feat: Add Signal Cache for ML training data collection
- Add signal_cache.py module to persist signal data between trade open/close - Modify execute_trade_v2_adaptive to cache signal info when trade opens - Update sync_closed_trades_to_tracker to retrieve cached ML features - Update scheduled_demo_tracker_sync with same ML feature retrieval This enables proper ML training by capturing: - base_confidence, enhanced_score, hybrid_score - signal_quality, market_regime, regime_strength - session and lot_multiplier Previously all trades were logged with 0 values for ML features. After ~50-100 new trades, the ML model can be properly trained. Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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cbazzaandClaude Opus 4.5 committed
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@@ -1217,231 +1217,7 @@
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"metadata": {},
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"metadata": {},
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"outputs": [],
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"outputs": [],
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"source": [
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"source": [
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"def execute_trade_v2_adaptive(\n",
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"def execute_trade_v2_adaptive(\n symbol=None,\n atr_mult=None,\n base_confidence=None,\n max_risk_per_trade=None,\n risk_filter=True,\n min_atr=0.0008,\n use_pullback_entry=False, # DISABLED\n max_positions=None,\n strategy_name=\"TradingBot_V1.6\",\n debug=True,\n # Enhanced Scoring Overrides\n signal_info_override=None,\n confidence_override=None,\n # Equity Curve Trading\n lot_multiplier=1.0\n):\n \"\"\"\n V1.6 Adaptive Complete Trade-Ausführung:\n - Position Control\n - Relaxed Parameter\n - Adaptive Rhythm Integration\n \"\"\"\n \n # ========================================================================\n # LOAD DEFAULTS FROM TRADING_CONFIG\n # ========================================================================\n if symbol is None:\n symbol = TRADING_CONFIG[\"symbols\"][\"primary\"]\n if atr_mult is None:\n atr_mult = TRADING_CONFIG[\"atr\"][\"base_multiplier\"]\n if base_confidence is None:\n base_confidence = TRADING_CONFIG[\"confidence\"][\"base_threshold\"]\n if max_risk_per_trade is None:\n max_risk_per_trade = TRADING_CONFIG[\"risk\"][\"max_risk_per_trade\"]\n if max_positions is None:\n max_positions = TRADING_CONFIG[\"risk\"][\"max_positions\"]\n \n \n # SCHRITT 1: POSITION CHECK\n print(f\"\\n🔍 POSITION CHECK für {symbol} (V1.6 Adaptive Complete)\")\n has_position, position_info = check_existing_positions(symbol, strategy_name)\n \n if has_position and position_info['count'] >= max_positions:\n if debug:\n print(f\"🛑 TRADE BLOCKIERT: {position_info['count']}/{max_positions} Positionen aktiv\")\n for pos in position_info['details']:\n profit_emoji = \"🟢\" if pos['profit'] >= 0 else \"🔴\"\n print(f\" {pos['type']} @ {pos['price_open']} | {profit_emoji} {pos['profit']:.2f}\")\n return None\n \n print(f\"✅ Position-Check OK: {position_info['count']}/{max_positions}\")\n \n # SCHRITT 2: Signal Analysis (use override if provided)\n if signal_info_override is not None:\n signal_info = signal_info_override\n print(\"📊 Using pre-calculated signal info (Enhanced Scoring)\")\n else:\n signal_info = extended_top_down_v2_adaptive(symbol)\n if signal_info is None:\n print(\"❌ Signal-Analyse fehlgeschlagen\")\n return None\n \n entry_signal = signal_info[\"entry_signal\"]\n # Use override confidence if provided (from Enhanced Scoring)\n confidence = confidence_override if confidence_override is not None else signal_info[\"confidence\"]\n adaptive_threshold = signal_info[\"adaptive_threshold\"]\n signal_quality = signal_info[\"signal_quality\"]\n market_regime = signal_info[\"market_regime\"]\n \n # SCHRITT 3: Get Price/ATR\n m5_info = signal_info[\"trend_info\"][\"M5\"]\n price = m5_info[\"price\"]\n atr = m5_info[\"atr\"]\n \n # SCHRITT 4: Pre-checks\n reason = \"\"\n \n if confidence < adaptive_threshold:\n reason = f\"Confidence {confidence}% < threshold {adaptive_threshold}%\"\n elif entry_signal == 0:\n reason = f\"No entry signal\"\n elif price is None or atr is None:\n reason = \"Price/ATR not available\"\n elif risk_filter and atr < min_atr:\n reason = f\"ATR {atr:.5f} < min_atr {min_atr}\"\n else:\n risk_ok = check_risk_limits(symbol, max_risk_per_trade=max_risk_per_trade)\n if not risk_ok:\n reason = \"Risk limits exceeded\"\n \n # SCHRITT 5: Execute Trade\n if not reason:\n # Final Position Check\n final_check, _ = check_existing_positions(symbol, strategy_name)\n if final_check:\n print(f\"🛑 Position wurde zwischen Checks eröffnet!\")\n return None\n \n # SL/TP Calculation\n regime_mult = 1.0\n if market_regime['regime'] == 'volatile':\n regime_mult = 1.2\n elif market_regime['regime'] == 'ranging':\n regime_mult = 0.9\n \n adjusted_atr_mult = atr_mult * regime_mult\n \n if entry_signal == 1: # Long\n stop_loss = price - adjusted_atr_mult * atr\n take_profit = price + adjusted_atr_mult * atr * 2.5\n else: # Short\n stop_loss = price + adjusted_atr_mult * atr\n take_profit = price - adjusted_atr_mult * atr * 2.5\n \n # Position Sizing\n account_info = mt.account_info()\n if account_info:\n balance = account_info.balance\n risk_amount = balance * max_risk_per_trade\n if symbol == \"XAUUSD\":\n # 🎯 ADAPTIVE POSITION SIZING\n if 'adv_position_mgr' in globals() and adv_position_mgr.adaptive_sizing:\n volume = adv_position_mgr.adaptive_sizing.calculate_position_size(\n Line truncated
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" symbol=None,\n",
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" atr_mult=None,\n",
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" base_confidence=None,\n",
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" max_risk_per_trade=None,\n",
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" risk_filter=True,\n",
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" min_atr=0.0008,\n",
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" use_pullback_entry=False, # DISABLED\n",
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" max_positions=None,\n",
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" strategy_name=\"TradingBot_V1.6\",\n",
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" debug=True,\n",
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" # Enhanced Scoring Overrides\n",
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" signal_info_override=None,\n",
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" confidence_override=None,\n",
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" # Equity Curve Trading\n",
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" lot_multiplier=1.0\n",
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"):\n",
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" \"\"\"\n",
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" V1.6 Adaptive Complete Trade-Ausführung:\n",
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" - Position Control\n",
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" - Relaxed Parameter\n",
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" - Adaptive Rhythm Integration\n",
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" \"\"\"\n",
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" \n",
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" # ========================================================================\n",
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" # LOAD DEFAULTS FROM TRADING_CONFIG\n",
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" # ========================================================================\n",
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" if symbol is None:\n",
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" symbol = TRADING_CONFIG[\"symbols\"][\"primary\"]\n",
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" if atr_mult is None:\n",
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" atr_mult = TRADING_CONFIG[\"atr\"][\"base_multiplier\"]\n",
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" if base_confidence is None:\n",
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" base_confidence = TRADING_CONFIG[\"confidence\"][\"base_threshold\"]\n",
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" if max_risk_per_trade is None:\n",
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" max_risk_per_trade = TRADING_CONFIG[\"risk\"][\"max_risk_per_trade\"]\n",
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" if max_positions is None:\n",
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" max_positions = TRADING_CONFIG[\"risk\"][\"max_positions\"]\n",
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" \n",
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" \n",
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" # SCHRITT 1: POSITION CHECK\n",
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" print(f\"\\n🔍 POSITION CHECK für {symbol} (V1.6 Adaptive Complete)\")\n",
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" has_position, position_info = check_existing_positions(symbol, strategy_name)\n",
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" \n",
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" if has_position and position_info['count'] >= max_positions:\n",
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" if debug:\n",
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" print(f\"🛑 TRADE BLOCKIERT: {position_info['count']}/{max_positions} Positionen aktiv\")\n",
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" for pos in position_info['details']:\n",
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" profit_emoji = \"🟢\" if pos['profit'] >= 0 else \"🔴\"\n",
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" print(f\" {pos['type']} @ {pos['price_open']} | {profit_emoji} {pos['profit']:.2f}\")\n",
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" return None\n",
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" \n",
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" print(f\"✅ Position-Check OK: {position_info['count']}/{max_positions}\")\n",
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" \n",
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" # SCHRITT 2: Signal Analysis (use override if provided)\n",
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" if signal_info_override is not None:\n",
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" signal_info = signal_info_override\n",
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" print(\"📊 Using pre-calculated signal info (Enhanced Scoring)\")\n",
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" else:\n",
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" signal_info = extended_top_down_v2_adaptive(symbol)\n",
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" if signal_info is None:\n",
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" print(\"❌ Signal-Analyse fehlgeschlagen\")\n",
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" return None\n",
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" \n",
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" entry_signal = signal_info[\"entry_signal\"]\n",
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" # Use override confidence if provided (from Enhanced Scoring)\n",
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" confidence = confidence_override if confidence_override is not None else signal_info[\"confidence\"]\n",
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" adaptive_threshold = signal_info[\"adaptive_threshold\"]\n",
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" signal_quality = signal_info[\"signal_quality\"]\n",
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" market_regime = signal_info[\"market_regime\"]\n",
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" \n",
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" # SCHRITT 3: Get Price/ATR\n",
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" m5_info = signal_info[\"trend_info\"][\"M5\"]\n",
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" price = m5_info[\"price\"]\n",
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" atr = m5_info[\"atr\"]\n",
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" \n",
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" # SCHRITT 4: Pre-checks\n",
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" reason = \"\"\n",
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" \n",
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" if confidence < adaptive_threshold:\n",
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" reason = f\"Confidence {confidence}% < threshold {adaptive_threshold}%\"\n",
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" elif entry_signal == 0:\n",
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" reason = f\"No entry signal\"\n",
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" elif price is None or atr is None:\n",
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" reason = \"Price/ATR not available\"\n",
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" elif risk_filter and atr < min_atr:\n",
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" reason = f\"ATR {atr:.5f} < min_atr {min_atr}\"\n",
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" else:\n",
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" risk_ok = check_risk_limits(symbol, max_risk_per_trade=max_risk_per_trade)\n",
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" if not risk_ok:\n",
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" reason = \"Risk limits exceeded\"\n",
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" \n",
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" # SCHRITT 5: Execute Trade\n",
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" if not reason:\n",
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" # Final Position Check\n",
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" final_check, _ = check_existing_positions(symbol, strategy_name)\n",
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" if final_check:\n",
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" print(f\"🛑 Position wurde zwischen Checks eröffnet!\")\n",
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" return None\n",
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" \n",
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" # SL/TP Calculation\n",
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" regime_mult = 1.0\n",
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" if market_regime['regime'] == 'volatile':\n",
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" regime_mult = 1.2\n",
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" elif market_regime['regime'] == 'ranging':\n",
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" regime_mult = 0.9\n",
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" \n",
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" adjusted_atr_mult = atr_mult * regime_mult\n",
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" \n",
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" if entry_signal == 1: # Long\n",
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" stop_loss = price - adjusted_atr_mult * atr\n",
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" take_profit = price + adjusted_atr_mult * atr * 2.5\n",
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" else: # Short\n",
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" stop_loss = price + adjusted_atr_mult * atr\n",
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" take_profit = price - adjusted_atr_mult * atr * 2.5\n",
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" \n",
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" # Position Sizing\n",
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" account_info = mt.account_info()\n",
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" if account_info:\n",
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" balance = account_info.balance\n",
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" risk_amount = balance * max_risk_per_trade\n",
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" if symbol == \"XAUUSD\":\n",
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" # 🎯 ADAPTIVE POSITION SIZING\n",
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" if 'adv_position_mgr' in globals() and adv_position_mgr.adaptive_sizing:\n",
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" volume = adv_position_mgr.adaptive_sizing.calculate_position_size(\n",
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" confidence=confidence,\n",
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" balance=balance,\n",
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" stop_loss_distance=adjusted_atr_mult * atr * 10000, # Convert to pips\n",
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" symbol=symbol\n",
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" )\n",
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" else:\n",
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" volume = round(min(TRADING_CONFIG[\"lot_sizing\"][\"max_lot\"], max(TRADING_CONFIG[\"lot_sizing\"][\"min_lot\"], risk_amount / (adjusted_atr_mult * atr * 100))),2)\n",
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" else:\n",
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" volume = TRADING_CONFIG[\"lot_sizing\"][\"default_lot\"]\n",
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" else:\n",
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" volume = TRADING_CONFIG[\"lot_sizing\"][\"default_lot\"]\n",
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" \n",
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" # Apply Equity Curve lot multiplier\n",
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" if lot_multiplier != 1.0:\n",
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" original_volume = volume\n",
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" volume = round(volume * lot_multiplier, 2)\n",
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" volume = max(TRADING_CONFIG[\"lot_sizing\"][\"min_lot\"], volume) # Ensure minimum\n",
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" print(f\"📈 Equity Curve: Lot adjusted {original_volume:.2f} → {volume:.2f} ({lot_multiplier:.0%})\")\n",
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" \n",
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" # Log Trade Info\n",
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" print(f\"\\n🚀 V1.6 ADAPTIVE COMPLETE TRADE EXECUTION\")\n",
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" print(f\"Direction: {'LONG' if entry_signal == 1 else 'SHORT'}\")\n",
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" print(f\"Price: {price:.5f} | Volume: {volume:.2f}\")\n",
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" print(f\"SL: {stop_loss:.5f} | TP: {take_profit:.5f}\")\n",
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" print(f\"Confidence: {confidence}% | Quality: {signal_quality.upper()}\")\n",
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" print(f\"Regime: {market_regime['regime'].upper()}\")\n",
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" print(f\"Adaptive Interval: {signal_info['adaptive_interval']} min\")\n",
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" print(f\"Session: {signal_info['session'].upper()}\")\n",
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" \n",
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" # Execute\n",
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" try:\n",
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" order_result = market_order(\n",
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" symbol=symbol,\n",
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" volume=volume,\n",
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" order_type=\"buy\" if entry_signal == 1 else \"sell\",\n",
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" stoploss=stop_loss,\n",
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" take_profit=take_profit\n",
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" )\n",
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" \n",
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" if order_result and order_result.retcode == mt.TRADE_RETCODE_DONE:\n",
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" print(f\"✅ Trade erfolgreich! Ticket: {order_result.order}\")\n",
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" \n",
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" # ==========================================\n",
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" # LOG TRADE ENTRY (V1.8)\n",
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" # ==========================================\n",
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" try:\n",
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" # Hole Position Info\n",
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" positions = mt.positions_get(symbol=symbol)\n",
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" if positions and infra:\n",
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" position = positions[0]\n",
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"\n",
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" # Erstelle Trade Data\n",
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" trade_data = {\n",
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" 'ticket': position.ticket,\n",
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" 'position_id': position.identifier,\n",
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" 'symbol': symbol,\n",
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" 'strategy_name': strategy_name,\n",
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" 'type': 'BUY' if entry_signal == 1 else 'SELL',\n",
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" 'volume': volume,\n",
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" 'entry_price': position.price_open,\n",
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" 'sl_price': position.sl,\n",
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" 'tp_price': position.tp,\n",
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" 'entry_time': datetime.now().strftime('%Y-%m-%d %H:%M:%S'),\n",
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" 'session': rhythm_manager.get_current_session(),\n",
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" 'regime': market_regime['regime'],\n",
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" 'quality': signal_quality,\n",
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" 'confidence': confidence if 'confidence' in locals() else None,\n",
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" 'timeframe_alignment': signal_info.get('required_alignment', 2),\n",
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" 'risk_amount': risk_amount if 'risk_amount' in locals() else None,\n",
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" 'risk_pct': max_risk_per_trade\n",
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" }\n",
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"\n",
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" # Log to Database + Send Telegram\n",
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" infra.log_trade_entry(trade_data)\n",
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" logger.info(\"📱 Trade logged to DB + Telegram notification sent\")\n",
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"\n",
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" except Exception as e:\n",
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" logger.error(f\"⚠️ Infrastructure logging failed: {e}\")\n",
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" # ==========================================\n",
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"\n",
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"\n",
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" # Verify & Log\n",
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" new_check, new_info = check_existing_positions(symbol, strategy_name)\n",
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" print(f\"📊 Positionen: {new_info['count']}\")\n",
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" log_trade_performance_adaptive(signal_info, order_result)\n",
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" else:\n",
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" print(f\"❌ Trade failed: {order_result.comment if order_result else 'No result'}\")\n",
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" \n",
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" return order_result\n",
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" \n",
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" except Exception as e:\n",
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" print(f\"❌ Execution failed: {e}\")\n",
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" return None\n",
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" \n",
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" else:\n",
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" if debug:\n",
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" print(f\"\\n⏸️ TRADE SKIPPED: {reason}\")\n",
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" return None\n",
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"\n",
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"\n",
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"print(\"✅ V1.6 Adaptive Complete Execute Trade defined\")"
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]
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]
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},
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},
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{
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{
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@@ -3819,8 +3595,7 @@
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" \n",
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" \n",
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" ml_result = check_ml_signal(ml_signal_info)\n",
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" ml_result = check_ml_signal(ml_signal_info)\n",
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" \n",
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" \n",
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" print(f\"\n",
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" print(f\"🤖 ML Signal Check: {ml_result['action']}\")\n",
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"🤖 ML Signal Check: {ml_result['action']}\")\n",
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" print(f\" Win Probability: {ml_result['win_probability']:.1%}\")\n",
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" print(f\" Win Probability: {ml_result['win_probability']:.1%}\")\n",
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" print(f\" Reason: {ml_result['reason']}\")\n",
|
" print(f\" Reason: {ml_result['reason']}\")\n",
|
||||||
" \n",
|
" \n",
|
||||||
@@ -4060,242 +3835,7 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"# ==========================================\n",
|
"# ==========================================\n# 📊 SYNC MT5 TRADES TO DEMO TRACKER\n# ==========================================\n# Führe diese Cell aus um geschlossene Trades zu importieren\n\nfrom datetime import datetime, timedelta\nfrom signal_cache import get_trade_signal\n\ndef sync_closed_trades_to_tracker(days_back=7):\n \"\"\"\n Synchronisiert geschlossene Trades aus MT5 History zum Demo Tracker\n \n WICHTIG: MT5 überschreibt den Kommentar bei SL/TP Exit!\n - Entry: \"TradingBot_V1.6\"\n - Exit: \"[sl 5229.75]\" oder \"[tp 5250.00]\"\n \n Daher: Finde Entry-Deals mit TradingBot, dann suche Exit via position_id\n \"\"\"\n print(\"🔄 Syncing closed trades from MT5...\")\n\n # Get trade history\n from_date = datetime.now() - timedelta(days=days_back)\n to_date = datetime.now()\n\n # Get ALL deals\n deals = mt.history_deals_get(from_date, to_date)\n\n if deals is None or len(deals) == 0:\n print(\" No deals found in history\")\n return 0\n\n # Step 1: Find ENTRY deals with TradingBot comment\n entry_deals = {}\n for deal in deals:\n if deal.entry == 0 and deal.comment and \"TradingBot\" in deal.comment:\n entry_deals[deal.position_id] = deal\n \n print(f\" Found {len(entry_deals)} TradingBot entry deals\")\n \n if not entry_deals:\n print(\" No TradingBot trades found\")\n return 0\n\n # Step 2: Find EXIT deals for those positions (any comment)\n exit_deals = {}\n for deal in deals:\n if deal.entry == 1 and deal.position_id in entry_deals:\n exit_deals[deal.position_id] = deal\n\n print(f\" Found {len(exit_deals)} matching exit deals\")\n\n synced = 0\n already_logged = [t['ticket'] for t in demo_tracker.data['trades']]\n\n for pos_id in entry_deals:\n # Skip if no exit yet (still open)\n if pos_id not in exit_deals:\n continue\n \n # Skip if already logged\n if pos_id in already_logged:\n continue\n\n entry_deal = entry_deals[pos_id]\n exit_deal = exit_deals[pos_id]\n\n # Determine direction\n direction = \"LONG\" if entry_deal.type == 0 else \"SHORT\" # 0=BUY, 1=SELL\n\n # Calculate profit (includes swap and commission)\n profit = exit_deal.profit + exit_deal.swap + exit_deal.commission\n\n # Determine session\n hour = datetime.fromtimestamp(entry_deal.time).hour\n if 0 <= hour < 8:\n session = \"asian\"\n elif 8 <= hour < 13:\n session = \"london\"\n elif 13 <= hour < 22:\n session = \"ny\"\n else:\n session = \"asian\"\n\n # Determine close reason from exit comment\n exit_comment = exit_deal.comment or \"\"\n if \"[sl\" in exit_comment.lower():\n close_reason = \"stop_loss\"\n elif \"[tp\" in exit_comment.lower():\n close_reason = \"take_profit\"\n else:\n close_reason = \"manual\"\n\n # Get cached signal data for ML training\n cached_signal = get_trade_signal(pos_id)\n \n # Log to tracker with ML features\n demo_tracker.log_trade(\n ticket=pos_id,\n symbol=entry_deal.symbol,\n direction=direction,\n entry_price=entry_deal.price,\n exit_price=exit_deal.price,\n volume=entry_deal.volume,\n profit=profit,\n entry_time=datetime.fromtimestamp(entry_deal.time),\n exit_time=datetime.fromtimestamp(exit_deal.time),\n session=session,\n base_confidence=cached_signal.get('base_confidence', 0) if cached_signal else 0,\n enhanced_score=cached_signal.get('enhanced_score', 0) if cached_signal else 0,\n hybrid_score=cached_signal.get('hybrid_score', 0) if cached_signal else 0,\n signal_quality=cached_signal.get('signal_quality', 'unknown') if cached_signal else 'unknown',\n close_reason=close_reason\n )\n synced += 1\n status = \"✅\" if profit >= 0 else \"❌\"\n print(f\" {status} Synced #{pos_id}: {direction} {entry_deal.symbol} | {close_reason} | P/L: ${profit:.2f}\")\n\n print(f\"\\n📊 Synced {synced} trades to Demo Tracker\")\n return synced\n\n# ==========================================\n# WRAPPER FÜR SCHEDULER (Silent Mode)\n# ==========================================\ndef scheduled_demo_tracker_sync():\n \"\"\"Silent sync für Scheduler - loggt nur wenn neue Trades gefunden\"\"\"\n try:\n from_date = datetime.now() - timedelta(days=1)\n deals = mt.history_deals_get(from_date, datetime.now())\n \n if deals is None or len(deals) == 0:\n return 0\n \n # Find entry deals with TradingBot\n entry_deals = {}\n for deal in deals:\n if deal.entry == 0 and deal.comment and Line truncated
|
||||||
"# 📊 SYNC MT5 TRADES TO DEMO TRACKER\n",
|
|
||||||
"# ==========================================\n",
|
|
||||||
"# Führe diese Cell aus um geschlossene Trades zu importieren\n",
|
|
||||||
"\n",
|
|
||||||
"from datetime import datetime, timedelta\n",
|
|
||||||
"\n",
|
|
||||||
"def sync_closed_trades_to_tracker(days_back=7):\n",
|
|
||||||
" \"\"\"\n",
|
|
||||||
" Synchronisiert geschlossene Trades aus MT5 History zum Demo Tracker\n",
|
|
||||||
" \n",
|
|
||||||
" WICHTIG: MT5 überschreibt den Kommentar bei SL/TP Exit!\n",
|
|
||||||
" - Entry: \"TradingBot_V1.6\"\n",
|
|
||||||
" - Exit: \"[sl 5229.75]\" oder \"[tp 5250.00]\"\n",
|
|
||||||
" \n",
|
|
||||||
" Daher: Finde Entry-Deals mit TradingBot, dann suche Exit via position_id\n",
|
|
||||||
" \"\"\"\n",
|
|
||||||
" print(\"🔄 Syncing closed trades from MT5...\")\n",
|
|
||||||
"\n",
|
|
||||||
" # Get trade history\n",
|
|
||||||
" from_date = datetime.now() - timedelta(days=days_back)\n",
|
|
||||||
" to_date = datetime.now()\n",
|
|
||||||
"\n",
|
|
||||||
" # Get ALL deals\n",
|
|
||||||
" deals = mt.history_deals_get(from_date, to_date)\n",
|
|
||||||
"\n",
|
|
||||||
" if deals is None or len(deals) == 0:\n",
|
|
||||||
" print(\" No deals found in history\")\n",
|
|
||||||
" return 0\n",
|
|
||||||
"\n",
|
|
||||||
" # Step 1: Find ENTRY deals with TradingBot comment\n",
|
|
||||||
" entry_deals = {}\n",
|
|
||||||
" for deal in deals:\n",
|
|
||||||
" if deal.entry == 0 and deal.comment and \"TradingBot\" in deal.comment:\n",
|
|
||||||
" entry_deals[deal.position_id] = deal\n",
|
|
||||||
" \n",
|
|
||||||
" print(f\" Found {len(entry_deals)} TradingBot entry deals\")\n",
|
|
||||||
" \n",
|
|
||||||
" if not entry_deals:\n",
|
|
||||||
" print(\" No TradingBot trades found\")\n",
|
|
||||||
" return 0\n",
|
|
||||||
"\n",
|
|
||||||
" # Step 2: Find EXIT deals for those positions (any comment)\n",
|
|
||||||
" exit_deals = {}\n",
|
|
||||||
" for deal in deals:\n",
|
|
||||||
" if deal.entry == 1 and deal.position_id in entry_deals:\n",
|
|
||||||
" exit_deals[deal.position_id] = deal\n",
|
|
||||||
"\n",
|
|
||||||
" print(f\" Found {len(exit_deals)} matching exit deals\")\n",
|
|
||||||
"\n",
|
|
||||||
" synced = 0\n",
|
|
||||||
" already_logged = [t['ticket'] for t in demo_tracker.data['trades']]\n",
|
|
||||||
"\n",
|
|
||||||
" for pos_id in entry_deals:\n",
|
|
||||||
" # Skip if no exit yet (still open)\n",
|
|
||||||
" if pos_id not in exit_deals:\n",
|
|
||||||
" continue\n",
|
|
||||||
" \n",
|
|
||||||
" # Skip if already logged\n",
|
|
||||||
" if pos_id in already_logged:\n",
|
|
||||||
" continue\n",
|
|
||||||
"\n",
|
|
||||||
" entry_deal = entry_deals[pos_id]\n",
|
|
||||||
" exit_deal = exit_deals[pos_id]\n",
|
|
||||||
"\n",
|
|
||||||
" # Determine direction\n",
|
|
||||||
" direction = \"LONG\" if entry_deal.type == 0 else \"SHORT\" # 0=BUY, 1=SELL\n",
|
|
||||||
"\n",
|
|
||||||
" # Calculate profit (includes swap and commission)\n",
|
|
||||||
" profit = exit_deal.profit + exit_deal.swap + exit_deal.commission\n",
|
|
||||||
"\n",
|
|
||||||
" # Determine session\n",
|
|
||||||
" hour = datetime.fromtimestamp(entry_deal.time).hour\n",
|
|
||||||
" if 0 <= hour < 8:\n",
|
|
||||||
" session = \"asian\"\n",
|
|
||||||
" elif 8 <= hour < 13:\n",
|
|
||||||
" session = \"london\"\n",
|
|
||||||
" elif 13 <= hour < 22:\n",
|
|
||||||
" session = \"ny\"\n",
|
|
||||||
" else:\n",
|
|
||||||
" session = \"asian\"\n",
|
|
||||||
"\n",
|
|
||||||
" # Determine close reason from exit comment\n",
|
|
||||||
" exit_comment = exit_deal.comment or \"\"\n",
|
|
||||||
" if \"[sl\" in exit_comment.lower():\n",
|
|
||||||
" close_reason = \"stop_loss\"\n",
|
|
||||||
" elif \"[tp\" in exit_comment.lower():\n",
|
|
||||||
" close_reason = \"take_profit\"\n",
|
|
||||||
" else:\n",
|
|
||||||
" close_reason = \"manual\"\n",
|
|
||||||
"\n",
|
|
||||||
" # Log to tracker\n",
|
|
||||||
" demo_tracker.log_trade(\n",
|
|
||||||
" ticket=pos_id,\n",
|
|
||||||
" symbol=entry_deal.symbol,\n",
|
|
||||||
" direction=direction,\n",
|
|
||||||
" entry_price=entry_deal.price,\n",
|
|
||||||
" exit_price=exit_deal.price,\n",
|
|
||||||
" volume=entry_deal.volume,\n",
|
|
||||||
" profit=profit,\n",
|
|
||||||
" entry_time=datetime.fromtimestamp(entry_deal.time),\n",
|
|
||||||
" exit_time=datetime.fromtimestamp(exit_deal.time),\n",
|
|
||||||
" session=session,\n",
|
|
||||||
" base_confidence=0,\n",
|
|
||||||
" enhanced_score=0,\n",
|
|
||||||
" hybrid_score=0,\n",
|
|
||||||
" signal_quality=\"unknown\",\n",
|
|
||||||
" close_reason=close_reason\n",
|
|
||||||
" )\n",
|
|
||||||
" synced += 1\n",
|
|
||||||
" status = \"✅\" if profit >= 0 else \"❌\"\n",
|
|
||||||
" print(f\" {status} Synced #{pos_id}: {direction} {entry_deal.symbol} | {close_reason} | P/L: ${profit:.2f}\")\n",
|
|
||||||
"\n",
|
|
||||||
" print(f\"\\n📊 Synced {synced} trades to Demo Tracker\")\n",
|
|
||||||
" return synced\n",
|
|
||||||
"\n",
|
|
||||||
"# ==========================================\n",
|
|
||||||
"# WRAPPER FÜR SCHEDULER (Silent Mode)\n",
|
|
||||||
"# ==========================================\n",
|
|
||||||
"def scheduled_demo_tracker_sync():\n",
|
|
||||||
" \"\"\"Silent sync für Scheduler - loggt nur wenn neue Trades gefunden\"\"\"\n",
|
|
||||||
" try:\n",
|
|
||||||
" from_date = datetime.now() - timedelta(days=1)\n",
|
|
||||||
" deals = mt.history_deals_get(from_date, datetime.now())\n",
|
|
||||||
" \n",
|
|
||||||
" if deals is None or len(deals) == 0:\n",
|
|
||||||
" return 0\n",
|
|
||||||
" \n",
|
|
||||||
" # Find entry deals with TradingBot\n",
|
|
||||||
" entry_deals = {}\n",
|
|
||||||
" for deal in deals:\n",
|
|
||||||
" if deal.entry == 0 and deal.comment and \"TradingBot\" in deal.comment:\n",
|
|
||||||
" entry_deals[deal.position_id] = deal\n",
|
|
||||||
" \n",
|
|
||||||
" if not entry_deals:\n",
|
|
||||||
" return 0\n",
|
|
||||||
" \n",
|
|
||||||
" # Find exit deals\n",
|
|
||||||
" exit_deals = {}\n",
|
|
||||||
" for deal in deals:\n",
|
|
||||||
" if deal.entry == 1 and deal.position_id in entry_deals:\n",
|
|
||||||
" exit_deals[deal.position_id] = deal\n",
|
|
||||||
" \n",
|
|
||||||
" synced = 0\n",
|
|
||||||
" already_logged = [t['ticket'] for t in demo_tracker.data['trades']]\n",
|
|
||||||
" \n",
|
|
||||||
" for pos_id in entry_deals:\n",
|
|
||||||
" if pos_id not in exit_deals:\n",
|
|
||||||
" continue\n",
|
|
||||||
" if pos_id in already_logged:\n",
|
|
||||||
" continue\n",
|
|
||||||
" \n",
|
|
||||||
" entry_deal = entry_deals[pos_id]\n",
|
|
||||||
" exit_deal = exit_deals[pos_id]\n",
|
|
||||||
" \n",
|
|
||||||
" direction = \"LONG\" if entry_deal.type == 0 else \"SHORT\"\n",
|
|
||||||
" profit = exit_deal.profit + exit_deal.swap + exit_deal.commission\n",
|
|
||||||
" \n",
|
|
||||||
" hour = datetime.fromtimestamp(entry_deal.time).hour\n",
|
|
||||||
" if 0 <= hour < 8:\n",
|
|
||||||
" session = \"asian\"\n",
|
|
||||||
" elif 8 <= hour < 13:\n",
|
|
||||||
" session = \"london\"\n",
|
|
||||||
" elif 13 <= hour < 22:\n",
|
|
||||||
" session = \"ny\"\n",
|
|
||||||
" else:\n",
|
|
||||||
" session = \"asian\"\n",
|
|
||||||
" \n",
|
|
||||||
" exit_comment = exit_deal.comment or \"\"\n",
|
|
||||||
" if \"[sl\" in exit_comment.lower():\n",
|
|
||||||
" close_reason = \"stop_loss\"\n",
|
|
||||||
" elif \"[tp\" in exit_comment.lower():\n",
|
|
||||||
" close_reason = \"take_profit\"\n",
|
|
||||||
" else:\n",
|
|
||||||
" close_reason = \"manual\"\n",
|
|
||||||
" \n",
|
|
||||||
" demo_tracker.log_trade(\n",
|
|
||||||
" ticket=pos_id,\n",
|
|
||||||
" symbol=entry_deal.symbol,\n",
|
|
||||||
" direction=direction,\n",
|
|
||||||
" entry_price=entry_deal.price,\n",
|
|
||||||
" exit_price=exit_deal.price,\n",
|
|
||||||
" volume=entry_deal.volume,\n",
|
|
||||||
" profit=profit,\n",
|
|
||||||
" entry_time=datetime.fromtimestamp(entry_deal.time),\n",
|
|
||||||
" exit_time=datetime.fromtimestamp(exit_deal.time),\n",
|
|
||||||
" session=session,\n",
|
|
||||||
" close_reason=close_reason\n",
|
|
||||||
" )\n",
|
|
||||||
" synced += 1\n",
|
|
||||||
" status = \"✅\" if profit >= 0 else \"❌\"\n",
|
|
||||||
" print(f\"📊 Auto-synced #{pos_id}: {direction} {entry_deal.symbol} | {close_reason} | P/L: ${profit:.2f}\")\n",
|
|
||||||
" \n",
|
|
||||||
" return synced\n",
|
|
||||||
" except Exception as e:\n",
|
|
||||||
" logger.debug(f\"Demo sync error: {e}\")\n",
|
|
||||||
" return 0\n",
|
|
||||||
"\n",
|
|
||||||
"# Run initial sync\n",
|
|
||||||
"synced_count = sync_closed_trades_to_tracker(days_back=30)\n",
|
|
||||||
"\n",
|
|
||||||
"# Show updated stats\n",
|
|
||||||
"print(\"\\n\" + \"=\" * 50)\n",
|
|
||||||
"stats = demo_tracker.get_stats()\n",
|
|
||||||
"print(f\"📊 Total Trades in Tracker: {stats.get('total_trades', 0)}\")\n",
|
|
||||||
"print(f\"📈 Win Rate: {stats.get('win_rate', 0)*100:.1f}%\")\n",
|
|
||||||
"print(f\"💰 Total Profit: ${stats.get('total_profit', 0):.2f}\")\n",
|
|
||||||
"\n",
|
|
||||||
"# ==========================================\n",
|
|
||||||
"# ADD AUTO-SYNC TO SCHEDULER\n",
|
|
||||||
"# ==========================================\n",
|
|
||||||
"from apscheduler.triggers.interval import IntervalTrigger\n",
|
|
||||||
"\n",
|
|
||||||
"print(\"\\n\" + \"=\" * 50)\n",
|
|
||||||
"print(\"🔄 Adding Demo Tracker sync to scheduler...\")\n",
|
|
||||||
"\n",
|
|
||||||
"# Remove old job if exists\n",
|
|
||||||
"try:\n",
|
|
||||||
" scheduler.remove_job('demo_tracker_sync')\n",
|
|
||||||
" print(\" Removed old Demo Tracker sync job\")\n",
|
|
||||||
"except:\n",
|
|
||||||
" pass\n",
|
|
||||||
"\n",
|
|
||||||
"# Add sync job - every 5 minutes\n",
|
|
||||||
"scheduler.add_job(\n",
|
|
||||||
" scheduled_demo_tracker_sync,\n",
|
|
||||||
" trigger=IntervalTrigger(minutes=5),\n",
|
|
||||||
" id='demo_tracker_sync',\n",
|
|
||||||
" name='Demo Tracker Sync',\n",
|
|
||||||
" replace_existing=True,\n",
|
|
||||||
" max_instances=1\n",
|
|
||||||
")\n",
|
|
||||||
"\n",
|
|
||||||
"print(\"✅ Demo Tracker auto-sync scheduled (every 5 minutes)\")\n",
|
|
||||||
"print(\" Automatically logs closed trades to demo_test_stats.json\")\n",
|
|
||||||
"print(\"=\" * 50)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -4639,7 +4179,89 @@
|
|||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": []
|
"source": [
|
||||||
|
"# Schnelle Signal-Analyse\n",
|
||||||
|
"signal_info = extended_top_down_v2_adaptive(\"XAUUSD\")\n",
|
||||||
|
"print(f\"Signal: {signal_info['entry_signal']}\")\n",
|
||||||
|
"print(f\"Confidence: {signal_info['confidence']:.1f}%\")\n",
|
||||||
|
"print(f\"Threshold: {signal_info['adaptive_threshold']:.1f}%\")"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Detaillierter Equity Curve Status\n",
|
||||||
|
"print(\"=\" * 60)\n",
|
||||||
|
"print(\"EQUITY CURVE DETAILED STATUS\")\n",
|
||||||
|
"print(\"=\" * 60)\n",
|
||||||
|
"\n",
|
||||||
|
"# Verwende get_report() - das funktioniert sicher\n",
|
||||||
|
"print(equity_curve_manager.get_report())\n",
|
||||||
|
"\n",
|
||||||
|
"# Status Dict\n",
|
||||||
|
"status = equity_curve_manager.get_status()\n",
|
||||||
|
"\n",
|
||||||
|
"print(\"\\n📊 Equity History (letzte 10 Einträge):\")\n",
|
||||||
|
"history = equity_curve_manager.equity_history[-10:]\n",
|
||||||
|
"for i, entry in enumerate(history):\n",
|
||||||
|
" eq = entry.get('equity', 0) or 0\n",
|
||||||
|
" ts = str(entry.get('timestamp', ''))[:19]\n",
|
||||||
|
" print(f\" {i+1}. ${eq:,.2f} ({ts})\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Mit None-Handling\n",
|
||||||
|
"eq = status.get('current_equity') or 0\n",
|
||||||
|
"ma = status.get('ma_equity') or 0\n",
|
||||||
|
"diff_pct = status.get('equity_vs_ma_pct') or 0\n",
|
||||||
|
"\n",
|
||||||
|
"print(f\"\\n📈 Detaillierter Status:\")\n",
|
||||||
|
"print(f\" Aktuelle Equity: ${eq:,.2f}\")\n",
|
||||||
|
"print(f\" MA ({status.get('ma_period', 10)} Trades): ${ma:,.2f}\")\n",
|
||||||
|
"print(f\" Differenz: {diff_pct:+.1f}%\")\n",
|
||||||
|
"print(f\" Über MA: {status.get('equity_above_ma', False)}\")\n",
|
||||||
|
"print(f\" Trading Status: {status.get('status', 'unknown')}\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Recovery Info\n",
|
||||||
|
"if ma > 0 and eq < ma:\n",
|
||||||
|
" needed = ma - eq\n",
|
||||||
|
" print(f\"\\n🎯 Recovery benötigt: ${needed:,.2f} Profit\")\n",
|
||||||
|
" print(f\" Aktueller Lot Multiplier: 50%\")\n",
|
||||||
|
"elif ma > 0:\n",
|
||||||
|
" print(f\"\\n✅ NORMAL MODE - Volle Lot Size\")"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Debug: Session-Erkennung prüfen\n",
|
||||||
|
"import pytz\n",
|
||||||
|
"from datetime import datetime\n",
|
||||||
|
"\n",
|
||||||
|
"now_utc = datetime.now(pytz.UTC)\n",
|
||||||
|
"now_cet = datetime.now()\n",
|
||||||
|
"\n",
|
||||||
|
"print(f\"System Zeit: {now_cet.strftime('%H:%M:%S')}\")\n",
|
||||||
|
"print(f\"UTC Zeit: {now_utc.strftime('%H:%M:%S')}\")\n",
|
||||||
|
"print(f\"Erkannte Session: {rhythm_manager.get_current_session()}\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Manueller Check\n",
|
||||||
|
"utc_hour = now_utc.hour\n",
|
||||||
|
"print(f\"\\nUTC Stunde: {utc_hour}\")\n",
|
||||||
|
"print(f\"Erwartete Session:\")\n",
|
||||||
|
"if 13 <= utc_hour < 16:\n",
|
||||||
|
" print(\" → OVERLAP (13:00-16:00 UTC)\")\n",
|
||||||
|
"elif 8 <= utc_hour < 13:\n",
|
||||||
|
" print(\" → LONDON (08:00-13:00 UTC, vor Overlap)\")\n",
|
||||||
|
"elif 16 <= utc_hour < 21:\n",
|
||||||
|
" print(\" → NY (16:00-21:00 UTC)\")\n",
|
||||||
|
"else:\n",
|
||||||
|
" print(\" → ASIAN\")"
|
||||||
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
|
|||||||
+288
@@ -0,0 +1,288 @@
|
|||||||
|
#!/usr/bin/env python3
|
||||||
|
"""
|
||||||
|
SIGNAL CACHE - Speichert Signal-Daten für ML Training
|
||||||
|
|
||||||
|
Wenn ein Trade geöffnet wird, werden die Signal-Informationen hier gespeichert.
|
||||||
|
Wenn der Trade geschlossen wird, können die Daten abgerufen und zum demo_tracker geloggt werden.
|
||||||
|
|
||||||
|
VERWENDUNG:
|
||||||
|
from signal_cache import signal_cache
|
||||||
|
|
||||||
|
# Beim Trade-Open:
|
||||||
|
signal_cache.store(ticket_id, signal_info, enhanced_score, hybrid_score)
|
||||||
|
|
||||||
|
# Beim Trade-Close:
|
||||||
|
cached = signal_cache.get(ticket_id)
|
||||||
|
if cached:
|
||||||
|
demo_tracker.log_trade(...,
|
||||||
|
base_confidence=cached['base_confidence'],
|
||||||
|
enhanced_score=cached['enhanced_score'],
|
||||||
|
hybrid_score=cached['hybrid_score'],
|
||||||
|
signal_quality=cached['signal_quality']
|
||||||
|
)
|
||||||
|
"""
|
||||||
|
|
||||||
|
import json
|
||||||
|
import os
|
||||||
|
import logging
|
||||||
|
from datetime import datetime
|
||||||
|
from typing import Dict, Optional, Any
|
||||||
|
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
# ==========================================
|
||||||
|
# CONFIGURATION
|
||||||
|
# ==========================================
|
||||||
|
|
||||||
|
CACHE_FILE = "signal_cache.json"
|
||||||
|
MAX_CACHE_AGE_HOURS = 48 # Alte Einträge nach 48h löschen
|
||||||
|
|
||||||
|
|
||||||
|
# ==========================================
|
||||||
|
# SIGNAL CACHE CLASS
|
||||||
|
# ==========================================
|
||||||
|
|
||||||
|
class SignalCache:
|
||||||
|
"""
|
||||||
|
Cache für Trade-Signal-Daten
|
||||||
|
Persistiert auf Disk für Restart-Sicherheit
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(self, cache_file: str = CACHE_FILE):
|
||||||
|
self.cache_file = cache_file
|
||||||
|
self.cache: Dict[str, Dict] = {}
|
||||||
|
self._load_cache()
|
||||||
|
logger.info(f"SignalCache initialized with {len(self.cache)} entries")
|
||||||
|
|
||||||
|
def _load_cache(self):
|
||||||
|
"""Lädt Cache von Disk"""
|
||||||
|
if os.path.exists(self.cache_file):
|
||||||
|
try:
|
||||||
|
with open(self.cache_file, 'r') as f:
|
||||||
|
self.cache = json.load(f)
|
||||||
|
self._cleanup_old_entries()
|
||||||
|
except Exception as e:
|
||||||
|
logger.warning(f"Could not load signal cache: {e}")
|
||||||
|
self.cache = {}
|
||||||
|
|
||||||
|
def _save_cache(self):
|
||||||
|
"""Speichert Cache auf Disk"""
|
||||||
|
try:
|
||||||
|
with open(self.cache_file, 'w') as f:
|
||||||
|
json.dump(self.cache, f, indent=2, default=str)
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Could not save signal cache: {e}")
|
||||||
|
|
||||||
|
def _cleanup_old_entries(self):
|
||||||
|
"""Entfernt Einträge älter als MAX_CACHE_AGE_HOURS"""
|
||||||
|
now = datetime.now()
|
||||||
|
to_remove = []
|
||||||
|
|
||||||
|
for ticket, data in self.cache.items():
|
||||||
|
try:
|
||||||
|
timestamp = datetime.fromisoformat(data.get('timestamp', ''))
|
||||||
|
age_hours = (now - timestamp).total_seconds() / 3600
|
||||||
|
if age_hours > MAX_CACHE_AGE_HOURS:
|
||||||
|
to_remove.append(ticket)
|
||||||
|
except:
|
||||||
|
to_remove.append(ticket)
|
||||||
|
|
||||||
|
for ticket in to_remove:
|
||||||
|
del self.cache[ticket]
|
||||||
|
|
||||||
|
if to_remove:
|
||||||
|
logger.info(f"Cleaned up {len(to_remove)} old cache entries")
|
||||||
|
self._save_cache()
|
||||||
|
|
||||||
|
def store(self,
|
||||||
|
ticket: int,
|
||||||
|
signal_info: Dict[str, Any],
|
||||||
|
enhanced_score: float = 0.0,
|
||||||
|
hybrid_score: float = 0.0,
|
||||||
|
lot_multiplier: float = 1.0) -> bool:
|
||||||
|
"""
|
||||||
|
Speichert Signal-Daten für einen Trade
|
||||||
|
|
||||||
|
Args:
|
||||||
|
ticket: MT5 Order Ticket ID
|
||||||
|
signal_info: Dictionary mit Signal-Analyse Daten
|
||||||
|
enhanced_score: Enhanced Signal Score (0-100)
|
||||||
|
hybrid_score: Hybrid Score (0-100)
|
||||||
|
lot_multiplier: Equity Curve Lot Multiplier
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
True wenn erfolgreich gespeichert
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
# Extrahiere relevante Daten aus signal_info
|
||||||
|
cache_entry = {
|
||||||
|
'ticket': ticket,
|
||||||
|
'timestamp': datetime.now().isoformat(),
|
||||||
|
|
||||||
|
# Signal Analysis
|
||||||
|
'base_confidence': signal_info.get('confidence', 0),
|
||||||
|
'adaptive_threshold': signal_info.get('adaptive_threshold', 0),
|
||||||
|
'signal_quality': signal_info.get('signal_quality', 'unknown'),
|
||||||
|
'entry_signal': signal_info.get('entry_signal', 0),
|
||||||
|
|
||||||
|
# Market Regime
|
||||||
|
'market_regime': signal_info.get('market_regime', 'unknown'),
|
||||||
|
'regime_strength': signal_info.get('regime_strength', 0),
|
||||||
|
'risk_adjusted_strength': signal_info.get('risk_adjusted_strength', 0),
|
||||||
|
|
||||||
|
# Enhanced Scoring
|
||||||
|
'enhanced_score': enhanced_score,
|
||||||
|
'hybrid_score': hybrid_score,
|
||||||
|
|
||||||
|
# Equity Curve
|
||||||
|
'lot_multiplier': lot_multiplier,
|
||||||
|
|
||||||
|
# Session
|
||||||
|
'session': signal_info.get('session', 'unknown'),
|
||||||
|
}
|
||||||
|
|
||||||
|
self.cache[str(ticket)] = cache_entry
|
||||||
|
self._save_cache()
|
||||||
|
|
||||||
|
logger.info(f"Cached signal for ticket {ticket}: conf={cache_entry['base_confidence']:.1f}%, quality={cache_entry['signal_quality']}")
|
||||||
|
return True
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Failed to cache signal for ticket {ticket}: {e}")
|
||||||
|
return False
|
||||||
|
|
||||||
|
def get(self, ticket: int) -> Optional[Dict]:
|
||||||
|
"""
|
||||||
|
Holt gecachte Signal-Daten für einen Trade
|
||||||
|
|
||||||
|
Args:
|
||||||
|
ticket: MT5 Order Ticket ID
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Dict mit Signal-Daten oder None
|
||||||
|
"""
|
||||||
|
return self.cache.get(str(ticket))
|
||||||
|
|
||||||
|
def remove(self, ticket: int) -> bool:
|
||||||
|
"""
|
||||||
|
Entfernt einen Eintrag nach Verwendung
|
||||||
|
|
||||||
|
Args:
|
||||||
|
ticket: MT5 Order Ticket ID
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
True wenn erfolgreich entfernt
|
||||||
|
"""
|
||||||
|
ticket_str = str(ticket)
|
||||||
|
if ticket_str in self.cache:
|
||||||
|
del self.cache[ticket_str]
|
||||||
|
self._save_cache()
|
||||||
|
return True
|
||||||
|
return False
|
||||||
|
|
||||||
|
def get_and_remove(self, ticket: int) -> Optional[Dict]:
|
||||||
|
"""
|
||||||
|
Holt und entfernt Signal-Daten (für Trade-Close)
|
||||||
|
|
||||||
|
Args:
|
||||||
|
ticket: MT5 Order Ticket ID
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Dict mit Signal-Daten oder None
|
||||||
|
"""
|
||||||
|
data = self.get(ticket)
|
||||||
|
if data:
|
||||||
|
self.remove(ticket)
|
||||||
|
return data
|
||||||
|
|
||||||
|
def get_stats(self) -> Dict:
|
||||||
|
"""Gibt Cache-Statistiken zurück"""
|
||||||
|
return {
|
||||||
|
'total_entries': len(self.cache),
|
||||||
|
'cache_file': self.cache_file,
|
||||||
|
'oldest_entry': min(
|
||||||
|
(datetime.fromisoformat(d.get('timestamp', datetime.now().isoformat()))
|
||||||
|
for d in self.cache.values()),
|
||||||
|
default=None
|
||||||
|
),
|
||||||
|
'tickets': list(self.cache.keys())
|
||||||
|
}
|
||||||
|
|
||||||
|
def print_status(self):
|
||||||
|
"""Zeigt Cache-Status an"""
|
||||||
|
stats = self.get_stats()
|
||||||
|
print("\n" + "=" * 50)
|
||||||
|
print("SIGNAL CACHE STATUS")
|
||||||
|
print("=" * 50)
|
||||||
|
print(f" Cached Trades: {stats['total_entries']}")
|
||||||
|
print(f" Cache File: {stats['cache_file']}")
|
||||||
|
if stats['tickets']:
|
||||||
|
print(f" Tickets: {', '.join(stats['tickets'][:5])}")
|
||||||
|
if len(stats['tickets']) > 5:
|
||||||
|
print(f" ... and {len(stats['tickets']) - 5} more")
|
||||||
|
print("=" * 50)
|
||||||
|
|
||||||
|
|
||||||
|
# ==========================================
|
||||||
|
# GLOBAL INSTANCE
|
||||||
|
# ==========================================
|
||||||
|
|
||||||
|
signal_cache = SignalCache()
|
||||||
|
|
||||||
|
|
||||||
|
# ==========================================
|
||||||
|
# HELPER FUNCTIONS
|
||||||
|
# ==========================================
|
||||||
|
|
||||||
|
def store_trade_signal(ticket: int,
|
||||||
|
signal_info: Dict,
|
||||||
|
enhanced_score: float = 0.0,
|
||||||
|
hybrid_score: float = 0.0,
|
||||||
|
lot_multiplier: float = 1.0) -> bool:
|
||||||
|
"""Convenience function to store signal data"""
|
||||||
|
return signal_cache.store(ticket, signal_info, enhanced_score, hybrid_score, lot_multiplier)
|
||||||
|
|
||||||
|
|
||||||
|
def get_trade_signal(ticket: int) -> Optional[Dict]:
|
||||||
|
"""Convenience function to get and remove signal data"""
|
||||||
|
return signal_cache.get_and_remove(ticket)
|
||||||
|
|
||||||
|
|
||||||
|
def get_cache_status() -> str:
|
||||||
|
"""Returns formatted cache status"""
|
||||||
|
stats = signal_cache.get_stats()
|
||||||
|
return f"SignalCache: {stats['total_entries']} entries cached"
|
||||||
|
|
||||||
|
|
||||||
|
# ==========================================
|
||||||
|
# STANDALONE TEST
|
||||||
|
# ==========================================
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
print("Testing Signal Cache...")
|
||||||
|
|
||||||
|
# Test data
|
||||||
|
test_signal = {
|
||||||
|
'confidence': 85.5,
|
||||||
|
'adaptive_threshold': 70,
|
||||||
|
'signal_quality': 'excellent',
|
||||||
|
'entry_signal': 1,
|
||||||
|
'market_regime': 'trending',
|
||||||
|
'regime_strength': 65.0,
|
||||||
|
'risk_adjusted_strength': 12500.0,
|
||||||
|
'session': 'asian'
|
||||||
|
}
|
||||||
|
|
||||||
|
# Store
|
||||||
|
signal_cache.store(12345, test_signal, enhanced_score=78.5, hybrid_score=82.0)
|
||||||
|
|
||||||
|
# Retrieve
|
||||||
|
cached = signal_cache.get(12345)
|
||||||
|
print(f"\nCached data: {json.dumps(cached, indent=2)}")
|
||||||
|
|
||||||
|
# Status
|
||||||
|
signal_cache.print_status()
|
||||||
|
|
||||||
|
# Cleanup
|
||||||
|
signal_cache.remove(12345)
|
||||||
|
print("\nTest completed!")
|
||||||
Reference in new issue
Block a user