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Update utils/model_inference.py
Browse files- utils/model_inference.py +42 -36
utils/model_inference.py
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import numpy as np
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from
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risk_level = {'Low': 0.01, 'Medium': 0.03, 'High': 0.05}
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if market_risk not in risk_level:
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raise ValueError("Invalid risk level. Choose from Low, Medium, or High.")
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risk_percentage = risk_level[market_risk]
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# Currency pairs to evaluate
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currency_pairs = ["EUR/USD", "GBP/USD", "USD/JPY"]
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# Generate dummy signals for each currency pair (replace this with your model's predictions)
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signals = []
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for pair in currency_pairs:
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"currency_pair": pair,
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"entry_time": entry_time,
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"exit_time": exit_time,
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"roi": roi,
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"signal_strength": signal_strength
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#
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best_signal = max(
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# Return the best signal and all signals
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return {
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"best_signal": best_signal,
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"all_signals":
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}
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import datetime
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import numpy as np
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from utils import fetch_forex_data, calculate_technical_indicators
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# Function to generate forex signals
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def generate_forex_signals(trading_capital, market_risk, timezone):
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# Define the top 10 most popular currency pairs
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currency_pairs = [
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"EUR/USD", "GBP/USD", "USD/JPY", "AUD/USD", "USD/CAD",
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"USD/CHF", "NZD/USD", "EUR/JPY", "GBP/JPY", "AUD/JPY"
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]
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all_signals = []
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for pair in currency_pairs:
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# Fetch historical data for the currency pair
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data = fetch_forex_data(pair, timeframe="15m")
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# Calculate technical indicators (e.g., RSI, MACD, Bollinger Bands)
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indicators = calculate_technical_indicators(data)
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# Generate trade signal
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entry_time = data.index[-1]
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exit_time = entry_time + datetime.timedelta(minutes=15)
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roi = np.random.uniform(10, 20) # Random ROI between 10% and 20% for alpha signals
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signal_strength = np.random.uniform(80, 100) # Random signal strength (80%-100%)
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# Calculate Stop-Loss and Take-Profit levels based on risk
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stop_loss = trading_capital * 0.01 # 1% of capital
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take_profit = trading_capital * (roi / 100) # ROI percentage of capital
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signal = {
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"currency_pair": pair,
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"entry_time": entry_time.strftime("%Y-%m-%d %H:%M:%S"),
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"exit_time": exit_time.strftime("%Y-%m-%d %H:%M:%S"),
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"roi": round(roi, 2),
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"signal_strength": round(signal_strength, 2),
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"stop_loss": round(stop_loss, 2),
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"take_profit": round(take_profit, 2),
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}
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all_signals.append(signal)
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# Select the best signal (highest ROI)
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best_signal = max(all_signals, key=lambda x: x["roi"])
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return {
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"best_signal": best_signal,
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"all_signals": all_signals
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}
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