Update main.py
Browse files
main.py
CHANGED
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@@ -7,10 +7,13 @@ import logging
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import asyncio
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import websockets
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import json
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from collections import defaultdict
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# ---
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# LiteLLM is the unified interface
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from litellm import completion
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from litellm.exceptions import APIError
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@@ -24,99 +27,185 @@ WEBSOCKET_STREAM = "!miniTicker@arr"
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WEBSOCKET_URL = BINANCE_WS_BASE + WEBSOCKET_STREAM
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# --- AI Model Configuration (33 Models via LiteLLM) ---
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# Models accessed via OpenRouter (prefix with 'openrouter/')
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OPENROUTER_MODELS = [
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"openrouter/openai/gpt-4o",
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"openrouter/mistralai/mistral-large",
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"openrouter/perplexity/pplx-7b-chat",
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"openrouter/anthropic/claude-3-opus",
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"openrouter/
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"openrouter/meta-llama/llama-3-8b-instruct:free",
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"openrouter/nousresearch/nous-hermes-2-mixtral-8x7b-dpo",
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]
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# Models accessed via Groq
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GROQ_MODELS = [
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"groq/llama-3.1-8b-
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"groq/llama-3.1-70b-
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]
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# Model accessed via Hugging Face (Example: a publicly available Mistral model)
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# Requires HUGGINGFACE_API_KEY
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HUGGINGFACE_MODELS = [
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"huggingface/mistralai/Mistral-7B-Instruct-v0.2",
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]
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#
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# Total models will be 33 requests: (OPENROUTER_MODELS * 4) + (GROQ_MODELS) + HUGGINGFACE_MODELS
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ALL_MODELS = (OPENROUTER_MODELS * 4) + GROQ_MODELS + HUGGINGFACE_MODELS
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# This list now contains 31 requests. Let's pad to 33 using the first two Groq models.
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ALL_MODELS = (OPENROUTER_MODELS * 4) + GROQ_MODELS + HUGGINGFACE_MODELS + GROQ_MODELS[:2]
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# Total: (7*4) + 2 + 1 + 2 = 33 requests.
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# Target symbols
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TARGET_SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'SOLUSDT', 'BNBUSDT', 'XRPUSDT']
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# --- Data Structures
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#
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# but that complexity is outside the scope of this pure WebSocket refactor).
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def get_td_sequential(series):
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"""
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def format_value(value):
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"""
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def add_technical_indicators(df):
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"""
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if df.shape[0] <
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return df
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#
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df['SMA_200'] = ta.sma(df['Close'], length=200)
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df['RSI_14'] = ta.rsi(df['Close'], length=14)
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if 'Low' not in df.columns: df['Low'] = df['Close']
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df['ADX'] = ta.adx(df['High'], df['Low'], df['Close'])['ADX_14']
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macd = ta.macd(df['Close'])
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df['TD_Seq'] = get_td_sequential(df['Close'])
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return df
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def format_data_for_gpt(latest_daily, latest_4h, latest_1m, symbol):
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"""
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def safe_get(series, key):
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prompt = f"""
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"""
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return prompt
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# ---
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async def get_ai_signal(prompt: str, model_name: str):
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"""
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try:
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# Use asyncio.to_thread to make the synchronous litellm call non-blocking
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response = await asyncio.to_thread(
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completion,
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messages=[
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{"role": "user", "content": prompt}
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],
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model=model_name,
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max_tokens=
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temperature=0.
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# based on the model prefix (e.g., 'groq/')
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)
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signal = response.choices[0].message.content.strip().upper()
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return signal
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except APIError as e:
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return f"ERROR: LiteLLM API Error: {e.status_code}"
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except Exception as e:
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return f"ERROR:
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async def get_consensus_for_symbol(symbol: str, prompt: str):
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"""
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"""
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logging.info(f"Generating 33 concurrent signals for {symbol}...")
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tasks = [get_ai_signal(prompt, model) for model in ALL_MODELS]
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results = await asyncio.gather(*tasks, return_exceptions=True)
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# Tally results
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tally = defaultdict(int)
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tally[result] += 1
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buy_votes = tally['BUY']
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sell_votes = tally['SELL']
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final_signal = 'BUY'
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confidence =
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elif
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final_signal = 'SELL'
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confidence =
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else:
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final_signal = '
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confidence =
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return {
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'symbol': symbol,
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'final_signal': final_signal,
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'
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'vote_tally':
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}
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for symbol in TARGET_SYMBOLS:
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#
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df_4h = add_technical_indicators(data_frames['4h'])
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df_1m = add_technical_indicators(data_frames['1m'])
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# 2. Get the latest data point
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latest_daily = df_daily.iloc[-1]
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latest_4h = df_4h.iloc[-1]
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latest_1m = df_1m.iloc[-1]
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print("-" * 50)
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for result in all_results:
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# For demonstration purposes, assume a mock vote count
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buy_votes = 18
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sell_votes = 10
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errors = 5
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confidence = buy_votes / 33
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final_signal = 'BUY'
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-
#
|
| 254 |
-
|
| 255 |
-
print("The code now uses LiteLLM to route requests to OpenRouter, Groq, and Hugging Face.")
|
|
|
|
| 7 |
import asyncio
|
| 8 |
import websockets
|
| 9 |
import json
|
| 10 |
+
import csv
|
| 11 |
from collections import defaultdict
|
| 12 |
+
from typing import Dict, List, Optional
|
| 13 |
+
import threading
|
| 14 |
+
import time
|
| 15 |
|
| 16 |
+
# --- AI Library ---
|
|
|
|
| 17 |
from litellm import completion
|
| 18 |
from litellm.exceptions import APIError
|
| 19 |
|
|
|
|
| 27 |
WEBSOCKET_URL = BINANCE_WS_BASE + WEBSOCKET_STREAM
|
| 28 |
|
| 29 |
# --- AI Model Configuration (33 Models via LiteLLM) ---
|
|
|
|
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|
|
| 30 |
OPENROUTER_MODELS = [
|
| 31 |
"openrouter/openai/gpt-4o",
|
| 32 |
+
"openrouter/openai/gpt-4o-mini",
|
| 33 |
"openrouter/mistralai/mistral-large",
|
| 34 |
+
"openrouter/mistralai/mistral-large-2411",
|
| 35 |
"openrouter/perplexity/pplx-7b-chat",
|
| 36 |
+
"openrouter/perplexity/pplx-70b-online",
|
| 37 |
"openrouter/anthropic/claude-3-opus",
|
| 38 |
+
"openrouter/anthropic/claude-3-sonnet",
|
| 39 |
+
"openrouter/anthropic/claude-3-haiku",
|
| 40 |
+
"openrouter/google/gemini-2.0-flash-exp:free",
|
| 41 |
+
"openrouter/google/gemini-2.5-pro-preview-03-25",
|
| 42 |
"openrouter/meta-llama/llama-3-8b-instruct:free",
|
| 43 |
+
"openrouter/meta-llama/llama-3-70b-instruct:free",
|
| 44 |
"openrouter/nousresearch/nous-hermes-2-mixtral-8x7b-dpo",
|
| 45 |
+
"openrouter/qwen/qwen-2.5-72b-instruct",
|
| 46 |
+
"openrouter/deepseek/deepseek-chat",
|
| 47 |
+
"openrouter/deepseek/deepseek-coder",
|
| 48 |
]
|
| 49 |
|
|
|
|
| 50 |
GROQ_MODELS = [
|
| 51 |
+
"groq/llama-3.1-8b-instant",
|
| 52 |
+
"groq/llama-3.1-70b-versatile",
|
| 53 |
+
"groq/llama-3.2-11b-vision-preview",
|
| 54 |
+
"groq/llama-3.2-90b-vision-preview",
|
| 55 |
+
"groq/llama-3.2-3b-preview",
|
| 56 |
+
"groq/mixtral-8x7b-32768",
|
| 57 |
+
"groq/gemma2-9b-it",
|
| 58 |
]
|
| 59 |
|
|
|
|
|
|
|
| 60 |
HUGGINGFACE_MODELS = [
|
| 61 |
"huggingface/mistralai/Mistral-7B-Instruct-v0.2",
|
| 62 |
+
"huggingface/microsoft/DialoGPT-large",
|
| 63 |
+
"huggingface/google/flan-t5-xxl",
|
| 64 |
+
"huggingface/tiiuae/falcon-7b-instruct",
|
| 65 |
+
"huggingface/OpenAssistant/oasst-sft-4-pythia-12b-epoch-3.5",
|
| 66 |
]
|
| 67 |
|
| 68 |
+
# Combine all models to get exactly 33
|
| 69 |
+
ALL_MODELS = (OPENROUTER_MODELS + GROQ_MODELS + HUGGINGFACE_MODELS)[:33]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 70 |
|
| 71 |
+
# Target symbols
|
| 72 |
TARGET_SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'SOLUSDT', 'BNBUSDT', 'XRPUSDT']
|
| 73 |
|
| 74 |
+
# --- Data Structures ---
|
| 75 |
+
ALL_PERPS_DATA = {symbol: {'1m': pd.DataFrame(), '4h': pd.DataFrame(), '1d': pd.DataFrame()} for symbol in TARGET_SYMBOLS}
|
| 76 |
+
|
| 77 |
+
# Trading state
|
| 78 |
+
TRADING_STATE = {
|
| 79 |
+
'positions': {},
|
| 80 |
+
'signals_history': [],
|
| 81 |
+
'performance_metrics': defaultdict(list)
|
| 82 |
+
}
|
| 83 |
|
| 84 |
+
# CSV logging
|
| 85 |
+
CSV_FILENAME = "trading_performance.csv"
|
|
|
|
| 86 |
|
| 87 |
+
# --- Technical Analysis Functions ---
|
| 88 |
def get_td_sequential(series):
|
| 89 |
+
"""Calculate TD Sequential indicator."""
|
| 90 |
+
if len(series) < 9:
|
| 91 |
+
return pd.Series([0] * len(series), index=series.index)
|
| 92 |
+
|
| 93 |
+
td_vals = [0] * 8
|
| 94 |
+
for i in range(8, len(series)):
|
| 95 |
+
count = 0
|
| 96 |
+
for j in range(i-8, i+1):
|
| 97 |
+
if series.iloc[j] > series.iloc[j-4] if j >= 4 else True:
|
| 98 |
+
count += 1
|
| 99 |
+
td_vals.append(count)
|
| 100 |
+
|
| 101 |
+
return pd.Series(td_vals, index=series.index)
|
| 102 |
|
| 103 |
def format_value(value):
|
| 104 |
+
"""Format numerical values for display."""
|
| 105 |
+
if pd.isna(value):
|
| 106 |
+
return 'N/A'
|
| 107 |
+
if isinstance(value, (int, float)):
|
| 108 |
+
return f"{value:,.2f}"
|
| 109 |
+
return str(value)
|
| 110 |
|
| 111 |
def add_technical_indicators(df):
|
| 112 |
+
"""Add comprehensive technical indicators to DataFrame."""
|
| 113 |
+
if df.shape[0] < 50:
|
| 114 |
return df
|
| 115 |
|
| 116 |
+
# Ensure required columns exist
|
| 117 |
+
if 'High' not in df.columns:
|
| 118 |
+
df['High'] = df['Close'] * 1.001
|
| 119 |
+
if 'Low' not in df.columns:
|
| 120 |
+
df['Low'] = df['Close'] * 0.999
|
| 121 |
+
if 'Volume' not in df.columns:
|
| 122 |
+
df['Volume'] = 1000
|
| 123 |
+
|
| 124 |
+
# Moving averages
|
| 125 |
+
df['SMA_20'] = ta.sma(df['Close'], length=20)
|
| 126 |
+
df['SMA_50'] = ta.sma(df['Close'], length=50)
|
| 127 |
df['SMA_200'] = ta.sma(df['Close'], length=200)
|
| 128 |
+
|
| 129 |
+
# RSI
|
| 130 |
df['RSI_14'] = ta.rsi(df['Close'], length=14)
|
| 131 |
+
|
| 132 |
+
# MACD
|
|
|
|
|
|
|
| 133 |
macd = ta.macd(df['Close'])
|
| 134 |
+
if macd is not None:
|
| 135 |
+
df = df.join(macd)
|
| 136 |
+
|
| 137 |
+
# ADX
|
| 138 |
+
adx_data = ta.adx(df['High'], df['Low'], df['Close'], length=14)
|
| 139 |
+
if adx_data is not None:
|
| 140 |
+
df['ADX'] = adx_data['ADX_14']
|
| 141 |
+
|
| 142 |
+
# Bollinger Bands
|
| 143 |
+
bbands = ta.bbands(df['Close'], length=20)
|
| 144 |
+
if bbands is not None:
|
| 145 |
+
df = df.join(bbands)
|
| 146 |
+
|
| 147 |
+
# Stochastic
|
| 148 |
+
stoch = ta.stoch(df['High'], df['Low'], df['Close'])
|
| 149 |
+
if stoch is not None:
|
| 150 |
+
df = df.join(stoch)
|
| 151 |
+
|
| 152 |
+
# TD Sequential
|
| 153 |
df['TD_Seq'] = get_td_sequential(df['Close'])
|
| 154 |
+
|
| 155 |
return df
|
| 156 |
|
| 157 |
def format_data_for_gpt(latest_daily, latest_4h, latest_1m, symbol):
|
| 158 |
+
"""Format comprehensive trading data for AI analysis."""
|
| 159 |
+
def safe_get(series, key, default='N/A'):
|
| 160 |
+
if key in series and pd.notna(series[key]):
|
| 161 |
+
return format_value(series[key])
|
| 162 |
+
return default
|
| 163 |
|
| 164 |
prompt = f"""
|
| 165 |
+
Technical Analysis Request for {symbol}
|
| 166 |
+
|
| 167 |
+
DAILY TIMEFRAME:
|
| 168 |
+
- Price: {safe_get(latest_daily, 'Close')}
|
| 169 |
+
- SMA 20: {safe_get(latest_daily, 'SMA_20')}
|
| 170 |
+
- SMA 50: {safe_get(latest_daily, 'SMA_50')}
|
| 171 |
+
- SMA 200: {safe_get(latest_daily, 'SMA_200')}
|
| 172 |
+
- RSI 14: {safe_get(latest_daily, 'RSI_14')}
|
| 173 |
+
- ADX: {safe_get(latest_daily, 'ADX')}
|
| 174 |
+
- MACD: {safe_get(latest_daily, 'MACD_12_26_9')}
|
| 175 |
+
- TD Sequential: {safe_get(latest_daily, 'TD_Seq')}
|
| 176 |
|
| 177 |
+
4-HOUR TIMEFRAME:
|
| 178 |
+
- Price: {safe_get(latest_4h, 'Close')}
|
| 179 |
+
- SMA 20: {safe_get(latest_4h, 'SMA_20')}
|
| 180 |
+
- SMA 50: {safe_get(latest_4h, 'SMA_50')}
|
| 181 |
+
- RSI 14: {safe_get(latest_4h, 'RSI_14')}
|
| 182 |
+
- ADX: {safe_get(latest_4h, 'ADX')}
|
| 183 |
+
- MACD: {safe_get(latest_4h, 'MACD_12_26_9')}
|
| 184 |
|
| 185 |
+
1-MINUTE TIMEFRAME:
|
| 186 |
+
- Price: {safe_get(latest_1m, 'Close')}
|
| 187 |
+
- RSI 14: {safe_get(latest_1m, 'RSI_14')}
|
| 188 |
+
- ADX: {safe_get(latest_1m, 'ADX')}
|
| 189 |
+
|
| 190 |
+
Based on multi-timeframe technical analysis, provide ONLY a single word: 'BUY', 'SELL', or 'HOLD'.
|
| 191 |
+
Consider trend alignment, momentum, and overbought/oversold conditions across timeframes.
|
| 192 |
"""
|
| 193 |
return prompt
|
| 194 |
|
| 195 |
+
# --- AI Consensus Functions ---
|
|
|
|
| 196 |
async def get_ai_signal(prompt: str, model_name: str):
|
| 197 |
+
"""Get trading signal from individual AI model."""
|
| 198 |
+
system_prompt = """You are a professional trading analyst. Analyze the technical data and provide ONLY a single word: 'BUY', 'SELL', or 'HOLD'.
|
| 199 |
+
Consider:
|
| 200 |
+
- Trend alignment across timeframes
|
| 201 |
+
- RSI overbought (>70) or oversold (<30) conditions
|
| 202 |
+
- MACD momentum signals
|
| 203 |
+
- Support/resistance levels
|
| 204 |
+
- Overall market structure
|
| 205 |
+
|
| 206 |
+
Respond with exactly one word: BUY, SELL, or HOLD."""
|
| 207 |
|
| 208 |
try:
|
|
|
|
| 209 |
response = await asyncio.to_thread(
|
| 210 |
completion,
|
| 211 |
messages=[
|
|
|
|
| 213 |
{"role": "user", "content": prompt}
|
| 214 |
],
|
| 215 |
model=model_name,
|
| 216 |
+
max_tokens=10,
|
| 217 |
+
temperature=0.3,
|
| 218 |
+
timeout=30
|
|
|
|
| 219 |
)
|
| 220 |
+
|
| 221 |
signal = response.choices[0].message.content.strip().upper()
|
| 222 |
|
| 223 |
+
# Validate response
|
| 224 |
+
if any(word in signal for word in ['BUY']):
|
| 225 |
+
return 'BUY'
|
| 226 |
+
elif any(word in signal for word in ['SELL']):
|
| 227 |
+
return 'SELL'
|
| 228 |
+
elif any(word in signal for word in ['HOLD', 'NEUTRAL', 'WAIT']):
|
| 229 |
+
return 'HOLD'
|
| 230 |
+
else:
|
| 231 |
+
return f"ERROR: Invalid response: {signal}"
|
| 232 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 233 |
except Exception as e:
|
| 234 |
+
return f"ERROR: {e.__class__.__name__}: {str(e)}"
|
|
|
|
| 235 |
|
| 236 |
async def get_consensus_for_symbol(symbol: str, prompt: str):
|
| 237 |
+
"""Get consensus from 33 AI models for a symbol."""
|
| 238 |
+
logging.info(f"Getting 33-model consensus for {symbol}...")
|
|
|
|
|
|
|
| 239 |
|
| 240 |
tasks = [get_ai_signal(prompt, model) for model in ALL_MODELS]
|
| 241 |
results = await asyncio.gather(*tasks, return_exceptions=True)
|
| 242 |
|
| 243 |
# Tally results
|
| 244 |
tally = defaultdict(int)
|
| 245 |
+
error_details = []
|
|
|
|
|
|
|
|
|
|
|
|
|
| 246 |
|
| 247 |
+
for i, result in enumerate(results):
|
| 248 |
+
if isinstance(result, Exception):
|
| 249 |
+
tally['ERROR'] += 1
|
| 250 |
+
error_details.append(f"Model {ALL_MODELS[i]}: {str(result)}")
|
| 251 |
+
elif result in ['BUY', 'SELL', 'HOLD']:
|
| 252 |
+
tally[result] += 1
|
| 253 |
+
else:
|
| 254 |
+
tally['ERROR'] += 1
|
| 255 |
+
error_details.append(f"Model {ALL_MODELS[i]}: {result}")
|
| 256 |
+
|
| 257 |
+
total_votes = len(results)
|
| 258 |
+
buy_pct = tally['BUY'] / total_votes
|
| 259 |
+
sell_pct = tally['SELL'] / total_votes
|
| 260 |
+
hold_pct = tally['HOLD'] / total_votes
|
| 261 |
+
|
| 262 |
+
# Determine final signal (require >40% confidence for action)
|
| 263 |
+
if buy_pct > 0.4 and buy_pct > sell_pct:
|
| 264 |
final_signal = 'BUY'
|
| 265 |
+
confidence = buy_pct
|
| 266 |
+
elif sell_pct > 0.4 and sell_pct > buy_pct:
|
| 267 |
+
final_signal = 'SELL'
|
| 268 |
+
confidence = sell_pct
|
| 269 |
else:
|
| 270 |
+
final_signal = 'HOLD'
|
| 271 |
+
confidence = max(buy_pct, sell_pct, hold_pct)
|
| 272 |
+
|
| 273 |
return {
|
| 274 |
'symbol': symbol,
|
| 275 |
+
'timestamp': datetime.datetime.now(pytz.utc),
|
| 276 |
'final_signal': final_signal,
|
| 277 |
+
'confidence': confidence,
|
| 278 |
+
'vote_tally': dict(tally),
|
| 279 |
+
'total_models': total_votes,
|
| 280 |
+
'errors': error_details,
|
| 281 |
+
'buy_percentage': buy_pct,
|
| 282 |
+
'sell_percentage': sell_pct,
|
| 283 |
+
'hold_percentage': hold_pct
|
| 284 |
}
|
| 285 |
|
| 286 |
+
# --- Trading Execution Logic ---
|
| 287 |
+
def execute_trading_decision(symbol: str, consensus_data: dict, current_price: float):
|
| 288 |
+
"""Execute trading decisions based on AI consensus."""
|
| 289 |
+
signal = consensus_data['final_signal']
|
| 290 |
+
confidence = consensus_data['confidence']
|
| 291 |
+
|
| 292 |
+
# Only trade if confidence is high enough
|
| 293 |
+
if confidence < 0.5:
|
| 294 |
+
return "NO_TRADE", "Low confidence"
|
| 295 |
+
|
| 296 |
+
current_positions = TRADING_STATE['positions']
|
| 297 |
+
|
| 298 |
+
if signal == 'BUY' and symbol not in current_positions:
|
| 299 |
+
# Enter long position
|
| 300 |
+
TRADING_STATE['positions'][symbol] = {
|
| 301 |
+
'entry_price': current_price,
|
| 302 |
+
'entry_time': datetime.datetime.now(pytz.utc),
|
| 303 |
+
'position_type': 'LONG',
|
| 304 |
+
'size': 0.01 # Fixed position size for demo
|
| 305 |
+
}
|
| 306 |
+
return "ENTER_LONG", f"Entered LONG at {current_price}"
|
| 307 |
+
|
| 308 |
+
elif signal == 'SELL' and symbol not in current_positions:
|
| 309 |
+
# Enter short position
|
| 310 |
+
TRADING_STATE['positions'][symbol] = {
|
| 311 |
+
'entry_price': current_price,
|
| 312 |
+
'entry_time': datetime.datetime.now(pytz.utc),
|
| 313 |
+
'position_type': 'SHORT',
|
| 314 |
+
'size': 0.01
|
| 315 |
+
}
|
| 316 |
+
return "ENTER_SHORT", f"Entered SHORT at {current_price}"
|
| 317 |
+
|
| 318 |
+
elif signal == 'HOLD' and symbol in current_positions:
|
| 319 |
+
# Exit position
|
| 320 |
+
position = current_positions[symbol]
|
| 321 |
+
pnl = calculate_pnl(position, current_price)
|
| 322 |
+
del TRADING_STATE['positions'][symbol]
|
| 323 |
+
|
| 324 |
+
# Record trade
|
| 325 |
+
trade_record = {
|
| 326 |
+
'symbol': symbol,
|
| 327 |
+
'entry_time': position['entry_time'],
|
| 328 |
+
'exit_time': datetime.datetime.now(pytz.utc),
|
| 329 |
+
'position_type': position['position_type'],
|
| 330 |
+
'entry_price': position['entry_price'],
|
| 331 |
+
'exit_price': current_price,
|
| 332 |
+
'pnl': pnl
|
| 333 |
+
}
|
| 334 |
+
TRADING_STATE['performance_metrics']['trades'].append(trade_record)
|
| 335 |
+
|
| 336 |
+
return "EXIT_POSITION", f"Exited {position['position_type']} with PnL: {pnl:.4f}"
|
| 337 |
+
|
| 338 |
+
return "NO_ACTION", "No trading action taken"
|
| 339 |
|
| 340 |
+
def calculate_pnl(position: dict, current_price: float) -> float:
|
| 341 |
+
"""Calculate PnL for a position."""
|
| 342 |
+
if position['position_type'] == 'LONG':
|
| 343 |
+
return (current_price - position['entry_price']) * position['size']
|
| 344 |
+
else: # SHORT
|
| 345 |
+
return (position['entry_price'] - current_price) * position['size']
|
| 346 |
|
| 347 |
+
# --- CSV Logging ---
|
| 348 |
+
def initialize_csv_log():
|
| 349 |
+
"""Initialize CSV file with headers."""
|
| 350 |
+
headers = [
|
| 351 |
+
'timestamp', 'symbol', 'final_signal', 'confidence',
|
| 352 |
+
'buy_votes', 'sell_votes', 'hold_votes', 'error_count',
|
| 353 |
+
'buy_percentage', 'sell_percentage', 'hold_percentage',
|
| 354 |
+
'action_taken', 'action_reason', 'current_price',
|
| 355 |
+
'position_type', 'entry_price', 'realized_pnl'
|
| 356 |
+
]
|
| 357 |
|
| 358 |
+
with open(CSV_FILENAME, 'w', newline='') as f:
|
| 359 |
+
writer = csv.writer(f)
|
| 360 |
+
writer.writerow(headers)
|
| 361 |
+
|
| 362 |
+
def log_to_csv(consensus_data: dict, action_data: tuple, current_price: float):
|
| 363 |
+
"""Log trading decision to CSV."""
|
| 364 |
+
action_taken, action_reason = action_data
|
| 365 |
+
|
| 366 |
+
# Get position info
|
| 367 |
+
position = TRADING_STATE['positions'].get(consensus_data['symbol'], {})
|
| 368 |
+
|
| 369 |
+
row = [
|
| 370 |
+
consensus_data['timestamp'].isoformat(),
|
| 371 |
+
consensus_data['symbol'],
|
| 372 |
+
consensus_data['final_signal'],
|
| 373 |
+
consensus_data['confidence'],
|
| 374 |
+
consensus_data['vote_tally'].get('BUY', 0),
|
| 375 |
+
consensus_data['vote_tally'].get('SELL', 0),
|
| 376 |
+
consensus_data['vote_tally'].get('HOLD', 0),
|
| 377 |
+
consensus_data['vote_tally'].get('ERROR', 0),
|
| 378 |
+
consensus_data['buy_percentage'],
|
| 379 |
+
consensus_data['sell_percentage'],
|
| 380 |
+
consensus_data['hold_percentage'],
|
| 381 |
+
action_taken,
|
| 382 |
+
action_reason,
|
| 383 |
+
current_price,
|
| 384 |
+
position.get('position_type', 'NONE'),
|
| 385 |
+
position.get('entry_price', 0),
|
| 386 |
+
TRADING_STATE['performance_metrics'].get('total_pnl', 0)
|
| 387 |
+
]
|
| 388 |
+
|
| 389 |
+
with open(CSV_FILENAME, 'a', newline='') as f:
|
| 390 |
+
writer = csv.writer(f)
|
| 391 |
+
writer.writerow(row)
|
| 392 |
+
|
| 393 |
+
# --- WebSocket Data Feed ---
|
| 394 |
+
async def binance_websocket_listener():
|
| 395 |
+
"""Listen to Binance WebSocket for real-time data."""
|
| 396 |
+
while True:
|
| 397 |
+
try:
|
| 398 |
+
async with websockets.connect(WEBSOCKET_URL) as websocket:
|
| 399 |
+
logging.info("Connected to Binance WebSocket")
|
| 400 |
+
|
| 401 |
+
while True:
|
| 402 |
+
message = await websocket.recv()
|
| 403 |
+
data = json.loads(message)
|
| 404 |
+
|
| 405 |
+
# Process miniTicker data
|
| 406 |
+
for ticker in data:
|
| 407 |
+
symbol = ticker['s']
|
| 408 |
+
if symbol in TARGET_SYMBOLS:
|
| 409 |
+
# Update data structures
|
| 410 |
+
new_data = pd.DataFrame({
|
| 411 |
+
'Close': [float(ticker['c'])],
|
| 412 |
+
'High': [float(ticker['h'])],
|
| 413 |
+
'Low': [float(ticker['l'])],
|
| 414 |
+
'Volume': [float(ticker['v'])]
|
| 415 |
+
}, index=[pd.to_datetime(ticker['E'], unit='ms')])
|
| 416 |
+
|
| 417 |
+
# Update 1m data
|
| 418 |
+
if not ALL_PERPS_DATA[symbol]['1m'].empty:
|
| 419 |
+
ALL_PERPS_DATA[symbol]['1m'] = pd.concat([
|
| 420 |
+
ALL_PERPS_DATA[symbol]['1m'].iloc[-199:],
|
| 421 |
+
new_data
|
| 422 |
+
])
|
| 423 |
+
else:
|
| 424 |
+
ALL_PERPS_DATA[symbol]['1m'] = new_data
|
| 425 |
+
|
| 426 |
+
except Exception as e:
|
| 427 |
+
logging.error(f"WebSocket error: {e}, reconnecting in 5 seconds...")
|
| 428 |
+
await asyncio.sleep(5)
|
| 429 |
+
|
| 430 |
+
# --- Main Trading Loop ---
|
| 431 |
+
async def run_trading_engine():
|
| 432 |
+
"""Main trading engine that runs consensus analysis and executes trades."""
|
| 433 |
+
logging.info("Starting AI Trading Engine with 33-model consensus...")
|
| 434 |
+
|
| 435 |
+
# Initialize CSV log
|
| 436 |
+
initialize_csv_log()
|
| 437 |
+
|
| 438 |
+
# Create mock data for initial testing
|
| 439 |
+
initialize_mock_data()
|
| 440 |
|
| 441 |
+
while True:
|
| 442 |
+
try:
|
| 443 |
+
start_time = time.time()
|
| 444 |
+
|
| 445 |
+
# Run consensus analysis for all symbols
|
| 446 |
+
consensus_tasks = []
|
| 447 |
+
for symbol in TARGET_SYMBOLS:
|
| 448 |
+
# Prepare data and create prompt
|
| 449 |
+
data_frames = ALL_PERPS_DATA[symbol]
|
| 450 |
+
if data_frames['1d'].empty:
|
| 451 |
+
continue
|
| 452 |
+
|
| 453 |
+
df_daily = add_technical_indicators(data_frames['1d'])
|
| 454 |
+
df_4h = add_technical_indicators(data_frames['4h'])
|
| 455 |
+
df_1m = add_technical_indicators(data_frames['1m'])
|
| 456 |
+
|
| 457 |
+
if df_daily.empty or df_4h.empty or df_1m.empty:
|
| 458 |
+
continue
|
| 459 |
+
|
| 460 |
+
latest_daily = df_daily.iloc[-1]
|
| 461 |
+
latest_4h = df_4h.iloc[-1]
|
| 462 |
+
latest_1m = df_1m.iloc[-1]
|
| 463 |
+
|
| 464 |
+
prompt = format_data_for_gpt(latest_daily, latest_4h, latest_1m, symbol)
|
| 465 |
+
consensus_tasks.append(get_consensus_for_symbol(symbol, prompt))
|
| 466 |
+
|
| 467 |
+
if consensus_tasks:
|
| 468 |
+
# Get all consensus results
|
| 469 |
+
all_consensus = await asyncio.gather(*consensus_tasks)
|
| 470 |
+
|
| 471 |
+
# Execute trading decisions
|
| 472 |
+
for consensus in all_consensus:
|
| 473 |
+
current_price = ALL_PERPS_DATA[consensus['symbol']]['1m']['Close'].iloc[-1] if not ALL_PERPS_DATA[consensus['symbol']]['1m'].empty else 0
|
| 474 |
+
action_data = execute_trading_decision(consensus['symbol'], consensus, current_price)
|
| 475 |
+
log_to_csv(consensus, action_data, current_price)
|
| 476 |
+
|
| 477 |
+
# Log results
|
| 478 |
+
logging.info(f"{consensus['symbol']}: {consensus['final_signal']} "
|
| 479 |
+
f"(Conf: {consensus['confidence']:.2f}) "
|
| 480 |
+
f"Votes: B{consensus['vote_tally'].get('BUY', 0)}/"
|
| 481 |
+
f"S{consensus['vote_tally'].get('SELL', 0)}/"
|
| 482 |
+
f"H{consensus['vote_tally'].get('HOLD', 0)}/"
|
| 483 |
+
f"E{consensus['vote_tally'].get('ERROR', 0)} "
|
| 484 |
+
f"Action: {action_data[0]}")
|
| 485 |
+
|
| 486 |
+
# Calculate sleep time to maintain frequency
|
| 487 |
+
processing_time = time.time() - start_time
|
| 488 |
+
sleep_time = max(0, ANALYSIS_FREQUENCY_SECONDS - processing_time)
|
| 489 |
+
await asyncio.sleep(sleep_time)
|
| 490 |
+
|
| 491 |
+
except Exception as e:
|
| 492 |
+
logging.error(f"Trading engine error: {e}")
|
| 493 |
+
await asyncio.sleep(5)
|
| 494 |
+
|
| 495 |
+
def initialize_mock_data():
|
| 496 |
+
"""Initialize with mock data for demonstration."""
|
| 497 |
+
now = datetime.datetime.now(pytz.utc)
|
| 498 |
for symbol in TARGET_SYMBOLS:
|
| 499 |
+
base_price = 30000 if symbol == 'BTCUSDT' else 2000
|
| 500 |
|
| 501 |
+
# Create realistic mock data
|
| 502 |
+
mock_1m = pd.DataFrame({
|
| 503 |
+
'Close': [base_price + i * 0.1 + (i % 10 - 5) for i in range(200)],
|
| 504 |
+
'High': [base_price + i * 0.1 + 2 for i in range(200)],
|
| 505 |
+
'Low': [base_price + i * 0.1 - 2 for i in range(200)],
|
| 506 |
+
'Volume': [1000 + i * 10 for i in range(200)]
|
| 507 |
+
}, index=pd.date_range(end=now, periods=200, freq='1min'))
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 508 |
|
| 509 |
+
ALL_PERPS_DATA[symbol]['1m'] = mock_1m
|
| 510 |
+
ALL_PERPS_DATA[symbol]['4h'] = mock_1m.iloc[::240] # Sample every 4h
|
| 511 |
+
ALL_PERPS_DATA[symbol]['1d'] = mock_1m.iloc[::1440] # Sample daily
|
| 512 |
+
|
| 513 |
+
# --- HTML Interface for Hugging Face ---
|
| 514 |
+
HTML_INTERFACE = """
|
| 515 |
+
<!DOCTYPE html>
|
| 516 |
+
<html>
|
| 517 |
+
<head>
|
| 518 |
+
<title>33-Model AI Trading System</title>
|
| 519 |
+
<style>
|
| 520 |
+
body { font-family: Arial, sans-serif; margin: 20px; background: #f5f5f5; }
|
| 521 |
+
.container { max-width: 1200px; margin: 0 auto; }
|
| 522 |
+
.header { background: #2c3e50; color: white; padding: 20px; border-radius: 8px; }
|
| 523 |
+
.dashboard { display: grid; grid-template-columns: 1fr 1fr; gap: 20px; margin: 20px 0; }
|
| 524 |
+
.card { background: white; padding: 20px; border-radius: 8px; box-shadow: 0 2px 4px rgba(0,0,0,0.1); }
|
| 525 |
+
.signal-buy { color: #27ae60; font-weight: bold; }
|
| 526 |
+
.signal-sell { color: #e74c3c; font-weight: bold; }
|
| 527 |
+
.signal-hold { color: #f39c12; font-weight: bold; }
|
| 528 |
+
table { width: 100%; border-collapse: collapse; }
|
| 529 |
+
th, td { padding: 8px 12px; text-align: left; border-bottom: 1px solid #ddd; }
|
| 530 |
+
th { background: #f8f9fa; }
|
| 531 |
+
.progress-bar { background: #ecf0f1; border-radius: 4px; height: 20px; }
|
| 532 |
+
.progress-fill { height: 100%; border-radius: 4px; }
|
| 533 |
+
.buy-fill { background: #27ae60; }
|
| 534 |
+
.sell-fill { background: #e74c3c; }
|
| 535 |
+
.hold-fill { background: #f39c12; }
|
| 536 |
+
</style>
|
| 537 |
+
</head>
|
| 538 |
+
<body>
|
| 539 |
+
<div class="container">
|
| 540 |
+
<div class="header">
|
| 541 |
+
<h1>33-Model AI Trading System</h1>
|
| 542 |
+
<p>Real-time trading signals from 33 different AI models</p>
|
| 543 |
+
</div>
|
| 544 |
|
| 545 |
+
<div class="dashboard">
|
| 546 |
+
<div class="card">
|
| 547 |
+
<h2>Current Signals</h2>
|
| 548 |
+
<div id="current-signals">
|
| 549 |
+
<p>Loading signals...</p>
|
| 550 |
+
</div>
|
| 551 |
+
</div>
|
| 552 |
+
|
| 553 |
+
<div class="card">
|
| 554 |
+
<h2>Performance Metrics</h2>
|
| 555 |
+
<div id="performance-metrics">
|
| 556 |
+
<p>Loading metrics...</p>
|
| 557 |
+
</div>
|
| 558 |
+
</div>
|
| 559 |
+
</div>
|
| 560 |
|
| 561 |
+
<div class="card">
|
| 562 |
+
<h2>Recent Trading Activity</h2>
|
| 563 |
+
<div id="trading-activity">
|
| 564 |
+
<p>Loading activity...</p>
|
| 565 |
+
</div>
|
| 566 |
+
</div>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 567 |
|
| 568 |
+
<div class="card">
|
| 569 |
+
<h2>Model Consensus Details</h2>
|
| 570 |
+
<div id="consensus-details">
|
| 571 |
+
<p>Loading consensus data...</p>
|
| 572 |
+
</div>
|
| 573 |
+
</div>
|
| 574 |
+
</div>
|
| 575 |
+
|
| 576 |
+
<script>
|
| 577 |
+
function updateDashboard() {
|
| 578 |
+
fetch('/api/status')
|
| 579 |
+
.then(response => response.json())
|
| 580 |
+
.then(data => {
|
| 581 |
+
// Update current signals
|
| 582 |
+
let signalsHtml = '<table><tr><th>Symbol</th><th>Signal</th><th>Confidence</th><th>Vote Distribution</th><th>Action</th></tr>';
|
| 583 |
+
data.signals.forEach(signal => {
|
| 584 |
+
signalsHtml += `
|
| 585 |
+
<tr>
|
| 586 |
+
<td>${signal.symbol}</td>
|
| 587 |
+
<td class="signal-${signal.final_signal.toLowerCase()}">${signal.final_signal}</td>
|
| 588 |
+
<td>${(signal.confidence * 100).toFixed(1)}%</td>
|
| 589 |
+
<td>
|
| 590 |
+
<div class="progress-bar">
|
| 591 |
+
<div class="progress-fill buy-fill" style="width: ${signal.buy_percentage * 100}%"></div>
|
| 592 |
+
<div class="progress-fill sell-fill" style="width: ${signal.sell_percentage * 100}%"></div>
|
| 593 |
+
<div class="progress-fill hold-fill" style="width: ${signal.hold_percentage * 100}%"></div>
|
| 594 |
+
</div>
|
| 595 |
+
B:${Math.round(signal.buy_percentage * 33)} | S:${Math.round(signal.sell_percentage * 33)} | H:${Math.round(signal.hold_percentage * 33)}
|
| 596 |
+
</td>
|
| 597 |
+
<td>${signal.action_taken || 'NONE'}</td>
|
| 598 |
+
</tr>
|
| 599 |
+
`;
|
| 600 |
+
});
|
| 601 |
+
signalsHtml += '</table>';
|
| 602 |
+
document.getElementById('current-signals').innerHTML = signalsHtml;
|
| 603 |
+
|
| 604 |
+
// Update performance metrics
|
| 605 |
+
let metricsHtml = `
|
| 606 |
+
<p>Total Trades: ${data.metrics.total_trades}</p>
|
| 607 |
+
<p>Active Positions: ${data.metrics.active_positions}</p>
|
| 608 |
+
<p>Total PnL: ${data.metrics.total_pnl.toFixed(4)}</p>
|
| 609 |
+
<p>Win Rate: ${data.metrics.win_rate}%</p>
|
| 610 |
+
`;
|
| 611 |
+
document.getElementById('performance-metrics').innerHTML = metricsHtml;
|
| 612 |
+
|
| 613 |
+
// Update trading activity
|
| 614 |
+
let activityHtml = '<table><tr><th>Time</th><th>Symbol</th><th>Action</th><th>Price</th><th>PnL</th></tr>';
|
| 615 |
+
data.recent_trades.forEach(trade => {
|
| 616 |
+
activityHtml += `
|
| 617 |
+
<tr>
|
| 618 |
+
<td>${new Date(trade.timestamp).toLocaleTimeString()}</td>
|
| 619 |
+
<td>${trade.symbol}</td>
|
| 620 |
+
<td>${trade.action}</td>
|
| 621 |
+
<td>${trade.price.toFixed(2)}</td>
|
| 622 |
+
<td>${trade.pnl ? trade.pnl.toFixed(4) : 'N/A'}</td>
|
| 623 |
+
</tr>
|
| 624 |
+
`;
|
| 625 |
+
});
|
| 626 |
+
activityHtml += '</table>';
|
| 627 |
+
document.getElementById('trading-activity').innerHTML = activityHtml;
|
| 628 |
+
})
|
| 629 |
+
.catch(error => {
|
| 630 |
+
console.error('Error fetching data:', error);
|
| 631 |
+
});
|
| 632 |
+
}
|
| 633 |
|
| 634 |
+
// Update every 5 seconds
|
| 635 |
+
setInterval(updateDashboard, 5000);
|
| 636 |
+
updateDashboard();
|
| 637 |
+
</script>
|
| 638 |
+
</body>
|
| 639 |
+
</html>
|
| 640 |
+
"""
|
| 641 |
+
|
| 642 |
+
# --- Flask App for Hugging Face Spaces ---
|
| 643 |
+
from flask import Flask, jsonify, request, render_template_string
|
| 644 |
+
|
| 645 |
+
app = Flask(__name__)
|
| 646 |
+
|
| 647 |
+
@app.route('/')
|
| 648 |
+
def home():
|
| 649 |
+
return render_template_string(HTML_INTERFACE)
|
| 650 |
+
|
| 651 |
+
@app.route('/api/status')
|
| 652 |
+
def api_status():
|
| 653 |
+
"""API endpoint for dashboard data."""
|
| 654 |
+
# Calculate performance metrics
|
| 655 |
+
total_trades = len(TRADING_STATE['performance_metrics'].get('trades', []))
|
| 656 |
+
active_positions = len(TRADING_STATE['positions'])
|
| 657 |
+
total_pnl = sum(trade['pnl'] for trade in TRADING_STATE['performance_metrics'].get('trades', []))
|
| 658 |
+
win_rate = len([t for t in TRADING_STATE['performance_metrics'].get('trades', []) if t['pnl'] > 0]) / max(total_trades, 1) * 100
|
| 659 |
+
|
| 660 |
+
# Get recent signals (last 5)
|
| 661 |
+
recent_signals = TRADING_STATE['signals_history'][-5:] if TRADING_STATE['signals_history'] else []
|
| 662 |
+
|
| 663 |
+
return jsonify({
|
| 664 |
+
'signals': recent_signals,
|
| 665 |
+
'metrics': {
|
| 666 |
+
'total_trades': total_trades,
|
| 667 |
+
'active_positions': active_positions,
|
| 668 |
+
'total_pnl': total_pnl,
|
| 669 |
+
'win_rate': round(win_rate, 1)
|
| 670 |
+
},
|
| 671 |
+
'recent_trades': TRADING_STATE['performance_metrics'].get('trades', [])[-10:]
|
| 672 |
+
})
|
| 673 |
+
|
| 674 |
+
@app.route('/api/consensus/<symbol>')
|
| 675 |
+
def api_consensus(symbol):
|
| 676 |
+
"""API endpoint for specific symbol consensus."""
|
| 677 |
+
if symbol.upper() not in TARGET_SYMBOLS:
|
| 678 |
+
return jsonify({'error': 'Symbol not found'}), 404
|
| 679 |
+
|
| 680 |
+
# Return latest consensus for symbol
|
| 681 |
+
symbol_signals = [s for s in TRADING_STATE['signals_history'] if s['symbol'] == symbol.upper()]
|
| 682 |
+
latest_signal = symbol_signals[-1] if symbol_signals else {}
|
| 683 |
+
|
| 684 |
+
return jsonify(latest_signal)
|
| 685 |
+
|
| 686 |
+
# --- Main Application Startup ---
|
| 687 |
+
async def main():
|
| 688 |
+
"""Start all services."""
|
| 689 |
+
logging.info("Starting 33-Model AI Trading System...")
|
| 690 |
+
|
| 691 |
+
# Initialize CSV logging
|
| 692 |
+
initialize_csv_log()
|
| 693 |
+
|
| 694 |
+
# Start WebSocket listener in background
|
| 695 |
+
websocket_task = asyncio.create_task(binance_websocket_listener())
|
| 696 |
+
|
| 697 |
+
# Start trading engine
|
| 698 |
+
trading_task = asyncio.create_task(run_trading_engine())
|
| 699 |
+
|
| 700 |
+
# Wait for both tasks (they should run indefinitely)
|
| 701 |
+
await asyncio.gather(websocket_task, trading_task)
|
| 702 |
+
|
| 703 |
+
if __name__ == "__main__":
|
| 704 |
+
# For Hugging Face Spaces, we need to run the Flask app
|
| 705 |
+
# In production, you would run this differently
|
| 706 |
+
import threading
|
| 707 |
+
|
| 708 |
+
# Start the async tasks in a separate thread
|
| 709 |
+
def run_async_tasks():
|
| 710 |
+
asyncio.run(main())
|
| 711 |
+
|
| 712 |
+
async_thread = threading.Thread(target=run_async_tasks, daemon=True)
|
| 713 |
+
async_thread.start()
|
| 714 |
|
| 715 |
+
# Run Flask app
|
| 716 |
+
app.run(host="0.0.0.0", port=7860, debug=False)
|
|
|