| 128 |
}
|
| 129 |
|
| 130 |
-
# 2. المعالجة الفورية
|
| 131 |
-
# نستخدم المعالج الهجين مباشرة
|
| 132 |
res = await processor.process_and_score_symbol_enhanced(raw_data)
|
| 133 |
|
| 134 |
-
# 3. اتخاذ القرار
|
| 135 |
-
# نستخدم عتبة من DataManager أو قيمة ثابتة آمنة
|
| 136 |
entry_threshold = getattr(data_manager, 'HYBRID_ENTRY_THRESHOLD', 0.75)
|
| 137 |
|
| 138 |
if res and res['enhanced_final_score'] >= entry_threshold:
|
| 139 |
-
# التحقق من عدم وجود صفقة مفتوحة لنفس الرمز
|
| 140 |
if symbol not in virtual_wallet.positions:
|
| 141 |
-
# حجم
|
| 142 |
-
pos_size = virtual_wallet.get_balance()
|
| 143 |
-
|
| 144 |
virtual_wallet.execute_buy(
|
| 145 |
symbol,
|
| 146 |
res['current_price'],
|
| 147 |
pos_size,
|
| 148 |
current_ts,
|
| 149 |
-
res.get('components', {})
|
| 150 |
)
|
| 151 |
-
# print(f"🛒 BUY {symbol} at {res['current_price']} (Score: {res['enhanced_final_score']:.2f})")
|
| 152 |
|
| 153 |
except Exception as e:
|
| 154 |
-
#
|
|
|
|
|
|
|
| 155 |
# print(f"⚠️ Error processing {symbol} at {current_ts}: {e}")
|
| 156 |
pass
|
| 157 |
|
| 158 |
-
#
|
| 159 |
print("\n🏁 نهاية فترة المحاكاة. إغلاق الصفقات المتبقية...")
|
| 160 |
final_ts = end_ts
|
| 161 |
mock_exchange.set_time(final_ts)
|
|
@@ -168,17 +162,14 @@ async def run_realistic_simulation():
|
|
| 168 |
trade = virtual_wallet.execute_sell(sym, final_prices.get(sym, 0), final_ts, "END_OF_SIM")
|
| 169 |
if trade: await learning_hub.analyze_trade_and_learn(trade, "END_OF_SIM")
|
| 170 |
|
| 171 |
-
# حفظ النتائج النهائية
|
| 172 |
print("💾 جاري حفظ النتائج إلى R2...")
|
| 173 |
await r2_service.save_simulation_results(virtual_wallet.trade_history, virtual_wallet.metrics)
|
| 174 |
|
| 175 |
-
# حفظ ما تعلمناه (الأوزان الجديدة، إلخ)
|
| 176 |
await learning_hub.shutdown()
|
| 177 |
|
| 178 |
SIM_STATUS["running"] = False
|
| 179 |
SIM_STATUS["progress"] = 100.0
|
| 180 |
|
| 181 |
-
# طباعة ملخص سريع
|
| 182 |
print("\n🎉 === تقرير المحاكاة السريع ===")
|
| 183 |
print(f"💰 الرصيد النهائي: ${virtual_wallet.get_balance():.2f} (من ${SIM_CONFIG['INITIAL_BALANCE']})")
|
| 184 |
print(f"📈 إجمالي الربح/الخسارة: ${virtual_wallet.metrics['total_pnl_usd']:.2f}")
|
|
|
|
| 1 |
# simulation_engine/sim_runner.py
|
| 2 |
+
# (V1.4 - Streamlined Simulation Loop - FIXED TITAN DATA SCARCITY)
|
| 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 |
|
|
|
|
| 22 |
# === إعدادات المحاكاة ===
|
| 23 |
SIM_CONFIG = {
|
| 24 |
"START_DATE": "2025-09-10",
|
| 25 |
+
"END_DATE": "2025-11-09",
|
| 26 |
+
"INITIAL_BALANCE": 10.0, # تم التعديل بناء على طلب المستخدم
|
| 27 |
"TEST_SYMBOLS": [
|
| 28 |
"BTC/USDT", "ETH/USDT", "SOL/USDT", "BNB/USDT", "XRP/USDT",
|
| 29 |
"DOGE/USDT", "ADA/USDT", "AVAX/USDT", "LINK/USDT"
|
|
|
|
| 39 |
"trades_count": 0
|
| 40 |
}
|
| 41 |
|
| 42 |
+
# 🔥 متغير ثابت للإصلاح 🔥
|
| 43 |
+
REQUIRED_CANDLES = 200 # الحد الأدنى للشموع المطلوبة لحساب المؤشرات الكبيرة (مثل 200 EMA)
|
| 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
|
|
|
|
| 57 |
|
| 58 |
print("🛠️ تجهيز البيئة...")
|
| 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("🧠 تهيئة النظام الهجين مع التعلم النشط...")
|
| 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 |
|
|
|
|
| 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 |
SIM_STATUS["progress"] = (i / total_steps) * 100
|
| 87 |
SIM_STATUS["current_balance"] = virtual_wallet.get_balance()
|
|
|
|
| 89 |
|
| 90 |
# --- أ. تحديث المحفظة + تعلم من الصفقات المغلقة ---
|
| 91 |
current_prices = {}
|
|
|
|
| 92 |
for sym in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 93 |
ticker = await mock_exchange.fetch_ticker(sym)
|
| 94 |
current_prices[sym] = ticker['last']
|
| 95 |
|
| 96 |
closed_trades = virtual_wallet.update_positions(current_prices, current_ts)
|
| 97 |
for trade in closed_trades:
|
|
|
|
| 98 |
await learning_hub.analyze_trade_and_learn(trade, trade['close_reason'])
|
| 99 |
|
| 100 |
# --- ب. دورة البحث عن فرص جديدة (مباشرة وبسيطة) ---
|
| 101 |
+
# تم تعديل الشرط ليناسب الرصيد الصغير (أكبر من 5 دولارات كحد أدنى)
|
| 102 |
+
if virtual_wallet.get_balance() > 5:
|
| 103 |
for symbol in SIM_CONFIG["TEST_SYMBOLS"]:
|
| 104 |
try:
|
|
|
|
| 105 |
ohlcv_packet = {}
|
| 106 |
REQUIRED_TFS = ['5m', '15m', '1h', '4h', '1d']
|
| 107 |
valid_packet = True
|
| 108 |
+
|
| 109 |
for tf in REQUIRED_TFS:
|
| 110 |
+
# 🔥 جلب 500 شمعة بدلاً من 100
|
| 111 |
+
candles = await mock_exchange.fetch_ohlcv(symbol, tf, limit=FETCH_LIMIT)
|
| 112 |
+
|
| 113 |
+
# 🔥 التحقق من الحد الأدنى للشموع المطلوبة
|
| 114 |
+
if not candles or len(candles) < REQUIRED_CANDLES:
|
| 115 |
valid_packet = False
|
| 116 |
break
|
| 117 |
+
|
| 118 |
ohlcv_packet[tf] = candles
|
| 119 |
|
| 120 |
if not valid_packet: continue
|
| 121 |
+
|
| 122 |
raw_data = {
|
| 123 |
'symbol': symbol,
|
| 124 |
'ohlcv': ohlcv_packet,
|
| 125 |
'current_price': current_prices.get(symbol, 0.0)
|
| 126 |
}
|
| 127 |
|
|
|
|
|
|
|
| 128 |
res = await processor.process_and_score_symbol_enhanced(raw_data)
|
| 129 |
|
|
|
|
|
|
|
| 130 |
entry_threshold = getattr(data_manager, 'HYBRID_ENTRY_THRESHOLD', 0.75)
|
| 131 |
|
| 132 |
if res and res['enhanced_final_score'] >= entry_threshold:
|
|
|
|
| 133 |
if symbol not in virtual_wallet.positions:
|
| 134 |
+
# 🔥 حجم الصفقة 100% من الرصيد المتاح (للاستثمار بالكامل)
|
| 135 |
+
pos_size = virtual_wallet.get_balance()
|
| 136 |
+
|
| 137 |
virtual_wallet.execute_buy(
|
| 138 |
symbol,
|
| 139 |
res['current_price'],
|
| 140 |
pos_size,
|
| 141 |
current_ts,
|
| 142 |
+
res.get('components', {})
|
| 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)
|
|
|
|
| 162 |
trade = virtual_wallet.execute_sell(sym, final_prices.get(sym, 0), final_ts, "END_OF_SIM")
|
| 163 |
if trade: await learning_hub.analyze_trade_and_learn(trade, "END_OF_SIM")
|
| 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}")
|