Create smart_portfolio.py

smart_portfolio.py

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+# ==============================================================================
+# 💼 smart_portfolio.py (V1.2 - GEM-Architect: True Risk & Market Mood)
+# ==============================================================================
+# التحديثات الجذرية:
+# 1. إدارة صارمة لرأس المال (Allocated vs Free).
+# 2. دمج مؤشر الخوف والجشع (Fear & Greed Index) في حساب الثقة.
+# 3. فرض حقيقي لعدد الخانات (Slots Enforcement).
+# 4. معالجة الرسوم بشكل منفصل ودقيق.
+# ==============================================================================
+
+import asyncio
+import json
+import httpx
+import traceback
+import pandas as pd
+import pandas_ta as ta
+from datetime import datetime, timedelta
+from typing import Dict, Any, Tuple, Optional
+
+class SmartPortfolio:
+    def __init__(self, r2_service, data_manager):
+        self.r2 = r2_service
+        self.data_manager = data_manager
+        
+        # ⚙️ إعدادات المحفظة (الدستور المالي)
+        self.MIN_CAPITAL_FOR_SPLIT = 20.0
+        self.MAX_SLOTS_BELOW_THRESHOLD = 1
+        self.MAX_SLOTS_ABOVE_THRESHOLD = 5
+        
+        self.DAILY_LOSS_LIMIT_PCT = 0.20
+        
+        # 📊 أوزان الثقة المركبة (تم التحديث لإضافة Market Mood)
+        self.WEIGHTS = {
+            "L2_TECHNICAL": 0.25, 
+            "L3_ORACLE": 0.35,     
+            "L4_SNIPER": 0.20,     
+            "CONTEXT": 0.10,       # حيتان وأخبار
+            "MARKET_MOOD": 0.10    # Fear & Greed + BTC Trend
+        }
+        
+        # حالة السوق والمزاج العام
+        self.market_trend = "NEUTRAL"
+        self.fear_greed_index = 50  # 0-100 (50 = Neutral)
+        self.fear_greed_label = "Neutral"
+        
+        self.capital_lock = asyncio.Lock()
+        
+        # 📂 حالة المحفظة (تمت إضافة allocated_capital_usd)
+        self.state = {
+            "current_capital": 10.0,        # إجمالي حقوق الملكية (Equity)
+            "allocated_capital_usd": 0.0,   # الأموال المحجوزة في صفقات نشطة
+            "session_start_balance": 10.0,
+            "last_session_reset": datetime.now().isoformat(),
+            "daily_net_pnl": 0.0,
+            "is_trading_halted": False,
+            "halt_reason": None
+        }
+        
+        print("💼 [SmartPortfolio V1.2] True Risk & Market Mood Initialized.")
+
+    async def initialize(self):
+        await self._sync_state_from_r2()
+        await self._check_daily_reset()
+        # تشغيل المراقبين
+        asyncio.create_task(self._market_monitor_loop())
+
+    # ==============================================================================
+    # 🦅 Market Monitor: BTC Trend + Fear & Greed
+    # ==============================================================================
+    async def _market_monitor_loop(self):
+        """مراقبة خلفية لاتجاه البيتكوين ومؤشر الخوف والجشع"""
+        print("🦅 [SmartPortfolio] Market Sentinel Started.")
+        async with httpx.AsyncClient() as client:
+            while True:
+                try:
+                    # 1. تحليل ترند BTC
+                    ohlcv = await self.data_manager.get_latest_ohlcv("BTC/USDT", "4h", limit=50)
+                    if ohlcv:
+                        df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+                        ema20 = df['close'].ewm(span=20).mean().iloc[-1]
+                        ema50 = df['close'].ewm(span=50).mean().iloc[-1]
+                        close = df['close'].iloc[-1]
+                        
+                        if close > ema20 and ema20 > ema50: self.market_trend = "BULLISH"
+                        elif close < ema20 and ema20 < ema50: self.market_trend = "BEARISH"
+                        else: self.market_trend = "NEUTRAL"
+
+                    # 2. جلب مؤشر الخوف والجشع (Fear & Greed API)
+                    # نجلبه بمعدل أقل لتجنب الحظر، لكن هنا في نفس الحلقة للتبسيط
+                    try:
+                        resp = await client.get("https://api.alternative.me/fng/?limit=1", timeout=5)
+                        data = resp.json()
+                        if data['data']:
+                            self.fear_greed_index = int(data['data'][0]['value'])
+                            self.fear_greed_label = data['data'][0]['value_classification']
+                    except Exception: 
+                        pass # الحفاظ على القيمة السابقة عند الفشل
+
+                    await asyncio.sleep(300) # كل 5 دقائق
+                except Exception as e:
+                    print(f"⚠️ [Market Monitor] Error: {e}")
+                    await asyncio.sleep(60)
+
+    # ==============================================================================
+    # 🧮 The Consensus Engine (Updated with Mood)
+    # ==============================================================================
+    def _calculate_composite_confidence(self, signal_data: Dict[str, Any]) -> float:
+        try:
+            l2_score = float(signal_data.get('enhanced_final_score', 0.5))
+            oracle_conf = float(signal_data.get('confidence', 0.5))
+            sniper_score = float(signal_data.get('sniper_score', 0.5))
+            
+            # تطبيع سياق الحيتان والأخبار (0.0 - 1.0)
+            whale_impact = float(signal_data.get('whale_score', 0.0))
+            news_impact = float(signal_data.get('news_score', 0.0))
+            context_val = max(0.0, min(1.0, 0.5 + whale_impact + news_impact))
+            
+            # حساب سكور "مزاج السوق" (Market Mood Score)
+            # الخوف الشديد (أقل من 20) قد يكون فرصة شراء ممتازة (Contrarian)
+            # الجشع الشديد (فوق 80) قد يكون خطر تصحيح
+            mood_score = 0.5
+            if self.market_trend == "BULLISH":
+                mood_score += 0.2
+            elif self.market_trend == "BEARISH":
+                mood_score -= 0.2
+                
+            # دمج F&G: إذا السوق صاعد وجشع معتدل = جيد. جشع مفرط = سيء.
+            fg = self.fear_greed_index
+            if fg < 20: mood_score += 0.1 ( # خوف شديد = فرصة ارتداد محتملة
+            elif fg > 80: mood_score -= 0.1 # جشع شديد = خطر القمة
+            
+            mood_score = max(0.0, min(1.0, mood_score))
+
+            final_conf = (
+                (l2_score * self.WEIGHTS["L2_TECHNICAL"]) +
+                (oracle_conf * self.WEIGHTS["L3_ORACLE"]) +
+                (sniper_score * self.WEIGHTS["L4_SNIPER"]) +
+                (context_val * self.WEIGHTS["CONTEXT"]) +
+                (mood_score * self.WEIGHTS["MARKET_MOOD"])
+            )
+            return round(final_conf, 3)
+            
+        except Exception:
+            return float(signal_data.get('confidence', 0.5))
+
+    # ==============================================================================
+    # 🧠 Core Logic: Entry Approval (True Risk)
+    # ==============================================================================
+    async def request_entry_approval(self, signal_data: Dict[str, Any], open_positions_count: int) -> Tuple[bool, Dict[str, Any]]:
+        """
+        تطلب الموافقة مع مراعاة رأس المال الحر (Free Capital) وعدد الخانات المشغولة.
+        """
+        async with self.capital_lock:
+            # 1. Circuit Breaker Check
+            if self.state["is_trading_halted"]:
+                return False, {"reason": f"Halted: {self.state['halt_reason']}"}
+
+            # 2. Daily Loss Limit Check
+            current_cap = float(self.state["current_capital"])
+            start_cap = float(self.state["session_start_balance"])
+            
+            drawdown = (start_cap - current_cap) / start_cap if start_cap > 0 else 0
+            if drawdown >= self.DAILY_LOSS_LIMIT_PCT:
+                self.state["is_trading_halted"] = True
+                self.state["halt_reason"] = "Daily Loss Limit (-20%)"
+                await self._save_state_to_r2()
+                return False, {"reason": "Daily Limit Hit"}
+
+            # 3. Slot Availability Check (Hard Limit)
+            max_slots = self.MAX_SLOTS_ABOVE_THRESHOLD if current_cap >= self.MIN_CAPITAL_FOR_SPLIT else self.MAX_SLOTS_BELOW_THRESHOLD
+            
+            if open_positions_count >= max_slots:
+                return False, {"reason": f"Max slots reached ({open_positions_count}/{max_slots})"}
+
+            # 4. Free Capital Check
+            allocated = float(self.state.get("allocated_capital_usd", 0.0))
+            free_capital = max(0.0, current_cap - allocated)
+            
+            if free_capital < 5.0:
+                return False, {"reason": f"Insufficient Free Capital (${free_capital:.2f})"}
+
+            # 5. Position Sizing (Island Logic)
+            # نقسم رأس المال الحر على عدد الخانات المتبقية لضمان التوزيع العادل
+            remaining_slots = max_slots - open_positions_count
+            base_allocation = 0.0
+            
+            if current_cap >= self.MIN_CAPITAL_FOR_SPLIT:
+                # توزيع ذكي: رأس المال الكلي / عدد الخانات الكلي (للحفاظ على حجم ثابت)
+                # لكن بشرط ألا يتجاوز رأس المال الحر
+                target_size = current_cap / self.MAX_SLOTS_ABOVE_THRESHOLD
+                base_allocation = min(target_size, free_capital)
+            else:
+                # حساب النمو (All-in Safe)
+                base_allocation = free_capital * 0.95
+
+            # 6. Consensus & Risk Multiplier
+            system_confidence = self._calculate_composite_confidence(signal_data)
+            risk_multiplier = 1.0
+            
+            if system_confidence >= 0.80: risk_multiplier = 1.35
+            elif system_confidence >= 0.70: risk_multiplier = 1.0
+            elif system_confidence >= 0.60: risk_multiplier = 0.80
+            else: risk_multiplier = 0.50
+
+            if self.market_trend == "BEARISH": risk_multiplier *= 0.5
+            
+            # الحجم النهائي (لا يتجاوز Free Capital ولا 98% من الإجمالي)
+            final_size_usd = base_allocation * risk_multiplier
+            final_size_usd = min(final_size_usd, free_capital, current_cap * 0.98)
+
+            if final_size_usd < 5.0:
+                return False, {"reason": "Calculated size too small"}
+
+            # 7. Dynamic TP Selection
+            entry_price = float(signal_data.get('sniper_entry_price') or signal_data.get('current_price'))
+            tp_map = signal_data.get('tp_map', {})
+            
+            # منطق الأهداف مع F&G
+            # إذا كان الخوف شديد (القاع) + إشارة قوية -> استهدف القمر (TP4)
+            if system_confidence >= 0.85 and (self.market_trend == "BULLISH" or self.fear_greed_index < 20):
+                selected_tp = tp_map.get('TP4') or tp_map.get('TP3')
+                target_label = "TP4 (Moonbag)"
+            elif system_confidence >= 0.75:
+                selected_tp = tp_map.get('TP3')
+                target_label = "TP3"
+            elif system_confidence >= 0.65:
+                selected_tp = tp_map.get('TP2')
+                target_label = "TP2"
+            else:
+                selected_tp = tp_map.get('TP1')
+                target_label = "TP1"
+                
+            if not selected_tp or selected_tp <= entry_price: selected_tp = entry_price * 1.02
+
+            return True, {
+                "approved_size_usd": float(final_size_usd),
+                "approved_tp": float(selected_tp),
+                "target_label": target_label,
+                "system_confidence": system_confidence,
+                "risk_multiplier": risk_multiplier,
+                "market_mood": f"{self.market_trend} | FG:{self.fear_greed_index}"
+            }
+
+    # ==============================================================================
+    # 🔒 Capital Tracking (Atomic Operations)
+    # ==============================================================================
+    async def register_new_position(self, size_usd: float):
+        """يتم استدعاؤها عند فتح الصفقة لحجز رأس المال"""
+        async with self.capital_lock:
+            self.state["allocated_capital_usd"] = float(self.state.get("allocated_capital_usd", 0.0)) + float(size_usd)
+            # حماية من الأخطاء الحسابية (لا يتجاوز الإجمالي)
+            if self.state["allocated_capital_usd"] > self.state["current_capital"]:
+                self.state["allocated_capital_usd"] = self.state["current_capital"]
+            await self._save_state_to_r2()
+
+    async def register_closed_position(self, released_capital_usd: float, net_pnl: float, fees: float):
+        """يتم استدعاؤها عند الإغلاق لتحرير رأس المال وتحديث الربح"""
+        async with self.capital_lock:
+            # 1. تحرير رأس المال المحجوز
+            current_allocated = float(self.state.get("allocated_capital_usd", 0.0))
+            self.state["allocated_capital_usd"] = max(0.0, current_allocated - released_capital_usd)
+            
+            # 2. تحديث الرصيد الإجمالي (الصافي بعد الرسوم)
+            net_impact = net_pnl - fees # نخصم الرسوم هنا لضمان الدقة
+            self.state["current_capital"] += net_impact
+            self.state["daily_net_pnl"] += net_impact
+            
+            # 3. فحص الخسارة اليومية
+            start = self.state["session_start_balance"]
+            dd = (start - self.state["current_capital"]) / start if start > 0 else 0
+            if dd >= self.DAILY_LOSS_LIMIT_PCT:
+                self.state["is_trading_halted"] = True
+                self.state["halt_reason"] = "Daily Limit Hit After Exit"
+            
+            await self._save_state_to_r2()
+            print(f"💰 [Portfolio] Capital Released: ${released_capital_usd:.2f} | Net Change: ${net_impact:+.2f}")
+
+    # ==============================================================================
+    # 💾 Utilities
+    # ==============================================================================
+    async def _check_daily_reset(self):
+        last_reset = datetime.fromisoformat(self.state.get("last_session_reset", datetime.now().isoformat()))
+        if datetime.now() - last_reset > timedelta(hours=24):
+            self.state["session_start_balance"] = self.state["current_capital"]
+            self.state["daily_net_pnl"] = 0.0
+            self.state["is_trading_halted"] = False
+            self.state["last_session_reset"] = datetime.now().isoformat()
+            await self._save_state_to_r2()
+
+    async def _sync_state_from_r2(self):
+        try:
+            data = await self.r2.get_file_async("smart_portfolio_state.json")
+            if data: 
+                loaded = json.loads(data)
+                self.state.update(loaded)
+                # ضمان وجود المفاتيح الجديدة في حال الترقية من نسخة قديمة
+                if "allocated_capital_usd" not in self.state: self.state["allocated_capital_usd"] = 0.0
+            else:
+                old = await self.r2.get_portfolio_state_async()
+                if old: 
+                    self.state["current_capital"] = float(old.get("current_capital_usd", 10.0))
+                    self.state["session_start_balance"] = self.state["current_capital"]
+        except: pass
+
+    async def _save_state_to_r2(self):
+        try:
+            await self.r2.upload_json_async(self.state, "smart_portfolio_state.json")
+            # تحديث الملف القديم للتوافق
+            existing = await self.r2.get_portfolio_state_async()
+            existing["current_capital_usd"] = self.state["current_capital"]
+            await self.r2.save_portfolio_state_async(existing)
+        except: pass