Update learning_engine.py
Browse files- learning_engine.py +90 -298
learning_engine.py
CHANGED
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@@ -1,11 +1,6 @@
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import os
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import
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import
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import pandas as pd
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import numpy as np
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from datetime import datetime, timedelta
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from typing import Dict, List, Any
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import hashlib
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class LearningEngine:
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def __init__(self, r2_service, data_manager):
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@@ -20,58 +15,42 @@ class LearningEngine:
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self.initialization_lock = asyncio.Lock()
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async def initialize(self):
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"""تهيئة نظام التعلم من R2"""
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async with self.initialization_lock:
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if self.initialized:
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print("🧠 تهيئة نظام التعلم الذاتي...")
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try:
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await self.load_weights_from_r2()
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await self.load_performance_history()
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self.initialized = True
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print("
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except Exception as e:
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print(f"
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await self.initialize_default_weights()
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self.initialized = True
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async def initialize_enhanced(self):
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"""تهيئة محسنة لنظام التعلم"""
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async with self.initialization_lock:
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if self.initialized:
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print("🧠 تهيئة نظام التعلم الذاتي المحسّن...")
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try:
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await self.load_weights_from_r2()
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await self.load_performance_history()
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# إصلاح هيكل الأوزان إذا لزم الأمر
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await self.fix_weights_structure()
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# إذا لم تكن هناك بيانات كافية، بدء التعلم من الصفر
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if not self.performance_history:
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print("
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await self.initialize_default_weights()
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self.initialized = True
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print("✅ نظام التعلم المحسّن جاهز")
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except Exception as e:
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print(f"
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await self.initialize_default_weights()
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self.initialized = True
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async def fix_weights_structure(self):
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"""إصلاح هيكل الأوزان ليتوافق مع الكود"""
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try:
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# تحميل البيانات الحالية
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key = "learning_engine_weights.json"
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response = self.r2_service.s3_client.get_object(Bucket="trading", Key=key)
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current_data = json.loads(response['Body'].read())
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# إذا كان الهيكل قديماً، قم بتحديثه
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if 'strategy_weights' in current_data and 'last_updated' not in current_data:
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fixed_data = {
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"weights": current_data,
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@@ -79,89 +58,56 @@ class LearningEngine:
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"version": "2.0",
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"performance_metrics": await self.calculate_performance_metrics()
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}
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data_json = json.dumps(fixed_data, indent=2, ensure_ascii=False).encode('utf-8')
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self.r2_service.s3_client.put_object(
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Bucket="trading", Key=key, Body=data_json, ContentType="application/json"
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)
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print("
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except Exception as e:
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print(f"
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async def initialize_default_weights(self):
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"""تهيئة الأوزان الافتراضية - موزعة بشكل أفضل"""
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self.weights = {
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"strategy_weights": {
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"trend_following": 0.18,
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"
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"breakout_momentum": 0.22,
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"volume_spike": 0.12,
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"whale_tracking": 0.15,
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"pattern_recognition": 0.10,
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"hybrid_ai": 0.08
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},
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"technical_weights": {
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"rsi": 0.15,
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"
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"ema_cross": 0.12,
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"bollinger_bands": 0.10,
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"volume_analysis": 0.15,
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"support_resistance": 0.12,
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"market_sentiment": 0.18
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},
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"risk_parameters": {
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"max_position_size": 0.1,
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"
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"stop_loss_base": 0.02,
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"risk_reward_ratio": 2.0,
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"volatility_adjustment": 1.0
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},
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"market_condition_weights": {
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"bull_market": {
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"whale_tracking": 0.15
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},
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"bear_market": {
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"mean_reversion": 0.25,
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"pattern_recognition": 0.20,
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"hybrid_ai": 0.15
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},
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"sideways_market": {
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"mean_reversion": 0.30,
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"volume_spike": 0.20,
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"pattern_recognition": 0.15
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}
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}
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}
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async def load_weights_from_r2(self):
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"""تحميل الأوزان من R2"""
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try:
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key = "learning_engine_weights.json"
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response = self.r2_service.s3_client.get_object(
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Bucket="trading", Key=key
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)
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weights_data = json.loads(response['Body'].read())
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# التعامل مع الهيكل الجديد والقديم
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if isinstance(weights_data, dict):
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if 'weights' in weights_data:
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self.weights = weights_data['weights']
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else:
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self.weights = weights_data
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print(f"
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else:
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raise ValueError("
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except Exception as e:
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print(f"
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await self.initialize_default_weights()
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await self.save_weights_to_r2()
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async def save_weights_to_r2(self):
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"""حفظ الأوزان إلى R2"""
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try:
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key = "learning_engine_weights.json"
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weights_data = {
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@@ -170,64 +116,47 @@ class LearningEngine:
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"version": "2.0",
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"performance_metrics": await self.calculate_performance_metrics()
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}
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data_json = json.dumps(weights_data, indent=2, ensure_ascii=False).encode('utf-8')
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self.r2_service.s3_client.put_object(
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Bucket="trading",
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Key=key,
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Body=data_json,
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ContentType="application/json"
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)
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print("
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except Exception as e:
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print(f"
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async def load_performance_history(self):
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"""تحميل سجل الأداء"""
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try:
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key = "learning_performance_history.json"
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response = self.r2_service.s3_client.get_object(
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Bucket="trading", Key=key
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)
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history_data = json.loads(response['Body'].read())
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self.performance_history = history_data.get("history", [])
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print(f"
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except Exception as e:
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print(f"
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self.performance_history = []
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async def save_performance_history(self):
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"""حفظ سجل الأداء"""
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try:
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key = "learning_performance_history.json"
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history_data = {
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"history": self.performance_history[-1000:],
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"last_updated": datetime.now().isoformat()
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}
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data_json = json.dumps(history_data, indent=2, ensure_ascii=False).encode('utf-8')
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self.r2_service.s3_client.put_object(
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Bucket="trading",
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Key=key,
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Body=data_json,
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ContentType="application/json"
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)
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except Exception as e:
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print(f"
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async def analyze_trade_outcome(self, trade_data, outcome):
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if not self.initialized:
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await self.initialize()
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try:
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# استخراج الاستراتيجية من بيانات الصفقة
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strategy = trade_data.get('strategy', 'unknown')
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if strategy == 'unknown':
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decision_data = trade_data.get('decision_data', {})
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strategy = decision_data.get('strategy', 'unknown')
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# الحصول على سياق السوق الحقيقي
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market_context = await self.get_current_market_conditions()
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analysis_entry = {
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}
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self.performance_history.append(analysis_entry)
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await self.update_strategy_effectiveness(analysis_entry)
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await self.update_market_patterns(analysis_entry)
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if len(self.performance_history) <= 10: # أول 10 صفقات
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await self.adapt_weights_based_on_performance()
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await self.save_weights_to_r2()
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await self.save_performance_history()
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else:
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# بعد ذلك، تحديث كل 3 صفقات
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if len(self.performance_history) % 3 == 0:
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await self.adapt_weights_based_on_performance()
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await self.save_weights_to_r2()
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await self.save_performance_history()
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print(f"📊 تم تحليل صفقة {trade_data.get('symbol')} - الاستراتيجية: {strategy} - النتيجة: {outcome} - PnL: {trade_data.get('pnl_percent', 0):.2f}%")
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except Exception as e:
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print(f"
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async def update_strategy_effectiveness(self, analysis_entry):
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"""تحديث فعالية الاستراتيجيات"""
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strategy = analysis_entry['strategy_used']
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outcome = analysis_entry['outcome']
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market_condition = analysis_entry['market_conditions']['current_trend']
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@@ -272,35 +191,26 @@ class LearningEngine:
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if strategy not in self.strategy_effectiveness:
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self.strategy_effectiveness[strategy] = {
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"total_trades": 0,
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"
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"total_profit": 0,
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"total_pnl_percent": 0,
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"market_conditions": {}
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}
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self.strategy_effectiveness[strategy]["total_trades"] += 1
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self.strategy_effectiveness[strategy]["total_pnl_percent"] += pnl_percent
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# تحديد النجاح بناءً على النتيجة والأداء
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is_success = outcome in ["SUCCESS", "CLOSED_BY_REANALYSIS", "CLOSED_BY_MONITOR"] and pnl_percent > 0
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if is_success:
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self.strategy_effectiveness[strategy]["successful_trades"] += 1
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if market_condition not in self.strategy_effectiveness[strategy]["market_conditions"]:
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self.strategy_effectiveness[strategy]["market_conditions"][market_condition] = {
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"trades": 0,
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"successes": 0,
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"total_pnl": 0
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}
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self.strategy_effectiveness[strategy]["market_conditions"][market_condition]["trades"] += 1
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self.strategy_effectiveness[strategy]["market_conditions"][market_condition]["total_pnl"] += pnl_percent
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if is_success:
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self.strategy_effectiveness[strategy]["market_conditions"][market_condition]["successes"] += 1
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async def update_market_patterns(self, analysis_entry):
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"""تحديث أنماط السوق"""
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market_condition = analysis_entry['market_conditions']['current_trend']
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symbol = analysis_entry['symbol']
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outcome = analysis_entry['outcome']
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@@ -308,25 +218,20 @@ class LearningEngine:
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if market_condition not in self.market_patterns:
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self.market_patterns[market_condition] = {
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"total_trades": 0,
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"
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"total_pnl_percent": 0,
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"best_performing_strategies": {},
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"best_performing_symbols": {}
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}
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self.market_patterns[market_condition]["total_trades"] += 1
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self.market_patterns[market_condition]["total_pnl_percent"] += pnl_percent
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is_success = outcome in ["SUCCESS", "CLOSED_BY_REANALYSIS", "CLOSED_BY_MONITOR"] and pnl_percent > 0
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if is_success:
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self.market_patterns[market_condition]["successful_trades"] += 1
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strategy = analysis_entry['strategy_used']
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if strategy not in self.market_patterns[market_condition]["best_performing_strategies"]:
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self.market_patterns[market_condition]["best_performing_strategies"][strategy] = {
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"count": 0,
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"total_pnl": 0
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}
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self.market_patterns[market_condition]["best_performing_strategies"][strategy]["count"] += 1
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@@ -334,25 +239,20 @@ class LearningEngine:
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if symbol not in self.market_patterns[market_condition]["best_performing_symbols"]:
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self.market_patterns[market_condition]["best_performing_symbols"][symbol] = {
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"count": 0,
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"total_pnl": 0
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}
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self.market_patterns[market_condition]["best_performing_symbols"][symbol]["count"] += 1
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self.market_patterns[market_condition]["best_performing_symbols"][symbol]["total_pnl"] += pnl_percent
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async def adapt_weights_based_on_performance(self):
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"
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print("🔄 تحديث الأوزان بناءً على الأداء...")
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try:
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# إذا لم تكن هناك بيانات كافية، استخدم تحديثاً تدريجياً
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if not self.strategy_effectiveness:
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print("
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await self.gradual_weights_adjustment()
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return
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# تحديث أوزان الاستراتيجيات بناءً على الأداء الحقيقي
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total_performance = 0
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strategy_performance = {}
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@@ -360,35 +260,26 @@ class LearningEngine:
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if data["total_trades"] > 0:
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success_rate = data["successful_trades"] / data["total_trades"]
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avg_pnl = data["total_pnl_percent"] / data["total_trades"]
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# حساب الأداء المركب
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composite_performance = (success_rate * 0.7) + (min(avg_pnl, 10) / 10 * 0.3)
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strategy_performance[strategy] = composite_performance
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total_performance += composite_performance
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# إذا كان هناك أداء كافٍ، قم بالتحديث
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if total_performance > 0 and strategy_performance:
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for strategy, performance in strategy_performance.items():
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current_weight = self.weights["strategy_weights"].get(strategy, 0.1)
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# تحديث تدريجي لتجنب التغيرات المفاجئة
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new_weight = current_weight * 0.7 + (performance * 0.3)
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self.weights["strategy_weights"][strategy] = new_weight
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-
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print("✅ تم تحديث الأوزان بناءً على الأداء الحقيقي")
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else:
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await self.gradual_weights_adjustment()
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-
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except Exception as e:
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print(f"
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await self.gradual_weights_adjustment()
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async def gradual_weights_adjustment(self):
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"
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print("📈 إجراء تعديل تدريجي على الأوزان...")
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-
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# زيادة وزن الاستراتيجيات التي تعتمد على البيانات المتاحة
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if self.market_patterns:
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for market_condition, data in self.market_patterns.items():
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if data.get("total_trades", 0) > 0:
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@@ -398,87 +289,35 @@ class LearningEngine:
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current_weight = self.weights["strategy_weights"].get(best_strategy, 0.1)
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self.weights["strategy_weights"][best_strategy] = min(current_weight * 1.1, 0.3)
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self.
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print("
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-
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def normalize_weights(self):
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"""تطبيع الأوزان للتأكد من أن مجموعها 1"""
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| 406 |
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total = sum(self.weights["strategy_weights"].values())
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| 407 |
-
if total > 0:
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for strategy in self.weights["strategy_weights"]:
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self.weights["strategy_weights"][strategy] /= total
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| 411 |
async def get_current_market_conditions(self):
|
| 412 |
-
"""الحصول على ظروف السوق الحالية - بيانات حقيقية"""
|
| 413 |
try:
|
| 414 |
-
if not self.data_manager:
|
| 415 |
-
raise ValueError("DataManager غير متوفر")
|
| 416 |
-
|
| 417 |
market_context = await self.data_manager.get_market_context_async()
|
| 418 |
-
if not market_context:
|
| 419 |
-
raise ValueError("فشل جلب سياق السوق")
|
| 420 |
-
|
| 421 |
return {
|
| 422 |
"current_trend": market_context.get('market_trend', 'sideways_market'),
|
| 423 |
-
"volatility":
|
| 424 |
"market_sentiment": market_context.get('btc_sentiment', 'NEUTRAL'),
|
| 425 |
"whale_activity": market_context.get('general_whale_activity', {}).get('sentiment', 'NEUTRAL'),
|
| 426 |
"fear_greed_index": market_context.get('fear_and_greed_index', 50)
|
| 427 |
}
|
| 428 |
except Exception as e:
|
| 429 |
-
print(f"
|
| 430 |
return {
|
| 431 |
-
"current_trend": "sideways_market",
|
| 432 |
-
"
|
| 433 |
-
"market_sentiment": "neutral",
|
| 434 |
-
"whale_activity": "low",
|
| 435 |
-
"fear_greed_index": 50
|
| 436 |
}
|
| 437 |
|
| 438 |
-
def _calculate_market_volatility(self, market_context):
|
| 439 |
-
"""حساب تقلبية السوق بناءً على البيانات الحقيقية"""
|
| 440 |
-
try:
|
| 441 |
-
btc_price = market_context.get('bitcoin_price_usd', 0)
|
| 442 |
-
fear_greed = market_context.get('fear_and_greed_index', 50)
|
| 443 |
-
whale_sentiment = market_context.get('general_whale_activity', {}).get('sentiment', 'NEUTRAL')
|
| 444 |
-
|
| 445 |
-
volatility_score = 0
|
| 446 |
-
|
| 447 |
-
# تحليل سعر البيتكوين (تغيرات كبيرة = تقلبية عالية)
|
| 448 |
-
if btc_price > 0:
|
| 449 |
-
# هذا مؤشر مبسط - في التطبيق الحقيقي نحتاج بيانات تاريخية
|
| 450 |
-
if abs(fear_greed - 50) > 20:
|
| 451 |
-
volatility_score += 1
|
| 452 |
-
|
| 453 |
-
# تحليل نشاط الحيتان
|
| 454 |
-
if whale_sentiment in ['BULLISH', 'BEARISH']:
|
| 455 |
-
volatility_score += 1
|
| 456 |
-
elif whale_sentiment == 'SLIGHTLY_BULLISH':
|
| 457 |
-
volatility_score += 0.5
|
| 458 |
-
|
| 459 |
-
if volatility_score >= 1.5:
|
| 460 |
-
return "high"
|
| 461 |
-
elif volatility_score >= 0.5:
|
| 462 |
-
return "medium"
|
| 463 |
-
else:
|
| 464 |
-
return "low"
|
| 465 |
-
|
| 466 |
-
except Exception as e:
|
| 467 |
-
print(f"⚠️ خطأ في حساب التقلبية: {e}")
|
| 468 |
-
return "medium"
|
| 469 |
-
|
| 470 |
async def calculate_performance_metrics(self):
|
| 471 |
-
"""
|
| 472 |
-
|
| 473 |
-
return {"status": "لا توجد بيانات أداء بعد"}
|
| 474 |
-
|
| 475 |
-
recent_trades = self.performance_history[-50:] # آخر 50 صفقة فقط
|
| 476 |
-
|
| 477 |
total_trades = len(recent_trades)
|
| 478 |
successful_trades = sum(1 for trade in recent_trades
|
| 479 |
if trade['outcome'] in ["SUCCESS", "CLOSED_BY_REANALYSIS", "CLOSED_BY_MONITOR"] and trade.get('pnl_percent', 0) > 0)
|
| 480 |
success_rate = successful_trades / total_trades if total_trades > 0 else 0
|
| 481 |
-
|
| 482 |
total_pnl = sum(trade.get('pnl_percent', 0) for trade in recent_trades)
|
| 483 |
avg_pnl = total_pnl / total_trades if total_trades > 0 else 0
|
| 484 |
|
|
@@ -488,10 +327,8 @@ class LearningEngine:
|
|
| 488 |
strategy_success_rate = data["successful_trades"] / data["total_trades"]
|
| 489 |
strategy_avg_pnl = data["total_pnl_percent"] / data["total_trades"]
|
| 490 |
strategy_performance[strategy] = {
|
| 491 |
-
"success_rate": strategy_success_rate,
|
| 492 |
-
"
|
| 493 |
-
"total_trades": data["total_trades"],
|
| 494 |
-
"successful_trades": data["successful_trades"]
|
| 495 |
}
|
| 496 |
|
| 497 |
market_performance = {}
|
|
@@ -500,111 +337,75 @@ class LearningEngine:
|
|
| 500 |
market_success_rate = data["successful_trades"] / data["total_trades"]
|
| 501 |
market_avg_pnl = data["total_pnl_percent"] / data["total_trades"]
|
| 502 |
market_performance[condition] = {
|
| 503 |
-
"success_rate": market_success_rate,
|
| 504 |
-
"avg_pnl_percent": market_avg_pnl,
|
| 505 |
"total_trades": data["total_trades"]
|
| 506 |
}
|
| 507 |
|
| 508 |
return {
|
| 509 |
-
"overall_success_rate": success_rate,
|
| 510 |
-
"
|
| 511 |
-
"
|
| 512 |
-
"recent_trades_analyzed": total_trades,
|
| 513 |
-
"strategy_performance": strategy_performance,
|
| 514 |
-
"market_performance": market_performance,
|
| 515 |
"last_updated": datetime.now().isoformat()
|
| 516 |
}
|
| 517 |
|
| 518 |
async def get_optimized_strategy_weights(self, market_condition):
|
| 519 |
-
"""الحصول على أوزان استراتيجية محسنة - الإصدار المصحح"""
|
| 520 |
try:
|
| 521 |
-
if not self.initialized:
|
| 522 |
-
|
| 523 |
return await self.get_default_strategy_weights()
|
| 524 |
-
|
| 525 |
-
# ✅ التحقق من وجود الأوزان وهيكلتها بشكل صحيح
|
| 526 |
-
if (not self.weights or
|
| 527 |
-
"strategy_weights" not in self.weights or
|
| 528 |
-
not self.weights["strategy_weights"]):
|
| 529 |
-
print("⚠️ الأوزان غير متوفرة أو فارغة، استخدام الأوزان الافتراضية")
|
| 530 |
-
return await self.get_default_strategy_weights()
|
| 531 |
-
|
| 532 |
base_weights = self.weights["strategy_weights"].copy()
|
| 533 |
-
|
| 534 |
-
# ✅ التحقق من أن الأوزان تحتوي على استراتيجيات فعلية
|
| 535 |
if not any(weight > 0 for weight in base_weights.values()):
|
| 536 |
-
print("⚠️ جميع الأوزان صفر، استخدام الأوزان الافتراضية")
|
| 537 |
return await self.get_default_strategy_weights()
|
| 538 |
-
|
| 539 |
-
print(f"✅ استخدام الأوزان المتعلمة: {base_weights}")
|
| 540 |
return base_weights
|
| 541 |
-
|
| 542 |
except Exception as e:
|
| 543 |
-
print(f"
|
| 544 |
return await self.get_default_strategy_weights()
|
| 545 |
|
| 546 |
async def get_default_strategy_weights(self):
|
| 547 |
-
"""إرجاع الأوزان الافتراضية"""
|
| 548 |
return {
|
| 549 |
-
"trend_following": 0.18,
|
| 550 |
-
"
|
| 551 |
-
"breakout_momentum": 0.22,
|
| 552 |
-
"volume_spike": 0.12,
|
| 553 |
-
"whale_tracking": 0.15,
|
| 554 |
-
"pattern_recognition": 0.10,
|
| 555 |
"hybrid_ai": 0.08
|
| 556 |
}
|
| 557 |
|
| 558 |
async def get_risk_parameters(self, symbol_volatility):
|
| 559 |
-
""
|
| 560 |
-
if not self.weights or "risk_parameters" not in self.weights:
|
| 561 |
-
await self.initialize_default_weights()
|
| 562 |
-
|
| 563 |
risk_params = self.weights.get("risk_parameters", {}).copy()
|
| 564 |
-
|
| 565 |
-
# تعديل معايير المخاطرة بناءً على تقلبية الرمز
|
| 566 |
if symbol_volatility == "HIGH":
|
| 567 |
risk_params["stop_loss_base"] *= 1.5
|
| 568 |
risk_params["max_position_size"] *= 0.7
|
| 569 |
-
risk_params["risk_reward_ratio"] = 1.5
|
| 570 |
elif symbol_volatility == "LOW":
|
| 571 |
risk_params["stop_loss_base"] *= 0.7
|
| 572 |
risk_params["max_position_size"] *= 1.2
|
| 573 |
-
risk_params["risk_reward_ratio"] = 2.5
|
| 574 |
-
|
| 575 |
return risk_params
|
| 576 |
|
| 577 |
async def suggest_improvements(self):
|
| 578 |
-
"""اقتراح تحسينات بناءً على تحليل الأداء"""
|
| 579 |
improvements = []
|
| 580 |
-
|
| 581 |
if not self.performance_history:
|
| 582 |
-
improvements.append("
|
| 583 |
return improvements
|
| 584 |
|
| 585 |
-
# تحليل أداء الاستراتيجيات
|
| 586 |
for strategy, data in self.strategy_effectiveness.items():
|
| 587 |
if data["total_trades"] >= 3:
|
| 588 |
success_rate = data["successful_trades"] / data["total_trades"]
|
| 589 |
avg_pnl = data["total_pnl_percent"] / data["total_trades"]
|
| 590 |
-
|
| 591 |
if success_rate < 0.3 and avg_pnl < 0:
|
| 592 |
-
improvements.append(f"
|
| 593 |
elif success_rate > 0.6 and avg_pnl > 2:
|
| 594 |
-
improvements.append(f"
|
| 595 |
elif success_rate > 0.7:
|
| 596 |
-
improvements.append(f"
|
| 597 |
|
| 598 |
-
# تحليل أداء ظروف السوق
|
| 599 |
for market_condition, data in self.market_patterns.items():
|
| 600 |
if data["total_trades"] >= 5:
|
| 601 |
success_rate = data["successful_trades"] / data["total_trades"]
|
| 602 |
avg_pnl = data["total_pnl_percent"] / data["total_trades"]
|
| 603 |
-
|
| 604 |
if success_rate < 0.4:
|
| 605 |
-
improvements.append(f"
|
| 606 |
|
| 607 |
-
# العثور على أفضل استراتيجية لهذا السوق
|
| 608 |
best_strategy = None
|
| 609 |
best_performance = -100
|
| 610 |
for strategy, stats in data["best_performing_strategies"].items():
|
|
@@ -615,30 +416,21 @@ class LearningEngine:
|
|
| 615 |
best_strategy = strategy
|
| 616 |
|
| 617 |
if best_strategy and best_performance > 1:
|
| 618 |
-
improvements.append(f"
|
| 619 |
-
|
| 620 |
-
if not improvements:
|
| 621 |
-
improvements.append("📊 لا توجد تحسينات مقترحة حالياً - استمر في جمع البيانات")
|
| 622 |
|
|
|
|
| 623 |
return improvements
|
| 624 |
|
| 625 |
async def force_strategy_learning(self):
|
| 626 |
-
"
|
| 627 |
-
print("🧠 إجبار تحديث الاستراتيجيات من البيانات الحالية...")
|
| 628 |
-
|
| 629 |
if not self.performance_history:
|
| 630 |
-
print("
|
| 631 |
return
|
| 632 |
-
|
| 633 |
-
# تحديث فعالية الاستراتيجيات من البيانات التاريخية
|
| 634 |
for entry in self.performance_history:
|
| 635 |
await self.update_strategy_effectiveness(entry)
|
| 636 |
await self.update_market_patterns(entry)
|
| 637 |
-
|
| 638 |
-
# تحديث الأوزان فوراً
|
| 639 |
await self.adapt_weights_based_on_performance()
|
| 640 |
await self.save_weights_to_r2()
|
| 641 |
-
|
| 642 |
-
print("✅ تم إجبار تحديث الاستراتيجيات بنجاح")
|
| 643 |
|
| 644 |
-
print("
|
|
|
|
| 1 |
+
import os, json, asyncio
|
| 2 |
+
from datetime import datetime
|
| 3 |
+
from helpers import normalize_weights, calculate_market_volatility, should_update_weights
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 4 |
|
| 5 |
class LearningEngine:
|
| 6 |
def __init__(self, r2_service, data_manager):
|
|
|
|
| 15 |
self.initialization_lock = asyncio.Lock()
|
| 16 |
|
| 17 |
async def initialize(self):
|
|
|
|
| 18 |
async with self.initialization_lock:
|
| 19 |
+
if self.initialized: return
|
| 20 |
+
print("Initializing learning system...")
|
|
|
|
|
|
|
| 21 |
try:
|
| 22 |
await self.load_weights_from_r2()
|
| 23 |
await self.load_performance_history()
|
| 24 |
self.initialized = True
|
| 25 |
+
print("Learning system ready")
|
| 26 |
except Exception as e:
|
| 27 |
+
print(f"Weights loading failed: {e}")
|
| 28 |
await self.initialize_default_weights()
|
| 29 |
self.initialized = True
|
| 30 |
|
| 31 |
async def initialize_enhanced(self):
|
|
|
|
| 32 |
async with self.initialization_lock:
|
| 33 |
+
if self.initialized: return
|
| 34 |
+
print("Enhanced learning system initialization...")
|
|
|
|
|
|
|
| 35 |
try:
|
| 36 |
await self.load_weights_from_r2()
|
| 37 |
await self.load_performance_history()
|
|
|
|
|
|
|
| 38 |
await self.fix_weights_structure()
|
|
|
|
|
|
|
| 39 |
if not self.performance_history:
|
| 40 |
+
print("Starting learning from scratch")
|
| 41 |
await self.initialize_default_weights()
|
|
|
|
| 42 |
self.initialized = True
|
|
|
|
|
|
|
| 43 |
except Exception as e:
|
| 44 |
+
print(f"Enhanced initialization failed: {e}")
|
| 45 |
await self.initialize_default_weights()
|
| 46 |
self.initialized = True
|
| 47 |
|
| 48 |
async def fix_weights_structure(self):
|
|
|
|
| 49 |
try:
|
|
|
|
| 50 |
key = "learning_engine_weights.json"
|
| 51 |
response = self.r2_service.s3_client.get_object(Bucket="trading", Key=key)
|
| 52 |
current_data = json.loads(response['Body'].read())
|
| 53 |
|
|
|
|
| 54 |
if 'strategy_weights' in current_data and 'last_updated' not in current_data:
|
| 55 |
fixed_data = {
|
| 56 |
"weights": current_data,
|
|
|
|
| 58 |
"version": "2.0",
|
| 59 |
"performance_metrics": await self.calculate_performance_metrics()
|
| 60 |
}
|
|
|
|
| 61 |
data_json = json.dumps(fixed_data, indent=2, ensure_ascii=False).encode('utf-8')
|
| 62 |
self.r2_service.s3_client.put_object(
|
| 63 |
Bucket="trading", Key=key, Body=data_json, ContentType="application/json"
|
| 64 |
)
|
| 65 |
+
print("Weights structure fixed")
|
|
|
|
| 66 |
except Exception as e:
|
| 67 |
+
print(f"Weights structure fix failed: {e}")
|
| 68 |
|
| 69 |
async def initialize_default_weights(self):
|
|
|
|
| 70 |
self.weights = {
|
| 71 |
"strategy_weights": {
|
| 72 |
+
"trend_following": 0.18, "mean_reversion": 0.15, "breakout_momentum": 0.22,
|
| 73 |
+
"volume_spike": 0.12, "whale_tracking": 0.15, "pattern_recognition": 0.10,
|
|
|
|
|
|
|
|
|
|
|
|
|
| 74 |
"hybrid_ai": 0.08
|
| 75 |
},
|
| 76 |
"technical_weights": {
|
| 77 |
+
"rsi": 0.15, "macd": 0.18, "ema_cross": 0.12, "bollinger_bands": 0.10,
|
| 78 |
+
"volume_analysis": 0.15, "support_resistance": 0.12, "market_sentiment": 0.18
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 79 |
},
|
| 80 |
"risk_parameters": {
|
| 81 |
+
"max_position_size": 0.1, "max_daily_loss": 0.02, "stop_loss_base": 0.02,
|
| 82 |
+
"risk_reward_ratio": 2.0, "volatility_adjustment": 1.0
|
|
|
|
|
|
|
|
|
|
| 83 |
},
|
| 84 |
"market_condition_weights": {
|
| 85 |
+
"bull_market": {"trend_following": 0.25, "breakout_momentum": 0.20, "whale_tracking": 0.15},
|
| 86 |
+
"bear_market": {"mean_reversion": 0.25, "pattern_recognition": 0.20, "hybrid_ai": 0.15},
|
| 87 |
+
"sideways_market": {"mean_reversion": 0.30, "volume_spike": 0.20, "pattern_recognition": 0.15}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 88 |
}
|
| 89 |
}
|
| 90 |
|
| 91 |
async def load_weights_from_r2(self):
|
|
|
|
| 92 |
try:
|
| 93 |
key = "learning_engine_weights.json"
|
| 94 |
+
response = self.r2_service.s3_client.get_object(Bucket="trading", Key=key)
|
|
|
|
|
|
|
| 95 |
weights_data = json.loads(response['Body'].read())
|
| 96 |
|
|
|
|
| 97 |
if isinstance(weights_data, dict):
|
| 98 |
if 'weights' in weights_data:
|
| 99 |
self.weights = weights_data['weights']
|
| 100 |
else:
|
| 101 |
self.weights = weights_data
|
| 102 |
+
print(f"Weights loaded from R2")
|
| 103 |
else:
|
| 104 |
+
raise ValueError("Invalid weights structure")
|
|
|
|
| 105 |
except Exception as e:
|
| 106 |
+
print(f"Weights loading failed: {e}")
|
| 107 |
await self.initialize_default_weights()
|
| 108 |
await self.save_weights_to_r2()
|
| 109 |
|
| 110 |
async def save_weights_to_r2(self):
|
|
|
|
| 111 |
try:
|
| 112 |
key = "learning_engine_weights.json"
|
| 113 |
weights_data = {
|
|
|
|
| 116 |
"version": "2.0",
|
| 117 |
"performance_metrics": await self.calculate_performance_metrics()
|
| 118 |
}
|
|
|
|
| 119 |
data_json = json.dumps(weights_data, indent=2, ensure_ascii=False).encode('utf-8')
|
| 120 |
self.r2_service.s3_client.put_object(
|
| 121 |
+
Bucket="trading", Key=key, Body=data_json, ContentType="application/json"
|
|
|
|
|
|
|
|
|
|
| 122 |
)
|
| 123 |
+
print("Weights saved to R2")
|
| 124 |
except Exception as e:
|
| 125 |
+
print(f"Weights saving failed: {e}")
|
| 126 |
|
| 127 |
async def load_performance_history(self):
|
|
|
|
| 128 |
try:
|
| 129 |
key = "learning_performance_history.json"
|
| 130 |
+
response = self.r2_service.s3_client.get_object(Bucket="trading", Key=key)
|
|
|
|
|
|
|
| 131 |
history_data = json.loads(response['Body'].read())
|
| 132 |
self.performance_history = history_data.get("history", [])
|
| 133 |
+
print(f"Performance history loaded - {len(self.performance_history)} records")
|
| 134 |
except Exception as e:
|
| 135 |
+
print(f"Performance history loading failed: {e}")
|
| 136 |
self.performance_history = []
|
| 137 |
|
| 138 |
async def save_performance_history(self):
|
|
|
|
| 139 |
try:
|
| 140 |
key = "learning_performance_history.json"
|
| 141 |
history_data = {
|
| 142 |
"history": self.performance_history[-1000:],
|
| 143 |
"last_updated": datetime.now().isoformat()
|
| 144 |
}
|
|
|
|
| 145 |
data_json = json.dumps(history_data, indent=2, ensure_ascii=False).encode('utf-8')
|
| 146 |
self.r2_service.s3_client.put_object(
|
| 147 |
+
Bucket="trading", Key=key, Body=data_json, ContentType="application/json"
|
|
|
|
|
|
|
|
|
|
| 148 |
)
|
| 149 |
except Exception as e:
|
| 150 |
+
print(f"Performance history saving failed: {e}")
|
| 151 |
|
| 152 |
async def analyze_trade_outcome(self, trade_data, outcome):
|
| 153 |
+
if not self.initialized: await self.initialize()
|
|
|
|
|
|
|
|
|
|
| 154 |
try:
|
|
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|
| 155 |
strategy = trade_data.get('strategy', 'unknown')
|
| 156 |
if strategy == 'unknown':
|
| 157 |
decision_data = trade_data.get('decision_data', {})
|
| 158 |
strategy = decision_data.get('strategy', 'unknown')
|
| 159 |
|
|
|
|
| 160 |
market_context = await self.get_current_market_conditions()
|
| 161 |
|
| 162 |
analysis_entry = {
|
|
|
|
| 171 |
}
|
| 172 |
|
| 173 |
self.performance_history.append(analysis_entry)
|
|
|
|
| 174 |
await self.update_strategy_effectiveness(analysis_entry)
|
| 175 |
await self.update_market_patterns(analysis_entry)
|
| 176 |
|
| 177 |
+
if should_update_weights(len(self.performance_history)):
|
|
|
|
| 178 |
await self.adapt_weights_based_on_performance()
|
| 179 |
await self.save_weights_to_r2()
|
| 180 |
await self.save_performance_history()
|
|
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|
| 181 |
|
| 182 |
+
print(f"Trade analyzed {trade_data.get('symbol')} - Strategy: {strategy} - Outcome: {outcome}")
|
| 183 |
except Exception as e:
|
| 184 |
+
print(f"Trade outcome analysis failed: {e}")
|
| 185 |
|
| 186 |
async def update_strategy_effectiveness(self, analysis_entry):
|
|
|
|
| 187 |
strategy = analysis_entry['strategy_used']
|
| 188 |
outcome = analysis_entry['outcome']
|
| 189 |
market_condition = analysis_entry['market_conditions']['current_trend']
|
|
|
|
| 191 |
|
| 192 |
if strategy not in self.strategy_effectiveness:
|
| 193 |
self.strategy_effectiveness[strategy] = {
|
| 194 |
+
"total_trades": 0, "successful_trades": 0, "total_profit": 0,
|
| 195 |
+
"total_pnl_percent": 0, "market_conditions": {}
|
|
|
|
|
|
|
|
|
|
| 196 |
}
|
| 197 |
|
| 198 |
self.strategy_effectiveness[strategy]["total_trades"] += 1
|
| 199 |
self.strategy_effectiveness[strategy]["total_pnl_percent"] += pnl_percent
|
| 200 |
|
|
|
|
| 201 |
is_success = outcome in ["SUCCESS", "CLOSED_BY_REANALYSIS", "CLOSED_BY_MONITOR"] and pnl_percent > 0
|
| 202 |
+
if is_success: self.strategy_effectiveness[strategy]["successful_trades"] += 1
|
|
|
|
| 203 |
|
| 204 |
if market_condition not in self.strategy_effectiveness[strategy]["market_conditions"]:
|
| 205 |
self.strategy_effectiveness[strategy]["market_conditions"][market_condition] = {
|
| 206 |
+
"trades": 0, "successes": 0, "total_pnl": 0
|
|
|
|
|
|
|
| 207 |
}
|
| 208 |
|
| 209 |
self.strategy_effectiveness[strategy]["market_conditions"][market_condition]["trades"] += 1
|
| 210 |
self.strategy_effectiveness[strategy]["market_conditions"][market_condition]["total_pnl"] += pnl_percent
|
| 211 |
+
if is_success: self.strategy_effectiveness[strategy]["market_conditions"][market_condition]["successes"] += 1
|
|
|
|
| 212 |
|
| 213 |
async def update_market_patterns(self, analysis_entry):
|
|
|
|
| 214 |
market_condition = analysis_entry['market_conditions']['current_trend']
|
| 215 |
symbol = analysis_entry['symbol']
|
| 216 |
outcome = analysis_entry['outcome']
|
|
|
|
| 218 |
|
| 219 |
if market_condition not in self.market_patterns:
|
| 220 |
self.market_patterns[market_condition] = {
|
| 221 |
+
"total_trades": 0, "successful_trades": 0, "total_pnl_percent": 0,
|
| 222 |
+
"best_performing_strategies": {}, "best_performing_symbols": {}
|
|
|
|
|
|
|
|
|
|
| 223 |
}
|
| 224 |
|
| 225 |
self.market_patterns[market_condition]["total_trades"] += 1
|
| 226 |
self.market_patterns[market_condition]["total_pnl_percent"] += pnl_percent
|
| 227 |
|
| 228 |
is_success = outcome in ["SUCCESS", "CLOSED_BY_REANALYSIS", "CLOSED_BY_MONITOR"] and pnl_percent > 0
|
| 229 |
+
if is_success: self.market_patterns[market_condition]["successful_trades"] += 1
|
|
|
|
| 230 |
|
| 231 |
strategy = analysis_entry['strategy_used']
|
| 232 |
if strategy not in self.market_patterns[market_condition]["best_performing_strategies"]:
|
| 233 |
self.market_patterns[market_condition]["best_performing_strategies"][strategy] = {
|
| 234 |
+
"count": 0, "total_pnl": 0
|
|
|
|
| 235 |
}
|
| 236 |
|
| 237 |
self.market_patterns[market_condition]["best_performing_strategies"][strategy]["count"] += 1
|
|
|
|
| 239 |
|
| 240 |
if symbol not in self.market_patterns[market_condition]["best_performing_symbols"]:
|
| 241 |
self.market_patterns[market_condition]["best_performing_symbols"][symbol] = {
|
| 242 |
+
"count": 0, "total_pnl": 0
|
|
|
|
| 243 |
}
|
| 244 |
|
| 245 |
self.market_patterns[market_condition]["best_performing_symbols"][symbol]["count"] += 1
|
| 246 |
self.market_patterns[market_condition]["best_performing_symbols"][symbol]["total_pnl"] += pnl_percent
|
| 247 |
|
| 248 |
async def adapt_weights_based_on_performance(self):
|
| 249 |
+
print("Updating weights based on performance...")
|
|
|
|
|
|
|
| 250 |
try:
|
|
|
|
| 251 |
if not self.strategy_effectiveness:
|
| 252 |
+
print("Insufficient performance data, using gradual adjustment")
|
| 253 |
await self.gradual_weights_adjustment()
|
| 254 |
return
|
| 255 |
|
|
|
|
| 256 |
total_performance = 0
|
| 257 |
strategy_performance = {}
|
| 258 |
|
|
|
|
| 260 |
if data["total_trades"] > 0:
|
| 261 |
success_rate = data["successful_trades"] / data["total_trades"]
|
| 262 |
avg_pnl = data["total_pnl_percent"] / data["total_trades"]
|
|
|
|
|
|
|
| 263 |
composite_performance = (success_rate * 0.7) + (min(avg_pnl, 10) / 10 * 0.3)
|
| 264 |
strategy_performance[strategy] = composite_performance
|
| 265 |
total_performance += composite_performance
|
| 266 |
|
|
|
|
| 267 |
if total_performance > 0 and strategy_performance:
|
| 268 |
for strategy, performance in strategy_performance.items():
|
| 269 |
current_weight = self.weights["strategy_weights"].get(strategy, 0.1)
|
|
|
|
| 270 |
new_weight = current_weight * 0.7 + (performance * 0.3)
|
| 271 |
self.weights["strategy_weights"][strategy] = new_weight
|
| 272 |
|
| 273 |
+
normalize_weights(self.weights["strategy_weights"])
|
| 274 |
+
print("Weights updated based on real performance")
|
|
|
|
| 275 |
else:
|
| 276 |
await self.gradual_weights_adjustment()
|
|
|
|
| 277 |
except Exception as e:
|
| 278 |
+
print(f"Weights update failed: {e}")
|
| 279 |
await self.gradual_weights_adjustment()
|
| 280 |
|
| 281 |
async def gradual_weights_adjustment(self):
|
| 282 |
+
print("Gradual weights adjustment...")
|
|
|
|
|
|
|
|
|
|
| 283 |
if self.market_patterns:
|
| 284 |
for market_condition, data in self.market_patterns.items():
|
| 285 |
if data.get("total_trades", 0) > 0:
|
|
|
|
| 289 |
current_weight = self.weights["strategy_weights"].get(best_strategy, 0.1)
|
| 290 |
self.weights["strategy_weights"][best_strategy] = min(current_weight * 1.1, 0.3)
|
| 291 |
|
| 292 |
+
normalize_weights(self.weights["strategy_weights"])
|
| 293 |
+
print("Gradual weights adjustment completed")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 294 |
|
| 295 |
async def get_current_market_conditions(self):
|
|
|
|
| 296 |
try:
|
| 297 |
+
if not self.data_manager: raise ValueError("DataManager unavailable")
|
|
|
|
|
|
|
| 298 |
market_context = await self.data_manager.get_market_context_async()
|
| 299 |
+
if not market_context: raise ValueError("Market context fetch failed")
|
|
|
|
|
|
|
| 300 |
return {
|
| 301 |
"current_trend": market_context.get('market_trend', 'sideways_market'),
|
| 302 |
+
"volatility": calculate_market_volatility(market_context),
|
| 303 |
"market_sentiment": market_context.get('btc_sentiment', 'NEUTRAL'),
|
| 304 |
"whale_activity": market_context.get('general_whale_activity', {}).get('sentiment', 'NEUTRAL'),
|
| 305 |
"fear_greed_index": market_context.get('fear_and_greed_index', 50)
|
| 306 |
}
|
| 307 |
except Exception as e:
|
| 308 |
+
print(f"Market conditions fetch failed: {e}")
|
| 309 |
return {
|
| 310 |
+
"current_trend": "sideways_market", "volatility": "medium",
|
| 311 |
+
"market_sentiment": "neutral", "whale_activity": "low", "fear_greed_index": 50
|
|
|
|
|
|
|
|
|
|
| 312 |
}
|
| 313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 314 |
async def calculate_performance_metrics(self):
|
| 315 |
+
if not self.performance_history: return {"status": "No performance data yet"}
|
| 316 |
+
recent_trades = self.performance_history[-50:]
|
|
|
|
|
|
|
|
|
|
|
|
|
| 317 |
total_trades = len(recent_trades)
|
| 318 |
successful_trades = sum(1 for trade in recent_trades
|
| 319 |
if trade['outcome'] in ["SUCCESS", "CLOSED_BY_REANALYSIS", "CLOSED_BY_MONITOR"] and trade.get('pnl_percent', 0) > 0)
|
| 320 |
success_rate = successful_trades / total_trades if total_trades > 0 else 0
|
|
|
|
| 321 |
total_pnl = sum(trade.get('pnl_percent', 0) for trade in recent_trades)
|
| 322 |
avg_pnl = total_pnl / total_trades if total_trades > 0 else 0
|
| 323 |
|
|
|
|
| 327 |
strategy_success_rate = data["successful_trades"] / data["total_trades"]
|
| 328 |
strategy_avg_pnl = data["total_pnl_percent"] / data["total_trades"]
|
| 329 |
strategy_performance[strategy] = {
|
| 330 |
+
"success_rate": strategy_success_rate, "avg_pnl_percent": strategy_avg_pnl,
|
| 331 |
+
"total_trades": data["total_trades"], "successful_trades": data["successful_trades"]
|
|
|
|
|
|
|
| 332 |
}
|
| 333 |
|
| 334 |
market_performance = {}
|
|
|
|
| 337 |
market_success_rate = data["successful_trades"] / data["total_trades"]
|
| 338 |
market_avg_pnl = data["total_pnl_percent"] / data["total_trades"]
|
| 339 |
market_performance[condition] = {
|
| 340 |
+
"success_rate": market_success_rate, "avg_pnl_percent": market_avg_pnl,
|
|
|
|
| 341 |
"total_trades": data["total_trades"]
|
| 342 |
}
|
| 343 |
|
| 344 |
return {
|
| 345 |
+
"overall_success_rate": success_rate, "overall_avg_pnl_percent": avg_pnl,
|
| 346 |
+
"total_analyzed_trades": len(self.performance_history), "recent_trades_analyzed": total_trades,
|
| 347 |
+
"strategy_performance": strategy_performance, "market_performance": market_performance,
|
|
|
|
|
|
|
|
|
|
| 348 |
"last_updated": datetime.now().isoformat()
|
| 349 |
}
|
| 350 |
|
| 351 |
async def get_optimized_strategy_weights(self, market_condition):
|
|
|
|
| 352 |
try:
|
| 353 |
+
if not self.initialized: return await self.get_default_strategy_weights()
|
| 354 |
+
if (not self.weights or "strategy_weights" not in self.weights or not self.weights["strategy_weights"]):
|
| 355 |
return await self.get_default_strategy_weights()
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 356 |
base_weights = self.weights["strategy_weights"].copy()
|
|
|
|
|
|
|
| 357 |
if not any(weight > 0 for weight in base_weights.values()):
|
|
|
|
| 358 |
return await self.get_default_strategy_weights()
|
| 359 |
+
print(f"Using learned weights: {base_weights}")
|
|
|
|
| 360 |
return base_weights
|
|
|
|
| 361 |
except Exception as e:
|
| 362 |
+
print(f"Optimized weights calculation failed: {e}")
|
| 363 |
return await self.get_default_strategy_weights()
|
| 364 |
|
| 365 |
async def get_default_strategy_weights(self):
|
|
|
|
| 366 |
return {
|
| 367 |
+
"trend_following": 0.18, "mean_reversion": 0.15, "breakout_momentum": 0.22,
|
| 368 |
+
"volume_spike": 0.12, "whale_tracking": 0.15, "pattern_recognition": 0.10,
|
|
|
|
|
|
|
|
|
|
|
|
|
| 369 |
"hybrid_ai": 0.08
|
| 370 |
}
|
| 371 |
|
| 372 |
async def get_risk_parameters(self, symbol_volatility):
|
| 373 |
+
if not self.weights or "risk_parameters" not in self.weights: await self.initialize_default_weights()
|
|
|
|
|
|
|
|
|
|
| 374 |
risk_params = self.weights.get("risk_parameters", {}).copy()
|
|
|
|
|
|
|
| 375 |
if symbol_volatility == "HIGH":
|
| 376 |
risk_params["stop_loss_base"] *= 1.5
|
| 377 |
risk_params["max_position_size"] *= 0.7
|
| 378 |
+
risk_params["risk_reward_ratio"] = 1.5
|
| 379 |
elif symbol_volatility == "LOW":
|
| 380 |
risk_params["stop_loss_base"] *= 0.7
|
| 381 |
risk_params["max_position_size"] *= 1.2
|
| 382 |
+
risk_params["risk_reward_ratio"] = 2.5
|
|
|
|
| 383 |
return risk_params
|
| 384 |
|
| 385 |
async def suggest_improvements(self):
|
|
|
|
| 386 |
improvements = []
|
|
|
|
| 387 |
if not self.performance_history:
|
| 388 |
+
improvements.append("Start collecting performance data from first trades")
|
| 389 |
return improvements
|
| 390 |
|
|
|
|
| 391 |
for strategy, data in self.strategy_effectiveness.items():
|
| 392 |
if data["total_trades"] >= 3:
|
| 393 |
success_rate = data["successful_trades"] / data["total_trades"]
|
| 394 |
avg_pnl = data["total_pnl_percent"] / data["total_trades"]
|
|
|
|
| 395 |
if success_rate < 0.3 and avg_pnl < 0:
|
| 396 |
+
improvements.append(f"Strategy {strategy} poor performance ({success_rate:.1%} success, {avg_pnl:+.1f}% average) - suggest reducing usage")
|
| 397 |
elif success_rate > 0.6 and avg_pnl > 2:
|
| 398 |
+
improvements.append(f"Strategy {strategy} excellent performance ({success_rate:.1%} success, {avg_pnl:+.1f}% average) - suggest increasing usage")
|
| 399 |
elif success_rate > 0.7:
|
| 400 |
+
improvements.append(f"Strategy {strategy} high success ({success_rate:.1%}) - focus on trade quality")
|
| 401 |
|
|
|
|
| 402 |
for market_condition, data in self.market_patterns.items():
|
| 403 |
if data["total_trades"] >= 5:
|
| 404 |
success_rate = data["successful_trades"] / data["total_trades"]
|
| 405 |
avg_pnl = data["total_pnl_percent"] / data["total_trades"]
|
|
|
|
| 406 |
if success_rate < 0.4:
|
| 407 |
+
improvements.append(f"Poor performance in {market_condition} market ({success_rate:.1%} success) - needs strategy review")
|
| 408 |
|
|
|
|
| 409 |
best_strategy = None
|
| 410 |
best_performance = -100
|
| 411 |
for strategy, stats in data["best_performing_strategies"].items():
|
|
|
|
| 416 |
best_strategy = strategy
|
| 417 |
|
| 418 |
if best_strategy and best_performance > 1:
|
| 419 |
+
improvements.append(f"Best strategy in {market_condition}: {best_strategy} ({best_performance:+.1f}% average profit)")
|
|
|
|
|
|
|
|
|
|
| 420 |
|
| 421 |
+
if not improvements: improvements.append("No suggested improvements currently - continue data collection")
|
| 422 |
return improvements
|
| 423 |
|
| 424 |
async def force_strategy_learning(self):
|
| 425 |
+
print("Forcing strategy update from current data...")
|
|
|
|
|
|
|
| 426 |
if not self.performance_history:
|
| 427 |
+
print("No performance data to learn from")
|
| 428 |
return
|
|
|
|
|
|
|
| 429 |
for entry in self.performance_history:
|
| 430 |
await self.update_strategy_effectiveness(entry)
|
| 431 |
await self.update_market_patterns(entry)
|
|
|
|
|
|
|
| 432 |
await self.adapt_weights_based_on_performance()
|
| 433 |
await self.save_weights_to_r2()
|
| 434 |
+
print("Strategy update forced successfully")
|
|
|
|
| 435 |
|
| 436 |
+
print("Enhanced self-learning system loaded - ready for continuous learning and adaptation")
|