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fix Pnl, cob

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This commit is contained in:
Dobromir Popov
2025-06-25 20:22:43 +03:00
parent 7d00a281ba
commit 2f712c9d6a
3 changed files with 446 additions and 83 deletions
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54
main.py
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@ -212,8 +212,15 @@ async def start_training_loop(orchestrator, trading_executor):
}
try:
# Start real-time processing
await orchestrator.start_realtime_processing()
# Start real-time processing (Basic orchestrator doesn't have this method)
try:
if hasattr(orchestrator, 'start_realtime_processing'):
await orchestrator.start_realtime_processing()
logger.info("Real-time processing started")
else:
logger.info("Basic orchestrator - no real-time processing method available")
except Exception as e:
logger.warning(f"Real-time processing not available: {e}")
# Main training loop
iteration = 0
@ -223,8 +230,17 @@ async def start_training_loop(orchestrator, trading_executor):
logger.info(f"Training iteration {iteration}")
# Make coordinated decisions (this triggers CNN and RL training)
decisions = await orchestrator.make_coordinated_decisions()
# Make trading decisions using Basic orchestrator (single symbol method)
decisions = {}
symbols = ['ETH/USDT'] # Focus on ETH only for training
for symbol in symbols:
try:
decision = await orchestrator.make_trading_decision(symbol)
decisions[symbol] = decision
except Exception as e:
logger.warning(f"Error making decision for {symbol}: {e}")
decisions[symbol] = None
# Process decisions and collect training metrics
iteration_decisions = 0
@ -301,12 +317,16 @@ async def start_training_loop(orchestrator, trading_executor):
logger.info(f"Checkpoints: {checkpoint_stats['total_checkpoints']} total, "
f"{checkpoint_stats['total_size_mb']:.2f} MB")
# Log COB integration status
for symbol in orchestrator.symbols:
cob_features = orchestrator.latest_cob_features.get(symbol)
cob_state = orchestrator.latest_cob_state.get(symbol)
if cob_features is not None:
logger.info(f"{symbol} COB: CNN features {cob_features.shape}, DQN state {cob_state.shape if cob_state is not None else 'None'}")
# Log COB integration status (Basic orchestrator doesn't have COB features)
symbols = getattr(orchestrator, 'symbols', ['ETH/USDT'])
if hasattr(orchestrator, 'latest_cob_features'):
for symbol in symbols:
cob_features = orchestrator.latest_cob_features.get(symbol)
cob_state = orchestrator.latest_cob_state.get(symbol)
if cob_features is not None:
logger.info(f"{symbol} COB: CNN features {cob_features.shape}, DQN state {cob_state.shape if cob_state is not None else 'None'}")
else:
logger.debug("Basic orchestrator - no COB integration features available")
# Sleep between iterations
await asyncio.sleep(5) # 5 second intervals
@ -338,8 +358,18 @@ async def start_training_loop(orchestrator, trading_executor):
except Exception as e:
logger.warning(f"Error saving final checkpoints: {e}")
await orchestrator.stop_realtime_processing()
await orchestrator.stop_cob_integration()
# Stop real-time processing (Basic orchestrator doesn't have these methods)
try:
if hasattr(orchestrator, 'stop_realtime_processing'):
await orchestrator.stop_realtime_processing()
except Exception as e:
logger.warning(f"Error stopping real-time processing: {e}")
try:
if hasattr(orchestrator, 'stop_cob_integration'):
await orchestrator.stop_cob_integration()
except Exception as e:
logger.warning(f"Error stopping COB integration: {e}")
logger.info("Training loop stopped with checkpoint management")
async def main():