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Rename ml_engine/titan_engine.py to ml_engine/pattern_engine.py
Browse files
ml_engine/{titan_engine.py β pattern_engine.py}
RENAMED
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@@ -1,9 +1,9 @@
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# ==============================================================================
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#
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# ==============================================================================
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# GEM-Architect Approved
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# -
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# -
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# ==============================================================================
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import os
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@@ -18,7 +18,7 @@ import warnings
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warnings.filterwarnings('ignore')
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# ------------------------------------------------------------------------------
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# 1. Model Architecture (
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# ------------------------------------------------------------------------------
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class ResidualBlock(nn.Module):
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def __init__(self, channels, kernel_size=3, dropout=0.2):
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@@ -42,7 +42,7 @@ class ResidualBlock(nn.Module):
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out = self.relu(out)
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return out
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class
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def __init__(self, in_ch):
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super().__init__()
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self.entry = nn.Sequential(
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@@ -86,17 +86,17 @@ class TitanResNet(nn.Module):
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# ------------------------------------------------------------------------------
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# 2. Production Engine Class
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# ------------------------------------------------------------------------------
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class
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def __init__(self, model_dir="ml_models/Unified_Models_V1"):
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self.model_path = os.path.join(model_dir, "cnn_best.pt")
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self.scaler_path = os.path.join(model_dir, "seq_scaler.pkl")
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self.model = None
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self.scaler = None
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self.device = torch.device("cpu")
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self.initialized = False
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# Exact Features used in Training
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self.features_list = [
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"log_ret","vol_spike","taker_buy_ratio","proxy_spread","amihud","avg_ticket_usd",
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"upper_wick_ratio","lower_wick_ratio","body_to_range","atr_pct_signal"
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@@ -104,41 +104,33 @@ class TitanEngine:
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self.WINDOW_SIZE = 64
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async def initialize(self):
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"""Load Model and Scaler"""
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if self.initialized: return True
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print(f"
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try:
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if not os.path.exists(self.model_path) or not os.path.exists(self.scaler_path):
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print(f"β [
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return False
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# 1. Load Scaler
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self.scaler = joblib.load(self.scaler_path)
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# 2. Load Model
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# We initialize the architecture first
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self.model = TitanResNet(in_ch=len(self.features_list)).to(self.device)
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# Safe loading for CPU
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checkpoint = torch.load(self.model_path, map_location=self.device)
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if isinstance(checkpoint, dict) and 'model' in checkpoint:
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self.model.load_state_dict(checkpoint['model'])
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else:
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self.model.load_state_dict(checkpoint)
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self.model.eval()
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-
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self.initialized = True
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print(f"β
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return True
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except Exception as e:
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print(f"β [
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traceback.print_exc()
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return False
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# --- Feature Engineering Helpers (MATCHING TRAINING LOGIC) ---
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def _wilder_rma(self, x, n):
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x = np.asarray(x, dtype=float)
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return pd.Series(x).ewm(alpha=1.0/n, adjust=False).mean().values
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@@ -150,123 +142,80 @@ class TitanEngine:
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return pd.Series(x).rolling(w, min_periods=1).median().values
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def preprocess_live_data(self, df):
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"""
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Turns raw OHLCV DataFrame into the exact Feature Matrix used for training.
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Assuming 'df' has at least 100 rows.
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"""
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try:
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df = df.copy()
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if 'timestamp' in df.columns:
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df = df.sort_values('timestamp')
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# Basic conversions
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close = df['close'].values.astype(float)
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high = df['high'].values.astype(float)
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low = df['low'].values.astype(float)
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open_ = df['open'].values.astype(float)
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if 'quote_volume' in df.columns:
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else:
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vol_usd = (close * df['volume'].values).astype(float)
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vol_usd = np.maximum(vol_usd, 1.0)
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# 1. ATR (14)
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prev_close = np.roll(close, 1); prev_close[0] = close[0]
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tr = np.maximum(high - low, np.maximum(np.abs(high - prev_close), np.abs(low - prev_close)))
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atr = self._wilder_rma(tr, 14)
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atr_safe = np.maximum(atr, 1e-9)
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# 2. Features Calculation
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df['log_ret'] = np.log(close / np.maximum(prev_close, 1e-9))
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vol_ma = self._rolling_mean(vol_usd, 20)
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df['vol_spike'] = vol_usd / np.maximum(vol_ma, 1e-9)
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# Taker buy ratio (if available, else 0.5 default)
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if 'taker_buy_base_asset_volume' in df.columns:
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taker_vol = df['taker_buy_base_asset_volume'].values * close
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df['taker_buy_ratio'] = taker_vol / vol_usd
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else:
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df['taker_buy_ratio'] = 0.5
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raw_spread = (high - low) / np.maximum(close, 1e-9)
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df['proxy_spread'] = self._rolling_median(raw_spread, 14) * 0.5
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df['amihud'] = np.abs(df['log_ret']) / vol_usd
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num_trades = df['num_trades'].values
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else:
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num_trades = vol_usd / 1000.0 # Rough estimate
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df['avg_ticket_usd'] = vol_usd / np.maximum(num_trades, 1.0)
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rng = np.maximum(high - low, 1e-9)
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df['upper_wick_ratio'] = (high - np.maximum(open_, close)) / rng
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df['lower_wick_ratio'] = (np.minimum(open_, close) - low) / rng
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df['body_to_range'] = np.abs(close - open_) / rng
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df['atr_pct_signal'] = atr_safe / close
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# Filter NaNs
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df = df.replace([np.inf, -np.inf], np.nan).fillna(0)
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if len(df) < self.WINDOW_SIZE:
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return None
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# Get the feature matrix for the LAST window
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# We take the last 64 rows of the required features
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feature_matrix = df[self.features_list].iloc[-self.WINDOW_SIZE:].values.astype(np.float32)
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return feature_matrix
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except Exception as e:
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print(f"β [
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return None
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def predict(self, ohlcv_data: dict) -> dict:
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"""
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Main Interface used by Processor.
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Handles both List and DataFrame inputs robustly.
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"""
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if not self.initialized: return {'score': 0.0, 'error': 'Not Initialized'}
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try:
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# We use 15m data as the main driver
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target_tf = '15m'
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raw_data = ohlcv_data.get(target_tf)
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if raw_data is None:
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return {'score': 0.0, 'error': 'No 15m Data'}
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# β
FIX: Auto-detect List vs DataFrame
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if isinstance(raw_data, list):
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# Standard CCXT OHLCV structure: [timestamp, open, high, low, close, volume]
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df = pd.DataFrame(raw_data, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
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elif isinstance(raw_data, pd.DataFrame):
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df = raw_data
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else:
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return {'score': 0.0, 'error': f'Invalid Data Type: {type(raw_data)}'}
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if df.empty:
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return {'score': 0.0, 'error': 'Empty Data'}
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# Preprocess
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X_raw = self.preprocess_live_data(df)
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if X_raw is None:
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return {'score': 0.0, 'error': 'Not enough data for window'}
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# Scale
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X_scaled = self.scaler.transform(X_raw)
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# Prepare Tensor
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X_tensor = torch.tensor(X_scaled.T).unsqueeze(0).to(self.device)
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# Inference
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with torch.no_grad():
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logits = self.model(X_tensor)
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probs = torch.softmax(logits, dim=1).cpu().numpy()[0]
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}
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except Exception as e:
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print(f"β [
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traceback.print_exc()
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return {'score': 0.0, 'error': str(e)}
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# ==============================================================================
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# π§ ml_engine/pattern_engine.py (Formerly Titan)
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# ==============================================================================
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# GEM-Architect Approved
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# - Renamed from TitanEngine to PatternEngine (Semantic Consistency).
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# - Logic: ResNet-1D for Pattern Recognition (Neural Network).
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# ==============================================================================
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import os
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warnings.filterwarnings('ignore')
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# ------------------------------------------------------------------------------
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# 1. Model Architecture (ResNet-1D)
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# ------------------------------------------------------------------------------
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class ResidualBlock(nn.Module):
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def __init__(self, channels, kernel_size=3, dropout=0.2):
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out = self.relu(out)
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return out
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class PatternResNet(nn.Module):
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def __init__(self, in_ch):
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super().__init__()
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self.entry = nn.Sequential(
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# ------------------------------------------------------------------------------
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# 2. Production Engine Class
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# ------------------------------------------------------------------------------
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class PatternEngine:
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def __init__(self, model_dir="ml_models/Unified_Models_V1"):
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# We assume the model file name remains 'cnn_best.pt' inside the folder
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self.model_path = os.path.join(model_dir, "cnn_best.pt")
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self.scaler_path = os.path.join(model_dir, "seq_scaler.pkl")
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self.model = None
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self.scaler = None
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self.device = torch.device("cpu")
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self.initialized = False
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self.features_list = [
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"log_ret","vol_spike","taker_buy_ratio","proxy_spread","amihud","avg_ticket_usd",
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"upper_wick_ratio","lower_wick_ratio","body_to_range","atr_pct_signal"
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self.WINDOW_SIZE = 64
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async def initialize(self):
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if self.initialized: return True
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print(f"π§ [PatternNet] Initializing Neural Network from {self.model_path}...")
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try:
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if not os.path.exists(self.model_path) or not os.path.exists(self.scaler_path):
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print(f"β [PatternNet] Artifacts missing in {self.model_path}")
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return False
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self.scaler = joblib.load(self.scaler_path)
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self.model = PatternResNet(in_ch=len(self.features_list)).to(self.device)
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checkpoint = torch.load(self.model_path, map_location=self.device)
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if isinstance(checkpoint, dict) and 'model' in checkpoint:
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self.model.load_state_dict(checkpoint['model'])
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else:
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self.model.load_state_dict(checkpoint)
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self.model.eval()
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self.initialized = True
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print(f"β
[PatternNet] Online. ResNet-1D Ready for Pattern Recognition.")
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return True
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except Exception as e:
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print(f"β [PatternNet] Init Error: {e}")
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traceback.print_exc()
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return False
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def _wilder_rma(self, x, n):
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x = np.asarray(x, dtype=float)
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return pd.Series(x).ewm(alpha=1.0/n, adjust=False).mean().values
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return pd.Series(x).rolling(w, min_periods=1).median().values
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def preprocess_live_data(self, df):
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try:
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df = df.copy()
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if 'timestamp' in df.columns: df = df.sort_values('timestamp')
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close = df['close'].values.astype(float)
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high = df['high'].values.astype(float)
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low = df['low'].values.astype(float)
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open_ = df['open'].values.astype(float)
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if 'quote_volume' in df.columns: vol_usd = df['quote_volume'].values.astype(float)
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else: vol_usd = (close * df['volume'].values).astype(float)
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vol_usd = np.maximum(vol_usd, 1.0)
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prev_close = np.roll(close, 1); prev_close[0] = close[0]
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tr = np.maximum(high - low, np.maximum(np.abs(high - prev_close), np.abs(low - prev_close)))
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atr = self._wilder_rma(tr, 14)
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atr_safe = np.maximum(atr, 1e-9)
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df['log_ret'] = np.log(close / np.maximum(prev_close, 1e-9))
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vol_ma = self._rolling_mean(vol_usd, 20)
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df['vol_spike'] = vol_usd / np.maximum(vol_ma, 1e-9)
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if 'taker_buy_base_asset_volume' in df.columns:
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taker_vol = df['taker_buy_base_asset_volume'].values * close
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df['taker_buy_ratio'] = taker_vol / vol_usd
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else: df['taker_buy_ratio'] = 0.5
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raw_spread = (high - low) / np.maximum(close, 1e-9)
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df['proxy_spread'] = self._rolling_median(raw_spread, 14) * 0.5
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df['amihud'] = np.abs(df['log_ret']) / vol_usd
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if 'num_trades' in df.columns: num_trades = df['num_trades'].values
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else: num_trades = vol_usd / 1000.0
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df['avg_ticket_usd'] = vol_usd / np.maximum(num_trades, 1.0)
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rng = np.maximum(high - low, 1e-9)
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df['upper_wick_ratio'] = (high - np.maximum(open_, close)) / rng
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df['lower_wick_ratio'] = (np.minimum(open_, close) - low) / rng
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df['body_to_range'] = np.abs(close - open_) / rng
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df['atr_pct_signal'] = atr_safe / close
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df = df.replace([np.inf, -np.inf], np.nan).fillna(0)
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if len(df) < self.WINDOW_SIZE: return None
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feature_matrix = df[self.features_list].iloc[-self.WINDOW_SIZE:].values.astype(np.float32)
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return feature_matrix
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except Exception as e:
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print(f"β [PatternNet] Preprocessing Error: {e}")
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return None
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def predict(self, ohlcv_data: dict) -> dict:
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if not self.initialized: return {'score': 0.0, 'error': 'Not Initialized'}
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try:
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target_tf = '15m'
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raw_data = ohlcv_data.get(target_tf)
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if raw_data is None: return {'score': 0.0, 'error': 'No 15m Data'}
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if isinstance(raw_data, list):
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df = pd.DataFrame(raw_data, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
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elif isinstance(raw_data, pd.DataFrame):
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df = raw_data
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else: return {'score': 0.0, 'error': f'Invalid Data Type'}
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if df.empty: return {'score': 0.0, 'error': 'Empty Data'}
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X_raw = self.preprocess_live_data(df)
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if X_raw is None: return {'score': 0.0, 'error': 'Not enough data'}
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X_scaled = self.scaler.transform(X_raw)
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X_tensor = torch.tensor(X_scaled.T).unsqueeze(0).to(self.device)
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with torch.no_grad():
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logits = self.model(X_tensor)
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probs = torch.softmax(logits, dim=1).cpu().numpy()[0]
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| 227 |
}
|
| 228 |
|
| 229 |
except Exception as e:
|
| 230 |
+
print(f"β [PatternNet] Inference Error: {e}")
|
| 231 |
traceback.print_exc()
|
| 232 |
return {'score': 0.0, 'error': str(e)}
|