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Update trade_manager.py
Browse files- trade_manager.py +101 -267
trade_manager.py
CHANGED
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@@ -1,5 +1,5 @@
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# ============================================================
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# 🛡️ trade_manager.py (V35.
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# ============================================================
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import asyncio
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@@ -9,7 +9,6 @@ import traceback
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from datetime import datetime
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from typing import List, Dict, Any
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# ✅ استيراد المحفظة الذكية
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from smart_portfolio import SmartPortfolio
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class TradeManager:
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@@ -17,39 +16,26 @@ class TradeManager:
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self.r2 = r2_service
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self.data_manager = data_manager
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self.processor = processor
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self.learning_hub = None
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# ✅ تهيئة المحفظة الذكية
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self.smart_portfolio = SmartPortfolio(r2_service, data_manager)
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self.open_positions = {}
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self.watchlist = {}
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self.sentry_tasks = {}
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self.running = True
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# متغير لتمرير الرسائل إلى الواجهة (UI Log Bridge)
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self.latest_guardian_log = "🛡️ Guardian & Portfolio Systems Online."
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# إعدادات الرسوم (لأغراض الحساب فقط، المحفظة تدير الخصم الفعلي)
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self.FEE_RATE = 0.001
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# إعدادات المراجعة الاستراتيجية (Oracle Re-check)
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self.ORACLE_CHECK_INTERVAL = 900 # كل 15 دقيقة
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# إحصائيات AI
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self.ai_stats = {
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"hybrid": {"total": 0, "good": 0, "saved": 0.0, "missed": 0.0},
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"crash": {"total": 0, "good": 0, "saved": 0.0, "missed": 0.0},
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"giveback": {"total": 0, "good": 0, "saved": 0.0, "missed": 0.0},
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"stagnation": {"total": 0, "good": 0, "saved": 0.0, "missed": 0.0}
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}
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self.execution_lock = asyncio.Lock()
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print(f"🛡️ [TradeManager V35.
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async def initialize_sentry_exchanges(self):
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print("🛡️ [TradeManager] Syncing state & Initializing Portfolio...")
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# تهيئة المحفظة الذكية أولاً
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await self.smart_portfolio.initialize()
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await self.sync_internal_state_with_r2()
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@@ -58,65 +44,40 @@ class TradeManager:
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open_trades_list = await self.r2.get_open_trades_async()
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self.open_positions = {trade['symbol']: trade for trade in open_trades_list}
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print(f" -> [Sync] Recovered {len(self.open_positions)} active trades.")
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# 🔄 مزامنة رأس المال المحجوز مع المحفظة بناءً على الصفقات المستعادة
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total_allocated = sum(float(t.get('entry_capital', 0.0)) for t in self.open_positions.values())
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self.smart_portfolio.state["allocated_capital_usd"] = total_allocated
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except Exception as e:
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print(f"❌ [TradeManager] R2 Sync Failed: {e}")
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self.open_positions = {}
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# ==============================================================================
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# 🐕 Watchdog: Ensure Guardians are ALWAYS Running
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# ==============================================================================
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async def ensure_active_guardians(self):
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"""تأكد من عمل حلقات الحراسة لكل صفقة مفتوحة"""
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active_symbols = list(self.open_positions.keys())
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if not active_symbols:
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restored_count = 0
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status_msgs = []
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for symbol in active_symbols:
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task = self.sentry_tasks.get(symbol)
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is_alive = task and not task.done()
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if not is_alive:
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print(f"🚨 [Watchdog] Found DEAD guardian for {symbol}. Resurrecting...")
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self.sentry_tasks[symbol] = asyncio.create_task(self._guardian_loop(symbol))
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restored_count += 1
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status_msgs.append(f"♻️ Resurrected {symbol}")
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else:
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status_msgs.append(f"✅ {symbol} Running")
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if restored_count > 0:
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self.latest_guardian_log = f"⚠️ Watchdog restored: {', '.join(status_msgs)}"
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return f"⚠️ Watchdog restored {restored_count} guardians."
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return "✅ All guardians active."
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# ==============================================================================
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# 🎯 L4 Sniper Execution Logic
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# ==============================================================================
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async def select_and_execute_best_signal(self, oracle_approved_signals: List[Dict[str, Any]]):
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if not self.processor.initialized:
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await self.processor.initialize()
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sniper_candidates = []
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print(f"\n🔎 [Sniper] Scanning {len(oracle_approved_signals)} candidates...")
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for signal in oracle_approved_signals:
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symbol = signal['symbol']
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# Spot Filter
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if signal.get('action_type') != 'BUY':
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continue
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if symbol in self.open_positions: continue
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# 1. جلب بيانات الدقيقة للقناص
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ohlcv_task = self.data_manager.get_latest_ohlcv(symbol, '1m', 1000)
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ob_task = self.data_manager.get_order_book_snapshot(symbol)
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ohlcv_1m, order_book = await asyncio.gather(ohlcv_task, ob_task)
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print(f" -> ⚠️ [Skip] {symbol}: Insufficient 1m data.")
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continue
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# 2. استشارة القناص
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sniper_result = await self.processor.check_sniper_entry(ohlcv_1m, order_book)
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sniper_signal = sniper_result.get('signal', 'WAIT')
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final_conf = sniper_result.get('confidence_prob', 0.0)
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reason = sniper_result.get('reason', 'N/A')
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ob_score = sniper_result.get('ob_score', 0.0)
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log_msg = (f" -> 🔭 {symbol:<6} | Decision: {sniper_signal} | Score: {final_conf:.2f} "
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f"(ML:{ml_score:.2f} + OB:{ob_score:.2f}) | 📝 {reason}")
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print(log_msg)
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if sniper_signal == 'BUY':
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print(" -> 📉 No candidates passed the Sniper L4 check.")
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return
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sniper_candidates.sort(
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key=lambda x: (x.get('confidence', 0) + x.get('sniper_score', 0)),
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reverse=True
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)
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best_signal = sniper_candidates[0]
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async with self.execution_lock:
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print(f"🚀 [EXECUTING] Attempting entry for best candidate: {best_signal['symbol']}")
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await self._execute_entry_from_signal(best_signal['symbol'], best_signal)
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# ==============================================================================
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# 🚀 Entry Execution (Portfolio Integrated)
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# ==============================================================================
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async def _execute_entry_from_signal(self, symbol, signal_data):
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try:
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is_approved, plan = await self.smart_portfolio.request_entry_approval(
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signal_data,
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open_positions_count=len(self.open_positions)
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)
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if not is_approved:
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print(f"⛔ [Portfolio Rejection] {symbol}: {plan.get('reason')}")
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return
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# 2. استلام خطة الدخول المعتمدة
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approved_size_usd = plan['approved_size_usd']
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approved_tp = plan['approved_tp']
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target_label = plan.get('target_label', 'TP2')
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system_conf = plan.get('system_confidence', 0.5)
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market_mood = plan.get('market_mood', 'N/A')
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trade_id = str(uuid.uuid4())
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current_price = float(signal_data.get('sniper_entry_price', 0.0))
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if current_price <= 0.0:
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current_price = await self.data_manager.get_latest_price_async(symbol)
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entry_fee_usd = approved_size_usd * self.FEE_RATE
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# Params
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sl_price = float(signal_data.get('sl_price', current_price * 0.95))
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oracle_strength = float(signal_data.get('strength', 0.5))
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oracle_class = signal_data.get('target_class', 'TP2')
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target_class_int = 3
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if isinstance(oracle_class, str) and oracle_class.startswith('TP'):
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try: target_class_int = int(oracle_class[-1])
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except: pass
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new_trade = {
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'id': trade_id,
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'
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'
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'
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'entry_time': datetime.now().isoformat(),
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'status': 'OPEN',
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'tp_price': approved_tp,
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'sl_price': sl_price,
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'last_update': datetime.now().isoformat(),
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'last_oracle_check': datetime.now().isoformat(),
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'strategy': 'OracleV4_Hydra_Portfolio',
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'
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'initial_oracle_class': oracle_class,
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'oracle_tp_map': signal_data.get('tp_map', {}),
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'entry_capital': approved_size_usd,
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'entry_fee_usd': entry_fee_usd,
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'l1_score': float(signal_data.get('enhanced_final_score', 0.0)),
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'target_class_int':
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'decision_data': {
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'components': signal_data.get('components', {}),
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'oracle_conf': signal_data.get('confidence', 0),
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'system_confidence': system_conf,
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'market_mood': market_mood
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},
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'highest_price': current_price
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}
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self.open_positions[symbol] = new_trade
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if self.watchlist: self.watchlist.clear()
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# 3. 📝 تسجيل الصفقة في المحفظة (حجز رأس المال)
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await self.smart_portfolio.register_new_position(approved_size_usd)
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portfolio_state = await self.r2.get_portfolio_state_async()
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await self.r2.save_portfolio_state_async(portfolio_state)
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await self.r2.save_open_trades_async(list(self.open_positions.values()))
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# Start Guardian Loop
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if symbol in self.sentry_tasks: self.sentry_tasks[symbol].cancel()
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self.sentry_tasks[symbol] = asyncio.create_task(self._guardian_loop(symbol))
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print(f"❌ [Entry Error] {symbol}: {e}")
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traceback.print_exc()
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# ==============================================================================
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# 🛡️ Dual-Core Guardian Loop (The Active Manager)
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# ==============================================================================
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async def _guardian_loop(self, symbol: str):
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print(f"🛡️ [Dual-Core] STARTING WATCH for {symbol}...")
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last_ai_check_time = 0
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while self.running:
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if symbol not in self.open_positions:
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break
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try:
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await asyncio.sleep(1)
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trade = self.open_positions.get(symbol)
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if not trade:
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break
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current_ticker_price = await self.data_manager.get_latest_price_async(symbol)
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if 'highest_price' not in trade:
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trade['highest_price'] = float(trade['entry_price'])
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if current_ticker_price > float(trade['highest_price']):
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trade['highest_price'] = current_ticker_price
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# Hard Limits
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if current_ticker_price >= trade['tp_price']:
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print(f"🎯 [TP HIT]
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async with self.execution_lock:
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await self._execute_exit(symbol, trade['tp_price'], "TP_HIT")
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break
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if current_ticker_price <= trade['sl_price']:
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print(f"🛑 [SL HIT]
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async with self.execution_lock:
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await self._execute_exit(symbol, trade['sl_price'], "SL_HIT")
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break
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# Dual AI Check (Processor determines Policy)
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if time.time() - last_ai_check_time > 60:
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t1 = self.data_manager.get_latest_ohlcv(symbol, '1m', 1000)
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t5 = self.data_manager.get_latest_ohlcv(symbol, '5m', 300)
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t15 = self.data_manager.get_latest_ohlcv(symbol, '15m', 200)
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-
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# ✅ GEM-Architect Update: Fetch Order Book for Validation
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tob = self.data_manager.get_order_book_snapshot(symbol)
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try:
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except:
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continue
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if d1 and d5 and d15 and len(
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context_data = {
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'entry_price': trade['entry_price'],
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'tp_price': trade['tp_price'],
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@@ -314,220 +212,156 @@ class TradeManager:
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'entry_time': trade['entry_time'],
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'oracle_conf': trade.get('decision_data', {}).get('oracle_conf', 0.8),
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'system_conf': trade.get('decision_data', {}).get('system_confidence', 0.8),
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'l2_score': trade.get('l1_score', 0.7),
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'target_class_int': trade.get('target_class_int', 3),
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'highest_price': float(trade['highest_price']),
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'time_in_trade_mins': (datetime.now() - datetime.fromisoformat(trade['entry_time'])).total_seconds() / 60
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}
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# ✅ Pass order book (d_ob) to Processor
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decision = self.processor.consult_dual_guardians(symbol, d1, d5, d15, context_data, order_book_snapshot=d_ob)
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-
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action = decision.get('action', 'HOLD')
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reason = decision.get('reason', '')
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ai_metrics = decision.get('probs') or decision.get('scores') or {}
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self.latest_guardian_log = log_msg
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if action in ['EXIT_HARD', 'EXIT_SOFT']:
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print(f"🐲 [Dual-Core Trigger] {action}: {reason}")
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async with self.execution_lock:
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await self._execute_exit(symbol, current_ticker_price, f"DualGuard_{action}", ai_scores=ai_metrics)
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break
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entry_p = float(trade['entry_price'])
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curr_sl = float(trade['sl_price'])
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if curr_sl < entry_p:
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print(f"🛡️ [Dual-Core] TIGHTEN_SL: Moving Stop to Entry {entry_p}")
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self.open_positions[symbol]['sl_price'] = entry_p
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self.open_positions[symbol]['last_update'] = datetime.now().isoformat()
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await self.r2.save_open_trades_async(list(self.open_positions.values()))
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elif action == 'TRAIL_SL':
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entry_p = float(trade['entry_price'])
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curr_p = float(current_ticker_price)
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if curr_p > entry_p:
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potential_sl = entry_p + ((curr_p - entry_p) * 0.5)
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curr_sl = float(trade['sl_price'])
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if potential_sl > curr_sl:
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print(f"🛡️ [Dual-Core] TRAIL_SL: Moving Stop to {potential_sl:.4f}")
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self.open_positions[symbol]['sl_price'] = potential_sl
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self.open_positions[symbol]['last_update'] = datetime.now().isoformat()
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await self.r2.save_open_trades_async(list(self.open_positions.values()))
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else:
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self.latest_guardian_log = f"📡 Gathering Deep Data (Need 200+ candles)..."
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last_ai_check_time = time.time()
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self.open_positions[symbol]['last_update'] = datetime.now().isoformat()
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#
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if (datetime.now() -
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self.open_positions[symbol]['last_oracle_check'] = datetime.now().isoformat()
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await self._consult_oracle_strategy_update(symbol, trade)
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except asyncio.CancelledError: break
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except Exception as e:
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print(f"❌ [Sentry Error] {symbol}: {e}")
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|
|
|
|
|
| 376 |
|
| 377 |
async def _consult_oracle_strategy_update(self, symbol, trade):
|
| 378 |
try:
|
| 379 |
tasks = [self.data_manager.get_latest_ohlcv(symbol, tf, limit=100) for tf in ["15m", "1h", "4h"]]
|
| 380 |
results = await asyncio.gather(*tasks)
|
| 381 |
ohlcv_data = {tf: res for tf, res in zip(["15m", "1h", "4h"], results) if res}
|
| 382 |
-
|
| 383 |
if '1h' not in ohlcv_data: return
|
| 384 |
-
|
| 385 |
-
curr_p = await self.data_manager.get_latest_price_async(symbol)
|
| 386 |
-
raw_data = {'symbol': symbol, 'ohlcv': ohlcv_data, 'current_price': curr_p}
|
| 387 |
|
| 388 |
-
|
| 389 |
-
|
| 390 |
-
|
| 391 |
-
oracle_verdict = await self.processor.consult_oracle(l2_analysis)
|
| 392 |
|
| 393 |
-
|
| 394 |
-
|
|
|
|
| 395 |
await self.force_exit_by_manager(symbol, reason="Oracle_Bearish_Flip")
|
| 396 |
return
|
| 397 |
|
| 398 |
-
|
| 399 |
-
initial_strength = trade.get('initial_oracle_strength', 0.5)
|
| 400 |
-
|
| 401 |
-
if current_strength < (initial_strength * 0.6):
|
| 402 |
-
print(f"⚠️ [Oracle Command] Momentum fading. Lowering TP.")
|
| 403 |
tp_map = trade.get('oracle_tp_map', {})
|
| 404 |
-
|
| 405 |
-
|
| 406 |
-
|
| 407 |
-
self.open_positions[symbol]['tp_price'] =
|
|
|
|
| 408 |
|
| 409 |
-
except Exception as e:
|
| 410 |
-
print(f"⚠️ [Oracle Re-Eval Error] {e}")
|
| 411 |
-
|
| 412 |
-
# ==============================================================================
|
| 413 |
-
# 👻 Ghost Monitor & Learning
|
| 414 |
-
# ==============================================================================
|
| 415 |
def _launch_post_exit_analysis(self, symbol, exit_price, exit_time, position_size_usd, ai_scores=None, trade_obj=None):
|
| 416 |
asyncio.create_task(self._analyze_after_exit_task(symbol, exit_price, exit_time, position_size_usd, ai_scores, trade_obj))
|
| 417 |
|
| 418 |
def _update_specific_stat(self, key, is_good, usd_impact):
|
| 419 |
if key not in self.ai_stats: return
|
| 420 |
self.ai_stats[key]["total"] += 1
|
| 421 |
-
if is_good:
|
| 422 |
-
|
| 423 |
-
self.ai_stats[key]["saved"] += abs(usd_impact)
|
| 424 |
-
else:
|
| 425 |
-
self.ai_stats[key]["missed"] += abs(usd_impact)
|
| 426 |
|
| 427 |
async def _analyze_after_exit_task(self, symbol, exit_price, exit_time, position_size_usd, ai_scores, trade_obj):
|
| 428 |
-
await asyncio.sleep(900)
|
| 429 |
try:
|
| 430 |
curr = await self.data_manager.get_latest_price_async(symbol)
|
| 431 |
if curr == 0: return
|
| 432 |
-
|
| 433 |
change_pct = (curr - exit_price) / exit_price
|
| 434 |
usd_impact = change_pct * position_size_usd
|
| 435 |
is_good_exit = change_pct < 0
|
| 436 |
-
|
| 437 |
self._update_specific_stat("hybrid", is_good_exit, usd_impact)
|
| 438 |
-
|
| 439 |
if ai_scores:
|
| 440 |
-
if ai_scores.get('crash', 0) >= 0.60:
|
| 441 |
-
|
| 442 |
-
if ai_scores.get('
|
| 443 |
-
|
| 444 |
-
if ai_scores.get('stagnation', 0) >= 0.50:
|
| 445 |
-
self._update_specific_stat("stagnation", is_good_exit, usd_impact)
|
| 446 |
-
|
| 447 |
record = {"symbol": symbol, "exit_price": exit_price, "price_15m": curr, "usd_impact": usd_impact, "verdict": "SUCCESS" if is_good_exit else "MISS"}
|
| 448 |
await self.r2.append_deep_steward_audit(record)
|
| 449 |
-
|
| 450 |
if self.learning_hub and trade_obj:
|
| 451 |
trade_obj['pnl_percent'] = trade_obj.get('profit_pct', 0.0)
|
| 452 |
await self.learning_hub.register_trade_outcome(trade_obj)
|
|
|
|
| 453 |
|
| 454 |
-
except Exception as e:
|
| 455 |
-
print(f"⚠️ [Ghost/Learning Error] {e}")
|
| 456 |
-
|
| 457 |
-
# ==============================================================================
|
| 458 |
-
# 🔴 Exit Logic (Portfolio Integrated)
|
| 459 |
-
# ==============================================================================
|
| 460 |
async def _execute_exit(self, symbol, price, reason, ai_scores=None):
|
| 461 |
if symbol not in self.open_positions: return
|
| 462 |
try:
|
| 463 |
trade = self.open_positions.pop(symbol)
|
| 464 |
-
entry_price = float(trade['entry_price'])
|
| 465 |
-
|
| 466 |
-
entry_capital = float(trade.get('entry_capital', 100.0))
|
| 467 |
-
entry_fee_usd = float(trade.get('entry_fee_usd', 0.0))
|
| 468 |
|
| 469 |
-
|
| 470 |
-
|
| 471 |
-
|
|
|
|
| 472 |
|
| 473 |
-
|
| 474 |
-
net_pnl_usd = net_exit_value - entry_capital
|
| 475 |
-
net_profit_pct = (net_pnl_usd / entry_capital) * 100
|
| 476 |
|
| 477 |
-
|
| 478 |
|
| 479 |
-
# 1. 💼 إبلاغ المحفظة الذكية لتحرير رأس المال وتحديث الرصيد
|
| 480 |
-
await self.smart_portfolio.register_closed_position(entry_capital, net_pnl_usd, total_fees)
|
| 481 |
-
|
| 482 |
-
trade.update({
|
| 483 |
-
'status': 'CLOSED',
|
| 484 |
-
'exit_price': exit_price,
|
| 485 |
-
'exit_reason': reason,
|
| 486 |
-
'profit_pct': net_profit_pct,
|
| 487 |
-
'net_pnl_usd': net_pnl_usd,
|
| 488 |
-
'fees_paid_usd': total_fees
|
| 489 |
-
})
|
| 490 |
-
|
| 491 |
-
# 2. 📊 تحديث الإحصائيات (Counters Only) في TradeManager
|
| 492 |
portfolio = await self.r2.get_portfolio_state_async()
|
| 493 |
portfolio['total_trades'] = portfolio.get('total_trades', 0) + 1
|
| 494 |
-
if
|
| 495 |
portfolio['winning_trades'] = portfolio.get('winning_trades', 0) + 1
|
| 496 |
-
portfolio['total_profit_usd'] = portfolio.get('total_profit_usd', 0) +
|
| 497 |
trade['result'] = 'WIN'
|
| 498 |
else:
|
| 499 |
portfolio['losing_trades'] = portfolio.get('losing_trades', 0) + 1
|
| 500 |
-
portfolio['total_loss_usd'] = portfolio.get('total_loss_usd', 0) + abs(
|
| 501 |
trade['result'] = 'LOSS'
|
| 502 |
|
| 503 |
await self.r2.save_portfolio_state_async(portfolio)
|
| 504 |
await self.r2.save_open_trades_async(list(self.open_positions.values()))
|
| 505 |
await self.r2.append_to_closed_trades_history(trade)
|
| 506 |
|
| 507 |
-
print(f"✅ [EXIT] {symbol} | Net PnL: {
|
| 508 |
-
|
| 509 |
self._launch_post_exit_analysis(symbol, exit_price, trade.get('exit_time'), entry_capital, ai_scores, trade)
|
| 510 |
-
|
| 511 |
self.latest_guardian_log = f"✅ Closed {symbol} ({reason})"
|
| 512 |
-
|
| 513 |
-
if symbol in self.sentry_tasks:
|
| 514 |
-
self.sentry_tasks[symbol].cancel()
|
| 515 |
-
del self.sentry_tasks[symbol]
|
| 516 |
|
| 517 |
except Exception as e:
|
| 518 |
-
print(f"❌ [Exit Error] {e}")
|
| 519 |
-
|
| 520 |
-
if symbol not in self.open_positions:
|
| 521 |
-
self.open_positions[symbol] = trade
|
| 522 |
|
| 523 |
async def force_exit_by_manager(self, symbol, reason):
|
| 524 |
p = await self.data_manager.get_latest_price_async(symbol)
|
| 525 |
-
async with self.execution_lock:
|
| 526 |
-
await self._execute_exit(symbol, p, reason)
|
| 527 |
-
|
| 528 |
-
async def start_sentry_loops(self):
|
| 529 |
-
await self.ensure_active_guardians()
|
| 530 |
|
|
|
|
| 531 |
async def stop_sentry_loops(self):
|
| 532 |
self.running = False
|
| 533 |
for task in self.sentry_tasks.values(): task.cancel()
|
|
|
|
| 1 |
# ============================================================
|
| 2 |
+
# 🛡️ trade_manager.py (V35.2 - GEM-Architect: Volume Calculation)
|
| 3 |
# ============================================================
|
| 4 |
|
| 5 |
import asyncio
|
|
|
|
| 9 |
from datetime import datetime
|
| 10 |
from typing import List, Dict, Any
|
| 11 |
|
|
|
|
| 12 |
from smart_portfolio import SmartPortfolio
|
| 13 |
|
| 14 |
class TradeManager:
|
|
|
|
| 16 |
self.r2 = r2_service
|
| 17 |
self.data_manager = data_manager
|
| 18 |
self.processor = processor
|
| 19 |
+
self.learning_hub = None
|
|
|
|
|
|
|
| 20 |
self.smart_portfolio = SmartPortfolio(r2_service, data_manager)
|
|
|
|
| 21 |
self.open_positions = {}
|
| 22 |
self.watchlist = {}
|
| 23 |
self.sentry_tasks = {}
|
| 24 |
self.running = True
|
|
|
|
|
|
|
| 25 |
self.latest_guardian_log = "🛡️ Guardian & Portfolio Systems Online."
|
|
|
|
|
|
|
| 26 |
self.FEE_RATE = 0.001
|
| 27 |
+
self.ORACLE_CHECK_INTERVAL = 900
|
|
|
|
|
|
|
|
|
|
|
|
|
| 28 |
self.ai_stats = {
|
| 29 |
"hybrid": {"total": 0, "good": 0, "saved": 0.0, "missed": 0.0},
|
| 30 |
"crash": {"total": 0, "good": 0, "saved": 0.0, "missed": 0.0},
|
| 31 |
"giveback": {"total": 0, "good": 0, "saved": 0.0, "missed": 0.0},
|
| 32 |
"stagnation": {"total": 0, "good": 0, "saved": 0.0, "missed": 0.0}
|
| 33 |
}
|
|
|
|
| 34 |
self.execution_lock = asyncio.Lock()
|
| 35 |
+
print(f"🛡️ [TradeManager V35.2] 30m-Depth Aware Engine Online.")
|
| 36 |
|
| 37 |
async def initialize_sentry_exchanges(self):
|
| 38 |
print("🛡️ [TradeManager] Syncing state & Initializing Portfolio...")
|
|
|
|
| 39 |
await self.smart_portfolio.initialize()
|
| 40 |
await self.sync_internal_state_with_r2()
|
| 41 |
|
|
|
|
| 44 |
open_trades_list = await self.r2.get_open_trades_async()
|
| 45 |
self.open_positions = {trade['symbol']: trade for trade in open_trades_list}
|
| 46 |
print(f" -> [Sync] Recovered {len(self.open_positions)} active trades.")
|
|
|
|
|
|
|
| 47 |
total_allocated = sum(float(t.get('entry_capital', 0.0)) for t in self.open_positions.values())
|
| 48 |
self.smart_portfolio.state["allocated_capital_usd"] = total_allocated
|
|
|
|
| 49 |
except Exception as e:
|
| 50 |
print(f"❌ [TradeManager] R2 Sync Failed: {e}")
|
| 51 |
self.open_positions = {}
|
| 52 |
|
|
|
|
|
|
|
|
|
|
| 53 |
async def ensure_active_guardians(self):
|
|
|
|
| 54 |
active_symbols = list(self.open_positions.keys())
|
| 55 |
+
if not active_symbols: return "💤 No active trades."
|
| 56 |
+
restored_count = 0; status_msgs = []
|
|
|
|
|
|
|
|
|
|
|
|
|
| 57 |
for symbol in active_symbols:
|
| 58 |
task = self.sentry_tasks.get(symbol)
|
| 59 |
is_alive = task and not task.done()
|
|
|
|
| 60 |
if not is_alive:
|
| 61 |
print(f"🚨 [Watchdog] Found DEAD guardian for {symbol}. Resurrecting...")
|
| 62 |
self.sentry_tasks[symbol] = asyncio.create_task(self._guardian_loop(symbol))
|
| 63 |
restored_count += 1
|
| 64 |
status_msgs.append(f"♻️ Resurrected {symbol}")
|
| 65 |
+
else: status_msgs.append(f"✅ {symbol} Running")
|
|
|
|
|
|
|
| 66 |
if restored_count > 0:
|
| 67 |
self.latest_guardian_log = f"⚠️ Watchdog restored: {', '.join(status_msgs)}"
|
| 68 |
return f"⚠️ Watchdog restored {restored_count} guardians."
|
|
|
|
| 69 |
return "✅ All guardians active."
|
| 70 |
|
|
|
|
|
|
|
|
|
|
| 71 |
async def select_and_execute_best_signal(self, oracle_approved_signals: List[Dict[str, Any]]):
|
| 72 |
+
if not self.processor.initialized: await self.processor.initialize()
|
|
|
|
|
|
|
| 73 |
sniper_candidates = []
|
| 74 |
print(f"\n🔎 [Sniper] Scanning {len(oracle_approved_signals)} candidates...")
|
| 75 |
|
| 76 |
for signal in oracle_approved_signals:
|
| 77 |
symbol = signal['symbol']
|
| 78 |
+
if signal.get('action_type') != 'BUY': continue
|
|
|
|
|
|
|
|
|
|
|
|
|
| 79 |
if symbol in self.open_positions: continue
|
| 80 |
|
|
|
|
| 81 |
ohlcv_task = self.data_manager.get_latest_ohlcv(symbol, '1m', 1000)
|
| 82 |
ob_task = self.data_manager.get_order_book_snapshot(symbol)
|
| 83 |
ohlcv_1m, order_book = await asyncio.gather(ohlcv_task, ob_task)
|
|
|
|
| 86 |
print(f" -> ⚠️ [Skip] {symbol}: Insufficient 1m data.")
|
| 87 |
continue
|
| 88 |
|
|
|
|
| 89 |
sniper_result = await self.processor.check_sniper_entry(ohlcv_1m, order_book)
|
|
|
|
| 90 |
sniper_signal = sniper_result.get('signal', 'WAIT')
|
| 91 |
final_conf = sniper_result.get('confidence_prob', 0.0)
|
|
|
|
| 92 |
|
| 93 |
+
log_msg = (f" -> 🔭 {symbol:<6} | Decision: {sniper_signal} | Score: {final_conf:.2f} | 📝 {sniper_result.get('reason','N/A')}")
|
|
|
|
|
|
|
|
|
|
|
|
|
| 94 |
print(log_msg)
|
| 95 |
|
| 96 |
if sniper_signal == 'BUY':
|
|
|
|
| 103 |
print(" -> 📉 No candidates passed the Sniper L4 check.")
|
| 104 |
return
|
| 105 |
|
| 106 |
+
sniper_candidates.sort(key=lambda x: (x.get('confidence', 0) + x.get('sniper_score', 0)), reverse=True)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 107 |
best_signal = sniper_candidates[0]
|
| 108 |
|
| 109 |
async with self.execution_lock:
|
| 110 |
print(f"🚀 [EXECUTING] Attempting entry for best candidate: {best_signal['symbol']}")
|
| 111 |
await self._execute_entry_from_signal(best_signal['symbol'], best_signal)
|
| 112 |
|
|
|
|
|
|
|
|
|
|
| 113 |
async def _execute_entry_from_signal(self, symbol, signal_data):
|
| 114 |
try:
|
| 115 |
+
is_approved, plan = await self.smart_portfolio.request_entry_approval(signal_data, len(self.open_positions))
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 116 |
if not is_approved:
|
| 117 |
print(f"⛔ [Portfolio Rejection] {symbol}: {plan.get('reason')}")
|
| 118 |
return
|
| 119 |
|
|
|
|
| 120 |
approved_size_usd = plan['approved_size_usd']
|
| 121 |
approved_tp = plan['approved_tp']
|
| 122 |
target_label = plan.get('target_label', 'TP2')
|
| 123 |
system_conf = plan.get('system_confidence', 0.5)
|
| 124 |
market_mood = plan.get('market_mood', 'N/A')
|
|
|
|
| 125 |
trade_id = str(uuid.uuid4())
|
|
|
|
| 126 |
current_price = float(signal_data.get('sniper_entry_price', 0.0))
|
| 127 |
+
if current_price <= 0.0: current_price = await self.data_manager.get_latest_price_async(symbol)
|
|
|
|
|
|
|
| 128 |
entry_fee_usd = approved_size_usd * self.FEE_RATE
|
| 129 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 130 |
new_trade = {
|
| 131 |
+
'id': trade_id, 'symbol': symbol, 'entry_price': current_price, 'direction': 'LONG',
|
| 132 |
+
'entry_time': datetime.now().isoformat(), 'status': 'OPEN',
|
| 133 |
+
'tp_price': approved_tp, 'sl_price': float(signal_data.get('sl_price', current_price * 0.95)),
|
| 134 |
+
'last_update': datetime.now().isoformat(), 'last_oracle_check': datetime.now().isoformat(),
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 135 |
'strategy': 'OracleV4_Hydra_Portfolio',
|
| 136 |
+
'initial_oracle_strength': float(signal_data.get('strength', 0.5)),
|
| 137 |
+
'initial_oracle_class': signal_data.get('target_class', 'TP2'),
|
|
|
|
| 138 |
'oracle_tp_map': signal_data.get('tp_map', {}),
|
| 139 |
+
'entry_capital': approved_size_usd, 'entry_fee_usd': entry_fee_usd,
|
|
|
|
|
|
|
| 140 |
'l1_score': float(signal_data.get('enhanced_final_score', 0.0)),
|
| 141 |
+
'target_class_int': 3,
|
| 142 |
'decision_data': {
|
| 143 |
'components': signal_data.get('components', {}),
|
| 144 |
'oracle_conf': signal_data.get('confidence', 0),
|
| 145 |
+
'system_confidence': system_conf, 'market_mood': market_mood
|
|
|
|
| 146 |
},
|
| 147 |
'highest_price': current_price
|
| 148 |
}
|
| 149 |
|
| 150 |
self.open_positions[symbol] = new_trade
|
| 151 |
if self.watchlist: self.watchlist.clear()
|
|
|
|
|
|
|
| 152 |
await self.smart_portfolio.register_new_position(approved_size_usd)
|
| 153 |
|
| 154 |
portfolio_state = await self.r2.get_portfolio_state_async()
|
|
|
|
| 157 |
await self.r2.save_portfolio_state_async(portfolio_state)
|
| 158 |
|
| 159 |
await self.r2.save_open_trades_async(list(self.open_positions.values()))
|
|
|
|
|
|
|
| 160 |
if symbol in self.sentry_tasks: self.sentry_tasks[symbol].cancel()
|
| 161 |
self.sentry_tasks[symbol] = asyncio.create_task(self._guardian_loop(symbol))
|
| 162 |
|
|
|
|
| 166 |
print(f"❌ [Entry Error] {symbol}: {e}")
|
| 167 |
traceback.print_exc()
|
| 168 |
|
|
|
|
|
|
|
|
|
|
| 169 |
async def _guardian_loop(self, symbol: str):
|
| 170 |
print(f"🛡️ [Dual-Core] STARTING WATCH for {symbol}...")
|
| 171 |
last_ai_check_time = 0
|
| 172 |
|
| 173 |
while self.running:
|
| 174 |
+
if symbol not in self.open_positions: break
|
|
|
|
|
|
|
| 175 |
try:
|
| 176 |
await asyncio.sleep(1)
|
| 177 |
trade = self.open_positions.get(symbol)
|
| 178 |
+
if not trade: break
|
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| 179 |
|
| 180 |
current_ticker_price = await self.data_manager.get_latest_price_async(symbol)
|
| 181 |
+
if 'highest_price' not in trade: trade['highest_price'] = float(trade['entry_price'])
|
| 182 |
+
if current_ticker_price > float(trade['highest_price']): trade['highest_price'] = current_ticker_price
|
| 183 |
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| 184 |
if current_ticker_price >= trade['tp_price']:
|
| 185 |
+
print(f"🎯 [TP HIT] {symbol} @ {current_ticker_price}")
|
| 186 |
+
async with self.execution_lock: await self._execute_exit(symbol, trade['tp_price'], "TP_HIT")
|
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|
| 187 |
break
|
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|
| 188 |
if current_ticker_price <= trade['sl_price']:
|
| 189 |
+
print(f"🛑 [SL HIT] {symbol} @ {current_ticker_price}")
|
| 190 |
+
async with self.execution_lock: await self._execute_exit(symbol, trade['sl_price'], "SL_HIT")
|
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|
| 191 |
break
|
| 192 |
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| 193 |
if time.time() - last_ai_check_time > 60:
|
| 194 |
t1 = self.data_manager.get_latest_ohlcv(symbol, '1m', 1000)
|
| 195 |
t5 = self.data_manager.get_latest_ohlcv(symbol, '5m', 300)
|
| 196 |
t15 = self.data_manager.get_latest_ohlcv(symbol, '15m', 200)
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|
| 197 |
tob = self.data_manager.get_order_book_snapshot(symbol)
|
| 198 |
|
| 199 |
+
try: d1, d5, d15, d_ob = await asyncio.gather(t1, t5, t15, tob)
|
| 200 |
+
except: continue
|
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|
| 201 |
|
| 202 |
+
if d1 and d5 and d15 and len(d5) >= 6:
|
| 203 |
+
# ✅ Calculate 30m Volume (Sum of last 6 candles of 5m)
|
| 204 |
+
# candle format: [ts, o, h, l, c, vol]
|
| 205 |
+
last_6_5m = d5[-6:]
|
| 206 |
+
vol_30m_sum = sum([float(c[5]) * float(c[4]) for c in last_6_5m]) # Approx Volume in USD
|
| 207 |
+
|
| 208 |
context_data = {
|
| 209 |
'entry_price': trade['entry_price'],
|
| 210 |
'tp_price': trade['tp_price'],
|
|
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|
| 212 |
'entry_time': trade['entry_time'],
|
| 213 |
'oracle_conf': trade.get('decision_data', {}).get('oracle_conf', 0.8),
|
| 214 |
'system_conf': trade.get('decision_data', {}).get('system_confidence', 0.8),
|
|
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|
| 215 |
'highest_price': float(trade['highest_price']),
|
| 216 |
+
'time_in_trade_mins': (datetime.now() - datetime.fromisoformat(trade['entry_time'])).total_seconds() / 60,
|
| 217 |
+
'volume_30m_usd': vol_30m_sum # ✅ Pass volume info
|
| 218 |
}
|
| 219 |
|
|
|
|
| 220 |
decision = self.processor.consult_dual_guardians(symbol, d1, d5, d15, context_data, order_book_snapshot=d_ob)
|
|
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|
| 221 |
action = decision.get('action', 'HOLD')
|
| 222 |
reason = decision.get('reason', '')
|
| 223 |
ai_metrics = decision.get('probs') or decision.get('scores') or {}
|
| 224 |
|
| 225 |
+
self.latest_guardian_log = f"🛡️ {action} | {reason}"
|
|
|
|
| 226 |
|
| 227 |
if action in ['EXIT_HARD', 'EXIT_SOFT']:
|
| 228 |
print(f"🐲 [Dual-Core Trigger] {action}: {reason}")
|
| 229 |
async with self.execution_lock:
|
| 230 |
await self._execute_exit(symbol, current_ticker_price, f"DualGuard_{action}", ai_scores=ai_metrics)
|
| 231 |
break
|
| 232 |
+
elif action in ['TIGHTEN_SL', 'TRAIL_SL']:
|
| 233 |
+
await self._handle_sl_update(symbol, action, trade, current_ticker_price)
|
|
|
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|
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|
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|
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|
|
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|
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|
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|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
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|
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|
|
|
|
| 234 |
|
| 235 |
last_ai_check_time = time.time()
|
| 236 |
self.open_positions[symbol]['last_update'] = datetime.now().isoformat()
|
| 237 |
|
| 238 |
+
# Oracle Re-Check
|
| 239 |
+
last_oracle = datetime.fromisoformat(trade.get('last_oracle_check', datetime.now().isoformat()))
|
| 240 |
+
if (datetime.now() - last_oracle).total_seconds() > self.ORACLE_CHECK_INTERVAL:
|
| 241 |
self.open_positions[symbol]['last_oracle_check'] = datetime.now().isoformat()
|
| 242 |
await self._consult_oracle_strategy_update(symbol, trade)
|
| 243 |
|
| 244 |
except asyncio.CancelledError: break
|
| 245 |
except Exception as e:
|
| 246 |
+
print(f"❌ [Sentry Error] {symbol}: {e}"); traceback.print_exc(); await asyncio.sleep(5)
|
| 247 |
+
|
| 248 |
+
async def _handle_sl_update(self, symbol, action, trade, current_price):
|
| 249 |
+
if action == 'TIGHTEN_SL':
|
| 250 |
+
entry_p = float(trade['entry_price'])
|
| 251 |
+
if float(trade['sl_price']) < entry_p:
|
| 252 |
+
print(f"🛡️ [Dual-Core] TIGHTEN_SL -> Entry {entry_p}")
|
| 253 |
+
self.open_positions[symbol]['sl_price'] = entry_p
|
| 254 |
+
await self.r2.save_open_trades_async(list(self.open_positions.values()))
|
| 255 |
+
|
| 256 |
+
elif action == 'TRAIL_SL':
|
| 257 |
+
entry_p = float(trade['entry_price'])
|
| 258 |
+
if current_price > entry_p:
|
| 259 |
+
potential_sl = entry_p + ((current_price - entry_p) * 0.5)
|
| 260 |
+
if potential_sl > float(trade['sl_price']):
|
| 261 |
+
print(f"🛡️ [Dual-Core] TRAIL_SL -> {potential_sl:.4f}")
|
| 262 |
+
self.open_positions[symbol]['sl_price'] = potential_sl
|
| 263 |
+
await self.r2.save_open_trades_async(list(self.open_positions.values()))
|
| 264 |
|
| 265 |
async def _consult_oracle_strategy_update(self, symbol, trade):
|
| 266 |
try:
|
| 267 |
tasks = [self.data_manager.get_latest_ohlcv(symbol, tf, limit=100) for tf in ["15m", "1h", "4h"]]
|
| 268 |
results = await asyncio.gather(*tasks)
|
| 269 |
ohlcv_data = {tf: res for tf, res in zip(["15m", "1h", "4h"], results) if res}
|
|
|
|
| 270 |
if '1h' not in ohlcv_data: return
|
|
|
|
|
|
|
|
|
|
| 271 |
|
| 272 |
+
curr_p = await self.data_manager.get_latest_price_async(symbol)
|
| 273 |
+
l2 = await self.processor.process_compound_signal({'symbol': symbol, 'ohlcv': ohlcv_data, 'current_price': curr_p})
|
| 274 |
+
if not l2: return
|
|
|
|
| 275 |
|
| 276 |
+
oracle = await self.processor.consult_oracle(l2)
|
| 277 |
+
if oracle.get('action') == 'WAIT' or oracle.get('direction') == 'SHORT':
|
| 278 |
+
print(f"🚨 [Oracle] Outlook Bearish. Exiting {symbol}...")
|
| 279 |
await self.force_exit_by_manager(symbol, reason="Oracle_Bearish_Flip")
|
| 280 |
return
|
| 281 |
|
| 282 |
+
if oracle.get('strength', 0.5) < (trade.get('initial_oracle_strength', 0.5) * 0.6):
|
|
|
|
|
|
|
|
|
|
|
|
|
| 283 |
tp_map = trade.get('oracle_tp_map', {})
|
| 284 |
+
cons_tp = tp_map.get('TP1')
|
| 285 |
+
if cons_tp and cons_tp > curr_p and cons_tp < trade['tp_price']:
|
| 286 |
+
print(f"⚠️ [Oracle] Weakening. Lowering TP to {cons_tp}")
|
| 287 |
+
self.open_positions[symbol]['tp_price'] = cons_tp
|
| 288 |
+
except Exception: pass
|
| 289 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 290 |
def _launch_post_exit_analysis(self, symbol, exit_price, exit_time, position_size_usd, ai_scores=None, trade_obj=None):
|
| 291 |
asyncio.create_task(self._analyze_after_exit_task(symbol, exit_price, exit_time, position_size_usd, ai_scores, trade_obj))
|
| 292 |
|
| 293 |
def _update_specific_stat(self, key, is_good, usd_impact):
|
| 294 |
if key not in self.ai_stats: return
|
| 295 |
self.ai_stats[key]["total"] += 1
|
| 296 |
+
if is_good: self.ai_stats[key]["good"] += 1; self.ai_stats[key]["saved"] += abs(usd_impact)
|
| 297 |
+
else: self.ai_stats[key]["missed"] += abs(usd_impact)
|
|
|
|
|
|
|
|
|
|
| 298 |
|
| 299 |
async def _analyze_after_exit_task(self, symbol, exit_price, exit_time, position_size_usd, ai_scores, trade_obj):
|
| 300 |
+
await asyncio.sleep(900)
|
| 301 |
try:
|
| 302 |
curr = await self.data_manager.get_latest_price_async(symbol)
|
| 303 |
if curr == 0: return
|
|
|
|
| 304 |
change_pct = (curr - exit_price) / exit_price
|
| 305 |
usd_impact = change_pct * position_size_usd
|
| 306 |
is_good_exit = change_pct < 0
|
|
|
|
| 307 |
self._update_specific_stat("hybrid", is_good_exit, usd_impact)
|
|
|
|
| 308 |
if ai_scores:
|
| 309 |
+
if ai_scores.get('crash', 0) >= 0.60: self._update_specific_stat("crash", is_good_exit, usd_impact)
|
| 310 |
+
if ai_scores.get('giveback', 0) >= 0.70: self._update_specific_stat("giveback", is_good_exit, usd_impact)
|
| 311 |
+
if ai_scores.get('stagnation', 0) >= 0.50: self._update_specific_stat("stagnation", is_good_exit, usd_impact)
|
| 312 |
+
|
|
|
|
|
|
|
|
|
|
| 313 |
record = {"symbol": symbol, "exit_price": exit_price, "price_15m": curr, "usd_impact": usd_impact, "verdict": "SUCCESS" if is_good_exit else "MISS"}
|
| 314 |
await self.r2.append_deep_steward_audit(record)
|
|
|
|
| 315 |
if self.learning_hub and trade_obj:
|
| 316 |
trade_obj['pnl_percent'] = trade_obj.get('profit_pct', 0.0)
|
| 317 |
await self.learning_hub.register_trade_outcome(trade_obj)
|
| 318 |
+
except Exception: pass
|
| 319 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 320 |
async def _execute_exit(self, symbol, price, reason, ai_scores=None):
|
| 321 |
if symbol not in self.open_positions: return
|
| 322 |
try:
|
| 323 |
trade = self.open_positions.pop(symbol)
|
| 324 |
+
entry_price = float(trade['entry_price']); exit_price = float(price)
|
| 325 |
+
entry_capital = float(trade.get('entry_capital', 100.0)); entry_fee = float(trade.get('entry_fee_usd', 0.0))
|
|
|
|
|
|
|
| 326 |
|
| 327 |
+
exit_val = (exit_price / entry_price) * entry_capital
|
| 328 |
+
exit_fee = exit_val * self.FEE_RATE
|
| 329 |
+
net_pnl = (exit_val - exit_fee) - entry_capital
|
| 330 |
+
total_fees = entry_fee + exit_fee
|
| 331 |
|
| 332 |
+
await self.smart_portfolio.register_closed_position(entry_capital, net_pnl, total_fees)
|
|
|
|
|
|
|
| 333 |
|
| 334 |
+
trade.update({'status': 'CLOSED', 'exit_price': exit_price, 'exit_reason': reason, 'profit_pct': (net_pnl/entry_capital)*100, 'net_pnl_usd': net_pnl, 'fees_paid_usd': total_fees})
|
| 335 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 336 |
portfolio = await self.r2.get_portfolio_state_async()
|
| 337 |
portfolio['total_trades'] = portfolio.get('total_trades', 0) + 1
|
| 338 |
+
if net_pnl >= 0:
|
| 339 |
portfolio['winning_trades'] = portfolio.get('winning_trades', 0) + 1
|
| 340 |
+
portfolio['total_profit_usd'] = portfolio.get('total_profit_usd', 0) + net_pnl
|
| 341 |
trade['result'] = 'WIN'
|
| 342 |
else:
|
| 343 |
portfolio['losing_trades'] = portfolio.get('losing_trades', 0) + 1
|
| 344 |
+
portfolio['total_loss_usd'] = portfolio.get('total_loss_usd', 0) + abs(net_pnl)
|
| 345 |
trade['result'] = 'LOSS'
|
| 346 |
|
| 347 |
await self.r2.save_portfolio_state_async(portfolio)
|
| 348 |
await self.r2.save_open_trades_async(list(self.open_positions.values()))
|
| 349 |
await self.r2.append_to_closed_trades_history(trade)
|
| 350 |
|
| 351 |
+
print(f"✅ [EXIT] {symbol} | Net PnL: {(net_pnl/entry_capital)*100:.2f}% (${net_pnl:.2f}) | {reason}")
|
|
|
|
| 352 |
self._launch_post_exit_analysis(symbol, exit_price, trade.get('exit_time'), entry_capital, ai_scores, trade)
|
|
|
|
| 353 |
self.latest_guardian_log = f"✅ Closed {symbol} ({reason})"
|
| 354 |
+
if symbol in self.sentry_tasks: self.sentry_tasks[symbol].cancel(); del self.sentry_tasks[symbol]
|
|
|
|
|
|
|
|
|
|
| 355 |
|
| 356 |
except Exception as e:
|
| 357 |
+
print(f"❌ [Exit Error] {e}"); traceback.print_exc()
|
| 358 |
+
if symbol not in self.open_positions: self.open_positions[symbol] = trade
|
|
|
|
|
|
|
| 359 |
|
| 360 |
async def force_exit_by_manager(self, symbol, reason):
|
| 361 |
p = await self.data_manager.get_latest_price_async(symbol)
|
| 362 |
+
async with self.execution_lock: await self._execute_exit(symbol, p, reason)
|
|
|
|
|
|
|
|
|
|
|
|
|
| 363 |
|
| 364 |
+
async def start_sentry_loops(self): await self.ensure_active_guardians()
|
| 365 |
async def stop_sentry_loops(self):
|
| 366 |
self.running = False
|
| 367 |
for task in self.sentry_tasks.values(): task.cancel()
|