Update ml_engine/patterns.py
Browse files- ml_engine/patterns.py +84 -68
ml_engine/patterns.py
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# ml_engine/patterns.py
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# (V8.
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import pandas as pd
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import numpy as np
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@@ -87,92 +87,106 @@ class ChartPatternAnalyzer:
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self.scaler = None
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return False
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# 🔴 --- START OF CHANGE (V8.
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def _extract_features(self, df_window: pd.DataFrame) -> pd.DataFrame:
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"""
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(الوصفة V8 - معدلة - V8.
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حساب الـ 30 مؤشراً (
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"""
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if not ta:
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raise ImportError("مكتبة pandas-ta غير مثبتة.")
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try:
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#
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df
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df.ta.bbands(close=c, length=5, std=2.0, append=True)
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# (Stoch)
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df.ta.stoch(high=h, low=l, close=c, k=14, d=3, smooth_k=3, append=True)
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# (ADX)
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df.ta.adx(high=h, low=l, close=c, length=14, adxr=2, append=True)
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# (VWAP)
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df.ta.vwap(high=h, low=l, close=c, volume=v, append=True)
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# (Midpoint)
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df.ta.midpoint(close=c, length=14, append=True)
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# (TEMA)
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df.ta.tema(close=c, length=20, append=True)
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# (OBV, AD)
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df.ta.obv(close=c, volume=v, append=True)
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df.ta.ad(high=h, low=l, close=c, volume=v, append=True)
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# (ATRr)
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df.ta.atr(high=h, low=l, close=c, percent=True, length=14, append=True)
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# (DPO)
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df.ta.dpo(close=c, length=20, append=True)
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# (KVO)
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df.ta.kvo(high=h, low=l, close=c, volume=v, fast=34, slow=55, signal=13, append=True)
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# (CMO)
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df.ta.cmo(close=c, length=14, append=True)
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# (ROC)
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df.ta.roc(close=c, length=10, append=True)
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# (Williams %R)
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df.ta.willr(high=h, low=l, close=c, length=14, append=True)
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except Exception as e:
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print(f"❌ [PatternEngineV8.2] خطأ أثناء حساب المؤشرات يدوياً: {e}")
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pass
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# (
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last_features = df.iloc[-1:].copy()
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# (إصلاح FutureWarning)
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last_features.ffill(inplace=True)
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last_features.fillna(0, inplace=True)
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final_features = pd.DataFrame(columns=self.indicator_features)
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for col in self.indicator_features:
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if col in last_features:
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final_features[col] = last_features[col].values
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else:
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final_features[col] = 0
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return final_features
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# 🔴 --- END OF CHANGE (V8.
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async def detect_chart_patterns(self, ohlcv_data: dict) -> dict:
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"""
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window_candles = candles[-200:]
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df_window = pd.DataFrame(window_candles, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
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df_window.
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# 1. استخراج الخصائص (الوصفة V8.
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features_df = self._extract_features(df_window)
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if features_df is None or features_df.empty:
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continue
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# 2. تطبيع الخصائص (Scaler)
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# 3. التنبؤ بالاحتماليات (Probabilities)
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probabilities = self.model.predict_proba(features_scaled)[0]
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})
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except Exception as e:
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print(f"❌ [PatternEngineV8.
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# 4. اختيار أفضل نمط من *جميع* الأطر الزمنية
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if all_results:
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return best_match
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print("✅ ML Module: Pattern Engine V8.
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# ml_engine/patterns.py
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# (V8.3 - إصلاح KeyError: استخدام الاستدعاء الوظيفي المباشر)
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import pandas as pd
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import numpy as np
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self.scaler = None
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return False
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# 🔴 --- START OF CHANGE (V8.3) --- 🔴
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# (V8.3 - إصلاح KeyError: استخدام الاستدعاء الوظيفي المباشر بدلاً من ملحق .ta)
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def _extract_features(self, df_window: pd.DataFrame) -> pd.DataFrame:
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"""
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(الوصفة V8 - معدلة - V8.3)
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حساب الـ 30 مؤشراً (وظيفياً) لتجنب أخطاء ملحق .ta
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"""
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if not ta:
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raise ImportError("مكتبة pandas-ta غير مثبتة.")
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# (إنشاء DF فارغ بنفس الفهرس (Index) الخاص بآخر صف)
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# (هذا يضمن أننا نأخذ آخر قيمة فقط من حسابات المؤشرات)
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df = pd.DataFrame(index=df_window.iloc[-1:].index)
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# (تمرير الأعمدة كسلاسل (Series) مباشرة)
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c = df_window['close']
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h = df_window['high']
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l = df_window['low']
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v = df_window['volume']
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try:
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# --- حساب المؤشرات وظيفياً ---
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df['RSI_14'] = ta.rsi(c, length=14)
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macd_data = ta.macd(c, fast=12, slow=26, signal=9)
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if macd_data is not None and not macd_data.empty:
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df['MACD_12_26_9'] = macd_data['MACD_12_26_9']
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df['MACDh_12_26_9'] = macd_data['MACDh_12_26_9']
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df['MACDs_12_26_9'] = macd_data['MACDs_12_26_9']
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df['SMA_20'] = ta.sma(c, length=20)
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df['EMA_20'] = ta.ema(c, length=20)
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bb_data = ta.bbands(c, length=5, std=2.0)
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if bb_data is not None and not bb_data.empty:
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# (إعادة التسمية لتطابق توقعات النموذج)
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df['BBL_5_2.0_2.0'] = bb_data['BBL_5_2.0']
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df['BBM_5_2.0_2.0'] = bb_data['BBM_5_2.0']
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df['BBU_5_2.0_2.0'] = bb_data['BBU_5_2.0']
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df['BBB_5_2.0_2.0'] = bb_data['BBB_5_2.0']
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df['BBP_5_2.0_2.0'] = bb_data['BBP_5_2.0']
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stoch_data = ta.stoch(h, l, c, k=14, d=3, smooth_k=3)
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if stoch_data is not None and not stoch_data.empty:
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df['STOCHk_14_3_3'] = stoch_data['STOCHk_14_3_3']
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df['STOCHd_14_3_3'] = stoch_data['STOCHd_14_3_3']
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df['STOCHh_14_3_3'] = stoch_data['STOCHh_14_3_3']
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adx_data = ta.adx(h, l, c, length=14, adxr=2)
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if adx_data is not None and not adx_data.empty:
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df['ADX_14'] = adx_data['ADX_14']
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df['ADXR_14_2'] = adx_data['ADXR_14_2']
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df['DMP_14'] = adx_data['DMP_14']
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df['DMN_14'] = adx_data['DMN_14']
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# (VWAP يحتاج تمرير البيانات بهذه الطريقة)
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vwap_series = ta.vwap(h, l, c, v)
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if vwap_series is not None: df['VWAP_D'] = vwap_series
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df['MIDPOINT_14'] = ta.midpoint(c, length=14)
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df['TEMA_20'] = ta.tema(c, length=20)
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df['OBV'] = ta.obv(c, v)
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df['AD'] = ta.ad(h, l, c, v)
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df['ATRr_14'] = ta.atr(h, l, c, percent=True, length=14)
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df['DPO_20'] = ta.dpo(c, length=20)
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kvo_data = ta.kvo(h, l, c, v, fast=34, slow=55, signal=13)
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if kvo_data is not None and not kvo_data.empty:
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df['KVO_34_55_13'] = kvo_data['KVO_34_55_13']
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df['KVOs_34_55_13'] = kvo_data['KVOs_34_55_13']
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df['CMO_14'] = ta.cmo(c, length=14)
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df['ROC_10'] = ta.roc(c, length=10)
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df['WILLR_14'] = ta.willr(h, l, c, length=14)
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except Exception as e:
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print(f"❌ [PatternEngineV8.3] خطأ أثناء حساب المؤشرات وظيفياً: {e}")
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# (سنستمر، والصفوف المفقودة سيتم ملؤها بـ 0)
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pass
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# --- (نهاية حساب المؤشرات) ---
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# (نأخذ الصف الأخير فقط، لأن المؤشرات السابقة حسبت كل شيء)
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last_features = df.iloc[-1:].copy()
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# (إصلاح FutureWarning)
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last_features.ffill(inplace=True)
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last_features.fillna(0, inplace=True)
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# (التأكد من أننا نمرر فقط الخصائص الـ 30 التي يتوقعها النموذج، وبالترتيب)
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final_features = pd.DataFrame(columns=self.indicator_features)
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for col in self.indicator_features:
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if col in last_features:
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final_features[col] = last_features[col].values
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else:
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# (إذا فشل حساب المؤشر، نضع 0)
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final_features[col] = 0
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return final_features
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# 🔴 --- END OF CHANGE (V8.3) --- 🔴
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async def detect_chart_patterns(self, ohlcv_data: dict) -> dict:
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"""
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window_candles = candles[-200:]
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df_window = pd.DataFrame(window_candles, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
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# (V8.3) ملاحظة: لا نضع 'timestamp' كفهرس هنا
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# df_window['timestamp'] = pd.to_datetime(df_window['timestamp'], unit='ms')
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# df_window.set_index('timestamp', inplace=True)
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# 1. استخراج الخصائص (الوصفة V8.3 اليدوية)
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features_df = self._extract_features(df_window)
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if features_df is None or features_df.empty:
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continue
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# 2. تطبيع الخصائص (Scaler)
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# (التأكد من مطابقة الأسماء التي يتوقعها المقياس)
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features_df_ordered = features_df[self.scaler.feature_names_in_]
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features_scaled = self.scaler.transform(features_df_ordered)
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# 3. التنبؤ بالاحتماليات (Probabilities)
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probabilities = self.model.predict_proba(features_scaled)[0]
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})
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except Exception as e:
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print(f"❌ [PatternEngineV8.3] فشل التنبؤ لـ {timeframe}: {e}")
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# 4. اختيار أفضل نمط من *جميع* الأطر الزمنية
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if all_results:
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return best_match
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print("✅ ML Module: Pattern Engine V8.3 (Direct Functional Calls) loaded")
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