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Update ml_engine/processor.py
Browse files- ml_engine/processor.py +46 -39
ml_engine/processor.py
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@@ -1,5 +1,6 @@
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# ============================================================
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# 🧠 ml_engine/processor.py
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# ============================================================
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import asyncio
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@@ -40,23 +41,22 @@ MODEL_V3_PATH = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Production.j
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MODEL_V3_FEAT = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Features.json")
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# ============================================================
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# 🎛️ SYSTEM LIMITS & THRESHOLDS (
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# ============================================================
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class SystemLimits:
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"""
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GEM-Architect: The Dynamic Constitution.
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يتم تحديث هذه القيم آلياً بواسطة AdaptiveHub
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"""
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# --- Layer 1 (Data Manager Control) ---
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L1_MIN_AFFINITY_SCORE = 15.0
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# --- Layer 2 Weights (Dynamic) ---
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# هذه الأوزان تتغير حسب أداء النماذج (Tactical Loop) وحالة السوق
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L2_WEIGHT_TITAN = 0.40
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L2_WEIGHT_PATTERNS = 0.30
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L2_WEIGHT_MC = 0.10
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# (Hydra/Sniper قد يساهمون في L2 أو L4 حسب التصميم)
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# إعدادات الأنماط (تتغير حسب الاستراتيجية)
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PATTERN_TF_WEIGHTS = {'15m': 0.40, '1h': 0.30, '5m': 0.20, '4h': 0.10, '1d': 0.00}
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@@ -71,10 +71,8 @@ class SystemLimits:
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# --- Layer 4 (Sniper & Execution) ---
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L4_ENTRY_THRESHOLD = 0.40
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# أوزان داخلية لـ Sniper (ML vs OrderBook)
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L4_WEIGHT_ML = 0.60
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L4_WEIGHT_OB = 0.40
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# نسبة الجدار المسموح بها (تتغير جذرياً بين Bull و Bear)
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L4_OB_WALL_RATIO = 0.40
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# --- Layer 0: Hydra & Guardian Thresholds ---
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@@ -94,12 +92,10 @@ class SystemLimits:
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@classmethod
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def update_from_dict(cls, config: Dict[str, Any]):
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"""تحديث القيم من AdaptiveHub"""
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if not config: return
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for k, v in config.items():
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if hasattr(cls, k):
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setattr(cls, k, v)
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# print(f"🔄 [SystemLimits] Updated. TitanW={cls.L2_WEIGHT_TITAN:.2f}, WallRatio={cls.L4_OB_WALL_RATIO}")
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# ============================================================
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# 🧠 MLProcessor Class
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@@ -127,7 +123,7 @@ class MLProcessor:
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v3_features_map_path=MODEL_V3_FEAT
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)
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print(f"🧠 [MLProcessor
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async def initialize(self):
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if self.initialized: return
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if self.titan: tasks.append(self.titan.initialize())
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if self.pattern_engine:
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# التكوين الأولي (سيتم تحديثه لاحقاً ديناميكياً)
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self.pattern_engine.configure_thresholds(
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weights=SystemLimits.PATTERN_TF_WEIGHTS,
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bull_thresh=SystemLimits.PATTERN_THRESH_BULLISH,
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tasks.append(self.oracle.initialize())
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if self.sniper:
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# التكوين الأولي
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if hasattr(self.sniper, 'configure_settings'):
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self.sniper.configure_settings(
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threshold=SystemLimits.L4_ENTRY_THRESHOLD,
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else:
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self.guardian_legacy.initialize()
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# تطبيق العتبات المبدئية
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self.guardian_legacy.configure_thresholds(
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v2_panic=SystemLimits.LEGACY_V2_PANIC_THRESH,
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v3_hard=SystemLimits.LEGACY_V3_HARD_THRESH,
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async def process_compound_signal(self, raw_data: Dict[str, Any]) -> Optional[Dict[str, Any]]:
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"""
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L2 Processing:
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-
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"""
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if not self.initialized: await self.initialize()
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ohlcv_data = raw_data.get('ohlcv')
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current_price = raw_data.get('current_price', 0.0)
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if not symbol or not ohlcv_data: return None
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try:
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titan_res = await asyncio.to_thread(self.titan.predict, ohlcv_data)
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score_titan = titan_res.get('score', 0.5)
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# 2. Pattern Engine
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score_patterns = 0.5
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pattern_res = {}
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pattern_name = "Neutral"
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if self.pattern_engine:
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#
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self.pattern_engine.configure_thresholds(
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weights=SystemLimits.PATTERN_TF_WEIGHTS,
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bull_thresh=SystemLimits.PATTERN_THRESH_BULLISH,
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mc_score = 0.5 + (raw_mc * 5.0)
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mc_score = max(0.0, min(1.0, mc_score))
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# 4. Hybrid Calculation (
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w_mc = SystemLimits.L2_WEIGHT_MC
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# تطبيع الأوزان (لضمان أن مجموعها 1.0 تقريباً)
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total_w = w_titan + w_patt + w_mc
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if total_w <= 0: total_w = 1.0
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return {
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'symbol': symbol,
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'current_price': current_price,
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'enhanced_final_score': hybrid_score,
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'titan_score': score_titan,
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'patterns_score': score_patterns,
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'mc_score': mc_score,
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async def consult_oracle(self, symbol_data: Dict[str, Any]) -> Dict[str, Any]:
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"""
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L3 Processing:
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Oracle
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"""
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if not self.initialized: await self.initialize()
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if self.oracle:
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# تحديث العتبة ديناميكياً
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if hasattr(self.oracle, 'set_threshold'):
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self.oracle.set_threshold(
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decision = await self.oracle.predict(symbol_data)
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conf = decision.get('confidence', 0.0)
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#
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if decision.get('action') in ['WATCH', 'BUY'] and conf <
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decision['action'] = 'WAIT'
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decision['reason'] = f"
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return decision
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return {'action': 'WAIT', 'reason': 'Oracle Engine Missing'}
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async def check_sniper_entry(self, ohlcv_1m_data: List, order_book_data: Dict[str, Any]) -> Dict[str, Any]:
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"""
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L4 Processing:
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Sniper
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"""
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if not self.initialized: await self.initialize()
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if self.sniper:
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#
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if hasattr(self.sniper, 'configure_settings'):
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self.sniper.configure_settings(
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threshold=
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wall_ratio=
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w_ml=SystemLimits.L4_WEIGHT_ML,
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w_ob=SystemLimits.L4_WEIGHT_OB
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)
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def consult_dual_guardians(self, symbol, ohlcv_1m, ohlcv_5m, ohlcv_15m, trade_context, order_book_snapshot=None):
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"""
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L0 Guardians:
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-
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"""
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response = {'action': 'HOLD', 'detailed_log': '', 'probs': {}}
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p_crash = h_probs.get('crash', 0.0)
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p_giveback = h_probs.get('giveback', 0.0)
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#
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if hydra_result['action'] == 'HOLD':
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if p_crash >= SystemLimits.HYDRA_CRASH_THRESH:
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hydra_result['action'] = 'EXIT_HARD'
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# 2. Legacy (Volume-Aware Veto)
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legacy_result = {'action': 'HOLD', 'reason': 'Disabled', 'scores': {}}
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if self.guardian_legacy and self.guardian_legacy.initialized:
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# تحديث العتبات قبل التحليل
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self.guardian_legacy.configure_thresholds(
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v2_panic=SystemLimits.LEGACY_V2_PANIC_THRESH,
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v3_hard=SystemLimits.LEGACY_V3_HARD_THRESH,
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volume_30m_usd=vol_30m
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)
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# 3. Final Arbitration
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h_probs = hydra_result.get('probs', {})
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l_scores = legacy_result.get('scores', {})
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# ============================================================
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# 🧠 ml_engine/processor.py
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# (V37.0 - GEM-Architect: Context-Aware Cybernetic Processor)
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# ============================================================
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import asyncio
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MODEL_V3_FEAT = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Features.json")
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# ============================================================
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# 🎛️ SYSTEM LIMITS & THRESHOLDS (Fallback / Global)
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# ============================================================
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class SystemLimits:
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"""
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GEM-Architect: The Dynamic Constitution.
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يتم تحديث هذه القيم آلياً بواسطة AdaptiveHub وتستخدم كقيم احتياطية (Fallback)
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في حال لم يتم توفير dynamic_limits للعملة.
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"""
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# --- Layer 1 (Data Manager Control) ---
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L1_MIN_AFFINITY_SCORE = 15.0
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# --- Layer 2 Weights (Dynamic) ---
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L2_WEIGHT_TITAN = 0.40
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L2_WEIGHT_PATTERNS = 0.30
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L2_WEIGHT_MC = 0.10
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# إعدادات الأنماط (تتغير حسب الاستراتيجية)
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PATTERN_TF_WEIGHTS = {'15m': 0.40, '1h': 0.30, '5m': 0.20, '4h': 0.10, '1d': 0.00}
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# --- Layer 4 (Sniper & Execution) ---
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L4_ENTRY_THRESHOLD = 0.40
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L4_WEIGHT_ML = 0.60
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L4_WEIGHT_OB = 0.40
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L4_OB_WALL_RATIO = 0.40
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# --- Layer 0: Hydra & Guardian Thresholds ---
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@classmethod
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def update_from_dict(cls, config: Dict[str, Any]):
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if not config: return
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for k, v in config.items():
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if hasattr(cls, k):
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setattr(cls, k, v)
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# ============================================================
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# 🧠 MLProcessor Class
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v3_features_map_path=MODEL_V3_FEAT
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)
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print(f"🧠 [MLProcessor V37.0] Context-Aware Cybernetics Active.")
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async def initialize(self):
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if self.initialized: return
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if self.titan: tasks.append(self.titan.initialize())
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if self.pattern_engine:
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self.pattern_engine.configure_thresholds(
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weights=SystemLimits.PATTERN_TF_WEIGHTS,
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bull_thresh=SystemLimits.PATTERN_THRESH_BULLISH,
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tasks.append(self.oracle.initialize())
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if self.sniper:
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if hasattr(self.sniper, 'configure_settings'):
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self.sniper.configure_settings(
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threshold=SystemLimits.L4_ENTRY_THRESHOLD,
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else:
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self.guardian_legacy.initialize()
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self.guardian_legacy.configure_thresholds(
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v2_panic=SystemLimits.LEGACY_V2_PANIC_THRESH,
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v3_hard=SystemLimits.LEGACY_V3_HARD_THRESH,
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async def process_compound_signal(self, raw_data: Dict[str, Any]) -> Optional[Dict[str, Any]]:
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"""
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L2 Processing:
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Uses 'dynamic_limits' from raw_data if available (Per-Asset Overrides),
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otherwise falls back to SystemLimits (Global).
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"""
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if not self.initialized: await self.initialize()
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ohlcv_data = raw_data.get('ohlcv')
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current_price = raw_data.get('current_price', 0.0)
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# ✅ EXTRACT DYNAMIC LIMITS (Priority: Local > Global)
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limits = raw_data.get('dynamic_limits', {})
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if not symbol or not ohlcv_data: return None
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try:
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titan_res = await asyncio.to_thread(self.titan.predict, ohlcv_data)
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score_titan = titan_res.get('score', 0.5)
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# 2. Pattern Engine
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score_patterns = 0.5
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pattern_res = {}
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pattern_name = "Neutral"
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if self.pattern_engine:
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# Use Global config for pattern internal TFs for now
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self.pattern_engine.configure_thresholds(
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weights=SystemLimits.PATTERN_TF_WEIGHTS,
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bull_thresh=SystemLimits.PATTERN_THRESH_BULLISH,
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mc_score = 0.5 + (raw_mc * 5.0)
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mc_score = max(0.0, min(1.0, mc_score))
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# 4. Hybrid Calculation (USING DYNAMIC WEIGHTS)
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w_titan = limits.get('w_titan', SystemLimits.L2_WEIGHT_TITAN)
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w_patt = limits.get('w_patt', SystemLimits.L2_WEIGHT_PATTERNS)
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w_mc = SystemLimits.L2_WEIGHT_MC
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total_w = w_titan + w_patt + w_mc
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if total_w <= 0: total_w = 1.0
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return {
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'symbol': symbol,
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'current_price': current_price,
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'enhanced_final_score': hybrid_score,
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# Pass limits forward for next layers
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'dynamic_limits': limits,
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'asset_regime': raw_data.get('asset_regime', 'UNKNOWN'),
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'titan_score': score_titan,
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'patterns_score': score_patterns,
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'mc_score': mc_score,
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async def consult_oracle(self, symbol_data: Dict[str, Any]) -> Dict[str, Any]:
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"""
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L3 Processing:
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Oracle uses specific threshold from dynamic_limits (Per-Asset).
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"""
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if not self.initialized: await self.initialize()
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# ✅ EXTRACT DYNAMIC THRESHOLD
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limits = symbol_data.get('dynamic_limits', {})
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threshold = limits.get('l3_oracle_thresh', SystemLimits.L3_CONFIDENCE_THRESHOLD)
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if self.oracle:
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if hasattr(self.oracle, 'set_threshold'):
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self.oracle.set_threshold(threshold)
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decision = await self.oracle.predict(symbol_data)
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conf = decision.get('confidence', 0.0)
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# Dynamic Veto based on Context
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if decision.get('action') in ['WATCH', 'BUY'] and conf < threshold:
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decision['action'] = 'WAIT'
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decision['reason'] = f"Context Veto: Conf {conf:.2f} < Limit {threshold:.2f} ({limits.get('regime','Global')})"
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return decision
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return {'action': 'WAIT', 'reason': 'Oracle Engine Missing'}
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+
async def check_sniper_entry(self, ohlcv_1m_data: List, order_book_data: Dict[str, Any], context_data: Dict = None) -> Dict[str, Any]:
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"""
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L4 Processing:
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Sniper uses specific wall ratio and thresholds from dynamic_limits.
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"""
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if not self.initialized: await self.initialize()
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# ✅ EXTRACT DYNAMIC CONFIG
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limits = context_data.get('dynamic_limits', {}) if context_data else {}
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thresh = limits.get('l4_sniper_thresh', SystemLimits.L4_ENTRY_THRESHOLD)
|
| 304 |
+
wall_r = limits.get('l4_ob_wall_ratio', SystemLimits.L4_OB_WALL_RATIO)
|
| 305 |
+
|
| 306 |
if self.sniper:
|
| 307 |
+
# Inject Dynamic Config before check
|
| 308 |
if hasattr(self.sniper, 'configure_settings'):
|
| 309 |
self.sniper.configure_settings(
|
| 310 |
+
threshold=thresh,
|
| 311 |
+
wall_ratio=wall_r,
|
| 312 |
w_ml=SystemLimits.L4_WEIGHT_ML,
|
| 313 |
w_ob=SystemLimits.L4_WEIGHT_OB
|
| 314 |
)
|
|
|
|
| 320 |
def consult_dual_guardians(self, symbol, ohlcv_1m, ohlcv_5m, ohlcv_15m, trade_context, order_book_snapshot=None):
|
| 321 |
"""
|
| 322 |
L0 Guardians:
|
| 323 |
+
Ideally, trade_context should also carry 'dynamic_limits' if we want per-asset guarding.
|
| 324 |
+
For now, we use Global SystemLimits which are updated by AdaptiveHub to reflect 'General Market State'.
|
| 325 |
"""
|
| 326 |
response = {'action': 'HOLD', 'detailed_log': '', 'probs': {}}
|
| 327 |
|
|
|
|
| 333 |
p_crash = h_probs.get('crash', 0.0)
|
| 334 |
p_giveback = h_probs.get('giveback', 0.0)
|
| 335 |
|
| 336 |
+
# Using Global SystemLimits (updated by Hub)
|
| 337 |
if hydra_result['action'] == 'HOLD':
|
| 338 |
if p_crash >= SystemLimits.HYDRA_CRASH_THRESH:
|
| 339 |
hydra_result['action'] = 'EXIT_HARD'
|
|
|
|
| 345 |
# 2. Legacy (Volume-Aware Veto)
|
| 346 |
legacy_result = {'action': 'HOLD', 'reason': 'Disabled', 'scores': {}}
|
| 347 |
if self.guardian_legacy and self.guardian_legacy.initialized:
|
|
|
|
| 348 |
self.guardian_legacy.configure_thresholds(
|
| 349 |
v2_panic=SystemLimits.LEGACY_V2_PANIC_THRESH,
|
| 350 |
v3_hard=SystemLimits.LEGACY_V3_HARD_THRESH,
|
|
|
|
| 361 |
volume_30m_usd=vol_30m
|
| 362 |
)
|
| 363 |
|
| 364 |
+
# 3. Final Arbitration
|
| 365 |
h_probs = hydra_result.get('probs', {})
|
| 366 |
l_scores = legacy_result.get('scores', {})
|
| 367 |
|