better vyt/sell signal proecessing/display

This commit is contained in:
Dobromir Popov
2025-12-10 01:50:18 +02:00
parent 199235962b
commit 2fea288f62
3 changed files with 135 additions and 53 deletions

View File

@@ -316,7 +316,14 @@ class RealTrainingAdapter:
return None
def _create_pivot_training_batch(self, model_inputs: Dict, pivot_event, inference_ref) -> Optional[Dict]:
"""Create training batch from inference inputs and pivot event"""
"""
Create training batch from inference inputs and pivot event
Strategy: Train to execute trades on L2 pivots that align with upper trend
- L2L (support) in UPTREND → BUY
- L2H (resistance) in DOWNTREND → SELL
- Misaligned pivots → HOLD (don't trade against trend)
"""
try:
import torch
@@ -327,15 +334,29 @@ class RealTrainingAdapter:
# Get device
device = next(iter(batch.values())).device if batch else torch.device('cpu')
# Determine action from pivot type
# L2L, L3L, etc. -> BUY (support levels)
# L2H, L3H, etc. -> SELL (resistance levels)
if pivot_event.pivot_type.endswith('L'):
action = 1 # BUY
elif pivot_event.pivot_type.endswith('H'):
action = 2 # SELL
else:
action = 0 # HOLD
# Get trend direction from pivot event (if available)
trend_direction = getattr(pivot_event, 'trend_direction', 'sideways')
pivot_type = pivot_event.pivot_type
# Determine action based on pivot type AND trend alignment
# Only trade when pivot aligns with trend
action = 0 # Default: HOLD
if pivot_type in ['L2L', 'L3L']: # Support levels (lows)
# BUY only if in UPTREND (buying at support in uptrend)
if trend_direction in ['up', 'uptrend', 'UPTREND']:
action = 1 # BUY
logger.info(f"Pivot training: BUY signal at {pivot_type} (aligned with {trend_direction})")
else:
logger.debug(f"Pivot training: HOLD at {pivot_type} (not aligned with {trend_direction})")
elif pivot_type in ['L2H', 'L3H']: # Resistance levels (highs)
# SELL only if in DOWNTREND (selling at resistance in downtrend)
if trend_direction in ['down', 'downtrend', 'DOWNTREND']:
action = 2 # SELL
logger.info(f"Pivot training: SELL signal at {pivot_type} (aligned with {trend_direction})")
else:
logger.debug(f"Pivot training: HOLD at {pivot_type} (not aligned with {trend_direction})")
batch['actions'] = torch.tensor([[action]], dtype=torch.long, device=device)
@@ -4824,7 +4845,7 @@ class RealTrainingAdapter:
Execute trade based on signal, respecting position management rules
Rules:
1. Only execute if confidence >= 0.6
1. Only execute if confidence >= 0.5 (lowered for more learning opportunities)
2. Only open new position if no position is currently open
3. Close position on opposite signal
4. Track all executed trades for visualization
@@ -4836,8 +4857,8 @@ class RealTrainingAdapter:
confidence = signal['confidence']
timestamp = signal['timestamp']
# Rule 1: Confidence threshold
if confidence < 0.6:
# Rule 1: Confidence threshold (lowered to 0.5 for more learning opportunities)
if confidence < 0.5:
return None # Rejected: low confidence
# Rule 2 & 3: Position management
@@ -4962,8 +4983,8 @@ class RealTrainingAdapter:
confidence = signal['confidence']
position = session.get('position')
if confidence < 0.6:
return f"Low confidence ({confidence:.2f} < 0.6)"
if confidence < 0.5:
return f"Low confidence ({confidence:.2f} < 0.5)"
if action == 'HOLD':
return "HOLD signal (no trade)"