Update pipeline.py
Browse files- pipeline.py +9 -5
pipeline.py
CHANGED
|
@@ -13,6 +13,7 @@ from rl_agent import rl_signal
|
|
| 13 |
|
| 14 |
from backtest_engine import backtest_strategy
|
| 15 |
from ml_model import predict_probability
|
|
|
|
| 16 |
|
| 17 |
from market_overview import compute_sector_strength
|
| 18 |
|
|
@@ -75,7 +76,6 @@ def run_pipeline():
|
|
| 75 |
|
| 76 |
confidence = max(0, min(100, round((total_score / 15) * 100, 2)))
|
| 77 |
|
| 78 |
-
# ATR calculation
|
| 79 |
atr = ta.volatility.AverageTrueRange(
|
| 80 |
high=high,
|
| 81 |
low=low,
|
|
@@ -100,11 +100,14 @@ def run_pipeline():
|
|
| 100 |
|
| 101 |
ml_probability = predict_probability(df)
|
| 102 |
|
|
|
|
|
|
|
| 103 |
ranking_score = (
|
| 104 |
-
confidence * 0.
|
| 105 |
-
winrate * 0.
|
| 106 |
-
risk_reward *
|
| 107 |
-
ml_probability * 0.
|
|
|
|
| 108 |
)
|
| 109 |
|
| 110 |
results.append({
|
|
@@ -116,6 +119,7 @@ def run_pipeline():
|
|
| 116 |
"Risk Reward": risk_reward,
|
| 117 |
"Confidence %": confidence,
|
| 118 |
"ML Probability %": ml_probability,
|
|
|
|
| 119 |
"Backtest Win Rate": winrate,
|
| 120 |
"Market Regime": regime,
|
| 121 |
"Signal Strength": total_score,
|
|
|
|
| 13 |
|
| 14 |
from backtest_engine import backtest_strategy
|
| 15 |
from ml_model import predict_probability
|
| 16 |
+
from monte_carlo import monte_carlo_probability
|
| 17 |
|
| 18 |
from market_overview import compute_sector_strength
|
| 19 |
|
|
|
|
| 76 |
|
| 77 |
confidence = max(0, min(100, round((total_score / 15) * 100, 2)))
|
| 78 |
|
|
|
|
| 79 |
atr = ta.volatility.AverageTrueRange(
|
| 80 |
high=high,
|
| 81 |
low=low,
|
|
|
|
| 100 |
|
| 101 |
ml_probability = predict_probability(df)
|
| 102 |
|
| 103 |
+
mc_probability = monte_carlo_probability(df, target, stop)
|
| 104 |
+
|
| 105 |
ranking_score = (
|
| 106 |
+
confidence * 0.30 +
|
| 107 |
+
winrate * 0.20 +
|
| 108 |
+
risk_reward * 12 +
|
| 109 |
+
ml_probability * 0.20 +
|
| 110 |
+
mc_probability * 0.18
|
| 111 |
)
|
| 112 |
|
| 113 |
results.append({
|
|
|
|
| 119 |
"Risk Reward": risk_reward,
|
| 120 |
"Confidence %": confidence,
|
| 121 |
"ML Probability %": ml_probability,
|
| 122 |
+
"Monte Carlo %": mc_probability,
|
| 123 |
"Backtest Win Rate": winrate,
|
| 124 |
"Market Regime": regime,
|
| 125 |
"Signal Strength": total_score,
|