# ml_engine/patterns.py # (V30.0 - GEM-Architect: Config-Injectable Edition) import os import gc import logging import numpy as np import pandas as pd import pandas_ta as ta import xgboost as xgb import warnings # إخماد تحذيرات المكتبات للحفاظ على نظافة السجلات warnings.filterwarnings("ignore", category=UserWarning) # إعداد التسجيل logging.basicConfig(level=logging.INFO, format='%(asctime)s - [PatternEngine] - %(message)s') logger = logging.getLogger(__name__) try: from hurst import compute_Hc HURST_AVAILABLE = True except ImportError: HURST_AVAILABLE = False logger.warning("⚠️ مكتبة 'hurst' غير موجودة. سيتم استخدام القيمة الافتراضية.") # ============================================================================== # 🛠️ INTERNAL HELPER FUNCTIONS (Essential for Feature Engineering) # ============================================================================== def _zv(x): """حساب Z-Score الآمن (يتجنب القسمة على صفر)""" with np.errstate(divide='ignore', invalid='ignore'): x = np.asarray(x, dtype="float32") m = np.nanmean(x) s = np.nanstd(x) + 1e-9 x_norm = (x - m) / s return np.nan_to_num(x_norm, nan=0.0).astype("float32") def _ema_np_safe(x, n): """حساب المتوسط المتحرك الأسي (EMA) بشكل سريع باستخدام Numpy""" x = np.asarray(x, dtype="float32") k = 2.0 / (n + 1.0) out = np.empty_like(x) out[0] = x[0] if not np.isnan(x[0]) else 0.0 for i in range(1, len(x)): val = x[i] if not np.isnan(x[i]) else out[i-1] out[i] = out[i-1] + k * (val - out[i-1]) return out def _mc_simple_fast(closes_np: np.ndarray, target_profit=0.005): """نسخة سريعة من محاكاة مونت كارلو للميزات الإحصائية""" try: if len(closes_np) < 30: return 0.5, 0.0 c = closes_np cur = float(c[-1]) if cur <= 0: return 0.5, 0.0 lr = np.diff(np.log1p(c)) lr = lr[np.isfinite(lr)] if len(lr) < 20: return 0.5, 0.0 mu = np.mean(lr) sigma = np.std(lr) if sigma < 1e-9: return 0.5, 0.0 n_sims = 500 drift = (mu - 0.5 * sigma**2) diffusion = sigma * np.random.standard_t(df=10, size=n_sims) sim_prices = cur * np.exp(drift + diffusion) var95 = np.percentile(sim_prices, 5) var95_pct = (cur - var95) / (cur + 1e-9) prob_gain = np.mean(sim_prices >= cur * (1 + target_profit)) return float(prob_gain), float(var95_pct) except Exception: return 0.5, 0.0 def _transform_candles_for_ml(df_window: pd.DataFrame): """ تحويل نافذة من الشموع (200 شمعة) إلى متجه ميزات جاهز لنموذج ML. """ try: if len(df_window) < 200: return None df = df_window.iloc[-200:].copy() o = df["open"].to_numpy(dtype="float32") h = df["high"].to_numpy(dtype="float32") l = df["low"].to_numpy(dtype="float32") c = df["close"].to_numpy(dtype="float32") v = df["volume"].to_numpy(dtype="float32") # 1. Basic Features base = np.stack([o, h, l, c, v], axis=1) base_z = _zv(base) # 2. Extra Features lr = np.zeros_like(c); lr[1:] = np.diff(np.log1p(c)) rng = (h - l) / (c + 1e-9) extra = np.stack([lr, rng], axis=1) extra_z = _zv(extra) # 3. Technical Indicators ema9 = _ema_np_safe(c, 9) ema21 = _ema_np_safe(c, 21) ema50 = _ema_np_safe(c, 50) ema200 = _ema_np_safe(c, 200) slope21 = np.concatenate([[0.0], np.diff(ema21)]) slope50 = np.concatenate([[0.0], np.diff(ema50)]) try: rsi = ta.rsi(pd.Series(c), length=14).fillna(50).to_numpy(dtype="float32") except: rsi = np.full_like(c, 50.0, dtype="float32") try: macd_data = ta.macd(pd.Series(c), fast=12, slow=26, signal=9) macd_line = macd_data.iloc[:, 0].fillna(0).to_numpy(dtype="float32") macd_hist = macd_data.iloc[:, 2].fillna(0).to_numpy(dtype="float32") except: macd_line = np.zeros_like(c); macd_hist = np.zeros_like(c) try: atr = ta.atr(pd.Series(h), pd.Series(l), pd.Series(c), length=14).fillna(0).to_numpy(dtype="float32") except: atr = np.zeros_like(c) try: bb = ta.bbands(pd.Series(c), length=20, std=2) bb_p = ((c - bb.iloc[:, 0]) / (bb.iloc[:, 2] - bb.iloc[:, 0] + 1e-9)).fillna(0.5).to_numpy(dtype="float32") except: bb_p = np.full_like(c, 0.5) try: obv = ta.obv(pd.Series(c), pd.Series(v)).fillna(0).to_numpy(dtype="float32") except: obv = np.zeros_like(c) indicators = np.stack([ema9, ema21, ema50, ema200, slope21, slope50, rsi, macd_line, macd_hist, atr / (c + 1e-9), bb_p, obv], axis=1) indicators_z = _zv(indicators) # 4. Flatten X_seq = np.concatenate([base_z, extra_z, indicators_z], axis=1) X_seq_flat = X_seq.reshape(1, -1) # 5. Static Features try: mc_p, mc_var = _mc_simple_fast(c[-100:]) except: mc_p, mc_var = 0.5, 0.0 hurst_val = 0.5 if HURST_AVAILABLE: try: hurst_val = compute_Hc(c[-100:], kind='price', simplified=True)[0] except: pass X_stat = np.array([[mc_p, mc_var, hurst_val]], dtype="float32") # 6. Final Merge X_final = np.concatenate([X_seq_flat, X_stat], axis=1) X_final = np.nan_to_num(X_final, nan=0.0, posinf=0.0, neginf=0.0) return X_final except Exception: return None # ============================================================================== # 🤖 CHART PATTERN ANALYZER CLASS # ============================================================================== class ChartPatternAnalyzer: def __init__(self, models_dir="ml_models/xgboost_pattern2"): """ تهيئة محرك الأنماط الموحد (Unified Pattern Engine). """ self.models_dir = models_dir self.models = {} # ✅ القيم الافتراضية (Placeholder) # سيتم الكتابة عليها بواسطة Processor عند التشغيل self.timeframe_weights = {'15m': 0.40, '1h': 0.30, '5m': 0.20, '4h': 0.10, '1d': 0.00} self.thresh_bullish = 0.60 self.thresh_bearish = 0.40 self.supported_timeframes = list(self.timeframe_weights.keys()) self.initialized = False def configure_thresholds(self, weights: dict, bull_thresh: float, bear_thresh: float): """ دالة استقبال الإعدادات من المعالج المركزي (Processor Injection). """ self.timeframe_weights = weights self.thresh_bullish = bull_thresh self.thresh_bearish = bear_thresh self.supported_timeframes = list(weights.keys()) logger.info(f"🔧 [PatternEngine] Config Injected: Bull > {self.thresh_bullish}, Weights set.") async def initialize(self): """تحميل نماذج XGBoost""" if self.initialized: return True logger.info(f"⚡ [PatternEngine] Loading models from {self.models_dir}...") if not os.path.exists(self.models_dir): logger.error(f"❌ Models directory not found: {self.models_dir}") return False loaded_count = 0 # تحميل النماذج بناءً على الأطر الزمنية المدعومة (التي تم تكوينها) for tf in self.supported_timeframes: model_path = os.path.join(self.models_dir, f"xgb_{tf}.json") if os.path.exists(model_path): try: model = xgb.Booster() model.load_model(model_path) self.models[tf] = model loaded_count += 1 except Exception as e: logger.error(f" ❌ Failed to load {tf}: {e}") if loaded_count > 0: self.initialized = True logger.info(f"✅ [PatternEngine] Initialized with {loaded_count} models.") return True return False async def detect_chart_patterns(self, ohlcv_data: dict) -> dict: """تحليل الأنماط لكافة الأطر الزمنية المتوفرة""" if not self.initialized: return self._get_empty_result("Not initialized") details = {} weighted_score_sum = 0.0 total_weight_used = 0.0 for tf, model in self.models.items(): candles = ohlcv_data.get(tf) # نحتاج 200 شمعة على الأقل للتحويل if candles and len(candles) >= 200: try: df = pd.DataFrame(candles, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume']) # استخدام الدالة الداخلية المدمجة X_features = _transform_candles_for_ml(df) if X_features is not None: dtest = xgb.DMatrix(X_features) prob_up = model.predict(dtest)[0] details[tf] = float(prob_up) # ✅ استخدام الوزن الديناميكي weight = self.timeframe_weights.get(tf, 0.0) if weight > 0: weighted_score_sum += prob_up * weight total_weight_used += weight except Exception: details[tf] = None else: details[tf] = None final_score = 0.0 if total_weight_used > 0: final_score = weighted_score_sum / total_weight_used # ✅ استخدام العتبات الديناميكية للتصنيف pattern_text = "Neutral" if final_score >= self.thresh_bullish: pattern_text = "Bullish Signal" elif final_score <= self.thresh_bearish: pattern_text = "Bearish Signal" return { 'pattern_detected': pattern_text, 'pattern_confidence': float(final_score), 'details': details } def _get_empty_result(self, reason=""): return {'pattern_detected': 'Neutral', 'pattern_confidence': 0.0, 'details': {'error': reason}} def clear_memory(self): """تنظيف الذاكرة""" self.models.clear() self.initialized = False gc.collect() logger.info("🧹 [PatternEngine] Memory cleared.")