nitishkarvekar commited on
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28326ed
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1 Parent(s): 09c1fbc

Update pipeline.py

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Files changed (1) hide show
  1. pipeline.py +9 -5
pipeline.py CHANGED
@@ -13,6 +13,7 @@ from rl_agent import rl_signal
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  from backtest_engine import backtest_strategy
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  from ml_model import predict_probability
 
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  from market_overview import compute_sector_strength
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@@ -75,7 +76,6 @@ def run_pipeline():
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  confidence = max(0, min(100, round((total_score / 15) * 100, 2)))
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- # ATR calculation
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  atr = ta.volatility.AverageTrueRange(
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  high=high,
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  low=low,
@@ -100,11 +100,14 @@ def run_pipeline():
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  ml_probability = predict_probability(df)
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  ranking_score = (
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- confidence * 0.35 +
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- winrate * 0.25 +
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- risk_reward * 15 +
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- ml_probability * 0.25
 
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  )
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  results.append({
@@ -116,6 +119,7 @@ def run_pipeline():
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  "Risk Reward": risk_reward,
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  "Confidence %": confidence,
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  "ML Probability %": ml_probability,
 
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  "Backtest Win Rate": winrate,
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  "Market Regime": regime,
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  "Signal Strength": total_score,
 
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  from backtest_engine import backtest_strategy
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  from ml_model import predict_probability
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+ from monte_carlo import monte_carlo_probability
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  from market_overview import compute_sector_strength
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  confidence = max(0, min(100, round((total_score / 15) * 100, 2)))
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  atr = ta.volatility.AverageTrueRange(
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  high=high,
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  low=low,
 
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  ml_probability = predict_probability(df)
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+ mc_probability = monte_carlo_probability(df, target, stop)
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+
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  ranking_score = (
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+ confidence * 0.30 +
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+ winrate * 0.20 +
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+ risk_reward * 12 +
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+ ml_probability * 0.20 +
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+ mc_probability * 0.18
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  )
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  results.append({
 
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  "Risk Reward": risk_reward,
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  "Confidence %": confidence,
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  "ML Probability %": ml_probability,
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+ "Monte Carlo %": mc_probability,
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  "Backtest Win Rate": winrate,
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  "Market Regime": regime,
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  "Signal Strength": total_score,