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Runtime error
Runtime error
Commit ·
118bc22
1
Parent(s): cc9632a
new push
Browse files
app.py
CHANGED
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@@ -7,14 +7,20 @@ import joblib
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import os
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from pathlib import Path
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from io import StringIO
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from typing import Dict, Any
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import json
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# Import des fonctions de train_strategy_models.py
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from train_strategy_models import (
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preprocess_data,
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train_models,
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save_models
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)
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# Créer l'application FastAPI
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@@ -34,25 +40,42 @@ BASE_DIR = Path(__file__).resolve().parent
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MODELS_DIR = BASE_DIR / "models"
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MODELS_DIR.mkdir(exist_ok=True)
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class MarketData(BaseModel):
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RSI: float
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ADX: float
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Volatility_20: float
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MACD: float
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Ichimoku_ADX_Volatility_Signal: int
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BB_Stoch_ATR_Signal: int
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Chikou_MACD_Pente_Signal: int
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ADX_Stoch_Volatility_MA_Signal: int
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class TrainingResponse(BaseModel):
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status: str
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message: str
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details: Dict[str, Any]
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def are_models_available():
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"""Vérifie si tous les modèles nécessaires sont disponibles"""
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required_files = ["model_profit.joblib", "model_drawdown.joblib", "model_params.joblib"]
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return all((MODELS_DIR / file).exists() for file in required_files)
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@@ -61,14 +84,16 @@ def load_models():
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"""Charge les modèles existants"""
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try:
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if not are_models_available():
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return None, None, None
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model_profit = joblib.load(MODELS_DIR / "model_profit.joblib")
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model_drawdown = joblib.load(MODELS_DIR / "model_drawdown.joblib")
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model_params = joblib.load(MODELS_DIR / "model_params.joblib")
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return model_profit, model_drawdown, model_params
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except Exception as e:
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return None, None, None
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@app.get("/")
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@@ -77,17 +102,17 @@ async def read_root():
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"message": "Strategy Selector API",
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"version": "1.0",
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"status": "running",
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"endpoints": {
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"predict": "/predict (POST)",
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"health": "/health (GET)"
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}
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}
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@app.get("/health")
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async def health_check():
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"""
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Endpoint pour vérifier l'état de l'API et des modèles
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"""
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models_available = are_models_available()
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return {
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"status": "healthy",
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@app.post("/train")
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async def train_from_csv(file: UploadFile = File(...)) -> TrainingResponse:
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"""
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Endpoint pour entraîner les modèles à partir des données CSV
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"""
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try:
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# Lire et valider le contenu du fichier
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content = await file.read()
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content_str = content.decode('utf-8')
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@@ -115,26 +140,27 @@ async def train_from_csv(file: UploadFile = File(...)) -> TrainingResponse:
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# Vérifier les colonnes requises
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required_columns = ['Date', 'Open', 'High', 'Low', 'Close']
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# Configurer l'index temporel
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df['Date'] = pd.to_datetime(df['Date'])
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df.set_index('Date', inplace=True)
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# Prétraiter les données
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df_processed = preprocess_data(df)
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# Entraîner les modèles
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model_profit, model_drawdown, features, strategies, split_info = train_models(df_processed)
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# Sauvegarder les modèles
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save_models(model_profit, model_drawdown, features, strategies, split_info)
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return TrainingResponse(
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status="success",
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@@ -152,6 +178,7 @@ async def train_from_csv(file: UploadFile = File(...)) -> TrainingResponse:
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)
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except Exception as e:
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raise HTTPException(
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status_code=500,
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detail=f"Erreur lors de l'entraînement : {str(e)}"
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@@ -159,64 +186,47 @@ async def train_from_csv(file: UploadFile = File(...)) -> TrainingResponse:
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@app.post("/predict")
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async def predict(data: MarketData):
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"""
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Endpoint pour faire des prédictions avec les modèles entraînés
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"""
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try:
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# Vérifier si les modèles sont disponibles
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if not are_models_available():
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return {
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"status": "error",
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"message": "Modèles non disponibles",
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"best_profit_strategy": "Ichimoku_ADX_Volatility_Signal",
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"best_profit_signal": 0,
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"best_drawdown_strategy": "BB_Stoch_ATR_Signal",
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"best_drawdown_signal": 0
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}
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#
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data.
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data.
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data.
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data.
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data.
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profit_strategy_idx = int(model_profit.predict(X)[0])
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drawdown_strategy_idx = int(model_drawdown.predict(X)[0])
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# Obtenir les noms des stratégies
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strategies = model_params["strategies"]
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# Récupérer les signaux correspondants
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signals = [
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data.Ichimoku_ADX_Volatility_Signal,
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data.BB_Stoch_ATR_Signal,
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data.Chikou_MACD_Pente_Signal,
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data.ADX_Stoch_Volatility_MA_Signal
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]
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return {
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"status": "success",
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"best_profit_signal": signals[profit_strategy_idx],
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"best_drawdown_strategy": strategies[drawdown_strategy_idx],
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"best_drawdown_signal": signals[drawdown_strategy_idx]
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}
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except Exception as e:
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# Retourner une réponse par défaut en cas d'erreur
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return {
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"status": "error",
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"message": str(e),
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import os
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from pathlib import Path
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from io import StringIO
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from typing import Dict, Any, Optional
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import json
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import logging
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# Configuration des logs
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logging.basicConfig(level=logging.INFO)
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logger = logging.getLogger(__name__)
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# Import des fonctions de train_strategy_models.py
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from train_strategy_models import (
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preprocess_data,
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train_models,
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save_models,
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predict_best_strategy
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)
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# Créer l'application FastAPI
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MODELS_DIR = BASE_DIR / "models"
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MODELS_DIR.mkdir(exist_ok=True)
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logger.info(f"Dossier de base : {BASE_DIR}")
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logger.info(f"Dossier des modèles : {MODELS_DIR}")
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# Mise à jour de la classe MarketData pour correspondre aux features
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class MarketData(BaseModel):
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# Features continus
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RSI: float
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ADX: float
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Volatility_20: float
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MACD: float
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# Signaux des stratégies
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Ichimoku_ADX_Volatility_Signal: int
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BB_Stoch_ATR_Signal: int
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Chikou_MACD_Pente_Signal: int
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ADX_Stoch_Volatility_MA_Signal: int
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class Config:
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schema_extra = {
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"example": {
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"RSI": 50.0,
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"ADX": 25.0,
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"Volatility_20": 0.001,
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"MACD": 0.0,
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"Ichimoku_ADX_Volatility_Signal": 0,
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"BB_Stoch_ATR_Signal": 0,
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"Chikou_MACD_Pente_Signal": 0,
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"ADX_Stoch_Volatility_MA_Signal": 0
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}
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}
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class TrainingResponse(BaseModel):
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status: str
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message: str
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details: Dict[str, Any]
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def are_models_available() -> bool:
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"""Vérifie si tous les modèles nécessaires sont disponibles"""
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required_files = ["model_profit.joblib", "model_drawdown.joblib", "model_params.joblib"]
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return all((MODELS_DIR / file).exists() for file in required_files)
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"""Charge les modèles existants"""
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try:
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if not are_models_available():
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logger.warning("Modèles non disponibles")
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return None, None, None
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model_profit = joblib.load(MODELS_DIR / "model_profit.joblib")
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model_drawdown = joblib.load(MODELS_DIR / "model_drawdown.joblib")
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model_params = joblib.load(MODELS_DIR / "model_params.joblib")
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logger.info("Modèles chargés avec succès")
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return model_profit, model_drawdown, model_params
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except Exception as e:
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logger.error(f"Erreur lors du chargement des modèles : {str(e)}")
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return None, None, None
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@app.get("/")
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"message": "Strategy Selector API",
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"version": "1.0",
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"status": "running",
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"models_available": are_models_available(),
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"endpoints": {
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"predict": "/predict (POST)",
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"train": "/train (POST)",
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"health": "/health (GET)"
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}
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}
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@app.get("/health")
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async def health_check():
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"""Endpoint pour vérifier l'état de l'API et des modèles"""
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models_available = are_models_available()
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return {
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"status": "healthy",
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@app.post("/train")
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async def train_from_csv(file: UploadFile = File(...)) -> TrainingResponse:
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"""Endpoint pour entraîner les modèles à partir des données CSV"""
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try:
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logger.info(f"Réception du fichier : {file.filename}")
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# Lire et valider le contenu du fichier
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content = await file.read()
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content_str = content.decode('utf-8')
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# Vérifier les colonnes requises
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required_columns = ['Date', 'Open', 'High', 'Low', 'Close']
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missing_columns = [col for col in required_columns if col not in df.columns]
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if missing_columns:
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raise ValueError(f"Colonnes manquantes : {missing_columns}")
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# Configurer l'index temporel
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df['Date'] = pd.to_datetime(df['Date'])
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df.set_index('Date', inplace=True)
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logger.info(f"Données reçues : {len(df)} lignes")
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# Prétraiter les données
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df_processed = preprocess_data(df)
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logger.info("Prétraitement terminé")
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# Entraîner les modèles
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model_profit, model_drawdown, features, strategies, split_info = train_models(df_processed)
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logger.info("Entraînement terminé")
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# Sauvegarder les modèles
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save_models(model_profit, model_drawdown, features, strategies, split_info)
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logger.info("Modèles sauvegardés")
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return TrainingResponse(
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status="success",
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)
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except Exception as e:
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logger.error(f"Erreur lors de l'entraînement : {str(e)}")
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raise HTTPException(
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status_code=500,
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detail=f"Erreur lors de l'entraînement : {str(e)}"
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@app.post("/predict")
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async def predict(data: MarketData):
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"""Endpoint pour faire des prédictions avec les modèles entraînés"""
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try:
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logger.info("Réception d'une requête de prédiction")
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# Vérifier si les modèles sont disponibles
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if not are_models_available():
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logger.warning("Modèles non disponibles")
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return {
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"status": "error",
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"message": "Modèles non disponibles - utilisation des valeurs par défaut",
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"best_profit_strategy": "Ichimoku_ADX_Volatility_Signal",
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"best_profit_signal": 0,
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"best_drawdown_strategy": "BB_Stoch_ATR_Signal",
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"best_drawdown_signal": 0
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}
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# Créer un DataFrame avec une seule ligne
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df = pd.DataFrame([{
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'RSI': data.RSI,
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'ADX': data.ADX,
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'Volatility_20': data.Volatility_20,
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'MACD': data.MACD,
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'Ichimoku_ADX_Volatility_Signal': data.Ichimoku_ADX_Volatility_Signal,
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'BB_Stoch_ATR_Signal': data.BB_Stoch_ATR_Signal,
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'Chikou_MACD_Pente_Signal': data.Chikou_MACD_Pente_Signal,
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'ADX_Stoch_Volatility_MA_Signal': data.ADX_Stoch_Volatility_MA_Signal
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}])
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# Utiliser la fonction de prédiction
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result = predict_best_strategy(df)
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if result is None:
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raise Exception("Erreur lors de la prédiction")
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logger.info(f"Prédiction réussie : {result}")
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return {
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"status": "success",
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**result
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}
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except Exception as e:
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logger.error(f"Erreur lors de la prédiction : {str(e)}")
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return {
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"status": "error",
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"message": str(e),
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