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better vyt/sell signal proecessing/display

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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
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47
ANNOTATE/core/real_training_adapter.py
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@@ -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'):
# 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
elif pivot_event.pivot_type.endswith('H'):
action = 2 # SELL
logger.info(f"Pivot training: BUY signal at {pivot_type} (aligned with {trend_direction})")
else:
action = 0 # HOLD
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)"

2
ANNOTATE/web/static/js/chart_manager.js
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@@ -3863,7 +3863,7 @@ class ChartManager {
// Update confidence
const confPct = (confidence * 100).toFixed(0);
signalConf.textContent = `${confPct}%`;
signalConf.style.color = confidence >= 0.6 ? '#10b981' : '#9ca3af';
signalConf.style.color = confidence >= 0.5 ? '#10b981' : '#9ca3af';
} catch (error) {
console.error(`Error updating signal banner for ${timeframe}:`, error);

123
ANNOTATE/web/templates/components/training_panel.html
View File

@@ -1135,53 +1135,82 @@
}
function updatePnLTracking(action, currentPrice, timestamp) {
// Simple trading simulation: BUY opens long, SELL opens short, HOLD closes positions
if (action === 'BUY' && pnlTracker.positions.length === 0) {
// Open long position
// Paper trading simulation with proper position management
// Rules:
// 1. BUY: Close SHORT if exists, then open LONG
// 2. SELL: Close LONG if exists, then open SHORT
// 3. HOLD: Do nothing (keep existing positions)
const currentPosition = pnlTracker.positions.length > 0 ? pnlTracker.positions[0] : null;
if (action === 'BUY') {
// Close SHORT position if exists
if (currentPosition && currentPosition.action === 'SELL') {
const pnl = (currentPosition.entryPrice - currentPrice) / currentPosition.entryPrice * currentPosition.size;
pnlTracker.closedTrades.push({
entryPrice: currentPosition.entryPrice,
exitPrice: currentPrice,
pnl: pnl,
entryTime: currentPosition.entryTime,
exitTime: timestamp,
type: 'SHORT'
});
pnlTracker.totalPnL += pnl;
pnlTracker.positions = [];
console.log(`[Paper Trading] Closed SHORT @ ${currentPrice.toFixed(2)}, PnL: ${pnl >= 0 ? '+' : ''}${pnl.toFixed(2)}`);
}
// Open LONG position (if no position or just closed SHORT)
if (pnlTracker.positions.length === 0) {
pnlTracker.positions.push({
action: 'BUY',
entryPrice: currentPrice,
entryTime: timestamp,
size: pnlTracker.positionSize
});
} else if (action === 'SELL' && pnlTracker.positions.length === 0) {
// Open short position
console.log(`[Paper Trading] Opened LONG @ ${currentPrice.toFixed(2)}`);
}
} else if (action === 'SELL') {
// Close LONG position if exists
if (currentPosition && currentPosition.action === 'BUY') {
const pnl = (currentPrice - currentPosition.entryPrice) / currentPosition.entryPrice * currentPosition.size;
pnlTracker.closedTrades.push({
entryPrice: currentPosition.entryPrice,
exitPrice: currentPrice,
pnl: pnl,
entryTime: currentPosition.entryTime,
exitTime: timestamp,
type: 'LONG'
});
pnlTracker.totalPnL += pnl;
pnlTracker.positions = [];
console.log(`[Paper Trading] Closed LONG @ ${currentPrice.toFixed(2)}, PnL: ${pnl >= 0 ? '+' : ''}${pnl.toFixed(2)}`);
}
// Open SHORT position (if no position or just closed LONG)
if (pnlTracker.positions.length === 0) {
pnlTracker.positions.push({
action: 'SELL',
entryPrice: currentPrice,
entryTime: timestamp,
size: pnlTracker.positionSize
});
} else if (action === 'HOLD' && pnlTracker.positions.length > 0) {
// Close all positions
pnlTracker.positions.forEach(pos => {
let pnl = 0;
if (pos.action === 'BUY') {
// Long: profit if price went up
pnl = (currentPrice - pos.entryPrice) / pos.entryPrice * pos.size;
} else if (pos.action === 'SELL') {
// Short: profit if price went down
pnl = (pos.entryPrice - currentPrice) / pos.entryPrice * pos.size;
console.log(`[Paper Trading] Opened SHORT @ ${currentPrice.toFixed(2)}`);
}
pnlTracker.closedTrades.push({
entryPrice: pos.entryPrice,
exitPrice: currentPrice,
pnl: pnl,
entryTime: pos.entryTime,
exitTime: timestamp
});
pnlTracker.totalPnL += pnl;
});
pnlTracker.positions = [];
}
// HOLD: Do nothing, keep existing positions
// Calculate win rate
if (pnlTracker.closedTrades.length > 0) {
const wins = pnlTracker.closedTrades.filter(t => t.pnl > 0).length;
pnlTracker.winRate = pnlTracker.closedTrades.length > 0
? (wins / pnlTracker.closedTrades.length * 100)
: 0;
pnlTracker.winRate = (wins / pnlTracker.closedTrades.length * 100);
}
// Update PnL display
@@ -1192,6 +1221,38 @@
const pnlColor = pnlTracker.totalPnL >= 0 ? 'text-success' : 'text-danger';
const pnlSign = pnlTracker.totalPnL >= 0 ? '+' : '';
// Update position status in trading panel
const positionStatusEl = document.getElementById('position-status');
if (positionStatusEl) {
if (pnlTracker.positions.length > 0) {
const pos = pnlTracker.positions[0];
const posType = pos.action === 'BUY' ? 'LONG' : 'SHORT';
const posColor = pos.action === 'BUY' ? 'text-success' : 'text-danger';
positionStatusEl.textContent = posType;
positionStatusEl.className = `fw-bold ${posColor}`;
} else {
positionStatusEl.textContent = 'NO POSITION';
positionStatusEl.className = 'fw-bold text-info';
}
}
// Update session PnL
const sessionPnlEl = document.getElementById('session-pnl');
if (sessionPnlEl) {
sessionPnlEl.textContent = `${pnlSign}$${pnlTracker.totalPnL.toFixed(2)}`;
sessionPnlEl.className = `fw-bold ${pnlColor}`;
}
// Update win rate
const winRateEl = document.getElementById('win-rate');
if (winRateEl) {
const wins = pnlTracker.closedTrades.filter(t => t.pnl > 0).length;
const total = pnlTracker.closedTrades.length;
winRateEl.textContent = total > 0
? `${pnlTracker.winRate.toFixed(0)}% (${wins}/${total})`
: '0% (0/0)';
}
// Update PnL metric
const pnlElement = document.getElementById('metric-pnl');
if (pnlElement) {