| --- |
| title: Forex + Crypto Trading Prediction |
| emoji: 📈 |
| colorFrom: blue |
| colorTo: green |
| sdk: gradio |
| sdk_version: 4.44.1 |
| app_file: app.py |
| pinned: false |
| --- |
| |
| # Forex + Crypto Trading Prediction App |
|
|
| Single-file, self-contained prediction & backtesting app for Forex and Crypto |
| markets, built with **Gradio + CatBoost**. Prediction/backtesting only — |
| **no live trade execution**. |
|
|
| ## Features |
|
|
| - **Data ingestion** — live via `yfinance` → Twelve Data (optional API key) → |
| CSV upload/cache fallback, with flexible column mapping and canonicalization. |
| - **Timezone & calendar handling** — fixed operational timezone (Asia/Kolkata), |
| gap classification (weekend/holiday/outage), holiday calendar versioning. |
| - **Feature engineering** — core technical indicator set (EMA, MACD, RSI, |
| Stochastic, ADX, Bollinger Bands, ATR, VWAP, OBV, Donchian, etc.), |
| fractional differencing, leak-safe rolling windows. |
| - **Labeling** — triple-barrier labeling (with fixed-threshold fallback). |
| - **Model training** — CatBoost with HistGB fallback, walk-forward |
| cross-validation, hyperparameter search, fold-stability rejection rule, |
| deterministic seeding (SEED=42). |
| - **Calibration & confidence** — bootstrap-averaged isotonic / Platt |
| calibration plus a time-weighted split-conformal layer for confidence bands. |
| - **Drift & auto-retrain** — PSI/F1/confidence drift monitors, scheduled and |
| volume-triggered retraining with acceptance gating and rollback. |
| - **Backtesting & forward test** — out-of-sample backtest with commissions, |
| slippage, spread, and a strictly separate paper-trading forward test. |
| - **Observability** — sequential operational event log and an append-only |
| JSONL audit trail. |
| - **Developer self-test** — `--selftest` runs an end-to-end acceptance check |
| on synthetic Forex & Crypto fixtures (fast HPO). |
|
|
| ## Run locally |
|
|
| ```bash |
| pip install -r requirements.txt |
| python app.py |
| ``` |
|
|
| The Gradio UI launches on `http://localhost:7860`. |
|
|
| ## Developer acceptance check |
|
|
| ```bash |
| python app.py --selftest |
| ``` |
|
|
| ## Deploy on Hugging Face Spaces |
|
|
| 1. Create a new Space with SDK = **Gradio**. |
| 2. Upload `app.py`, `requirements.txt`, and this `README.md`. |
| 3. The Space will build and launch automatically (`app_file: app.py`). |
|
|
| ## Notes |
|
|
| - All timestamps are shown in IST (UTC+5:30). |
| - Historical backtests are never evidence of future performance. |
| - A Twelve Data API key is optional and, if provided, is kept for the |
| session only — never logged or persisted to source. |
| - Target runtime: Python 3.10+, 2 CPU / 16 GB RAM (Docker-based Spaces). |
|
|
