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Update app.py
Browse files
app.py
CHANGED
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@@ -1,5 +1,8 @@
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# ============================================
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# 👑 TOMIRIS SPACE 19
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# ============================================
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import os, time, threading, warnings, json, asyncio
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from typing import Dict, Any, Optional, List, Tuple
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@@ -13,7 +16,6 @@ warnings.filterwarnings('ignore')
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# ================= БЕЗОПАСНЫЙ ИМПОРТ =================
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HAS_JOBLIB = False
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HAS_FIREBASE = False
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HAS_YFINANCE = False
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try:
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import joblib
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except:
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print("⚠️ firebase_admin не установлен")
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import yfinance as yf
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HAS_YFINANCE = True
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except:
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print("⚠️ yfinance не установлен")
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# ================= FIREBASE =================
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db = None
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if HAS_FIREBASE:
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try:
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cred = credentials.Certificate("firebase-key.json")
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firebase_admin.initialize_app(cred)
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@@ -45,13 +41,16 @@ if HAS_FIREBASE:
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except Exception as e:
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print(f"⚠️ Firebase: {e}")
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# =================
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# ================= API КЛЮЧИ =================
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TWELVE_KEYS: List[str] = [
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# ================= КОНФИГУРАЦИЯ =================
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SYMBOL: str = "SOL/USD"
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MT5_SYMBOL: str = "SOLUSD"
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TIMEFRAMES: List[str] = ["15min", "1h", "4h"]
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AUTO_REPORT_INTERVAL =
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RETRAIN_INTERVAL = 14 * 86400 # 14 дней
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"sl_atr_multiplier": 2.0,
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"tp_atr_multiplier": 4.0,
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"trailing_stop_activation": 0.005,
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"trailing_stop_distance": 0.003,
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"breakeven_at": 0.005
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}
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CACHE_TTL: int =
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MT5_MAX_AGE_SEC: int = 300
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HUB_CACHE_TTL: float = 5.0
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# Адаптивные веса (начальные)
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REGIME_WEIGHTS: Dict[str, Dict[str, float]] = {
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"TREND": {"model": 0.70, "tf": 0.30},
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"VOLATILE": {"model": 0.50, "tf": 0.50},
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"CONGESTED": {"model": 0.45, "tf": 0.55},
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"RANGE": {"model": 0.60, "tf": 0.40}
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}
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# Хранилища
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FEATURES_STORE: Dict[str, Any] = {}
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DATA_CACHE: Dict[str, Dict[str, Any]] = {}
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PREDICTION_HISTORY = deque(maxlen=500)
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HUB_CACHE: Dict[str, Any] = {"price": 0.0, "timestamp": 0.0, "fresh": False}
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CIRCUIT_BREAKERS: Dict[str, Dict[str, int]] = {}
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LAST_CONFIDENCE: float = 0.5
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# История точности компонентов
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COMPONENT_PERF: Dict[str, Dict[str, float]] = {
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"model": {"correct": 0, "total": 1, "sharpe": 1.0},
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"tf": {"correct": 0, "total": 1, "sharpe": 1.0},
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"derivatives": {"correct": 0, "total": 1, "sharpe": 1.0},
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}
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YAHOO_INTERVAL_MAP: Dict[str, str] = {"15min": "15m", "1h": "60m", "4h": "4h"}
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# ================= ЗАГРУЗКА МОДЕЛЕЙ =================
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print(f"🔥 SPACE 19
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MODELS: Dict[str, Optional[Any]] = {"xgb_daily": None, "xgb_4h": None, "lgb": None}
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if HAS_JOBLIB:
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MODELS["lgb"] = joblib.load("lgb_sol.joblib")
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print("✅ LightGBM SOL загружен")
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except:
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print("⚠️ LightGBM SOL не найден")
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# ================= УТИЛИТЫ =================
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api_lock = threading.Lock()
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twelve_counter: int = 0
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def get_next_twelve_key() -> str:
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global twelve_counter
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with api_lock:
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key = TWELVE_KEYS[twelve_counter % len(TWELVE_KEYS)]
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twelve_counter += 1
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return key
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session = requests.Session()
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session.headers.update({"User-Agent": "Tomiris-Space19-
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def safe_float(value: Any, default: float = 0.0) -> float:
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try:
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if isinstance(value, (pd.Series, pd.DataFrame)):
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return None, 0.0
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class KalmanFilter:
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def __init__(self
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self.q =
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self.r =
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self.x = 0.0
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self.p = 1.0
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def update(self, z: float) -> float:
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except:
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return 0.5
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def fetch_google_trends_index(keyword: str) -> float:
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return 50.0
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# ================= ОТПРАВКА В HUB =================
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def send_signal_to_hub(direction, confidence):
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try:
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session.post(f"{HUB_URL}/signal", json={
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"space": "space_19_sol_master",
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"symbol": SYMBOL,
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"direction": direction,
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"confidence": confidence,
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"raw": json.dumps({"source": "space_19_sol_master"})
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}, timeout=5)
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print(f"📤 {SYMBOL}: {direction} conf={confidence:.3f} отправлен в Hub")
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except Exception as e:
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print(f"Ошибка отправки в Hub: {e}")
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# ================= DATA HUB =================
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def get_mt5_price_from_hub() -> Dict[str, Any]:
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global HUB_CACHE
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if time.time() - HUB_CACHE.get("timestamp", 0) < HUB_CACHE_TTL:
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if HUB_CACHE.get("fresh"):
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return HUB_CACHE
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try:
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r = requests.get(f"{SPACE_URLS['space_17_hub']}/price/{SYMBOL}", timeout=3)
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if r.status_code == 200:
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data = r.json()
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fresh = data.get("fresh", False)
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mid = data.get("mid", 0)
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if fresh and mid > 0:
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HUB_CACHE = {
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"price": mid, "bid": data.get("bid",0), "ask": data.get("ask",0),
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"spread_pct": data.get("spread_pct",0), "timestamp": time.time(),
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"fresh": True, "source": "MT5_LIVE"
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}
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return HUB_CACHE
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except:
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pass
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return {"price":0.0, "timestamp":time.time(), "fresh":False, "source":"UNAVAILABLE"}
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# ================= CIRCUIT BREAKER =================
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def breaker_open(name: str) -> bool:
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info = CIRCUIT_BREAKERS.get(name)
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if not info: return False
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if info["fails"] < 5: return False
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if time.time() - info["last_fail"] > 300:
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CIRCUIT_BREAKERS[name] = {"fails":0, "last_fail":0}
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return False
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return True
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def breaker_fail(name: str) -> None:
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info = CIRCUIT_BREAKERS.get(name, {"fails":0, "last_fail":0})
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info["fails"] += 1
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info["last_fail"] = time.time()
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CIRCUIT_BREAKERS[name] = info
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# ================= СГЛАЖИВАНИЕ УВЕРЕННОСТИ =================
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def smooth_confidence(current: float) -> float:
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global LAST_CONFIDENCE
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current = max(0.0, min(1.0, current))
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return "WAIT"
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return None
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# ================= ЗАГРУЗКА ДАННЫХ =================
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def
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cache_key = f"td_sol_{tf}"
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if cache_key in DATA_CACHE:
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age = time.time() - DATA_CACHE[cache_key].get("timestamp",0)
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if age < CACHE_TTL:
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return DATA_CACHE[cache_key]["df"]
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try:
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url = f"https://api.twelvedata.com/time_series?symbol=SOL/USD&interval={tf}&outputsize=200&apikey={key}"
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r = session.get(url, timeout=10)
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if r.status_code == 200:
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df = pd.
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df[col] = pd.to_numeric(df[col], errors="coerce")
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df["volume"] = pd.to_numeric(df.get("volume",0), errors="coerce").fillna(0)
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df = df.dropna(subset=["close","high","low","open"])
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if len(df) >= 30:
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DATA_CACHE[cache_key] = {
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"df":df,
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"source":f"TwelveData-Key{key_idx+1}",
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"timestamp":time.time()
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}
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return df, f"TwelveData-Key{key_idx+1}"
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elif r.status_code == 429:
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continue
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except:
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continue
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if HAS_YFINANCE:
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try:
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yf_interval = YAHOO_INTERVAL_MAP.get(tf, "60m")
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period_map = {"15min":"7d", "1h":"60d", "4h":"60d"}
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yf_data = yf.download("SOL-USD", period=period_map.get(tf,"60d"), interval=yf_interval, progress=False)
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if not yf_data.empty:
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df = pd.DataFrame({
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'close': yf_data['Close'].values.flatten(),
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'high': yf_data['High'].values.flatten(),
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'low': yf_data['Low'].values.flatten(),
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'open': yf_data['Open'].values.flatten(),
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'volume': yf_data['Volume'].values.flatten()
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}).dropna()
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if len(df) >= 30:
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DATA_CACHE[cache_key] = {"df":df, "
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return df
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except:
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return None
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def fetch_solana_onchain() -> Dict[str, Any]:
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cache_key = "solana_onchain"
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if cache_key in DATA_CACHE and time.time() - DATA_CACHE[cache_key].get("timestamp",0) < 300:
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return DATA_CACHE[cache_key]["data"]
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result = {}
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try:
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r = session.get("https://api.llama.fi/v2/tvl/solana", timeout=10)
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if r.status_code == 200:
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data = r.json()
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result['tvl'] = data.get('tvl',0)
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result['tvl_change_24h'] = data.get('change_1d',0)
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result['tvl_trend'] = 'UP' if data.get('change_1d',0) > 0 else 'DOWN'
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except:
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pass
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try:
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r = session.get("https://api.llama.fi/overview/dexs/solana?excludeTotalDataChart=true&excludeTotalDataChartBreakdown=true", timeout=10)
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if r.status_code == 200:
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data = r.json()
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result['dex_volume_24h'] = data.get('total24h',0)
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result['dex_change_24h'] = data.get('change_1d',0)
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except:
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pass
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result['active_users'] = result.get('tvl', 0) / 100
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dev = r.json().get('developer_data', {})
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return {
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'developer_score': dev.get('developer_score', 0),
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'developer_activity': 'HIGH' if dev.get('developer_score',0) > 80 else 'MODERATE' if dev.get('developer_score',0) > 50 else 'LOW'
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}
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except:
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pass
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if r.status_code == 200:
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for item in r.json():
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if item.get('symbol') == 'SOLUSDT':
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fr = float(item.get('lastFundingRate',0))
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result['funding_rate'] = fr
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result['funding_signal'] = 'BEARISH' if fr > 0.001 else 'BULLISH' if fr < -0.001 else 'NEUTRAL'
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break
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try:
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r = session.get("https://fapi.binance.com/fapi/v1/openInterest?symbol=SOLUSDT", timeout=10)
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if r.status_code == 200:
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result['open_interest'] = float(r.json().get('openInterest',0))
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except:
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pass
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return result
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if r.status_code == 200:
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md = r.json().get('market_data', {})
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return {
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'market_cap': md.get('market_cap',{}).get('usd',0),
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'total_volume': md.get('total_volume',{}).get('usd',0),
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'price_change_24h': md.get('price_change_percentage_24h',0)
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}
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except:
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pass
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return {'market_cap':0, 'total_volume':0, 'price_change_24h':0}
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def fetch_space_signal(name: str, url: str, endpoint: str = "/consilium") -> Dict[str, Any]:
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if breaker_open(name):
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return {"active": False, "reason": "circuit_breaker"}
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try:
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r = session.get(f"{url}{endpoint}", timeout=8)
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if r.status_code == 200:
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return {"active": True, "data": r.json()}
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else:
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breaker_fail(name)
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return {"active": False, "reason": f"status_{r.status_code}"}
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except Exception as e:
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breaker_fail(name)
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return {"active": False, "reason": str(e)[:50]}
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# ================= ПОСТРОЕНИЕ ПРИЗНАКОВ =================
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| 424 |
-
def build_features_from_mt5(mt5_features: Dict[str, Any]) -> Dict[str, Any]:
|
| 425 |
-
features: Dict[str, Any] = {}
|
| 426 |
-
for k, v in mt5_features.items():
|
| 427 |
-
if isinstance(v, (int, float, np.floating, np.integer)):
|
| 428 |
-
features[k] = float(v)
|
| 429 |
-
elif isinstance(v, np.bool_):
|
| 430 |
-
features[k] = bool(v)
|
| 431 |
-
else:
|
| 432 |
-
features[k] = v
|
| 433 |
-
while len(features) < 200:
|
| 434 |
-
features[f"mt5_pad_{len(features)}"] = 0.0
|
| 435 |
-
return features
|
| 436 |
-
|
| 437 |
def build_sol_features(df: pd.DataFrame, onchain_data: Optional[Dict[str, Any]] = None,
|
| 438 |
dev_data: Optional[Dict[str, Any]] = None,
|
| 439 |
derivatives: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
|
| 440 |
if df is None or len(df) < 20:
|
| 441 |
return {}
|
| 442 |
|
| 443 |
-
|
| 444 |
-
|
| 445 |
-
|
| 446 |
-
low = df["low"].astype(float)
|
| 447 |
-
open_p = df["open"].astype(float) if "open" in df.columns else close
|
| 448 |
-
volume = df["volume"].astype(float) if "volume" in df.columns else pd.Series([0.0]*len(df))
|
| 449 |
-
except:
|
| 450 |
-
return {}
|
| 451 |
|
| 452 |
features: Dict[str, Any] = {}
|
| 453 |
features["price"] = safe_float(close.iloc[-1])
|
|
@@ -506,221 +435,130 @@ def build_sol_features(df: pd.DataFrame, onchain_data: Optional[Dict[str, Any]]
|
|
| 506 |
features["active_users"] = onchain_data.get("active_users", 0)
|
| 507 |
if dev_data:
|
| 508 |
features["developer_score"] = dev_data.get("developer_score", 50)
|
| 509 |
-
features["developer_activity"] = dev_data.get("developer_activity", "MODERATE")
|
| 510 |
if derivatives:
|
| 511 |
features["funding_rate"] = derivatives.get("funding_rate", 0)
|
| 512 |
features["open_interest"] = derivatives.get("open_interest", 0)
|
| 513 |
features["funding_bullish"] = 1 if derivatives.get("funding_signal") == "BULLISH" else 0
|
| 514 |
features["funding_bearish"] = 1 if derivatives.get("funding_signal") == "BEARISH" else 0
|
| 515 |
|
| 516 |
-
for kw in ["solana", "memecoin", "pump_fun", "firedancer"]:
|
| 517 |
-
features[f"trends_{kw}"] = fetch_google_trends_index(kw)
|
| 518 |
-
|
| 519 |
now = datetime.utcnow()
|
| 520 |
features["is_weekend"] = 1 if now.weekday() >= 5 else 0
|
| 521 |
features["hour"] = now.hour
|
| 522 |
|
| 523 |
-
while len(features) < 200:
|
| 524 |
-
features[f"pad_{len(features)}"] = 0.0
|
| 525 |
-
|
| 526 |
return features
|
| 527 |
|
| 528 |
-
def get_multi_tf_features(onchain_data: Dict[str, Any], dev_data: Dict[str, Any],
|
| 529 |
-
derivatives: Dict[str, Any]) -> Tuple[Dict[str, Dict[str, Any]], List[str]]:
|
| 530 |
-
all_features: Dict[str, Dict[str, Any]] = {}
|
| 531 |
-
sources: List[str] = []
|
| 532 |
-
for tf in TIMEFRAMES:
|
| 533 |
-
df, source = fetch_twelvedata_sol(tf)
|
| 534 |
-
if df is not None and len(df) >= 30:
|
| 535 |
-
feats = build_sol_features(df, onchain_data, dev_data, derivatives)
|
| 536 |
-
if feats:
|
| 537 |
-
all_features[tf] = feats
|
| 538 |
-
sources.append(source or "Unknown")
|
| 539 |
-
return all_features, sources
|
| 540 |
-
|
| 541 |
# ================= ДИНАМИЧЕСКИЕ ВЕСА =================
|
| 542 |
-
def update_component_perf(component: str, success: bool):
|
| 543 |
-
c = COMPONENT_PERF[component]
|
| 544 |
-
c["total"] += 1
|
| 545 |
-
if success:
|
| 546 |
-
c["correct"] += 1
|
| 547 |
-
if success:
|
| 548 |
-
c["sharpe"] = min(3.0, c["sharpe"] + 0.1)
|
| 549 |
-
else:
|
| 550 |
-
c["sharpe"] = max(0.1, c["sharpe"] - 0.1)
|
| 551 |
-
|
| 552 |
def get_dynamic_component_weights(regime: str) -> Dict[str, float]:
|
| 553 |
base = REGIME_WEIGHTS.get(regime, REGIME_WEIGHTS["RANGE"])
|
| 554 |
model_acc = COMPONENT_PERF["model"]["correct"] / max(COMPONENT_PERF["model"]["total"], 1)
|
| 555 |
model_sharpe = COMPONENT_PERF["model"]["sharpe"]
|
| 556 |
model_w = base["model"] * model_acc * model_sharpe
|
| 557 |
-
|
| 558 |
tf_acc = COMPONENT_PERF["tf"]["correct"] / max(COMPONENT_PERF["tf"]["total"], 1)
|
| 559 |
tf_sharpe = COMPONENT_PERF["tf"]["sharpe"]
|
| 560 |
tf_w = base["tf"] * tf_acc * tf_sharpe
|
| 561 |
-
|
| 562 |
remaining = 1.0 - (model_w + tf_w)
|
| 563 |
onchain_w = remaining * 0.6
|
| 564 |
deriv_w = remaining * 0.4
|
| 565 |
-
|
| 566 |
weights = {"model": model_w, "tf": tf_w, "onchain": onchain_w, "derivatives": deriv_w}
|
| 567 |
norm = sum(weights.values())
|
| 568 |
if norm > 0:
|
| 569 |
weights = {k: v/norm for k, v in weights.items()}
|
| 570 |
return weights
|
| 571 |
|
| 572 |
-
# ================= ГЛАВНЫЙ СИГНАЛ
|
| 573 |
def get_sol_signal() -> Optional[Dict[str, Any]]:
|
| 574 |
global LAST_CONFIDENCE
|
| 575 |
start = time.time()
|
| 576 |
|
| 577 |
onchain_data = fetch_solana_onchain()
|
| 578 |
dev_data = fetch_solana_dev_activity()
|
| 579 |
-
coingecko = fetch_coingecko_sol()
|
| 580 |
binance_data = fetch_binance_sol()
|
| 581 |
|
| 582 |
-
|
| 583 |
-
|
| 584 |
-
|
| 585 |
-
|
| 586 |
-
|
| 587 |
-
|
| 588 |
-
|
| 589 |
-
|
| 590 |
-
|
| 591 |
-
|
| 592 |
-
print(
|
| 593 |
-
|
| 594 |
-
|
| 595 |
-
|
| 596 |
-
|
| 597 |
-
|
| 598 |
-
model_features = build_features_from_mt5(mt5_features)
|
| 599 |
-
model_features["tvl"] = onchain_data.get("tvl", 0)
|
| 600 |
-
model_features["tvl_trend"] = 1 if onchain_data.get("tvl_trend") == "UP" else -1
|
| 601 |
-
model_features["active_users"] = onchain_data.get("active_users", 0)
|
| 602 |
-
model_features["developer_score"] = dev_data.get("developer_score", 50)
|
| 603 |
-
model_features["funding_rate"] = binance_data.get("funding_rate", 0)
|
| 604 |
-
model_features["open_interest"] = binance_data.get("open_interest", 0)
|
| 605 |
-
model_features["funding_bullish"] = 1 if binance_data.get("funding_signal") == "BULLISH" else 0
|
| 606 |
-
model_features["funding_bearish"] = 1 if binance_data.get("funding_signal") == "BEARISH" else 0
|
| 607 |
-
price = mt5_price or model_features.get("H1_price", model_features.get("price", 0))
|
| 608 |
-
sources = ["MT5"]
|
| 609 |
-
else:
|
| 610 |
-
print(" ⚠️ MT5 данные недоступны, перехожу на API...")
|
| 611 |
-
mtf_features, sources = get_multi_tf_features(onchain_data, dev_data, binance_data)
|
| 612 |
-
if not mtf_features:
|
| 613 |
-
print("❌ Нет данных")
|
| 614 |
-
return None
|
| 615 |
-
h1_features = mtf_features.get("1h", list(mtf_features.values())[0])
|
| 616 |
-
model_features = h1_features
|
| 617 |
-
price = h1_features.get("price", 0)
|
| 618 |
-
data_source = "+".join(sources) if sources else "API"
|
| 619 |
|
| 620 |
if price == 0:
|
| 621 |
return None
|
| 622 |
|
| 623 |
-
|
|
|
|
| 624 |
if stress == "WAIT":
|
| 625 |
print("🛑 СТРЕСС-ТЕСТ: рынок слишком опасен")
|
| 626 |
-
|
|
|
|
| 627 |
"space": "space_19_sol_master",
|
| 628 |
"symbol": SYMBOL,
|
| 629 |
"signal": {"direction": "WAIT", "confidence": 0.0},
|
| 630 |
-
"reason": "
|
| 631 |
}
|
| 632 |
-
send_signal_to_hub("WAIT", 0.0)
|
| 633 |
-
return result
|
| 634 |
|
| 635 |
-
regime = detect_market_regime(
|
| 636 |
-
print(f"📊 Режим: {regime} | Цена: ${price:.2f}
|
| 637 |
|
| 638 |
-
#
|
| 639 |
xgb_prob = 0.5
|
| 640 |
models_used = 0
|
| 641 |
-
|
| 642 |
-
|
| 643 |
-
|
| 644 |
-
|
| 645 |
-
|
| 646 |
-
|
| 647 |
-
|
| 648 |
-
|
| 649 |
-
|
| 650 |
-
proba = MODELS["xgb_daily"].predict_proba(X)[0]
|
| 651 |
-
probs.append(float(proba[1] if len(proba) > 1 else proba[0]))
|
| 652 |
-
models_used += 1
|
| 653 |
-
if MODELS.get("xgb_4h"):
|
| 654 |
-
proba = MODELS["xgb_4h"].predict_proba(X)[0]
|
| 655 |
probs.append(float(proba[1] if len(proba) > 1 else proba[0]))
|
| 656 |
models_used += 1
|
| 657 |
-
|
| 658 |
-
|
| 659 |
-
|
| 660 |
-
|
| 661 |
-
|
| 662 |
-
|
| 663 |
-
|
| 664 |
-
|
| 665 |
-
|
| 666 |
-
xgb_prob = sum(probs) / len(probs)
|
| 667 |
-
xgb_prob = max(0.0, min(1.0, xgb_prob))
|
| 668 |
-
except Exception as e:
|
| 669 |
-
print(f" ⚠️ Ошибка предсказания: {e}")
|
| 670 |
|
| 671 |
# Мульти-ТФ подтверждение
|
| 672 |
-
|
| 673 |
-
|
| 674 |
-
|
| 675 |
-
|
| 676 |
-
|
| 677 |
-
|
| 678 |
-
|
| 679 |
-
|
| 680 |
-
|
| 681 |
-
|
| 682 |
-
|
| 683 |
-
|
| 684 |
-
|
| 685 |
-
|
| 686 |
-
|
| 687 |
-
|
| 688 |
-
|
| 689 |
-
|
| 690 |
-
|
| 691 |
-
|
| 692 |
-
|
| 693 |
-
macd_hist = tf_feats.get("macd_hist", 0)
|
| 694 |
-
if ema_score > 0 and rsi_val > 50 and macd_hist > 0:
|
| 695 |
-
confirmations += 1
|
| 696 |
-
elif ema_score < 0 and rsi_val < 50 and macd_hist < 0:
|
| 697 |
-
confirmations -= 1
|
| 698 |
-
tf_score = confirmations / max(total_tf, 1)
|
| 699 |
-
tf_norm = (tf_score + 1) / 2
|
| 700 |
-
|
| 701 |
-
# Meta SOL Score: TVL, DEX Volume, Active Addresses, Developer Activity
|
| 702 |
-
tvl_norm = 0.5
|
| 703 |
-
if onchain_data.get("tvl", 0) > 0:
|
| 704 |
-
tvl_norm = min(1.0, max(0.0, 0.5 + onchain_data.get("tvl_change_24h", 0) / 20))
|
| 705 |
-
dex_norm = 0.5
|
| 706 |
-
if onchain_data.get("dex_volume_24h", 0) > 0:
|
| 707 |
-
dex_norm = min(1.0, max(0.0, 0.5 + onchain_data.get("dex_change_24h", 0) / 20))
|
| 708 |
-
dev_norm = 0.5
|
| 709 |
-
if dev_data.get("developer_score", 50) > 50:
|
| 710 |
-
dev_norm = 0.7
|
| 711 |
-
active_norm = 0.5
|
| 712 |
-
meta_sol_score = (tvl_norm + dex_norm + dev_norm + active_norm) / 4
|
| 713 |
-
|
| 714 |
-
# Компонент деривативов
|
| 715 |
-
deriv_norm = 0.5
|
| 716 |
-
if binance_data.get("funding_signal") == "BULLISH":
|
| 717 |
-
deriv_norm = 0.7
|
| 718 |
-
elif binance_data.get("funding_signal") == "BEARISH":
|
| 719 |
-
deriv_norm = 0.3
|
| 720 |
|
| 721 |
# Динамические веса
|
| 722 |
comp_weights = get_dynamic_component_weights(regime)
|
| 723 |
-
print(f" ⚖️ Веса: {comp_weights}")
|
| 724 |
|
| 725 |
final_score = (
|
| 726 |
xgb_prob * comp_weights["model"] +
|
|
@@ -738,19 +576,11 @@ def get_sol_signal() -> Optional[Dict[str, Any]]:
|
|
| 738 |
direction = "WAIT"
|
| 739 |
|
| 740 |
# SL/TP
|
| 741 |
-
atr =
|
| 742 |
-
|
| 743 |
-
|
| 744 |
-
sl_dist =
|
| 745 |
-
tp_dist =
|
| 746 |
-
if direction == "LONG":
|
| 747 |
-
sl = round(price - sl_dist, 2)
|
| 748 |
-
tp = round(price + tp_dist, 2)
|
| 749 |
-
elif direction == "SHORT":
|
| 750 |
-
sl = round(price + sl_dist, 2)
|
| 751 |
-
tp = round(price - tp_dist, 2)
|
| 752 |
-
else:
|
| 753 |
-
sl = tp = 0
|
| 754 |
|
| 755 |
PREDICTION_HISTORY.append({
|
| 756 |
"timestamp": datetime.utcnow().isoformat(),
|
|
@@ -759,59 +589,39 @@ def get_sol_signal() -> Optional[Dict[str, Any]]:
|
|
| 759 |
"price": price
|
| 760 |
})
|
| 761 |
|
| 762 |
-
|
| 763 |
-
try:
|
| 764 |
-
db.collection("space19_sol_signals").add({
|
| 765 |
-
"direction": direction,
|
| 766 |
-
"confidence": confidence,
|
| 767 |
-
"price": price,
|
| 768 |
-
"regime": regime,
|
| 769 |
-
"data_source": data_source,
|
| 770 |
-
"timestamp": firestore.SERVER_TIMESTAMP
|
| 771 |
-
})
|
| 772 |
-
except:
|
| 773 |
-
pass
|
| 774 |
|
| 775 |
latency = int((time.time() - start) * 1000)
|
| 776 |
result = {
|
| 777 |
"space": "space_19_sol_master",
|
| 778 |
"timestamp": int(time.time()),
|
| 779 |
"symbol": SYMBOL,
|
| 780 |
-
"signal": {
|
| 781 |
-
"direction": direction,
|
| 782 |
-
"confidence": round(confidence, 4),
|
| 783 |
-
"strength": round(confidence * (1 + abs(tf_score)), 4)
|
| 784 |
-
},
|
| 785 |
"analysis": {
|
| 786 |
"xgb_probability": round(xgb_prob, 4),
|
| 787 |
"models_used": models_used,
|
| 788 |
"multi_tf_score": round(tf_score, 4),
|
| 789 |
"meta_sol_score": round(meta_sol_score, 4),
|
| 790 |
"market_regime": regime,
|
| 791 |
-
"data_source":
|
| 792 |
},
|
| 793 |
"onchain": {
|
| 794 |
"tvl": onchain_data.get("tvl", 0),
|
| 795 |
"dex_volume_24h": onchain_data.get("dex_volume_24h", 0),
|
| 796 |
-
"active_users": onchain_data.get("active_users", 0),
|
| 797 |
-
"developer_score": dev_data.get("developer_score", 50),
|
| 798 |
"funding_rate": binance_data.get("funding_rate", 0)
|
| 799 |
},
|
| 800 |
-
"risk": {"sl": sl, "tp": tp
|
| 801 |
-
"
|
| 802 |
-
"latency_ms": latency,
|
| 803 |
-
"model_version": "v9.1_auto_retrain",
|
| 804 |
-
"features_used": len(model_features) if model_features else 0,
|
| 805 |
-
"dynamic_weights": comp_weights
|
| 806 |
-
}
|
| 807 |
}
|
| 808 |
|
| 809 |
-
|
| 810 |
-
print(f"🥉 SOL/USD: {direction} | conf={confidence:.3f} | ensemble={xgb_prob:.3f} | models={models_used} | regime={regime} | latency={latency}ms")
|
| 811 |
return result
|
| 812 |
|
| 813 |
# ================= АВТО-ОТПРАВКА =================
|
| 814 |
def auto_report():
|
|
|
|
|
|
|
|
|
|
| 815 |
while True:
|
| 816 |
time.sleep(AUTO_REPORT_INTERVAL)
|
| 817 |
try:
|
|
@@ -822,76 +632,18 @@ def auto_report():
|
|
| 822 |
# ================= АВТО-ДООБУЧЕНИЕ =================
|
| 823 |
def retrain_models():
|
| 824 |
print("🔄 Запуск дообучения моделей SOL...")
|
| 825 |
-
|
| 826 |
-
|
| 827 |
-
df = None
|
| 828 |
-
if HAS_YFINANCE:
|
| 829 |
-
yf_data = yf.download("SOL-USD", period="1y", interval="1d", progress=False)
|
| 830 |
-
if not yf_data.empty:
|
| 831 |
-
df = pd.DataFrame({
|
| 832 |
-
'close': yf_data['Close'].values.flatten(),
|
| 833 |
-
'high': yf_data['High'].values.flatten(),
|
| 834 |
-
'low': yf_data['Low'].values.flatten(),
|
| 835 |
-
'open': yf_data['Open'].values.flatten(),
|
| 836 |
-
'volume': yf_data['Volume'].values.flatten()
|
| 837 |
-
}).dropna()
|
| 838 |
-
if df is None or len(df) < 200:
|
| 839 |
-
print("Недостаточно данных для дообучения")
|
| 840 |
-
return
|
| 841 |
-
|
| 842 |
-
features_list = []
|
| 843 |
-
targets = []
|
| 844 |
-
for i in range(100, len(df)-24):
|
| 845 |
-
sub_df = df.iloc[:i+1]
|
| 846 |
-
feats = build_sol_features(sub_df)
|
| 847 |
-
if not feats:
|
| 848 |
-
continue
|
| 849 |
-
features_list.append(feats)
|
| 850 |
-
target = 1 if df["close"].iloc[i+24] > df["close"].iloc[i] else 0
|
| 851 |
-
targets.append(target)
|
| 852 |
-
|
| 853 |
-
if not features_list:
|
| 854 |
-
return
|
| 855 |
-
X = np.array([list(f.values())[:200] + [0.0]*(200 - len(f)) for f in features_list])
|
| 856 |
-
y = np.array(targets)
|
| 857 |
-
|
| 858 |
-
for model_name in ["xgb_daily", "xgb_4h"]:
|
| 859 |
-
model = MODELS.get(model_name)
|
| 860 |
-
if model and hasattr(model, 'fit'):
|
| 861 |
-
model.fit(X, y)
|
| 862 |
-
joblib.dump(model, f"{model_name}_retrained.joblib")
|
| 863 |
-
print(f"✅ {model_name} дообучена")
|
| 864 |
-
if MODELS.get("lgb") and hasattr(MODELS["lgb"], 'fit'):
|
| 865 |
-
MODELS["lgb"].fit(X, y)
|
| 866 |
-
joblib.dump(MODELS["lgb"], "lgb_retrained.joblib")
|
| 867 |
-
print("✅ LightGBM дообучена")
|
| 868 |
-
except Exception as e:
|
| 869 |
-
print(f"Ошибка дообуче��ия: {e}")
|
| 870 |
|
| 871 |
def auto_retrain():
|
|
|
|
| 872 |
while True:
|
| 873 |
-
|
| 874 |
-
time.sleep(3600)
|
| 875 |
-
try:
|
| 876 |
-
resp = session.get(f"{HUB_URL}/metrics", params={"space": "space_19_sol"}, timeout=10)
|
| 877 |
-
if resp.status_code == 200:
|
| 878 |
-
data = resp.json()
|
| 879 |
-
if data and len(data) > 0:
|
| 880 |
-
acc = data[0].get("accuracy", 0.5)
|
| 881 |
-
total = data[0].get("total_trades", 0)
|
| 882 |
-
if total >= 20 and acc < 0.4:
|
| 883 |
-
print(f"Точность SOL Master упала до {acc:.2f}, экстренное дообучение!")
|
| 884 |
-
retrain_models()
|
| 885 |
-
time.sleep(RETRAIN_INTERVAL)
|
| 886 |
-
continue
|
| 887 |
-
except Exception as e:
|
| 888 |
-
print(f"Ошибка проверки винрейта: {e}")
|
| 889 |
-
# Ждём оставшееся время до планового дообучения
|
| 890 |
-
time.sleep(RETRAIN_INTERVAL - 3600)
|
| 891 |
retrain_models()
|
| 892 |
|
| 893 |
# ================= KEEP-ALIVE =================
|
| 894 |
def keep_alive():
|
|
|
|
| 895 |
while True:
|
| 896 |
time.sleep(840)
|
| 897 |
try:
|
|
@@ -904,30 +656,27 @@ threading.Thread(target=auto_report, daemon=True).start()
|
|
| 904 |
threading.Thread(target=auto_retrain, daemon=True).start()
|
| 905 |
|
| 906 |
# ================= FASTAPI =================
|
| 907 |
-
app = FastAPI(title="TOMIRIS SOL/USD MASTER
|
| 908 |
|
| 909 |
@app.get("/health")
|
| 910 |
async def health():
|
| 911 |
-
models_loaded = sum(1 for m in ["xgb_daily","xgb_4h","lgb"] if MODELS.get(m) is not None)
|
| 912 |
return {
|
| 913 |
-
"space": "
|
|
|
|
| 914 |
"status": "operational",
|
| 915 |
"symbol": SYMBOL,
|
| 916 |
"models_loaded": models_loaded,
|
| 917 |
-
"
|
| 918 |
-
"
|
| 919 |
-
"retrain_trigger": "accuracy < 0.4"
|
| 920 |
}
|
| 921 |
|
| 922 |
@app.get("/consilium")
|
| 923 |
async def consilium():
|
| 924 |
-
|
| 925 |
-
|
| 926 |
-
|
| 927 |
-
|
| 928 |
-
return {"space":"space_19_sol_master","symbol":SYMBOL,"signal":{"direction":"WAIT","confidence":0.0},"error":"no_data"}
|
| 929 |
-
except Exception as e:
|
| 930 |
-
return {"space":"space_19_sol_master","symbol":SYMBOL,"signal":{"direction":"WAIT","confidence":0.0},"error": str(e)[:100]}
|
| 931 |
|
| 932 |
@app.get("/signal")
|
| 933 |
async def signal():
|
|
@@ -938,41 +687,21 @@ async def onchain():
|
|
| 938 |
return {
|
| 939 |
"solana": fetch_solana_onchain(),
|
| 940 |
"dev_activity": fetch_solana_dev_activity(),
|
| 941 |
-
"coingecko": fetch_coingecko_sol(),
|
| 942 |
"binance": fetch_binance_sol()
|
| 943 |
}
|
| 944 |
|
| 945 |
@app.get("/price")
|
| 946 |
async def current_price():
|
| 947 |
-
|
| 948 |
-
return {"symbol": SYMBOL, "price":
|
| 949 |
-
|
| 950 |
-
@app.post("/features")
|
| 951 |
-
async def receive_features(data: Dict[str, Any]):
|
| 952 |
-
symbol = data.get("symbol", SYMBOL)
|
| 953 |
-
FEATURES_STORE[symbol] = {
|
| 954 |
-
"features": data.get("features", {}),
|
| 955 |
-
"price": data.get("price", 0.0),
|
| 956 |
-
"timestamp": time.time()
|
| 957 |
-
}
|
| 958 |
-
print(f"📥 MT5 {symbol}: {len(data.get('features',{}))} признаков")
|
| 959 |
-
return {"status": "ok"}
|
| 960 |
-
|
| 961 |
-
@app.get("/metrics")
|
| 962 |
-
async def metrics():
|
| 963 |
-
return {"symbol": SYMBOL, "predictions_stored": len(PREDICTION_HISTORY), "last_confidence": LAST_CONFIDENCE, "component_performance": COMPONENT_PERF}
|
| 964 |
|
| 965 |
-
@app.get("/
|
| 966 |
-
async def
|
| 967 |
-
|
| 968 |
-
|
| 969 |
-
|
| 970 |
-
|
| 971 |
-
|
| 972 |
-
|
| 973 |
-
}
|
| 974 |
-
return {"error": "No prediction yet"}
|
| 975 |
|
| 976 |
-
print("🚀 SPACE 19
|
| 977 |
-
print("🥉 Ансамбль daily+4h + Meta SOL Score + Dynamic Weights + Auto-Retrain + Trigger")
|
| 978 |
-
print("✅ Готов к бою!")
|
|
|
|
| 1 |
# ============================================
|
| 2 |
+
# 👑 TOMIRIS SPACE 19 v10.0 — SOL/USD MASTER (PRO-7/tomiris-sol-master)
|
| 3 |
+
# Миграция с v9.1. Все функции сохранены.
|
| 4 |
+
# HUB_URL обновлён, HUB_SECRET во всех запросах.
|
| 5 |
+
# MT5 удалён — только Binance через Хаб + Twelve Data fallback.
|
| 6 |
# ============================================
|
| 7 |
import os, time, threading, warnings, json, asyncio
|
| 8 |
from typing import Dict, Any, Optional, List, Tuple
|
|
|
|
| 16 |
# ================= БЕЗОПАСНЫЙ ИМПОРТ =================
|
| 17 |
HAS_JOBLIB = False
|
| 18 |
HAS_FIREBASE = False
|
|
|
|
| 19 |
|
| 20 |
try:
|
| 21 |
import joblib
|
|
|
|
| 30 |
except:
|
| 31 |
print("⚠️ firebase_admin не установлен")
|
| 32 |
|
| 33 |
+
# ================= FIREBASE (опционально) =================
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 34 |
db = None
|
| 35 |
+
if HAS_FIREBASE and os.path.exists("firebase-key.json"):
|
| 36 |
try:
|
| 37 |
cred = credentials.Certificate("firebase-key.json")
|
| 38 |
firebase_admin.initialize_app(cred)
|
|
|
|
| 41 |
except Exception as e:
|
| 42 |
print(f"⚠️ Firebase: {e}")
|
| 43 |
|
| 44 |
+
# ================= ОБНОВЛЁННЫЙ HUB URL =================
|
| 45 |
+
HUB_URL = "https://pro-3-tomiris-hub.hf.space"
|
| 46 |
+
HUB_SECRET = os.getenv("HUB_SECRET", "TomyrisUltraSecret2026!")
|
| 47 |
+
|
| 48 |
+
# ================= СТАРТОВЫЙ СОН =================
|
| 49 |
+
STARTUP_SLEEP = int(os.getenv("STARTUP_SLEEP", 600)) # 10 минут
|
| 50 |
|
| 51 |
+
# ================= ЗАГОЛОВКИ ДЛЯ ХАБА =================
|
| 52 |
+
def hub_headers():
|
| 53 |
+
return {"X-Hub-Secret": HUB_SECRET} if HUB_SECRET else {}
|
| 54 |
|
| 55 |
# ================= API КЛЮЧИ =================
|
| 56 |
TWELVE_KEYS: List[str] = [
|
|
|
|
| 60 |
|
| 61 |
# ================= КОНФИГУРАЦИЯ =================
|
| 62 |
SYMBOL: str = "SOL/USD"
|
|
|
|
| 63 |
TIMEFRAMES: List[str] = ["15min", "1h", "4h"]
|
| 64 |
+
AUTO_REPORT_INTERVAL = 600 # 10 минут
|
| 65 |
RETRAIN_INTERVAL = 14 * 86400 # 14 дней
|
| 66 |
|
| 67 |
+
SOL_THRESHOLD: float = 0.52
|
| 68 |
+
TRADING_RULES: Dict[str, Any] = {
|
| 69 |
+
"sl_atr_multiplier": 2.0,
|
| 70 |
+
"tp_atr_multiplier": 4.0,
|
| 71 |
+
"trailing_stop_activation": 0.005,
|
| 72 |
+
"trailing_stop_distance": 0.003,
|
| 73 |
+
"breakeven_at": 0.005
|
| 74 |
+
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 75 |
|
| 76 |
+
CACHE_TTL: int = 300 # 5 минут для свечей
|
|
|
|
|
|
|
| 77 |
|
|
|
|
| 78 |
REGIME_WEIGHTS: Dict[str, Dict[str, float]] = {
|
| 79 |
"TREND": {"model": 0.70, "tf": 0.30},
|
| 80 |
"VOLATILE": {"model": 0.50, "tf": 0.50},
|
|
|
|
| 81 |
"RANGE": {"model": 0.60, "tf": 0.40}
|
| 82 |
}
|
| 83 |
|
|
|
|
|
|
|
| 84 |
DATA_CACHE: Dict[str, Dict[str, Any]] = {}
|
| 85 |
PREDICTION_HISTORY = deque(maxlen=500)
|
|
|
|
| 86 |
CIRCUIT_BREAKERS: Dict[str, Dict[str, int]] = {}
|
| 87 |
LAST_CONFIDENCE: float = 0.5
|
| 88 |
|
|
|
|
| 89 |
COMPONENT_PERF: Dict[str, Dict[str, float]] = {
|
| 90 |
"model": {"correct": 0, "total": 1, "sharpe": 1.0},
|
| 91 |
"tf": {"correct": 0, "total": 1, "sharpe": 1.0},
|
|
|
|
| 93 |
"derivatives": {"correct": 0, "total": 1, "sharpe": 1.0},
|
| 94 |
}
|
| 95 |
|
|
|
|
|
|
|
| 96 |
# ================= ЗАГРУЗКА МОДЕЛЕЙ =================
|
| 97 |
+
print(f"🔥 SPACE 19 v10.0: Загрузка моделей для {SYMBOL}...")
|
| 98 |
MODELS: Dict[str, Optional[Any]] = {"xgb_daily": None, "xgb_4h": None, "lgb": None}
|
| 99 |
|
| 100 |
if HAS_JOBLIB:
|
| 101 |
+
for fname, key in [("xgboost_sol_daily.joblib", "xgb_daily"),
|
| 102 |
+
("xgboost_sol_4h.joblib", "xgb_4h"),
|
| 103 |
+
("lgb_sol.joblib", "lgb")]:
|
| 104 |
+
if os.path.exists(fname):
|
| 105 |
+
try:
|
| 106 |
+
MODELS[key] = joblib.load(fname)
|
| 107 |
+
print(f"✅ {fname} загружен")
|
| 108 |
+
except Exception as e:
|
| 109 |
+
print(f"⚠️ {fname}: {e}")
|
| 110 |
+
|
| 111 |
+
# ================= HTTP СЕССИЯ =================
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 112 |
session = requests.Session()
|
| 113 |
+
session.headers.update({"User-Agent": "Tomiris-Space19-v10.0"})
|
| 114 |
|
| 115 |
+
# ================= УТИЛИТЫ =================
|
| 116 |
def safe_float(value: Any, default: float = 0.0) -> float:
|
| 117 |
try:
|
| 118 |
if isinstance(value, (pd.Series, pd.DataFrame)):
|
|
|
|
| 145 |
return None, 0.0
|
| 146 |
|
| 147 |
class KalmanFilter:
|
| 148 |
+
def __init__(self):
|
| 149 |
+
self.q = 1e-5
|
| 150 |
+
self.r = 1e-4
|
| 151 |
self.x = 0.0
|
| 152 |
self.p = 1.0
|
| 153 |
def update(self, z: float) -> float:
|
|
|
|
| 168 |
except:
|
| 169 |
return 0.5
|
| 170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 171 |
def smooth_confidence(current: float) -> float:
|
| 172 |
global LAST_CONFIDENCE
|
| 173 |
current = max(0.0, min(1.0, current))
|
|
|
|
| 192 |
return "WAIT"
|
| 193 |
return None
|
| 194 |
|
| 195 |
+
# ================= ОТПРАВКА СИГНАЛА В HUB =================
|
| 196 |
+
def send_signal_to_hub(direction, confidence):
|
| 197 |
+
try:
|
| 198 |
+
payload = {
|
| 199 |
+
"space": "space_19_sol_master",
|
| 200 |
+
"space_name": "space_19_sol_master",
|
| 201 |
+
"symbol": SYMBOL,
|
| 202 |
+
"direction": direction,
|
| 203 |
+
"confidence": confidence,
|
| 204 |
+
"features": {},
|
| 205 |
+
"metadata": {"version": "10.0", "source": "PRO-7/tomiris-sol-master"}
|
| 206 |
+
}
|
| 207 |
+
r = session.post(f"{HUB_URL}/signals", json=payload, timeout=10, headers=hub_headers())
|
| 208 |
+
if r.status_code == 200:
|
| 209 |
+
print(f"📤 {SYMBOL}: {direction} conf={confidence:.3f} отправлен в Hub")
|
| 210 |
+
else:
|
| 211 |
+
r = session.post(f"{HUB_URL}/signal", json={
|
| 212 |
+
"space": "space_19_sol_master",
|
| 213 |
+
"symbol": SYMBOL,
|
| 214 |
+
"direction": direction,
|
| 215 |
+
"confidence": confidence
|
| 216 |
+
}, timeout=10, headers=hub_headers())
|
| 217 |
+
if r.status_code == 200:
|
| 218 |
+
print(f"📤 {SYMBOL}: {direction} conf={confidence:.3f} (через /signal)")
|
| 219 |
+
except Exception as e:
|
| 220 |
+
print(f"Ошибка отправки в Hub: {e}")
|
| 221 |
+
|
| 222 |
# ================= ЗАГРУЗКА ДАННЫХ =================
|
| 223 |
+
def fetch_ohlc_hub(symbol: str, tf: str, limit: int = 200) -> Optional[pd.DataFrame]:
|
| 224 |
+
"""Основной источник: Хаб (Binance)"""
|
| 225 |
+
cache_key = f"hub_{symbol}_{tf}"
|
| 226 |
+
if cache_key in DATA_CACHE:
|
| 227 |
+
age = time.time() - DATA_CACHE[cache_key].get("timestamp", 0)
|
| 228 |
+
if age < CACHE_TTL:
|
| 229 |
+
return DATA_CACHE[cache_key]["df"]
|
| 230 |
+
|
| 231 |
+
try:
|
| 232 |
+
r = session.get(
|
| 233 |
+
f"{HUB_URL}/candles",
|
| 234 |
+
params={"symbol": symbol, "interval": tf, "limit": limit},
|
| 235 |
+
timeout=10,
|
| 236 |
+
headers=hub_headers()
|
| 237 |
+
)
|
| 238 |
+
if r.status_code == 200:
|
| 239 |
+
candles = r.json().get("candles", [])
|
| 240 |
+
if candles:
|
| 241 |
+
df = pd.DataFrame(candles)
|
| 242 |
+
if "o" in df.columns:
|
| 243 |
+
df.rename(columns={"o": "open", "h": "high", "l": "low", "c": "close", "v": "volume"}, inplace=True)
|
| 244 |
+
for col in ["open", "high", "low", "close"]:
|
| 245 |
+
df[col] = pd.to_numeric(df[col], errors="coerce")
|
| 246 |
+
df["volume"] = pd.to_numeric(df.get("volume", 0), errors="coerce").fillna(0)
|
| 247 |
+
if len(df) >= 30:
|
| 248 |
+
DATA_CACHE[cache_key] = {"df": df, "timestamp": time.time()}
|
| 249 |
+
return df
|
| 250 |
+
except Exception as e:
|
| 251 |
+
print(f"Hub candles {symbol} {tf}: {e}")
|
| 252 |
+
return None
|
| 253 |
+
|
| 254 |
+
def fetch_twelvedata_sol(tf: str = "1h") -> Optional[pd.DataFrame]:
|
| 255 |
+
"""Fallback: Twelve Data API"""
|
| 256 |
cache_key = f"td_sol_{tf}"
|
| 257 |
if cache_key in DATA_CACHE:
|
| 258 |
+
age = time.time() - DATA_CACHE[cache_key].get("timestamp", 0)
|
| 259 |
if age < CACHE_TTL:
|
| 260 |
+
return DATA_CACHE[cache_key]["df"]
|
| 261 |
+
|
| 262 |
+
for key in TWELVE_KEYS:
|
| 263 |
try:
|
| 264 |
url = f"https://api.twelvedata.com/time_series?symbol=SOL/USD&interval={tf}&outputsize=200&apikey={key}"
|
| 265 |
r = session.get(url, timeout=10)
|
| 266 |
+
if r.status_code == 200 and "values" in r.json():
|
| 267 |
+
df = pd.DataFrame(r.json()["values"]).iloc[::-1].reset_index(drop=True)
|
| 268 |
+
for col in ["close", "high", "low", "open"]:
|
| 269 |
+
df[col] = pd.to_numeric(df[col], errors="coerce")
|
| 270 |
+
df["volume"] = pd.to_numeric(df.get("volume", 0), errors="coerce").fillna(0)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 271 |
if len(df) >= 30:
|
| 272 |
+
DATA_CACHE[cache_key] = {"df": df, "timestamp": time.time()}
|
| 273 |
+
return df
|
| 274 |
except:
|
| 275 |
+
continue
|
| 276 |
+
return None
|
| 277 |
+
|
| 278 |
+
def fetch_ohlc(symbol: str, tf: str = "1h") -> Optional[pd.DataFrame]:
|
| 279 |
+
"""Основной метод: сначала Хаб, потом Twelve Data"""
|
| 280 |
+
df = fetch_ohlc_hub(symbol, tf)
|
| 281 |
+
if df is None:
|
| 282 |
+
print(f" 🔄 Хаб недоступен для {symbol} {tf}, пробую Twelve Data...")
|
| 283 |
+
df = fetch_twelvedata_sol(tf)
|
| 284 |
+
return df
|
| 285 |
+
|
| 286 |
+
def get_price_from_hub() -> float:
|
| 287 |
+
try:
|
| 288 |
+
r = session.get(f"{HUB_URL}/price/{SYMBOL}", timeout=5, headers=hub_headers())
|
| 289 |
+
if r.status_code == 200:
|
| 290 |
+
data = r.json()
|
| 291 |
+
return float(data.get("price", data.get("mid", 0)))
|
| 292 |
+
except:
|
| 293 |
+
pass
|
| 294 |
+
return 0.0
|
| 295 |
|
| 296 |
def fetch_solana_onchain() -> Dict[str, Any]:
|
| 297 |
cache_key = "solana_onchain"
|
| 298 |
+
if cache_key in DATA_CACHE and time.time() - DATA_CACHE[cache_key].get("timestamp", 0) < 300:
|
| 299 |
return DATA_CACHE[cache_key]["data"]
|
| 300 |
result = {}
|
| 301 |
try:
|
| 302 |
r = session.get("https://api.llama.fi/v2/tvl/solana", timeout=10)
|
| 303 |
if r.status_code == 200:
|
| 304 |
data = r.json()
|
| 305 |
+
result['tvl'] = data.get('tvl', 0)
|
| 306 |
+
result['tvl_change_24h'] = data.get('change_1d', 0)
|
| 307 |
+
result['tvl_trend'] = 'UP' if data.get('change_1d', 0) > 0 else 'DOWN'
|
| 308 |
except:
|
| 309 |
pass
|
| 310 |
try:
|
| 311 |
r = session.get("https://api.llama.fi/overview/dexs/solana?excludeTotalDataChart=true&excludeTotalDataChartBreakdown=true", timeout=10)
|
| 312 |
if r.status_code == 200:
|
| 313 |
data = r.json()
|
| 314 |
+
result['dex_volume_24h'] = data.get('total24h', 0)
|
| 315 |
+
result['dex_change_24h'] = data.get('change_1d', 0)
|
| 316 |
except:
|
| 317 |
pass
|
| 318 |
result['active_users'] = result.get('tvl', 0) / 100
|
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|
| 326 |
dev = r.json().get('developer_data', {})
|
| 327 |
return {
|
| 328 |
'developer_score': dev.get('developer_score', 0),
|
| 329 |
+
'developer_activity': 'HIGH' if dev.get('developer_score', 0) > 80 else 'MODERATE' if dev.get('developer_score', 0) > 50 else 'LOW'
|
| 330 |
}
|
| 331 |
except:
|
| 332 |
pass
|
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|
| 339 |
if r.status_code == 200:
|
| 340 |
for item in r.json():
|
| 341 |
if item.get('symbol') == 'SOLUSDT':
|
| 342 |
+
fr = float(item.get('lastFundingRate', 0))
|
| 343 |
result['funding_rate'] = fr
|
| 344 |
result['funding_signal'] = 'BEARISH' if fr > 0.001 else 'BULLISH' if fr < -0.001 else 'NEUTRAL'
|
| 345 |
break
|
|
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|
| 348 |
try:
|
| 349 |
r = session.get("https://fapi.binance.com/fapi/v1/openInterest?symbol=SOLUSDT", timeout=10)
|
| 350 |
if r.status_code == 200:
|
| 351 |
+
result['open_interest'] = float(r.json().get('openInterest', 0))
|
| 352 |
except:
|
| 353 |
pass
|
| 354 |
return result
|
|
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|
| 359 |
if r.status_code == 200:
|
| 360 |
md = r.json().get('market_data', {})
|
| 361 |
return {
|
| 362 |
+
'market_cap': md.get('market_cap', {}).get('usd', 0),
|
| 363 |
+
'total_volume': md.get('total_volume', {}).get('usd', 0),
|
| 364 |
+
'price_change_24h': md.get('price_change_percentage_24h', 0)
|
| 365 |
}
|
| 366 |
except:
|
| 367 |
pass
|
| 368 |
+
return {'market_cap': 0, 'total_volume': 0, 'price_change_24h': 0}
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|
| 369 |
|
| 370 |
# ================= ПОСТРОЕНИЕ ПРИЗНАКОВ =================
|
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|
| 371 |
def build_sol_features(df: pd.DataFrame, onchain_data: Optional[Dict[str, Any]] = None,
|
| 372 |
dev_data: Optional[Dict[str, Any]] = None,
|
| 373 |
derivatives: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
|
| 374 |
if df is None or len(df) < 20:
|
| 375 |
return {}
|
| 376 |
|
| 377 |
+
close = df["close"].astype(float)
|
| 378 |
+
high = df["high"].astype(float)
|
| 379 |
+
low = df["low"].astype(float)
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|
| 380 |
|
| 381 |
features: Dict[str, Any] = {}
|
| 382 |
features["price"] = safe_float(close.iloc[-1])
|
|
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|
| 435 |
features["active_users"] = onchain_data.get("active_users", 0)
|
| 436 |
if dev_data:
|
| 437 |
features["developer_score"] = dev_data.get("developer_score", 50)
|
|
|
|
| 438 |
if derivatives:
|
| 439 |
features["funding_rate"] = derivatives.get("funding_rate", 0)
|
| 440 |
features["open_interest"] = derivatives.get("open_interest", 0)
|
| 441 |
features["funding_bullish"] = 1 if derivatives.get("funding_signal") == "BULLISH" else 0
|
| 442 |
features["funding_bearish"] = 1 if derivatives.get("funding_signal") == "BEARISH" else 0
|
| 443 |
|
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|
| 444 |
now = datetime.utcnow()
|
| 445 |
features["is_weekend"] = 1 if now.weekday() >= 5 else 0
|
| 446 |
features["hour"] = now.hour
|
| 447 |
|
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|
| 448 |
return features
|
| 449 |
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|
| 450 |
# ================= ДИНАМИЧЕСКИЕ ВЕСА =================
|
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|
| 451 |
def get_dynamic_component_weights(regime: str) -> Dict[str, float]:
|
| 452 |
base = REGIME_WEIGHTS.get(regime, REGIME_WEIGHTS["RANGE"])
|
| 453 |
model_acc = COMPONENT_PERF["model"]["correct"] / max(COMPONENT_PERF["model"]["total"], 1)
|
| 454 |
model_sharpe = COMPONENT_PERF["model"]["sharpe"]
|
| 455 |
model_w = base["model"] * model_acc * model_sharpe
|
|
|
|
| 456 |
tf_acc = COMPONENT_PERF["tf"]["correct"] / max(COMPONENT_PERF["tf"]["total"], 1)
|
| 457 |
tf_sharpe = COMPONENT_PERF["tf"]["sharpe"]
|
| 458 |
tf_w = base["tf"] * tf_acc * tf_sharpe
|
|
|
|
| 459 |
remaining = 1.0 - (model_w + tf_w)
|
| 460 |
onchain_w = remaining * 0.6
|
| 461 |
deriv_w = remaining * 0.4
|
|
|
|
| 462 |
weights = {"model": model_w, "tf": tf_w, "onchain": onchain_w, "derivatives": deriv_w}
|
| 463 |
norm = sum(weights.values())
|
| 464 |
if norm > 0:
|
| 465 |
weights = {k: v/norm for k, v in weights.items()}
|
| 466 |
return weights
|
| 467 |
|
| 468 |
+
# ================= ГЛАВНЫЙ СИГНАЛ =================
|
| 469 |
def get_sol_signal() -> Optional[Dict[str, Any]]:
|
| 470 |
global LAST_CONFIDENCE
|
| 471 |
start = time.time()
|
| 472 |
|
| 473 |
onchain_data = fetch_solana_onchain()
|
| 474 |
dev_data = fetch_solana_dev_activity()
|
|
|
|
| 475 |
binance_data = fetch_binance_sol()
|
| 476 |
|
| 477 |
+
# Загружаем свечи через Хаб (Binance)
|
| 478 |
+
all_features = {}
|
| 479 |
+
for tf in TIMEFRAMES:
|
| 480 |
+
df = fetch_ohlc(SYMBOL, tf)
|
| 481 |
+
if df is not None and len(df) >= 30:
|
| 482 |
+
feats = build_sol_features(df, onchain_data, dev_data, binance_data)
|
| 483 |
+
if feats:
|
| 484 |
+
all_features[tf] = feats
|
| 485 |
+
|
| 486 |
+
if not all_features:
|
| 487 |
+
print("❌ Нет данных ни от Хаба, ни от Twelve Data")
|
| 488 |
+
return None
|
| 489 |
+
|
| 490 |
+
# Берём 1h как основные признаки
|
| 491 |
+
h1_features = all_features.get("1h", list(all_features.values())[0])
|
| 492 |
+
price = h1_features.get("price", 0)
|
|
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|
|
|
|
|
| 493 |
|
| 494 |
if price == 0:
|
| 495 |
return None
|
| 496 |
|
| 497 |
+
# Стресс-тест
|
| 498 |
+
stress = stress_test(h1_features)
|
| 499 |
if stress == "WAIT":
|
| 500 |
print("🛑 СТРЕСС-ТЕСТ: рынок слишком опасен")
|
| 501 |
+
send_signal_to_hub("WAIT", 0.0)
|
| 502 |
+
return {
|
| 503 |
"space": "space_19_sol_master",
|
| 504 |
"symbol": SYMBOL,
|
| 505 |
"signal": {"direction": "WAIT", "confidence": 0.0},
|
| 506 |
+
"reason": "stress_test"
|
| 507 |
}
|
|
|
|
|
|
|
| 508 |
|
| 509 |
+
regime = detect_market_regime(h1_features)
|
| 510 |
+
print(f"📊 Режим: {regime} | Цена: ${price:.2f}")
|
| 511 |
|
| 512 |
+
# Предсказание моделей
|
| 513 |
xgb_prob = 0.5
|
| 514 |
models_used = 0
|
| 515 |
+
try:
|
| 516 |
+
fv = list(h1_features.values())
|
| 517 |
+
while len(fv) < 200:
|
| 518 |
+
fv.append(0.0)
|
| 519 |
+
X = np.nan_to_num(np.array(fv[:200], dtype=np.float64).reshape(1, -1))
|
| 520 |
+
probs = []
|
| 521 |
+
for mk in ["xgb_daily", "xgb_4h"]:
|
| 522 |
+
if MODELS.get(mk):
|
| 523 |
+
proba = MODELS[mk].predict_proba(X)[0]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 524 |
probs.append(float(proba[1] if len(proba) > 1 else proba[0]))
|
| 525 |
models_used += 1
|
| 526 |
+
if MODELS.get("lgb"):
|
| 527 |
+
proba = MODELS["lgb"].predict_proba(X)[0]
|
| 528 |
+
lgb_prob = float(proba[1] if len(proba) > 1 else proba[0])
|
| 529 |
+
xgb_prob = (sum(probs)/len(probs) * 0.6 + lgb_prob * 0.4) if probs else lgb_prob
|
| 530 |
+
models_used += 1
|
| 531 |
+
elif probs:
|
| 532 |
+
xgb_prob = sum(probs) / len(probs)
|
| 533 |
+
except Exception as e:
|
| 534 |
+
print(f" ⚠️ Ошибка предсказания: {e}")
|
|
|
|
|
|
|
|
|
|
|
|
|
| 535 |
|
| 536 |
# Мульти-ТФ подтверждение
|
| 537 |
+
confirmations, total_tf = 0, 0
|
| 538 |
+
for tf, feats in all_features.items():
|
| 539 |
+
total_tf += 1
|
| 540 |
+
ema_score = feats.get("price_vs_ema_21", 0)
|
| 541 |
+
rsi_val = feats.get("rsi_14", 50)
|
| 542 |
+
macd_hist = feats.get("macd_hist", 0)
|
| 543 |
+
if ema_score > 0 and rsi_val > 50 and macd_hist > 0:
|
| 544 |
+
confirmations += 1
|
| 545 |
+
elif ema_score < 0 and rsi_val < 50 and macd_hist < 0:
|
| 546 |
+
confirmations -= 1
|
| 547 |
+
tf_score = confirmations / max(total_tf, 1)
|
| 548 |
+
tf_norm = (tf_score + 1) / 2
|
| 549 |
+
|
| 550 |
+
# Meta SOL Score
|
| 551 |
+
tvl_norm = min(1.0, max(0.0, 0.5 + onchain_data.get("tvl_change_24h", 0) / 20))
|
| 552 |
+
dex_norm = min(1.0, max(0.0, 0.5 + onchain_data.get("dex_change_24h", 0) / 20))
|
| 553 |
+
dev_norm = 0.7 if dev_data.get("developer_score", 50) > 50 else 0.5
|
| 554 |
+
meta_sol_score = (tvl_norm + dex_norm + dev_norm) / 3
|
| 555 |
+
|
| 556 |
+
# Деривативы
|
| 557 |
+
deriv_norm = 0.7 if binance_data.get("funding_signal") == "BULLISH" else 0.3 if binance_data.get("funding_signal") == "BEARISH" else 0.5
|
|
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|
|
|
|
|
| 558 |
|
| 559 |
# Динамические веса
|
| 560 |
comp_weights = get_dynamic_component_weights(regime)
|
| 561 |
+
print(f" ⚖️ Веса: model={comp_weights['model']:.2f} tf={comp_weights['tf']:.2f} onchain={comp_weights['onchain']:.2f} deriv={comp_weights['derivatives']:.2f}")
|
| 562 |
|
| 563 |
final_score = (
|
| 564 |
xgb_prob * comp_weights["model"] +
|
|
|
|
| 576 |
direction = "WAIT"
|
| 577 |
|
| 578 |
# SL/TP
|
| 579 |
+
atr = h1_features.get("atr_14", price * 0.02)
|
| 580 |
+
sl_dist = atr * TRADING_RULES.get("sl_atr_multiplier", 2.0)
|
| 581 |
+
tp_dist = atr * TRADING_RULES.get("tp_atr_multiplier", 4.0)
|
| 582 |
+
sl = round(price - sl_dist, 2) if direction == "LONG" else round(price + sl_dist, 2) if direction == "SHORT" else 0
|
| 583 |
+
tp = round(price + tp_dist, 2) if direction == "LONG" else round(price - tp_dist, 2) if direction == "SHORT" else 0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 584 |
|
| 585 |
PREDICTION_HISTORY.append({
|
| 586 |
"timestamp": datetime.utcnow().isoformat(),
|
|
|
|
| 589 |
"price": price
|
| 590 |
})
|
| 591 |
|
| 592 |
+
send_signal_to_hub(direction, confidence)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
| 593 |
|
| 594 |
latency = int((time.time() - start) * 1000)
|
| 595 |
result = {
|
| 596 |
"space": "space_19_sol_master",
|
| 597 |
"timestamp": int(time.time()),
|
| 598 |
"symbol": SYMBOL,
|
| 599 |
+
"signal": {"direction": direction, "confidence": round(confidence, 4)},
|
|
|
|
|
|
|
|
|
|
|
|
|
| 600 |
"analysis": {
|
| 601 |
"xgb_probability": round(xgb_prob, 4),
|
| 602 |
"models_used": models_used,
|
| 603 |
"multi_tf_score": round(tf_score, 4),
|
| 604 |
"meta_sol_score": round(meta_sol_score, 4),
|
| 605 |
"market_regime": regime,
|
| 606 |
+
"data_source": "HUB_BINANCE"
|
| 607 |
},
|
| 608 |
"onchain": {
|
| 609 |
"tvl": onchain_data.get("tvl", 0),
|
| 610 |
"dex_volume_24h": onchain_data.get("dex_volume_24h", 0),
|
|
|
|
|
|
|
| 611 |
"funding_rate": binance_data.get("funding_rate", 0)
|
| 612 |
},
|
| 613 |
+
"risk": {"sl": sl, "tp": tp},
|
| 614 |
+
"latency_ms": latency
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 615 |
}
|
| 616 |
|
| 617 |
+
print(f"🥉 SOL/USD: {direction} | conf={confidence:.3f} | models={models_used} | regime={regime} | latency={latency}ms")
|
|
|
|
| 618 |
return result
|
| 619 |
|
| 620 |
# ================= АВТО-ОТПРАВКА =================
|
| 621 |
def auto_report():
|
| 622 |
+
print(f"⏳ Стартовый сон {STARTUP_SLEEP} секунд...")
|
| 623 |
+
time.sleep(STARTUP_SLEEP)
|
| 624 |
+
print("✅ SOL Master — начинаю авто-отправку!")
|
| 625 |
while True:
|
| 626 |
time.sleep(AUTO_REPORT_INTERVAL)
|
| 627 |
try:
|
|
|
|
| 632 |
# ================= АВТО-ДООБУЧЕНИЕ =================
|
| 633 |
def retrain_models():
|
| 634 |
print("🔄 Запуск дообучения моделей SOL...")
|
| 635 |
+
# Заглушка — дообучение через yfinance убрано, используем данные Хаба
|
| 636 |
+
print("⚠️ Дообучение через Hub пока не реализовано")
|
|
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def auto_retrain():
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+
time.sleep(STARTUP_SLEEP + 3600)
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while True:
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time.sleep(RETRAIN_INTERVAL)
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retrain_models()
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# ================= KEEP-ALIVE =================
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def keep_alive():
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+
time.sleep(STARTUP_SLEEP)
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while True:
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time.sleep(840)
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try:
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threading.Thread(target=auto_retrain, daemon=True).start()
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| 657 |
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| 658 |
# ================= FASTAPI =================
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| 659 |
+
app = FastAPI(title="TOMIRIS SOL/USD MASTER v10.0 (PRO-7)")
|
| 660 |
|
| 661 |
@app.get("/health")
|
| 662 |
async def health():
|
| 663 |
+
models_loaded = sum(1 for m in ["xgb_daily", "xgb_4h", "lgb"] if MODELS.get(m) is not None)
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| 664 |
return {
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| 665 |
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"space": "PRO-7/tomiris-sol-master",
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"version": "10.0",
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| 667 |
"status": "operational",
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| 668 |
"symbol": SYMBOL,
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| 669 |
"models_loaded": models_loaded,
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+
"data_source": "HUB_BINANCE",
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"startup_sleep": STARTUP_SLEEP
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| 672 |
}
|
| 673 |
|
| 674 |
@app.get("/consilium")
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| 675 |
async def consilium():
|
| 676 |
+
signal = get_sol_signal()
|
| 677 |
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if signal:
|
| 678 |
+
return signal
|
| 679 |
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return {"space": "space_19_sol_master", "symbol": SYMBOL, "signal": {"direction": "WAIT", "confidence": 0.0}}
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| 680 |
|
| 681 |
@app.get("/signal")
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| 682 |
async def signal():
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| 687 |
return {
|
| 688 |
"solana": fetch_solana_onchain(),
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| 689 |
"dev_activity": fetch_solana_dev_activity(),
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| 690 |
"binance": fetch_binance_sol()
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| 691 |
}
|
| 692 |
|
| 693 |
@app.get("/price")
|
| 694 |
async def current_price():
|
| 695 |
+
price = get_price_from_hub()
|
| 696 |
+
return {"symbol": SYMBOL, "price": price, "source": "HUB"}
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| 697 |
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| 698 |
+
@app.get("/")
|
| 699 |
+
async def root():
|
| 700 |
+
return {
|
| 701 |
+
"name": "SOL Master v10.0",
|
| 702 |
+
"space": "PRO-7/tomiris-sol-master",
|
| 703 |
+
"hub": HUB_URL,
|
| 704 |
+
"data_source": "HUB_BINANCE"
|
| 705 |
+
}
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|
| 706 |
|
| 707 |
+
print("🚀 SPACE 19 v10.0 — SOL/USD MASTER (PRO-7/tomiris-sol-master) ЗАПУЩЕН!")
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