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Update ml_engine/processor.py

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  1. ml_engine/processor.py +149 -306
ml_engine/processor.py CHANGED
@@ -1,23 +1,17 @@
1
  # ============================================================
2
  # 🧠 ml_engine/processor.py
3
- # (V69.2 - GEM-Architect: Full Integrity + Titan V2)
4
  # ============================================================
5
 
6
  import asyncio
7
  import traceback
8
- import logging
9
  import os
10
- import sys
11
  import numpy as np
12
  from typing import Dict, Any, List, Optional
13
 
14
- # --- استيراد المحركات ---
15
- try: from .titan_engine import TitanEngine
16
- except ImportError: TitanEngine = None
17
-
18
- # تم الإبقاء على الاستيراد لمنع أخطاء التبعية، لكن لن يتم استخدامه
19
- try: from .patterns import ChartPatternAnalyzer
20
- except ImportError: ChartPatternAnalyzer = None
21
 
22
  try: from .monte_carlo import MonteCarloEngine
23
  except ImportError: MonteCarloEngine = None
@@ -30,11 +24,8 @@ except ImportError: HybridDeepSteward = None
30
  try: from .guardian_hydra import GuardianHydra
31
  except ImportError: GuardianHydra = None
32
 
33
- # ============================================================
34
- # 📂 مسارات النماذج
35
- # ============================================================
36
  BASE_DIR = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
37
- MODELS_L2_DIR = os.path.join(BASE_DIR, "ml_models", "layer2")
38
  MODELS_UNIFIED_DIR = os.path.join(BASE_DIR, "ml_models", "Unified_Models_V1")
39
  MODELS_SNIPER_DIR = os.path.join(BASE_DIR, "ml_models", "guard_v2")
40
  MODELS_HYDRA_DIR = os.path.join(BASE_DIR, "ml_models", "guard_v1")
@@ -43,59 +34,40 @@ MODEL_V3_PATH = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Production.j
43
  MODEL_V3_FEAT = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Features.json")
44
 
45
  # ============================================================
46
- # 🎛️ SYSTEM LIMITS (Restored & Calibrated for Titan V2)
47
  # ============================================================
48
  class SystemLimits:
49
  """
50
- GEM-Architect: Full System Configuration.
51
- Titan V2 is conservative, so Gate is lowered to 0.40.
52
  """
 
 
 
 
53
 
54
- # --- Layer 1 ---
55
- L1_MIN_AFFINITY_SCORE = 15.0
56
-
57
- # --- Layer 2 Hard Gates ---
58
- # ✅ تم التعديل ليتناسب مع Titan V2 (ResNet)
59
- L2_GATE_TITAN = 0.40
60
- L2_GATE_PATTERN = 0.00 # Disabled (Pattern Engine Removed)
61
- L2_GATE_MC = 0.00
62
 
63
- # --- Layer 2 Weights & Min Score ---
64
- L2_MIN_SCORE = 40.0 # Score is now 0-100 based
65
-
66
- # ✅ المعادلة الجديدة: الاعتماد الكلي على تيتان
67
- L2_WEIGHT_TITAN = 0.90
68
- L2_WEIGHT_PATTERNS = 0.00
69
- L2_WEIGHT_MC = 0.10
70
-
71
- # Pattern Config (Kept for compatibility, effectively unused)
72
- PATTERN_TF_WEIGHTS = {'1h': 0.35, '15m': 0.25, '1d': 0.20, '5m': 0.10, '4h': 0.10}
73
- PATTERN_THRESH_BULLISH = 0.50
74
- PATTERN_THRESH_BEARISH = 0.40
75
 
76
- # --- Layer 3 (Oracle) ---
77
- L3_CONFIDENCE_THRESHOLD = 0.005 # Oracle V4.5 uses Expected Return (0.5%)
78
- L3_WHALE_IMPACT_MAX = 15.0
79
- L3_NEWS_IMPACT_MAX = 10.0
80
- L3_MC_ADVANCED_MAX = 10.0
81
 
82
- # --- Layer 4 (Sniper) ---
83
- L4_ENTRY_THRESHOLD = 0.40
84
  L4_WEIGHT_ML = 0.60
85
  L4_WEIGHT_OB = 0.40
86
- L4_OB_WALL_RATIO = 0.35
87
 
88
- # --- Layer 0: Hydra & Guardian Defaults (Restored) ---
89
  HYDRA_CRASH_THRESH = 0.60
90
  HYDRA_GIVEBACK_THRESH = 0.80
91
  HYDRA_STAGNATION_THRESH = 0.60
92
 
93
- # Fixed Legacy Guards
94
- LEGACY_V2_PANIC_THRESH = 0.98
95
- LEGACY_V3_HARD_THRESH = 0.95
96
- LEGACY_V3_SOFT_THRESH = 0.88
97
- LEGACY_V3_ULTRA_THRESH = 0.99
98
-
99
  @classmethod
100
  def to_dict(cls) -> Dict[str, Any]:
101
  return {k: v for k, v in cls.__dict__.items() if not k.startswith('__') and not callable(v)}
@@ -107,295 +79,166 @@ class MLProcessor:
107
  def __init__(self, data_manager=None):
108
  self.data_manager = data_manager
109
  self.initialized = False
110
- self.initialization_attempted = False
111
 
112
- # ✅ 1. Titan V2 (ResNet) - The Core
113
- self.titan = TitanEngine(model_dir=MODELS_UNIFIED_DIR) if TitanEngine else None
114
-
115
- # ✅ 2. Oracle V4.5 (LightGBM) - The Strategist
116
  self.oracle = OracleEngine(model_dir=MODELS_UNIFIED_DIR) if OracleEngine else None
117
-
118
- # 3. Monte Carlo (Safety Check)
119
  self.mc_analyzer = MonteCarloEngine() if MonteCarloEngine else None
120
 
121
- # 4. Sniper (Entry Timing)
122
  self.sniper = SniperEngine(models_dir=MODELS_SNIPER_DIR) if SniperEngine else None
123
 
124
- # 5. Guardians (Exit Logic)
125
- self.guardian_hydra = None
126
- if GuardianHydra:
127
- self.guardian_hydra = GuardianHydra(model_dir=MODELS_HYDRA_DIR)
128
-
129
- self.guardian_legacy = None
130
  if HybridDeepSteward:
131
- self.guardian_legacy = HybridDeepSteward(
132
- v2_model_path=MODEL_V2_PATH,
133
- v3_model_path=MODEL_V3_PATH,
134
- v3_features_map_path=MODEL_V3_FEAT
135
- )
136
 
137
- print(f"🧠 [MLProcessor V69.2] Titan V2 Architecture Loaded.")
138
 
139
  async def initialize(self):
140
  if self.initialized: return True
141
- if self.initialization_attempted: return self.initialized
142
-
143
- self.initialization_attempted = True
144
- print("⚙️ [Processor] Initializing Neural Grid...")
145
-
146
  try:
147
- init_tasks = []
 
 
 
 
148
 
149
- if self.titan: init_tasks.append(self.titan.initialize())
150
- if self.oracle:
151
- # Oracle settings are handled in its class now
152
- init_tasks.append(self.oracle.initialize())
153
- if self.mc_analyzer and hasattr(self.mc_analyzer, 'initialize'):
154
- # Check if async
155
- if asyncio.iscoroutinefunction(self.mc_analyzer.initialize):
156
- init_tasks.append(self.mc_analyzer.initialize())
157
-
158
- if self.sniper:
159
- self.sniper.configure_settings(
160
- threshold=SystemLimits.L4_ENTRY_THRESHOLD,
161
- wall_ratio=SystemLimits.L4_OB_WALL_RATIO,
162
- w_ml=SystemLimits.L4_WEIGHT_ML,
163
- w_ob=SystemLimits.L4_WEIGHT_OB
164
- )
165
- init_tasks.append(self.sniper.initialize())
166
-
167
- # Await all async inits
168
- await asyncio.gather(*init_tasks)
169
-
170
- # Sync Guardians (usually sync methods)
171
  if self.guardian_hydra: self.guardian_hydra.initialize()
172
- if self.guardian_legacy:
173
- if asyncio.iscoroutinefunction(self.guardian_legacy.initialize):
174
- await self.guardian_legacy.initialize()
175
- else:
176
- self.guardian_legacy.initialize()
177
-
178
- self.guardian_legacy.configure_thresholds(
179
- v2_panic=SystemLimits.LEGACY_V2_PANIC_THRESH,
180
- v3_hard=SystemLimits.LEGACY_V3_HARD_THRESH,
181
- v3_soft=SystemLimits.LEGACY_V3_SOFT_THRESH,
182
- v3_ultra=SystemLimits.LEGACY_V3_ULTRA_THRESH
183
- )
184
-
185
  self.initialized = True
186
- print("✅ [Processor] All Systems Operational.")
187
  return True
188
-
189
  except Exception as e:
190
- print(f"❌ [Processor FATAL] Init failed: {e}")
191
- traceback.print_exc()
192
- self.initialized = False
193
  return False
194
 
195
- async def process_compound_signal(self, raw_data: Dict[str, Any]) -> Optional[Dict[str, Any]]:
 
 
 
196
  """
197
- L2 Processing: Titan V2 -> MC -> Oracle.
198
- Patterns Engine is bypassed.
 
199
  """
200
  if not self.initialized: await self.initialize()
201
 
202
  symbol = raw_data.get('symbol')
203
- ohlcv_data = raw_data.get('ohlcv')
204
- current_price = raw_data.get('current_price', 0.0)
205
- limits = raw_data.get('dynamic_limits', {})
206
-
207
- if not symbol or not ohlcv_data: return None
208
 
209
  try:
210
- # 1. Titan Prediction (ResNet)
211
- score_titan = 0.0
212
- titan_probs = [0.0, 0.0, 0.0]
213
- titan_res = {}
214
 
215
- if self.titan:
216
- titan_res = await asyncio.to_thread(self.titan.predict, ohlcv_data)
217
- if titan_res.get('error'):
218
- return None # Titan Failure = Abort
219
-
220
- score_titan = titan_res.get('score', 0.0) # Win Prob
221
- titan_probs = titan_res.get('probs', [0.0, 0.0, 0.0])
222
-
223
- # 2. Monte Carlo (Light Check)
224
- mc_score = 0.5
225
- if self.mc_analyzer and '1h' in ohlcv_data:
226
- try:
227
- closes = [c[4] for c in ohlcv_data['1h']]
228
- raw_mc = self.mc_analyzer.run_light_check(closes)
229
- # Normalize MC (-0.1 to +0.1) -> (0.0 to 1.0) approx
230
- mc_score = 0.5 + (raw_mc * 5.0)
231
- mc_score = max(0.0, min(1.0, mc_score))
232
- except: pass
233
-
234
- # --- 3. Gated Logic (Titan V2 Focused) ---
235
- gate_titan = limits.get('l2_gate_titan', SystemLimits.L2_GATE_TITAN)
236
 
237
- is_valid = True
238
- rejection_reason = None
239
-
240
- # Hard Gate: Titan Only
241
- if score_titan < gate_titan:
242
- is_valid = False
243
- rejection_reason = f"Titan Weak ({score_titan:.2f} < {gate_titan})"
244
-
245
- # Weighted Score (Titan 90%, MC 10%)
246
- hybrid_score = (score_titan * 90) + (mc_score * 10) # 0-100 scale
247
 
248
- return {
249
- 'symbol': symbol,
250
- 'current_price': current_price,
251
- 'enhanced_final_score': hybrid_score,
252
- 'is_valid': is_valid,
253
- 'rejection_reason': rejection_reason,
254
- 'dynamic_limits': limits,
255
- 'asset_regime': raw_data.get('asset_regime', 'UNKNOWN'),
256
- 'strategy_type': raw_data.get('strategy_type', 'NORMAL'),
257
- 'titan_score': score_titan * 100, # Display as %
258
- 'titan_probs': titan_probs, # Essential for Oracle
259
- 'mc_score': mc_score,
260
- 'patterns_score': 0.0, # Deprecated
261
- 'components': {
262
- 'titan_score': score_titan,
263
- 'mc_score': mc_score
264
- },
265
- 'ohlcv': ohlcv_data
266
- }
267
- except Exception as e:
268
- print(f"❌ [Processor] Error processing {symbol}: {e}")
269
- traceback.print_exc()
270
- return None
 
 
 
 
 
 
 
 
 
 
271
 
272
- async def consult_oracle(self, symbol_data: Dict[str, Any]) -> Dict[str, Any]:
273
- if not self.initialized: await self.initialize()
274
-
275
- # الحقن المباشر للعتبة من Limits
276
- limits = symbol_data.get('dynamic_limits', {})
277
- threshold = limits.get('l3_oracle_thresh', SystemLimits.L3_CONFIDENCE_THRESHOLD)
278
-
279
- if self.oracle:
280
- try:
281
- # Update threshold dynamically
282
- if hasattr(self.oracle, 'set_threshold'):
283
- self.oracle.set_threshold(threshold)
284
-
285
- decision = await self.oracle.predict(symbol_data)
286
-
287
- # Oracle V4.5 decision is based on Expected Return (oracle_score)
288
- # But we map it to standard keys for app.py
289
- return decision
290
- except Exception as e:
291
- print(f"❌ [Processor] Oracle error: {e}")
292
- return {'action': 'WAIT', 'reason': f'Oracle error: {str(e)}'}
293
- return {'action': 'WAIT', 'reason': 'Oracle Engine Missing'}
294
 
295
- async def check_sniper_entry(self, ohlcv_1m_data: List, order_book_data: Dict[str, Any], context_data: Dict = None) -> Dict[str, Any]:
 
 
 
 
 
 
296
  if not self.initialized: await self.initialize()
297
 
298
- limits = context_data.get('dynamic_limits', {}) if context_data else {}
299
- thresh = limits.get('l4_sniper_thresh', SystemLimits.L4_ENTRY_THRESHOLD)
300
- wall_r = limits.get('l4_ob_wall_ratio', SystemLimits.L4_OB_WALL_RATIO)
301
-
302
- if self.sniper:
303
- try:
304
- self.sniper.configure_settings(
305
- threshold=thresh,
306
- wall_ratio=wall_r,
307
- w_ml=SystemLimits.L4_WEIGHT_ML,
308
- w_ob=SystemLimits.L4_WEIGHT_OB
309
- )
310
- return await self.sniper.check_entry_signal_async(ohlcv_1m_data, order_book_data)
311
- except Exception as e:
312
- return {'signal': 'WAIT', 'reason': f'Sniper error: {str(e)}'}
313
 
314
- return {'signal': 'WAIT', 'reason': 'Sniper Engine Missing'}
 
 
 
 
 
 
 
 
 
 
 
315
 
316
- def consult_dual_guardians(self, symbol, ohlcv_1m, ohlcv_5m, ohlcv_15m, trade_context, order_book_snapshot=None):
317
- """
318
- 💎 GEM-Architect: Full Guardian Logic (Restored)
319
- """
320
- if not self.initialized:
321
- return {'action': 'HOLD', 'detailed_log': 'System not initialized', 'probs': {}, 'scores': {}}
322
 
323
- # 1. استخراج الحدود
324
- limits = trade_context.get('dynamic_limits', {})
325
- h_crash_thresh = limits.get('hydra_crash', SystemLimits.HYDRA_CRASH_THRESH)
326
- h_giveback_thresh = limits.get('hydra_giveback', SystemLimits.HYDRA_GIVEBACK_THRESH)
327
- h_stag_thresh = limits.get('hydra_stagnation', SystemLimits.HYDRA_STAGNATION_THRESH)
328
-
329
- # Context
330
- entry_price = float(trade_context.get('entry_price', 0.0))
331
- highest_price = trade_context.get('highest_price', entry_price)
332
- max_pnl_pct = ((highest_price - entry_price) / entry_price) * 100 if entry_price > 0 else 0.0
333
- time_in_trade_mins = trade_context.get('time_in_trade_mins', 0.0)
334
-
335
- # A. Hydra Execution
336
- hydra_result = {'action': 'HOLD', 'reason': 'Disabled', 'probs': {}}
337
  if self.guardian_hydra:
338
- try:
339
- hydra_result = self.guardian_hydra.analyze_position(symbol, ohlcv_1m, ohlcv_5m, ohlcv_15m, trade_context)
340
- h_probs = hydra_result.get('probs', {})
341
- p_crash = h_probs.get('crash', 0.0)
342
- p_giveback = h_probs.get('giveback', 0.0)
343
- p_stagnation = h_probs.get('stagnation', 0.0)
344
-
345
- if p_crash >= h_crash_thresh:
346
- hydra_result['action'] = 'EXIT_HARD'
347
- hydra_result['reason'] = f"Hydra Crash Risk {p_crash:.2f}"
348
- elif p_giveback >= h_giveback_thresh and max_pnl_pct >= 0.6:
349
- hydra_result['action'] = 'EXIT_SOFT'
350
- hydra_result['reason'] = f"Hydra Giveback {p_giveback:.2f}"
351
- elif p_stagnation >= h_stag_thresh and time_in_trade_mins > 90:
352
- hydra_result['action'] = 'EXIT_SOFT'
353
- hydra_result['reason'] = f"Hydra Stagnation {p_stagnation:.2f}"
354
- except Exception as e:
355
- print(f"⚠️ [Processor] Hydra error: {e}")
356
-
357
- # B. Legacy Execution
358
- legacy_result = {'action': 'HOLD', 'reason': 'Disabled', 'scores': {}}
359
  if self.guardian_legacy:
360
- try:
361
- vol_30m = trade_context.get('volume_30m_usd', 0.0)
362
- legacy_result = self.guardian_legacy.analyze_position(
363
- ohlcv_1m, ohlcv_5m, ohlcv_15m, entry_price,
364
- order_book=order_book_snapshot,
365
- volume_30m_usd=vol_30m
366
- )
367
- except Exception as e:
368
- print(f"⚠️ [Processor] Legacy error: {e}")
369
-
370
- # C. Arbitration
371
- h_probs = hydra_result.get('probs', {})
372
- l_scores = legacy_result.get('scores', {})
373
-
374
- final_action = 'HOLD'
375
- final_reason = f"Safe."
376
-
377
- hydra_act = hydra_result.get('action', 'HOLD')
378
- legacy_act = legacy_result.get('action', 'HOLD')
379
-
380
- if hydra_act in ['EXIT_HARD', 'EXIT_SOFT', 'TIGHTEN_SL', 'TRAIL_SL']:
381
- final_action = hydra_act
382
- final_reason = f"🐲 {hydra_result.get('reason')}"
383
- elif legacy_act in ['EXIT_HARD', 'EXIT_SOFT']:
384
- final_action = legacy_act
385
- final_reason = f"🕸️ {legacy_result.get('reason')}"
386
-
387
- return {
388
- 'action': final_action,
389
- 'reason': final_reason,
390
- 'probs': h_probs,
391
- 'scores': l_scores
392
- }
393
-
394
- async def run_advanced_monte_carlo(self, symbol, timeframe='1h'):
395
- if self.mc_analyzer and self.data_manager:
396
- try:
397
- ohlcv = await self.data_manager.get_latest_ohlcv(symbol, timeframe, limit=300)
398
- if ohlcv:
399
- return self.mc_analyzer.run_advanced_simulation([c[4] for c in ohlcv])
400
- except: pass
401
- return 0.0
 
1
  # ============================================================
2
  # 🧠 ml_engine/processor.py
3
+ # (V70.0 - GEM-Architect: 5-Layer Precision Logic)
4
  # ============================================================
5
 
6
  import asyncio
7
  import traceback
 
8
  import os
 
9
  import numpy as np
10
  from typing import Dict, Any, List, Optional
11
 
12
+ # Imports
13
+ try: from .pattern_engine import PatternEngine # Renamed from Titan
14
+ except ImportError: PatternEngine = None
 
 
 
 
15
 
16
  try: from .monte_carlo import MonteCarloEngine
17
  except ImportError: MonteCarloEngine = None
 
24
  try: from .guardian_hydra import GuardianHydra
25
  except ImportError: GuardianHydra = None
26
 
27
+ # Base Paths
 
 
28
  BASE_DIR = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
 
29
  MODELS_UNIFIED_DIR = os.path.join(BASE_DIR, "ml_models", "Unified_Models_V1")
30
  MODELS_SNIPER_DIR = os.path.join(BASE_DIR, "ml_models", "guard_v2")
31
  MODELS_HYDRA_DIR = os.path.join(BASE_DIR, "ml_models", "guard_v1")
 
34
  MODEL_V3_FEAT = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Features.json")
35
 
36
  # ============================================================
37
+ # 🎛️ SYSTEM LIMITS (Calibrated for 5-Layer Pipeline)
38
  # ============================================================
39
  class SystemLimits:
40
  """
41
+ GEM-Architect: Logic Gates Configuration.
 
42
  """
43
+ # --- Layer 2: Pattern Net Gate ---
44
+ # The PatternNet (ResNet) outputs a probability (0.0 - 1.0).
45
+ # We set the gate to 0.40 as requested.
46
+ L2_GATE_PATTERN_NET = 0.40
47
 
48
+ # --- Layer 2: Composite Score Weights ---
49
+ # Score = (Pattern * W1) + (Oracle * W2) + (MC * W3)
50
+ # Total should sum to roughly 1.0 for normalized scoring
51
+ L2_WEIGHT_PATTERN = 0.50
52
+ L2_WEIGHT_ORACLE = 0.30
53
+ L2_WEIGHT_MC = 0.20
 
 
54
 
55
+ L2_MIN_COMPOSITE_SCORE = 50.0 # Out of 100
 
 
 
 
 
 
 
 
 
 
 
56
 
57
+ # --- Layer 3: External Data Impact ---
58
+ L3_WHALE_IMPACT_MAX = 15.0 # Additive points
59
+ L3_NEWS_IMPACT_MAX = 10.0 # Additive points
 
 
60
 
61
+ # --- Layer 4: Sniper ---
62
+ L4_ENTRY_THRESHOLD = 0.50 # Higher confidence needed for final selection
63
  L4_WEIGHT_ML = 0.60
64
  L4_WEIGHT_OB = 0.40
 
65
 
66
+ # --- Guardians (Exit Logic) ---
67
  HYDRA_CRASH_THRESH = 0.60
68
  HYDRA_GIVEBACK_THRESH = 0.80
69
  HYDRA_STAGNATION_THRESH = 0.60
70
 
 
 
 
 
 
 
71
  @classmethod
72
  def to_dict(cls) -> Dict[str, Any]:
73
  return {k: v for k, v in cls.__dict__.items() if not k.startswith('__') and not callable(v)}
 
79
  def __init__(self, data_manager=None):
80
  self.data_manager = data_manager
81
  self.initialized = False
 
82
 
83
+ # ✅ Layer 2 Engines
84
+ self.pattern_net = PatternEngine(model_dir=MODELS_UNIFIED_DIR) if PatternEngine else None
 
 
85
  self.oracle = OracleEngine(model_dir=MODELS_UNIFIED_DIR) if OracleEngine else None
 
 
86
  self.mc_analyzer = MonteCarloEngine() if MonteCarloEngine else None
87
 
88
+ # Layer 4 Engine
89
  self.sniper = SniperEngine(models_dir=MODELS_SNIPER_DIR) if SniperEngine else None
90
 
91
+ # Layer 0 (Guardians)
92
+ self.guardian_hydra = GuardianHydra(model_dir=MODELS_HYDRA_DIR) if GuardianHydra else None
93
+ self.guardian_legacy = None
 
 
 
94
  if HybridDeepSteward:
95
+ self.guardian_legacy = HybridDeepSteward(MODEL_V2_PATH, MODEL_V3_PATH, MODEL_V3_FEAT)
 
 
 
 
96
 
97
+ print(f"🧠 [Processor V70.0] 5-Layer Architecture Initialized.")
98
 
99
  async def initialize(self):
100
  if self.initialized: return True
101
+ print("⚙️ [Processor] Starting Neural Grid...")
 
 
 
 
102
  try:
103
+ tasks = []
104
+ if self.pattern_net: tasks.append(self.pattern_net.initialize())
105
+ if self.oracle: tasks.append(self.oracle.initialize())
106
+ if self.sniper: tasks.append(self.sniper.initialize())
107
+ if tasks: await asyncio.gather(*tasks)
108
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
109
  if self.guardian_hydra: self.guardian_hydra.initialize()
110
+ if self.guardian_legacy: self.guardian_legacy.initialize()
111
+
 
 
 
 
 
 
 
 
 
 
 
112
  self.initialized = True
 
113
  return True
 
114
  except Exception as e:
115
+ print(f"❌ [Processor] Init Error: {e}")
 
 
116
  return False
117
 
118
+ # ============================================================
119
+ # 🏢 LAYER 2: Pattern + Oracle + MC (The Filter)
120
+ # ============================================================
121
+ async def execute_layer2_analysis(self, raw_data: Dict[str, Any]) -> Optional[Dict[str, Any]]:
122
  """
123
+ Calculates the Composite Score for Layer 2.
124
+ Input: Symbol Data from Layer 1.
125
+ Output: Enriched Data with Score if passed, else None.
126
  """
127
  if not self.initialized: await self.initialize()
128
 
129
  symbol = raw_data.get('symbol')
130
+ ohlcv = raw_data.get('ohlcv')
 
 
 
 
131
 
132
  try:
133
+ # 1. Pattern Net Analysis (The Neural Core)
134
+ pattern_res = {'score': 0.0, 'probs': [0,0,0]}
135
+ if self.pattern_net:
136
+ pattern_res = await asyncio.to_thread(self.pattern_net.predict, ohlcv)
137
 
138
+ nn_score = pattern_res.get('score', 0.0)
139
+ pattern_probs = pattern_res.get('probs', [0,0,0]) # [Neutral, Loss, Win]
140
+
141
+ # 🛑 Hard Gate: Pattern Net
142
+ if nn_score < SystemLimits.L2_GATE_PATTERN_NET:
143
+ return None # REJECT immediately
144
+
145
+ # 2. Oracle Analysis (Strategic Return)
146
+ # We must pass 'titan_probs' key because Oracle expects it, even if we renamed variable locally
147
+ # or update Oracle to accept 'pattern_probs' if modified. Let's send both.
148
+ oracle_input = raw_data.copy()
149
+ oracle_input['titan_probs'] = pattern_probs
150
+ oracle_input['pattern_probs'] = pattern_probs
 
 
 
 
 
 
 
 
151
 
152
+ oracle_res = {'oracle_score': 0.0}
153
+ if self.oracle:
154
+ oracle_res = await self.oracle.predict(oracle_input)
 
 
 
 
 
 
 
155
 
156
+ # Oracle score is Expected Return (e.g. 0.01 for 1%). Normalize it roughly 0-1 for scoring
157
+ # 1% return = 1.0 score contribution (capped)
158
+ oracle_val = max(0.0, min(1.0, oracle_res.get('oracle_score', 0.0) * 100))
159
+
160
+ # 3. Monte Carlo (Light Check)
161
+ mc_val = 0.5
162
+ if self.mc_analyzer and '1h' in ohlcv:
163
+ closes = [c[4] for c in ohlcv['1h']]
164
+ raw_mc = self.mc_analyzer.run_light_check(closes) # -0.1 to +0.1
165
+ mc_val = 0.5 + (raw_mc * 5.0) # Map to 0.0-1.0
166
+ mc_val = max(0.0, min(1.0, mc_val))
167
+
168
+ # 4. Composite Scoring
169
+ # Weights: Pattern(50%) + Oracle(30%) + MC(20%)
170
+ composite_score = (
171
+ (nn_score * SystemLimits.L2_WEIGHT_PATTERN) +
172
+ (oracle_val * SystemLimits.L2_WEIGHT_ORACLE) +
173
+ (mc_val * SystemLimits.L2_WEIGHT_MC)
174
+ ) * 100 # Scale to 0-100
175
+
176
+ if composite_score < SystemLimits.L2_MIN_COMPOSITE_SCORE:
177
+ return None # REJECT Weak Score
178
+
179
+ # Pass to Layer 3
180
+ result = raw_data.copy()
181
+ result.update({
182
+ 'l2_score': composite_score,
183
+ 'pattern_score': nn_score,
184
+ 'oracle_score': oracle_res.get('oracle_score', 0.0),
185
+ 'mc_score': mc_val,
186
+ 'pattern_probs': pattern_probs
187
+ })
188
+ return result
189
 
190
+ except Exception as e:
191
+ print(f"❌ [Layer 2] Error {symbol}: {e}")
192
+ return None
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
193
 
194
+ # ============================================================
195
+ # 🎯 LAYER 4: Sniper Analysis (The Executor)
196
+ # ============================================================
197
+ async def execute_layer4_sniper(self, symbol: str, ohlcv_1m: List, order_book: Dict) -> Dict[str, Any]:
198
+ """
199
+ Runs the Sniper Engine on the Top Candidates.
200
+ """
201
  if not self.initialized: await self.initialize()
202
 
203
+ if not self.sniper:
204
+ return {'signal': 'WAIT', 'confidence_prob': 0.0, 'reason': 'No Sniper'}
 
 
 
 
 
 
 
 
 
 
 
 
 
205
 
206
+ try:
207
+ self.sniper.configure_settings(
208
+ threshold=SystemLimits.L4_ENTRY_THRESHOLD,
209
+ wall_ratio=0.35, # Strict wall check
210
+ w_ml=SystemLimits.L4_WEIGHT_ML,
211
+ w_ob=SystemLimits.L4_WEIGHT_OB
212
+ )
213
+
214
+ result = await self.sniper.check_entry_signal_async(ohlcv_1m, order_book, symbol=symbol)
215
+ return result
216
+ except Exception as e:
217
+ return {'signal': 'WAIT', 'confidence_prob': 0.0, 'reason': f"Sniper Error: {e}"}
218
 
219
+ # ============================================================
220
+ # 🛡️ Guardians (Exit Logic)
221
+ # ============================================================
222
+ def consult_guardians(self, symbol, ohlcv_1m, ohlcv_5m, ohlcv_15m, trade_context, ob_snapshot=None):
223
+ """Dual-Core Guardian Logic (Hydra + Legacy)"""
224
+ if not self.initialized: return {'action': 'HOLD', 'reason': 'Not Init'}
225
 
226
+ hydra_res = {'action': 'HOLD'}
 
 
 
 
 
 
 
 
 
 
 
 
 
227
  if self.guardian_hydra:
228
+ hydra_res = self.guardian_hydra.analyze_position(symbol, ohlcv_1m, ohlcv_5m, ohlcv_15m, trade_context)
229
+
230
+ # Prioritize Hydra
231
+ if hydra_res['action'] != 'HOLD':
232
+ return hydra_res
233
+
234
+ # Fallback to Legacy if Hydra says HOLD
 
 
 
 
 
 
 
 
 
 
 
 
 
 
235
  if self.guardian_legacy:
236
+ legacy_res = self.guardian_legacy.analyze_position(
237
+ ohlcv_1m, ohlcv_5m, ohlcv_15m,
238
+ float(trade_context.get('entry_price', 0)),
239
+ order_book=ob_snapshot,
240
+ volume_30m_usd=trade_context.get('volume_30m_usd', 0)
241
+ )
242
+ return legacy_res
243
+
244
+ return {'action': 'HOLD', 'reason': 'Default'}