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Update trade_manager.py
Browse files- trade_manager.py +288 -59
trade_manager.py
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# trade_manager.py (
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import asyncio
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import time
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import json
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from
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from collections import deque
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import numpy as np
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import ccxt.async_support as ccxtasync
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class TacticalData:
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def __init__(self, symbol):
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self.symbol = symbol
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self.order_book = None
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self.trades = deque(maxlen=1000)
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self.last_update = time.time()
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def update_ohlcv(self, tf, candles):
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if not candles: return
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current = self.ohlcv
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def
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return {tf: list(data) for tf, data in self.ohlcv.items()}
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class TradeManager:
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def __init__(self, r2_service, data_manager, titan_engine=None, processor=None):
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self.r2 = r2_service
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self.dm = data_manager
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self.
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self.is_running = False
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self.watchlist = {}
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self.tasks = {}
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self.data_cache = {}
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self.lock = asyncio.Lock()
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self.exchange = None
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#
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self.
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async def initialize_sentry_exchanges(self):
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async def start_sentry_loops(self):
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self.is_running = True
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while self.is_running:
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async def stop_sentry_loops(self):
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self.is_running = False
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for t in self.tasks.values(): t.cancel()
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if self.exchange: await self.exchange.close()
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async def update_sentry_watchlist(self, candidates):
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async with self.lock:
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while self.is_running and symbol in self.watchlist:
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try:
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tasks
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results = await asyncio.gather(*tasks, return_exceptions=True)
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data = self.data_cache[symbol]
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data.order_book = results[-1]
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await self.
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await asyncio.sleep(
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except Exception as e:
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print(f"⚠️ [Monitor Error] {symbol}: {e}")
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await asyncio.sleep(10)
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async def
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# trade_manager.py (V13.1 - Tactical Sniper with Full Reporting)
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import asyncio
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import time
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import json
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import traceback
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from datetime import datetime, timezone
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from typing import Dict, List, Deque, Optional
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from collections import deque
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import numpy as np
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import ccxt.async_support as ccxtasync
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# استيراد التبعيات الضرورية للتحليل اللحظي
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try:
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from ml_engine.titan_engine import TitanEngine
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from ml_engine.patterns import ChartPatternAnalyzer
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except ImportError:
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TitanEngine = None
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ChartPatternAnalyzer = None
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print("⚠️ [TradeManager] Warning: ML engines not found. Sniper mode will be limited.")
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class TacticalData:
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"""حاوية بيانات تكتيكية سريعة للمراقبة اللحظية"""
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def __init__(self, symbol):
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self.symbol = symbol
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self.order_book = None
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self.trades = deque(maxlen=1000) # آخر 1000 صفقة لتتبع الزخم
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# نحتاج فريم 5 دقائق بشكل أساسي للزناد، و 1 ساعة للسياق
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self.ohlcv = {tf: deque(maxlen=300) for tf in ['5m', '1h']}
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self.last_update = time.time()
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def update_ohlcv(self, tf, candles):
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if not candles: return
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current = self.ohlcv.get(tf)
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if current is None: return
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# دمج الشموع الجديدة بكفاءة
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if len(current) == 0:
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current.extend(candles)
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else:
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last_ts = current[-1][0]
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new_candles = [c for c in candles if c[0] > last_ts]
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current.extend(new_candles)
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# تحديث الشمعة الأخيرة إذا كانت لا تزال مفتوحة
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if candles[-1][0] == last_ts:
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current[-1] = candles[-1]
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def is_ready_for_analysis(self):
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# نحتاج على الأقل 100 شمعة 5 دقائق لتحليل فني معقول
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return len(self.ohlcv['5m']) >= 100
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class TradeManager:
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def __init__(self, r2_service, data_manager, titan_engine=None, processor=None):
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self.r2 = r2_service
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self.dm = data_manager
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# استخدام محركات خاصة للحارس لضمان عدم تضارب الذاكرة مع المستكشف
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self.titan = TitanEngine() if TitanEngine else None
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self.pattern_analyzer = ChartPatternAnalyzer() if ChartPatternAnalyzer else None
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self.is_running = False
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self.watchlist = {} # العملات قيد المراقبة للدخول
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self.open_positions = {} # العملات التي تم الدخول فيها
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self.tasks = {}
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self.data_cache = {}
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self.lock = asyncio.Lock()
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self.exchange = None
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# إعدادات القناص
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self.SNIPER_ENTRY_THRESHOLD = 0.75 # عتبة دخول لحظية مرتفعة
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self.MOMENTUM_CONFIRMATION = True # تطلب تأكيد الزخم من دفتر الطلبات
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print(f"⚔️ [Sniper] Tactical Trade Manager Initialized. Entry Threshold: {self.SNIPER_ENTRY_THRESHOLD}")
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async def initialize_sentry_exchanges(self):
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"""تهيئة اتصال المنصة الخاص بالحارس"""
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try:
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if not self.exchange:
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self.exchange = ccxtasync.kucoin({
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'enableRateLimit': True,
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'timeout': 15000, # تايم آوت أقصر للاستجابة السريعة
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'options': {'defaultType': 'spot'}
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})
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await self.exchange.load_markets()
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# تهيئة المحركات اللحظية
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if self.titan and not self.titan.initialized: await self.titan.initialize()
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if self.pattern_analyzer and not self.pattern_analyzer.initialized: await self.pattern_analyzer.initialize()
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except Exception as e:
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print(f"❌ [Sniper Init Error] {e}")
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async def start_sentry_loops(self):
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"""بدء حلقة المراقبة الرئيسية"""
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self.is_running = True
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print("🔭 [Sniper] Sentry loops started.")
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while self.is_running:
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try:
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# 1. إدارة قائمة المراقبة (للدخول)
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async with self.lock:
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watch_targets = list(self.watchlist.keys())
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for sym in watch_targets:
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if sym not in self.tasks:
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print(f"🎯 [Sniper] Locking on target: {sym}")
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self.data_cache[sym] = TacticalData(sym)
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self.tasks[sym] = asyncio.create_task(self._monitor_for_entry(sym))
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# 2. إدارة الصفقات المفتوحة (للخروج)
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# (سيتم إضافتها لاحقاً: self._monitor_open_positions())
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await asyncio.sleep(5) # دورة تفقد رئيسية سريعة
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except Exception as e:
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print(f"⚠️ [Sentry Loop Error] {e}")
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await asyncio.sleep(5)
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async def stop_sentry_loops(self):
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self.is_running = False
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for t in self.tasks.values(): t.cancel()
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if self.exchange: await self.exchange.close()
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print("🛡️ [Sniper] Sentry stood down.")
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async def update_sentry_watchlist(self, candidates):
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"""تحديث قائمة الأهداف من المستكشف"""
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async with self.lock:
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# إضافة أهداف جديدة فقط
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for cand in candidates:
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sym = cand['symbol']
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if sym not in self.watchlist and sym not in self.open_positions:
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self.watchlist[sym] = cand
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print(f"📋 [Sniper] New target acquired: {sym}")
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# ==================================================================
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# 🎯 منطق القناص (Entry Logic)
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# ==================================================================
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async def _monitor_for_entry(self, symbol):
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"""مراقبة لحظية مكثفة لهدف محدد بغرض الدخول"""
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print(f"👁️ [Sniper] Monitoring {symbol} for tactical entry...")
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consecutive_signals = 0
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while self.is_running and symbol in self.watchlist:
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try:
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# 1. تحديث البيانات التكتيكية (5m + 1h + OrderBook)
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tfs = ['5m', '1h']
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tasks = [self.exchange.fetch_ohlcv(symbol, tf, limit=150) for tf in tfs]
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tasks.append(self.exchange.fetch_order_book(symbol, limit=50))
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results = await asyncio.gather(*tasks, return_exceptions=True)
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data = self.data_cache[symbol]
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valid_update = True
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for i, res in enumerate(results[:-1]):
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if isinstance(res, list):
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data.update_ohlcv(tfs[i], res)
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else:
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valid_update = False
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if isinstance(results[-1], dict):
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data.order_book = results[-1]
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if not valid_update or not data.is_ready_for_analysis():
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await asyncio.sleep(10) # انتظار تجميع البيانات
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continue
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# 2. التحليل اللحظي الجديد (Fresh Analysis)
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# أ. تحليل Titan اللحظي (5m)
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titan_score = 0.0
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if self.titan:
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# تجهيز البيانات لـ Titan (يحتاج قاموس بجميع الفريمات المتاحة)
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titan_packet = {tf: list(data.ohlcv[tf]) for tf in tfs}
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titan_res = await asyncio.to_thread(self.titan.predict, titan_packet)
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titan_score = titan_res.get('score', 0.0)
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# ب. تحليل الأنماط اللحظي (5m)
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pattern_score = 0.0
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bullish_pattern = False
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if self.pattern_analyzer:
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# تحليل آخر 100 شمعة 5 دقائق فقط
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candles_5m = list(data.ohlcv['5m'])[-100:]
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pat_res = await self.pattern_analyzer.detect_chart_patterns({'5m': candles_5m})
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pattern_score = pat_res.get('pattern_confidence', 0.0)
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if pat_res.get('pattern_detected') and 'BULLISH' in pat_res['pattern_detected'].upper():
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| 181 |
+
bullish_pattern = True
|
| 182 |
+
|
| 183 |
+
# ج. تحليل زخم دفتر الطلبات (Order Book Imbalance)
|
| 184 |
+
ob_imbalance = self._calculate_ob_imbalance(data.order_book)
|
| 185 |
+
momentum_confirmed = ob_imbalance > 0.15 # طلبات الشراء أكثر بـ 15%
|
| 186 |
+
|
| 187 |
+
# 3. قرار الزناد (The Trigger)
|
| 188 |
+
# الشروط: Titan قوي جدًا OR (Titan جيد AND نمط إيجابي AND زخم دفتر طلبات)
|
| 189 |
+
sniper_fired = False
|
| 190 |
+
trigger_reason = ""
|
| 191 |
+
|
| 192 |
+
if titan_score >= self.SNIPER_ENTRY_THRESHOLD:
|
| 193 |
+
sniper_fired = True
|
| 194 |
+
trigger_reason = f"Titan Surge ({titan_score:.2f})"
|
| 195 |
+
elif titan_score >= 0.65 and bullish_pattern and momentum_confirmed:
|
| 196 |
+
sniper_fired = True
|
| 197 |
+
trigger_reason = f"Tactical Combo (Titan:{titan_score:.2f} + Pattern + OB:{ob_imbalance:.2f})"
|
| 198 |
+
|
| 199 |
+
if sniper_fired:
|
| 200 |
+
consecutive_signals += 1
|
| 201 |
+
print(f"🔥 [Sniper] {symbol} Signal detected! ({consecutive_signals}/2) - {trigger_reason}")
|
| 202 |
|
| 203 |
+
# نطلب تأكيد إشارتين متتاليتين لتقليل الإشارات الكاذبة
|
| 204 |
+
if consecutive_signals >= 2:
|
| 205 |
+
await self._execute_buy(symbol, trigger_reason, titan_score)
|
| 206 |
+
break # الخروج من حلقة المراقبة بعد الشراء
|
| 207 |
+
else:
|
| 208 |
+
consecutive_signals = max(0, consecutive_signals - 1) # تبريد العداد
|
| 209 |
|
| 210 |
+
await asyncio.sleep(30) # مراقبة كل 30 ثانية (سريع)
|
| 211 |
+
|
| 212 |
+
except asyncio.CancelledError:
|
| 213 |
+
break
|
| 214 |
except Exception as e:
|
| 215 |
print(f"⚠️ [Monitor Error] {symbol}: {e}")
|
| 216 |
+
await asyncio.sleep(60) # تهدئة عند الخطأ
|
| 217 |
+
|
| 218 |
+
def _calculate_ob_imbalance(self, ob):
|
| 219 |
+
"""حساب عدم توازن دفتر الطلبات (ميل نحو الشراء أو البيع)"""
|
| 220 |
+
if not ob or 'bids' not in ob or 'asks' not in ob: return 0.0
|
| 221 |
+
# حساب حجم أفضل 10 طلبات وعروض
|
| 222 |
+
bids_vol = sum(b[1] for b in ob['bids'][:10])
|
| 223 |
+
asks_vol = sum(a[1] for a in ob['asks'][:10])
|
| 224 |
+
if (bids_vol + asks_vol) == 0: return 0.0
|
| 225 |
+
return (bids_vol - asks_vol) / (bids_vol + asks_vol)
|
| 226 |
+
|
| 227 |
+
# ==================================================================
|
| 228 |
+
# 🚀 التنفيذ وإدارة الصفقات (Execution & Mgmt)
|
| 229 |
+
# ==================================================================
|
| 230 |
+
async def _execute_buy(self, symbol, reason, score):
|
| 231 |
+
"""تنفيذ الشراء الافتراضي وتسجيل الصفقة"""
|
| 232 |
+
try:
|
| 233 |
+
# 1. جلب السعر الحالي للتنفيذ
|
| 234 |
+
ticker = await self.exchange.fetch_ticker(symbol)
|
| 235 |
+
entry_price = ticker['last']
|
| 236 |
+
|
| 237 |
+
# 2. حساب حجم الصفقة (إدارة مخاطر بسيطة: 10% من رأس المال الوهمي)
|
| 238 |
+
portfolio = await self.r2.get_portfolio_state_async()
|
| 239 |
+
capital = portfolio.get('current_capital_usd', 1000.0)
|
| 240 |
+
trade_amount_usd = capital * 0.10
|
| 241 |
+
quantity = trade_amount_usd / entry_price
|
| 242 |
+
|
| 243 |
+
# 3. إنشاء سجل الصفقة
|
| 244 |
+
trade = {
|
| 245 |
+
"symbol": symbol,
|
| 246 |
+
"status": "OPEN",
|
| 247 |
+
"entry_price": entry_price,
|
| 248 |
+
"quantity": quantity,
|
| 249 |
+
"invested_usd": trade_amount_usd,
|
| 250 |
+
"entry_time": datetime.now(timezone.utc).isoformat(),
|
| 251 |
+
"entry_reason": reason,
|
| 252 |
+
"entry_score": score,
|
| 253 |
+
# أهداف أولية (يمكن للحارس تعديلها لاحقاً)
|
| 254 |
+
"tp_price": entry_price * 1.025, # هدف 2.5%
|
| 255 |
+
"sl_price": entry_price * 0.98, # وقف 2%
|
| 256 |
+
"highest_price": entry_price # لتتبع الوقف المتحرك
|
| 257 |
+
}
|
| 258 |
+
|
| 259 |
+
# 4. نقل من قائمة المراقبة إلى الصفقات المفتوحة
|
| 260 |
+
async with self.lock:
|
| 261 |
+
if symbol in self.watchlist:
|
| 262 |
+
del self.watchlist[symbol]
|
| 263 |
+
self.open_positions[symbol] = trade
|
| 264 |
+
|
| 265 |
+
# 5. حفظ في R2 (اختياري: يمكن حفظ الصفقات المفتوحة أيضاً)
|
| 266 |
+
# await self.r2.save_open_trades_async(list(self.open_positions.values()))
|
| 267 |
+
|
| 268 |
+
print(f"🚀 [EXECUTED] BUY {symbol} @ {entry_price} | Reason: {reason}")
|
| 269 |
+
|
| 270 |
+
# بدء مراقبة هذه الصفقة المفتوحة فوراً
|
| 271 |
+
asyncio.create_task(self._monitor_open_position(symbol))
|
| 272 |
+
|
| 273 |
+
except Exception as e:
|
| 274 |
+
print(f"❌ [Execution Failed] {symbol}: {e}")
|
| 275 |
+
|
| 276 |
+
async def _monitor_open_position(self, symbol):
|
| 277 |
+
"""حارس الأرباح: مراقبة صفقة مفتوحة حتى الإغلاق"""
|
| 278 |
+
print(f"🛡️ [Guardian] Protecting position: {symbol}")
|
| 279 |
+
while self.is_running and symbol in self.open_positions:
|
| 280 |
+
try:
|
| 281 |
+
trade = self.open_positions[symbol]
|
| 282 |
+
ticker = await self.exchange.fetch_ticker(symbol)
|
| 283 |
+
current_price = ticker['last']
|
| 284 |
+
|
| 285 |
+
# تحديث أعلى سعر وصل له لتفعيل الوقف المتحرك
|
| 286 |
+
if current_price > trade['highest_price']:
|
| 287 |
+
trade['highest_price'] = current_price
|
| 288 |
+
# تفعيل وقف متحرك إذا تجاوز الربح 1%
|
| 289 |
+
if current_price >= trade['entry_price'] * 1.01:
|
| 290 |
+
new_sl = current_price * 0.995 # حجز 0.5% تحت أعلى قمة
|
| 291 |
+
if new_sl > trade['sl_price']:
|
| 292 |
+
trade['sl_price'] = new_sl
|
| 293 |
+
print(f"🛡️ [Guardian] {symbol} Trailing SL moved to {new_sl:.4f}")
|
| 294 |
+
|
| 295 |
+
# التحقق من شروط الخروج
|
| 296 |
+
close_reason = None
|
| 297 |
+
if current_price >= trade['tp_price']:
|
| 298 |
+
close_reason = "TAKE_PROFIT"
|
| 299 |
+
elif current_price <= trade['sl_price']:
|
| 300 |
+
close_reason = "STOP_LOSS"
|
| 301 |
+
|
| 302 |
+
if close_reason:
|
| 303 |
+
await self._execute_sell(symbol, current_price, close_reason)
|
| 304 |
+
break
|
| 305 |
+
|
| 306 |
+
await asyncio.sleep(5) # مراقبة لصيقة جداً للصفقات المفتوحة
|
| 307 |
+
|
| 308 |
+
except Exception as e:
|
| 309 |
+
print(f"⚠️ [Guardian Error] {symbol}: {e}")
|
| 310 |
await asyncio.sleep(10)
|
| 311 |
|
| 312 |
+
async def _execute_sell(self, symbol, exit_price, reason):
|
| 313 |
+
"""تنفيذ البيع وتسجيل التقارير النهائية"""
|
| 314 |
+
async with self.lock:
|
| 315 |
+
trade = self.open_positions.pop(symbol, None)
|
| 316 |
+
|
| 317 |
+
if trade:
|
| 318 |
+
# 1. حساب النتائج
|
| 319 |
+
gross_pnl = (exit_price - trade['entry_price']) * trade['quantity']
|
| 320 |
+
# خصم رسوم وهمية (0.1% دخول + 0.1% خروج)
|
| 321 |
+
fees = (trade['invested_usd'] + (exit_price * trade['quantity'])) * 0.001
|
| 322 |
+
net_pnl = gross_pnl - fees
|
| 323 |
+
pnl_percent = (net_pnl / trade['invested_usd']) * 100
|
| 324 |
+
|
| 325 |
+
# 2. تحديث بيانات الصفقة
|
| 326 |
+
trade.update({
|
| 327 |
+
"status": "CLOSED",
|
| 328 |
+
"exit_price": exit_price,
|
| 329 |
+
"exit_time": datetime.now(timezone.utc).isoformat(),
|
| 330 |
+
"exit_reason": reason,
|
| 331 |
+
"pnl_usd": net_pnl,
|
| 332 |
+
"pnl_percent": pnl_percent,
|
| 333 |
+
"fees_paid": fees
|
| 334 |
+
})
|
| 335 |
+
|
| 336 |
+
print(f"💰 [CLOSED] {symbol} ({reason}) | PnL: ${net_pnl:.2f} ({pnl_percent:.2f}%)")
|
| 337 |
+
|
| 338 |
+
# 3. حفظ التقارير عبر R2 (النظام الجديد)
|
| 339 |
+
# أ. حفظ الصفقة المغلقة وتحديث ملخص التداول
|
| 340 |
+
await self.r2.save_closed_trade_async(trade)
|
| 341 |
+
# ب. تحديث رصيد المحفظة
|
| 342 |
+
await self.r2.update_portfolio_balance_async(net_pnl)
|
| 343 |
+
|
| 344 |
+
if symbol in self.tasks:
|
| 345 |
+
del self.tasks[symbol]
|