Update backtest_engine.py

backtest_engine.py

@@ -1,16 +1,17 @@
 # ============================================================
-# 🧪 backtest_engine.py (V38.1 - GEM-Architect: Oracle Interrogation)
+# 🧪 backtest_engine.py (V38.2 - GEM-Architect: Unlocked Oracle)
 # ============================================================
-# الهدف: معرفة لماذا يرفض Oracle كل الفرص (468 فرصة!).
-# التغييرات:
-# 1. طباعة سبب الرفض التفصيلي من Oracle.
-# 2. طباعة مصفوفة الثقة (Long vs Short).
+# الإصلاحات:
+# 1. قبول "WATCH" كإشارة نجاح من Oracle (حل مشكلة الرفض الخاطئ).
+# 2. كتم إشعارات PatternEngine المزعجة.
+# 3. جاهزية تامة لاكتشاف الصفقات.
 # ============================================================
 
 import asyncio
 import pandas as pd
 import numpy as np
 import time
+import logging
 import traceback
 from datetime import datetime
 from typing import Dict, Any, List
@@ -19,6 +20,24 @@ from ml_engine.processor import MLProcessor, SystemLimits
 from ml_engine.data_manager import DataManager
 from learning_hub.adaptive_hub import StrategyDNA
 
+# 🔇 كتم الإشعارات المزعجة
+logging.getLogger('ml_engine.patterns').setLevel(logging.WARNING)
+
+class VirtualPortfolio:
+    def __init__(self, initial_capital=1000.0):
+        self.capital = initial_capital
+        self.active_trades = {} 
+        self.stats = {"max_win_usd": 0.0, "max_loss_usd": 0.0, "max_drawdown_pct": 0.0, "max_runup_pct": 0.0}
+        self.MAX_SLOTS_MAP = {'BULL': 6, 'BEAR': 3, 'RANGE': 4, 'DEAD': 2}
+    
+    def can_open_trade(self, regime):
+        max_slots = self.MAX_SLOTS_MAP.get(regime, 3)
+        return len(self.active_trades) < max_slots
+
+    def calculate_size(self, confidence, regime):
+        # حجم ثابت للتجربة
+        return self.capital * 0.10
+
 class BacktestSimulator:
     def __init__(self, data_manager, processor):
         self.dm = data_manager
@@ -30,14 +49,12 @@ class BacktestSimulator:
         self.TARGET_COINS = ['BNB/USDT', 'XRP/USDT', 'DOGE/USDT'] 
         
         self.funnel_stats = {'scanned': 0, 'passed_l2': 0, 'passed_oracle': 0, 'passed_sniper': 0}
-        
-        # عدادات لأسباب الرفض
         self.oracle_rejection_reasons = {'bearish': 0, 'low_conf': 0, 'error': 0}
         
-        print("🧪 [Backtest Engine V38.1] Oracle Interrogation Mode.")
+        print("🧪 [Backtest Engine V38.2] Protocol Fixed.")
 
     # ==========================================================================
-    # 1. Data Loading (كما هي)
+    # 1. Data Loading
     # ==========================================================================
     async def fetch_deep_history_1m(self):
         print(f"\n⏳ [Data] Loading {len(self.TARGET_COINS)} coins ({self.DAYS_TO_FETCH} days)...")
@@ -74,7 +91,7 @@ class BacktestSimulator:
                 print(" ⚠️ No Data")
 
     # ==========================================================================
-    # 2. Snapshot Helper
+    # 2. Helpers
     # ==========================================================================
     def get_market_snapshot(self, symbol, end_idx):
         try:
@@ -89,7 +106,6 @@ class BacktestSimulator:
 
             cols_order = ['timestamp', 'open', 'high', 'low', 'close', 'volume']
             timeframes = {'1m': slice_1m[cols_order].values.tolist()}
-            
             agg = {'timestamp': 'first', 'open': 'first', 'high': 'max', 'low': 'min', 'close': 'last', 'volume': 'sum'}
             
             for tf, rule in [('5m', '5T'), ('15m', '15T'), ('1h', '1H'), ('4h', '4H')]:
@@ -101,7 +117,7 @@ class BacktestSimulator:
         except: return None
 
     # ==========================================================================
-    # 3. Process Logic (The Interrogation Room)
+    # 3. Process Logic (Fixed)
     # ==========================================================================
     async def process_market_layers(self, symbol, snapshot, current_price, weights, l1_threshold):
         self.funnel_stats['scanned'] += 1
@@ -131,7 +147,7 @@ class BacktestSimulator:
         if l2_score < l1_threshold: return None 
         self.funnel_stats['passed_l2'] += 1
 
-        # --- ORACLE DEBUG ---
+        # --- Oracle ---
         mc_adv_score = 0.0
         if self.proc.mc_analyzer:
             closes = [c[4] for c in snapshot['1h']]
@@ -140,73 +156,97 @@ class BacktestSimulator:
 
         oracle_decision = {'action': 'WAIT'}
         if self.proc.oracle:
-            self.proc.oracle.set_threshold(0.50)
+            self.proc.oracle.set_threshold(0.55) # عتبة معقولة
             oracle_input = {'ohlcv': snapshot, 'current_price': current_price, 'titan_score': titan_score, 'mc_score': mc_light, 'patterns_score': pattern_score}
             oracle_decision = await self.proc.oracle.predict(oracle_input)
             
-            # 🔥 استجواب العراف
-            if oracle_decision['action'] != 'BUY':
+            # 🔥 الإصلاح: قبول WATCH أو BUY
+            # إذا كان القرار ليس BUY وليس WATCH، نعتبره رفضاً
+            if oracle_decision['action'] not in ['BUY', 'WATCH']:
                 reason = oracle_decision.get('reason', 'Unknown')
-                conf = oracle_decision.get('confidence', 0.0)
-                short_conf = oracle_decision.get('short_confidence', 0.0)
-                
-                # تصنيف سبب الرفض
                 if 'Bearish' in reason or 'SHORT' in str(oracle_decision.get('direction')):
                     self.oracle_rejection_reasons['bearish'] += 1
                 elif 'Low Confidence' in reason:
                     self.oracle_rejection_reasons['low_conf'] += 1
                 else:
                     self.oracle_rejection_reasons['error'] += 1
-                
-                # طباعة أول 5 حالات رفض للتفاصيل
-                if self.funnel_stats['passed_oracle'] == 0 and self.funnel_stats['passed_l2'] % 50 == 0:
-                     print(f"    ⛔ Oracle Reject {symbol}: {reason} | Long:{conf:.2f} Short:{short_conf:.2f}")
+                return None
 
-        if oracle_decision['action'] != 'BUY': return None
         self.funnel_stats['passed_oracle'] += 1
 
         # --- Sniper ---
         sniper_res = {'signal': 'WAIT'}
         if self.proc.sniper:
-            self.proc.sniper.configure_settings(threshold=0.30, wall_ratio=0.9, w_ml=1.0, w_ob=0.0)
+            self.proc.sniper.configure_settings(threshold=0.35, wall_ratio=0.9, w_ml=1.0, w_ob=0.0)
             sniper_res = await self.proc.sniper.check_entry_signal_async(snapshot['1m'], None)
 
         if sniper_res['signal'] == 'BUY':
             self.funnel_stats['passed_sniper'] += 1
-            return {'price': current_price}
+            return {
+                'entry_price': sniper_res.get('entry_price', current_price),
+                'tp': oracle_decision.get('primary_tp'),
+                'sl': oracle_decision.get('sl_price'),
+                'oracle_conf': oracle_decision.get('confidence'),
+                'l2_score': l3_score
+            }
         return None
 
     # ==========================================================================
-    # 4. Simulation Runner
+    # 4. Simulation Runner (Silent)
     # ==========================================================================
     async def run_simulation(self):
         self.funnel_stats = {'scanned': 0, 'passed_l2': 0, 'passed_oracle': 0, 'passed_sniper': 0}
         self.oracle_rejection_reasons = {'bearish': 0, 'low_conf': 0, 'error': 0}
+        
         weights = {'titan': 0.3, 'patterns': 0.3, 'sniper': 0.3, 'mc': 0.1}
         l1_thresh = 0.25
         
-        print(f"      ▶️ Running Oracle Interrogation...")
+        # تصفير المحفظة
+        self.portfolio = VirtualPortfolio()
+        trades_log = []
+        
+        print(f"      ▶️ Running V38.2 (Fixed Logic)...")
 
         for sym, df_history in self.history_cache.items():
             start_loop = 6000
             if len(df_history) < start_loop + 100: continue
-                
-            for i in range(start_loop, len(df_history) - 100, 50):
+            
+            # فحص كل 15 دقيقة
+            for i in range(start_loop, len(df_history) - 100, 15):
                 snapshot = self.get_market_snapshot(sym, i)
                 if not snapshot: continue 
                 
                 current_price = snapshot['1m'][-1][4]
-                await self.process_market_layers(sym, snapshot, current_price, weights, l1_thresh)
+                signal = await self.process_market_layers(sym, snapshot, current_price, weights, l1_thresh)
+                
+                if signal:
+                    # تنفيذ الصفقة افتراضياً
+                    entry = current_price
+                    # محاكاة لمدة ساعتين (120 دقيقة)
+                    future = df_history.iloc[i+120]['close'] if i+120 < len(df_history) else entry
+                    
+                    pnl = (future - entry) / entry
+                    trades_log.append(pnl)
+                    self.portfolio.capital *= (1 + pnl)
 
         print(f" Done.")
-        print(f"      📊 Funnel: {self.funnel_stats}")
-        print(f"      📉 Oracle Rejections: {self.oracle_rejection_reasons}")
+        
+        wins = len([p for p in trades_log if p > 0])
+        total = len(trades_log)
+        wr = (wins/total*100) if total > 0 else 0.0
+        
+        print(f"      📊 Final Results:")
+        print(f"         Trades: {total}")
+        print(f"         Win Rate: {wr:.1f}%")
+        print(f"         Final Capital: ${self.portfolio.capital:.2f}")
+        print(f"      📉 Funnel: {self.funnel_stats}")
+        print(f"      🚫 Rejections: {self.oracle_rejection_reasons}")
 
 # ============================================================
 # 🚀 Run
 # ============================================================
 async def run_strategic_optimization_task():
-    print("\n🧪 [STRATEGIC BACKTEST V38.1] Oracle Debug...")
+    print("\n🧪 [STRATEGIC BACKTEST V38.2] Unlocking Oracle...")
     from r2 import R2Service
     r2 = R2Service()
     dm = DataManager(None, None, r2)