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Update ml_engine/data_manager.py
Browse files- ml_engine/data_manager.py +175 -251
ml_engine/data_manager.py
CHANGED
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@@ -1,6 +1,6 @@
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# ============================================================
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# 📂 ml_engine/data_manager.py
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# (
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# ============================================================
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import asyncio
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@@ -9,32 +9,30 @@ import traceback
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import logging
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import pandas as pd
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import numpy as np
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from typing import List, Dict, Any
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try:
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from ml_engine.processor import SystemLimits
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except ImportError:
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#
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class SystemLimits:
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L1_MIN_AFFINITY_SCORE =
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#
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import ccxt.async_support as ccxt
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# ============================================================
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# 📝 إعدادات التسجيل (Logging Configuration)
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# ============================================================
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logging.getLogger("httpx").setLevel(logging.WARNING)
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logging.getLogger("httpcore").setLevel(logging.WARNING)
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logging.getLogger("ccxt").setLevel(logging.WARNING)
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class DataManager:
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"""
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DataManager
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يتميز بنظام 'Synergy Matrix' المرن الذي يتكيف مع ظروف السوق (Rescue Mode).
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"""
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def __init__(self, contracts_db, whale_monitor, r2_service=None):
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'UP', 'DOWN', 'BEAR', 'BULL', '3S', '3L', 'USDD', 'USDP'
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]
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print(f"📦 [DataManager
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async def initialize(self):
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"""تهيئة مدير البيانات والاتصالات"""
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print(" > [DataManager] Starting initialization...")
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try:
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# ✅ GEM-Architect: زيادة الـ Timeout لتجنب مشاكل الشبكة أثناء الضغط
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self.http_client = httpx.AsyncClient(timeout=60.0)
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await self._load_markets()
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print(f"✅ [DataManager
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except Exception as e:
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print(f"❌ [DataManager] Init Error: {e}")
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traceback.print_exc()
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@@ -83,7 +80,6 @@ class DataManager:
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if not self.exchange.markets:
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await self.exchange.load_markets()
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self.market_cache = self.exchange.markets
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# print(f" -> [DataManager] Markets loaded: {len(self.market_cache)} pairs.")
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except Exception as e:
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print(f"❌ [DataManager] Market load failed: {e}")
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traceback.print_exc()
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print("🛑 [DataManager] Connections Closed.")
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# ==================================================================
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# 🚀 R2 Compatibility
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# ==================================================================
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async def load_contracts_from_r2(self):
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"""تحميل قاعدة بيانات العقود من خدمة R2"""
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if not self.r2_service: return
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try:
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self.contracts_db = await self.r2_service.load_contracts_db_async()
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self.contracts_db = {}
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def get_contracts_db(self) -> Dict[str, Any]:
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"""إرجاع قاعدة البيانات الحالية"""
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return self.contracts_db
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# ==================================================================
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# 🛡️ Layer 1:
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# ==================================================================
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async def layer1_rapid_screening(self) -> List[Dict[str, Any]]:
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"""
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ا
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تقوم بمسح أفضل 100 عملة وتفعيل وضع الإنقاذ إذا كانت النتائج صفرية.
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"""
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initial_candidates = await self._stage0_universe_filter()
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return []
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#
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top_liquid_candidates = initial_candidates[:100]
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#
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#
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for item in enriched_data:
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item['l1_score'] = score
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item['tags'] = affinity_result['tags']
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debug_scores.append(score)
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# إذا حققت الحد الأدنى من النقاط، نضيفها للقائمة
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if score >= current_threshold:
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scored_candidates.append(item)
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# 4. 🔥 نظام الإنقاذ (Rescue Mode)
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# إذا لم نجد أي عملة بالفلتر القاسي، نخفض المعايير فوراً بدلاً من إرجاع قائمة فارغة
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if len(scored_candidates) == 0 and len(enriched_data) > 0:
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max_found_score = max(debug_scores) if debug_scores else 0
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print(f"⚠️ [Layer 1] Too strict! Max score found was {max_found_score:.2f}. Activating Rescue Mode...")
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# إعادة المحاولة بحد أدنى 0 (أي عملة إيجابية تقنياً)
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for item in enriched_data:
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if item['l1_score'] > 0:
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scored_candidates.append(item)
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if
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#
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print("-" * 75)
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print(f"{'SYMBOL':<12} | {'SCORE':<6} | {'TAGS'}")
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print("-" * 75)
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for item in scored_candidates[:5]: # طباعة أفضل 5 فقط لعدم إغراق السجل
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tags_str = ", ".join(item.get('tags', []))
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print(f"{item['symbol']:<12} | {item['l1_score']:<6.1f} | {tags_str}")
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print("-" * 75)
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else:
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# نختار أفضل 40 عملة فقط لتمريرها للمعالجة العميقة (L2/L3)
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final_selection = scored_candidates[:40]
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#
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print(f"✅ [Layer 1] Passed {len(cleaned_selection)} Synergy assets to Processor.")
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return cleaned_selection
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#
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# Stage 0
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#
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async def _stage0_universe_filter(self) -> List[Dict[str, Any]]:
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"""
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فلتر أولي سريع
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- العملات ذات السيولة المعدومة (أقل من 300 ألف دولار).
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- العملات المستقرة والمحظورة.
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- العملات ذات السعر الصفري تقريباً (أخطاء بيانات).
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"""
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try:
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tickers = await self.exchange.fetch_tickers()
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candidates = []
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for symbol, ticker in tickers.items():
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# نقبل فقط أزواج USDT
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if not symbol.endswith('/USDT'): continue
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# التحقق من القائمة السوداء
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base_curr = symbol.split('/')[0]
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if any(bad in base_curr for bad in self.BLACKLIST_TOKENS): continue
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# شرط السيولة (Quote Volume)
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quote_vol = ticker.get('quoteVolume')
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if not quote_vol or quote_vol < 300_000: continue # Min 300k USDT
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# شرط السعر المنطقي
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last_price = ticker.get('last')
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if not last_price or last_price < 0.0001: continue
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'symbol': symbol,
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'quote_volume': quote_vol,
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'current_price': last_price,
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'change_24h': ticker.get('percentage', 0.0)
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})
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# الترتيب حسب السيولة لضمان أننا نفحص الأقوى أولاً
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candidates.sort(key=lambda x: x['quote_volume'], reverse=True)
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return candidates
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except Exception as e:
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print(f"❌ [L1 Error] Universe filter failed: {e}")
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return []
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"""
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يتم تقسيم العملات إلى دفعات (Chunks) لتجنب الحظر.
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"""
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results = []
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for i in range(0, len(candidates), chunk_size):
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chunk = candidates[i:i + chunk_size]
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# إنشاء مهام غير متزامنة لكل عملة في الدفعة
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chunk_tasks = [self._fetch_single_full_data(c) for c in chunk]
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# تنفيذ المهام وانتظار النتائج
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chunk_results = await asyncio.gather(*chunk_tasks)
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# تجميع النتائج الصالحة فقط
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results.extend([r for r in chunk_results if r is not None])
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# استراحة قصيرة جداً لتخفيف الحمل على الذاكرة والشبكة
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await asyncio.sleep(0.1)
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return results
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"""جلب بيانات عملة واحدة (شارت + عمق)"""
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symbol = candidate['symbol']
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try:
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ohlcv_task = self.exchange.fetch_ohlcv(symbol, '1h', limit=205)
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# 2. طلب دفتر الطلبات (Order Book) - لقطة لأفضل 20 مستوى فقط
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ob_task = self.exchange.fetch_order_book(symbol, limit=20)
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# تنفيذ الطلبين معاً
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ohlcv_1h, order_book = await asyncio.gather(ohlcv_task, ob_task)
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return None # بيانات غير كافية للتحليل
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candidate['ohlcv_1h'] = ohlcv_1h
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candidate['order_book_snapshot'] = order_book
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return candidate
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except Exception:
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# في حال فشل الجلب (Timeout أو غيره)، نتجاهل العملة
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return None
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# ------------------------------------------------------------------
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# 🧠 The Logic Core: Synergy Matrix Scoring (New V18.2 Logic)
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# ------------------------------------------------------------------
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def _calculate_synergy_score(self, data: Dict[str, Any]) -> Dict[str, Any]:
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"""
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مصفوفة التوافق (Synergy Matrix):
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تقوم بحساب النقاط بناءً على العلاقات المترابطة بين المؤشرات.
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لا تعتمد على القيم المطلقة فقط، بل على سياق السوق.
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"""
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try:
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# تحويل البيانات إلى DataFrame للتحليل
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df = pd.DataFrame(data['ohlcv_1h'], columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
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ob = data.get('order_book_snapshot', {})
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df['close'] = df['close'].astype(float)
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df['volume'] = df['volume'].astype(float)
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# --- 1. حساب المؤشرات الفنية الأساسية ---
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# EMA (العمود الفقري للاتجاه)
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df['ema50'] = df['close'].ewm(span=50, adjust=False).mean()
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df['ema200'] = df['close'].ewm(span=200, adjust=False).mean()
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# RSI (مؤشر الزخم)
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delta = df['close'].diff()
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gain = (delta.where(delta > 0, 0)).rolling(14).mean()
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loss = (-delta.where(delta < 0, 0)).rolling(14).mean()
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rs = gain / loss
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df['rsi'] = 100 - (100 / (1 + rs))
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# Volume MA (متوسط الحجم)
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df['vol_ma'] = df['volume'].rolling(20).mean()
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curr = df.iloc[-1]
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score = 0.0
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tags = []
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# --- 2. تحليل دفتر الطلبات (Macro Order Book) ---
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# حساب نسبة ضغط الشراء مقابل البيع (Bid/Ask Ratio)
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depth_ratio = 1.0
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total_bids = 0
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if ob and 'bids' in ob and 'asks' in ob:
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total_bids = sum([b[1] for b in ob['bids']])
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total_asks = sum([a[1] for a in ob['asks']])
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if total_asks > 0:
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depth_ratio = total_bids / total_asks
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# --- 3. مصفوفة العلاقات (Logic Execution) ---
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close = curr['close']
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ema50 = curr['ema50']
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ema200 = curr['ema200']
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rsi = curr['rsi']
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# الحالة A: الثور المؤكد (Confirmed Trend)
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# السعر فوق المتوسطات + يوجد دعم حقيقي في الدفتر
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if close > ema50 and close > ema200:
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base_trend = 20
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if depth_ratio > 1.1: # توافق إيجابي
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score += (base_trend * 1.5)
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tags.append("ConfirmedTrend")
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elif depth_ratio < 0.8: # تناقض (سعر صاعد لكن الحيتان يبيعون)
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score -= 20
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tags.append("BullTrap⚠️")
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else:
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score += base_trend # اتجاه صاعد عادي
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# الحالة B: صيد الحيتان / الارتداد (Whale Net)
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| 378 |
-
# السعر تحت المتوسطات (هابط) لكن الدفتر يظهر شراء عنيف
|
| 379 |
-
elif close < ema50:
|
| 380 |
-
if depth_ratio > 1.5 and rsi < 35: # شراء قوي جداً عند القاع
|
| 381 |
-
score += 40 # نغفر سلبية المتوسط بسبب قوة الدفتر
|
| 382 |
-
tags.append("WhaleNet🔥")
|
| 383 |
-
elif depth_ratio > 1.2:
|
| 384 |
-
score += 15
|
| 385 |
-
tags.append("SupprortBuild")
|
| 386 |
-
else:
|
| 387 |
-
score -= 30 # هبوط بدون دعم = انهيار
|
| 388 |
-
|
| 389 |
-
# الحالة C: الزخم والحجم (Momentum & Volume)
|
| 390 |
-
# حساب الحجم النسبي (Relative Volume)
|
| 391 |
-
rvol = curr['volume'] / curr['vol_ma'] if curr['vol_ma'] > 0 else 1.0
|
| 392 |
-
|
| 393 |
-
if rsi > 50 and rsi < 75:
|
| 394 |
-
if rvol > 1.2: # زخم سعري مع سيولة
|
| 395 |
-
score += 15
|
| 396 |
-
tags.append("MomVol")
|
| 397 |
-
else:
|
| 398 |
-
score += 5
|
| 399 |
-
|
| 400 |
-
# حالة خاصة: الامتداد السعري المفرط (Over Extension)
|
| 401 |
-
# السعر ابتعد كثيراً عن المتوسط (خطر التصحيح)
|
| 402 |
-
dist_from_ema = (close - ema50) / ema50
|
| 403 |
-
if dist_from_ema > 0.20: # 20% فوق المتوسط
|
| 404 |
-
score -= 10
|
| 405 |
-
tags.append("OverExtended")
|
| 406 |
-
|
| 407 |
-
# إرجاع النتيجة
|
| 408 |
-
return {
|
| 409 |
-
'is_eligible': score > SystemLimits.L1_MIN_AFFINITY_SCORE,
|
| 410 |
-
'score': score,
|
| 411 |
-
'tags': tags
|
| 412 |
-
}
|
| 413 |
-
|
| 414 |
-
except Exception as e:
|
| 415 |
-
# في حال حدوث خطأ حسابي، نرفض العملة للأمان
|
| 416 |
-
return {'is_eligible': False, 'score': 0, 'tags': []}
|
| 417 |
-
|
| 418 |
# ==================================================================
|
| 419 |
-
# 🎯 Public Helpers
|
| 420 |
# ==================================================================
|
| 421 |
async def get_latest_price_async(self, symbol: str) -> float:
|
| 422 |
-
"""جلب آخر سعر للعملة"""
|
| 423 |
try:
|
| 424 |
ticker = await self.exchange.fetch_ticker(symbol)
|
| 425 |
return float(ticker['last'])
|
| 426 |
except Exception: return 0.0
|
| 427 |
|
| 428 |
async def get_latest_ohlcv(self, symbol: str, timeframe: str = '5m', limit: int = 100) -> List[List[float]]:
|
| 429 |
-
"""جلب بيانات الشموع (OHLCV)"""
|
| 430 |
try:
|
| 431 |
candles = await self.exchange.fetch_ohlcv(symbol, timeframe, limit=limit)
|
| 432 |
return candles or []
|
| 433 |
except Exception: return []
|
| 434 |
|
| 435 |
async def get_order_book_snapshot(self, symbol: str, limit: int = 20) -> Dict[str, Any]:
|
| 436 |
-
"""جلب لقطة سريعة لدفتر الطلبات"""
|
| 437 |
try:
|
| 438 |
ob = await self.exchange.fetch_order_book(symbol, limit)
|
| 439 |
return ob
|
| 440 |
except Exception: return {}
|
| 441 |
|
| 442 |
def get_supported_timeframes(self):
|
| 443 |
-
"""إرجاع الإطارات الزمنية المدعومة"""
|
| 444 |
return list(self.exchange.timeframes.keys()) if self.exchange else []
|
|
|
|
| 1 |
# ============================================================
|
| 2 |
# 📂 ml_engine/data_manager.py
|
| 3 |
+
# (V36.0 - GEM-Architect: Regime-Adaptive Vision Full)
|
| 4 |
# ============================================================
|
| 5 |
|
| 6 |
import asyncio
|
|
|
|
| 9 |
import logging
|
| 10 |
import pandas as pd
|
| 11 |
import numpy as np
|
| 12 |
+
import pandas_ta as ta
|
| 13 |
from typing import List, Dict, Any
|
| 14 |
|
| 15 |
+
import ccxt.async_support as ccxt
|
| 16 |
+
|
| 17 |
+
# ✅ استيراد الدستور الديناميكي (لقراءة الحالة الحالية)
|
| 18 |
try:
|
| 19 |
from ml_engine.processor import SystemLimits
|
| 20 |
except ImportError:
|
| 21 |
+
# Fallback إذا لم يتم التحميل بعد
|
| 22 |
class SystemLimits:
|
| 23 |
+
L1_MIN_AFFINITY_SCORE = 15.0
|
| 24 |
+
CURRENT_REGIME = "RANGE"
|
| 25 |
|
| 26 |
+
# إعدادات التسجيل لإسكات الإزعاج
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 27 |
logging.getLogger("httpx").setLevel(logging.WARNING)
|
| 28 |
logging.getLogger("httpcore").setLevel(logging.WARNING)
|
| 29 |
logging.getLogger("ccxt").setLevel(logging.WARNING)
|
| 30 |
|
| 31 |
class DataManager:
|
| 32 |
"""
|
| 33 |
+
DataManager V36.0 (The Chameleon Eye)
|
| 34 |
+
- تتغير خوارزمية الفلترة (L1) تماماً بناءً على حالة السوق (Regime).
|
| 35 |
+
- تعتمد على SystemLimits.CURRENT_REGIME لتحديد التكتيك.
|
|
|
|
| 36 |
"""
|
| 37 |
|
| 38 |
def __init__(self, contracts_db, whale_monitor, r2_service=None):
|
|
|
|
| 59 |
'UP', 'DOWN', 'BEAR', 'BULL', '3S', '3L', 'USDD', 'USDP'
|
| 60 |
]
|
| 61 |
|
| 62 |
+
print(f"📦 [DataManager V36.0] Adaptive Vision Online.")
|
| 63 |
|
| 64 |
async def initialize(self):
|
| 65 |
"""تهيئة مدير البيانات والاتصالات"""
|
| 66 |
print(" > [DataManager] Starting initialization...")
|
| 67 |
try:
|
|
|
|
| 68 |
self.http_client = httpx.AsyncClient(timeout=60.0)
|
| 69 |
await self._load_markets()
|
| 70 |
+
print(f"✅ [DataManager] Ready (Mode: {getattr(SystemLimits, 'CURRENT_REGIME', 'UNKNOWN')}).")
|
| 71 |
except Exception as e:
|
| 72 |
print(f"❌ [DataManager] Init Error: {e}")
|
| 73 |
traceback.print_exc()
|
|
|
|
| 80 |
if not self.exchange.markets:
|
| 81 |
await self.exchange.load_markets()
|
| 82 |
self.market_cache = self.exchange.markets
|
|
|
|
| 83 |
except Exception as e:
|
| 84 |
print(f"❌ [DataManager] Market load failed: {e}")
|
| 85 |
traceback.print_exc()
|
|
|
|
| 93 |
print("🛑 [DataManager] Connections Closed.")
|
| 94 |
|
| 95 |
# ==================================================================
|
| 96 |
+
# 🚀 R2 Compatibility
|
| 97 |
# ==================================================================
|
| 98 |
async def load_contracts_from_r2(self):
|
|
|
|
| 99 |
if not self.r2_service: return
|
| 100 |
try:
|
| 101 |
self.contracts_db = await self.r2_service.load_contracts_db_async()
|
|
|
|
| 105 |
self.contracts_db = {}
|
| 106 |
|
| 107 |
def get_contracts_db(self) -> Dict[str, Any]:
|
|
|
|
| 108 |
return self.contracts_db
|
| 109 |
+
|
| 110 |
# ==================================================================
|
| 111 |
+
# 🛡️ Layer 1: Regime-Adaptive Screening (The Core Update)
|
| 112 |
# ==================================================================
|
| 113 |
async def layer1_rapid_screening(self) -> List[Dict[str, Any]]:
|
| 114 |
"""
|
| 115 |
+
تقوم باختيار استراتيجية المسح بناءً على حالة السوق الحالية.
|
|
|
|
| 116 |
"""
|
| 117 |
+
# 1. تحديد الحالة من الدستور
|
| 118 |
+
# ملاحظة: AdaptiveHub هو المسؤول عن تحديث هذه القيمة في SystemLimits
|
| 119 |
+
current_regime = getattr(SystemLimits, "CURRENT_REGIME", "RANGE")
|
| 120 |
+
min_score = getattr(SystemLimits, "L1_MIN_AFFINITY_SCORE", 15.0)
|
| 121 |
|
| 122 |
+
print(f"🔍 [Layer 1] Screening Mode: {current_regime} | Min Score: {min_score}")
|
|
|
|
| 123 |
|
| 124 |
+
# 2. جلب الكون الأولي (Universe) - استخدام الفلتر الأساسي الكامل
|
| 125 |
+
all_tickers = await self._stage0_universe_filter()
|
| 126 |
+
if not all_tickers:
|
| 127 |
+
print("⚠️ [Layer 1] No tickers passed Stage 0.")
|
| 128 |
return []
|
| 129 |
|
| 130 |
+
# 3. توجيه المسح حسب الاستراتيجية
|
| 131 |
+
candidates = []
|
|
|
|
| 132 |
|
| 133 |
+
if current_regime == "BULL":
|
| 134 |
+
candidates = self._pre_filter_bull(all_tickers)
|
| 135 |
+
elif current_regime == "BEAR":
|
| 136 |
+
candidates = self._pre_filter_bear(all_tickers)
|
| 137 |
+
elif current_regime == "DEAD":
|
| 138 |
+
candidates = self._pre_filter_dead(all_tickers)
|
| 139 |
+
else: # RANGE or Default
|
| 140 |
+
candidates = self._pre_filter_range(all_tickers)
|
| 141 |
+
|
| 142 |
+
print(f" -> Pre-filter selected {len(candidates)} candidates for Deep Scan.")
|
| 143 |
|
| 144 |
+
# 4. الجلب العميق للبيانات (Deep Data Fetch)
|
| 145 |
+
# نأخذ أفضل 60 عملة فقط لتوفير الموارد
|
| 146 |
+
top_candidates = candidates[:60]
|
| 147 |
+
enriched_data = await self._fetch_technical_and_depth_batch(top_candidates)
|
| 148 |
|
| 149 |
+
if not enriched_data:
|
| 150 |
+
print("❌ [Layer 1] Failed to fetch deep data.")
|
| 151 |
+
return []
|
| 152 |
|
| 153 |
+
# 5. حساب النقاط (Synergy Score) بناءً على الحالة
|
| 154 |
+
final_selection = []
|
|
|
|
| 155 |
for item in enriched_data:
|
| 156 |
+
synergy = self._calculate_adaptive_score(item, current_regime)
|
| 157 |
+
item['l1_score'] = synergy['score']
|
| 158 |
+
item['tags'] = synergy['tags']
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 159 |
|
| 160 |
+
if item['l1_score'] >= min_score:
|
| 161 |
+
final_selection.append(item)
|
| 162 |
|
| 163 |
+
# ترتيب نهائي وتنظيف
|
| 164 |
+
final_selection.sort(key=lambda x: x['l1_score'], reverse=True)
|
| 165 |
+
|
| 166 |
+
# طباعة عينة للمراقبة
|
| 167 |
+
if final_selection:
|
| 168 |
+
print(f" -> Top pick: {final_selection[0]['symbol']} (Score: {final_selection[0]['l1_score']:.1f})")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 169 |
else:
|
| 170 |
+
print("⚠️ [Layer 1] No candidates passed the adaptive score threshold.")
|
|
|
|
|
|
|
|
|
|
| 171 |
|
| 172 |
+
# نمرر أفضل 40 للمعالج
|
| 173 |
+
return [
|
| 174 |
+
{
|
| 175 |
+
'symbol': c['symbol'],
|
| 176 |
+
'quote_volume': c.get('quote_volume', 0),
|
| 177 |
+
'current_price': c.get('current_price', 0),
|
| 178 |
+
'type': ','.join(c.get('tags', [])),
|
| 179 |
+
'l1_score': c.get('l1_score', 0)
|
| 180 |
+
}
|
| 181 |
+
for c in final_selection[:40]
|
| 182 |
+
]
|
|
|
|
|
|
|
| 183 |
|
| 184 |
+
# ==================================================================
|
| 185 |
+
# 🌍 Stage 0 & Pre-Filters
|
| 186 |
+
# ==================================================================
|
| 187 |
async def _stage0_universe_filter(self) -> List[Dict[str, Any]]:
|
| 188 |
"""
|
| 189 |
+
فلتر أولي سريع لاستبعاد العملات الميتة أو المحظورة.
|
|
|
|
|
|
|
|
|
|
| 190 |
"""
|
| 191 |
try:
|
| 192 |
tickers = await self.exchange.fetch_tickers()
|
| 193 |
candidates = []
|
| 194 |
|
| 195 |
for symbol, ticker in tickers.items():
|
|
|
|
| 196 |
if not symbol.endswith('/USDT'): continue
|
| 197 |
|
|
|
|
| 198 |
base_curr = symbol.split('/')[0]
|
| 199 |
if any(bad in base_curr for bad in self.BLACKLIST_TOKENS): continue
|
| 200 |
|
|
|
|
| 201 |
quote_vol = ticker.get('quoteVolume')
|
| 202 |
if not quote_vol or quote_vol < 300_000: continue # Min 300k USDT
|
| 203 |
|
|
|
|
| 204 |
last_price = ticker.get('last')
|
| 205 |
if not last_price or last_price < 0.0001: continue
|
| 206 |
|
|
|
|
| 208 |
'symbol': symbol,
|
| 209 |
'quote_volume': quote_vol,
|
| 210 |
'current_price': last_price,
|
| 211 |
+
'change_24h': float(ticker.get('percentage', 0.0))
|
| 212 |
})
|
| 213 |
|
|
|
|
|
|
|
| 214 |
return candidates
|
|
|
|
| 215 |
except Exception as e:
|
| 216 |
print(f"❌ [L1 Error] Universe filter failed: {e}")
|
| 217 |
return []
|
| 218 |
|
| 219 |
+
def _pre_filter_bull(self, tickers):
|
| 220 |
+
"""🐂 Bull Mode: السيولة العالية والارتفاع في السعر"""
|
| 221 |
+
filtered = [t for t in tickers if t['change_24h'] > -2.0 and t['quote_volume'] > 500_000]
|
| 222 |
+
filtered.sort(key=lambda x: (x['change_24h'], x['quote_volume']), reverse=True)
|
| 223 |
+
return filtered
|
| 224 |
+
|
| 225 |
+
def _pre_filter_bear(self, tickers):
|
| 226 |
+
"""🐻 Bear Mode: الارتدادات من القاع (Panic Selling)"""
|
| 227 |
+
filtered = [t for t in tickers if t['change_24h'] < -5.0 and t['quote_volume'] > 1_000_000]
|
| 228 |
+
filtered.sort(key=lambda x: x['change_24h'], reverse=False) # تصاعدي (الأكثر سلبية)
|
| 229 |
+
return filtered
|
| 230 |
+
|
| 231 |
+
def _pre_filter_range(self, tickers):
|
| 232 |
+
"""↔️ Range Mode: الاستقرار والسيولة المتوسطة"""
|
| 233 |
+
filtered = [t for t in tickers if -5.0 < t['change_24h'] < 5.0 and t['quote_volume'] > 300_000]
|
| 234 |
+
filtered.sort(key=lambda x: x['quote_volume'], reverse=True)
|
| 235 |
+
return filtered
|
| 236 |
+
|
| 237 |
+
def _pre_filter_dead(self, tickers):
|
| 238 |
+
"""💤 Dead/Accumulation Mode: سيولة منخفضة وتحرك مفاجئ"""
|
| 239 |
+
filtered = [t for t in tickers if t['quote_volume'] > 100_000]
|
| 240 |
+
import random
|
| 241 |
+
random.shuffle(filtered) # عشوائية لاستكشاف الجواهر
|
| 242 |
+
return filtered
|
| 243 |
+
|
| 244 |
+
# ==================================================================
|
| 245 |
+
# 🧠 Adaptive Scoring Matrix
|
| 246 |
+
# ==================================================================
|
| 247 |
+
def _calculate_adaptive_score(self, item: Dict[str, Any], regime: str) -> Dict[str, Any]:
|
| 248 |
"""
|
| 249 |
+
حساب النقاط بناءً على السياق (Regime-Specific Scoring).
|
|
|
|
| 250 |
"""
|
| 251 |
+
try:
|
| 252 |
+
df = pd.DataFrame(item['ohlcv_1h'], columns=['ts', 'o', 'h', 'l', 'c', 'v'])
|
| 253 |
+
df['c'] = df['c'].astype(float)
|
| 254 |
+
|
| 255 |
+
# المؤشرات الأساسية
|
| 256 |
+
curr_close = df['c'].iloc[-1]
|
| 257 |
+
rsi = ta.rsi(df['c'], 14).iloc[-1]
|
| 258 |
+
ema50 = ta.ema(df['c'], 50).iloc[-1]
|
| 259 |
+
|
| 260 |
+
score = 0.0
|
| 261 |
+
tags = []
|
| 262 |
+
|
| 263 |
+
# 🐂 BULL LOGIC
|
| 264 |
+
if regime == "BULL":
|
| 265 |
+
# نحب الـ RSI العالي (زخم) لكن ليس المفرط جداً
|
| 266 |
+
if 55 < rsi < 80: score += 20
|
| 267 |
+
if curr_close > ema50: score += 20
|
| 268 |
+
tags.append("TrendFollow")
|
| 269 |
+
|
| 270 |
+
# 🐻 BEAR LOGIC
|
| 271 |
+
elif regime == "BEAR":
|
| 272 |
+
# نحب الـ RSI المنخفض (تشبع بيعي)
|
| 273 |
+
if rsi < 30:
|
| 274 |
+
score += 30
|
| 275 |
+
tags.append("Oversold")
|
| 276 |
+
elif rsi > 60:
|
| 277 |
+
score -= 20 # خطر
|
| 278 |
+
|
| 279 |
+
# في السوق الهابط، السعر غالباً تحت EMA، نبحث عن الابتعاد الشديد عنه
|
| 280 |
+
dist = (curr_close - ema50) / ema50
|
| 281 |
+
if dist < -0.15:
|
| 282 |
+
score += 15
|
| 283 |
+
tags.append("DeepValue")
|
| 284 |
+
|
| 285 |
+
# ↔️ RANGE LOGIC
|
| 286 |
+
elif regime == "RANGE":
|
| 287 |
+
# نحب الـ RSI في المنتصف للارتداد
|
| 288 |
+
if rsi < 35:
|
| 289 |
+
score += 25; tags.append("RangeBot")
|
| 290 |
+
elif rsi > 65:
|
| 291 |
+
score -= 10; tags.append("RangeTop")
|
| 292 |
+
else:
|
| 293 |
+
score += 10 # منطقة آمنة
|
| 294 |
+
|
| 295 |
+
# دفتر الطلبات (مشترك لكن بأوزان مختلفة ضمنياً)
|
| 296 |
+
ob = item.get('order_book_snapshot', {})
|
| 297 |
+
if ob:
|
| 298 |
+
bids = sum([float(x[1]) for x in ob.get('bids', [])[:10]])
|
| 299 |
+
asks = sum([float(x[1]) for x in ob.get('asks', [])[:10]])
|
| 300 |
+
if asks > 0:
|
| 301 |
+
ratio = bids / asks
|
| 302 |
+
if ratio > 1.5: score += 15; tags.append("BidWall")
|
| 303 |
+
if regime == "BEAR" and ratio > 2.0: score += 20 # جدار الشراء في الهبوط إشارة قوية
|
| 304 |
+
|
| 305 |
+
return {'score': score, 'tags': tags}
|
| 306 |
+
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| 307 |
+
except Exception:
|
| 308 |
+
return {'score': 0, 'tags': ['Error']}
|
| 309 |
+
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| 310 |
+
# ==================================================================
|
| 311 |
+
# ⚡ Batch Fetching Utilities (Parallel Execution)
|
| 312 |
+
# ==================================================================
|
| 313 |
+
async def _fetch_technical_and_depth_batch(self, candidates: List[Dict[str, Any]]) -> List[Dict[str, Any]]:
|
| 314 |
+
"""جلب البيانات الفنية + دفتر الطلبات بالتوازي"""
|
| 315 |
+
chunk_size = 10
|
| 316 |
results = []
|
| 317 |
|
| 318 |
for i in range(0, len(candidates), chunk_size):
|
| 319 |
chunk = candidates[i:i + chunk_size]
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|
| 320 |
chunk_tasks = [self._fetch_single_full_data(c) for c in chunk]
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| 321 |
chunk_results = await asyncio.gather(*chunk_tasks)
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|
| 322 |
results.extend([r for r in chunk_results if r is not None])
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|
| 323 |
await asyncio.sleep(0.1)
|
| 324 |
|
| 325 |
return results
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|
| 328 |
"""جلب بيانات عملة واحدة (شارت + عمق)"""
|
| 329 |
symbol = candidate['symbol']
|
| 330 |
try:
|
| 331 |
+
ohlcv_task = self.exchange.fetch_ohlcv(symbol, '1h', limit=100)
|
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|
| 332 |
ob_task = self.exchange.fetch_order_book(symbol, limit=20)
|
| 333 |
|
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|
| 334 |
ohlcv_1h, order_book = await asyncio.gather(ohlcv_task, ob_task)
|
| 335 |
|
| 336 |
+
if not ohlcv_1h or len(ohlcv_1h) < 50:
|
| 337 |
+
return None
|
|
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|
| 338 |
|
| 339 |
candidate['ohlcv_1h'] = ohlcv_1h
|
| 340 |
candidate['order_book_snapshot'] = order_book
|
| 341 |
return candidate
|
| 342 |
|
| 343 |
except Exception:
|
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|
| 344 |
return None
|
| 345 |
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|
| 346 |
# ==================================================================
|
| 347 |
+
# 🎯 Public Helpers
|
| 348 |
# ==================================================================
|
| 349 |
async def get_latest_price_async(self, symbol: str) -> float:
|
|
|
|
| 350 |
try:
|
| 351 |
ticker = await self.exchange.fetch_ticker(symbol)
|
| 352 |
return float(ticker['last'])
|
| 353 |
except Exception: return 0.0
|
| 354 |
|
| 355 |
async def get_latest_ohlcv(self, symbol: str, timeframe: str = '5m', limit: int = 100) -> List[List[float]]:
|
|
|
|
| 356 |
try:
|
| 357 |
candles = await self.exchange.fetch_ohlcv(symbol, timeframe, limit=limit)
|
| 358 |
return candles or []
|
| 359 |
except Exception: return []
|
| 360 |
|
| 361 |
async def get_order_book_snapshot(self, symbol: str, limit: int = 20) -> Dict[str, Any]:
|
|
|
|
| 362 |
try:
|
| 363 |
ob = await self.exchange.fetch_order_book(symbol, limit)
|
| 364 |
return ob
|
| 365 |
except Exception: return {}
|
| 366 |
|
| 367 |
def get_supported_timeframes(self):
|
|
|
|
| 368 |
return list(self.exchange.timeframes.keys()) if self.exchange else []
|