Spaces:
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Sleeping
Create app.py
Browse files
app.py
ADDED
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@@ -0,0 +1,738 @@
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| 1 |
+
# ============================================
|
| 2 |
+
# АВТО-УСТАНОВКА ПАКЕТОВ
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| 3 |
+
# ============================================
|
| 4 |
+
import subprocess
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| 5 |
+
import sys
|
| 6 |
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import importlib
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| 7 |
+
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| 8 |
+
REQUIRED_PACKAGES = {
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| 9 |
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'numpy': 'numpy',
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'pandas': 'pandas',
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| 11 |
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'requests': 'requests'
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| 12 |
+
}
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| 13 |
+
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| 14 |
+
for module_name, pip_name in REQUIRED_PACKAGES.items():
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| 15 |
+
try:
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| 16 |
+
importlib.import_module(module_name)
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| 17 |
+
except ImportError:
|
| 18 |
+
print(f"📦 Устанавливаю {pip_name}...")
|
| 19 |
+
subprocess.check_call([sys.executable, "-m", "pip", "install", pip_name])
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| 20 |
+
print(f"✅ {pip_name} установлен!")
|
| 21 |
+
|
| 22 |
+
# ============================================
|
| 23 |
+
# 👑 TOMIRIS SPACE 19 v1.0 — SOL/USD MASTER
|
| 24 |
+
# ============================================
|
| 25 |
+
# Первый из 12 новых Space'ов экосистемного контура.
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| 26 |
+
# Специализируется ТОЛЬКО на Solana.
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| 27 |
+
# Модели XGBoost/LightGBM, ончейн-метрики Solana,
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| 28 |
+
# Pump.fun, DeFi Llama, экосистемные факторы.
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| 29 |
+
# ============================================
|
| 30 |
+
|
| 31 |
+
import os
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| 32 |
+
import time
|
| 33 |
+
import threading
|
| 34 |
+
import warnings
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| 35 |
+
import json
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| 36 |
+
import asyncio
|
| 37 |
+
from typing import Dict, Any, Optional, List, Tuple
|
| 38 |
+
import numpy as np
|
| 39 |
+
import pandas as pd
|
| 40 |
+
import requests
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| 41 |
+
from datetime import datetime, timedelta
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| 42 |
+
from collections import deque
|
| 43 |
+
from fastapi import FastAPI, Query
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| 44 |
+
warnings.filterwarnings('ignore')
|
| 45 |
+
|
| 46 |
+
# ================= БЕЗОПАСНЫЙ ИМПОРТ =================
|
| 47 |
+
HAS_JOBLIB = False
|
| 48 |
+
HAS_FIREBASE = False
|
| 49 |
+
HAS_YFINANCE = False
|
| 50 |
+
|
| 51 |
+
try:
|
| 52 |
+
import joblib
|
| 53 |
+
HAS_JOBLIB = True
|
| 54 |
+
except:
|
| 55 |
+
print("⚠️ joblib не установлен")
|
| 56 |
+
|
| 57 |
+
try:
|
| 58 |
+
import firebase_admin
|
| 59 |
+
from firebase_admin import credentials, firestore
|
| 60 |
+
HAS_FIREBASE = True
|
| 61 |
+
except:
|
| 62 |
+
print("⚠️ firebase_admin не установлен")
|
| 63 |
+
|
| 64 |
+
try:
|
| 65 |
+
import yfinance as yf
|
| 66 |
+
HAS_YFINANCE = True
|
| 67 |
+
except:
|
| 68 |
+
print("⚠️ yfinance не установлен")
|
| 69 |
+
|
| 70 |
+
# ================= FIREBASE =================
|
| 71 |
+
db = None
|
| 72 |
+
if HAS_FIREBASE:
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| 73 |
+
try:
|
| 74 |
+
cred = credentials.Certificate("firebase-key.json")
|
| 75 |
+
firebase_admin.initialize_app(cred)
|
| 76 |
+
db = firestore.client()
|
| 77 |
+
print("✅ Firebase подключен")
|
| 78 |
+
except Exception as e:
|
| 79 |
+
print(f"⚠️ Firebase: {e}")
|
| 80 |
+
|
| 81 |
+
# ================= URL'ы СМЕЖНЫХ SPACE'ов =================
|
| 82 |
+
SPACE_URLS: Dict[str, str] = {
|
| 83 |
+
"space_1_xau": "https://nuxotetotmailsvoboden-tomiris.hf.space",
|
| 84 |
+
"space_2_eth": "https://nuxotetotmailsvoboden-tomiris-falcon-ai.hf.space",
|
| 85 |
+
"space_9_onchain": "https://nuxotetotnicksvoboden-name3.hf.space",
|
| 86 |
+
"space_10_whales": "https://nuxotetotnicksvoboden-name4.hf.space",
|
| 87 |
+
"space_17_hub": "https://tomiris-ai-name5-5.hf.space",
|
| 88 |
+
"space_18_arbiter": "https://tomiris-ai-name6-6.hf.space"
|
| 89 |
+
}
|
| 90 |
+
|
| 91 |
+
# ================= API КЛЮЧИ =================
|
| 92 |
+
TWELVE_KEYS: List[str] = [
|
| 93 |
+
"e3740c072fda4fe8b8539d40b07e445e",
|
| 94 |
+
"58e67e0008e24161ac9b1671b7c2d2d0"
|
| 95 |
+
]
|
| 96 |
+
|
| 97 |
+
# ================= КОНФИГУРАЦИЯ =================
|
| 98 |
+
SYMBOL: str = "SOL/USD"
|
| 99 |
+
MT5_SYMBOL: str = "SOLUSD"
|
| 100 |
+
TIMEFRAMES: List[str] = ["15min", "1h", "4h"]
|
| 101 |
+
|
| 102 |
+
# Загружаем пороги из best_config.json если есть
|
| 103 |
+
try:
|
| 104 |
+
with open("best_config.json", "r") as f:
|
| 105 |
+
config = json.load(f)
|
| 106 |
+
SOL_THRESHOLD: float = config.get("sol", {}).get("threshold", 0.52)
|
| 107 |
+
TRADING_RULES: Dict[str, Any] = config.get("trading_rules", {})
|
| 108 |
+
except:
|
| 109 |
+
SOL_THRESHOLD: float = 0.52
|
| 110 |
+
TRADING_RULES: Dict[str, Any] = {
|
| 111 |
+
"sl_atr_multiplier": 2.0,
|
| 112 |
+
"tp_atr_multiplier": 4.0,
|
| 113 |
+
"max_spread_pct": 2.0,
|
| 114 |
+
"trailing_stop_activation": 0.008,
|
| 115 |
+
"trailing_stop_distance": 0.005,
|
| 116 |
+
"breakeven_at": 0.008
|
| 117 |
+
}
|
| 118 |
+
|
| 119 |
+
CACHE_TTL: int = 900
|
| 120 |
+
MT5_MAX_AGE_SEC: int = 300
|
| 121 |
+
HUB_CACHE_TTL: float = 5.0
|
| 122 |
+
|
| 123 |
+
# Адаптивные веса по режиму рынка
|
| 124 |
+
REGIME_WEIGHTS: Dict[str, Dict[str, float]] = {
|
| 125 |
+
"TREND": {"model": 0.70, "tf": 0.30},
|
| 126 |
+
"VOLATILE": {"model": 0.50, "tf": 0.50},
|
| 127 |
+
"CONGESTED": {"model": 0.45, "tf": 0.55},
|
| 128 |
+
"RANGE": {"model": 0.60, "tf": 0.40}
|
| 129 |
+
}
|
| 130 |
+
|
| 131 |
+
# Глобальные хранилища
|
| 132 |
+
FEATURES_STORE: Dict[str, Any] = {}
|
| 133 |
+
DATA_CACHE: Dict[str, Dict[str, Any]] = {}
|
| 134 |
+
PREDICTION_HISTORY = deque(maxlen=500)
|
| 135 |
+
HUB_CACHE: Dict[str, Any] = {"price": 0.0, "timestamp": 0.0, "fresh": False}
|
| 136 |
+
CIRCUIT_BREAKERS: Dict[str, Dict[str, int]] = {}
|
| 137 |
+
LAST_CONFIDENCE: float = 0.5
|
| 138 |
+
|
| 139 |
+
# Yahoo Finance маппинг
|
| 140 |
+
YAHOO_INTERVAL_MAP: Dict[str, str] = {
|
| 141 |
+
"15min": "15m",
|
| 142 |
+
"1h": "60m",
|
| 143 |
+
"4h": "4h"
|
| 144 |
+
}
|
| 145 |
+
|
| 146 |
+
# ================= ЗАГРУЗКА МОДЕЛЕЙ =================
|
| 147 |
+
print(f"🔥 SPACE 19 v1.0: Загрузка моделей для {SYMBOL}...")
|
| 148 |
+
MODELS: Dict[str, Optional[Any]] = {"xgb": None, "lgb": None}
|
| 149 |
+
|
| 150 |
+
if HAS_JOBLIB:
|
| 151 |
+
try:
|
| 152 |
+
MODELS["xgb"] = joblib.load("xgboost_sol_v3.joblib")
|
| 153 |
+
print("✅ XGBoost SOL загружен (v3)")
|
| 154 |
+
except Exception as e:
|
| 155 |
+
print(f"⚠️ XGBoost SOL: {e}")
|
| 156 |
+
try:
|
| 157 |
+
MODELS["xgb"] = joblib.load("xgboost_sol_v2.joblib")
|
| 158 |
+
print("✅ XGBoost SOL загружен (v2, fallback)")
|
| 159 |
+
except:
|
| 160 |
+
print("❌ XGBoost SOL не найден")
|
| 161 |
+
|
| 162 |
+
try:
|
| 163 |
+
MODELS["lgb"] = joblib.load("lgb_sol_v2.joblib")
|
| 164 |
+
print("✅ LightGBM SOL загружен (v2)")
|
| 165 |
+
except:
|
| 166 |
+
print("⚠️ LightGBM SOL не найден")
|
| 167 |
+
else:
|
| 168 |
+
print("⚠️ joblib не установлен — сигналы будут нейтральными")
|
| 169 |
+
|
| 170 |
+
# ================= УТИЛИТЫ =================
|
| 171 |
+
api_lock = threading.Lock()
|
| 172 |
+
twelve_counter: int = 0
|
| 173 |
+
|
| 174 |
+
def get_next_twelve_key() -> str:
|
| 175 |
+
global twelve_counter
|
| 176 |
+
with api_lock:
|
| 177 |
+
key = TWELVE_KEYS[twelve_counter % len(TWELVE_KEYS)]
|
| 178 |
+
twelve_counter += 1
|
| 179 |
+
return key
|
| 180 |
+
|
| 181 |
+
session = requests.Session()
|
| 182 |
+
session.headers.update({"User-Agent": "Tomiris-Space19-v1.0"})
|
| 183 |
+
|
| 184 |
+
def safe_float(value: Any, default: float = 0.0) -> float:
|
| 185 |
+
try:
|
| 186 |
+
if isinstance(value, (pd.Series, pd.DataFrame)):
|
| 187 |
+
val = value.iloc[-1] if len(value) > 0 else default
|
| 188 |
+
else:
|
| 189 |
+
val = value
|
| 190 |
+
result = float(val)
|
| 191 |
+
return result if not pd.isna(result) else default
|
| 192 |
+
except:
|
| 193 |
+
return default
|
| 194 |
+
|
| 195 |
+
def safe_rsi(close_series: pd.Series, period: int = 14) -> float:
|
| 196 |
+
try:
|
| 197 |
+
delta = close_series.diff()
|
| 198 |
+
gain = delta.clip(lower=0).rolling(period, min_periods=period).mean()
|
| 199 |
+
loss = (-delta.clip(upper=0)).rolling(period, min_periods=period).mean()
|
| 200 |
+
g_val, l_val = gain.iloc[-1], loss.iloc[-1]
|
| 201 |
+
if pd.notna(g_val) and pd.notna(l_val) and l_val > 0:
|
| 202 |
+
rs = g_val / l_val
|
| 203 |
+
return float(100 - (100 / (1 + rs)))
|
| 204 |
+
return 50.0
|
| 205 |
+
except:
|
| 206 |
+
return 50.0
|
| 207 |
+
|
| 208 |
+
def safe_ema(close_series: pd.Series, span: int) -> Tuple[Optional[pd.Series], float]:
|
| 209 |
+
try:
|
| 210 |
+
ema = close_series.ewm(span=span, adjust=False).mean()
|
| 211 |
+
return ema, safe_float(ema.iloc[-1])
|
| 212 |
+
except:
|
| 213 |
+
return None, 0.0
|
| 214 |
+
|
| 215 |
+
# ================= ФИЛЬТР КАЛМАНА =================
|
| 216 |
+
class KalmanFilter:
|
| 217 |
+
def __init__(self, process_noise: float = 1e-5, measurement_noise: float = 1e-4):
|
| 218 |
+
self.q = process_noise
|
| 219 |
+
self.r = measurement_noise
|
| 220 |
+
self.x = 0.0
|
| 221 |
+
self.p = 1.0
|
| 222 |
+
|
| 223 |
+
def update(self, z: float) -> float:
|
| 224 |
+
self.p = self.p + self.q
|
| 225 |
+
k = self.p / (self.p + self.r)
|
| 226 |
+
self.x = self.x + k * (z - self.x)
|
| 227 |
+
self.p = (1 - k) * self.p
|
| 228 |
+
return self.x
|
| 229 |
+
|
| 230 |
+
# ================= HURST EXPONENT =================
|
| 231 |
+
def hurst_exponent(series: pd.Series, lags: int = 20) -> float:
|
| 232 |
+
if len(series) < lags * 2:
|
| 233 |
+
return 0.5
|
| 234 |
+
lags_range = range(2, min(lags, len(series) // 2))
|
| 235 |
+
tau = [np.std(np.subtract(series.values[lag:], series.values[:-lag])) for lag in lags_range]
|
| 236 |
+
try:
|
| 237 |
+
poly = np.polyfit(np.log(list(lags_range)), np.log(tau), 1)
|
| 238 |
+
return float(poly[0] * 2.0)
|
| 239 |
+
except:
|
| 240 |
+
return 0.5
|
| 241 |
+
|
| 242 |
+
# ================= GOOGLE TRENDS =================
|
| 243 |
+
def fetch_google_trends_index(keyword: str) -> float:
|
| 244 |
+
try:
|
| 245 |
+
return 50.0
|
| 246 |
+
except:
|
| 247 |
+
return 50.0
|
| 248 |
+
|
| 249 |
+
# ================= DATA HUB =================
|
| 250 |
+
def get_mt5_price_from_hub() -> Dict[str, Any]:
|
| 251 |
+
global HUB_CACHE
|
| 252 |
+
if time.time() - HUB_CACHE.get("timestamp", 0) < HUB_CACHE_TTL:
|
| 253 |
+
if HUB_CACHE.get("fresh"):
|
| 254 |
+
return HUB_CACHE
|
| 255 |
+
try:
|
| 256 |
+
r = requests.get(f"{SPACE_URLS['space_17_hub']}/price/{SYMBOL}", timeout=3)
|
| 257 |
+
if r.status_code == 200:
|
| 258 |
+
data = r.json()
|
| 259 |
+
fresh = data.get("fresh", False)
|
| 260 |
+
mid = data.get("mid", 0)
|
| 261 |
+
if fresh and mid > 0:
|
| 262 |
+
HUB_CACHE = {
|
| 263 |
+
"price": mid, "bid": data.get("bid", 0), "ask": data.get("ask", 0),
|
| 264 |
+
"spread_pct": data.get("spread_pct", 0),
|
| 265 |
+
"timestamp": time.time(), "fresh": True, "source": "MT5_LIVE"
|
| 266 |
+
}
|
| 267 |
+
return HUB_CACHE
|
| 268 |
+
except:
|
| 269 |
+
pass
|
| 270 |
+
return {"price": 0.0, "timestamp": time.time(), "fresh": False, "source": "UNAVAILABLE"}
|
| 271 |
+
|
| 272 |
+
# ================= CIRCUIT BREAKER =================
|
| 273 |
+
def breaker_open(name: str) -> bool:
|
| 274 |
+
info = CIRCUIT_BREAKERS.get(name)
|
| 275 |
+
if not info: return False
|
| 276 |
+
if info["fails"] < 5: return False
|
| 277 |
+
if time.time() - info["last_fail"] > 300:
|
| 278 |
+
CIRCUIT_BREAKERS[name] = {"fails": 0, "last_fail": 0}
|
| 279 |
+
return False
|
| 280 |
+
return True
|
| 281 |
+
|
| 282 |
+
def breaker_fail(name: str) -> None:
|
| 283 |
+
info = CIRCUIT_BREAKERS.get(name, {"fails": 0, "last_fail": 0})
|
| 284 |
+
info["fails"] += 1
|
| 285 |
+
info["last_fail"] = time.time()
|
| 286 |
+
CIRCUIT_BREAKERS[name] = info
|
| 287 |
+
|
| 288 |
+
# ================= СГЛАЖИВАНИЕ =================
|
| 289 |
+
def smooth_confidence(current: float) -> float:
|
| 290 |
+
global LAST_CONFIDENCE
|
| 291 |
+
current = max(0.0, min(1.0, current))
|
| 292 |
+
smoothed = LAST_CONFIDENCE * 0.7 + current * 0.3
|
| 293 |
+
LAST_CONFIDENCE = smoothed
|
| 294 |
+
return smoothed
|
| 295 |
+
|
| 296 |
+
# ================= РЕЖИМ РЫНКА =================
|
| 297 |
+
def detect_market_regime(features: Dict[str, Any]) -> str:
|
| 298 |
+
adx = features.get("adx", 20.0)
|
| 299 |
+
volatility = features.get("volatility_1h", 0.0)
|
| 300 |
+
hurst = features.get("hurst_exponent", 0.5)
|
| 301 |
+
|
| 302 |
+
if adx > 30 and hurst > 0.55:
|
| 303 |
+
return "TREND"
|
| 304 |
+
if volatility > 0.04:
|
| 305 |
+
return "VOLATILE"
|
| 306 |
+
return "RANGE"
|
| 307 |
+
|
| 308 |
+
# ================= СТРЕСС-ТЕСТ =================
|
| 309 |
+
def stress_test(features: Dict[str, Any]) -> Optional[str]:
|
| 310 |
+
atr_pct = features.get("atr_pct", 3.0)
|
| 311 |
+
if atr_pct > 12.0:
|
| 312 |
+
return "WAIT"
|
| 313 |
+
vol_1h = features.get("volatility_1h", 0.0)
|
| 314 |
+
if vol_1h > 0.08:
|
| 315 |
+
return "WAIT"
|
| 316 |
+
return None
|
| 317 |
+
|
| 318 |
+
# ================= ЗАГРУЗКА ДАННЫХ =================
|
| 319 |
+
def fetch_twelvedata_sol(tf: str = "1h") -> Tuple[Optional[pd.DataFrame], Optional[str]]:
|
| 320 |
+
cache_key = f"td_sol_{tf}"
|
| 321 |
+
if cache_key in DATA_CACHE:
|
| 322 |
+
age = time.time() - DATA_CACHE[cache_key].get("timestamp", 0)
|
| 323 |
+
if age < CACHE_TTL:
|
| 324 |
+
return DATA_CACHE[cache_key]["df"], DATA_CACHE[cache_key]["source"]
|
| 325 |
+
|
| 326 |
+
for key_idx, key in enumerate(TWELVE_KEYS):
|
| 327 |
+
try:
|
| 328 |
+
url = f"https://api.twelvedata.com/time_series?symbol=SOL/USD&interval={tf}&outputsize=200&apikey={key}"
|
| 329 |
+
r = session.get(url, timeout=10)
|
| 330 |
+
if r.status_code == 200:
|
| 331 |
+
data = r.json()
|
| 332 |
+
if "values" in data:
|
| 333 |
+
df = pd.DataFrame(data["values"]).iloc[::-1].reset_index(drop=True)
|
| 334 |
+
for col in ["close", "high", "low", "open"]:
|
| 335 |
+
df[col] = pd.to_numeric(df[col], errors="coerce")
|
| 336 |
+
df["volume"] = pd.to_numeric(df.get("volume", 0), errors="coerce").fillna(0)
|
| 337 |
+
df = df.dropna(subset=["close", "high", "low", "open"])
|
| 338 |
+
if len(df) >= 30:
|
| 339 |
+
DATA_CACHE[cache_key] = {
|
| 340 |
+
"df": df,
|
| 341 |
+
"source": f"TwelveData-Key{key_idx+1}",
|
| 342 |
+
"timestamp": time.time()
|
| 343 |
+
}
|
| 344 |
+
return df, f"TwelveData-Key{key_idx+1}"
|
| 345 |
+
elif r.status_code == 429:
|
| 346 |
+
continue
|
| 347 |
+
except:
|
| 348 |
+
continue
|
| 349 |
+
|
| 350 |
+
if HAS_YFINANCE:
|
| 351 |
+
try:
|
| 352 |
+
yf_interval = YAHOO_INTERVAL_MAP.get(tf, "60m")
|
| 353 |
+
period_map = {"15min": "7d", "1h": "60d", "4h": "60d"}
|
| 354 |
+
yf_period = period_map.get(tf, "60d")
|
| 355 |
+
yf_data = yf.download("SOL-USD", period=yf_period, interval=yf_interval, progress=False)
|
| 356 |
+
if not yf_data.empty:
|
| 357 |
+
df = pd.DataFrame({
|
| 358 |
+
'close': yf_data['Close'].values.flatten(),
|
| 359 |
+
'high': yf_data['High'].values.flatten(),
|
| 360 |
+
'low': yf_data['Low'].values.flatten(),
|
| 361 |
+
'open': yf_data['Open'].values.flatten(),
|
| 362 |
+
'volume': yf_data['Volume'].values.flatten()
|
| 363 |
+
}).dropna()
|
| 364 |
+
if len(df) >= 30:
|
| 365 |
+
DATA_CACHE[cache_key] = {"df": df, "source": "YahooFinance", "timestamp": time.time()}
|
| 366 |
+
return df, "YahooFinance"
|
| 367 |
+
except:
|
| 368 |
+
pass
|
| 369 |
+
return None, None
|
| 370 |
+
|
| 371 |
+
# ================= SOLANA ОНЧЕЙН-МЕТРИКИ =================
|
| 372 |
+
def fetch_solana_onchain() -> Dict[str, Any]:
|
| 373 |
+
"""TVL, DEX volume, активные кошельки для Solana."""
|
| 374 |
+
cache_key = "solana_onchain"
|
| 375 |
+
if cache_key in DATA_CACHE:
|
| 376 |
+
age = time.time() - DATA_CACHE[cache_key].get("timestamp", 0)
|
| 377 |
+
if age < 300:
|
| 378 |
+
return DATA_CACHE[cache_key]["data"]
|
| 379 |
+
|
| 380 |
+
result: Dict[str, Any] = {}
|
| 381 |
+
|
| 382 |
+
# TVL
|
| 383 |
+
try:
|
| 384 |
+
r = requests.get("https://api.llama.fi/v2/tvl/solana", timeout=10)
|
| 385 |
+
if r.status_code == 200:
|
| 386 |
+
data = r.json()
|
| 387 |
+
result['tvl'] = data.get('tvl', 0)
|
| 388 |
+
result['tvl_change_24h'] = data.get('change_1d', 0)
|
| 389 |
+
result['tvl_trend'] = 'UP' if data.get('change_1d', 0) > 0 else 'DOWN'
|
| 390 |
+
except:
|
| 391 |
+
result['tvl'] = 0
|
| 392 |
+
result['tvl_trend'] = 'STABLE'
|
| 393 |
+
|
| 394 |
+
# DEX volume
|
| 395 |
+
try:
|
| 396 |
+
r = requests.get(
|
| 397 |
+
"https://api.llama.fi/overview/dexs/solana?excludeTotalDataChart=true&excludeTotalDataChartBreakdown=true",
|
| 398 |
+
timeout=10
|
| 399 |
+
)
|
| 400 |
+
if r.status_code == 200:
|
| 401 |
+
data = r.json()
|
| 402 |
+
result['dex_volume_24h'] = data.get('total24h', 0)
|
| 403 |
+
result['dex_change_24h'] = data.get('change_1d', 0)
|
| 404 |
+
except:
|
| 405 |
+
result['dex_volume_24h'] = 0
|
| 406 |
+
|
| 407 |
+
# Активные кошельки
|
| 408 |
+
try:
|
| 409 |
+
r = requests.get(
|
| 410 |
+
"https://api.llama.fi/overview/Solana?excludeTotalDataChart=true&excludeTotalDataChartBreakdown=true",
|
| 411 |
+
timeout=10
|
| 412 |
+
)
|
| 413 |
+
if r.status_code == 200:
|
| 414 |
+
data = r.json()
|
| 415 |
+
result['active_users'] = data.get('activeUsers', 0)
|
| 416 |
+
except:
|
| 417 |
+
result['active_users'] = 0
|
| 418 |
+
|
| 419 |
+
DATA_CACHE[cache_key] = {"data": result, "timestamp": time.time()}
|
| 420 |
+
return result
|
| 421 |
+
|
| 422 |
+
def fetch_pump_fun_activity() -> Dict[str, Any]:
|
| 423 |
+
"""Активность Pump.fun через CoinGecko."""
|
| 424 |
+
try:
|
| 425 |
+
r = requests.get(
|
| 426 |
+
"https://api.coingecko.com/api/v3/coins/solana?community_data=true&developer_data=true",
|
| 427 |
+
timeout=10
|
| 428 |
+
)
|
| 429 |
+
if r.status_code == 200:
|
| 430 |
+
data = r.json()
|
| 431 |
+
community = data.get('community_data', {})
|
| 432 |
+
developer = data.get('developer_data', {})
|
| 433 |
+
return {
|
| 434 |
+
'reddit_activity': community.get('reddit_average_posts_48h', 0),
|
| 435 |
+
'developer_score': developer.get('developer_score', 0),
|
| 436 |
+
'ecosystem_activity': 'HIGH' if developer.get('developer_score', 0) > 80 else 'MODERATE'
|
| 437 |
+
}
|
| 438 |
+
except:
|
| 439 |
+
pass
|
| 440 |
+
return {'ecosystem_activity': 'MODERATE'}
|
| 441 |
+
|
| 442 |
+
def fetch_coingecko_sol() -> Dict[str, Any]:
|
| 443 |
+
try:
|
| 444 |
+
r = session.get(
|
| 445 |
+
"https://api.coingecko.com/api/v3/coins/solana?localization=false&tickers=false&community_data=false&developer_data=false",
|
| 446 |
+
timeout=10
|
| 447 |
+
)
|
| 448 |
+
if r.status_code == 200:
|
| 449 |
+
md = r.json().get('market_data', {})
|
| 450 |
+
return {
|
| 451 |
+
'market_cap': md.get('market_cap', {}).get('usd', 0),
|
| 452 |
+
'total_volume': md.get('total_volume', {}).get('usd', 0),
|
| 453 |
+
'price_change_24h': md.get('price_change_percentage_24h', 0)
|
| 454 |
+
}
|
| 455 |
+
except:
|
| 456 |
+
pass
|
| 457 |
+
return {'market_cap': 0, 'total_volume': 0, 'price_change_24h': 0}
|
| 458 |
+
|
| 459 |
+
def fetch_binance_sol() -> Dict[str, Any]:
|
| 460 |
+
"""Funding Rate и Open Interest для SOLUSDT."""
|
| 461 |
+
result: Dict[str, Any] = {}
|
| 462 |
+
try:
|
| 463 |
+
r = requests.get("https://fapi.binance.com/fapi/v1/premiumIndex", timeout=10)
|
| 464 |
+
if r.status_code == 200:
|
| 465 |
+
for item in r.json():
|
| 466 |
+
if item.get('symbol') == 'SOLUSDT':
|
| 467 |
+
fr = float(item.get('lastFundingRate', 0))
|
| 468 |
+
result['funding_rate'] = fr
|
| 469 |
+
result['funding_signal'] = 'BEARISH' if fr > 0.001 else 'BULLISH' if fr < -0.001 else 'NEUTRAL'
|
| 470 |
+
except:
|
| 471 |
+
result['funding_rate'] = 0
|
| 472 |
+
|
| 473 |
+
try:
|
| 474 |
+
r = requests.get("https://fapi.binance.com/fapi/v1/openInterest?symbol=SOLUSDT", timeout=10)
|
| 475 |
+
if r.status_code == 200:
|
| 476 |
+
result['open_interest'] = float(r.json().get('openInterest', 0))
|
| 477 |
+
except:
|
| 478 |
+
result['open_interest'] = 0
|
| 479 |
+
|
| 480 |
+
return result
|
| 481 |
+
|
| 482 |
+
# ================= ПОСТРОЕНИЕ ПРИЗНАКОВ =================
|
| 483 |
+
def build_features_from_mt5(mt5_features: Dict[str, Any]) -> Dict[str, Any]:
|
| 484 |
+
features: Dict[str, Any] = {}
|
| 485 |
+
for k, v in mt5_features.items():
|
| 486 |
+
if isinstance(v, (int, float, np.floating, np.integer)):
|
| 487 |
+
features[k] = float(v)
|
| 488 |
+
elif isinstance(v, np.bool_):
|
| 489 |
+
features[k] = bool(v)
|
| 490 |
+
else:
|
| 491 |
+
features[k] = v
|
| 492 |
+
while len(features) < 200:
|
| 493 |
+
features[f"mt5_pad_{len(features)}"] = 0.0
|
| 494 |
+
return features
|
| 495 |
+
|
| 496 |
+
def build_sol_features(df: pd.DataFrame, onchain_data: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
|
| 497 |
+
if df is None or len(df) < 20:
|
| 498 |
+
return {}
|
| 499 |
+
|
| 500 |
+
try:
|
| 501 |
+
close = df["close"].astype(float)
|
| 502 |
+
high = df["high"].astype(float)
|
| 503 |
+
low = df["low"].astype(float)
|
| 504 |
+
open_p = df["open"].astype(float) if "open" in df.columns else close
|
| 505 |
+
volume = df["volume"].astype(float) if "volume" in df.columns else pd.Series([0.0]*len(df))
|
| 506 |
+
except:
|
| 507 |
+
return {}
|
| 508 |
+
|
| 509 |
+
features: Dict[str, Any] = {}
|
| 510 |
+
|
| 511 |
+
features["price"] = safe_float(close.iloc[-1])
|
| 512 |
+
features["return_1h"] = safe_float(close.pct_change(1).iloc[-1])
|
| 513 |
+
features["return_24h"] = safe_float(close.pct_change(24).iloc[-1]) if len(close) > 24 else 0.0
|
| 514 |
+
|
| 515 |
+
# Калман
|
| 516 |
+
kf = KalmanFilter()
|
| 517 |
+
kalman_close = [kf.update(x) for x in close.values]
|
| 518 |
+
features["kalman_price"] = kalman_close[-1]
|
| 519 |
+
features["kalman_diff"] = close.iloc[-1] - kalman_close[-1]
|
| 520 |
+
|
| 521 |
+
# Hurst
|
| 522 |
+
features["hurst_exponent"] = hurst_exponent(close)
|
| 523 |
+
|
| 524 |
+
# Волатильность
|
| 525 |
+
ret = close.pct_change()
|
| 526 |
+
features["volatility_1h"] = safe_float(ret.rolling(24, min_periods=24).std().iloc[-1]) if len(close) >= 24 else 0.0
|
| 527 |
+
features["high_low_ratio"] = safe_float(((high.iloc[-1] - low.iloc[-1]) / (close.iloc[-1] + 1e-10)) * 100)
|
| 528 |
+
|
| 529 |
+
# EMA
|
| 530 |
+
for span in [9, 21, 50]:
|
| 531 |
+
if len(close) >= span:
|
| 532 |
+
_, ema_val = safe_ema(close, span)
|
| 533 |
+
if ema_val != 0:
|
| 534 |
+
features[f"ema_{span}"] = ema_val
|
| 535 |
+
features[f"price_vs_ema_{span}"] = safe_float(((close.iloc[-1] - ema_val) / ema_val) * 100)
|
| 536 |
+
|
| 537 |
+
# MACD
|
| 538 |
+
if len(close) >= 26:
|
| 539 |
+
try:
|
| 540 |
+
ema12 = close.ewm(span=12, adjust=False).mean()
|
| 541 |
+
ema26 = close.ewm(span=26, adjust=False).mean()
|
| 542 |
+
macd = ema12 - ema26
|
| 543 |
+
signal = macd.ewm(span=9, adjust=False).mean()
|
| 544 |
+
features["macd"] = safe_float(macd.iloc[-1])
|
| 545 |
+
features["macd_signal"] = safe_float(signal.iloc[-1])
|
| 546 |
+
features["macd_hist"] = features["macd"] - features["macd_signal"]
|
| 547 |
+
except:
|
| 548 |
+
pass
|
| 549 |
+
|
| 550 |
+
# RSI
|
| 551 |
+
features["rsi_14"] = safe_rsi(close, 14) if len(close) >= 14 else 50.0
|
| 552 |
+
|
| 553 |
+
# ATR
|
| 554 |
+
if len(close) >= 14:
|
| 555 |
+
try:
|
| 556 |
+
prev_close = close.shift(1)
|
| 557 |
+
tr = pd.DataFrame({
|
| 558 |
+
"tr1": high - low,
|
| 559 |
+
"tr2": (high - prev_close).abs(),
|
| 560 |
+
"tr3": (low - prev_close).abs()
|
| 561 |
+
}).max(axis=1)
|
| 562 |
+
features["atr_14"] = safe_float(tr.rolling(14, min_periods=14).mean().iloc[-1])
|
| 563 |
+
features["atr_pct"] = (features["atr_14"] / (close.iloc[-1] + 1e-10)) * 100
|
| 564 |
+
except:
|
| 565 |
+
features["atr_14"] = close.iloc[-1] * 0.02
|
| 566 |
+
|
| 567 |
+
# Ончейн
|
| 568 |
+
if onchain_data:
|
| 569 |
+
features["tvl"] = onchain_data.get("tvl", 0)
|
| 570 |
+
features["tvl_trend"] = 1 if onchain_data.get("tvl_trend") == "UP" else -1
|
| 571 |
+
features["dex_volume_24h"] = onchain_data.get("dex_volume_24h", 0)
|
| 572 |
+
features["active_users"] = onchain_data.get("active_users", 0)
|
| 573 |
+
|
| 574 |
+
# Альтернативные индексы
|
| 575 |
+
for kw in ["solana", "memecoin", "pump_fun", "firedancer"]:
|
| 576 |
+
features[f"trends_{kw}"] = fetch_google_trends_index(kw)
|
| 577 |
+
|
| 578 |
+
# Время
|
| 579 |
+
now = datetime.utcnow()
|
| 580 |
+
features["is_weekend"] = 1 if now.weekday() >= 5 else 0
|
| 581 |
+
features["hour"] = now.hour
|
| 582 |
+
|
| 583 |
+
while len(features) < 200:
|
| 584 |
+
features[f"pad_{len(features)}"] = 0.0
|
| 585 |
+
|
| 586 |
+
return features
|
| 587 |
+
|
| 588 |
+
# ================= МУЛЬТИ-ТФ =================
|
| 589 |
+
def get_multi_tf_features(onchain_data: Dict[str, Any]) -> Tuple[Dict[str, Dict[str, Any]], List[str]]:
|
| 590 |
+
all_features: Dict[str, Dict[str, Any]] = {}
|
| 591 |
+
sources: List[str] = []
|
| 592 |
+
for tf in TIMEFRAMES:
|
| 593 |
+
df, source = fetch_twelvedata_sol(tf)
|
| 594 |
+
if df is not None and len(df) >= 30:
|
| 595 |
+
feats = build_sol_features(df, onchain_data)
|
| 596 |
+
if feats:
|
| 597 |
+
all_features[tf] = feats
|
| 598 |
+
sources.append(source or "Unknown")
|
| 599 |
+
return all_features, sources
|
| 600 |
+
|
| 601 |
+
# ================= ГЛАВНЫЙ СИГНАЛ =================
|
| 602 |
+
def get_sol_signal() -> Optional[Dict[str, Any]]:
|
| 603 |
+
global LAST_CONFIDENCE
|
| 604 |
+
start_time = time.time()
|
| 605 |
+
|
| 606 |
+
# MT5 данные
|
| 607 |
+
mt5_features: Optional[Dict[str, Any]] = None
|
| 608 |
+
mt5_price: Optional[float] = None
|
| 609 |
+
data_source: str = "UNKNOWN"
|
| 610 |
+
|
| 611 |
+
fs = FEATURES_STORE.get(SYMBOL, {})
|
| 612 |
+
age = time.time() - fs.get("timestamp", 0)
|
| 613 |
+
if age < MT5_MAX_AGE_SEC:
|
| 614 |
+
mt5_features = fs.get("features", {})
|
| 615 |
+
mt5_price = fs.get("price")
|
| 616 |
+
data_source = "MT5"
|
| 617 |
+
print(f"📡 Используем MT5 данные (возраст {age:.0f}с)")
|
| 618 |
+
|
| 619 |
+
# Ончейн и рынок
|
| 620 |
+
onchain_data = fetch_solana_onchain()
|
| 621 |
+
pump_fun = fetch_pump_fun_activity()
|
| 622 |
+
coingecko = fetch_coingecko_sol()
|
| 623 |
+
binance = fetch_binance_sol()
|
| 624 |
+
|
| 625 |
+
mtf_features: Dict[str, Dict[str, Any]] = {}
|
| 626 |
+
sources: List[str] = []
|
| 627 |
+
|
| 628 |
+
if mt5_features and len(mt5_features) >= 50:
|
| 629 |
+
model_features = build_features_from_mt5(mt5_features)
|
| 630 |
+
model_features["tvl"] = onchain_data.get("tvl", 0)
|
| 631 |
+
model_features["tvl_trend"] = 1 if onchain_data.get("tvl_trend") == "UP" else -1
|
| 632 |
+
model_features["active_users"] = onchain_data.get("active_users", 0)
|
| 633 |
+
price = mt5_price or model_features.get("H1_price", model_features.get("price", 0))
|
| 634 |
+
sources = ["MT5"]
|
| 635 |
+
else:
|
| 636 |
+
print(" ⚠️ MT5 данные недоступны, перехожу на API...")
|
| 637 |
+
mtf_features, sources = get_multi_tf_features(onchain_data)
|
| 638 |
+
if not mtf_features:
|
| 639 |
+
print("❌ Нет данных")
|
| 640 |
+
return None
|
| 641 |
+
h1_features = mtf_features.get("1h", list(mtf_features.values())[0])
|
| 642 |
+
model_features = h1_features
|
| 643 |
+
price = h1_features.get("price", 0)
|
| 644 |
+
data_source = "+".join(sources) if sources else "API"
|
| 645 |
+
|
| 646 |
+
if price == 0:
|
| 647 |
+
return None
|
| 648 |
+
|
| 649 |
+
# Стресс-тест
|
| 650 |
+
stress = stress_test(model_features)
|
| 651 |
+
if stress == "WAIT":
|
| 652 |
+
print("🛑 СТРЕСС-ТЕСТ: рынок слишком опасен")
|
| 653 |
+
return {
|
| 654 |
+
"space": "space_19_sol_master",
|
| 655 |
+
"symbol": SYMBOL,
|
| 656 |
+
"signal": {"direction": "WAIT", "confidence": 0.0},
|
| 657 |
+
"reason": "stress_test_black_swan"
|
| 658 |
+
}
|
| 659 |
+
|
| 660 |
+
regime = detect_market_regime(model_features)
|
| 661 |
+
print(f"📊 Режим: {regime} | Цена: ${price:.2f} | TVL: ${onchain_data.get('tvl', 0)/1e9:.1f}B | Данные: {data_source}")
|
| 662 |
+
|
| 663 |
+
# Предсказание модели
|
| 664 |
+
xgb_prob = 0.5
|
| 665 |
+
if model_features and MODELS.get("xgb"):
|
| 666 |
+
try:
|
| 667 |
+
fv = list(model_features.values())[:200]
|
| 668 |
+
while len(fv) < 200:
|
| 669 |
+
fv.append(0.0)
|
| 670 |
+
X = np.nan_to_num(np.array(fv, dtype=np.float64).reshape(1, -1))
|
| 671 |
+
proba = MODELS["xgb"].predict_proba(X)[0]
|
| 672 |
+
xgb_prob = float(proba[1] if len(proba) > 1 else proba[0])
|
| 673 |
+
xgb_prob = max(0.0, min(1.0, xgb_prob))
|
| 674 |
+
except:
|
| 675 |
+
pass
|
| 676 |
+
|
| 677 |
+
# Ончейн-скор
|
| 678 |
+
onchain_score = 0.0
|
| 679 |
+
if onchain_data.get("tvl_trend") == "UP":
|
| 680 |
+
onchain_score += 0.1
|
| 681 |
+
if onchain_data.get("dex_change_24h", 0) > 10:
|
| 682 |
+
onchain_score += 0.05
|
| 683 |
+
if pump_fun.get("ecosystem_activity") == "HIGH":
|
| 684 |
+
onchain_score += 0.05
|
| 685 |
+
if binance.get("funding_signal") == "BULLISH":
|
| 686 |
+
onchain_score += 0.05
|
| 687 |
+
elif binance.get("funding_signal") == "BEARISH":
|
| 688 |
+
onchain_score -= 0.05
|
| 689 |
+
|
| 690 |
+
# Мульти-ТФ
|
| 691 |
+
if data_source == "MT5":
|
| 692 |
+
confirmations, total_tf = 0, 0
|
| 693 |
+
for tf_key in ["M15", "H1", "H4"]:
|
| 694 |
+
ema_key = f"{tf_key}_price_vs_ema_21"
|
| 695 |
+
if ema_key in model_features:
|
| 696 |
+
total_tf += 1
|
| 697 |
+
if model_features.get(ema_key, 0) > 0:
|
| 698 |
+
confirmations += 1
|
| 699 |
+
else:
|
| 700 |
+
confirmations -= 1
|
| 701 |
+
tf_score = confirmations / max(total_tf, 1)
|
| 702 |
+
tf_norm = (tf_score + 1) / 2
|
| 703 |
+
else:
|
| 704 |
+
confirmations, total_tf = 0, 0
|
| 705 |
+
for tf_key in ["15min", "1h", "4h"]:
|
| 706 |
+
tf_feats = mtf_features.get(tf_key, {})
|
| 707 |
+
if not tf_feats:
|
| 708 |
+
continue
|
| 709 |
+
total_tf += 1
|
| 710 |
+
ema_score = tf_feats.get("price_vs_ema_21", 0)
|
| 711 |
+
rsi_val = tf_feats.get("rsi_14", 50)
|
| 712 |
+
macd_hist = tf_feats.get("macd_hist", 0)
|
| 713 |
+
if ema_score > 0 and rsi_val > 50 and macd_hist > 0:
|
| 714 |
+
confirmations += 1
|
| 715 |
+
elif ema_score < 0 and rsi_val < 50 and macd_hist < 0:
|
| 716 |
+
confirmations -= 1
|
| 717 |
+
tf_score = confirmations / max(total_tf, 1)
|
| 718 |
+
tf_norm = (tf_score + 1) / 2
|
| 719 |
+
|
| 720 |
+
# Веса
|
| 721 |
+
w = REGIME_WEIGHTS.get(regime, REGIME_WEIGHTS["RANGE"])
|
| 722 |
+
final_score = (
|
| 723 |
+
xgb_prob * w["model"] * 0.50 +
|
| 724 |
+
tf_norm * w["tf"] * 0.20 +
|
| 725 |
+
(0.5 + onchain_score) * 0.30
|
| 726 |
+
)
|
| 727 |
+
|
| 728 |
+
confidence = smooth_confidence(final_score)
|
| 729 |
+
|
| 730 |
+
if confidence > SOL_THRESHOLD + 0.08:
|
| 731 |
+
direction = "LONG"
|
| 732 |
+
elif confidence < SOL_THRESHOLD - 0.08:
|
| 733 |
+
direction = "SHORT"
|
| 734 |
+
else:
|
| 735 |
+
direction = "WAIT"
|
| 736 |
+
|
| 737 |
+
# SL/TP (шире из-за волатильности SOL)
|
| 738 |
+
atr = model_features.get("at
|