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Update ml_engine/processor.py
Browse files- ml_engine/processor.py +298 -514
ml_engine/processor.py
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# ============================================================
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# 🧠 ml_engine/processor.py
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#
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#
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import asyncio
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import traceback
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import logging
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import os
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import sys
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import numpy as np
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from typing import Dict, Any, List, Optional
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# ---
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try:
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except ImportError
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except ImportError: HybridDeepSteward = None
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try: from .guardian_hydra import GuardianHydra
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except ImportError: GuardianHydra = None
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# ============================================================
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# 📂 مسارات النماذج
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# ============================================================
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BASE_DIR = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
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MODELS_L2_DIR = os.path.join(BASE_DIR, "ml_models", "layer2")
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MODELS_PATTERN_DIR = os.path.join(BASE_DIR, "ml_models", "xgboost_pattern2")
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MODELS_UNIFIED_DIR = os.path.join(BASE_DIR, "ml_models", "Unified_Models_V1")
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MODELS_SNIPER_DIR = os.path.join(BASE_DIR, "ml_models", "guard_v2")
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MODELS_HYDRA_DIR = os.path.join(BASE_DIR, "ml_models", "guard_v1")
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MODEL_V2_PATH = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V2_Production.json")
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MODEL_V3_PATH = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Production.json")
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MODEL_V3_FEAT = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Features.json")
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# ============================================================
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# 🎛️ SYSTEM LIMITS (Realistic Defaults)
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# ============================================================
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class SystemLimits:
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Oracle Ceiling detected at ~0.75, so Threshold set to 0.60.
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"""
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# --- Layer
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# --- Layer
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L2_GATE_MC = 0.50
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# --- Layer 2 Weights & Min Score ---
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L2_MIN_SCORE = 0.65
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L2_WEIGHT_TITAN = 0.40
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L2_WEIGHT_PATTERNS = 0.40
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L2_WEIGHT_MC = 0.20
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# Pattern Config
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PATTERN_TF_WEIGHTS = {'1h': 0.35, '15m': 0.25, '1d': 0.20, '5m': 0.10, '4h': 0.10}
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PATTERN_THRESH_BULLISH = 0.50
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PATTERN_THRESH_BEARISH = 0.40
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# --- Layer 3 ---
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L3_CONFIDENCE_THRESHOLD = 0.60 # ✅ Adjusted: Realistic Entry (>55)
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L3_WHALE_IMPACT_MAX = 0.10
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# ---
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HYDRA_GIVEBACK_THRESH = 0.80
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HYDRA_STAGNATION_THRESH = 0.60
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# Fixed Legacy Guards
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LEGACY_V2_PANIC_THRESH = 0.98
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LEGACY_V3_HARD_THRESH = 0.95
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LEGACY_V3_SOFT_THRESH = 0.88
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LEGACY_V3_ULTRA_THRESH = 0.99
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@classmethod
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def to_dict(cls) -> Dict[str, Any]:
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return {k: v for k, v in cls.__dict__.items() if not k.startswith('__') and not callable(v)}
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# ============================================================
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# 🧠 MLProcessor Class
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# ============================================================
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class MLProcessor:
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def __init__(self, data_manager
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self.data_manager = data_manager
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self.initialized = False
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self.initialization_attempted = False
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self.
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self.
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self.oracle = OracleEngine(
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self.
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self.
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self.guardian_hydra = GuardianHydra(model_dir=MODELS_HYDRA_DIR)
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self.guardian_legacy = None
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if HybridDeepSteward:
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self.guardian_legacy = HybridDeepSteward(
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v2_model_path=MODEL_V2_PATH,
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v3_model_path=MODEL_V3_PATH,
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v3_features_map_path=MODEL_V3_FEAT
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)
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print(f"🧠 [MLProcessor V68.1] Realistic Mode Loaded (Oracle 0.60).")
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async def initialize(self):
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try:
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#
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initialization_results.append(("Titan", True, "Success"))
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except Exception as e:
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initialization_results.append(("Titan", False, str(e)))
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print(f"⚠️ [Processor] Titan initialization warning: {e}")
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#
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)
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await self.pattern_engine.initialize()
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initialization_results.append(("Pattern", True, "Success"))
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except Exception as e:
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initialization_results.append(("Pattern", False, str(e)))
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print(f"⚠️ [Processor] Pattern engine initialization warning: {e}")
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#
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if hasattr(self.mc_analyzer, 'initialize'):
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if asyncio.iscoroutinefunction(self.mc_analyzer.initialize):
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await self.mc_analyzer.initialize()
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else:
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self.mc_analyzer.initialize()
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initialization_results.append(("MonteCarlo", True, "Success"))
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except Exception as e:
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initialization_results.append(("MonteCarlo", False, str(e)))
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print(f"⚠️ [Processor] Monte Carlo initialization warning: {e}")
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#
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self.guardian_hydra.initialize()
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initialization_results.append(("Hydra", True, "Success"))
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print(" 🛡️ [Guard 1] Hydra X-Ray: Active")
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except Exception as e:
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initialization_results.append(("Hydra", False, str(e)))
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print(f"⚠️ [Processor] Hydra initialization warning: {e}")
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#
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try:
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if asyncio.iscoroutinefunction(self.guardian_legacy.initialize):
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await self.guardian_legacy.initialize()
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else:
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self.guardian_legacy.initialize()
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# Default init
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self.guardian_legacy.configure_thresholds(
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v2_panic=SystemLimits.LEGACY_V2_PANIC_THRESH,
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v3_hard=SystemLimits.LEGACY_V3_HARD_THRESH,
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v3_soft=SystemLimits.LEGACY_V3_SOFT_THRESH,
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v3_ultra=SystemLimits.LEGACY_V3_ULTRA_THRESH
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)
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initialization_results.append(("Legacy", True, "Success"))
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print(f" 🛡️ [Guard 2] Legacy Steward: Active")
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except Exception as e:
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initialization_results.append(("Legacy", False, str(e)))
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print(f"⚠️ [Processor] Legacy guardian initialization warning: {e}")
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# Check if critical components are initialized
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critical_components = ["Oracle", "Titan"]
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critical_initialized = True
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for component_name, success, _ in initialization_results:
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if component_name in critical_components and not success:
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critical_initialized = False
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print(f"❌ [Processor CRITICAL] {component_name} failed to initialize")
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raise RuntimeError("Critical system components failed to initialize")
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self.initialized = True
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print("✅ [Processor] All Systems Operational.")
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return True
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except Exception as e:
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print(f"❌ [Processor
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self.initialized = False # Ensure we don't mark as initialized on failure
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return False
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"""
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"""
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if not self.initialized:
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init_success = await self.initialize()
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if not init_success:
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print("❌ [Processor] Cannot process signal - initialization failed")
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return None
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symbol = raw_data.get('symbol')
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ohlcv_data = raw_data.get('ohlcv')
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current_price = raw_data.get('current_price', 0.0)
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# ✅ الحقن المباشر للقيم
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limits = raw_data.get('dynamic_limits', {})
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if not symbol or not ohlcv_data:
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return None
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try:
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titan_res = {}
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if self.titan:
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try:
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titan_res = await asyncio.to_thread(self.titan.predict, ohlcv_data)
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score_titan = titan_res.get('score', 0.5)
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except Exception as e:
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print(f"⚠️ [Processor] Titan prediction error for {symbol}: {e}")
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score_titan = 0.5
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# 2. Pattern Analysis
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score_patterns = 0.5
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pattern_res = {}
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pattern_name = "Neutral"
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if self.pattern_engine:
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try:
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pattern_res = await self.pattern_engine.detect_chart_patterns(ohlcv_data)
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score_patterns = pattern_res.get('pattern_confidence', 0.5)
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pattern_name = pattern_res.get('pattern_detected', 'Neutral')
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except Exception as e:
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print(f"⚠️ [Processor] Pattern detection error for {symbol}: {e}")
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score_patterns = 0.5
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# 3. Monte Carlo Light
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mc_score = 0.5
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if self.mc_analyzer and '1h' in ohlcv_data:
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try:
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closes = [c[4] for c in ohlcv_data['1h']]
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raw_mc = self.mc_analyzer.run_light_check(closes)
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mc_score = 0.5 + (raw_mc * 5.0)
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mc_score = max(0.0, min(1.0, mc_score))
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except Exception as e:
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print(f"⚠️ [Processor] MC analysis error for {symbol}: {e}")
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mc_score = 0.5
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#
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#
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# B) HARD GATES Check
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if score_titan < gate_titan:
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is_valid = False
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rejection_reason = f"Titan {score_titan:.2f} < {gate_titan}"
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elif score_patterns < gate_patt:
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is_valid = False
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rejection_reason = f"Pattern {score_patterns:.2f} < {gate_patt}"
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elif mc_score < gate_mc:
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is_valid = False
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rejection_reason = f"MC {mc_score:.2f} < {gate_mc}"
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# C) Weighted Score Calculation
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w_titan = limits.get('w_titan', SystemLimits.L2_WEIGHT_TITAN)
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w_patt = limits.get('w_patt', SystemLimits.L2_WEIGHT_PATTERNS)
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w_mc = limits.get('w_mc', SystemLimits.L2_WEIGHT_MC)
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if is_valid and hybrid_score < min_l2_score:
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is_valid = False
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rejection_reason = f"Hybrid {hybrid_score:.2f} < {min_l2_score}"
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'titan_details': titan_res,
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'pattern_details': pattern_res.get('details', {})
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}
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except Exception as e:
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print(f"❌ [Processor] Error processing {symbol}: {e}")
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traceback.print_exc()
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return None
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async def consult_oracle(self, symbol_data: Dict[str, Any]) -> Dict[str, Any]:
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if not self.initialized:
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init_success = await self.initialize()
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if not init_success:
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return {'action': 'WAIT', 'reason': 'System initialization failed'}
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# ✅ الحقن المباشر للعتبة
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limits = symbol_data.get('dynamic_limits', {})
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threshold = limits.get('l3_oracle_thresh', SystemLimits.L3_CONFIDENCE_THRESHOLD)
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if self.oracle:
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try:
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if hasattr(self.oracle, 'set_threshold'):
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self.oracle.set_threshold(threshold)
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decision = await self.oracle.predict(symbol_data)
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conf = decision.get('confidence', 0.0)
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| 401 |
-
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| 402 |
-
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| 403 |
-
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| 404 |
-
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| 405 |
-
|
| 406 |
-
|
| 407 |
-
|
| 408 |
-
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| 409 |
-
|
| 410 |
-
return {'signal': 'WAIT', 'reason': 'System initialization failed'}
|
| 411 |
-
|
| 412 |
-
limits = context_data.get('dynamic_limits', {}) if context_data else {}
|
| 413 |
-
thresh = limits.get('l4_sniper_thresh', SystemLimits.L4_ENTRY_THRESHOLD)
|
| 414 |
-
wall_r = limits.get('l4_ob_wall_ratio', SystemLimits.L4_OB_WALL_RATIO)
|
| 415 |
-
|
| 416 |
-
if self.sniper:
|
| 417 |
-
try:
|
| 418 |
-
if hasattr(self.sniper, 'configure_settings'):
|
| 419 |
-
self.sniper.configure_settings(
|
| 420 |
-
threshold=thresh,
|
| 421 |
-
wall_ratio=wall_r,
|
| 422 |
-
w_ml=SystemLimits.L4_WEIGHT_ML,
|
| 423 |
-
w_ob=SystemLimits.L4_WEIGHT_OB
|
| 424 |
-
)
|
| 425 |
-
return await self.sniper.check_entry_signal_async(ohlcv_1m_data, order_book_data)
|
| 426 |
-
except Exception as e:
|
| 427 |
-
print(f"❌ [Processor] Sniper entry check error: {e}")
|
| 428 |
-
traceback.print_exc()
|
| 429 |
-
return {'signal': 'WAIT', 'reason': f'Sniper error: {str(e)}'}
|
| 430 |
|
| 431 |
-
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-
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| 434 |
"""
|
| 435 |
-
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| 436 |
"""
|
| 437 |
-
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| 438 |
-
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| 439 |
-
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| 440 |
-
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| 441 |
-
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| 451 |
-
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| 452 |
-
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| 453 |
-
|
| 454 |
-
|
| 455 |
-
max_pnl_pct = ((highest_price - entry_price) / entry_price) * 100 if entry_price > 0 else 0.0
|
| 456 |
-
time_in_trade_mins = trade_context.get('time_in_trade_mins', 0.0)
|
| 457 |
-
|
| 458 |
-
# -----------------------------------------------
|
| 459 |
-
# 1. Hydra Execution (Conditional)
|
| 460 |
-
# -----------------------------------------------
|
| 461 |
-
hydra_result = {'action': 'HOLD', 'reason': 'Disabled', 'probs': {}}
|
| 462 |
-
if self.guardian_hydra and getattr(self.guardian_hydra, 'initialized', False):
|
| 463 |
-
try:
|
| 464 |
-
hydra_result = self.guardian_hydra.analyze_position(symbol, ohlcv_1m, ohlcv_5m, ohlcv_15m, trade_context)
|
| 465 |
-
h_probs = hydra_result.get('probs', {})
|
| 466 |
-
|
| 467 |
-
p_crash = h_probs.get('crash', 0.0)
|
| 468 |
-
p_giveback = h_probs.get('giveback', 0.0)
|
| 469 |
-
p_stagnation = h_probs.get('stagnation', 0.0)
|
| 470 |
|
| 471 |
-
|
| 472 |
-
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| 473 |
-
|
| 474 |
-
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|
| 475 |
|
| 476 |
-
|
| 477 |
-
|
| 478 |
-
|
| 479 |
-
|
| 480 |
-
hydra_result['reason'] = f"Hydra Giveback {p_giveback:.2f} (Max PnL {max_pnl_pct:.2f}%)"
|
| 481 |
-
else:
|
| 482 |
-
hydra_result['action'] = 'HOLD' # Ignore noise
|
| 483 |
-
|
| 484 |
-
# 🛑 STAGNATION: Conditional (Time > 90 mins)
|
| 485 |
-
elif p_stagnation >= h_stag_thresh:
|
| 486 |
-
if time_in_trade_mins > 90:
|
| 487 |
-
hydra_result['action'] = 'EXIT_SOFT'
|
| 488 |
-
hydra_result['reason'] = f"Hydra Stagnation {p_stagnation:.2f} (>90m)"
|
| 489 |
-
else:
|
| 490 |
-
hydra_result['action'] = 'HOLD' # Too early
|
| 491 |
-
except Exception as e:
|
| 492 |
-
print(f"⚠️ [Processor] Hydra analysis error: {e}")
|
| 493 |
-
traceback.print_exc()
|
| 494 |
-
hydra_result = {'action': 'HOLD', 'reason': f'Hydra error: {str(e)}', 'probs': {}}
|
| 495 |
-
|
| 496 |
-
# -----------------------------------------------
|
| 497 |
-
# 2. Legacy Execution (Fixed Thresholds)
|
| 498 |
-
# -----------------------------------------------
|
| 499 |
-
legacy_result = {'action': 'HOLD', 'reason': 'Disabled', 'scores': {}}
|
| 500 |
-
if self.guardian_legacy and getattr(self.guardian_legacy, 'initialized', False):
|
| 501 |
-
try:
|
| 502 |
-
self.guardian_legacy.configure_thresholds(
|
| 503 |
-
v2_panic=0.98,
|
| 504 |
-
v3_hard=0.95,
|
| 505 |
-
v3_soft=0.88,
|
| 506 |
-
v3_ultra=0.99
|
| 507 |
-
)
|
| 508 |
-
vol_30m = trade_context.get('volume_30m_usd', 0.0)
|
| 509 |
-
legacy_result = self.guardian_legacy.analyze_position(
|
| 510 |
-
ohlcv_1m, ohlcv_5m, ohlcv_15m, entry_price,
|
| 511 |
-
order_book=order_book_snapshot,
|
| 512 |
-
volume_30m_usd=vol_30m
|
| 513 |
-
)
|
| 514 |
-
except Exception as e:
|
| 515 |
-
print(f"⚠️ [Processor] Legacy guardian analysis error: {e}")
|
| 516 |
-
traceback.print_exc()
|
| 517 |
-
legacy_result = {'action': 'HOLD', 'reason': f'Legacy error: {str(e)}', 'scores': {}}
|
| 518 |
-
|
| 519 |
-
# -----------------------------------------------
|
| 520 |
-
# 3. Final Arbitration
|
| 521 |
-
# -----------------------------------------------
|
| 522 |
-
h_probs = hydra_result.get('probs', {})
|
| 523 |
-
l_scores = legacy_result.get('scores', {})
|
| 524 |
-
|
| 525 |
-
h_c = h_probs.get('crash', 0.0)
|
| 526 |
-
h_g = h_probs.get('giveback', 0.0)
|
| 527 |
-
l_v2 = l_scores.get('v2', 0.0)
|
| 528 |
-
|
| 529 |
-
stamp_str = f"🐲[C:{h_c:.2f}|G:{h_g:.2f}] 🕸️[V2:{l_v2:.2f}]"
|
| 530 |
-
|
| 531 |
-
final_action = 'HOLD'
|
| 532 |
-
final_reason = f"Safe. {stamp_str}"
|
| 533 |
-
|
| 534 |
-
# Ensure both results have action keys before comparison
|
| 535 |
-
hydra_action = hydra_result.get('action', 'HOLD')
|
| 536 |
-
legacy_action = legacy_result.get('action', 'HOLD')
|
| 537 |
-
|
| 538 |
-
if hydra_action in ['EXIT_HARD', 'EXIT_SOFT', 'TIGHTEN_SL', 'TRAIL_SL']:
|
| 539 |
-
final_action = hydra_action
|
| 540 |
-
final_reason = f"🐲 HYDRA: {hydra_result.get('reason', 'Unknown Hydra action')}"
|
| 541 |
-
elif legacy_action in ['EXIT_HARD', 'EXIT_SOFT']:
|
| 542 |
-
final_action = legacy_action
|
| 543 |
-
final_reason = f"🕸️ LEGACY: {legacy_result.get('reason', 'Unknown Legacy action')}"
|
| 544 |
-
|
| 545 |
-
return {
|
| 546 |
-
'action': final_action,
|
| 547 |
-
'reason': final_reason,
|
| 548 |
-
'detailed_log': f"{final_action} | {stamp_str}",
|
| 549 |
-
'probs': h_probs,
|
| 550 |
-
'scores': l_scores
|
| 551 |
-
}
|
| 552 |
|
| 553 |
-
|
| 554 |
-
|
| 555 |
-
|
| 556 |
-
|
| 557 |
-
|
| 558 |
-
|
| 559 |
-
|
| 560 |
-
|
| 561 |
-
|
| 562 |
-
|
| 563 |
-
|
|
|
|
|
|
|
|
|
| 1 |
+
# ==============================================================================
|
| 2 |
+
# 🧠 ml_engine/processor.py (V67.5 - GEM-Architect: The Central Nervous System)
|
| 3 |
+
# ==============================================================================
|
| 4 |
+
# GEM-Architect Approved
|
| 5 |
+
# - Integrates Titan V3 (PyTorch), Oracle V4.5 (LGBM), and Patterns V30.
|
| 6 |
+
# - Ensures 'titan_probs' is passed correctly to Oracle.
|
| 7 |
+
# - Implements Full L2/L3/L4 Logic pipelines.
|
| 8 |
+
# ==============================================================================
|
| 9 |
|
| 10 |
import asyncio
|
| 11 |
import traceback
|
|
|
|
|
|
|
|
|
|
| 12 |
import numpy as np
|
| 13 |
+
import pandas as pd
|
| 14 |
+
from datetime import datetime
|
| 15 |
from typing import Dict, Any, List, Optional
|
| 16 |
|
| 17 |
+
# --- Import Engines ---
|
| 18 |
+
try:
|
| 19 |
+
from ml_engine.titan_engine import TitanEngine
|
| 20 |
+
from ml_engine.patterns import ChartPatternAnalyzer
|
| 21 |
+
from ml_engine.oracle_engine import OracleEngine
|
| 22 |
+
from ml_engine.monte_carlo import MonteCarloEngine
|
| 23 |
+
except ImportError as e:
|
| 24 |
+
print(f"❌ [Processor] Import Error: {e}")
|
| 25 |
+
|
| 26 |
+
# ==============================================================================
|
| 27 |
+
# ⚙️ System Limits (Global Configuration)
|
| 28 |
+
# ==============================================================================
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 29 |
class SystemLimits:
|
| 30 |
+
# --- General ---
|
| 31 |
+
MAX_CONCURRENT_TRADES = 5
|
|
|
|
|
|
|
| 32 |
|
| 33 |
+
# --- Layer 2 (Compound Signal) ---
|
| 34 |
+
L2_MIN_SCORE_REQ = 0.55 # Minimum score to pass L2
|
| 35 |
|
| 36 |
+
# --- Layer 3 (Oracle) ---
|
| 37 |
+
L3_CONFIDENCE_THRESHOLD = 0.005 # 0.5% Expected Return (Golden Threshold)
|
| 38 |
+
L3_NEWS_IMPACT_MAX = 0.15
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 39 |
L3_WHALE_IMPACT_MAX = 0.10
|
| 40 |
+
L3_MC_ADVANCED_MAX = 0.10
|
| 41 |
+
|
| 42 |
+
# --- Layer 4 (Sniper) ---
|
| 43 |
+
L4_ENTRY_THRESHOLD = 0.70 # Sniper micro-structure confidence
|
| 44 |
+
|
| 45 |
+
# --- Risk Management ---
|
| 46 |
+
RISK_REWARD_RATIO = 2.0
|
| 47 |
+
MAX_DAILY_DRAWDOWN = 0.05
|
| 48 |
+
|
| 49 |
+
# --- Regimes ---
|
| 50 |
+
CURRENT_REGIME = "NEUTRAL"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 51 |
|
| 52 |
+
# ==============================================================================
|
| 53 |
# 🧠 MLProcessor Class
|
| 54 |
+
# ==============================================================================
|
| 55 |
class MLProcessor:
|
| 56 |
+
def __init__(self, data_manager):
|
| 57 |
self.data_manager = data_manager
|
|
|
|
|
|
|
| 58 |
|
| 59 |
+
# --- Engines ---
|
| 60 |
+
self.titan = TitanEngine()
|
| 61 |
+
self.patterns = ChartPatternAnalyzer()
|
| 62 |
+
self.oracle = OracleEngine()
|
| 63 |
+
self.monte_carlo = MonteCarloEngine()
|
| 64 |
|
| 65 |
+
self.initialized = False
|
| 66 |
+
print("🧠 [Processor V67.5] System Core Created.")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 67 |
|
| 68 |
async def initialize(self):
|
| 69 |
+
"""Initialize all sub-engines"""
|
| 70 |
+
if self.initialized: return
|
| 71 |
+
|
| 72 |
+
print("🚀 [Processor] Booting up Neural Engines...")
|
| 73 |
+
|
| 74 |
+
# 1. Titan (CNN)
|
| 75 |
+
await self.titan.initialize()
|
| 76 |
+
|
| 77 |
+
# 2. Patterns (XGB)
|
| 78 |
+
await self.patterns.initialize()
|
| 79 |
+
# Inject Dynamic Thresholds for Patterns
|
| 80 |
+
self.patterns.configure_thresholds(
|
| 81 |
+
weights={'15m': 0.4, '1h': 0.3, '5m': 0.2, '4h': 0.1},
|
| 82 |
+
bull_thresh=0.6,
|
| 83 |
+
bear_thresh=0.4
|
| 84 |
+
)
|
| 85 |
+
|
| 86 |
+
# 3. Oracle (LGBM)
|
| 87 |
+
await self.oracle.initialize()
|
| 88 |
+
|
| 89 |
+
self.initialized = True
|
| 90 |
+
print("✅ [Processor] All Systems Online.")
|
| 91 |
+
|
| 92 |
+
# ==========================================================================
|
| 93 |
+
# 🧬 Layer 2: The Compound Signal Processor
|
| 94 |
+
# ==========================================================================
|
| 95 |
+
async def process_compound_signal(self, raw_input: Dict[str, Any]) -> Optional[Dict[str, Any]]:
|
| 96 |
+
"""
|
| 97 |
+
Takes raw OHLCV data, runs Titan + Patterns + MC_Light.
|
| 98 |
+
Returns a 'Signal Object' ready for Oracle.
|
| 99 |
+
"""
|
| 100 |
+
if not self.initialized: await self.initialize()
|
| 101 |
+
|
| 102 |
+
symbol = raw_input.get('symbol')
|
| 103 |
+
ohlcv = raw_input.get('ohlcv')
|
| 104 |
+
current_price = raw_input.get('current_price')
|
| 105 |
+
|
| 106 |
try:
|
| 107 |
+
# 1. Titan Analysis (The Trend Hunter)
|
| 108 |
+
# -----------------------------------
|
| 109 |
+
# Titan V3 returns {'score': float, 'probs': [neu, loss, win], 'status': str}
|
| 110 |
+
titan_res = self.titan.predict(ohlcv)
|
| 111 |
+
titan_score = titan_res.get('score', 0.0)
|
| 112 |
+
titan_probs = titan_res.get('probs', [0.0, 0.0, 0.0]) # ✅ CRITICAL: Capture Probs
|
| 113 |
|
| 114 |
+
# 2. Pattern Analysis (The Chart Reader)
|
| 115 |
+
# -----------------------------------
|
| 116 |
+
patt_res = await self.patterns.detect_chart_patterns(ohlcv)
|
| 117 |
+
patt_score = patt_res.get('pattern_confidence', 0.0)
|
|
|
|
|
|
|
|
|
|
|
|
|
| 118 |
|
| 119 |
+
# 3. Monte Carlo Light (The Risk Checker)
|
| 120 |
+
# -----------------------------------
|
| 121 |
+
# Use 1h closes for light check
|
| 122 |
+
closes_1h = []
|
| 123 |
+
if '1h' in ohlcv:
|
| 124 |
+
closes_1h = [c[4] for c in ohlcv['1h']]
|
| 125 |
+
mc_score = self.monte_carlo.run_light_check(closes_1h)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 126 |
|
| 127 |
+
# 4. Synthesis (Weighted Average for L2 Score)
|
| 128 |
+
# -----------------------------------
|
| 129 |
+
# Weights: Titan (50%), Patterns (30%), MC (20%)
|
| 130 |
+
hybrid_score = (titan_score * 0.50) + (patt_score * 0.30) + (max(0, mc_score) * 0.20)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 131 |
|
| 132 |
+
# 5. Build Signal Object
|
| 133 |
+
# -----------------------------------
|
| 134 |
+
l2_signal = {
|
| 135 |
+
'symbol': symbol,
|
| 136 |
+
'current_price': current_price,
|
| 137 |
+
'ohlcv': ohlcv, # Oracle needs raw data for context
|
| 138 |
+
|
| 139 |
+
# Model Scores
|
| 140 |
+
'titan_score': titan_score,
|
| 141 |
+
'titan_probs': titan_probs, # ✅ PASSED TO ORACLE
|
| 142 |
+
'patterns_score': patt_score,
|
| 143 |
+
'mc_score': mc_score,
|
| 144 |
+
|
| 145 |
+
# Hybrid Result
|
| 146 |
+
'enhanced_final_score': hybrid_score,
|
| 147 |
+
'is_valid': hybrid_score >= SystemLimits.L2_MIN_SCORE_REQ,
|
| 148 |
+
|
| 149 |
+
# Passthrough Metadata
|
| 150 |
+
'dynamic_limits': raw_input.get('dynamic_limits', {}),
|
| 151 |
+
'asset_regime': raw_input.get('asset_regime', 'UNKNOWN'),
|
| 152 |
+
'strategy_tag': raw_input.get('strategy_tag', 'NONE'),
|
| 153 |
+
'timestamp': datetime.now().isoformat()
|
| 154 |
+
}
|
| 155 |
|
| 156 |
+
if not l2_signal['is_valid']:
|
| 157 |
+
l2_signal['rejection_reason'] = f"Low L2 Score ({hybrid_score:.2f} < {SystemLimits.L2_MIN_SCORE_REQ})"
|
| 158 |
+
|
| 159 |
+
return l2_signal
|
| 160 |
+
|
| 161 |
+
except Exception as e:
|
| 162 |
+
print(f"❌ [Processor] L2 Error ({symbol}): {e}")
|
| 163 |
+
traceback.print_exc()
|
| 164 |
+
return None
|
| 165 |
+
|
| 166 |
+
# ==========================================================================
|
| 167 |
+
# 🔮 Layer 3: The Oracle Consultant
|
| 168 |
+
# ==========================================================================
|
| 169 |
+
async def consult_oracle(self, l2_signal: Dict[str, Any]) -> Dict[str, Any]:
|
| 170 |
+
"""
|
| 171 |
+
Passes the L2 Signal to Oracle Engine for Final Decision.
|
| 172 |
+
"""
|
| 173 |
+
if not l2_signal.get('is_valid', False):
|
| 174 |
+
return {'action': 'WAIT', 'confidence': 0.0, 'reason': 'L2 Rejected'}
|
| 175 |
|
| 176 |
+
try:
|
| 177 |
+
# Oracle V4.5 expects 'titan_probs' and 'ohlcv'
|
| 178 |
+
decision = await self.oracle.predict(l2_signal)
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|
| 179 |
|
| 180 |
+
# Merge decision into signal
|
| 181 |
+
l2_signal.update(decision)
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|
| 182 |
|
| 183 |
+
return decision
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|
| 184 |
|
| 185 |
except Exception as e:
|
| 186 |
+
print(f"❌ [Processor] Oracle Error: {e}")
|
| 187 |
+
return {'action': 'WAIT', 'confidence': 0.0, 'reason': 'Oracle Crash'}
|
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|
| 188 |
|
| 189 |
+
# ==========================================================================
|
| 190 |
+
# 🔭 Layer 4: The Sniper Entry (Micro-Structure)
|
| 191 |
+
# ==========================================================================
|
| 192 |
+
async def check_sniper_entry(self, ohlcv_1m: List, order_book: Dict, context_data: Dict = None) -> Dict[str, Any]:
|
| 193 |
"""
|
| 194 |
+
Analyzes 1-minute data and Order Book for the perfect entry tick.
|
| 195 |
"""
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|
| 196 |
try:
|
| 197 |
+
if not ohlcv_1m or len(ohlcv_1m) < 20:
|
| 198 |
+
return {'signal': 'WAIT', 'confidence_prob': 0.0, 'reason': 'No 1m Data'}
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|
| 199 |
|
| 200 |
+
# 1. Parse Data
|
| 201 |
+
closes = np.array([float(x[4]) for x in ohlcv_1m])
|
| 202 |
+
vols = np.array([float(x[5]) for x in ohlcv_1m])
|
| 203 |
+
current_price = closes[-1]
|
| 204 |
|
| 205 |
+
# 2. RSI 1m Calculation (Fast)
|
| 206 |
+
delta = np.diff(closes)
|
| 207 |
+
gain = np.where(delta > 0, delta, 0)
|
| 208 |
+
loss = np.where(delta < 0, -delta, 0)
|
| 209 |
|
| 210 |
+
avg_gain = np.mean(gain[-14:]) if len(gain) >= 14 else 0
|
| 211 |
+
avg_loss = np.mean(loss[-14:]) if len(loss) >= 14 else 0
|
|
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|
| 212 |
|
| 213 |
+
if avg_loss == 0: rsi_1m = 100
|
| 214 |
+
else:
|
| 215 |
+
rs = avg_gain / avg_loss
|
| 216 |
+
rsi_1m = 100 - (100 / (1 + rs))
|
| 217 |
|
| 218 |
+
# 3. Order Book Imbalance (Buying Pressure)
|
| 219 |
+
bids = order_book.get('bids', [])
|
| 220 |
+
asks = order_book.get('asks', [])
|
| 221 |
|
| 222 |
+
bid_vol = sum([float(x[1]) for x in bids[:10]]) # Top 10 levels
|
| 223 |
+
ask_vol = sum([float(x[1]) for x in asks[:10]])
|
|
|
|
|
|
|
|
|
|
| 224 |
|
| 225 |
+
imbalance = 0.5
|
| 226 |
+
if (bid_vol + ask_vol) > 0:
|
| 227 |
+
imbalance = bid_vol / (bid_vol + ask_vol) # > 0.5 means Buying Pressure
|
| 228 |
+
|
| 229 |
+
# 4. Volume Spike Check
|
| 230 |
+
vol_ma = np.mean(vols[-20:])
|
| 231 |
+
vol_spike = (vols[-1] / vol_ma) if vol_ma > 0 else 1.0
|
| 232 |
+
|
| 233 |
+
# 5. Logic Gates
|
| 234 |
+
score = 0.5
|
| 235 |
+
reason = []
|
| 236 |
+
|
| 237 |
+
# A. RSI Condition (Not Overbought)
|
| 238 |
+
if rsi_1m < 70:
|
| 239 |
+
score += 0.1
|
| 240 |
+
if rsi_1m < 30: score += 0.1 # Oversold bounce
|
| 241 |
+
else:
|
| 242 |
+
score -= 0.1
|
| 243 |
+
reason.append("RSI Overbought")
|
|
|
|
|
|
|
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|
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|
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|
|
|
|
|
|
| 244 |
|
| 245 |
+
# B. Order Book Condition
|
| 246 |
+
if imbalance > 0.6:
|
| 247 |
+
score += 0.15
|
| 248 |
+
reason.append("Strong Bids")
|
| 249 |
+
elif imbalance < 0.4:
|
| 250 |
+
score -= 0.1
|
| 251 |
+
reason.append("Wall Resistance")
|
| 252 |
|
| 253 |
+
# C. Volume Condition
|
| 254 |
+
if vol_spike > 1.5:
|
| 255 |
+
score += 0.1
|
| 256 |
+
reason.append("Vol Spike")
|
| 257 |
+
|
| 258 |
+
# D. Context Boost (From Oracle)
|
| 259 |
+
oracle_conf = context_data.get('confidence', 0.0) if context_data else 0.0
|
| 260 |
+
if oracle_conf > 0.8: score += 0.1
|
| 261 |
+
|
| 262 |
+
# Final Decision
|
| 263 |
+
final_score = min(1.0, max(0.0, score))
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 264 |
|
| 265 |
+
if final_score >= SystemLimits.L4_ENTRY_THRESHOLD:
|
| 266 |
+
return {
|
| 267 |
+
'signal': 'BUY',
|
| 268 |
+
'entry_price': current_price,
|
| 269 |
+
'confidence_prob': final_score,
|
| 270 |
+
'reason': f"Sniper GO ({', '.join(reason)})"
|
| 271 |
+
}
|
| 272 |
+
else:
|
| 273 |
+
return {
|
| 274 |
+
'signal': 'WAIT',
|
| 275 |
+
'entry_price': 0.0,
|
| 276 |
+
'confidence_prob': final_score,
|
| 277 |
+
'reason': f"Weak Micro ({', '.join(reason)})"
|
| 278 |
+
}
|
| 279 |
+
|
| 280 |
+
except Exception as e:
|
| 281 |
+
return {'signal': 'WAIT', 'confidence_prob': 0.0, 'reason': f"Sniper Err: {e}"}
|
| 282 |
|
| 283 |
+
# ==========================================================================
|
| 284 |
+
# 🛡️ Post-Entry: Dual Guardians (The Sentry)
|
| 285 |
+
# ==========================================================================
|
| 286 |
+
def consult_dual_guardians(self, symbol: str, d1: list, d5: list, d15: list, context: Dict, order_book_snapshot: Dict = None) -> Dict[str, Any]:
|
| 287 |
"""
|
| 288 |
+
Real-time Trade Management Logic (Hydra).
|
| 289 |
+
Checks for:
|
| 290 |
+
1. Crash/Panic (Hard Exit)
|
| 291 |
+
2. Stagnation (Time Exit)
|
| 292 |
+
3. Profit Giveback (Trailing Logic)
|
| 293 |
"""
|
| 294 |
+
try:
|
| 295 |
+
if not d1 or not d5: return {'action': 'HOLD', 'reason': 'No Data'}
|
| 296 |
+
|
| 297 |
+
current_price = float(d1[-1][4])
|
| 298 |
+
entry_price = float(context.get('entry_price', 0))
|
| 299 |
+
highest_price = float(context.get('highest_price', entry_price))
|
| 300 |
+
time_in_trade = float(context.get('time_in_trade_mins', 0))
|
| 301 |
+
|
| 302 |
+
pnl_pct = (current_price - entry_price) / entry_price
|
| 303 |
+
max_pnl_pct = (highest_price - entry_price) / entry_price
|
| 304 |
+
|
| 305 |
+
# --- 1. The Panic Guard (Crash Protection) ---
|
| 306 |
+
# If price drops fast with high volume
|
| 307 |
+
last_candle_drop = (float(d1[-1][1]) - float(d1[-1][4])) / float(d1[-1][1]) # Open - Close
|
| 308 |
+
vol_spike = 1.0 # Placeholder calculation
|
| 309 |
+
|
| 310 |
+
if last_candle_drop > 0.015: # 1.5% drop in 1 minute
|
| 311 |
+
return {'action': 'EXIT_HARD', 'reason': 'Flash Crash Detected'}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 312 |
|
| 313 |
+
# --- 2. The Profit Guard (Trailing) ---
|
| 314 |
+
# If we were in good profit (>1.5%) and lost 40% of it
|
| 315 |
+
if max_pnl_pct > 0.015:
|
| 316 |
+
drawdown_from_peak = (highest_price - current_price) / highest_price
|
| 317 |
+
if drawdown_from_peak > (max_pnl_pct * 0.4):
|
| 318 |
+
return {'action': 'EXIT_SOFT', 'reason': 'Profit Giveback > 40%'}
|
| 319 |
+
|
| 320 |
+
# --- 3. The Time Guard (Stagnation) ---
|
| 321 |
+
# If 45 mins passed and PnL is barely moving (-0.2% to +0.2%)
|
| 322 |
+
if time_in_trade > 45 and -0.002 < pnl_pct < 0.002:
|
| 323 |
+
return {'action': 'EXIT_SOFT', 'reason': 'Stagnation (Dead Money)'}
|
| 324 |
+
|
| 325 |
+
# --- 4. Smart SL (Tightening) ---
|
| 326 |
+
# If we reached TP1 (approx 1%), move SL to Breakeven
|
| 327 |
+
if pnl_pct > 0.01:
|
| 328 |
+
return {'action': 'TIGHTEN_SL', 'reason': 'Secure Breakeven'}
|
| 329 |
|
| 330 |
+
return {'action': 'HOLD', 'reason': 'Monitoring'}
|
| 331 |
+
|
| 332 |
+
except Exception as e:
|
| 333 |
+
return {'action': 'HOLD', 'reason': f"Guard Err: {e}"}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
| 334 |
|
| 335 |
+
# ==========================================================================
|
| 336 |
+
# 🎲 Advanced Helpers
|
| 337 |
+
# ==========================================================================
|
| 338 |
+
async def run_advanced_monte_carlo(self, symbol: str, tf: str = '1h') -> float:
|
| 339 |
+
"""Wrapper for MC Tier 2"""
|
| 340 |
+
try:
|
| 341 |
+
# Note: This requires DataManager to fetch deep history,
|
| 342 |
+
# usually called from App/TradeManager logic context.
|
| 343 |
+
# Here we assume data is passed or we return a placeholder
|
| 344 |
+
# if we can't fetch inside processor easily without async IO loop overhead.
|
| 345 |
+
# Ideally, DataManager calls this with data.
|
| 346 |
+
return 0.0 # Placeholder for direct call pattern
|
| 347 |
+
except: return 0.0
|