fix model mappings,dash updates, trading

This commit is contained in:
Dobromir Popov
2025-07-22 15:44:59 +03:00
parent 3e35b9cddb
commit 1a54fb1d56
32 changed files with 6168 additions and 857 deletions

76
TODO.md
View File

@ -1,42 +1,56 @@
# 🚀 GOGO2 Enhanced Trading System - TODO
## 📈 **PRIORITY TASKS** (Real Market Data Only)
## 🎯 **IMMEDIATE PRIORITIES** (System Stability & Core Performance)
### **1. Real Market Data Enhancement**
- [ ] Optimize live data refresh rates for 1s timeframes
- [ ] Implement data quality validation checks
- [ ] Add redundant data sources for reliability
- [ ] Enhance WebSocket connection stability
### **1. System Stability & Dashboard**
- [ ] Ensure dashboard remains stable and responsive during training
- [ ] Fix any memory leaks or performance degradation issues
- [ ] Optimize real-time data processing to prevent system overload
- [ ] Implement graceful error handling and recovery mechanisms
- [ ] Monitor and optimize CPU/GPU resource usage
### **2. Model Architecture Improvements**
- [ ] Optimize 504M parameter model for faster inference
- [ ] Implement dynamic model scaling based on market volatility
- [ ] Add attention mechanisms for price prediction
- [ ] Enhance multi-timeframe fusion architecture
### **2. Model Training Improvements**
- [ ] Validate comprehensive state building (13,400 features) is working correctly
- [ ] Ensure enhanced reward calculation is improving model performance
- [ ] Monitor training convergence and adjust learning rates if needed
- [ ] Implement proper model checkpointing and recovery
- [ ] Track and improve model accuracy metrics
### **3. Training Pipeline Optimization**
- [ ] Implement progressive training on expanding real datasets
- [ ] Add real-time model validation against live market data
- [ ] Optimize GPU memory usage for larger batch sizes
- [ ] Implement automated hyperparameter tuning
### **3. Real Market Data Quality**
- [ ] Validate data provider is supplying consistent, high-quality market data
- [ ] Ensure COB (Change of Bid) integration is working properly
- [ ] Monitor WebSocket connections for stability and reconnection logic
- [ ] Implement data validation checks to catch corrupted or missing data
- [ ] Optimize data caching and retrieval performance
### **4. Risk Management & Real Trading**
- [ ] Implement position sizing based on market volatility
- [ ] Add dynamic leverage adjustment
- [ ] Implement stop-loss and take-profit automation
- [ ] Add real-time portfolio risk monitoring
### **4. Core Trading Logic**
- [ ] Verify orchestrator is making sensible trading decisions
- [ ] Ensure confidence thresholds are properly calibrated
- [ ] Monitor position management and risk controls
- [ ] Validate trading executor is working reliably
- [ ] Track actual vs. expected trading performance
### **5. Performance & Monitoring**
- [ ] Add real-time performance benchmarking
- [ ] Implement comprehensive logging for all trading decisions
- [ ] Add real-time PnL tracking and reporting
- [ ] Optimize dashboard update frequencies
## 📊 **MONITORING & VISUALIZATION** (Deferred)
### **6. Model Interpretability**
- [ ] Add visualization for model decision making
- [ ] Implement feature importance analysis
- [ ] Add attention visualization for CNN layers
- [ ] Create real-time decision explanation system
### **TensorBoard Integration** (Ready but Deferred)
- [x] **Completed**: TensorBoardLogger utility class with comprehensive logging methods
- [x] **Completed**: Integration in enhanced_rl_training_integration.py for training metrics
- [x] **Completed**: Enhanced run_tensorboard.py with improved visualization options
- [x] **Completed**: Feature distribution analysis and state quality monitoring
- [x] **Completed**: Reward component tracking and model performance comparison
**Status**: TensorBoard integration is fully implemented and ready for use, but **deferred until core system stability is achieved**. Once the training system is stable and performing well, TensorBoard can be activated to provide detailed training visualization and monitoring.
**Usage** (when activated):
```bash
python run_tensorboard.py # Access at http://localhost:6006
```
### **Future Monitoring Enhancements**
- [ ] Real-time performance benchmarking dashboard
- [ ] Comprehensive logging for all trading decisions
- [ ] Real-time PnL tracking and reporting
- [ ] Model interpretability and decision explanation system
## Implemented Enhancements1. **Enhanced CNN Architecture** - [x] Implemented deeper CNN with residual connections for better feature extraction - [x] Added self-attention mechanisms to capture temporal patterns - [x] Implemented dueling architecture for more stable Q-value estimation - [x] Added more capacity to prediction heads for better confidence estimation2. **Improved Training Pipeline** - [x] Created example sifting dataset to prioritize high-quality training examples - [x] Implemented price prediction pre-training to bootstrap learning - [x] Lowered confidence threshold to allow more trades (0.4 instead of 0.5) - [x] Added better normalization of state inputs3. **Visualization and Monitoring** - [x] Added detailed confidence metrics tracking - [x] Implemented TensorBoard logging for pre-training and RL phases - [x] Added more comprehensive trading statistics4. **GPU Optimization & Performance** - [x] Fixed GPU detection and utilization during training - [x] Added GPU memory monitoring during training - [x] Implemented mixed precision training for faster GPU-based training - [x] Optimized batch sizes for GPU training5. **Trading Metrics & Monitoring** - [x] Added trade signal rate display and tracking - [x] Implemented counter for actions per second/minute/hour - [x] Added visualization of trading frequency over time - [x] Created moving average of trade signals to show trends6. **Reward Function Optimization** - [x] Revised reward function to better balance profit and risk - [x] Implemented progressive rewards based on holding time - [x] Added penalty for frequent trading (to reduce noise) - [x] Implemented risk-adjusted returns (Sharpe ratio) in reward calculation