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Update ml_engine/titan_engine.py
Browse files- ml_engine/titan_engine.py +84 -41
ml_engine/titan_engine.py
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# ml_engine/titan_engine.py
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# (V1.
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import os
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import joblib
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@@ -8,6 +8,7 @@ import pandas as pd
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import pandas_ta as ta
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import xgboost as xgb
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import json
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class TitanEngine:
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def __init__(self, model_dir="ml_models/layer2"):
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print(f"❌ [Titan] خطأ فادح أثناء التهيئة: {e}")
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def apply_inverted_pyramid(self, df, tf):
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"""نفس منطق هندسة الميزات المستخدم في التدريب تماماً"""
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df = df.copy().sort_values('timestamp').reset_index(drop=True)
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# تعيين الفهرس للسهولة في pandas_ta
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df = df.set_index(pd.DatetimeIndex(pd.to_datetime(df['timestamp'], unit='ms')))
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return df.reset_index(drop=True)
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df = data.copy()
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df = self.apply_inverted_pyramid(df, tf)
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processed_tfs[tf] = df
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# 2. الدمج (Alignment) للحصول على آخر لقطة (Latest Snapshot)
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if '5m' not in processed_tfs:
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return {'score': 0.0, 'error': 'Missing 5m base timeframe'}
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# نأخذ آخر صف فقط من الـ 5m كأساس
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# دمج باقي الأطر (نأخذ آخر شمعة أغلقت قبل أو مع شمعة الـ 5m الحالية)
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for tf, df in processed_tfs.items():
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if tf == '5m': continue
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# العثور على الشمعة المناسبة زمنياً
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relevant_row = df[df['timestamp'] <= latest_ts].iloc[-1:].copy()
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if relevant_row.empty: continue
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# 4. التنبؤ
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# تحويل إلى DMatrix (تنسيق XGBoost السريع)
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prediction = self.model.predict(dtest)[0] # إرجاع الاحتمالية الأولى
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return {
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except Exception as e:
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# print(f"⚠️ [Titan Error] {e}")
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import traceback
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traceback.print_exc()
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return {'score': 0.0, 'error': str(e)}
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# ml_engine/titan_engine.py
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# (V1.1 - Titan Inference Engine - Robust Fix)
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import os
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import joblib
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import pandas_ta as ta
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import xgboost as xgb
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import json
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import traceback
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class TitanEngine:
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def __init__(self, model_dir="ml_models/layer2"):
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print(f"❌ [Titan] خطأ فادح أثناء التهيئة: {e}")
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def apply_inverted_pyramid(self, df, tf):
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"""نفس منطق هندسة الميزات المستخدم في التدريب تماماً مع تحصين ضد الأخطاء"""
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df = df.copy().sort_values('timestamp').reset_index(drop=True)
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# تعيين الفهرس للسهولة في pandas_ta
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df = df.set_index(pd.DatetimeIndex(pd.to_datetime(df['timestamp'], unit='ms')))
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try:
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# --- المستوى 1: دقيق (5m, 15m) ---
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if tf in ['5m', '15m']:
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df['RSI'] = ta.rsi(df['close'], length=14)
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macd = ta.macd(df['close'])
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if macd is not None and not macd.empty:
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df['MACD'] = macd.iloc[:, 0]
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df['MACD_h'] = macd.iloc[:, 1]
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else:
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df['MACD'] = np.nan
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df['MACD_h'] = np.nan
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df['CCI'] = ta.cci(df['high'], df['low'], df['close'], length=20)
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adx = ta.adx(df['high'], df['low'], df['close'], length=14)
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df['ADX'] = adx.iloc[:, 0] if adx is not None and not adx.empty else np.nan
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for p in [9, 21, 50, 200]:
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ema = ta.ema(df['close'], length=p)
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# تحصين ضد القسمة على None
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if ema is not None and not ema.empty:
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df[f'EMA_{p}_dist'] = (df['close'] / ema) - 1
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else:
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df[f'EMA_{p}_dist'] = np.nan
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bb = ta.bbands(df['close'], length=20, std=2.0)
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if bb is not None and not bb.empty:
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df['BB_w'] = (bb.iloc[:, 2] - bb.iloc[:, 0]) / bb.iloc[:, 1]
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df['BB_p'] = (df['close'] - bb.iloc[:, 0]) / (bb.iloc[:, 2] - bb.iloc[:, 0])
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else:
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df['BB_w'] = np.nan
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df['BB_p'] = np.nan
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df['MFI'] = ta.mfi(df['high'], df['low'], df['close'], df['volume'], length=14)
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vwap = ta.vwap(df['high'], df['low'], df['close'], df['volume'])
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if vwap is not None and not vwap.empty:
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df['VWAP_dist'] = (df['close'] / vwap) - 1
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else:
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df['VWAP_dist'] = np.nan
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# --- المستوى 2: تكتيكي (1h, 4h) ---
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elif tf in ['1h', '4h']:
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df['RSI'] = ta.rsi(df['close'], length=14)
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macd = ta.macd(df['close'])
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df['MACD_h'] = macd.iloc[:, 1] if macd is not None and not macd.empty else np.nan
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ema50 = ta.ema(df['close'], length=50)
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df['EMA_50_dist'] = (df['close'] / ema50) - 1 if ema50 is not None and not ema50.empty else np.nan
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ema200 = ta.ema(df['close'], length=200)
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df['EMA_200_dist'] = (df['close'] / ema200) - 1 if ema200 is not None and not ema200.empty else np.nan
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atr = ta.atr(df['high'], df['low'], df['close'], length=14)
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df['ATR_pct'] = (atr / df['close']) if atr is not None and not atr.empty else np.nan
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# --- المستوى 3: استراتيجي (1d) ---
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elif tf == '1d':
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df['RSI'] = ta.rsi(df['close'], length=14)
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ema200 = ta.ema(df['close'], length=200)
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df['EMA_200_dist'] = (df['close'] / ema200) - 1 if ema200 is not None and not ema200.empty else np.nan
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adx = ta.adx(df['high'], df['low'], df['close'])
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if adx is not None and not adx.empty:
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df['Trend_Strong'] = np.where(adx.iloc[:, 0] > 25, 1, 0)
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else:
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df['Trend_Strong'] = 0
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except Exception as e:
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print(f"⚠️ [Titan Warning] Error calculating indicators for {tf}: {e}")
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# في حال حدوث خطأ، نترك الأعمدة كما هي (ستكون NaN إذا لم يتم إنشاؤها)
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return df.reset_index(drop=True)
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else:
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df = data.copy()
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if df.empty: continue
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# تطبيق المؤشرات حسب الإطار (النسخة المحصنة)
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df = self.apply_inverted_pyramid(df, tf)
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processed_tfs[tf] = df
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# 2. الدمج (Alignment) للحصول على آخر لقطة (Latest Snapshot)
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if '5m' not in processed_tfs or processed_tfs['5m'].empty:
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return {'score': 0.0, 'error': 'Missing 5m base timeframe'}
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# نأخذ آخر صف فقط من الـ 5m كأساس
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# دمج باقي الأطر (نأخذ آخر شمعة أغلقت قبل أو مع شمعة الـ 5m الحالية)
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for tf, df in processed_tfs.items():
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if tf == '5m' or df.empty: continue
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# العثور على الشمعة المناسبة زمنياً
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relevant_row = df[df['timestamp'] <= latest_ts].iloc[-1:].copy()
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if relevant_row.empty: continue
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# 4. التنبؤ
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# تحويل إلى DMatrix (تنسيق XGBoost السريع)
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# نستخدم np.nan القيم المفقودة ليقوم XGBoost بمعالجتها تلقائياً
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dtest = xgb.DMatrix([input_data], feature_names=self.feature_names, missing=np.nan)
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prediction = self.model.predict(dtest)[0] # إرجاع الاحتمالية الأولى
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return {
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except Exception as e:
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# print(f"⚠️ [Titan Error] {e}")
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traceback.print_exc()
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return {'score': 0.0, 'error': str(e)}
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