a bit of cleanup

This commit is contained in:
Dobromir Popov
2025-05-30 19:35:11 +03:00
parent c6386a3718
commit 249ec6f5a7
9 changed files with 1739 additions and 510 deletions

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@ -49,4 +49,17 @@ course, data must be normalized to the max and min of the highest timeframe, so
# training CNN model
run cnn training fron the dashboard as well - on each pivot point we inference and pipe results to the RL model, and train on the data we got for the previous pivotrun cnn training fron the dashboard as well - on each pivot point we inference and pipe results to the RL model, and train on the data we got for the previous pivot
run cnn training fron the dashboard as well - on each pivot point we inference and pipe results to the RL model, and train on the data we got for the previous pivotrun cnn training fron the dashboard as well - on each pivot point we inference and pipe results to the RL model, and train on the data we got for the previous pivot
well, we have sell signals. don't we sell at the exact moment when we have long position and execute a sell signal? I see now we're totaly invested. change the model outputs too include cash signal (or learn to make decision to not enter position when we're not certain about where the market will go. this way we will only enter when the price move is clearly visible and most probable) learn to not be so certain when we made a bad trade (replay both entering and exiting position) we can do that by storing the models input data when we make a decision and then train with the known output. This is why we wanted to have a central data probider class which will be preparing the data for all the models er inference and train.
I see we're always invested.adjust the training, reward functions and possibly model outputs to include CASH signal where we sell our positions but we keep off the market. or use the orchestrator to learn to make that decison when gets uncertain signals from the expert models.mods hould learn to effectively spot setups in the market which are with high risk/reward level and act on theese
also, implement risk management (stop loss)
make all dashboard processes run on the server without need of dashboard page to be open in a browser. add Start/Stop toggle on the dash to control it, but all processes should hapen on the server and the dash is just a way to display and contrl them. auto start when we start the web server.
if that does not work I think we can make it simpler and easier to train if we have just 2 model actions buy/sell. we don't need hold signal, as until we have action we hold. And when we are long and we get a sell signal - we close. and enter short on consequtive sell signal. also, we will have different thresholds for entering and exiting. learning to enter when we are more certain
this will also help us simplify the training and our codebase to keep it easy to develop.
as our models are chained, it does not make sense anymore to train them separately. so remove all modes from main_clean and all referenced code. we use only web mode wherehe flow is: we collect data, calculate indicators and pivot points -> CNN -> RL => orchestrator -> broker/web