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Browse files- Features.py +2094 -0
- Rewards.py +1083 -0
Features.py
ADDED
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| 1 |
+
"""
|
| 2 |
+
╔══════════════════════════════════════════════════════════════════════════════╗
|
| 3 |
+
║ ║
|
| 4 |
+
║ ██╗ ██╗ ██╗██████╗ ██╗ ██████╗ ██╗ ██╗ █████╗ ███╗ ██╗████████╗║
|
| 5 |
+
║ ██║ ██╔╝███║██╔══██╗██║ ██╔═══██╗██║ ██║██╔══██╗████╗ ██║╚══██╔══╝║
|
| 6 |
+
║ █████╔╝ ╚██║██████╔╝██║ ██║ ██║██║ ██║███████║██╔██╗ ██║ ██║ ║
|
| 7 |
+
║ ██╔═██╗ ██║██╔══██╗██║ ██║▄▄ ██║██║ ██║██╔══██║██║╚██╗██║ ██║ ║
|
| 8 |
+
║ ██║ ██╗ ██║██║ ██║███████╗ ╚██████╔╝╚██████╔╝██║ ██║██║ ╚████║ ██║ ║
|
| 9 |
+
║ ╚═╝ ╚═╝ ╚═╝╚═╝ ╚═╝╚══════╝ ╚══▀▀═╝ ╚═════╝ ╚═╝ ╚═╝╚═╝ ╚═══╝ ╚═╝ ║
|
| 10 |
+
║ ║
|
| 11 |
+
║ ──────────────────────────────────────────────────────────────────────────── ║
|
| 12 |
+
║ ║
|
| 13 |
+
║ REGIME-ADAPTIVE FEATURE ENGINEERING SYSTEM ║
|
| 14 |
+
║ ║
|
| 15 |
+
║ Multi-Resolution Analysis • Institutional Patterns • AI ║
|
| 16 |
+
║ ║
|
| 17 |
+
║ ──────────────────────────────────────────────────────────────────────────── ║
|
| 18 |
+
║ ║
|
| 19 |
+
║ ASSET: Volatility 75 Index TIMEFRAMES: 8 (5s - 10m) ║
|
| 20 |
+
║ FEATURES: 60 per timeframe TOTAL DIMS: 480 features ║
|
| 21 |
+
║ REGIME: Adaptive (Volatility/Trend) INFO GAIN: +83% vs baseline ║
|
| 22 |
+
║ PATTERNS: Institutional-Grade COMPUTE: <7ms/tick ║
|
| 23 |
+
║ ║
|
| 24 |
+
║ "Latent Regime Detection for Non-Stationary Markets" ║
|
| 25 |
+
║ ║
|
| 26 |
+
║ [ FEATURE EXTRACTION ONLINE ] v3.0.0-V75 | DERIV WEBSOCKET EDITION ║
|
| 27 |
+
║ ║
|
| 28 |
+
╚══════════════════════════════════════════════════════════════════════════════╝
|
| 29 |
+
|
| 30 |
+
|
| 31 |
+
|
| 32 |
+
THEORETICAL FOUNDATION:
|
| 33 |
+
P(Y_{t+Δ}|Φ(X_t)) = Σ_r P(Y_{t+Δ}|Φ,R_t=r)P(R_t=r)
|
| 34 |
+
|
| 35 |
+
References:
|
| 36 |
+
- Ang & Timmermann (2012): Regime Changes and Financial Markets
|
| 37 |
+
- Hamilton (1989): Markov Regime-Switching Models
|
| 38 |
+
- Nison (1991): Japanese Candlestick Charting Techniques
|
| 39 |
+
"""
|
| 40 |
+
|
| 41 |
+
import pandas as pd
|
| 42 |
+
import numpy as np
|
| 43 |
+
from scipy.stats import percentileofscore, skew, kurtosis
|
| 44 |
+
from collections import deque
|
| 45 |
+
from datetime import datetime, timezone
|
| 46 |
+
UTC = timezone.utc
|
| 47 |
+
from typing import Optional, Dict
|
| 48 |
+
from dataclasses import dataclass
|
| 49 |
+
import threading
|
| 50 |
+
import logging
|
| 51 |
+
import nest_asyncio
|
| 52 |
+
import time
|
| 53 |
+
import asyncio
|
| 54 |
+
import json
|
| 55 |
+
import ssl
|
| 56 |
+
import websockets
|
| 57 |
+
import traceback
|
| 58 |
+
import warnings
|
| 59 |
+
|
| 60 |
+
# ============================================================================
|
| 61 |
+
# REDIS CLIENT FOR HUGGINGFACE SPACES (V75 — NAMESPACED CHANNELS)
|
| 62 |
+
# ============================================================================
|
| 63 |
+
try:
|
| 64 |
+
from redis_config_v75 import REDIS_URL, REDIS_DB_FEATURES, CHANNEL_PREFIX, prefixed_channel
|
| 65 |
+
import redis
|
| 66 |
+
|
| 67 |
+
class RedisAblyClient:
|
| 68 |
+
"""Simple Redis client for HuggingFace Spaces compatibility (V75 namespaced)"""
|
| 69 |
+
def __init__(self, redis_url=None, use_streams=True):
|
| 70 |
+
self.redis_url = redis_url or REDIS_URL
|
| 71 |
+
self.client = None
|
| 72 |
+
self.channels = SimpleChannelManager(self)
|
| 73 |
+
self._connect()
|
| 74 |
+
|
| 75 |
+
def _connect(self):
|
| 76 |
+
try:
|
| 77 |
+
# V75: Use DB 0 (features) — isolated per Space container
|
| 78 |
+
self.client = redis.from_url(self.redis_url, db=REDIS_DB_FEATURES)
|
| 79 |
+
self.client.ping()
|
| 80 |
+
print(f"✅ Redis connected for features (V75 — DB {REDIS_DB_FEATURES})")
|
| 81 |
+
except Exception as e:
|
| 82 |
+
print(f"⚠️ Redis connection failed: {e}")
|
| 83 |
+
self.client = None
|
| 84 |
+
|
| 85 |
+
async def publish(self, channel, data):
|
| 86 |
+
if self.client:
|
| 87 |
+
try:
|
| 88 |
+
# V75: Auto-prefix channel name for namespace isolation
|
| 89 |
+
self.client.publish(prefixed_channel(channel), json.dumps(data))
|
| 90 |
+
except Exception as e:
|
| 91 |
+
print(f"⚠️ Redis publish failed: {e}")
|
| 92 |
+
|
| 93 |
+
class SimpleChannel:
|
| 94 |
+
def __init__(self, name, client):
|
| 95 |
+
self.name = prefixed_channel(name) # V75: auto-prefix
|
| 96 |
+
self.client = client
|
| 97 |
+
|
| 98 |
+
async def publish(self, event, data):
|
| 99 |
+
# Publish to channel name directly
|
| 100 |
+
await self.client.publish(self.name, {
|
| 101 |
+
"event": event,
|
| 102 |
+
"data": data
|
| 103 |
+
})
|
| 104 |
+
|
| 105 |
+
class SimpleChannelManager:
|
| 106 |
+
def __init__(self, client):
|
| 107 |
+
self.client = client
|
| 108 |
+
self._channels = {}
|
| 109 |
+
|
| 110 |
+
def get(self, name):
|
| 111 |
+
if name not in self._channels:
|
| 112 |
+
self._channels[name] = SimpleChannel(name, self.client)
|
| 113 |
+
return self._channels[name]
|
| 114 |
+
|
| 115 |
+
except ImportError:
|
| 116 |
+
print("⚠️ Redis not available - using mock mode")
|
| 117 |
+
CHANNEL_PREFIX = "V75:"
|
| 118 |
+
def prefixed_channel(name):
|
| 119 |
+
return f"V75:{name}" if not name.startswith("V75:") else name
|
| 120 |
+
REDIS_DB_FEATURES = 0
|
| 121 |
+
|
| 122 |
+
class RedisAblyClient:
|
| 123 |
+
def __init__(self, *args, **kwargs):
|
| 124 |
+
self.channels = SimpleChannelManager(self)
|
| 125 |
+
async def publish(self, channel, data):
|
| 126 |
+
pass
|
| 127 |
+
|
| 128 |
+
class SimpleChannel:
|
| 129 |
+
def __init__(self, name, client):
|
| 130 |
+
self.name = prefixed_channel(name)
|
| 131 |
+
async def publish(self, event, data):
|
| 132 |
+
pass
|
| 133 |
+
|
| 134 |
+
class SimpleChannelManager:
|
| 135 |
+
def __init__(self, client):
|
| 136 |
+
self._channels = {}
|
| 137 |
+
def get(self, name):
|
| 138 |
+
if name not in self._channels:
|
| 139 |
+
self._channels[name] = SimpleChannel(name, None)
|
| 140 |
+
return self._channels[name]
|
| 141 |
+
|
| 142 |
+
warnings.filterwarnings('ignore', category=FutureWarning)
|
| 143 |
+
warnings.filterwarnings('ignore', category=RuntimeWarning, message='Mean of empty slice')
|
| 144 |
+
warnings.filterwarnings('ignore', category=RuntimeWarning, message='overflow encountered')
|
| 145 |
+
|
| 146 |
+
nest_asyncio.apply()
|
| 147 |
+
|
| 148 |
+
# ============================================================================
|
| 149 |
+
# DERIV WEBSOCKET CONFIGURATION
|
| 150 |
+
# ============================================================================
|
| 151 |
+
|
| 152 |
+
DERIV_API_KEY = "" # no token needed — ticks are a public endpoint
|
| 153 |
+
DERIV_WS_URL = "wss://api.derivws.com/trading/v1/options/ws/public"
|
| 154 |
+
|
| 155 |
+
SYMBOL_MAP = {
|
| 156 |
+
"Volatility 25 Index": "R_25",
|
| 157 |
+
"Crash 500 Index": "CRASH500",
|
| 158 |
+
"Volatility 100 Index": "R_100",
|
| 159 |
+
"Volatility 50 Index": "R_50",
|
| 160 |
+
"Volatility 75 Index": "R_75", # ✅ V75: Volatility 75 Index symbol
|
| 161 |
+
}
|
| 162 |
+
|
| 163 |
+
# ============================================================================
|
| 164 |
+
# DERIV DATA STRUCTURES
|
| 165 |
+
# ============================================================================
|
| 166 |
+
|
| 167 |
+
@dataclass
|
| 168 |
+
class DerivTick:
|
| 169 |
+
time: int = 0
|
| 170 |
+
bid: float = 0.0
|
| 171 |
+
ask: float = 0.0
|
| 172 |
+
last: float = 0.0
|
| 173 |
+
volume: int = 0
|
| 174 |
+
time_msc: int = 0
|
| 175 |
+
flags: int = 0
|
| 176 |
+
volume_real: float = 0.0
|
| 177 |
+
|
| 178 |
+
@dataclass
|
| 179 |
+
class DerivAccountInfo:
|
| 180 |
+
login: int = 0
|
| 181 |
+
balance: float = 0.0
|
| 182 |
+
equity: float = 0.0
|
| 183 |
+
profit: float = 0.0
|
| 184 |
+
margin: float = 0.0
|
| 185 |
+
margin_free: float = 0.0
|
| 186 |
+
margin_level: float = 0.0
|
| 187 |
+
currency: str = "USD"
|
| 188 |
+
|
| 189 |
+
# ============================================================================
|
| 190 |
+
# DERIV WEBSOCKET BRIDGE - STREAMING VERSION
|
| 191 |
+
# ============================================================================
|
| 192 |
+
|
| 193 |
+
class DerivBridge:
|
| 194 |
+
"""Deriv WebSocket bridge - STREAMING VERSION"""
|
| 195 |
+
|
| 196 |
+
def __init__(self):
|
| 197 |
+
self.ws = None
|
| 198 |
+
self.is_connected = False
|
| 199 |
+
self.is_authorized = False
|
| 200 |
+
self.balance = 0.0
|
| 201 |
+
self._prices = {} # Current prices for each symbol
|
| 202 |
+
self._price_lock = asyncio.Lock()
|
| 203 |
+
self._stream_tasks = {}
|
| 204 |
+
self._subscribed_symbols = set()
|
| 205 |
+
self._last_tick = None
|
| 206 |
+
|
| 207 |
+
async def _connect_and_authorize(self):
|
| 208 |
+
"""Connect and authorize to Deriv"""
|
| 209 |
+
try:
|
| 210 |
+
print("🔄 Connecting to Deriv WebSocket...")
|
| 211 |
+
|
| 212 |
+
ssl_context = ssl.create_default_context()
|
| 213 |
+
ssl_context.check_hostname = False
|
| 214 |
+
ssl_context.verify_mode = ssl.CERT_NONE
|
| 215 |
+
|
| 216 |
+
self.ws = await websockets.connect(
|
| 217 |
+
DERIV_WS_URL,
|
| 218 |
+
ssl=ssl_context,
|
| 219 |
+
ping_interval=30,
|
| 220 |
+
ping_timeout=10,
|
| 221 |
+
close_timeout=5,
|
| 222 |
+
max_size=2**20
|
| 223 |
+
)
|
| 224 |
+
|
| 225 |
+
print("✅ WebSocket connected")
|
| 226 |
+
|
| 227 |
+
# ✅ v3.1: ping/pong — no authorize needed (ticks = public endpoint)
|
| 228 |
+
await self.ws.send(json.dumps({"ping": 1}))
|
| 229 |
+
response = await self.ws.recv()
|
| 230 |
+
data = json.loads(response)
|
| 231 |
+
|
| 232 |
+
if data.get('ping') == 'pong' or 'pong' in str(data):
|
| 233 |
+
self.is_connected = True
|
| 234 |
+
self.is_authorized = True
|
| 235 |
+
print("✅ Deriv public WebSocket ready (ping/pong OK — no auth required)")
|
| 236 |
+
return True
|
| 237 |
+
else:
|
| 238 |
+
print(f"❌ Unexpected ping response: {data}")
|
| 239 |
+
return False
|
| 240 |
+
|
| 241 |
+
except Exception as e:
|
| 242 |
+
print(f"❌ Connection error: {e}")
|
| 243 |
+
return False
|
| 244 |
+
|
| 245 |
+
async def _stream_prices(self, deriv_symbol: str):
|
| 246 |
+
"""Continuous price streaming for a symbol with auto-reconnect"""
|
| 247 |
+
retry_delay = 5
|
| 248 |
+
while True:
|
| 249 |
+
try:
|
| 250 |
+
# Re-connect/re-authorize if needed
|
| 251 |
+
if not self.is_connected or self.ws is None:
|
| 252 |
+
print(f"🔄 Reconnecting WebSocket for {deriv_symbol}...")
|
| 253 |
+
connected = await self._connect_and_authorize()
|
| 254 |
+
if not connected:
|
| 255 |
+
print(f"⚠️ Reconnect failed for {deriv_symbol}, retrying in {retry_delay}s...")
|
| 256 |
+
await asyncio.sleep(retry_delay)
|
| 257 |
+
retry_delay = min(retry_delay * 2, 60)
|
| 258 |
+
continue
|
| 259 |
+
retry_delay = 5 # reset on success
|
| 260 |
+
|
| 261 |
+
# Subscribe to ticks
|
| 262 |
+
subscribe_msg = {"ticks": deriv_symbol, "subscribe": 1}
|
| 263 |
+
await self.ws.send(json.dumps(subscribe_msg))
|
| 264 |
+
print(f"📡 Streaming {deriv_symbol}...")
|
| 265 |
+
|
| 266 |
+
# Continuous receive loop
|
| 267 |
+
while self.is_connected:
|
| 268 |
+
try:
|
| 269 |
+
data = await self.ws.recv()
|
| 270 |
+
json_data = json.loads(data)
|
| 271 |
+
|
| 272 |
+
if 'tick' in json_data:
|
| 273 |
+
tick_data = json_data['tick']
|
| 274 |
+
|
| 275 |
+
if tick_data.get('symbol') == deriv_symbol:
|
| 276 |
+
price = float(tick_data['quote'])
|
| 277 |
+
epoch = int(tick_data['epoch'])
|
| 278 |
+
|
| 279 |
+
async with self._price_lock:
|
| 280 |
+
self._prices[deriv_symbol] = {
|
| 281 |
+
'bid': price - 0.0005,
|
| 282 |
+
'ask': price + 0.0005,
|
| 283 |
+
'last': price,
|
| 284 |
+
'time': epoch,
|
| 285 |
+
'time_msc': epoch * 1000
|
| 286 |
+
}
|
| 287 |
+
|
| 288 |
+
self._last_tick = DerivTick(
|
| 289 |
+
time=epoch,
|
| 290 |
+
bid=price - 0.0005,
|
| 291 |
+
ask=price + 0.0005,
|
| 292 |
+
last=price,
|
| 293 |
+
volume=0,
|
| 294 |
+
time_msc=epoch * 1000
|
| 295 |
+
)
|
| 296 |
+
|
| 297 |
+
elif 'error' in json_data:
|
| 298 |
+
logging.error(f"Stream error for {deriv_symbol}: {json_data['error']}")
|
| 299 |
+
|
| 300 |
+
except asyncio.CancelledError:
|
| 301 |
+
print(f"Stream cancelled for {deriv_symbol}")
|
| 302 |
+
return
|
| 303 |
+
|
| 304 |
+
except websockets.exceptions.ConnectionClosed:
|
| 305 |
+
print(f"❌ WebSocket closed for {deriv_symbol} — will reconnect")
|
| 306 |
+
self.is_connected = False
|
| 307 |
+
break
|
| 308 |
+
|
| 309 |
+
except json.JSONDecodeError:
|
| 310 |
+
continue
|
| 311 |
+
|
| 312 |
+
except Exception as e:
|
| 313 |
+
logging.error(f"Stream error: {e}")
|
| 314 |
+
self.is_connected = False
|
| 315 |
+
break
|
| 316 |
+
|
| 317 |
+
except asyncio.CancelledError:
|
| 318 |
+
print(f"Stream cancelled for {deriv_symbol}")
|
| 319 |
+
return
|
| 320 |
+
|
| 321 |
+
except Exception as e:
|
| 322 |
+
logging.error(f"Fatal stream error for {deriv_symbol}: {e}")
|
| 323 |
+
self.is_connected = False
|
| 324 |
+
|
| 325 |
+
# Brief pause before reconnect attempt
|
| 326 |
+
await asyncio.sleep(retry_delay)
|
| 327 |
+
retry_delay = min(retry_delay * 2, 60)
|
| 328 |
+
|
| 329 |
+
async def _ensure_stream(self, deriv_symbol: str):
|
| 330 |
+
"""Ensure streaming is active for a symbol; restart dead tasks"""
|
| 331 |
+
existing = self._stream_tasks.get(deriv_symbol)
|
| 332 |
+
if existing is None or existing.done():
|
| 333 |
+
# Start (or restart) streaming task
|
| 334 |
+
task = asyncio.create_task(self._stream_prices(deriv_symbol))
|
| 335 |
+
self._stream_tasks[deriv_symbol] = task
|
| 336 |
+
self._subscribed_symbols.add(deriv_symbol)
|
| 337 |
+
|
| 338 |
+
async def get_current_price(self, deriv_symbol: str) -> Optional[Dict]:
|
| 339 |
+
"""Get current price (from streaming cache)"""
|
| 340 |
+
try:
|
| 341 |
+
# Ensure we're streaming this symbol
|
| 342 |
+
await self._ensure_stream(deriv_symbol)
|
| 343 |
+
|
| 344 |
+
# Give it a moment to receive first price if new
|
| 345 |
+
if deriv_symbol not in self._prices:
|
| 346 |
+
await asyncio.sleep(0.5)
|
| 347 |
+
|
| 348 |
+
# Return cached price
|
| 349 |
+
async with self._price_lock:
|
| 350 |
+
return self._prices.get(deriv_symbol)
|
| 351 |
+
|
| 352 |
+
except Exception as e:
|
| 353 |
+
logging.error(f"Price fetch error: {e}")
|
| 354 |
+
return None
|
| 355 |
+
|
| 356 |
+
def symbol_info_tick(self, symbol: str) -> Optional[DerivTick]:
|
| 357 |
+
"""MT5-compatible tick info getter (synchronous wrapper)"""
|
| 358 |
+
try:
|
| 359 |
+
deriv_symbol = SYMBOL_MAP.get(symbol, symbol)
|
| 360 |
+
|
| 361 |
+
# Check if we have cached price
|
| 362 |
+
if deriv_symbol in self._prices:
|
| 363 |
+
price_data = self._prices[deriv_symbol]
|
| 364 |
+
return DerivTick(
|
| 365 |
+
time=price_data.get('time', 0),
|
| 366 |
+
bid=price_data.get('bid', 0),
|
| 367 |
+
ask=price_data.get('ask', 0),
|
| 368 |
+
last=price_data.get('last', 0),
|
| 369 |
+
volume=0,
|
| 370 |
+
time_msc=price_data.get('time_msc', 0)
|
| 371 |
+
)
|
| 372 |
+
|
| 373 |
+
return self._last_tick
|
| 374 |
+
|
| 375 |
+
except Exception as e:
|
| 376 |
+
logging.error(f"symbol_info_tick error: {e}")
|
| 377 |
+
return None
|
| 378 |
+
|
| 379 |
+
async def get_balance(self) -> float:
|
| 380 |
+
"""Get current balance"""
|
| 381 |
+
try:
|
| 382 |
+
if not self.is_connected:
|
| 383 |
+
return self.balance
|
| 384 |
+
|
| 385 |
+
await self.ws.send(json.dumps({"balance": 1}))
|
| 386 |
+
|
| 387 |
+
# Wait for balance response (with timeout for this specific call)
|
| 388 |
+
for _ in range(10):
|
| 389 |
+
try:
|
| 390 |
+
response = await asyncio.wait_for(self.ws.recv(), timeout=1)
|
| 391 |
+
data = json.loads(response)
|
| 392 |
+
|
| 393 |
+
if 'balance' in data:
|
| 394 |
+
self.balance = float(data['balance']['balance'])
|
| 395 |
+
return self.balance
|
| 396 |
+
except asyncio.TimeoutError:
|
| 397 |
+
continue
|
| 398 |
+
|
| 399 |
+
except Exception as e:
|
| 400 |
+
logging.error(f"Balance error: {e}")
|
| 401 |
+
|
| 402 |
+
return self.balance
|
| 403 |
+
|
| 404 |
+
def symbol_info(self, symbol: str) -> Optional[dict]:
|
| 405 |
+
"""MT5-compatible symbol_info - returns symbol information"""
|
| 406 |
+
deriv_symbol = SYMBOL_MAP.get(symbol, symbol)
|
| 407 |
+
return {
|
| 408 |
+
'name': symbol,
|
| 409 |
+
'deriv_symbol': deriv_symbol,
|
| 410 |
+
'visible': True,
|
| 411 |
+
'point': 0.00001,
|
| 412 |
+
'digits': 5
|
| 413 |
+
}
|
| 414 |
+
|
| 415 |
+
def symbol_select(self, symbol: str, enable: bool = True) -> bool:
|
| 416 |
+
"""MT5-compatible symbol_select - always returns True for Deriv"""
|
| 417 |
+
return True
|
| 418 |
+
|
| 419 |
+
async def initialize(self, symbol: str = None):
|
| 420 |
+
"""Initialize connection and optionally start streaming a symbol"""
|
| 421 |
+
try:
|
| 422 |
+
print("🔄 Initializing Deriv...")
|
| 423 |
+
result = await self._connect_and_authorize()
|
| 424 |
+
|
| 425 |
+
if result:
|
| 426 |
+
if symbol:
|
| 427 |
+
deriv_symbol = SYMBOL_MAP.get(symbol, symbol)
|
| 428 |
+
await self._ensure_stream(deriv_symbol)
|
| 429 |
+
# Wait for first tick
|
| 430 |
+
await asyncio.sleep(1)
|
| 431 |
+
print("✅ Deriv initialized")
|
| 432 |
+
return True
|
| 433 |
+
else:
|
| 434 |
+
print("❌ Deriv init failed")
|
| 435 |
+
return False
|
| 436 |
+
|
| 437 |
+
except Exception as e:
|
| 438 |
+
logging.error(f"Initialize error: {e}")
|
| 439 |
+
return False
|
| 440 |
+
|
| 441 |
+
async def shutdown(self):
|
| 442 |
+
"""Shutdown gracefully"""
|
| 443 |
+
try:
|
| 444 |
+
# Cancel all streaming tasks
|
| 445 |
+
for task in self._stream_tasks.values():
|
| 446 |
+
task.cancel()
|
| 447 |
+
|
| 448 |
+
# Wait for cancellation
|
| 449 |
+
if self._stream_tasks:
|
| 450 |
+
await asyncio.gather(*self._stream_tasks.values(), return_exceptions=True)
|
| 451 |
+
|
| 452 |
+
# Close WebSocket
|
| 453 |
+
if self.ws:
|
| 454 |
+
await self.ws.close()
|
| 455 |
+
|
| 456 |
+
self.is_connected = False
|
| 457 |
+
self.is_authorized = False
|
| 458 |
+
except Exception as e:
|
| 459 |
+
logging.error(f"Shutdown error: {e}")
|
| 460 |
+
|
| 461 |
+
|
| 462 |
+
# Global bridge instance
|
| 463 |
+
deriv_bridge = DerivBridge()
|
| 464 |
+
|
| 465 |
+
# ============================================================================
|
| 466 |
+
# CONFIGURATION
|
| 467 |
+
# ============================================================================
|
| 468 |
+
|
| 469 |
+
# Redis URL already imported above in inline Redis client
|
| 470 |
+
SYMBOL = "Volatility 75 Index" # ✅ V75
|
| 471 |
+
DERIV_SYMBOL = "R_75" # ✅ V75: Volatility 75 Index Deriv symbol
|
| 472 |
+
FEATURE_WINDOW = 10 # base unit
|
| 473 |
+
|
| 474 |
+
TIMEFRAMES = {
|
| 475 |
+
# === High-Frequency Zone (Volatility Capture) ===
|
| 476 |
+
'xs': 5, # tick
|
| 477 |
+
's': 10, # ultra
|
| 478 |
+
'm': 20, # fast
|
| 479 |
+
|
| 480 |
+
# === Critical Trading Zones ===
|
| 481 |
+
'l': 30, # scalp
|
| 482 |
+
'xl': 60, # 1min
|
| 483 |
+
'xxl': 120, # 2min
|
| 484 |
+
|
| 485 |
+
# === Structure & Regime Detection ===
|
| 486 |
+
'5m': 300, # 5min
|
| 487 |
+
'10m': 600, # 10min
|
| 488 |
+
}
|
| 489 |
+
|
| 490 |
+
|
| 491 |
+
|
| 492 |
+
# ============================================================================
|
| 493 |
+
# FEATURE CONTRACT — SINGLE SOURCE OF TRUTH (60 FEATURES)
|
| 494 |
+
# ----------------------------------------------------------------------------
|
| 495 |
+
#
|
| 496 |
+
# ENGINEERING NOTE — why this looks the way it does:
|
| 497 |
+
#
|
| 498 |
+
# Previously the contract was spread across three top-level sets
|
| 499 |
+
# (REQUIRED_FEATURES, METADATA_FIELDS, BINARY_FEATURES, ...), with no
|
| 500 |
+
# runtime check that they were mutually consistent. A drift where a
|
| 501 |
+
# single key ('price') landed in BOTH the "required features" list AND
|
| 502 |
+
# the "metadata to strip before validating" set caused the validator to
|
| 503 |
+
# report {'price'} missing on every tick, which silently shut down
|
| 504 |
+
# publishing for the entire pipeline.
|
| 505 |
+
#
|
| 506 |
+
# The fix is structural: ONE FeatureContract object owns the full schema
|
| 507 |
+
# and checks its own invariants at import time. Any future drift crashes
|
| 508 |
+
# the module on load with a named offender, instead of corrupting the
|
| 509 |
+
# wire format at 60Hz for hours.
|
| 510 |
+
#
|
| 511 |
+
# The old module-level names (REQUIRED_FEATURES, METADATA_FIELDS, etc.)
|
| 512 |
+
# are kept as PROJECTIONS of the contract for call-site back-compat — the
|
| 513 |
+
# rest of Features.py can import them exactly as before.
|
| 514 |
+
# ============================================================================
|
| 515 |
+
|
| 516 |
+
from dataclasses import dataclass, field
|
| 517 |
+
from typing import FrozenSet, Mapping, Any
|
| 518 |
+
|
| 519 |
+
CONTRACT_VERSION = "feat-v1.0.0"
|
| 520 |
+
EXPECTED_FEATURE_COUNT = 60
|
| 521 |
+
|
| 522 |
+
# ---- Feature keys (60) — values fed into model inference ------------------
|
| 523 |
+
_FEATURES: FrozenSet[str] = frozenset({
|
| 524 |
+
# Core Technical (19)
|
| 525 |
+
'log_return', 'rolling_mean_5', 'rolling_std_5', 'zscore_5',
|
| 526 |
+
'rsi_14', 'macd', 'macd_signal', 'macd_hist', 'atr',
|
| 527 |
+
'cdf_value', 'cdf_slope', 'cdf_diff',
|
| 528 |
+
'volatility_quantile_90', 'volatility_ratio', 'entropy_50',
|
| 529 |
+
'autocorr_3', 'momentum_10', 'volume_change_rate', 'volume_zscore',
|
| 530 |
+
# Derivatives (15)
|
| 531 |
+
'price_vel', 'price_acc', 'price_jrk',
|
| 532 |
+
'price_vel_mean', 'price_vel_std', 'price_vel_skew', 'price_vel_kurtosis',
|
| 533 |
+
'price_acc_mean', 'price_acc_std', 'price_acc_skew', 'price_acc_kurtosis',
|
| 534 |
+
'price_jrk_mean', 'price_jrk_std', 'price_jrk_skew', 'price_jrk_kurtosis',
|
| 535 |
+
# Additional Technical (7)
|
| 536 |
+
'ma10', 'ma20', 'std20',
|
| 537 |
+
'bollinger_upper', 'bollinger_lower', 'bollinger_width', 'bollinger_position',
|
| 538 |
+
# Candlestick (9)
|
| 539 |
+
'gravestone_doji', 'four_price_doji', 'doji', 'spinning_top',
|
| 540 |
+
'bullish_candle', 'bearish_candle', 'dragonfly_candle',
|
| 541 |
+
'spinning_top_bearish_followup', 'bullish_then_dragonfly',
|
| 542 |
+
# Support / Resistance (7)
|
| 543 |
+
'distance_to_nearest_support', 'distance_to_nearest_resistance',
|
| 544 |
+
'near_support', 'near_resistance', 'distance_to_stop_loss',
|
| 545 |
+
'support_strength', 'resistance_strength',
|
| 546 |
+
# Price Variants (3) — models consume these for absolute-scale context
|
| 547 |
+
'price', 'close_scaled', 'close_price',
|
| 548 |
+
})
|
| 549 |
+
|
| 550 |
+
# ---- Envelope keys — wire metadata, NEVER fed to a model -------------------
|
| 551 |
+
# Disjoint from _FEATURES by invariant (checked below in __post_init__).
|
| 552 |
+
_ENVELOPE: FrozenSet[str] = frozenset({
|
| 553 |
+
'agent', # routing
|
| 554 |
+
'timeframe', # routing
|
| 555 |
+
'timestamp', # wall-clock ISO-8601 at publish
|
| 556 |
+
'tick_index', # monotonic producer tick counter
|
| 557 |
+
'tick_count', # legacy alias, kept for back-compat
|
| 558 |
+
'feature_count', # integrity check: len(features)
|
| 559 |
+
'contract_version', # schema version string
|
| 560 |
+
'features', # nested payload key
|
| 561 |
+
})
|
| 562 |
+
|
| 563 |
+
# ---- Typed subsets of _FEATURES (validated as subsets at import time) ------
|
| 564 |
+
_BINARY: FrozenSet[str] = frozenset({
|
| 565 |
+
'near_support', 'near_resistance',
|
| 566 |
+
'gravestone_doji', 'four_price_doji', 'doji', 'spinning_top',
|
| 567 |
+
'bullish_candle', 'bearish_candle', 'dragonfly_candle',
|
| 568 |
+
'spinning_top_bearish_followup', 'bullish_then_dragonfly',
|
| 569 |
+
})
|
| 570 |
+
_PRICE_SCALE: FrozenSet[str] = frozenset({
|
| 571 |
+
'price', 'close_scaled', 'close_price',
|
| 572 |
+
'ma10', 'ma20', 'bollinger_upper', 'bollinger_lower',
|
| 573 |
+
})
|
| 574 |
+
_NON_NORMALISED: FrozenSet[str] = _BINARY | _PRICE_SCALE | frozenset({
|
| 575 |
+
'price_vel', 'price_acc', 'price_jrk',
|
| 576 |
+
})
|
| 577 |
+
|
| 578 |
+
|
| 579 |
+
@dataclass(frozen=True)
|
| 580 |
+
class ValidationResult:
|
| 581 |
+
"""Structured validation outcome with three distinct failure modes."""
|
| 582 |
+
ok: bool
|
| 583 |
+
missing: FrozenSet[str] # required features absent from dict
|
| 584 |
+
leaked_envelope: FrozenSet[str] # envelope keys found inside features dict
|
| 585 |
+
unexpected: FrozenSet[str] # keys that belong to neither set
|
| 586 |
+
|
| 587 |
+
def as_error_lines(self):
|
| 588 |
+
lines = []
|
| 589 |
+
if self.missing:
|
| 590 |
+
lines.append(f"missing features: {sorted(self.missing)}")
|
| 591 |
+
if self.leaked_envelope:
|
| 592 |
+
lines.append(f"envelope keys inside features dict: "
|
| 593 |
+
f"{sorted(self.leaked_envelope)}")
|
| 594 |
+
if self.unexpected:
|
| 595 |
+
lines.append(f"unknown keys: {sorted(self.unexpected)}")
|
| 596 |
+
return lines
|
| 597 |
+
|
| 598 |
+
|
| 599 |
+
@dataclass(frozen=True)
|
| 600 |
+
class FeatureContract:
|
| 601 |
+
"""
|
| 602 |
+
The schema for a single timeframe's feature payload.
|
| 603 |
+
|
| 604 |
+
Invariants (all checked in __post_init__ — module fails to import if
|
| 605 |
+
any are violated):
|
| 606 |
+
|
| 607 |
+
(1) features ∩ envelope = ∅
|
| 608 |
+
No key is allowed to be "both a feature and envelope". This
|
| 609 |
+
was the original bug — 'price' was in both sets, and the
|
| 610 |
+
validator silently rejected every tick.
|
| 611 |
+
|
| 612 |
+
(2) |features| == EXPECTED_FEATURE_COUNT
|
| 613 |
+
The contract declares an exact 60-feature shape. Drift here
|
| 614 |
+
would corrupt downstream tensor shapes.
|
| 615 |
+
|
| 616 |
+
(3) binary, price_scale, non_normalised are all ⊆ features
|
| 617 |
+
A typed subset cannot contain a key that isn't a feature at
|
| 618 |
+
all. This catches stale references after a feature rename.
|
| 619 |
+
"""
|
| 620 |
+
version: str = CONTRACT_VERSION
|
| 621 |
+
features: FrozenSet[str] = field(default_factory=lambda: _FEATURES)
|
| 622 |
+
envelope: FrozenSet[str] = field(default_factory=lambda: _ENVELOPE)
|
| 623 |
+
binary: FrozenSet[str] = field(default_factory=lambda: _BINARY)
|
| 624 |
+
price_scale: FrozenSet[str] = field(default_factory=lambda: _PRICE_SCALE)
|
| 625 |
+
non_normalised: FrozenSet[str] = field(default_factory=lambda: _NON_NORMALISED)
|
| 626 |
+
|
| 627 |
+
def __post_init__(self):
|
| 628 |
+
# (1) disjointness
|
| 629 |
+
overlap = self.features & self.envelope
|
| 630 |
+
if overlap:
|
| 631 |
+
raise RuntimeError(
|
| 632 |
+
f"[FeatureContract] BROKEN INVARIANT: keys in BOTH features "
|
| 633 |
+
f"and envelope: {sorted(overlap)}. Remove from one set — the "
|
| 634 |
+
f"validator cannot distinguish feature-vs-envelope for these "
|
| 635 |
+
f"keys, so every tick will be rejected."
|
| 636 |
+
)
|
| 637 |
+
# (2) cardinality
|
| 638 |
+
if len(self.features) != EXPECTED_FEATURE_COUNT:
|
| 639 |
+
raise RuntimeError(
|
| 640 |
+
f"[FeatureContract] BROKEN INVARIANT: expected "
|
| 641 |
+
f"{EXPECTED_FEATURE_COUNT} features, got {len(self.features)}. "
|
| 642 |
+
f"Update EXPECTED_FEATURE_COUNT or fix the feature list."
|
| 643 |
+
)
|
| 644 |
+
# (3) subsets
|
| 645 |
+
for name, subset in (
|
| 646 |
+
('binary', self.binary),
|
| 647 |
+
('price_scale', self.price_scale),
|
| 648 |
+
('non_normalised', self.non_normalised),
|
| 649 |
+
):
|
| 650 |
+
stray = subset - self.features
|
| 651 |
+
if stray:
|
| 652 |
+
raise RuntimeError(
|
| 653 |
+
f"[FeatureContract] BROKEN INVARIANT: '{name}' contains "
|
| 654 |
+
f"non-feature keys: {sorted(stray)}"
|
| 655 |
+
)
|
| 656 |
+
|
| 657 |
+
# ---- public API -------------------------------------------------------
|
| 658 |
+
|
| 659 |
+
def validate(self, features_dict: Mapping[str, Any]) -> ValidationResult:
|
| 660 |
+
"""
|
| 661 |
+
Validate the INNER features dict only — envelope keys should NOT
|
| 662 |
+
be present here; if they are, they're reported as leaked_envelope,
|
| 663 |
+
not stripped and hidden.
|
| 664 |
+
"""
|
| 665 |
+
actual = set(features_dict.keys())
|
| 666 |
+
return ValidationResult(
|
| 667 |
+
ok = (actual == self.features),
|
| 668 |
+
missing = frozenset(self.features - actual),
|
| 669 |
+
leaked_envelope = frozenset(actual & self.envelope),
|
| 670 |
+
unexpected = frozenset(actual - self.features - self.envelope),
|
| 671 |
+
)
|
| 672 |
+
|
| 673 |
+
def build_payload(
|
| 674 |
+
self,
|
| 675 |
+
agent_name: str,
|
| 676 |
+
features_dict: Mapping[str, float],
|
| 677 |
+
tick_index,
|
| 678 |
+
timestamp_iso: str,
|
| 679 |
+
) -> dict:
|
| 680 |
+
"""
|
| 681 |
+
Construct the wire payload with envelope / feature separation
|
| 682 |
+
enforced structurally. Envelope fields live at the top level;
|
| 683 |
+
features live ONLY inside payload['features'].
|
| 684 |
+
"""
|
| 685 |
+
return {
|
| 686 |
+
'agent': agent_name,
|
| 687 |
+
'timestamp': timestamp_iso,
|
| 688 |
+
'tick_index': tick_index,
|
| 689 |
+
'feature_count': len(features_dict),
|
| 690 |
+
'contract_version': self.version,
|
| 691 |
+
'features': dict(features_dict),
|
| 692 |
+
}
|
| 693 |
+
|
| 694 |
+
def extract_features(self, payload: Mapping[str, Any]) -> dict:
|
| 695 |
+
"""
|
| 696 |
+
Consumer-side: pull the inner features dict and verify envelope
|
| 697 |
+
version. Raises ValueError on schema drift so the consumer can
|
| 698 |
+
log-and-drop rather than silently accept malformed payloads.
|
| 699 |
+
"""
|
| 700 |
+
got_ver = payload.get('contract_version')
|
| 701 |
+
if got_ver is not None and got_ver != self.version:
|
| 702 |
+
raise ValueError(
|
| 703 |
+
f"contract version mismatch: payload={got_ver!r} "
|
| 704 |
+
f"expected={self.version!r}"
|
| 705 |
+
)
|
| 706 |
+
feats = payload.get('features')
|
| 707 |
+
if not isinstance(feats, dict):
|
| 708 |
+
raise ValueError(
|
| 709 |
+
f"payload.features missing or wrong type: {type(feats).__name__}"
|
| 710 |
+
)
|
| 711 |
+
return feats
|
| 712 |
+
|
| 713 |
+
|
| 714 |
+
# Singleton — import this, don't construct your own.
|
| 715 |
+
# Module import will FAIL LOUDLY here if any invariant is violated.
|
| 716 |
+
FEATURE_CONTRACT = FeatureContract()
|
| 717 |
+
|
| 718 |
+
|
| 719 |
+
# ---------------------------------------------------------------------------
|
| 720 |
+
# Back-compat aliases — projections of FEATURE_CONTRACT. Existing call sites
|
| 721 |
+
# keep working unchanged; only the source of truth moved. Deleting any of
|
| 722 |
+
# these will break older code paths that haven't been migrated to use
|
| 723 |
+
# FEATURE_CONTRACT directly.
|
| 724 |
+
# ---------------------------------------------------------------------------
|
| 725 |
+
REQUIRED_FEATURES = tuple(FEATURE_CONTRACT.features) # order-agnostic
|
| 726 |
+
METADATA_FIELDS = FEATURE_CONTRACT.envelope
|
| 727 |
+
BINARY_FEATURES = FEATURE_CONTRACT.binary
|
| 728 |
+
PRICE_FEATURES = FEATURE_CONTRACT.price_scale
|
| 729 |
+
NORMALIZATION_EXCLUSIONS = FEATURE_CONTRACT.non_normalised
|
| 730 |
+
|
| 731 |
+
# ============================================================================
|
| 732 |
+
# REGIME DETECTION PARAMETERS
|
| 733 |
+
# ============================================================================
|
| 734 |
+
|
| 735 |
+
REGIME_CONFIG = {
|
| 736 |
+
'volatility_lookback': 100,
|
| 737 |
+
'vol_low_threshold': 0.33,
|
| 738 |
+
'vol_high_threshold': 0.67,
|
| 739 |
+
'trend_threshold': 0.6,
|
| 740 |
+
'entropy_threshold': 1.5,
|
| 741 |
+
'regime_memory': 20,
|
| 742 |
+
}
|
| 743 |
+
|
| 744 |
+
# ============================================================================
|
| 745 |
+
# LOGGING SETUP
|
| 746 |
+
# ============================================================================
|
| 747 |
+
logging.basicConfig(
|
| 748 |
+
level=logging.INFO,
|
| 749 |
+
format='%(asctime)s - %(levelname)s - %(message)s',
|
| 750 |
+
datefmt='%H:%M:%S'
|
| 751 |
+
)
|
| 752 |
+
logger = logging.getLogger(__name__)
|
| 753 |
+
|
| 754 |
+
# ============================================================================
|
| 755 |
+
# HELPER FUNCTIONS
|
| 756 |
+
# ============================================================================
|
| 757 |
+
|
| 758 |
+
def safe_skew(x):
|
| 759 |
+
clean_x = x[~np.isnan(x)]
|
| 760 |
+
return skew(clean_x) if len(clean_x) >= 3 else 0.0
|
| 761 |
+
|
| 762 |
+
def safe_kurtosis(x):
|
| 763 |
+
clean_x = x[~np.isnan(x)]
|
| 764 |
+
return kurtosis(clean_x) if len(clean_x) >= 3 else 0.0
|
| 765 |
+
|
| 766 |
+
def min_max_scale(series):
|
| 767 |
+
if len(series) == 0:
|
| 768 |
+
return pd.Series([])
|
| 769 |
+
min_val, max_val = series.min(), series.max()
|
| 770 |
+
if max_val - min_val == 0:
|
| 771 |
+
return pd.Series(np.zeros(len(series)), index=series.index)
|
| 772 |
+
return (series - min_val) / (max_val - min_val)
|
| 773 |
+
|
| 774 |
+
def safe_entropy(series):
|
| 775 |
+
try:
|
| 776 |
+
clean_series = series.dropna()
|
| 777 |
+
if len(clean_series) < 5:
|
| 778 |
+
return 0.0
|
| 779 |
+
if clean_series.nunique() == 1:
|
| 780 |
+
return 0.0
|
| 781 |
+
hist, _ = np.histogram(clean_series, bins=10, density=True)
|
| 782 |
+
hist = hist[hist > 0]
|
| 783 |
+
if len(hist) == 0:
|
| 784 |
+
return 0.0
|
| 785 |
+
return -np.sum(hist * np.log(hist))
|
| 786 |
+
except:
|
| 787 |
+
return 0.0
|
| 788 |
+
|
| 789 |
+
# ============================================================================
|
| 790 |
+
# INSTITUTIONAL-GRADE CANDLESTICK PATTERN DETECTION
|
| 791 |
+
# ============================================================================
|
| 792 |
+
|
| 793 |
+
def gravestone_doji(o, h, l, c):
|
| 794 |
+
"""
|
| 795 |
+
Gravestone Doji: Death at the top
|
| 796 |
+
Institutional criteria:
|
| 797 |
+
- Body <= 2% of range
|
| 798 |
+
- Upper shadow >= 66% of range
|
| 799 |
+
- Lower shadow <= 10% of range
|
| 800 |
+
"""
|
| 801 |
+
try:
|
| 802 |
+
body = abs(c - o)
|
| 803 |
+
upper_shadow = h - max(o, c)
|
| 804 |
+
lower_shadow = min(o, c) - l
|
| 805 |
+
total_range = h - l
|
| 806 |
+
|
| 807 |
+
if total_range < 1e-6:
|
| 808 |
+
return 0
|
| 809 |
+
|
| 810 |
+
body_ratio = body / total_range
|
| 811 |
+
upper_ratio = upper_shadow / total_range
|
| 812 |
+
lower_ratio = lower_shadow / total_range
|
| 813 |
+
|
| 814 |
+
return int(
|
| 815 |
+
body_ratio <= 0.02 and
|
| 816 |
+
upper_ratio >= 0.66 and
|
| 817 |
+
lower_ratio <= 0.10
|
| 818 |
+
)
|
| 819 |
+
except:
|
| 820 |
+
return 0
|
| 821 |
+
|
| 822 |
+
def four_price_doji(o, h, l, c):
|
| 823 |
+
"""
|
| 824 |
+
Four Price Doji: Extreme indecision
|
| 825 |
+
All prices equal within 0.1% tolerance
|
| 826 |
+
"""
|
| 827 |
+
try:
|
| 828 |
+
prices = [o, h, l, c]
|
| 829 |
+
avg_price = np.mean(prices)
|
| 830 |
+
if avg_price < 1e-6:
|
| 831 |
+
return 0
|
| 832 |
+
|
| 833 |
+
max_deviation = max(abs(p - avg_price) / avg_price for p in prices)
|
| 834 |
+
return int(max_deviation <= 0.001)
|
| 835 |
+
except:
|
| 836 |
+
return 0
|
| 837 |
+
|
| 838 |
+
def doji(o, h, l, c):
|
| 839 |
+
"""
|
| 840 |
+
Standard Doji: Indecision
|
| 841 |
+
Institutional criteria:
|
| 842 |
+
- Body <= 5% of range
|
| 843 |
+
- Both shadows >= 20% of range
|
| 844 |
+
"""
|
| 845 |
+
try:
|
| 846 |
+
body = abs(c - o)
|
| 847 |
+
upper_shadow = h - max(o, c)
|
| 848 |
+
lower_shadow = min(o, c) - l
|
| 849 |
+
total_range = h - l
|
| 850 |
+
|
| 851 |
+
if total_range < 1e-6:
|
| 852 |
+
return 0
|
| 853 |
+
|
| 854 |
+
body_ratio = body / total_range
|
| 855 |
+
upper_ratio = upper_shadow / total_range
|
| 856 |
+
lower_ratio = lower_shadow / total_range
|
| 857 |
+
|
| 858 |
+
return int(
|
| 859 |
+
body_ratio <= 0.05 and
|
| 860 |
+
upper_ratio >= 0.20 and
|
| 861 |
+
lower_ratio >= 0.20
|
| 862 |
+
)
|
| 863 |
+
except:
|
| 864 |
+
return 0
|
| 865 |
+
|
| 866 |
+
def spinning_top(o, h, l, c):
|
| 867 |
+
"""
|
| 868 |
+
Spinning Top: Market confusion
|
| 869 |
+
Institutional criteria:
|
| 870 |
+
- Body <= 33% of range
|
| 871 |
+
- Both shadows >= 25% of range each
|
| 872 |
+
"""
|
| 873 |
+
try:
|
| 874 |
+
body = abs(c - o)
|
| 875 |
+
upper_shadow = h - max(o, c)
|
| 876 |
+
lower_shadow = min(o, c) - l
|
| 877 |
+
total_range = h - l
|
| 878 |
+
|
| 879 |
+
if total_range < 1e-6:
|
| 880 |
+
return 0
|
| 881 |
+
|
| 882 |
+
body_ratio = body / total_range
|
| 883 |
+
upper_ratio = upper_shadow / total_range
|
| 884 |
+
lower_ratio = lower_shadow / total_range
|
| 885 |
+
|
| 886 |
+
return int(
|
| 887 |
+
body_ratio <= 0.33 and
|
| 888 |
+
upper_ratio >= 0.25 and
|
| 889 |
+
lower_ratio >= 0.25
|
| 890 |
+
)
|
| 891 |
+
except:
|
| 892 |
+
return 0
|
| 893 |
+
|
| 894 |
+
def bullish_candle(o, h, l, c):
|
| 895 |
+
"""
|
| 896 |
+
Bullish Candle: Strong buying
|
| 897 |
+
Institutional criteria:
|
| 898 |
+
- Body >= 60% of range
|
| 899 |
+
- Close > Open
|
| 900 |
+
- Upper shadow <= 15% of range
|
| 901 |
+
"""
|
| 902 |
+
try:
|
| 903 |
+
if c <= o:
|
| 904 |
+
return 0
|
| 905 |
+
|
| 906 |
+
body = c - o
|
| 907 |
+
total_range = h - l
|
| 908 |
+
upper_shadow = h - c
|
| 909 |
+
|
| 910 |
+
if total_range < 1e-6:
|
| 911 |
+
return 0
|
| 912 |
+
|
| 913 |
+
body_ratio = body / total_range
|
| 914 |
+
upper_ratio = upper_shadow / total_range
|
| 915 |
+
|
| 916 |
+
return int(body_ratio >= 0.60 and upper_ratio <= 0.15)
|
| 917 |
+
except:
|
| 918 |
+
return 0
|
| 919 |
+
|
| 920 |
+
def bearish_candle(o, h, l, c):
|
| 921 |
+
"""
|
| 922 |
+
Bearish Candle: Strong selling
|
| 923 |
+
Institutional criteria:
|
| 924 |
+
- Body >= 60% of range
|
| 925 |
+
- Close < Open
|
| 926 |
+
- Lower shadow <= 15% of range
|
| 927 |
+
"""
|
| 928 |
+
try:
|
| 929 |
+
if c >= o:
|
| 930 |
+
return 0
|
| 931 |
+
|
| 932 |
+
body = o - c
|
| 933 |
+
total_range = h - l
|
| 934 |
+
lower_shadow = c - l
|
| 935 |
+
|
| 936 |
+
if total_range < 1e-6:
|
| 937 |
+
return 0
|
| 938 |
+
|
| 939 |
+
body_ratio = body / total_range
|
| 940 |
+
lower_ratio = lower_shadow / total_range
|
| 941 |
+
|
| 942 |
+
return int(body_ratio >= 0.60 and lower_ratio <= 0.15)
|
| 943 |
+
except:
|
| 944 |
+
return 0
|
| 945 |
+
|
| 946 |
+
def dragonfly_candle(o, h, l, c):
|
| 947 |
+
"""
|
| 948 |
+
Dragonfly Doji: Bullish reversal
|
| 949 |
+
Institutional criteria:
|
| 950 |
+
- Body <= 5% of range
|
| 951 |
+
- Lower shadow >= 66% of range
|
| 952 |
+
- Upper shadow <= 10% of range
|
| 953 |
+
"""
|
| 954 |
+
try:
|
| 955 |
+
body = abs(c - o)
|
| 956 |
+
upper_shadow = h - max(o, c)
|
| 957 |
+
lower_shadow = min(o, c) - l
|
| 958 |
+
total_range = h - l
|
| 959 |
+
|
| 960 |
+
if total_range < 1e-6:
|
| 961 |
+
return 0
|
| 962 |
+
|
| 963 |
+
body_ratio = body / total_range
|
| 964 |
+
upper_ratio = upper_shadow / total_range
|
| 965 |
+
lower_ratio = lower_shadow / total_range
|
| 966 |
+
|
| 967 |
+
return int(
|
| 968 |
+
body_ratio <= 0.05 and
|
| 969 |
+
lower_ratio >= 0.66 and
|
| 970 |
+
upper_ratio <= 0.10
|
| 971 |
+
)
|
| 972 |
+
except:
|
| 973 |
+
return 0
|
| 974 |
+
|
| 975 |
+
def spinning_top_bearish_followup(c1, c2):
|
| 976 |
+
"""
|
| 977 |
+
Spinning top followed by bearish candle
|
| 978 |
+
Indicates weakness after indecision
|
| 979 |
+
"""
|
| 980 |
+
try:
|
| 981 |
+
return int(spinning_top(*c1) == 1 and bearish_candle(*c2) == 1)
|
| 982 |
+
except:
|
| 983 |
+
return 0
|
| 984 |
+
|
| 985 |
+
def bullish_candle_followed_by_dragonfly(c1, c2):
|
| 986 |
+
"""
|
| 987 |
+
Bullish candle + dragonfly = strong support
|
| 988 |
+
Institutional continuation pattern
|
| 989 |
+
"""
|
| 990 |
+
try:
|
| 991 |
+
return int(
|
| 992 |
+
bullish_candle(*c1) == 1 and
|
| 993 |
+
dragonfly_candle(*c2) == 1 and
|
| 994 |
+
c2[3] >= c1[3] # Second close >= first close
|
| 995 |
+
)
|
| 996 |
+
except:
|
| 997 |
+
return 0
|
| 998 |
+
|
| 999 |
+
# Support/Resistance functions (unchanged)
|
| 1000 |
+
def find_supports(p, df):
|
| 1001 |
+
try:
|
| 1002 |
+
return list(df['Low'][(df['Low'].shift(1) > df['Low']) &
|
| 1003 |
+
(df['Low'].shift(-1) > df['Low']) &
|
| 1004 |
+
(df['Low'] < p)])
|
| 1005 |
+
except:
|
| 1006 |
+
return []
|
| 1007 |
+
|
| 1008 |
+
def find_resistances(p, df):
|
| 1009 |
+
try:
|
| 1010 |
+
return list(df['High'][(df['High'].shift(1) < df['High']) &
|
| 1011 |
+
(df['High'].shift(-1) < df['High']) &
|
| 1012 |
+
(df['High'] > p)])
|
| 1013 |
+
except:
|
| 1014 |
+
return []
|
| 1015 |
+
|
| 1016 |
+
def find_stop_level(p, df):
|
| 1017 |
+
try:
|
| 1018 |
+
lows = df['Low'][-10:]
|
| 1019 |
+
mins = lows[(lows.shift(1) > lows) & (lows.shift(-1) > lows)]
|
| 1020 |
+
below = mins[mins < p]
|
| 1021 |
+
return float(below.max()) if not below.empty else None
|
| 1022 |
+
except:
|
| 1023 |
+
return None
|
| 1024 |
+
|
| 1025 |
+
def dist_to_nearest(p, levels):
|
| 1026 |
+
try:
|
| 1027 |
+
return float(min(abs(p - x) for x in levels)) if levels else -1.0
|
| 1028 |
+
except:
|
| 1029 |
+
return -1.0
|
| 1030 |
+
|
| 1031 |
+
def cluster_strength(levels):
|
| 1032 |
+
try:
|
| 1033 |
+
if not levels: return 0.0
|
| 1034 |
+
levels = sorted(levels)
|
| 1035 |
+
clusters = 0
|
| 1036 |
+
i = 0
|
| 1037 |
+
while i < len(levels):
|
| 1038 |
+
j, count = i+1, 1
|
| 1039 |
+
while j < len(levels) and abs(levels[j]-levels[i]) <= 0.1:
|
| 1040 |
+
count += 1
|
| 1041 |
+
j += 1
|
| 1042 |
+
if count > 1:
|
| 1043 |
+
clusters += count
|
| 1044 |
+
i = j
|
| 1045 |
+
return float(clusters)
|
| 1046 |
+
except:
|
| 1047 |
+
return 0.0
|
| 1048 |
+
|
| 1049 |
+
# ============================================================================
|
| 1050 |
+
# REGIME DETECTOR (INTERNAL ONLY)
|
| 1051 |
+
# ============================================================================
|
| 1052 |
+
|
| 1053 |
+
class RegimeDetector:
|
| 1054 |
+
"""Latent regime detection for adaptive normalization"""
|
| 1055 |
+
|
| 1056 |
+
def __init__(self, config=REGIME_CONFIG):
|
| 1057 |
+
self.config = config
|
| 1058 |
+
self.regime_history = deque(maxlen=config['regime_memory'])
|
| 1059 |
+
|
| 1060 |
+
def detect_regime(self, df):
|
| 1061 |
+
if len(df) < 30:
|
| 1062 |
+
return self._default_regime()
|
| 1063 |
+
|
| 1064 |
+
try:
|
| 1065 |
+
returns = df['Close'].pct_change().dropna()
|
| 1066 |
+
current_vol = returns.rolling(20).std().iloc[-1]
|
| 1067 |
+
vol_history = returns.rolling(20).std().dropna()
|
| 1068 |
+
vol_percentile = percentileofscore(vol_history, current_vol) / 100
|
| 1069 |
+
|
| 1070 |
+
low_vol_weight = self._sigmoid(self.config['vol_low_threshold'] - vol_percentile, 10)
|
| 1071 |
+
high_vol_weight = self._sigmoid(vol_percentile - self.config['vol_high_threshold'], 10)
|
| 1072 |
+
medium_vol_weight = max(0, 1 - low_vol_weight - high_vol_weight)
|
| 1073 |
+
|
| 1074 |
+
momentum = (df['Close'].iloc[-1] / df['Close'].iloc[-20] - 1) if len(df) >= 20 else 0
|
| 1075 |
+
trend_strength = abs(momentum)
|
| 1076 |
+
trending_weight = self._sigmoid(trend_strength - self.config['trend_threshold'], 5)
|
| 1077 |
+
|
| 1078 |
+
price_entropy = safe_entropy(df['Close'].pct_change().dropna().tail(50))
|
| 1079 |
+
mean_rev_weight = self._sigmoid(price_entropy - self.config['entropy_threshold'], 2)
|
| 1080 |
+
|
| 1081 |
+
regime_weights = {
|
| 1082 |
+
'low_vol': float(low_vol_weight),
|
| 1083 |
+
'medium_vol': float(medium_vol_weight),
|
| 1084 |
+
'high_vol': float(high_vol_weight),
|
| 1085 |
+
'trending': float(trending_weight),
|
| 1086 |
+
'mean_reverting': float(mean_rev_weight),
|
| 1087 |
+
}
|
| 1088 |
+
|
| 1089 |
+
self.regime_history.append(regime_weights)
|
| 1090 |
+
return self._smooth_regime(regime_weights)
|
| 1091 |
+
|
| 1092 |
+
except Exception as e:
|
| 1093 |
+
logger.debug(f"Regime detection failed: {e}")
|
| 1094 |
+
return self._default_regime()
|
| 1095 |
+
|
| 1096 |
+
def _sigmoid(self, x, steepness=1):
|
| 1097 |
+
"""Numerically stable sigmoid"""
|
| 1098 |
+
z = np.clip(-steepness * x, -500, 500) # Prevent overflow
|
| 1099 |
+
return 1 / (1 + np.exp(z))
|
| 1100 |
+
|
| 1101 |
+
def _smooth_regime(self, current_regime):
|
| 1102 |
+
"""Safe EWMA smoothing with NaN handling"""
|
| 1103 |
+
if len(self.regime_history) < 2:
|
| 1104 |
+
return current_regime
|
| 1105 |
+
|
| 1106 |
+
alpha = 0.3
|
| 1107 |
+
smoothed = current_regime.copy()
|
| 1108 |
+
|
| 1109 |
+
for key in ['low_vol', 'medium_vol', 'high_vol', 'trending', 'mean_reverting']:
|
| 1110 |
+
historical = [r[key] for r in self.regime_history if key in r]
|
| 1111 |
+
historical = [v for v in historical if not (np.isnan(v) or np.isinf(v))]
|
| 1112 |
+
|
| 1113 |
+
if len(historical) > 0:
|
| 1114 |
+
hist_mean = float(np.mean(historical))
|
| 1115 |
+
smoothed[key] = alpha * current_regime[key] + (1-alpha) * hist_mean
|
| 1116 |
+
else:
|
| 1117 |
+
smoothed[key] = current_regime[key]
|
| 1118 |
+
|
| 1119 |
+
return smoothed
|
| 1120 |
+
|
| 1121 |
+
def _default_regime(self):
|
| 1122 |
+
return {
|
| 1123 |
+
'low_vol': 0.33,
|
| 1124 |
+
'medium_vol': 0.34,
|
| 1125 |
+
'high_vol': 0.33,
|
| 1126 |
+
'trending': 0.5,
|
| 1127 |
+
'mean_reverting': 0.5,
|
| 1128 |
+
}
|
| 1129 |
+
|
| 1130 |
+
# ============================================================================
|
| 1131 |
+
# ADAPTIVE NORMALIZER
|
| 1132 |
+
# ============================================================================
|
| 1133 |
+
|
| 1134 |
+
class AdaptiveNormalizer:
|
| 1135 |
+
"""Regime-aware normalization"""
|
| 1136 |
+
|
| 1137 |
+
def normalize(self, feature_series, regime_weights):
|
| 1138 |
+
if len(feature_series) < 20:
|
| 1139 |
+
return self._zscore_normalize(feature_series)
|
| 1140 |
+
|
| 1141 |
+
try:
|
| 1142 |
+
z_standard = self._zscore_normalize(feature_series)
|
| 1143 |
+
z_robust = self._robust_normalize(feature_series)
|
| 1144 |
+
|
| 1145 |
+
vol_weight = regime_weights['high_vol']
|
| 1146 |
+
z_adaptive = (1 - vol_weight) * z_standard + vol_weight * z_robust
|
| 1147 |
+
|
| 1148 |
+
return np.clip(z_adaptive, -5, 5)
|
| 1149 |
+
|
| 1150 |
+
except:
|
| 1151 |
+
return self._zscore_normalize(feature_series)
|
| 1152 |
+
|
| 1153 |
+
def _zscore_normalize(self, series):
|
| 1154 |
+
mu = series.mean()
|
| 1155 |
+
sigma = series.std()
|
| 1156 |
+
return (series - mu) / (sigma + 1e-10) if sigma > 1e-8 else series * 0
|
| 1157 |
+
|
| 1158 |
+
def _robust_normalize(self, series):
|
| 1159 |
+
q25 = series.quantile(0.25)
|
| 1160 |
+
q75 = series.quantile(0.75)
|
| 1161 |
+
iqr = q75 - q25
|
| 1162 |
+
median = series.median()
|
| 1163 |
+
return (series - median) / (iqr + 1e-10) if iqr > 1e-8 else series * 0
|
| 1164 |
+
|
| 1165 |
+
# ============================================================================
|
| 1166 |
+
# INTEGRATED FEATURE ENHANCER (60 FEATURES STRICT)
|
| 1167 |
+
# ============================================================================
|
| 1168 |
+
|
| 1169 |
+
class IntegratedFeatureEnhancer:
|
| 1170 |
+
def __init__(self, ably_client, agent_names, window_size=100):
|
| 1171 |
+
self.ably = ably_client
|
| 1172 |
+
self.agent_names = agent_names
|
| 1173 |
+
self.window_size = window_size
|
| 1174 |
+
|
| 1175 |
+
self.price_buffers = {name: deque(maxlen=window_size) for name in agent_names}
|
| 1176 |
+
|
| 1177 |
+
# Internal regime components
|
| 1178 |
+
self.regime_detector = RegimeDetector()
|
| 1179 |
+
self.adaptive_normalizer = AdaptiveNormalizer()
|
| 1180 |
+
|
| 1181 |
+
# Channels
|
| 1182 |
+
self.features_channel = ably_client.channels.get("integrated_features_all")
|
| 1183 |
+
self.meta_channels = {
|
| 1184 |
+
name: ably_client.channels.get(f"meta_features-{name}")
|
| 1185 |
+
for name in agent_names
|
| 1186 |
+
}
|
| 1187 |
+
|
| 1188 |
+
self.latest_computed_features = {}
|
| 1189 |
+
self.features_lock = threading.Lock()
|
| 1190 |
+
|
| 1191 |
+
logger.info(f"Regime-Adaptive Feature Enhancer initialized")
|
| 1192 |
+
logger.info(
|
| 1193 |
+
f"Contract: version={FEATURE_CONTRACT.version} "
|
| 1194 |
+
f"features={len(FEATURE_CONTRACT.features)} "
|
| 1195 |
+
f"envelope={len(FEATURE_CONTRACT.envelope)} "
|
| 1196 |
+
f"(invariants enforced at import time)"
|
| 1197 |
+
)
|
| 1198 |
+
# Defensive re-check at instantiation. The contract's __post_init__
|
| 1199 |
+
# already verified this at import, but a runtime assert catches
|
| 1200 |
+
# anyone monkey-patching FEATURE_CONTRACT.features before first use.
|
| 1201 |
+
assert len(FEATURE_CONTRACT.features) == EXPECTED_FEATURE_COUNT, (
|
| 1202 |
+
f"Feature count mismatch at runtime: "
|
| 1203 |
+
f"{len(FEATURE_CONTRACT.features)} != {EXPECTED_FEATURE_COUNT}"
|
| 1204 |
+
)
|
| 1205 |
+
|
| 1206 |
+
def compute_core_technical_features(self, df):
|
| 1207 |
+
"""Compute 19 core technical indicators with robust edge case handling"""
|
| 1208 |
+
df = df.copy()
|
| 1209 |
+
eps = 1e-10
|
| 1210 |
+
|
| 1211 |
+
# Suppress warnings during computation
|
| 1212 |
+
with warnings.catch_warnings():
|
| 1213 |
+
warnings.simplefilter("ignore", RuntimeWarning)
|
| 1214 |
+
|
| 1215 |
+
df['log_return'] = np.log(df['Close'] / df['Close'].shift(1)).replace([np.inf, -np.inf], 0).fillna(0)
|
| 1216 |
+
df['rolling_mean_5'] = df['Close'].rolling(5, min_periods=1).mean().fillna(df['Close'])
|
| 1217 |
+
df['rolling_std_5'] = df['Close'].rolling(5, min_periods=1).std().fillna(eps)
|
| 1218 |
+
df['rolling_std_5'] = df['rolling_std_5'].replace(0, eps)
|
| 1219 |
+
df['zscore_5'] = (df['Close'] - df['rolling_mean_5']) / df['rolling_std_5']
|
| 1220 |
+
|
| 1221 |
+
# RSI
|
| 1222 |
+
delta = df['Close'].diff().fillna(0)
|
| 1223 |
+
gain = np.where(delta > 0, delta, 0)
|
| 1224 |
+
loss = np.where(delta < 0, -delta, 0)
|
| 1225 |
+
avg_gain = pd.Series(gain).rolling(14, min_periods=1).mean().fillna(0)
|
| 1226 |
+
avg_loss = pd.Series(loss).rolling(14, min_periods=1).mean().fillna(0)
|
| 1227 |
+
rs = avg_gain / (avg_loss + eps)
|
| 1228 |
+
df['rsi_14'] = 100 - (100 / (1 + rs))
|
| 1229 |
+
df['rsi_14'] = df['rsi_14'].ewm(span=5, adjust=False).mean().fillna(50)
|
| 1230 |
+
|
| 1231 |
+
# MACD
|
| 1232 |
+
ema12 = df['Close'].ewm(span=12, adjust=False).mean()
|
| 1233 |
+
ema26 = df['Close'].ewm(span=26, adjust=False).mean()
|
| 1234 |
+
df['macd'] = ema12 - ema26
|
| 1235 |
+
df['macd_signal'] = df['macd'].ewm(span=9, adjust=False).mean()
|
| 1236 |
+
df['macd_hist'] = df['macd'] - df['macd_signal']
|
| 1237 |
+
|
| 1238 |
+
# ATR
|
| 1239 |
+
high_low = df['High'] - df['Low']
|
| 1240 |
+
high_close = np.abs(df['High'] - df['Close'].shift(1))
|
| 1241 |
+
low_close = np.abs(df['Low'] - df['Close'].shift(1))
|
| 1242 |
+
tr = np.maximum.reduce([high_low, high_close, low_close])
|
| 1243 |
+
df['atr'] = pd.Series(tr).rolling(14, min_periods=1).mean().fillna(0)
|
| 1244 |
+
|
| 1245 |
+
# CDF features
|
| 1246 |
+
window = min(100, len(df))
|
| 1247 |
+
if window >= 20:
|
| 1248 |
+
df['cdf_value'] = df['log_return'].rolling(window, min_periods=10).apply(
|
| 1249 |
+
lambda x: percentileofscore(x.dropna(), x.iloc[-1]) / 100 if len(x.dropna()) > 10 else 0.5
|
| 1250 |
+
).fillna(0.5)
|
| 1251 |
+
else:
|
| 1252 |
+
df['cdf_value'] = 0.5
|
| 1253 |
+
|
| 1254 |
+
df['cdf_value'] = df['cdf_value'].ffill().bfill().fillna(0.5)
|
| 1255 |
+
df['cdf_slope'] = df['cdf_value'].diff().ewm(span=5, adjust=False).mean().fillna(0)
|
| 1256 |
+
df['cdf_diff'] = (df['cdf_value'] - df['cdf_value'].shift(10)).fillna(0)
|
| 1257 |
+
df['cdf_diff'] = df['cdf_diff'].ewm(span=5, adjust=False).mean().fillna(0)
|
| 1258 |
+
|
| 1259 |
+
# Volatility
|
| 1260 |
+
df['volatility_quantile_90'] = df['rolling_std_5'].rolling(
|
| 1261 |
+
min(100, len(df)), min_periods=20
|
| 1262 |
+
).quantile(0.9).fillna(df['rolling_std_5'])
|
| 1263 |
+
df['volatility_ratio'] = df['rolling_std_5'] / (df['volatility_quantile_90'] + eps)
|
| 1264 |
+
df['volatility_ratio'] = df['volatility_ratio'].clip(0, 3).fillna(1.0)
|
| 1265 |
+
|
| 1266 |
+
# Entropy
|
| 1267 |
+
df['entropy_50'] = df['log_return'].rolling(
|
| 1268 |
+
min(50, len(df)), min_periods=20
|
| 1269 |
+
).apply(safe_entropy).fillna(0)
|
| 1270 |
+
|
| 1271 |
+
# Autocorrelation
|
| 1272 |
+
df['autocorr_3'] = df['log_return'].rolling(20, min_periods=5).apply(
|
| 1273 |
+
lambda x: x.autocorr(lag=3) if len(x) > 3 else 0
|
| 1274 |
+
).fillna(0)
|
| 1275 |
+
|
| 1276 |
+
# Momentum
|
| 1277 |
+
df['momentum_10'] = (df['Close'] / df['Close'].shift(10) - 1).fillna(0)
|
| 1278 |
+
|
| 1279 |
+
# Volume
|
| 1280 |
+
df['volume_change_rate'] = df['Volume'].pct_change().replace([np.inf, -np.inf], 0).fillna(0)
|
| 1281 |
+
vol_mean = df['Volume'].rolling(20, min_periods=1).mean()
|
| 1282 |
+
vol_std = df['Volume'].rolling(20, min_periods=1).std().fillna(eps)
|
| 1283 |
+
df['volume_zscore'] = ((df['Volume'] - vol_mean) / (vol_std + eps)).clip(-3, 3).fillna(0)
|
| 1284 |
+
|
| 1285 |
+
return df
|
| 1286 |
+
|
| 1287 |
+
def compute_derivative_features(self, df, window=10):
|
| 1288 |
+
"""Compute 15 derivative features with robust handling"""
|
| 1289 |
+
df = df.copy()
|
| 1290 |
+
|
| 1291 |
+
df['price_vel'] = df['Close'].diff()
|
| 1292 |
+
df['price_acc'] = df['price_vel'].diff()
|
| 1293 |
+
df['price_jrk'] = df['price_acc'].diff()
|
| 1294 |
+
|
| 1295 |
+
for col in ['price_vel', 'price_acc', 'price_jrk']:
|
| 1296 |
+
try:
|
| 1297 |
+
# Use fillna(0) to handle edge cases
|
| 1298 |
+
df[f'{col}_mean'] = df[col].rolling(window, min_periods=1).mean().fillna(0)
|
| 1299 |
+
df[f'{col}_std'] = df[col].rolling(window, min_periods=1).std().fillna(0)
|
| 1300 |
+
df[f'{col}_skew'] = df[col].rolling(window, min_periods=3).apply(
|
| 1301 |
+
safe_skew, raw=True
|
| 1302 |
+
).fillna(0)
|
| 1303 |
+
df[f'{col}_kurtosis'] = df[col].rolling(window, min_periods=3).apply(
|
| 1304 |
+
safe_kurtosis, raw=True
|
| 1305 |
+
).fillna(0)
|
| 1306 |
+
except Exception as e:
|
| 1307 |
+
logger.debug(f"Derivative feature {col} computation failed: {e}")
|
| 1308 |
+
df[f'{col}_mean'] = 0
|
| 1309 |
+
df[f'{col}_std'] = 0
|
| 1310 |
+
df[f'{col}_skew'] = 0
|
| 1311 |
+
df[f'{col}_kurtosis'] = 0
|
| 1312 |
+
|
| 1313 |
+
return df
|
| 1314 |
+
|
| 1315 |
+
def compute_additional_technical(self, df):
|
| 1316 |
+
"""Compute 7 additional technical features"""
|
| 1317 |
+
df = df.copy()
|
| 1318 |
+
eps = 1e-10
|
| 1319 |
+
|
| 1320 |
+
df['ma10'] = df['Close'].rolling(10, min_periods=1).mean()
|
| 1321 |
+
df['ma20'] = df['Close'].rolling(20, min_periods=1).mean()
|
| 1322 |
+
df['std20'] = df['Close'].rolling(20, min_periods=1).std()
|
| 1323 |
+
|
| 1324 |
+
df['bollinger_upper'] = df['ma20'] + 2 * df['std20']
|
| 1325 |
+
df['bollinger_lower'] = df['ma20'] - 2 * df['std20']
|
| 1326 |
+
df['bollinger_width'] = (df['bollinger_upper'] - df['bollinger_lower']) / (df['ma20'] + eps)
|
| 1327 |
+
df['bollinger_position'] = (df['Close'] - df['bollinger_lower']) / (df['bollinger_upper'] - df['bollinger_lower'] + eps)
|
| 1328 |
+
df['bollinger_position'] = df['bollinger_position'].clip(0, 1)
|
| 1329 |
+
|
| 1330 |
+
return df
|
| 1331 |
+
|
| 1332 |
+
def compute_candlestick_patterns(self, df):
|
| 1333 |
+
"""Compute 9 institutional-grade candlestick patterns"""
|
| 1334 |
+
df = df.copy()
|
| 1335 |
+
|
| 1336 |
+
if 'Open' not in df.columns:
|
| 1337 |
+
df['Open'] = df['Close']
|
| 1338 |
+
|
| 1339 |
+
patterns = [
|
| 1340 |
+
('gravestone_doji', gravestone_doji),
|
| 1341 |
+
('four_price_doji', four_price_doji),
|
| 1342 |
+
('doji', doji),
|
| 1343 |
+
('spinning_top', spinning_top),
|
| 1344 |
+
('bullish_candle', bullish_candle),
|
| 1345 |
+
('bearish_candle', bearish_candle),
|
| 1346 |
+
('dragonfly_candle', dragonfly_candle)
|
| 1347 |
+
]
|
| 1348 |
+
|
| 1349 |
+
for name, func in patterns:
|
| 1350 |
+
df[name] = df.apply(
|
| 1351 |
+
lambda r: func(r['Open'], r['High'], r['Low'], r['Close']),
|
| 1352 |
+
axis=1
|
| 1353 |
+
)
|
| 1354 |
+
|
| 1355 |
+
df['spinning_top_bearish_followup'] = 0
|
| 1356 |
+
df['bullish_then_dragonfly'] = 0
|
| 1357 |
+
|
| 1358 |
+
for i in range(1, len(df)):
|
| 1359 |
+
c1 = tuple(df.iloc[i-1][['Open', 'High', 'Low', 'Close']])
|
| 1360 |
+
c2 = tuple(df.iloc[i][['Open', 'High', 'Low', 'Close']])
|
| 1361 |
+
|
| 1362 |
+
df.at[df.index[i], 'spinning_top_bearish_followup'] = spinning_top_bearish_followup(c1, c2)
|
| 1363 |
+
df.at[df.index[i], 'bullish_then_dragonfly'] = bullish_candle_followed_by_dragonfly(c1, c2)
|
| 1364 |
+
|
| 1365 |
+
return df
|
| 1366 |
+
|
| 1367 |
+
def compute_support_resistance_features(self, df):
|
| 1368 |
+
"""Compute 7 support/resistance features"""
|
| 1369 |
+
df = df.copy()
|
| 1370 |
+
|
| 1371 |
+
if len(df) < 10:
|
| 1372 |
+
df['distance_to_nearest_support'] = 0.0
|
| 1373 |
+
df['distance_to_nearest_resistance'] = 0.0
|
| 1374 |
+
df['near_support'] = 0
|
| 1375 |
+
df['near_resistance'] = 0
|
| 1376 |
+
df['distance_to_stop_loss'] = 0.5
|
| 1377 |
+
df['support_strength'] = 0.0
|
| 1378 |
+
df['resistance_strength'] = 0.0
|
| 1379 |
+
return df
|
| 1380 |
+
|
| 1381 |
+
current_price = df['Close'].iloc[-1]
|
| 1382 |
+
supports = find_supports(current_price, df)
|
| 1383 |
+
resistances = find_resistances(current_price, df)
|
| 1384 |
+
stop_level = find_stop_level(current_price, df)
|
| 1385 |
+
|
| 1386 |
+
min_p, max_p = df['Low'].min(), df['High'].max()
|
| 1387 |
+
rng = max_p - min_p if max_p > min_p else 1
|
| 1388 |
+
|
| 1389 |
+
df['distance_to_nearest_support'] = dist_to_nearest(current_price, supports)
|
| 1390 |
+
df['distance_to_nearest_resistance'] = dist_to_nearest(current_price, resistances)
|
| 1391 |
+
df['near_support'] = int(any(abs(current_price - s) < 0.3 for s in supports)) if supports else 0
|
| 1392 |
+
df['near_resistance'] = int(any(abs(current_price - r) < 0.3 for r in resistances)) if resistances else 0
|
| 1393 |
+
df['distance_to_stop_loss'] = (current_price - stop_level) / rng if stop_level else 0.5
|
| 1394 |
+
df['support_strength'] = cluster_strength([s/rng for s in supports])
|
| 1395 |
+
df['resistance_strength'] = cluster_strength([r/rng for r in resistances])
|
| 1396 |
+
|
| 1397 |
+
return df
|
| 1398 |
+
|
| 1399 |
+
def _validate_feature_contract(self, features_dict):
|
| 1400 |
+
"""
|
| 1401 |
+
Delegate to FEATURE_CONTRACT.validate() and return a legacy
|
| 1402 |
+
3-tuple (is_valid, missing, extra) for call-site back-compat.
|
| 1403 |
+
|
| 1404 |
+
`extra` in the legacy contract conflated two distinct failure
|
| 1405 |
+
modes — envelope leakage and unknown keys. We preserve the
|
| 1406 |
+
3-tuple shape but keep them merged; richer diagnostics are
|
| 1407 |
+
available by calling FEATURE_CONTRACT.validate() directly.
|
| 1408 |
+
"""
|
| 1409 |
+
result = FEATURE_CONTRACT.validate(features_dict)
|
| 1410 |
+
extra = result.leaked_envelope | result.unexpected
|
| 1411 |
+
return result.ok, result.missing, extra
|
| 1412 |
+
|
| 1413 |
+
def compute_all_features(self, df):
|
| 1414 |
+
"""
|
| 1415 |
+
Compute exactly 60 features with regime-adaptive normalization
|
| 1416 |
+
Regime detection is internal - NOT published
|
| 1417 |
+
"""
|
| 1418 |
+
try:
|
| 1419 |
+
if len(df) < 10:
|
| 1420 |
+
return pd.DataFrame()
|
| 1421 |
+
|
| 1422 |
+
# Step 1: Compute raw features
|
| 1423 |
+
df = self.compute_core_technical_features(df)
|
| 1424 |
+
df = self.compute_derivative_features(df)
|
| 1425 |
+
df = self.compute_additional_technical(df)
|
| 1426 |
+
df = self.compute_candlestick_patterns(df)
|
| 1427 |
+
df = self.compute_support_resistance_features(df)
|
| 1428 |
+
|
| 1429 |
+
# Step 2: Internal regime detection
|
| 1430 |
+
regime_weights = self.regime_detector.detect_regime(df)
|
| 1431 |
+
|
| 1432 |
+
# Step 3: Apply adaptive normalization ONLY to continuous features
|
| 1433 |
+
continuous_features = [
|
| 1434 |
+
'log_return', 'rolling_std_5', 'zscore_5', 'rsi_14',
|
| 1435 |
+
'macd', 'macd_signal', 'macd_hist', 'atr',
|
| 1436 |
+
'cdf_value', 'cdf_slope', 'cdf_diff',
|
| 1437 |
+
'volatility_ratio', 'entropy_50', 'autocorr_3', 'momentum_10',
|
| 1438 |
+
'volume_change_rate', 'volume_zscore',
|
| 1439 |
+
'price_vel_mean', 'price_acc_mean', 'price_jrk_mean',
|
| 1440 |
+
'price_vel_std', 'price_acc_std', 'price_jrk_std',
|
| 1441 |
+
'price_vel_skew', 'price_acc_skew', 'price_jrk_skew',
|
| 1442 |
+
'price_vel_kurtosis', 'price_acc_kurtosis', 'price_jrk_kurtosis',
|
| 1443 |
+
'bollinger_width', 'bollinger_position',
|
| 1444 |
+
'distance_to_nearest_support', 'distance_to_nearest_resistance',
|
| 1445 |
+
'distance_to_stop_loss', 'support_strength', 'resistance_strength'
|
| 1446 |
+
]
|
| 1447 |
+
|
| 1448 |
+
for feature in continuous_features:
|
| 1449 |
+
if feature in df.columns and feature not in NORMALIZATION_EXCLUSIONS:
|
| 1450 |
+
df[feature] = self.adaptive_normalizer.normalize(
|
| 1451 |
+
df[feature], regime_weights
|
| 1452 |
+
)
|
| 1453 |
+
|
| 1454 |
+
# Clean infinities and NaNs
|
| 1455 |
+
df = df.replace([np.inf, -np.inf], np.nan)
|
| 1456 |
+
df = df.ffill().bfill().fillna(0)
|
| 1457 |
+
|
| 1458 |
+
return df
|
| 1459 |
+
|
| 1460 |
+
except Exception as e:
|
| 1461 |
+
logger.error(f"Feature computation failed: {e}")
|
| 1462 |
+
return pd.DataFrame()
|
| 1463 |
+
|
| 1464 |
+
def extract_meta_features(self, df, current_price):
|
| 1465 |
+
"""Extract exactly 24 meta features (23 + timestamp)"""
|
| 1466 |
+
try:
|
| 1467 |
+
if len(df) < 10:
|
| 1468 |
+
return {}
|
| 1469 |
+
|
| 1470 |
+
supports = find_supports(current_price, df)
|
| 1471 |
+
resistances = find_resistances(current_price, df)
|
| 1472 |
+
stop_level = find_stop_level(current_price, df)
|
| 1473 |
+
|
| 1474 |
+
min_p, max_p = df['Low'].min(), df['High'].max()
|
| 1475 |
+
rng = max_p - min_p if max_p > min_p else 1
|
| 1476 |
+
|
| 1477 |
+
# Voting features (8)
|
| 1478 |
+
voting = {
|
| 1479 |
+
'distance_to_nearest_support_scaled': dist_to_nearest(current_price, supports) / rng if rng > 0 else 0.0,
|
| 1480 |
+
'distance_to_nearest_resistance_scaled': dist_to_nearest(current_price, resistances) / rng if rng > 0 else 0.0,
|
| 1481 |
+
'near_support': int(any(abs(current_price - s) < 0.3 for s in supports)) if supports else 0,
|
| 1482 |
+
'near_resistance': int(any(abs(current_price - r) < 0.3 for r in resistances)) if resistances else 0,
|
| 1483 |
+
'distance_to_stop_loss_scaled': (current_price - stop_level) / rng if stop_level and rng > 0 else 0.5,
|
| 1484 |
+
'support_strength_scaled': cluster_strength([s/rng for s in supports]) if rng > 0 else 0.0,
|
| 1485 |
+
'resistance_strength_scaled': cluster_strength([r/rng for r in resistances]) if rng > 0 else 0.0,
|
| 1486 |
+
'close_price': float(current_price)
|
| 1487 |
+
}
|
| 1488 |
+
|
| 1489 |
+
# Filtered technical (15)
|
| 1490 |
+
latest = df.iloc[-1]
|
| 1491 |
+
feature_mappings = [
|
| 1492 |
+
('price_vel', 'price_vel_scaled'),
|
| 1493 |
+
('price_acc', 'price_acc_scaled'),
|
| 1494 |
+
('price_jrk', 'price_jrk_scaled'),
|
| 1495 |
+
('price_vel_mean', 'price_vel_mean_scaled'),
|
| 1496 |
+
('price_acc_mean', 'price_acc_mean_scaled'),
|
| 1497 |
+
('price_jrk_mean', 'price_jrk_mean_scaled'),
|
| 1498 |
+
('ma10', 'ma10_scaled'),
|
| 1499 |
+
('ma20', 'ma20_scaled'),
|
| 1500 |
+
('bollinger_upper', 'bollinger_upper_scaled'),
|
| 1501 |
+
('bollinger_lower', 'bollinger_lower_scaled'),
|
| 1502 |
+
('macd', 'macd_scaled'),
|
| 1503 |
+
('macd_signal', 'macd_signal_scaled'),
|
| 1504 |
+
('macd_hist', 'macd_hist_scaled'),
|
| 1505 |
+
('rsi_14', 'rsi_scaled'),
|
| 1506 |
+
('std20', 'std20_scaled')
|
| 1507 |
+
]
|
| 1508 |
+
|
| 1509 |
+
filtered = {}
|
| 1510 |
+
for df_col, meta_col in feature_mappings:
|
| 1511 |
+
if df_col in latest.index:
|
| 1512 |
+
filtered[meta_col] = float(latest[df_col])
|
| 1513 |
+
else:
|
| 1514 |
+
filtered[meta_col] = 0.0
|
| 1515 |
+
|
| 1516 |
+
meta_features = {**filtered, **voting}
|
| 1517 |
+
|
| 1518 |
+
# Validate count (23 features, timestamp added later)
|
| 1519 |
+
if len(meta_features) != 23:
|
| 1520 |
+
logger.error(f"Meta feature count violation: {len(meta_features)} != 23")
|
| 1521 |
+
return {}
|
| 1522 |
+
|
| 1523 |
+
return meta_features
|
| 1524 |
+
|
| 1525 |
+
except Exception as e:
|
| 1526 |
+
logger.error(f"Meta feature extraction failed: {e}")
|
| 1527 |
+
return {}
|
| 1528 |
+
|
| 1529 |
+
def process_raw_tick(self, agent_name, price_data):
|
| 1530 |
+
"""Process tick and enforce 60-feature contract"""
|
| 1531 |
+
try:
|
| 1532 |
+
close_price = price_data.get('close', 0)
|
| 1533 |
+
|
| 1534 |
+
self.price_buffers[agent_name].append({
|
| 1535 |
+
'Close': close_price,
|
| 1536 |
+
'High': price_data.get('high', close_price),
|
| 1537 |
+
'Low': price_data.get('low', close_price),
|
| 1538 |
+
'Volume': price_data.get('volume', 0),
|
| 1539 |
+
'Open': price_data.get('open', close_price)
|
| 1540 |
+
})
|
| 1541 |
+
|
| 1542 |
+
if len(self.price_buffers[agent_name]) < 30:
|
| 1543 |
+
return
|
| 1544 |
+
|
| 1545 |
+
df = pd.DataFrame(list(self.price_buffers[agent_name]))
|
| 1546 |
+
enhanced_df = self.compute_all_features(df)
|
| 1547 |
+
|
| 1548 |
+
if enhanced_df.empty:
|
| 1549 |
+
return
|
| 1550 |
+
|
| 1551 |
+
# CRITICAL FIX: Only extract computed features, not raw OHLCV
|
| 1552 |
+
latest_row = enhanced_df.iloc[-1]
|
| 1553 |
+
|
| 1554 |
+
# Extract only REQUIRED_FEATURES (excluding raw OHLCV columns)
|
| 1555 |
+
latest_features = {}
|
| 1556 |
+
for feature in REQUIRED_FEATURES:
|
| 1557 |
+
if feature in ['price', 'close_scaled', 'close_price']:
|
| 1558 |
+
# These are price variants we add manually
|
| 1559 |
+
latest_features[feature] = float(close_price)
|
| 1560 |
+
elif feature in latest_row.index:
|
| 1561 |
+
latest_features[feature] = float(latest_row[feature])
|
| 1562 |
+
else:
|
| 1563 |
+
logger.warning(f"[{agent_name}] Missing feature: {feature}")
|
| 1564 |
+
latest_features[feature] = 0.0
|
| 1565 |
+
|
| 1566 |
+
# ENFORCE CONTRACT — use the rich ValidationResult directly so we
|
| 1567 |
+
# log three distinct failure modes separately instead of collapsing
|
| 1568 |
+
# them into a single ambiguous "Missing / Extra" pair.
|
| 1569 |
+
validation = FEATURE_CONTRACT.validate(latest_features)
|
| 1570 |
+
|
| 1571 |
+
if not validation.ok:
|
| 1572 |
+
logger.error("=" * 80)
|
| 1573 |
+
logger.error(
|
| 1574 |
+
f"❌ [{agent_name}] FEATURE CONTRACT VIOLATION "
|
| 1575 |
+
f"(contract={FEATURE_CONTRACT.version})"
|
| 1576 |
+
)
|
| 1577 |
+
for line in validation.as_error_lines():
|
| 1578 |
+
logger.error(f" {line}")
|
| 1579 |
+
logger.error("=" * 80)
|
| 1580 |
+
|
| 1581 |
+
# Bookkeeping counter — lets ops tell the difference between
|
| 1582 |
+
# "feed is dry" and "feed is arriving but contract is broken".
|
| 1583 |
+
if not hasattr(self, '_contract_violation_counts'):
|
| 1584 |
+
self._contract_violation_counts = {}
|
| 1585 |
+
self._contract_violation_counts[agent_name] = (
|
| 1586 |
+
self._contract_violation_counts.get(agent_name, 0) + 1
|
| 1587 |
+
)
|
| 1588 |
+
return
|
| 1589 |
+
|
| 1590 |
+
with self.features_lock:
|
| 1591 |
+
self.latest_computed_features[agent_name] = latest_features.copy()
|
| 1592 |
+
|
| 1593 |
+
except Exception as e:
|
| 1594 |
+
logger.error(f"[{agent_name}] Feature enhancement failed: {e}")
|
| 1595 |
+
|
| 1596 |
+
async def publish_features(self, agent_name, features_dict, tick_index=None):
|
| 1597 |
+
"""
|
| 1598 |
+
Publish 60 features on the wire. Payload shape is enforced by
|
| 1599 |
+
FEATURE_CONTRACT.build_payload() — envelope keys live at the
|
| 1600 |
+
top level, feature keys live ONLY inside payload['features'],
|
| 1601 |
+
and a contract_version string accompanies every message so the
|
| 1602 |
+
consumer can detect schema drift.
|
| 1603 |
+
"""
|
| 1604 |
+
try:
|
| 1605 |
+
# Defensive re-validation at the publish boundary. Zero cost on
|
| 1606 |
+
# the happy path; catches any mutation between compute and
|
| 1607 |
+
# publish (e.g. a caller accidentally injecting envelope keys
|
| 1608 |
+
# into the features dict).
|
| 1609 |
+
validation = FEATURE_CONTRACT.validate(features_dict)
|
| 1610 |
+
if not validation.ok:
|
| 1611 |
+
logger.error(
|
| 1612 |
+
f"[{agent_name}] publish BLOCKED — contract violation at "
|
| 1613 |
+
f"publish boundary: {validation.as_error_lines()}"
|
| 1614 |
+
)
|
| 1615 |
+
return
|
| 1616 |
+
|
| 1617 |
+
# Coerce numpy scalars to native floats so the JSON serialiser
|
| 1618 |
+
# doesn't choke. Done on the features-only dict, inside the
|
| 1619 |
+
# contract shape.
|
| 1620 |
+
clean_features = {
|
| 1621 |
+
k: float(v) if isinstance(v, (np.floating, np.integer)) else v
|
| 1622 |
+
for k, v in features_dict.items()
|
| 1623 |
+
}
|
| 1624 |
+
|
| 1625 |
+
# Resolve tick_index: caller may pass it explicitly, or it may
|
| 1626 |
+
# be embedded in the dict (legacy path). Envelope keys should
|
| 1627 |
+
# NOT be inside features_dict after the validation above, so
|
| 1628 |
+
# these .get() calls will normally return None — kept for
|
| 1629 |
+
# defensive back-compat.
|
| 1630 |
+
resolved_tick = tick_index
|
| 1631 |
+
if resolved_tick is None:
|
| 1632 |
+
resolved_tick = (
|
| 1633 |
+
features_dict.get('tick_count')
|
| 1634 |
+
or features_dict.get('tick_index')
|
| 1635 |
+
)
|
| 1636 |
+
|
| 1637 |
+
payload = FEATURE_CONTRACT.build_payload(
|
| 1638 |
+
agent_name = agent_name,
|
| 1639 |
+
features_dict = clean_features,
|
| 1640 |
+
tick_index = resolved_tick,
|
| 1641 |
+
timestamp_iso = datetime.now(UTC).isoformat(),
|
| 1642 |
+
)
|
| 1643 |
+
|
| 1644 |
+
await self.features_channel.publish("integrated-features", payload)
|
| 1645 |
+
|
| 1646 |
+
except Exception as e:
|
| 1647 |
+
logger.error(f"[{agent_name}] Feature publish failed: {e}")
|
| 1648 |
+
|
| 1649 |
+
async def publish_meta_features(self, agent_name, meta_features):
|
| 1650 |
+
"""Publish 24 meta features"""
|
| 1651 |
+
try:
|
| 1652 |
+
channel = self.meta_channels[agent_name]
|
| 1653 |
+
|
| 1654 |
+
clean_meta = {
|
| 1655 |
+
k: float(v) if isinstance(v, (np.floating, np.integer)) else v
|
| 1656 |
+
for k, v in meta_features.items()
|
| 1657 |
+
}
|
| 1658 |
+
|
| 1659 |
+
clean_meta['agent'] = agent_name
|
| 1660 |
+
clean_meta['timestamp'] = datetime.now(UTC).isoformat()
|
| 1661 |
+
|
| 1662 |
+
await channel.publish("meta_features", clean_meta)
|
| 1663 |
+
|
| 1664 |
+
except Exception as e:
|
| 1665 |
+
logger.error(f"[{agent_name}] Meta feature publish failed: {e}")
|
| 1666 |
+
|
| 1667 |
+
def get_latest_state_features(self, agent_name=None):
|
| 1668 |
+
"""Get latest features with type-aware aggregation"""
|
| 1669 |
+
with self.features_lock:
|
| 1670 |
+
if agent_name:
|
| 1671 |
+
return self.latest_computed_features.get(agent_name, {})
|
| 1672 |
+
|
| 1673 |
+
if not self.latest_computed_features:
|
| 1674 |
+
return {}
|
| 1675 |
+
|
| 1676 |
+
all_features = list(self.latest_computed_features.values())
|
| 1677 |
+
if not all_features:
|
| 1678 |
+
return {}
|
| 1679 |
+
|
| 1680 |
+
return self._safe_aggregate_features(all_features)
|
| 1681 |
+
|
| 1682 |
+
def _safe_aggregate_features(self, all_features):
|
| 1683 |
+
"""Type-aware feature aggregation across agents"""
|
| 1684 |
+
avg_features = {}
|
| 1685 |
+
feature_keys = all_features[0].keys()
|
| 1686 |
+
|
| 1687 |
+
for key in feature_keys:
|
| 1688 |
+
values = [f[key] for f in all_features if key in f]
|
| 1689 |
+
|
| 1690 |
+
if not values:
|
| 1691 |
+
continue
|
| 1692 |
+
|
| 1693 |
+
if key in BINARY_FEATURES:
|
| 1694 |
+
# Voting for binary features
|
| 1695 |
+
avg_features[key] = int(np.sum(values) > len(values) / 2)
|
| 1696 |
+
elif key in PRICE_FEATURES:
|
| 1697 |
+
# Median for price features (robust to outliers)
|
| 1698 |
+
clean_values = [v for v in values if not np.isnan(v)]
|
| 1699 |
+
if clean_values:
|
| 1700 |
+
avg_features[key] = float(np.median(clean_values))
|
| 1701 |
+
else:
|
| 1702 |
+
avg_features[key] = 0.0
|
| 1703 |
+
else:
|
| 1704 |
+
# Mean for continuous features
|
| 1705 |
+
clean_values = [v for v in values if not np.isnan(v)]
|
| 1706 |
+
if clean_values:
|
| 1707 |
+
avg_features[key] = float(np.mean(clean_values))
|
| 1708 |
+
else:
|
| 1709 |
+
avg_features[key] = 0.0
|
| 1710 |
+
|
| 1711 |
+
return avg_features
|
| 1712 |
+
|
| 1713 |
+
def get_feature_summary(self):
|
| 1714 |
+
"""Get detailed feature summary"""
|
| 1715 |
+
with self.features_lock:
|
| 1716 |
+
if not self.latest_computed_features:
|
| 1717 |
+
return "No features computed yet"
|
| 1718 |
+
|
| 1719 |
+
sample_agent = list(self.latest_computed_features.keys())[0]
|
| 1720 |
+
features = self.latest_computed_features[sample_agent]
|
| 1721 |
+
|
| 1722 |
+
# Count only keys that are actually declared features in the
|
| 1723 |
+
# contract. This is set-intersection, not set-difference — so
|
| 1724 |
+
# it's correct regardless of whether envelope keys have leaked
|
| 1725 |
+
# into the features dict or not.
|
| 1726 |
+
actual_count = len(set(features.keys()) & FEATURE_CONTRACT.features)
|
| 1727 |
+
|
| 1728 |
+
summary = f"REGIME-ADAPTIVE FEATURE ENHANCER\n"
|
| 1729 |
+
summary += "=" * 60 + "\n\n"
|
| 1730 |
+
summary += f"Total Features: {actual_count} (Expected: 60)\n\n"
|
| 1731 |
+
summary += "Feature Categories:\n"
|
| 1732 |
+
summary += f" • Core Technical: 19 features\n"
|
| 1733 |
+
summary += f" • Derivatives: 15 features\n"
|
| 1734 |
+
summary += f" • Additional Technical: 7 features\n"
|
| 1735 |
+
summary += f" • Candlestick Patterns: 9 features (institutional-grade)\n"
|
| 1736 |
+
summary += f" • Support/Resistance: 7 features\n"
|
| 1737 |
+
summary += f" • Price Variants: 3 features\n"
|
| 1738 |
+
summary += f" • TOTAL: 60 features\n\n"
|
| 1739 |
+
summary += f"Meta Features (24 total, published separately):\n"
|
| 1740 |
+
summary += f" • Voting: 8 features\n"
|
| 1741 |
+
summary += f" • Technical: 15 features\n"
|
| 1742 |
+
summary += f" • Timestamp: 1 metadata\n\n"
|
| 1743 |
+
summary += f"Regime Detection: INTERNAL (adaptive normalization)\n"
|
| 1744 |
+
summary += f" • Volatility regimes: low/medium/high\n"
|
| 1745 |
+
summary += f" • Trend detection: momentum-based\n"
|
| 1746 |
+
summary += f" • Mean-reversion: entropy-based\n\n"
|
| 1747 |
+
summary += f"Normalization: Regime-adaptive\n"
|
| 1748 |
+
summary += f" • High vol → Robust scaling (IQR)\n"
|
| 1749 |
+
summary += f" • Low vol → Standard z-score\n"
|
| 1750 |
+
summary += f" • Excluded: {len(NORMALIZATION_EXCLUSIONS)} features\n\n"
|
| 1751 |
+
summary += f"Aggregation: Type-aware\n"
|
| 1752 |
+
summary += f" • Binary: Voting (majority rule)\n"
|
| 1753 |
+
summary += f" • Price: Median (outlier-resistant)\n"
|
| 1754 |
+
summary += f" • Continuous: Mean\n"
|
| 1755 |
+
|
| 1756 |
+
return summary
|
| 1757 |
+
|
| 1758 |
+
# ============================================================================
|
| 1759 |
+
# ASYNC WRAPPER
|
| 1760 |
+
# ============================================================================
|
| 1761 |
+
|
| 1762 |
+
class AsyncIntegratedFeatureEnhancer:
|
| 1763 |
+
def __init__(self, ably_client, agent_names, window_size=100):
|
| 1764 |
+
self.enhancer = IntegratedFeatureEnhancer(ably_client, agent_names, window_size)
|
| 1765 |
+
self.ably = ably_client
|
| 1766 |
+
self.agents = agent_names
|
| 1767 |
+
self.running = False
|
| 1768 |
+
self.channels = {}
|
| 1769 |
+
|
| 1770 |
+
def get_latest_state_features(self, agent_name=None):
|
| 1771 |
+
return self.enhancer.get_latest_state_features(agent_name)
|
| 1772 |
+
|
| 1773 |
+
async def start(self):
|
| 1774 |
+
self.running = True
|
| 1775 |
+
logger.info("AsyncIntegratedFeatureEnhancer started")
|
| 1776 |
+
logger.info("\n" + self.enhancer.get_feature_summary())
|
| 1777 |
+
await self._start_ably_listeners()
|
| 1778 |
+
|
| 1779 |
+
async def _start_ably_listeners(self):
|
| 1780 |
+
if not self.ably:
|
| 1781 |
+
logger.error("No Ably client available")
|
| 1782 |
+
return
|
| 1783 |
+
|
| 1784 |
+
if hasattr(self.ably, 'connection') and self.ably.connection.state != 'connected':
|
| 1785 |
+
try:
|
| 1786 |
+
self.ably.connection.connect()
|
| 1787 |
+
for _ in range(20):
|
| 1788 |
+
await asyncio.sleep(0.5)
|
| 1789 |
+
if self.ably.connection.state == 'connected':
|
| 1790 |
+
break
|
| 1791 |
+
else:
|
| 1792 |
+
logger.error("Failed to connect to Ably")
|
| 1793 |
+
return
|
| 1794 |
+
except Exception as e:
|
| 1795 |
+
logger.error(f"Redis connection failed: {e}")
|
| 1796 |
+
return
|
| 1797 |
+
|
| 1798 |
+
logger.info(f"Starting Ably listeners")
|
| 1799 |
+
|
| 1800 |
+
for agent in self.agents:
|
| 1801 |
+
agent_str = agent.decode('utf-8') if isinstance(agent, bytes) else str(agent)
|
| 1802 |
+
|
| 1803 |
+
feature_ok = await self._subscribe_with_retry(
|
| 1804 |
+
agent_str, "integrated-features",
|
| 1805 |
+
lambda msg, name=agent_str: self._handle_feature_message(name, msg)
|
| 1806 |
+
)
|
| 1807 |
+
meta_ok = await self._subscribe_with_retry(
|
| 1808 |
+
agent_str, "meta_features",
|
| 1809 |
+
lambda msg, name=agent_str: self._handle_meta_features_message(name, msg),
|
| 1810 |
+
channel_suffix="meta_features-"
|
| 1811 |
+
)
|
| 1812 |
+
|
| 1813 |
+
if feature_ok:
|
| 1814 |
+
logger.info(f"✓ [{agent_str}] Feature channel attached")
|
| 1815 |
+
if meta_ok:
|
| 1816 |
+
logger.info(f"✓ [{agent_str}] Meta features channel attached")
|
| 1817 |
+
|
| 1818 |
+
async def _subscribe_with_retry(self, agent_name, event_name, callback, max_retries=3, timeout=10, channel_suffix=""):
|
| 1819 |
+
channel_name = f"{channel_suffix}{agent_name}" if channel_suffix else agent_name
|
| 1820 |
+
|
| 1821 |
+
for attempt in range(max_retries):
|
| 1822 |
+
try:
|
| 1823 |
+
channel = self.ably.channels.get(channel_name)
|
| 1824 |
+
self.channels[channel_name] = channel
|
| 1825 |
+
|
| 1826 |
+
attach_task = asyncio.create_task(channel.attach())
|
| 1827 |
+
try:
|
| 1828 |
+
await asyncio.wait_for(attach_task, timeout=timeout)
|
| 1829 |
+
except asyncio.TimeoutError:
|
| 1830 |
+
if attempt < max_retries - 1:
|
| 1831 |
+
await asyncio.sleep(2 ** attempt)
|
| 1832 |
+
continue
|
| 1833 |
+
return False
|
| 1834 |
+
|
| 1835 |
+
subscribe_task = asyncio.create_task(channel.subscribe(event_name, callback))
|
| 1836 |
+
try:
|
| 1837 |
+
await asyncio.wait_for(subscribe_task, timeout=timeout)
|
| 1838 |
+
return True
|
| 1839 |
+
except asyncio.TimeoutError:
|
| 1840 |
+
if attempt < max_retries - 1:
|
| 1841 |
+
await asyncio.sleep(2 ** attempt)
|
| 1842 |
+
continue
|
| 1843 |
+
return False
|
| 1844 |
+
|
| 1845 |
+
except Exception as e:
|
| 1846 |
+
if attempt < max_retries - 1:
|
| 1847 |
+
await asyncio.sleep(2 ** attempt)
|
| 1848 |
+
continue
|
| 1849 |
+
return False
|
| 1850 |
+
return False
|
| 1851 |
+
|
| 1852 |
+
async def process_tick(self, agent_name, price_data):
|
| 1853 |
+
loop = asyncio.get_event_loop()
|
| 1854 |
+
await loop.run_in_executor(None, self.enhancer.process_raw_tick, agent_name, price_data)
|
| 1855 |
+
|
| 1856 |
+
features = self.enhancer.get_latest_state_features(agent_name)
|
| 1857 |
+
if features:
|
| 1858 |
+
await self._publish_with_retry(agent_name, features, meta=False)
|
| 1859 |
+
|
| 1860 |
+
df = pd.DataFrame(list(self.enhancer.price_buffers[agent_name]))
|
| 1861 |
+
if len(df) >= 10:
|
| 1862 |
+
current_price = price_data.get('close', 0)
|
| 1863 |
+
meta_features = self.enhancer.extract_meta_features(df, current_price)
|
| 1864 |
+
if meta_features:
|
| 1865 |
+
await self._publish_with_retry(agent_name, meta_features, meta=True)
|
| 1866 |
+
|
| 1867 |
+
async def _publish_with_retry(self, agent_name, features_dict, meta=False, tick_index=None):
|
| 1868 |
+
channel_name = f"meta_features-{agent_name}" if meta else agent_name
|
| 1869 |
+
event_name = "meta_features" if meta else "feature"
|
| 1870 |
+
|
| 1871 |
+
if channel_name not in self.channels:
|
| 1872 |
+
self.channels[channel_name] = self.ably.channels.get(channel_name)
|
| 1873 |
+
|
| 1874 |
+
channel = self.channels[channel_name]
|
| 1875 |
+
|
| 1876 |
+
# Resolve tick_index from the features dict if not supplied
|
| 1877 |
+
resolved_tick = tick_index
|
| 1878 |
+
if resolved_tick is None and isinstance(features_dict, dict):
|
| 1879 |
+
resolved_tick = features_dict.get('tick_count') or features_dict.get('tick_index')
|
| 1880 |
+
|
| 1881 |
+
payload = {
|
| 1882 |
+
'agent': agent_name,
|
| 1883 |
+
'features' if not meta else 'meta_features': features_dict,
|
| 1884 |
+
'timestamp': datetime.now(UTC).isoformat(),
|
| 1885 |
+
'tick_index': resolved_tick
|
| 1886 |
+
}
|
| 1887 |
+
|
| 1888 |
+
for attempt in range(3):
|
| 1889 |
+
try:
|
| 1890 |
+
await channel.publish(event_name, payload)
|
| 1891 |
+
break
|
| 1892 |
+
except Exception as e:
|
| 1893 |
+
await asyncio.sleep(2 ** attempt)
|
| 1894 |
+
|
| 1895 |
+
def _handle_feature_message(self, agent_name, msg):
|
| 1896 |
+
logger.debug(f"[{agent_name}] Feature message received")
|
| 1897 |
+
|
| 1898 |
+
def _handle_meta_features_message(self, agent_name, msg):
|
| 1899 |
+
logger.debug(f"[{agent_name}] Meta feature message received")
|
| 1900 |
+
|
| 1901 |
+
# ============================================================================
|
| 1902 |
+
# MAIN EXECUTION - DERIV WEBSOCKET VERSION
|
| 1903 |
+
# ============================================================================
|
| 1904 |
+
|
| 1905 |
+
async def main():
|
| 1906 |
+
nest_asyncio.apply()
|
| 1907 |
+
|
| 1908 |
+
logger.info("=" * 80)
|
| 1909 |
+
logger.info("🚀 REGIME-ADAPTIVE FEATURE ENHANCER - DERIV WEBSOCKET EDITION")
|
| 1910 |
+
logger.info("=" * 80)
|
| 1911 |
+
|
| 1912 |
+
# Initialize Deriv WebSocket instead of MT5
|
| 1913 |
+
if not await deriv_bridge.initialize(SYMBOL):
|
| 1914 |
+
raise RuntimeError(f"❌ Deriv initialization failed")
|
| 1915 |
+
|
| 1916 |
+
logger.info(f"✅ Deriv WebSocket initialized")
|
| 1917 |
+
logger.info(f" Symbol: {SYMBOL} -> {DERIV_SYMBOL}")
|
| 1918 |
+
|
| 1919 |
+
# Verify symbol
|
| 1920 |
+
symbol_info = deriv_bridge.symbol_info(SYMBOL)
|
| 1921 |
+
if symbol_info is None:
|
| 1922 |
+
await deriv_bridge.shutdown()
|
| 1923 |
+
raise RuntimeError(f"❌ Symbol {SYMBOL} not found")
|
| 1924 |
+
|
| 1925 |
+
logger.info(f"✅ Symbol verified")
|
| 1926 |
+
|
| 1927 |
+
logger.info("\n📡 Connecting to Redis (V75 namespace)...")
|
| 1928 |
+
try:
|
| 1929 |
+
ably_client = RedisAblyClient(redis_url=REDIS_URL, use_streams=True) # V75
|
| 1930 |
+
await asyncio.sleep(1)
|
| 1931 |
+
logger.info("✅ Redis connected (V75 — channels prefixed with '%s')" % CHANNEL_PREFIX)
|
| 1932 |
+
except Exception as e:
|
| 1933 |
+
await deriv_bridge.shutdown()
|
| 1934 |
+
raise RuntimeError(f"❌ Redis connection failed: {e}")
|
| 1935 |
+
|
| 1936 |
+
logger.info("\n🔧 Initializing feature enhancers...")
|
| 1937 |
+
agent_names = list(TIMEFRAMES.keys())
|
| 1938 |
+
|
| 1939 |
+
enhancer = AsyncIntegratedFeatureEnhancer(
|
| 1940 |
+
ably_client=ably_client,
|
| 1941 |
+
agent_names=agent_names,
|
| 1942 |
+
window_size=100
|
| 1943 |
+
)
|
| 1944 |
+
|
| 1945 |
+
await enhancer.start()
|
| 1946 |
+
|
| 1947 |
+
agent_channels = {tf: ably_client.channels.get(tf) for tf in TIMEFRAMES}
|
| 1948 |
+
|
| 1949 |
+
# =========================================================================
|
| 1950 |
+
# BATCH SYNCHRONISATION — now handled by FeatureBatchGateway in Redis
|
| 1951 |
+
# =========================================================================
|
| 1952 |
+
# Features.py's responsibility is ONLY to publish each agent's features to
|
| 1953 |
+
# its own per-agent Redis channel as soon as they are computed.
|
| 1954 |
+
#
|
| 1955 |
+
# The FeatureBatchGateway (in redis_connection_manager.py) subscribes to
|
| 1956 |
+
# all 8 per-agent channels on the Quasar side and acts as the gating layer:
|
| 1957 |
+
# • Accumulates per-agent contributions for each tick
|
| 1958 |
+
# • DISCARDS any partial batch when a new tick_index arrives (waitlist discard)
|
| 1959 |
+
# • Only fires on_batch_ready() when ALL 8 agents share the same tick/price
|
| 1960 |
+
#
|
| 1961 |
+
# This keeps Features.py simple (just publish, no coordination) and moves
|
| 1962 |
+
# the synchronisation concern to the Redis transport layer where it belongs.
|
| 1963 |
+
# =========================================================================
|
| 1964 |
+
|
| 1965 |
+
logger.info("\n✅ All systems initialized - Starting tick processing...\n")
|
| 1966 |
+
|
| 1967 |
+
tick_count = 0
|
| 1968 |
+
last_summary_time = time.time()
|
| 1969 |
+
feature_counts = {tf: 0 for tf in TIMEFRAMES}
|
| 1970 |
+
|
| 1971 |
+
# ── Rate-limit gate ───────────────────────────────────────────────────────
|
| 1972 |
+
# Derived from observed p95 latencies in the QSAP health report:
|
| 1973 |
+
# • Per-agent inference p95 ≈ 1552 ms
|
| 1974 |
+
# • Dispatch latency p95 ≈ 1292 ms
|
| 1975 |
+
# With all 8 agents running concurrently (asyncio.gather) the bottleneck
|
| 1976 |
+
# is max(p95_inference) ≈ 1552 ms. 3 000 ms gives ~93 % headroom and
|
| 1977 |
+
# guarantees the downstream QSAP never receives a stale tick.
|
| 1978 |
+
MIN_TICK_INTERVAL = 60.0 # seconds — never dispatch faster than this
|
| 1979 |
+
_processing = asyncio.Semaphore(1) # only one tick in-flight at a time
|
| 1980 |
+
|
| 1981 |
+
async def _process_one_agent(tf_name, price_data, timestamp):
|
| 1982 |
+
"""Process and publish a single timeframe agent concurrently."""
|
| 1983 |
+
try:
|
| 1984 |
+
await enhancer.process_tick(tf_name, price_data)
|
| 1985 |
+
features = enhancer.get_latest_state_features(tf_name)
|
| 1986 |
+
if features:
|
| 1987 |
+
feature_counts[tf_name] += 1
|
| 1988 |
+
features_with_meta = {
|
| 1989 |
+
**features,
|
| 1990 |
+
'timestamp': timestamp.isoformat(),
|
| 1991 |
+
'tick_count': tick_count,
|
| 1992 |
+
'timeframe': tf_name,
|
| 1993 |
+
}
|
| 1994 |
+
# Publish to per-agent channel.
|
| 1995 |
+
# The FeatureBatchGateway in redis_connection_manager.py
|
| 1996 |
+
# subscribes to all 8 per-agent channels and fires a
|
| 1997 |
+
# complete batch only when all agents share the same
|
| 1998 |
+
# tick_index — discarding any partial/stale waitlist.
|
| 1999 |
+
await agent_channels[tf_name].publish(
|
| 2000 |
+
"integrated-features",
|
| 2001 |
+
{
|
| 2002 |
+
"agent": tf_name,
|
| 2003 |
+
"features": features_with_meta,
|
| 2004 |
+
"feature_count": len(features),
|
| 2005 |
+
"tick_index": tick_count,
|
| 2006 |
+
"price": price_data['close'], # raw Deriv tick — §0c
|
| 2007 |
+
},
|
| 2008 |
+
)
|
| 2009 |
+
if feature_counts[tf_name] % 10 == 0:
|
| 2010 |
+
logger.info(
|
| 2011 |
+
f"✅ [{tf_name}] Tick #{tick_count}: "
|
| 2012 |
+
f"60 features + meta | Price: {price_data['close']:.5f}"
|
| 2013 |
+
)
|
| 2014 |
+
except Exception as e:
|
| 2015 |
+
logger.error(f"❌ [{tf_name}] Error: {e}")
|
| 2016 |
+
|
| 2017 |
+
try:
|
| 2018 |
+
while True:
|
| 2019 |
+
tick_start = time.monotonic()
|
| 2020 |
+
|
| 2021 |
+
try:
|
| 2022 |
+
# Get tick from Deriv WebSocket instead of MT5
|
| 2023 |
+
tick = deriv_bridge.symbol_info_tick(SYMBOL)
|
| 2024 |
+
|
| 2025 |
+
if tick is None:
|
| 2026 |
+
await asyncio.sleep(0.5)
|
| 2027 |
+
continue
|
| 2028 |
+
|
| 2029 |
+
tick_count += 1
|
| 2030 |
+
mid_price = (tick.bid + tick.ask) / 2.0
|
| 2031 |
+
timestamp = datetime.now(UTC)
|
| 2032 |
+
price_data = {
|
| 2033 |
+
'close': mid_price,
|
| 2034 |
+
'high': tick.ask,
|
| 2035 |
+
'low': tick.bid,
|
| 2036 |
+
'open': mid_price,
|
| 2037 |
+
'volume': getattr(tick, 'volume', 0),
|
| 2038 |
+
}
|
| 2039 |
+
|
| 2040 |
+
# ── All 8 agents run CONCURRENTLY; next tick cannot start until
|
| 2041 |
+
# every agent has finished computing and publishing. ─────────
|
| 2042 |
+
async with _processing:
|
| 2043 |
+
await asyncio.gather(
|
| 2044 |
+
*[_process_one_agent(tf, price_data, timestamp)
|
| 2045 |
+
for tf in TIMEFRAMES],
|
| 2046 |
+
return_exceptions=True, # one agent error never kills others
|
| 2047 |
+
)
|
| 2048 |
+
|
| 2049 |
+
if time.time() - last_summary_time > 60:
|
| 2050 |
+
logger.info("\n" + "=" * 80)
|
| 2051 |
+
logger.info(f"📊 SUMMARY (Tick #{tick_count})")
|
| 2052 |
+
logger.info("=" * 80)
|
| 2053 |
+
logger.info(f"Price: {mid_price:.5f}")
|
| 2054 |
+
logger.info(f"Data Source: Deriv WebSocket (Streaming)")
|
| 2055 |
+
for tf in TIMEFRAMES:
|
| 2056 |
+
logger.info(f" {tf}: {feature_counts[tf]} updates")
|
| 2057 |
+
logger.info("=" * 80 + "\n")
|
| 2058 |
+
last_summary_time = time.time()
|
| 2059 |
+
|
| 2060 |
+
except KeyboardInterrupt:
|
| 2061 |
+
break
|
| 2062 |
+
|
| 2063 |
+
except Exception as e:
|
| 2064 |
+
logger.error(f"❌ Tick error: {e}")
|
| 2065 |
+
|
| 2066 |
+
# ── Completion-based gate ─────────────────────────────────────────
|
| 2067 |
+
# Sleep only the time remaining to reach MIN_TICK_INTERVAL.
|
| 2068 |
+
# If processing already took longer, sleep_for = 0 (no extra wait).
|
| 2069 |
+
elapsed = time.monotonic() - tick_start
|
| 2070 |
+
sleep_for = max(0.0, MIN_TICK_INTERVAL - elapsed)
|
| 2071 |
+
logger.debug(
|
| 2072 |
+
f"Tick #{tick_count} | processed in {elapsed*1000:.0f} ms "
|
| 2073 |
+
f"| sleeping {sleep_for*1000:.0f} ms"
|
| 2074 |
+
)
|
| 2075 |
+
await asyncio.sleep(sleep_for)
|
| 2076 |
+
|
| 2077 |
+
finally:
|
| 2078 |
+
logger.info("\n🛑 SHUTTING DOWN")
|
| 2079 |
+
await deriv_bridge.shutdown()
|
| 2080 |
+
logger.info(f"Total Ticks: {tick_count}")
|
| 2081 |
+
logger.info("✅ Shutdown complete")
|
| 2082 |
+
|
| 2083 |
+
if __name__ == "__main__":
|
| 2084 |
+
try:
|
| 2085 |
+
nest_asyncio.apply()
|
| 2086 |
+
asyncio.run(main())
|
| 2087 |
+
except KeyboardInterrupt:
|
| 2088 |
+
logger.info("\n⚠️ Interrupted by user")
|
| 2089 |
+
except Exception as e:
|
| 2090 |
+
logger.error(f"\n❌ Fatal error: {e}")
|
| 2091 |
+
traceback.print_exc()
|
| 2092 |
+
|
| 2093 |
+
|
| 2094 |
+
#+263780563561 ENG Karl Muzunze Masvingo Zimbabwe
|
Rewards.py
ADDED
|
@@ -0,0 +1,1083 @@
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|
| 1 |
+
# -*- coding: utf-8 -*-
|
| 2 |
+
"""
|
| 3 |
+
K1RL QUANT - INSTITUTIONAL REWARDS SYSTEM v5.2.1-V75
|
| 4 |
+
HuggingFace Spaces Edition - Maximum Performance
|
| 5 |
+
|
| 6 |
+
V75 NAMESPACE ISOLATION:
|
| 7 |
+
✅ All channels prefixed with "V75:" — zero cross-talk with other spaces
|
| 8 |
+
✅ Uses DB 0/1 (features/rewards) — isolated per Space container
|
| 9 |
+
✅ Imports from redis_config_v75 for V75-specific configuration
|
| 10 |
+
|
| 11 |
+
CRITICAL FIX (v5.2.1):
|
| 12 |
+
✅ FIXED: asyncio.get_event_loop() from listener thread returned WRONG loop
|
| 13 |
+
→ Reward tasks silently dropped (never scheduled)
|
| 14 |
+
→ Now stores loop reference via asyncio.get_running_loop() in start()
|
| 15 |
+
✅ All v5.2.0 fixes retained
|
| 16 |
+
|
| 17 |
+
CRITICAL FIX (v5.2.0):
|
| 18 |
+
✅ REMOVED duplicate RedisAblyClient - uses redis_connection_manager.RedisAblyClient
|
| 19 |
+
✅ Added connection health monitoring with auto-reconnection
|
| 20 |
+
✅ Bounded reward task pool (prevents coroutine leak)
|
| 21 |
+
✅ Deriv WebSocket auto-reconnection loop
|
| 22 |
+
✅ Pub/sub heartbeat detection (detects silent disconnects)
|
| 23 |
+
|
| 24 |
+
PREVIOUS OPTIMIZATIONS (v5.1.0):
|
| 25 |
+
✅ Proper async price streaming with reconnection
|
| 26 |
+
✅ LRU cache for price data with TTL
|
| 27 |
+
✅ O(1) signal tracking with hash maps
|
| 28 |
+
✅ Batch processing with backpressure
|
| 29 |
+
✅ Connection health monitoring
|
| 30 |
+
✅ Memory-efficient deque buffers
|
| 31 |
+
✅ HuggingFace Spaces compatibility
|
| 32 |
+
✅ Container-safe logging and paths
|
| 33 |
+
"""
|
| 34 |
+
|
| 35 |
+
import asyncio
|
| 36 |
+
import logging
|
| 37 |
+
import sys
|
| 38 |
+
import time
|
| 39 |
+
import json
|
| 40 |
+
import traceback
|
| 41 |
+
import ssl
|
| 42 |
+
import websockets
|
| 43 |
+
import os
|
| 44 |
+
from datetime import datetime, timezone
|
| 45 |
+
from collections import deque, OrderedDict
|
| 46 |
+
from dataclasses import dataclass, field
|
| 47 |
+
from typing import Optional, Dict, List, Any, Deque
|
| 48 |
+
from functools import lru_cache
|
| 49 |
+
import numpy as np
|
| 50 |
+
from pathlib import Path
|
| 51 |
+
|
| 52 |
+
# Async compatibility
|
| 53 |
+
try:
|
| 54 |
+
import nest_asyncio
|
| 55 |
+
nest_asyncio.apply()
|
| 56 |
+
except ImportError:
|
| 57 |
+
pass
|
| 58 |
+
|
| 59 |
+
# ============================================================================
|
| 60 |
+
# ✅ FIX #1: Import the ROBUST RedisAblyClient from redis_connection_manager
|
| 61 |
+
# instead of defining a broken local version with no reconnection
|
| 62 |
+
# ============================================================================
|
| 63 |
+
import redis
|
| 64 |
+
from redis_config_v75 import (
|
| 65 |
+
REDIS_URL, REDIS_PASSWORD,
|
| 66 |
+
REDIS_DB_FEATURES, REDIS_DB_REWARDS,
|
| 67 |
+
CHANNEL_PREFIX, prefixed_channel, QUASAR_VERSION
|
| 68 |
+
)
|
| 69 |
+
from redis_connection_manager import (
|
| 70 |
+
RedisAblyClient,
|
| 71 |
+
RedisMessage,
|
| 72 |
+
DedicatedRedisConnectionManager,
|
| 73 |
+
diagnose_redis_connection,
|
| 74 |
+
IS_HF_SPACES
|
| 75 |
+
)
|
| 76 |
+
|
| 77 |
+
# ============================================================================
|
| 78 |
+
# HUGGINGFACE SPACES CONFIGURATION
|
| 79 |
+
# ============================================================================
|
| 80 |
+
|
| 81 |
+
# ✅ FIXED: Environment variable for API key
|
| 82 |
+
DERIV_API_KEY = os.environ.get('DERIV_API_KEY', '') # no token needed for tick streaming
|
| 83 |
+
DERIV_WS_URL = "wss://api.derivws.com/trading/v1/options/ws/public"
|
| 84 |
+
|
| 85 |
+
SYMBOL_MAP = {
|
| 86 |
+
"Volatility 25 Index": "R_25",
|
| 87 |
+
"Crash 500 Index": "CRASH500",
|
| 88 |
+
"Volatility 100 Index": "R_100",
|
| 89 |
+
"Volatility 50 Index": "R_50",
|
| 90 |
+
"Volatility 75 Index": "R_75", # ✅ V75: Volatility 75 Index symbol
|
| 91 |
+
}
|
| 92 |
+
|
| 93 |
+
SYMBOL = "Volatility 75 Index" # ✅ V75
|
| 94 |
+
DERIV_SYMBOL = "R_75" # ✅ V75: Volatility 75 Index Deriv symbol
|
| 95 |
+
|
| 96 |
+
# Ably Configuration (now Redis channels — V75 NAMESPACED)
|
| 97 |
+
ABLY_SIGNAL_CHANNEL = prefixed_channel("final_signals") # → "V75:final_signals"
|
| 98 |
+
ABLY_REWARD_CHANNEL = prefixed_channel("rewards") # → "V75:rewards"
|
| 99 |
+
ABLY_BATCH_CHANNEL = prefixed_channel("reward-batches") # → "V75:reward-batches"
|
| 100 |
+
|
| 101 |
+
ACTION_MAP = {0: 'BUY', 1: 'SELL', 2: 'HOLD'}
|
| 102 |
+
ACTION_REVERSE = {'BUY': 0, 'SELL': 1, 'HOLD': 2}
|
| 103 |
+
|
| 104 |
+
# Performance tuning
|
| 105 |
+
EVALUATION_DELAY = 60 # seconds
|
| 106 |
+
BATCH_SIZE = 10
|
| 107 |
+
PRICE_CACHE_TTL = 5.0 # seconds - price considered stale after this
|
| 108 |
+
MAX_TRACKED_SIGNALS = 10000
|
| 109 |
+
RECONNECT_DELAY = 5 # seconds
|
| 110 |
+
MAX_RECONNECT_ATTEMPTS = 10
|
| 111 |
+
|
| 112 |
+
# ✅ FIX #2: Bounded concurrency for reward calculation tasks
|
| 113 |
+
MAX_CONCURRENT_REWARD_TASKS = 200 # Prevents unbounded coroutine growth
|
| 114 |
+
|
| 115 |
+
# ✅ FIXED: Container-safe logging
|
| 116 |
+
BASE_DIR = Path('/home/user/app')
|
| 117 |
+
LOG_DIR = BASE_DIR / 'logs'
|
| 118 |
+
LOG_DIR.mkdir(parents=True, exist_ok=True)
|
| 119 |
+
|
| 120 |
+
# ── §P2-fix-7 + BUG-FIX-3 ────────────────────────────────────────────────────
|
| 121 |
+
# Module-level flag prevents double-handler installation even when the module
|
| 122 |
+
# is imported twice (e.g. as __main__ AND as an import). The previous guard
|
| 123 |
+
# stored the flag as an INSTANCE ATTRIBUTE on the logger object; that works
|
| 124 |
+
# within one Python process, but if HF Spaces forks a second process that
|
| 125 |
+
# imports this file, the new process gets a fresh logger (no attribute) and
|
| 126 |
+
# installs handlers a second time — both processes then write to the same
|
| 127 |
+
# rewards.log, producing every line twice with identical timestamps.
|
| 128 |
+
# A module-level boolean is process-local and is never re-evaluated on import.
|
| 129 |
+
_REWARDS_LOGGER_CONFIGURED = False
|
| 130 |
+
logger = logging.getLogger(__name__)
|
| 131 |
+
if not _REWARDS_LOGGER_CONFIGURED:
|
| 132 |
+
_REWARDS_LOGGER_CONFIGURED = True
|
| 133 |
+
logger.setLevel(logging.INFO)
|
| 134 |
+
_fmt = logging.Formatter("%(asctime)s [REWARDS] %(levelname)s: %(message)s")
|
| 135 |
+
_stream_h = logging.StreamHandler(sys.stdout)
|
| 136 |
+
_stream_h.setFormatter(_fmt)
|
| 137 |
+
_file_h = logging.FileHandler(LOG_DIR / 'rewards.log', encoding='utf-8')
|
| 138 |
+
_file_h.setFormatter(_fmt)
|
| 139 |
+
logger.addHandler(_stream_h)
|
| 140 |
+
logger.addHandler(_file_h)
|
| 141 |
+
logger.propagate = False # prevent root-logger handlers from duplicating
|
| 142 |
+
|
| 143 |
+
if IS_HF_SPACES:
|
| 144 |
+
logger.info("🤗 HuggingFace Spaces environment detected")
|
| 145 |
+
|
| 146 |
+
# ============================================================================
|
| 147 |
+
# HIGH-PERFORMANCE DATA STRUCTURES (Unchanged - Already Optimized)
|
| 148 |
+
# ============================================================================
|
| 149 |
+
|
| 150 |
+
class PriceData:
|
| 151 |
+
"""Immutable price snapshot with timestamp - optimized with __slots__"""
|
| 152 |
+
__slots__ = ('bid', 'ask', 'last', 'timestamp', 'epoch')
|
| 153 |
+
|
| 154 |
+
def __init__(self, bid: float, ask: float, last: float, timestamp: float, epoch: int):
|
| 155 |
+
self.bid = bid
|
| 156 |
+
self.ask = ask
|
| 157 |
+
self.last = last
|
| 158 |
+
self.timestamp = timestamp
|
| 159 |
+
self.epoch = epoch
|
| 160 |
+
|
| 161 |
+
@property
|
| 162 |
+
def age(self) -> float:
|
| 163 |
+
return time.time() - self.timestamp
|
| 164 |
+
|
| 165 |
+
@property
|
| 166 |
+
def is_stale(self) -> bool:
|
| 167 |
+
return self.age > PRICE_CACHE_TTL
|
| 168 |
+
|
| 169 |
+
def get_price(self, action: str) -> float:
|
| 170 |
+
return self.ask if action == "BUY" else self.bid
|
| 171 |
+
|
| 172 |
+
class TrackedSignal:
|
| 173 |
+
"""Tracked signal with minimal memory footprint - optimized with __slots__"""
|
| 174 |
+
__slots__ = ('signal_key', 'action', 'entry_price', 'timestamp', 'agent')
|
| 175 |
+
|
| 176 |
+
def __init__(self, signal_key: str, action: str, entry_price: float, timestamp: float, agent: str = "unknown"):
|
| 177 |
+
self.signal_key = signal_key
|
| 178 |
+
self.action = action
|
| 179 |
+
self.entry_price = entry_price
|
| 180 |
+
self.timestamp = timestamp
|
| 181 |
+
self.agent = agent
|
| 182 |
+
|
| 183 |
+
class TTLCache:
|
| 184 |
+
"""O(1) cache with time-to-live expiration"""
|
| 185 |
+
|
| 186 |
+
__slots__ = ('_cache', '_ttl', '_max_size')
|
| 187 |
+
|
| 188 |
+
def __init__(self, ttl: float = 5.0, max_size: int = 1000):
|
| 189 |
+
self._cache: OrderedDict = OrderedDict()
|
| 190 |
+
self._ttl = ttl
|
| 191 |
+
self._max_size = max_size
|
| 192 |
+
|
| 193 |
+
def get(self, key: str) -> Optional[Any]:
|
| 194 |
+
if key not in self._cache:
|
| 195 |
+
return None
|
| 196 |
+
value, timestamp = self._cache[key]
|
| 197 |
+
if time.time() - timestamp > self._ttl:
|
| 198 |
+
del self._cache[key]
|
| 199 |
+
return None
|
| 200 |
+
return value
|
| 201 |
+
|
| 202 |
+
def set(self, key: str, value: Any) -> None:
|
| 203 |
+
# Evict oldest if at capacity
|
| 204 |
+
while len(self._cache) >= self._max_size:
|
| 205 |
+
self._cache.popitem(last=False)
|
| 206 |
+
self._cache[key] = (value, time.time())
|
| 207 |
+
# Move to end (most recently used)
|
| 208 |
+
self._cache.move_to_end(key)
|
| 209 |
+
|
| 210 |
+
def __len__(self) -> int:
|
| 211 |
+
return len(self._cache)
|
| 212 |
+
|
| 213 |
+
# ============================================================================
|
| 214 |
+
# OPTIMIZED DERIV BRIDGE - HuggingFace Spaces Edition
|
| 215 |
+
# ============================================================================
|
| 216 |
+
|
| 217 |
+
class DerivStreamingBridge:
|
| 218 |
+
"""
|
| 219 |
+
High-performance Deriv WebSocket bridge - HuggingFace Spaces optimized.
|
| 220 |
+
|
| 221 |
+
Features:
|
| 222 |
+
- Auto-reconnection with exponential backoff
|
| 223 |
+
- Container-safe error handling
|
| 224 |
+
- HF Spaces compatibility
|
| 225 |
+
"""
|
| 226 |
+
|
| 227 |
+
def __init__(self):
|
| 228 |
+
self.ws: Optional[websockets.WebSocketClientProtocol] = None
|
| 229 |
+
self.is_connected = False
|
| 230 |
+
self.is_authorized = False
|
| 231 |
+
|
| 232 |
+
# Price cache with TTL
|
| 233 |
+
self._price_cache: Dict[str, PriceData] = {}
|
| 234 |
+
self._cache_lock = asyncio.Lock()
|
| 235 |
+
|
| 236 |
+
# Connection management
|
| 237 |
+
self._reconnect_attempts = 0
|
| 238 |
+
self._last_tick_time: Dict[str, float] = {}
|
| 239 |
+
self._streaming = False
|
| 240 |
+
self._stream_task: Optional[asyncio.Task] = None
|
| 241 |
+
|
| 242 |
+
# HF Spaces features
|
| 243 |
+
self._hf_spaces_mode = IS_HF_SPACES
|
| 244 |
+
self._max_connection_attempts = 10
|
| 245 |
+
|
| 246 |
+
# Stats
|
| 247 |
+
self.ticks_received = 0
|
| 248 |
+
self.reconnections = 0
|
| 249 |
+
|
| 250 |
+
async def connect(self) -> bool:
|
| 251 |
+
"""Connect and authorize to Deriv with HF Spaces resilience"""
|
| 252 |
+
# V9.0 FIX: Recreate lock on the RUNNING loop
|
| 253 |
+
self._cache_lock = asyncio.Lock()
|
| 254 |
+
|
| 255 |
+
try:
|
| 256 |
+
self._reconnect_attempts += 1
|
| 257 |
+
logger.info(f"🔄 Connecting to Deriv WebSocket... (attempt {self._reconnect_attempts})")
|
| 258 |
+
|
| 259 |
+
# Connection attempt limit
|
| 260 |
+
if self._reconnect_attempts > self._max_connection_attempts:
|
| 261 |
+
logger.error("❌ Max connection attempts exceeded")
|
| 262 |
+
return False
|
| 263 |
+
|
| 264 |
+
ssl_context = ssl.create_default_context()
|
| 265 |
+
ssl_context.check_hostname = False
|
| 266 |
+
ssl_context.verify_mode = ssl.CERT_NONE
|
| 267 |
+
|
| 268 |
+
self.ws = await asyncio.wait_for(
|
| 269 |
+
websockets.connect(
|
| 270 |
+
DERIV_WS_URL,
|
| 271 |
+
ssl=ssl_context,
|
| 272 |
+
ping_interval=25,
|
| 273 |
+
ping_timeout=10,
|
| 274 |
+
close_timeout=5,
|
| 275 |
+
max_size=2**20
|
| 276 |
+
),
|
| 277 |
+
timeout=15.0 if IS_HF_SPACES else 30.0
|
| 278 |
+
)
|
| 279 |
+
|
| 280 |
+
# ✅ v5.3: ping/pong — no authorize needed (ticks = public endpoint)
|
| 281 |
+
await self.ws.send(json.dumps({"ping": 1}))
|
| 282 |
+
response = await asyncio.wait_for(self.ws.recv(), timeout=10.0)
|
| 283 |
+
data = json.loads(response)
|
| 284 |
+
|
| 285 |
+
if data.get('ping') == 'pong' or 'pong' in str(data):
|
| 286 |
+
self.is_connected = True
|
| 287 |
+
self.is_authorized = True
|
| 288 |
+
self._reconnect_attempts = 0
|
| 289 |
+
logger.info("✅ Deriv public WebSocket ready (ping/pong OK — no auth required)")
|
| 290 |
+
|
| 291 |
+
# Start streaming
|
| 292 |
+
await self._start_streaming()
|
| 293 |
+
return True
|
| 294 |
+
else:
|
| 295 |
+
logger.error(f"❌ Ping failed, unexpected response: {data}")
|
| 296 |
+
return False
|
| 297 |
+
|
| 298 |
+
except asyncio.TimeoutError:
|
| 299 |
+
logger.warning(f"⏰ Connection timeout (attempt {self._reconnect_attempts})")
|
| 300 |
+
return False
|
| 301 |
+
except Exception as e:
|
| 302 |
+
logger.warning(f"⚠️ Connection error: {e}")
|
| 303 |
+
return False
|
| 304 |
+
|
| 305 |
+
|
| 306 |
+
async def _start_streaming(self):
|
| 307 |
+
"""Start price streaming"""
|
| 308 |
+
self._stream_task = asyncio.create_task(self._real_price_stream())
|
| 309 |
+
self._streaming = True
|
| 310 |
+
logger.info(f"📡 Streaming started")
|
| 311 |
+
|
| 312 |
+
async def _real_price_stream(self):
|
| 313 |
+
"""Real price streaming from Deriv WebSocket"""
|
| 314 |
+
try:
|
| 315 |
+
# Subscribe to ticks
|
| 316 |
+
await self.ws.send(json.dumps({"ticks": DERIV_SYMBOL, "subscribe": 1}))
|
| 317 |
+
logger.info(f"📡 Subscribed to {DERIV_SYMBOL}")
|
| 318 |
+
|
| 319 |
+
while self.is_connected:
|
| 320 |
+
try:
|
| 321 |
+
data = await self.ws.recv()
|
| 322 |
+
json_data = json.loads(data)
|
| 323 |
+
|
| 324 |
+
if 'tick' in json_data:
|
| 325 |
+
await self._process_tick(json_data['tick'])
|
| 326 |
+
self.ticks_received += 1
|
| 327 |
+
|
| 328 |
+
except websockets.exceptions.ConnectionClosed:
|
| 329 |
+
logger.warning("📡 WebSocket connection closed")
|
| 330 |
+
break
|
| 331 |
+
except Exception as e:
|
| 332 |
+
logger.error(f"❌ Stream error: {e}")
|
| 333 |
+
break
|
| 334 |
+
|
| 335 |
+
except Exception as e:
|
| 336 |
+
logger.error(f"❌ Real price streaming error: {e}")
|
| 337 |
+
finally:
|
| 338 |
+
# ── BUG-FIX-1 ─────────────────────────────────────────────────────
|
| 339 |
+
# _streaming and is_connected were NEVER cleared when the stream
|
| 340 |
+
# task exited via exception or WebSocket close. The health monitor
|
| 341 |
+
# guard (line ~895) only checks these two flags, so it could never
|
| 342 |
+
# detect the silent death → no reconnect → price cache went stale
|
| 343 |
+
# permanently → every single price fetch failed → Rewards=0.
|
| 344 |
+
self._streaming = False
|
| 345 |
+
self.is_connected = False
|
| 346 |
+
logger.warning("⚠️ _real_price_stream exited — flags cleared for health monitor")
|
| 347 |
+
|
| 348 |
+
|
| 349 |
+
async def _process_tick(self, tick_data):
|
| 350 |
+
"""Process incoming tick data"""
|
| 351 |
+
try:
|
| 352 |
+
price = float(tick_data['quote'])
|
| 353 |
+
epoch = int(tick_data['epoch'])
|
| 354 |
+
|
| 355 |
+
# Create price data
|
| 356 |
+
price_data = PriceData(
|
| 357 |
+
bid=price - 0.0005,
|
| 358 |
+
ask=price + 0.0005,
|
| 359 |
+
last=price,
|
| 360 |
+
timestamp=time.time(),
|
| 361 |
+
epoch=epoch
|
| 362 |
+
)
|
| 363 |
+
|
| 364 |
+
# Update cache
|
| 365 |
+
async with self._cache_lock:
|
| 366 |
+
self._price_cache[DERIV_SYMBOL] = price_data
|
| 367 |
+
self._last_tick_time[DERIV_SYMBOL] = time.time()
|
| 368 |
+
|
| 369 |
+
except Exception as e:
|
| 370 |
+
logger.error(f"❌ Tick processing error: {e}")
|
| 371 |
+
|
| 372 |
+
async def _reconnect(self) -> bool:
|
| 373 |
+
"""Reconnect with exponential backoff"""
|
| 374 |
+
self.is_connected = False
|
| 375 |
+
self._streaming = False
|
| 376 |
+
|
| 377 |
+
if self._stream_task:
|
| 378 |
+
self._stream_task.cancel()
|
| 379 |
+
|
| 380 |
+
if self.ws:
|
| 381 |
+
await self.ws.close()
|
| 382 |
+
|
| 383 |
+
delay = min(60, RECONNECT_DELAY * (2 ** min(self._reconnect_attempts, 5)))
|
| 384 |
+
logger.info(f"🔄 Reconnecting in {delay}s...")
|
| 385 |
+
await asyncio.sleep(delay)
|
| 386 |
+
|
| 387 |
+
success = await self.connect()
|
| 388 |
+
if success:
|
| 389 |
+
self.reconnections += 1
|
| 390 |
+
logger.info(f"✅ Reconnected successfully (#{self.reconnections})")
|
| 391 |
+
|
| 392 |
+
return success
|
| 393 |
+
|
| 394 |
+
async def get_current_price(self, symbol: str = DERIV_SYMBOL) -> Optional[PriceData]:
|
| 395 |
+
"""Get current cached price"""
|
| 396 |
+
async with self._cache_lock:
|
| 397 |
+
price_data = self._price_cache.get(symbol)
|
| 398 |
+
|
| 399 |
+
if price_data and not price_data.is_stale:
|
| 400 |
+
return price_data
|
| 401 |
+
|
| 402 |
+
return None
|
| 403 |
+
|
| 404 |
+
def get_stats(self) -> Dict:
|
| 405 |
+
"""Get connection statistics"""
|
| 406 |
+
return {
|
| 407 |
+
'connected': self.is_connected,
|
| 408 |
+
'authorized': self.is_authorized,
|
| 409 |
+
'ticks_received': self.ticks_received,
|
| 410 |
+
'reconnections': self.reconnections,
|
| 411 |
+
'streaming': self._streaming
|
| 412 |
+
}
|
| 413 |
+
|
| 414 |
+
async def shutdown(self):
|
| 415 |
+
"""Shutdown with cleanup"""
|
| 416 |
+
logger.info("🛑 Shutting down Deriv bridge...")
|
| 417 |
+
self.is_connected = False
|
| 418 |
+
self._streaming = False
|
| 419 |
+
|
| 420 |
+
if self._stream_task:
|
| 421 |
+
self._stream_task.cancel()
|
| 422 |
+
try:
|
| 423 |
+
await self._stream_task
|
| 424 |
+
except asyncio.CancelledError:
|
| 425 |
+
pass
|
| 426 |
+
|
| 427 |
+
if self.ws:
|
| 428 |
+
try:
|
| 429 |
+
await self.ws.close()
|
| 430 |
+
except Exception:
|
| 431 |
+
pass
|
| 432 |
+
|
| 433 |
+
logger.info("✅ Deriv bridge shutdown complete")
|
| 434 |
+
|
| 435 |
+
# ============================================================================
|
| 436 |
+
# REWARD CALCULATION COMPONENTS (Updated for HF Spaces)
|
| 437 |
+
# ============================================================================
|
| 438 |
+
|
| 439 |
+
class RewardNormalizer:
|
| 440 |
+
def __init__(self, base_multiplier=1000):
|
| 441 |
+
self.base_multiplier = base_multiplier
|
| 442 |
+
self.volatility_buffer = deque(maxlen=100)
|
| 443 |
+
|
| 444 |
+
def normalize(self, entry_price, exit_price, action):
|
| 445 |
+
"""Normalize reward based on action and price movement"""
|
| 446 |
+
if entry_price <= 0:
|
| 447 |
+
return 0, "invalid", 0, 0
|
| 448 |
+
|
| 449 |
+
# Calculate raw basis points
|
| 450 |
+
raw_bps = ((exit_price - entry_price) / entry_price) * 10000
|
| 451 |
+
|
| 452 |
+
# Apply action multiplier
|
| 453 |
+
if action == "BUY":
|
| 454 |
+
directional_bps = raw_bps
|
| 455 |
+
elif action == "SELL":
|
| 456 |
+
directional_bps = -raw_bps
|
| 457 |
+
else: # HOLD
|
| 458 |
+
directional_bps = -abs(raw_bps) * 0.1 # Small penalty for holding
|
| 459 |
+
|
| 460 |
+
# Simple regime detection
|
| 461 |
+
regime = "normal"
|
| 462 |
+
if abs(raw_bps) > 50:
|
| 463 |
+
regime = "high_vol"
|
| 464 |
+
elif abs(raw_bps) < 5:
|
| 465 |
+
regime = "low_vol"
|
| 466 |
+
|
| 467 |
+
# Normalize to [-1, 1] range
|
| 468 |
+
normalized = np.tanh(directional_bps / 100)
|
| 469 |
+
confidence = min(abs(directional_bps) / 20, 1.0)
|
| 470 |
+
|
| 471 |
+
return normalized, regime, confidence, raw_bps
|
| 472 |
+
|
| 473 |
+
class AgentTracker:
|
| 474 |
+
"""Track agent performance and streaks"""
|
| 475 |
+
|
| 476 |
+
def __init__(self):
|
| 477 |
+
self.agents = {}
|
| 478 |
+
self.reset()
|
| 479 |
+
|
| 480 |
+
def reset(self):
|
| 481 |
+
"""Reset tracking data"""
|
| 482 |
+
self.agents = {
|
| 483 |
+
"5s": {"count": 0, "action": None, "cycles": 0},
|
| 484 |
+
"15s": {"count": 0, "action": None, "cycles": 0},
|
| 485 |
+
"30s": {"count": 0, "action": None, "cycles": 0},
|
| 486 |
+
"1m": {"count": 0, "action": None, "cycles": 0},
|
| 487 |
+
"2m": {"count": 0, "action": None, "cycles": 0},
|
| 488 |
+
"5m": {"count": 0, "action": None, "cycles": 0},
|
| 489 |
+
"10m": {"count": 0, "action": None, "cycles": 0},
|
| 490 |
+
"15m": {"count": 0, "action": None, "cycles": 0}
|
| 491 |
+
}
|
| 492 |
+
|
| 493 |
+
def update(self, agent, action):
|
| 494 |
+
"""Update agent tracking, return True if cycle completed"""
|
| 495 |
+
if agent not in self.agents:
|
| 496 |
+
return False
|
| 497 |
+
|
| 498 |
+
if self.agents[agent]["action"] == action:
|
| 499 |
+
self.agents[agent]["count"] += 1
|
| 500 |
+
else:
|
| 501 |
+
if self.agents[agent]["count"] >= 3: # Cycle completion
|
| 502 |
+
self.agents[agent]["cycles"] += 1
|
| 503 |
+
self.agents[agent]["count"] = 1
|
| 504 |
+
self.agents[agent]["action"] = action
|
| 505 |
+
return True
|
| 506 |
+
else:
|
| 507 |
+
self.agents[agent]["count"] = 1
|
| 508 |
+
self.agents[agent]["action"] = action
|
| 509 |
+
|
| 510 |
+
return False
|
| 511 |
+
|
| 512 |
+
def get_info(self, agent):
|
| 513 |
+
"""Get agent tracking info"""
|
| 514 |
+
return self.agents.get(agent, {"count": 0, "action": None, "cycles": 0})
|
| 515 |
+
|
| 516 |
+
# ============================================================================
|
| 517 |
+
# MAIN REWARDS ENGINE - HuggingFace Spaces Edition v5.2.0
|
| 518 |
+
# ============================================================================
|
| 519 |
+
|
| 520 |
+
class RewardsEngine:
|
| 521 |
+
"""
|
| 522 |
+
Main rewards calculation engine with HF Spaces compatibility.
|
| 523 |
+
|
| 524 |
+
v5.2.0 FIXES:
|
| 525 |
+
- Uses robust RedisAblyClient from redis_connection_manager.py
|
| 526 |
+
- Bounded reward task pool (semaphore)
|
| 527 |
+
- Connection health heartbeat
|
| 528 |
+
- Deriv auto-reconnection loop
|
| 529 |
+
"""
|
| 530 |
+
|
| 531 |
+
def __init__(self):
|
| 532 |
+
# Core components
|
| 533 |
+
self.normalizer = RewardNormalizer()
|
| 534 |
+
self.agent_tracker = AgentTracker()
|
| 535 |
+
|
| 536 |
+
# Tracking
|
| 537 |
+
self._tracked: Dict[str, TrackedSignal] = {}
|
| 538 |
+
self._processed_keys = TTLCache(ttl=300) # 5 minutes
|
| 539 |
+
|
| 540 |
+
# Batch processing
|
| 541 |
+
self._batch: List[Dict] = []
|
| 542 |
+
self._batch_lock: Optional[asyncio.Lock] = None
|
| 543 |
+
self._last_batch_time = time.time()
|
| 544 |
+
|
| 545 |
+
# ✅ FIX #3: Bounded task pool for reward calculations
|
| 546 |
+
self._reward_semaphore: Optional[asyncio.Semaphore] = None
|
| 547 |
+
self._active_reward_tasks = 0
|
| 548 |
+
|
| 549 |
+
# Statistics
|
| 550 |
+
self.signals_received = 0
|
| 551 |
+
self.rewards_sent = 0
|
| 552 |
+
self.correct = 0
|
| 553 |
+
self.wrong = 0
|
| 554 |
+
|
| 555 |
+
# ✅ FIX #4: Track last signal time for health monitoring
|
| 556 |
+
self._last_signal_time = 0.0
|
| 557 |
+
self._last_heartbeat_time = 0.0
|
| 558 |
+
self._connection_healthy = True
|
| 559 |
+
|
| 560 |
+
# ✅ FIX v5.2.1: Store event loop reference for thread→asyncio bridge
|
| 561 |
+
self._loop: Optional[asyncio.AbstractEventLoop] = None
|
| 562 |
+
|
| 563 |
+
# Connections
|
| 564 |
+
self.ably_realtime: Optional[RedisAblyClient] = None
|
| 565 |
+
self.signal_channel = None
|
| 566 |
+
self.reward_channel_batch = None
|
| 567 |
+
self.reward_channel_individual = None
|
| 568 |
+
|
| 569 |
+
# Control
|
| 570 |
+
self._shutdown: Optional[asyncio.Event] = None
|
| 571 |
+
|
| 572 |
+
async def initialize(self) -> bool:
|
| 573 |
+
"""Initialize connections and channels"""
|
| 574 |
+
try:
|
| 575 |
+
logger.info("📡 Connecting to Redis (V75 namespace)...")
|
| 576 |
+
|
| 577 |
+
# ✅ FIX #5: Use the ROBUST RedisAblyClient from redis_connection_manager.py
|
| 578 |
+
# This version has: blocking listener, auto-reconnection, health monitoring
|
| 579 |
+
# V75: Uses DB 0 (features) — isolated per Space container
|
| 580 |
+
self.ably_realtime = RedisAblyClient(
|
| 581 |
+
redis_url=REDIS_URL,
|
| 582 |
+
password=REDIS_PASSWORD,
|
| 583 |
+
use_streams=True,
|
| 584 |
+
database=REDIS_DB_FEATURES # V75: DB 0
|
| 585 |
+
)
|
| 586 |
+
|
| 587 |
+
# Set up channels (already prefixed via constants above)
|
| 588 |
+
self.signal_channel = self.ably_realtime.channels.get(ABLY_SIGNAL_CHANNEL)
|
| 589 |
+
self.reward_channel_batch = self.ably_realtime.channels.get(ABLY_BATCH_CHANNEL)
|
| 590 |
+
self.reward_channel_individual = self.ably_realtime.channels.get(ABLY_REWARD_CHANNEL)
|
| 591 |
+
|
| 592 |
+
logger.info(f"✅ Redis channels initialized (V75 — prefix='{CHANNEL_PREFIX}', DB={REDIS_DB_FEATURES})")
|
| 593 |
+
logger.info(f" Signal: {ABLY_SIGNAL_CHANNEL}")
|
| 594 |
+
logger.info(f" Rewards: {ABLY_REWARD_CHANNEL}")
|
| 595 |
+
logger.info(f" Batches: {ABLY_BATCH_CHANNEL}")
|
| 596 |
+
|
| 597 |
+
# Initialize Deriv bridge
|
| 598 |
+
logger.info("🔄 Connecting to Deriv...")
|
| 599 |
+
success = await deriv_bridge.connect()
|
| 600 |
+
if not success:
|
| 601 |
+
logger.error("❌ Deriv connection failed")
|
| 602 |
+
return False
|
| 603 |
+
|
| 604 |
+
logger.info("✅ All connections established")
|
| 605 |
+
return True
|
| 606 |
+
|
| 607 |
+
except Exception as e:
|
| 608 |
+
logger.error(f"❌ Initialization error: {e}")
|
| 609 |
+
return False
|
| 610 |
+
|
| 611 |
+
def _extract_agent(self, signal_key: str) -> str:
|
| 612 |
+
"""Extract agent timeframe from signal key.
|
| 613 |
+
|
| 614 |
+
Signal keys may use either time-based suffixes (e.g. '10m_xxx') or
|
| 615 |
+
size-based prefixes (e.g. 'xs_xxx', 'xxl_xxx'). The original code
|
| 616 |
+
only checked for time-based tokens — 'xs_xxx' returned 'unknown' for
|
| 617 |
+
six of the eight agents, breaking per-agent cycle tracking.
|
| 618 |
+
|
| 619 |
+
── BUG-FIX-4 ──────────────────────────────────────────────────────────
|
| 620 |
+
Check time-based tokens first (longest match wins to avoid '1m'
|
| 621 |
+
matching inside '10m'), then fall back to size-based prefix matching.
|
| 622 |
+
"""
|
| 623 |
+
# Time-based tokens — longest first to avoid substring false-positives
|
| 624 |
+
for tf in ['15m', '10m', '5m', '2m', '1m', '30s', '15s', '5s']:
|
| 625 |
+
if tf in signal_key:
|
| 626 |
+
return tf
|
| 627 |
+
# Size-based prefixes (e.g. xs_17766…, xxl_17766…)
|
| 628 |
+
key_lower = signal_key.lower()
|
| 629 |
+
for size in ['xxl', 'xl', 'xs', 'l_', 'm_', 's_']:
|
| 630 |
+
if key_lower.startswith(size):
|
| 631 |
+
return size.rstrip('_') # strip trailing underscore used as delimiter
|
| 632 |
+
return "unknown"
|
| 633 |
+
|
| 634 |
+
async def _get_price(self, action: str) -> Optional[float]:
|
| 635 |
+
"""Get current price for action"""
|
| 636 |
+
try:
|
| 637 |
+
price_data = await deriv_bridge.get_current_price()
|
| 638 |
+
if price_data:
|
| 639 |
+
return price_data.get_price(action)
|
| 640 |
+
return None
|
| 641 |
+
except Exception as e:
|
| 642 |
+
logger.error(f"❌ Price fetch error: {e}")
|
| 643 |
+
return None
|
| 644 |
+
|
| 645 |
+
def _on_signal(self, message: RedisMessage):
|
| 646 |
+
"""
|
| 647 |
+
Handle incoming signal - FIXED for RedisAblyClient V10.1 format.
|
| 648 |
+
|
| 649 |
+
✅ FIX #6: This callback is now called by the BLOCKING listener thread
|
| 650 |
+
in redis_connection_manager.py's RedisAblyClient, NOT the broken polling
|
| 651 |
+
listener from the old Rewards.py RedisAblyClient.
|
| 652 |
+
|
| 653 |
+
The RedisAblyClient V10.1 delivers RedisMessage objects, not raw dicts.
|
| 654 |
+
"""
|
| 655 |
+
try:
|
| 656 |
+
self.signals_received += 1
|
| 657 |
+
self._last_signal_time = time.time()
|
| 658 |
+
|
| 659 |
+
# RedisMessage from redis_connection_manager has .data attribute
|
| 660 |
+
data = message.data if isinstance(message, RedisMessage) else message
|
| 661 |
+
|
| 662 |
+
# Handle nested data (envelope format: {"event": "message", "data": {...}})
|
| 663 |
+
if isinstance(data, dict) and 'data' in data:
|
| 664 |
+
data = data['data']
|
| 665 |
+
|
| 666 |
+
# Parse if string
|
| 667 |
+
if isinstance(data, str):
|
| 668 |
+
data = json.loads(data)
|
| 669 |
+
|
| 670 |
+
# Extract fields
|
| 671 |
+
action = data.get('final_action', data.get('action', '')).upper()
|
| 672 |
+
signal_keys = data.get('signal_keys', [])
|
| 673 |
+
entry_price = data.get('price', 0.0)
|
| 674 |
+
|
| 675 |
+
if action not in ['BUY', 'SELL']:
|
| 676 |
+
logger.warning(f"⚠️ Invalid action: {action}")
|
| 677 |
+
return
|
| 678 |
+
|
| 679 |
+
if not entry_price or entry_price == 0.0:
|
| 680 |
+
logger.warning(f"⚠️ No entry price in signal: {entry_price}")
|
| 681 |
+
return
|
| 682 |
+
|
| 683 |
+
# Log signal received
|
| 684 |
+
logger.info(f"🔔 [SIGNAL] {action} @ {entry_price:.5f} | Keys: {len(signal_keys)} | Loop: {'✅' if self._loop and self._loop.is_running() else '❌'}")
|
| 685 |
+
|
| 686 |
+
# Ensure signal_keys is list
|
| 687 |
+
if not isinstance(signal_keys, list):
|
| 688 |
+
signal_keys = [str(signal_keys)]
|
| 689 |
+
|
| 690 |
+
# Track each signal
|
| 691 |
+
for key in signal_keys[:8]: # Limit to 8 signals
|
| 692 |
+
key = str(key)
|
| 693 |
+
|
| 694 |
+
# Skip duplicates - O(1)
|
| 695 |
+
if key in self._tracked or self._processed_keys.get(key):
|
| 696 |
+
continue
|
| 697 |
+
|
| 698 |
+
# Memory bound check
|
| 699 |
+
if len(self._tracked) >= MAX_TRACKED_SIGNALS:
|
| 700 |
+
oldest = min(self._tracked.items(), key=lambda x: x[1].timestamp)
|
| 701 |
+
del self._tracked[oldest[0]]
|
| 702 |
+
|
| 703 |
+
agent = self._extract_agent(key)
|
| 704 |
+
|
| 705 |
+
# Track signal
|
| 706 |
+
self._tracked[key] = TrackedSignal(
|
| 707 |
+
signal_key=key,
|
| 708 |
+
action=action,
|
| 709 |
+
entry_price=entry_price,
|
| 710 |
+
timestamp=time.time(),
|
| 711 |
+
agent=agent
|
| 712 |
+
)
|
| 713 |
+
|
| 714 |
+
logger.debug(f"✅ [TRACKING] {key} | {action} @ {entry_price:.5f}")
|
| 715 |
+
|
| 716 |
+
# Agent streak tracking
|
| 717 |
+
if agent == "10m":
|
| 718 |
+
if self.agent_tracker.update(agent, action):
|
| 719 |
+
info = self.agent_tracker.get_info("10m")
|
| 720 |
+
logger.info(f"🔥 [10m CYCLE #{info['cycles']}] {action} x{info['count']}")
|
| 721 |
+
|
| 722 |
+
# ✅ FIX #7: Schedule reward via bounded task pool
|
| 723 |
+
# Uses the event loop from the main thread
|
| 724 |
+
self._schedule_reward(key)
|
| 725 |
+
|
| 726 |
+
except Exception as e:
|
| 727 |
+
logger.error(f"❌ Signal processing error: {e}")
|
| 728 |
+
traceback.print_exc()
|
| 729 |
+
|
| 730 |
+
def _schedule_reward(self, signal_key: str):
|
| 731 |
+
"""
|
| 732 |
+
Schedule reward calculation on the event loop.
|
| 733 |
+
|
| 734 |
+
✅ FIX v5.2.1: Since _on_signal is called from a THREAD (the RedisAblyClient
|
| 735 |
+
listener thread), we MUST use the stored loop reference from start().
|
| 736 |
+
asyncio.get_event_loop() from a non-main thread returns a NEW loop
|
| 737 |
+
(not the running one), silently dropping all reward tasks.
|
| 738 |
+
"""
|
| 739 |
+
try:
|
| 740 |
+
if self._loop is not None and self._loop.is_running():
|
| 741 |
+
asyncio.run_coroutine_threadsafe(
|
| 742 |
+
self._bounded_calculate_reward(signal_key), self._loop
|
| 743 |
+
)
|
| 744 |
+
else:
|
| 745 |
+
logger.warning(f"⚠️ Event loop not available (loop={self._loop}), reward for {signal_key} dropped")
|
| 746 |
+
except RuntimeError as e:
|
| 747 |
+
logger.warning(f"⚠️ Cannot schedule reward: {e}")
|
| 748 |
+
|
| 749 |
+
async def _bounded_calculate_reward(self, signal_key: str):
|
| 750 |
+
"""
|
| 751 |
+
✅ FIX #8: Bounded reward calculation with semaphore.
|
| 752 |
+
Prevents unbounded coroutine growth from 60s sleep per signal.
|
| 753 |
+
"""
|
| 754 |
+
if self._reward_semaphore is None:
|
| 755 |
+
return
|
| 756 |
+
|
| 757 |
+
async with self._reward_semaphore:
|
| 758 |
+
self._active_reward_tasks += 1
|
| 759 |
+
try:
|
| 760 |
+
await self._calculate_reward(signal_key)
|
| 761 |
+
finally:
|
| 762 |
+
self._active_reward_tasks -= 1
|
| 763 |
+
|
| 764 |
+
async def _calculate_reward(self, signal_key: str) -> None:
|
| 765 |
+
"""Calculate reward after delay"""
|
| 766 |
+
# Wait for evaluation period
|
| 767 |
+
await asyncio.sleep(EVALUATION_DELAY)
|
| 768 |
+
|
| 769 |
+
# Get signal
|
| 770 |
+
signal = self._tracked.pop(signal_key, None)
|
| 771 |
+
if not signal:
|
| 772 |
+
return
|
| 773 |
+
|
| 774 |
+
# Mark as processed
|
| 775 |
+
self._processed_keys.set(signal_key, True)
|
| 776 |
+
|
| 777 |
+
# ✅ BUG FIX 3: Retry price fetch up to 3 times with 5s backoff
|
| 778 |
+
# Previously, a single failed price fetch would silently drop the reward forever
|
| 779 |
+
exit_price = None
|
| 780 |
+
for attempt in range(3):
|
| 781 |
+
exit_price = await self._get_price(signal.action)
|
| 782 |
+
if exit_price:
|
| 783 |
+
break
|
| 784 |
+
logger.warning(f"⚠️ Price fetch attempt {attempt+1}/3 failed for {signal_key}")
|
| 785 |
+
if not deriv_bridge.is_connected:
|
| 786 |
+
logger.warning(f"⚠️ Deriv disconnected, triggering reconnect...")
|
| 787 |
+
await deriv_bridge._reconnect()
|
| 788 |
+
await asyncio.sleep(5)
|
| 789 |
+
|
| 790 |
+
if not exit_price:
|
| 791 |
+
logger.error(f"❌ All price fetch attempts failed for {signal_key} — reward dropped permanently")
|
| 792 |
+
return
|
| 793 |
+
|
| 794 |
+
# Calculate reward
|
| 795 |
+
normalized, regime, confidence, raw_bps = self.normalizer.normalize(
|
| 796 |
+
signal.entry_price, exit_price, signal.action
|
| 797 |
+
)
|
| 798 |
+
|
| 799 |
+
# Track accuracy
|
| 800 |
+
if normalized > 0:
|
| 801 |
+
self.correct += 1
|
| 802 |
+
correct_action = ACTION_REVERSE[signal.action]
|
| 803 |
+
else:
|
| 804 |
+
self.wrong += 1
|
| 805 |
+
correct_action = 1 - ACTION_REVERSE.get(signal.action, 0)
|
| 806 |
+
|
| 807 |
+
# Log with price difference
|
| 808 |
+
price_diff = exit_price - signal.entry_price
|
| 809 |
+
logger.info(
|
| 810 |
+
f"[REWARD] {signal.action} | "
|
| 811 |
+
f"entry={signal.entry_price:.2f} → exit={exit_price:.2f} (Δ{price_diff:+.2f}) | "
|
| 812 |
+
f"reward={normalized:+.4f} | {signal_key[:25]}"
|
| 813 |
+
)
|
| 814 |
+
|
| 815 |
+
# Add to batch
|
| 816 |
+
await self._add_to_batch({
|
| 817 |
+
"signal_key": signal_key,
|
| 818 |
+
"reward": normalized,
|
| 819 |
+
"entry_price": signal.entry_price,
|
| 820 |
+
"exit_price": exit_price,
|
| 821 |
+
"executed_action": signal.action,
|
| 822 |
+
"correct_action": correct_action,
|
| 823 |
+
"timestamp": datetime.now(timezone.utc).isoformat(),
|
| 824 |
+
"price_source": "deriv_streaming_v5_live",
|
| 825 |
+
"platform": "huggingface-spaces" if IS_HF_SPACES else "local"
|
| 826 |
+
})
|
| 827 |
+
|
| 828 |
+
async def _add_to_batch(self, reward_data: Dict) -> None:
|
| 829 |
+
"""Add reward to batch with backpressure"""
|
| 830 |
+
async with self._batch_lock:
|
| 831 |
+
self._batch.append(reward_data)
|
| 832 |
+
self.rewards_sent += 1
|
| 833 |
+
|
| 834 |
+
# Send batch if full or timeout
|
| 835 |
+
if len(self._batch) >= BATCH_SIZE:
|
| 836 |
+
await self._send_batch()
|
| 837 |
+
|
| 838 |
+
async def _send_batch(self) -> None:
|
| 839 |
+
"""Send reward batch via Redis pub/sub"""
|
| 840 |
+
if not self._batch:
|
| 841 |
+
return
|
| 842 |
+
|
| 843 |
+
try:
|
| 844 |
+
batch_data = {
|
| 845 |
+
"rewardz": self._batch.copy(),
|
| 846 |
+
"batch_id": f"batch_{int(time.time() * 1000)}",
|
| 847 |
+
"batch_size": len(self._batch),
|
| 848 |
+
"timestamp": datetime.now(timezone.utc).isoformat(),
|
| 849 |
+
"price_source": "deriv_streaming_v5_live",
|
| 850 |
+
"platform": "huggingface-spaces" if IS_HF_SPACES else "local"
|
| 851 |
+
}
|
| 852 |
+
|
| 853 |
+
# ✅ FIX #10: Use synchronous publish for RedisAblyClient V10.1
|
| 854 |
+
# The RedisAblyChannel.publish() in redis_connection_manager.py is async,
|
| 855 |
+
# but we can also use the underlying redis client directly for reliability.
|
| 856 |
+
await self.reward_channel_batch.publish("reward-batch", batch_data)
|
| 857 |
+
|
| 858 |
+
# ── §P2-fix-6 (2026-04-19): DUPLICATE-PUBLISH REMOVED ───────────
|
| 859 |
+
# Previous code also published each reward individually to
|
| 860 |
+
# "new-reward" on the individual channel AFTER the batch publish.
|
| 861 |
+
# The engine subscribes to BOTH channels (reward-batches AND
|
| 862 |
+
# rewards) at quasar_main4.py:L25544/L25547, so every reward
|
| 863 |
+
# triggered on_reward twice — first match succeeded, second hit
|
| 864 |
+
# _processed_batch_ids → "duplicate" counter.
|
| 865 |
+
# Observed impact: duplicate=46660, matched=3 (15,000:1 ratio).
|
| 866 |
+
# The batch channel is authoritative; individual publish was a
|
| 867 |
+
# legacy compatibility layer whose consumer no longer exists.
|
| 868 |
+
#
|
| 869 |
+
# for r in self._batch:
|
| 870 |
+
# try:
|
| 871 |
+
# await self.reward_channel_individual.publish("new-reward", r)
|
| 872 |
+
# except Exception:
|
| 873 |
+
# pass
|
| 874 |
+
|
| 875 |
+
logger.info(f"📤 Sent batch of {len(self._batch)} rewards | Active tasks: {self._active_reward_tasks}")
|
| 876 |
+
self._batch.clear()
|
| 877 |
+
self._last_batch_time = time.time()
|
| 878 |
+
|
| 879 |
+
except Exception as e:
|
| 880 |
+
logger.error(f"❌ Batch send error: {e}")
|
| 881 |
+
self._batch.clear()
|
| 882 |
+
|
| 883 |
+
async def _health_monitor_loop(self):
|
| 884 |
+
"""
|
| 885 |
+
✅ FIX #11: Health monitor that detects silent disconnections.
|
| 886 |
+
|
| 887 |
+
If no signals received for 5 minutes AND we expect signals to be flowing,
|
| 888 |
+
trigger diagnostics and alert.
|
| 889 |
+
"""
|
| 890 |
+
SIGNAL_TIMEOUT = 300 # 5 minutes without signals = problem
|
| 891 |
+
DERIV_CHECK_INTERVAL = 60 # Check Deriv every 60s
|
| 892 |
+
|
| 893 |
+
while not self._shutdown.is_set():
|
| 894 |
+
await asyncio.sleep(30)
|
| 895 |
+
|
| 896 |
+
now = time.time()
|
| 897 |
+
|
| 898 |
+
# Check Redis connection health
|
| 899 |
+
if self.ably_realtime:
|
| 900 |
+
try:
|
| 901 |
+
# The robust RedisAblyClient has connection state
|
| 902 |
+
redis_state = self.ably_realtime.connection.state
|
| 903 |
+
if redis_state != 'connected':
|
| 904 |
+
logger.warning(f"⚠️ [HEALTH] Redis state: {redis_state}")
|
| 905 |
+
self._connection_healthy = False
|
| 906 |
+
except Exception as e:
|
| 907 |
+
logger.warning(f"⚠️ [HEALTH] Redis check failed: {e}")
|
| 908 |
+
|
| 909 |
+
# Check signal flow
|
| 910 |
+
if self._last_signal_time > 0:
|
| 911 |
+
signal_age = now - self._last_signal_time
|
| 912 |
+
if signal_age > SIGNAL_TIMEOUT:
|
| 913 |
+
logger.warning(
|
| 914 |
+
f"⚠️ [HEALTH] No signals for {signal_age:.0f}s! "
|
| 915 |
+
f"Last signal at {datetime.fromtimestamp(self._last_signal_time).strftime('%H:%M:%S')}. "
|
| 916 |
+
f"Possible pub/sub disconnection."
|
| 917 |
+
)
|
| 918 |
+
self._connection_healthy = False
|
| 919 |
+
|
| 920 |
+
# Check Deriv WebSocket
|
| 921 |
+
if not deriv_bridge.is_connected or not deriv_bridge._streaming:
|
| 922 |
+
logger.warning("⚠️ [HEALTH] Deriv disconnected, attempting reconnect...")
|
| 923 |
+
success = await deriv_bridge._reconnect()
|
| 924 |
+
if success:
|
| 925 |
+
logger.info("✅ [HEALTH] Deriv reconnected")
|
| 926 |
+
else:
|
| 927 |
+
logger.error("❌ [HEALTH] Deriv reconnection failed")
|
| 928 |
+
elif deriv_bridge._stream_task is not None and deriv_bridge._stream_task.done():
|
| 929 |
+
# ── BUG-FIX-2 ─────────────────────────────────────────────────
|
| 930 |
+
# Even after BUG-FIX-1, add a second detection path: if the
|
| 931 |
+
# stream task object itself has finished (done()==True) but the
|
| 932 |
+
# flags haven't been cleared yet (race window), still reconnect.
|
| 933 |
+
logger.warning("⚠️ [HEALTH] Stream task finished unexpectedly — reconnecting")
|
| 934 |
+
await deriv_bridge._reconnect()
|
| 935 |
+
|
| 936 |
+
async def _status_loop(self) -> None:
|
| 937 |
+
"""Periodic status reporting"""
|
| 938 |
+
while not self._shutdown.is_set():
|
| 939 |
+
await asyncio.sleep(60)
|
| 940 |
+
|
| 941 |
+
total = self.correct + self.wrong
|
| 942 |
+
win_rate = (100 * self.correct / max(1, total))
|
| 943 |
+
bridge_stats = deriv_bridge.get_stats()
|
| 944 |
+
|
| 945 |
+
# ✅ FIX: Include health info in status
|
| 946 |
+
signal_age = time.time() - self._last_signal_time if self._last_signal_time > 0 else -1
|
| 947 |
+
|
| 948 |
+
logger.info(
|
| 949 |
+
f"[STATUS] Signals={self.signals_received} | "
|
| 950 |
+
f"Rewards={self.rewards_sent} | "
|
| 951 |
+
f"WinRate={win_rate:.1f}% | "
|
| 952 |
+
f"Tracked={len(self._tracked)} | "
|
| 953 |
+
f"ActiveTasks={self._active_reward_tasks} | "
|
| 954 |
+
f"SignalAge={signal_age:.0f}s | "
|
| 955 |
+
f"Ticks={bridge_stats['ticks_received']} | "
|
| 956 |
+
f"Healthy={'✅' if self._connection_healthy else '❌'} | "
|
| 957 |
+
f"Platform={'HF Spaces' if IS_HF_SPACES else 'Local'}"
|
| 958 |
+
)
|
| 959 |
+
|
| 960 |
+
# Flush any pending batch
|
| 961 |
+
async with self._batch_lock:
|
| 962 |
+
if self._batch and time.time() - self._last_batch_time > 30:
|
| 963 |
+
await self._send_batch()
|
| 964 |
+
|
| 965 |
+
async def start(self) -> None:
|
| 966 |
+
"""Start the rewards engine"""
|
| 967 |
+
# V9.0 FIX: Recreate asyncio primitives on the running loop
|
| 968 |
+
self._batch_lock = asyncio.Lock()
|
| 969 |
+
self._shutdown = asyncio.Event()
|
| 970 |
+
self._reward_semaphore = asyncio.Semaphore(MAX_CONCURRENT_REWARD_TASKS)
|
| 971 |
+
|
| 972 |
+
# ✅ FIX v5.2.1: Store event loop reference BEFORE anything else
|
| 973 |
+
# This is CRITICAL because _on_signal runs in the Redis listener THREAD
|
| 974 |
+
# and needs to schedule coroutines on THIS loop
|
| 975 |
+
self._loop = asyncio.get_running_loop()
|
| 976 |
+
|
| 977 |
+
logger.info("=" * 70)
|
| 978 |
+
logger.info("K1RL QUANT - INSTITUTIONAL REWARDS v5.2.1-V75")
|
| 979 |
+
logger.info("HuggingFace Spaces Edition 🤗 (V75 NAMESPACE ISOLATION))")
|
| 980 |
+
logger.info("=" * 70)
|
| 981 |
+
|
| 982 |
+
if IS_HF_SPACES:
|
| 983 |
+
logger.info("🤗 Running in HuggingFace Spaces environment")
|
| 984 |
+
logger.info(" - V75 channel prefix: '%s'" % CHANNEL_PREFIX)
|
| 985 |
+
logger.info(" - V75 databases: features=DB%d, rewards=DB%d" % (REDIS_DB_FEATURES, REDIS_DB_REWARDS))
|
| 986 |
+
logger.info(" - Robust RedisAblyClient V10.1 (blocking listener)")
|
| 987 |
+
logger.info(" - Bounded reward task pool (max=%d)" % MAX_CONCURRENT_REWARD_TASKS)
|
| 988 |
+
logger.info(" - Connection health monitoring")
|
| 989 |
+
logger.info(" - ✅ Event loop captured for thread→asyncio bridge")
|
| 990 |
+
|
| 991 |
+
if not await self.initialize():
|
| 992 |
+
raise Exception("Initialization failed")
|
| 993 |
+
|
| 994 |
+
# ✅ FIX #12: Subscribe using RedisAblyClient V10.1 format
|
| 995 |
+
# The V10.1 RedisAblyChannel.subscribe() expects (event_name, callback)
|
| 996 |
+
# where callback receives a RedisMessage object (not raw dict)
|
| 997 |
+
await self.signal_channel.subscribe("message", self._on_signal)
|
| 998 |
+
logger.info(f"✅ Subscribed to {ABLY_SIGNAL_CHANNEL}:message (V75 namespace, robust V10.1 listener)")
|
| 999 |
+
logger.info(f" Event loop captured: {self._loop is not None} | Running: {self._loop.is_running() if self._loop else False}")
|
| 1000 |
+
|
| 1001 |
+
# Start health monitor
|
| 1002 |
+
health_task = asyncio.create_task(self._health_monitor_loop())
|
| 1003 |
+
|
| 1004 |
+
# Start status loop
|
| 1005 |
+
status_task = asyncio.create_task(self._status_loop())
|
| 1006 |
+
|
| 1007 |
+
try:
|
| 1008 |
+
# Main loop
|
| 1009 |
+
while not self._shutdown.is_set():
|
| 1010 |
+
await asyncio.sleep(1)
|
| 1011 |
+
finally:
|
| 1012 |
+
health_task.cancel()
|
| 1013 |
+
status_task.cancel()
|
| 1014 |
+
|
| 1015 |
+
async def shutdown(self) -> None:
|
| 1016 |
+
"""Clean shutdown"""
|
| 1017 |
+
logger.info("🛑 Shutting down rewards engine...")
|
| 1018 |
+
self._shutdown.set()
|
| 1019 |
+
|
| 1020 |
+
# Flush batch
|
| 1021 |
+
async with self._batch_lock:
|
| 1022 |
+
if self._batch:
|
| 1023 |
+
await self._send_batch()
|
| 1024 |
+
|
| 1025 |
+
# Close connections
|
| 1026 |
+
if self.ably_realtime:
|
| 1027 |
+
self.ably_realtime.close()
|
| 1028 |
+
await deriv_bridge.shutdown()
|
| 1029 |
+
|
| 1030 |
+
logger.info("✅ Shutdown complete")
|
| 1031 |
+
|
| 1032 |
+
# ============================================================================
|
| 1033 |
+
# GLOBAL INSTANCES
|
| 1034 |
+
# ============================================================================
|
| 1035 |
+
|
| 1036 |
+
deriv_bridge = DerivStreamingBridge()
|
| 1037 |
+
|
| 1038 |
+
# ============================================================================
|
| 1039 |
+
# MAIN
|
| 1040 |
+
# ============================================================================
|
| 1041 |
+
|
| 1042 |
+
async def main():
|
| 1043 |
+
print("\n" + "=" * 70)
|
| 1044 |
+
print("K1RL QUANT - INSTITUTIONAL REWARDS v5.2.1-V75")
|
| 1045 |
+
print("HuggingFace Spaces Edition 🤗 (V75 NAMESPACE ISOLATION)")
|
| 1046 |
+
print("=" * 70)
|
| 1047 |
+
print(f"✅ V75 channel prefix: '{CHANNEL_PREFIX}'")
|
| 1048 |
+
print(f"✅ V75 databases: features=DB{REDIS_DB_FEATURES}, rewards=DB{REDIS_DB_REWARDS}")
|
| 1049 |
+
print("✅ FIXED: Uses robust RedisAblyClient V10.1 (blocking listener)")
|
| 1050 |
+
print("✅ FIXED: Bounded reward task pool (no coroutine leak)")
|
| 1051 |
+
print("✅ FIXED: Connection health monitoring")
|
| 1052 |
+
print("✅ FIXED: Deriv auto-reconnection")
|
| 1053 |
+
print("✅ FIXED: Event loop reference for thread→asyncio bridge")
|
| 1054 |
+
print("✅ Auto-reconnecting WebSocket")
|
| 1055 |
+
print("✅ O(1) signal tracking")
|
| 1056 |
+
print("✅ TTL price cache")
|
| 1057 |
+
print("✅ Batch processing with backpressure")
|
| 1058 |
+
print("✅ Memory-bounded buffers")
|
| 1059 |
+
print("✅ HuggingFace Spaces compatibility")
|
| 1060 |
+
print("✅ ZERO cross-talk with other Spaces (V75 namespace)")
|
| 1061 |
+
print("=" * 70 + "\n")
|
| 1062 |
+
|
| 1063 |
+
if IS_HF_SPACES:
|
| 1064 |
+
print("🤗 HuggingFace Spaces environment detected")
|
| 1065 |
+
print("")
|
| 1066 |
+
|
| 1067 |
+
engine = RewardsEngine()
|
| 1068 |
+
|
| 1069 |
+
try:
|
| 1070 |
+
await engine.start()
|
| 1071 |
+
except KeyboardInterrupt:
|
| 1072 |
+
print("\n>>> Shutdown requested")
|
| 1073 |
+
except Exception as e:
|
| 1074 |
+
logger.error(f"Fatal error: {e}")
|
| 1075 |
+
traceback.print_exc()
|
| 1076 |
+
finally:
|
| 1077 |
+
await engine.shutdown()
|
| 1078 |
+
|
| 1079 |
+
if __name__ == "__main__":
|
| 1080 |
+
try:
|
| 1081 |
+
asyncio.run(main())
|
| 1082 |
+
except KeyboardInterrupt:
|
| 1083 |
+
print("\n>>> Stopped")
|