# ============================================ # 👑 TOMIRIS SPACE 19 v12.0 «СТАЛЬ» — SOL/USD MASTER (УСИЛЕННЫЙ) # ============================================ import os, time, threading, warnings, json, asyncio, sqlite3, glob from typing import Dict, Any, Optional, List, Tuple import numpy as np, pandas as pd import httpx from datetime import datetime, timezone from collections import deque from fastapi import FastAPI, Query import logging warnings.filterwarnings('ignore') logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s") logger = logging.getLogger("Space19_SOL_Master") # ================= БЕЗОПАСНЫЙ ИМПОРТ ================= HAS_JOBLIB = False try: import joblib HAS_JOBLIB = True except: logger.warning("⚠️ joblib не установлен") # ================= КОНФИГУРАЦИЯ ================= SPACE_ID = 19 SPACE_NAME = "SOL Master" SYMBOL = "SOL/USD" TIMEFRAMES = ["15min", "1h", "4h"] HUB_URL = "https://TOMI-HUB-HUB-FINAL.hf.space" HUB_SECRET = os.getenv("HUB_SECRET", "TomyrisUltraSecret2026!") STARTUP_SLEEP = int(os.getenv("STARTUP_SLEEP", "120")) AUTO_REPORT_INTERVAL = int(os.getenv("AUTO_REPORT_INTERVAL", "300")) SOL_THRESHOLD = 0.52 CACHE_TTL = 300 DATA_CACHE: Dict[str, Dict[str, Any]] = {} LAST_CONFIDENCE = 0.5 logger.info(f"🔗 Хаб: {HUB_URL} | Старт: {STARTUP_SLEEP}с | Интервал: {AUTO_REPORT_INTERVAL}с") # ================= HTTP КЛИЕНТ ================= http_client = httpx.AsyncClient(timeout=15.0) def hub_headers(): return {"X-Hub-Secret": HUB_SECRET, "Content-Type": "application/json"} async def log_to_hub(event_type: str, message: str, details: dict = None): try: await http_client.post( f"{HUB_URL}/log", json={"space_id": str(SPACE_ID), "event_type": event_type, "message": message, "details": details or {}}, headers=hub_headers(), timeout=5 ) except: pass # ================= ИСТОРИЯ ДЛЯ Z-SCORE ================= CONF_HISTORY = deque(maxlen=200) SCORE_HISTORY = deque(maxlen=200) def calculate_zscore(current: float, history: deque) -> float: if len(history) < 10: return 0.0 arr = np.array(list(history)) mean, std = arr.mean(), arr.std() if std == 0: return 0.0 return (current - mean) / std # ================= SQLite ================= DB_FILE = "sol_master.db" def init_db(): conn = sqlite3.connect(DB_FILE) c = conn.cursor() c.execute('''CREATE TABLE IF NOT EXISTS component_perf ( component TEXT PRIMARY KEY, correct INTEGER DEFAULT 0, total INTEGER DEFAULT 1, sharpe REAL DEFAULT 1.0 )''') c.execute('''CREATE TABLE IF NOT EXISTS signals_log ( id INTEGER PRIMARY KEY AUTOINCREMENT, timestamp TEXT NOT NULL, signal TEXT NOT NULL, confidence REAL, regime TEXT, models_used INTEGER, adx REAL, score REAL )''') for comp in ["model", "tf", "onchain", "derivatives"]: c.execute("INSERT OR IGNORE INTO component_perf (component, correct, total, sharpe) VALUES (?, 0, 1, 1.0)", (comp,)) conn.commit() conn.close() logger.info("🗄️ SQLite база SOL Master инициализирована") init_db() def load_component_perf(): perf = {} try: conn = sqlite3.connect(DB_FILE) c = conn.cursor() c.execute("SELECT component, correct, total, sharpe FROM component_perf") for row in c.fetchall(): perf[row[0]] = {"correct": row[1], "total": row[2], "sharpe": row[3]} conn.close() except: pass for comp in ["model", "tf", "onchain", "derivatives"]: if comp not in perf: perf[comp] = {"correct": 0, "total": 1, "sharpe": 1.0} return perf def save_component_perf(perf: Dict): try: conn = sqlite3.connect(DB_FILE) c = conn.cursor() for comp, data in perf.items(): c.execute("UPDATE component_perf SET correct=?, total=?, sharpe=? WHERE component=?", (data["correct"], data["total"], data["sharpe"], comp)) conn.commit() conn.close() except: pass COMPONENT_PERF = load_component_perf() REGIME_WEIGHTS = { "TREND": {"model": 0.65, "tf": 0.35}, "VOLATILE": {"model": 0.45, "tf": 0.55}, "RANGE": {"model": 0.55, "tf": 0.45} } # ================= ЗАГРУЗКА МОДЕЛЕЙ ================= MODELS: Dict[str, Optional[Any]] = {} def load_all_models(): global MODELS MODELS = {} if HAS_JOBLIB: # Стандартные модели for fname, key in [("xgboost_sol_daily.joblib", "xgb_daily"), ("xgboost_sol_4h.joblib", "xgb_4h"), ("lgb_sol.joblib", "lgb")]: if os.path.exists(fname): try: MODELS[key] = joblib.load(fname) logger.info(f"✅ {fname} загружен") except Exception as e: logger.warning(f"⚠️ {fname}: {e}") # Дополнительные .joblib файлы for filepath in glob.glob("*.joblib"): filename = os.path.basename(filepath) if filename not in ["xgboost_sol_daily.joblib", "xgboost_sol_4h.joblib", "lgb_sol.joblib"]: model_name = filename.replace(".joblib", "") if "sol" in model_name.lower(): try: MODELS[model_name] = joblib.load(filepath) logger.info(f"✅ Доп. модель: {model_name}") except: pass logger.info(f"🧠 SOL моделей: {sum(1 for m in MODELS.values() if m is not None)}") load_all_models() # ================= ФИКСИРОВАННЫЙ ПОРЯДОК ПРИЗНАКОВ ================= FEATURE_ORDER = [ "price", "return_1h", "return_24h", "hurst_exponent", "volatility_1h", "high_low_ratio", "ema_9", "price_vs_ema_9", "ema_21", "price_vs_ema_21", "ema_50", "price_vs_ema_50", "macd", "macd_signal", "macd_hist", "rsi_14", "adx", "atr_14", "atr_pct", "tvl", "tvl_change_24h", "dex_volume_24h", "dex_change_24h", "funding_rate", "open_interest", "funding_bullish", "funding_bearish", "is_weekend", "hour" ] # ================= УТИЛИТЫ ================= def safe_float(value, default=0.0): try: if isinstance(value, (pd.Series, pd.DataFrame)): return float(value.iloc[-1]) if len(value) > 0 else default return float(value) if not pd.isna(float(value)) else default except: return default def safe_rsi(close, period=14): try: delta = close.diff() gain = delta.clip(lower=0).rolling(period, min_periods=period).mean() loss = (-delta.clip(upper=0)).rolling(period, min_periods=period).mean() g_val, l_val = gain.iloc[-1], loss.iloc[-1] if pd.notna(g_val) and pd.notna(l_val) and l_val > 0: return float(100 - (100 / (1 + g_val/l_val))) return 50.0 except: return 50.0 def safe_ema(close, span): try: return float(close.ewm(span=span, adjust=False).mean().iloc[-1]) except: return float(close.iloc[-1]) def calculate_adx(df: pd.DataFrame, period: int = 14) -> float: if df is None or len(df) < period * 2: return 20.0 high = df["high"].astype(float).values; low = df["low"].astype(float).values; close = df["close"].astype(float).values dm_plus = np.zeros(len(high)); dm_minus = np.zeros(len(high)); tr = np.zeros(len(high)) for i in range(1, len(high)): tr[i] = max(high[i] - low[i], abs(high[i] - close[i-1]), abs(low[i] - close[i-1])) up_move = high[i] - high[i-1]; down_move = low[i-1] - low[i] if up_move > down_move and up_move > 0: dm_plus[i] = up_move if down_move > up_move and down_move > 0: dm_minus[i] = down_move atr = np.mean(tr[-period:]) if np.mean(tr[-period:]) > 0 else 0.001 di_plus = 100 * np.mean(dm_plus[-period:]) / atr di_minus = 100 * np.mean(dm_minus[-period:]) / atr dx_sum = di_plus + di_minus if dx_sum > 0: return float(abs(di_plus - di_minus) / dx_sum * 100) return 20.0 def hurst_exponent(series, lags=20): if len(series) < lags * 2: return 0.5 lags_range = range(2, min(lags, len(series)//2)) tau = [np.std(np.subtract(series.values[lag:], series.values[:-lag])) for lag in lags_range] try: return float(np.polyfit(np.log(list(lags_range)), np.log(tau), 1)[0] * 2.0) except: return 0.5 def smooth_confidence(current): global LAST_CONFIDENCE current = max(0.0, min(1.0, current)) smoothed = LAST_CONFIDENCE * 0.7 + current * 0.3 LAST_CONFIDENCE = smoothed return smoothed def detect_market_regime(features): adx = features.get("adx", 20.0) volatility = features.get("volatility_1h", 0.0) hurst = features.get("hurst_exponent", 0.5) if adx > 30 and hurst > 0.55: return "TREND" if volatility > 0.04: return "VOLATILE" return "RANGE" # ================= ЗАГРУЗКА ДАННЫХ ================= async def fetch_ohlc_hub(symbol, tf, limit=200): cache_key = f"hub_{symbol}_{tf}" if cache_key in DATA_CACHE and time.time() - DATA_CACHE[cache_key].get("timestamp", 0) < CACHE_TTL: return DATA_CACHE[cache_key]["df"] try: r = await http_client.get( f"{HUB_URL}/candles", params={"symbol": symbol, "interval": tf, "timeframe": tf, "limit": limit}, timeout=30, headers=hub_headers() ) if r.status_code == 200: candles = r.json().get("candles", []) if candles: df = pd.DataFrame(candles) if "o" in df.columns: df.rename(columns={"o":"open","h":"high","l":"low","c":"close","v":"volume"}, inplace=True) for col in ["open","high","low","close"]: df[col] = pd.to_numeric(df[col], errors="coerce") df["volume"] = pd.to_numeric(df.get("volume", 0), errors="coerce").fillna(0) if len(df) >= 30: DATA_CACHE[cache_key] = {"df": df, "timestamp": time.time()} return df except Exception as e: logger.warning(f"Hub {symbol} {tf}: {e}") return None async def fetch_solana_onchain(): cache_key = "solana_onchain" if cache_key in DATA_CACHE and time.time() - DATA_CACHE[cache_key].get("timestamp", 0) < CACHE_TTL: return DATA_CACHE[cache_key]["data"] result = {"tvl": 0, "tvl_change_24h": 0, "dex_volume_24h": 0, "dex_change_24h": 0} try: r = await http_client.get("https://api.llama.fi/v2/chains/solana", timeout=10) if r.status_code == 200: text = r.text.strip() if text: try: data = r.json() if isinstance(data, (int, float)): result['tvl'] = float(data) elif isinstance(data, dict): result['tvl'] = data.get('tvl', 0) result['tvl_change_24h'] = data.get('change_1d', 0) or data.get('change_24h', 0) except: pass # DEX объёмы r2 = await http_client.get("https://api.llama.fi/overview/dexs/solana?excludeTotalDataChart=true", timeout=10) if r2.status_code == 200: dex_data = r2.json() result['dex_volume_24h'] = dex_data.get('total24h', 0) result['dex_change_24h'] = dex_data.get('change_1d', 0) or dex_data.get('dailyChange', 0) except: pass result['tvl_trend'] = 'UP' if result.get('tvl_change_24h', 0) > 0 else 'DOWN' DATA_CACHE[cache_key] = {"data": result, "timestamp": time.time()} return result async def fetch_binance_sol(): result = {} try: r = await http_client.get("https://fapi.binance.com/fapi/v1/premiumIndex?symbol=SOLUSDT", timeout=10) if r.status_code == 200: data = r.json() if isinstance(data, list): for item in data: if item.get('symbol') == 'SOLUSDT': result['funding_rate'] = float(item.get('lastFundingRate', 0)) break elif isinstance(data, dict): result['funding_rate'] = float(data.get('lastFundingRate', 0)) fr = result.get('funding_rate', 0) if fr > 0.005: result['funding_signal'] = 'CAUTION_LONG' elif fr > 0.001: result['funding_signal'] = 'BULLISH' elif fr < -0.005: result['funding_signal'] = 'CAUTION_SHORT' elif fr < -0.001: result['funding_signal'] = 'BEARISH' else: result['funding_signal'] = 'NEUTRAL' except: pass try: r = await http_client.get("https://fapi.binance.com/fapi/v1/openInterest?symbol=SOLUSDT", timeout=10) if r.status_code == 200: result['open_interest'] = float(r.json().get('openInterest', 0)) except: pass return result # ================= ПОСТРОЕНИЕ ПРИЗНАКОВ ================= def build_sol_features(df, onchain_data=None, derivatives=None) -> Dict: if df is None or len(df) < 20: return {} close = df["close"].astype(float); high = df["high"].astype(float); low = df["low"].astype(float) features = {} features["price"] = safe_float(close.iloc[-1]) features["return_1h"] = safe_float(close.pct_change(1).iloc[-1]) features["return_24h"] = safe_float(close.pct_change(24).iloc[-1]) if len(close) > 24 else 0.0 features["hurst_exponent"] = hurst_exponent(close) ret = close.pct_change() features["volatility_1h"] = safe_float(ret.rolling(24, min_periods=24).std().iloc[-1]) if len(close) >= 24 else 0.0 features["high_low_ratio"] = safe_float(((high.iloc[-1] - low.iloc[-1]) / (close.iloc[-1] + 1e-10)) * 100) for span in [9, 21, 50]: ema_val = safe_ema(close, span) if len(close) >= span else close.iloc[-1] features[f"ema_{span}"] = ema_val features[f"price_vs_ema_{span}"] = safe_float(((close.iloc[-1] - ema_val) / ema_val) * 100) if ema_val != 0 else 0 if len(close) >= 26: ema12 = close.ewm(span=12, adjust=False).mean(); ema26 = close.ewm(span=26, adjust=False).mean() macd = ema12 - ema26; signal = macd.ewm(span=9, adjust=False).mean() features["macd"] = safe_float(macd.iloc[-1]); features["macd_signal"] = safe_float(signal.iloc[-1]) features["macd_hist"] = features["macd"] - features["macd_signal"] else: features["macd"] = features["macd_signal"] = features["macd_hist"] = 0.0 features["rsi_14"] = safe_rsi(close, 14) if len(close) >= 14 else 50.0 features["adx"] = calculate_adx(df, 14) if len(close) >= 14: prev_close = close.shift(1) tr = pd.DataFrame({"tr1": high-low, "tr2": (high-prev_close).abs(), "tr3": (low-prev_close).abs()}).max(axis=1) features["atr_14"] = safe_float(tr.rolling(14, min_periods=14).mean().iloc[-1]) features["atr_pct"] = (features["atr_14"] / (close.iloc[-1] + 1e-10)) * 100 else: features["atr_14"] = close.iloc[-1] * 0.03; features["atr_pct"] = 3.0 if onchain_data: features["tvl"] = onchain_data.get("tvl", 0) features["tvl_change_24h"] = onchain_data.get("tvl_change_24h", 0) features["dex_volume_24h"] = onchain_data.get("dex_volume_24h", 0) features["dex_change_24h"] = onchain_data.get("dex_change_24h", 0) else: features["tvl"] = features["tvl_change_24h"] = features["dex_volume_24h"] = features["dex_change_24h"] = 0 if derivatives: features["funding_rate"] = derivatives.get("funding_rate", 0) features["open_interest"] = derivatives.get("open_interest", 0) fs = derivatives.get("funding_signal", "NEUTRAL") features["funding_bullish"] = 1 if fs == "BULLISH" else 0 features["funding_bearish"] = 1 if fs in ("CAUTION_LONG", "CAUTION_SHORT") else 0 else: features["funding_rate"] = features["open_interest"] = 0 features["funding_bullish"] = features["funding_bearish"] = 0 now = datetime.now(timezone.utc) features["is_weekend"] = 1 if now.weekday() >= 5 else 0 features["hour"] = now.hour ordered = {} for key in FEATURE_ORDER: ordered[key] = features.get(key, 0.0) return ordered # ================= ОТПРАВКА СИГНАЛА ================= async def send_signal_to_hub(signal: str, confidence: float, features: Dict = None): if features is None: features = {} payload = { "space_id": SPACE_ID, "space_name": SPACE_NAME, "symbol": SYMBOL, "signal": signal, "confidence": round(confidence, 4), "features": features, "metadata": {"version": "12.0"}, "timestamp": datetime.now(timezone.utc).isoformat() } for attempt in range(3): try: r = await http_client.post(f"{HUB_URL}/signals", json=payload, timeout=15, headers=hub_headers()) if r.status_code == 200: logger.info(f"📤 {SYMBOL}: {signal} conf={confidence:.3f}") return True await asyncio.sleep(2) except Exception as e: logger.warning(f"Попытка {attempt+1}: {e}") await asyncio.sleep(2) return False # ================= 🔥 СИГНАЛ ================= async def get_sol_signal(): global LAST_CONFIDENCE start = time.time() onchain_data = await fetch_solana_onchain() binance_data = await fetch_binance_sol() all_features = {} for tf in TIMEFRAMES: df = await fetch_ohlc_hub(SYMBOL, tf) if df is not None and len(df) >= 30: feats = build_sol_features(df, onchain_data, binance_data) if feats: all_features[tf] = feats if not all_features: await send_signal_to_hub("WAIT", 0.0, {"reason": "no_data"}) return None h1_features = all_features.get("1h", list(all_features.values())[0]) price = h1_features.get("price", 0) if price == 0: return None regime = detect_market_regime(h1_features) adx_val = h1_features.get("adx", 20) # 🔥 ML предсказание xgb_prob = 0.5 models_used = 0 all_probs = [] try: X = np.array([h1_features.get(f, 0.0) for f in FEATURE_ORDER], dtype=np.float64).reshape(1, -1) X = np.nan_to_num(X) for mk, model in MODELS.items(): if model and hasattr(model, 'predict_proba'): try: proba = model.predict_proba(X)[0] prob = float(proba[1] if len(proba) > 1 else proba[0]) all_probs.append(prob) models_used += 1 except: pass if all_probs: mean_prob = np.mean(all_probs) weighted_probs = [p * (1.0 + abs(p - 0.5)) for p in all_probs] xgb_prob = np.mean(weighted_probs) * 0.6 + mean_prob * 0.4 except: pass # 🔥 Мульти-ТФ консенсус confirmations, total_tf = 0, 0 for tf, feats in all_features.items(): total_tf += 1 ema_score = feats.get("price_vs_ema_21", 0) rsi_val = feats.get("rsi_14", 50) macd_hist = feats.get("macd_hist", 0) if ema_score > 0 and rsi_val > 50 and macd_hist > 0: confirmations += 1 elif ema_score < 0 and rsi_val < 50 and macd_hist < 0: confirmations -= 1 tf_norm = ((confirmations / max(total_tf, 1)) + 1) / 2 # 🔥 On-chain скор tvl_change = onchain_data.get("tvl_change_24h", 0) dex_change = onchain_data.get("dex_change_24h", 0) onchain_score = 0.5 + (tvl_change / 40) + (dex_change / 80) onchain_score = max(0.1, min(0.9, onchain_score)) # 🔥 Деривативы скор fs = binance_data.get("funding_signal", "NEUTRAL") if fs == "BULLISH": deriv_score = 0.70 elif fs == "BEARISH": deriv_score = 0.30 elif fs == "CAUTION_LONG": deriv_score = 0.45 elif fs == "CAUTION_SHORT": deriv_score = 0.55 else: deriv_score = 0.50 # 🔥 Взвешенная агрегация base = REGIME_WEIGHTS.get(regime, REGIME_WEIGHTS["RANGE"]) model_perf = COMPONENT_PERF.get("model", {"correct": 0, "total": 1}) tf_perf = COMPONENT_PERF.get("tf", {"correct": 0, "total": 1}) model_acc = model_perf["correct"] / max(model_perf["total"], 1) tf_acc = tf_perf["correct"] / max(tf_perf["total"], 1) model_w = base["model"] * max(model_acc, 0.3) tf_w = base["tf"] * max(tf_acc, 0.3) remaining = 1.0 - (model_w + tf_w) onchain_w = remaining * 0.55 deriv_w = remaining * 0.45 total_w = model_w + tf_w + onchain_w + deriv_w if total_w > 0: model_w /= total_w; tf_w /= total_w; onchain_w /= total_w; deriv_w /= total_w final_score = xgb_prob * model_w + tf_norm * tf_w + onchain_score * onchain_w + deriv_score * deriv_w confidence = smooth_confidence(final_score) # 🔥 Z-score уверенности CONF_HISTORY.append(confidence) conf_z = calculate_zscore(confidence, CONF_HISTORY) SCORE_HISTORY.append(final_score) score_z = calculate_zscore(final_score, SCORE_HISTORY) # 🔥 Адаптивный порог на основе ADX if adx_val > 35: adaptive_threshold = SOL_THRESHOLD - 0.04 # В тренде — ниже порог elif adx_val > 25: adaptive_threshold = SOL_THRESHOLD else: adaptive_threshold = SOL_THRESHOLD + 0.04 # В рендже — выше порог if confidence > adaptive_threshold + 0.08: signal = "BUY" elif confidence < adaptive_threshold - 0.08: signal = "SELL" else: signal = "WAIT" # Усиление от z-score if conf_z > 2.0 and signal == "BUY": confidence = min(0.95, confidence * 1.2) elif conf_z < -2.0 and signal == "SELL": confidence = min(0.95, confidence * 1.2) features_out = { "ml_prob": round(xgb_prob, 4), "tf_norm": round(tf_norm, 4), "onchain_score": round(onchain_score, 4), "deriv_score": round(deriv_score, 4), "regime": regime, "adx": round(adx_val, 1), "models_used": models_used, "conf_zscore": round(conf_z, 2) } await send_signal_to_hub(signal, confidence, features_out) # Логируем в SQLite try: conn = sqlite3.connect(DB_FILE) c = conn.cursor() c.execute("INSERT INTO signals_log (timestamp, signal, confidence, regime, models_used, adx, score) VALUES (?, ?, ?, ?, ?, ?, ?)", (datetime.now(timezone.utc).isoformat(), signal, confidence, regime, models_used, round(adx_val, 1), round(final_score, 4))) conn.commit() conn.close() except: pass elapsed = int((time.time() - start) * 1000) logger.info(f"🥉 SOL: {signal} conf={confidence:.3f} score={final_score:.3f} regime={regime} adx={adx_val:.1f} models={models_used} | {elapsed}ms") return {"signal": signal, "confidence": confidence, "score": final_score, "regime": regime} # ================= АВТО-ОТПРАВКА ================= async def auto_report(): logger.info(f"⏳ Стартовый сон {STARTUP_SLEEP}с...") await log_to_hub("STARTUP", f"SOL Master v12.0 запущен, жду {STARTUP_SLEEP}с") await asyncio.sleep(STARTUP_SLEEP) logger.info("✅ SOL Master — начинаю авто-отправку!") while True: await asyncio.sleep(AUTO_REPORT_INTERVAL) try: await get_sol_signal() except Exception as e: logger.error(f"Ошибка: {e}") # ================= FASTAPI ================= app = FastAPI(title="SOL Master v12.0 STEEL") @app.on_event("startup") async def startup(): asyncio.create_task(auto_report()) logger.info(f"🚀 Space 19 v12.0 | Hub: {HUB_URL} | Models: {sum(1 for m in MODELS.values() if m is not None)}") @app.get("/health") async def health(): return {"space_id": SPACE_ID, "status": "ok", "version": "12.0", "symbol": SYMBOL, "models": sum(1 for m in MODELS.values() if m is not None)} @app.head("/health") async def health_head(): return {} @app.get("/consilium") async def consilium(): result = await get_sol_signal() if result: return {"signal": result["signal"], "confidence": result["confidence"]} return {"signal": "WAIT", "confidence": 0.0} @app.get("/") async def root(): return {"name": "SOL Master v12.0 STEEL", "space_id": SPACE_ID, "hub": HUB_URL} if __name__ == "__main__": import uvicorn uvicorn.run(app, host="0.0.0.0", port=7860) print("🚀 SPACE 19 v12.0 STEEL — ГОТОВ!")