combined edits

NN/utils/data_interface.py

@@ -21,7 +21,7 @@ if project_root not in sys.path:
     sys.path.append(project_root)
 
 # Import BinanceHistoricalData from the root module
-from realtime import BinanceHistoricalData
+from dataprovider_realtime import BinanceHistoricalData
 
 logger = logging.getLogger(__name__)
 

add_test_trades.py

@@ -1,7 +1,7 @@
 from datetime import datetime, timedelta
 import random
 import time
-from realtime import RealTimeChart
+from dataprovider_realtime import RealTimeChart
 
 # Create a standalone chart instance
 chart = RealTimeChart('BTC/USDT')

generate_trades.py

@@ -1,5 +1,5 @@
 from datetime import datetime
-from realtime import RealTimeChart
+from dataprovider_realtime import RealTimeChart
 
 chart = RealTimeChart('BTC/USDT')
 

main.py

@@ -29,7 +29,7 @@ from PIL import Image
 import matplotlib.pyplot as mpf
 import matplotlib.gridspec as gridspec
 import datetime
-from realtime import BinanceWebSocket, BinanceHistoricalData
+from dataprovider_realtime import BinanceWebSocket, BinanceHistoricalData
 from datetime import datetime as dt
 # Add Dash-related imports
 import dash
@@ -376,7 +376,7 @@ def main():
     
     # Initialize real-time charts and data interfaces
     try:
-        from realtime import RealTimeChart
+        from dataprovider_realtime import RealTimeChart
         
         # Create a real-time chart for each symbol
         charts = {}
@@ -1152,7 +1152,7 @@ from PIL import Image
 import matplotlib.pyplot as mpf
 import matplotlib.gridspec as gridspec
 import datetime
-from realtime import BinanceWebSocket, BinanceHistoricalData
+from dataprovider_realtime import BinanceWebSocket, BinanceHistoricalData
 from datetime import datetime as dt
 # Add Dash-related imports
 import dash

test_positions.py

@@ -0,0 +1,116 @@
+from NN.environments.trading_env import TradingEnvironment
+import logging
+import numpy as np
+import pandas as pd
+import os
+import sys
+from datetime import datetime, timedelta
+
+# Add the project root directory to the path
+sys.path.append(os.path.dirname(os.path.abspath(__file__)))
+
+# Configure logging
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+# Create a mock data interface class
+class MockDataInterface:
+    def __init__(self, symbol, timeframes):
+        self.symbol = symbol
+        self.timeframes = timeframes
+        self.dataframes = {}
+        
+        # Create mock data for each timeframe
+        for tf in timeframes:
+            self.dataframes[tf] = self._create_mock_data(tf)
+    
+    def _create_mock_data(self, timeframe):
+        # Generate timestamps
+        end_time = datetime.now()
+        if timeframe == '1m':
+            start_time = end_time - timedelta(minutes=1000)
+            freq = 'T'  # minute frequency
+        elif timeframe == '5m':
+            start_time = end_time - timedelta(minutes=5000)
+            freq = '5T'
+        else:  # '15m'
+            start_time = end_time - timedelta(minutes=15000)
+            freq = '15T'
+        
+        dates = pd.date_range(start=start_time, end=end_time, freq=freq)
+        
+        # Create price data with some random walk behavior
+        np.random.seed(42)  # For reproducibility
+        price = 1000.0
+        prices = [price]
+        for _ in range(len(dates) - 1):
+            price = price * (1 + np.random.normal(0, 0.005))  # 0.5% daily volatility
+            prices.append(price)
+        
+        # Calculate OHLCV data
+        df = pd.DataFrame(index=dates)
+        df['close'] = prices
+        df['open'] = df['close'].shift(1).fillna(df['close'].iloc[0] * 0.999)
+        df['high'] = df['close'] * (1 + abs(np.random.normal(0, 0.001, len(df))))
+        df['low'] = df['open'] * (1 - abs(np.random.normal(0, 0.001, len(df))))
+        df['volume'] = np.random.normal(1000, 100, len(df))
+        
+        return df
+
+# Create mock data interface
+di = MockDataInterface('ETH/USDT', ['1m', '5m', '15m'])
+
+# Create environment
+env = TradingEnvironment(di, initial_balance=1000.0, max_position=0.1)
+
+# Run multiple episodes to accumulate some trade history
+for episode in range(3):
+    logger.info(f"Episode {episode+1}/3")
+    
+    # Reset environment
+    observation = env.reset()
+    
+    # Run episode
+    for step in range(100):
+        # Choose action: 0=Buy, 1=Sell, 2=Hold
+        # Use a more deliberate pattern to generate trades
+        if step % 10 == 0:
+            action = 0  # Buy
+        elif step % 10 == 5:
+            action = 1  # Sell
+        else:
+            action = 2  # Hold
+            
+        # Take action
+        observation, reward, done, info = env.step(action)
+        
+        # Print trade information if a trade was made
+        if 'trade_result' in info:
+            trade = info['trade_result']
+            print(f"\nTrade executed:")
+            print(f"Action: {['BUY', 'SELL', 'HOLD'][trade['action']]}")
+            print(f"Price: {trade['price']:.4f}")
+            print(f"Position change: {trade['prev_position']:.4f} -> {trade['new_position']:.4f}")
+            print(f"Entry price: {trade.get('entry_price', 0):.4f}")
+            if trade.get('realized_pnl', 0) != 0:
+                print(f"Realized PnL: {trade['realized_pnl']:.4f}")
+            print(f"Balance: {trade['balance_before']:.2f} -> {trade['balance_after']:.2f}")
+        
+        # End episode if done
+        if done:
+            break
+
+# Render environment with final state
+print("\n\nFinal environment state:")
+env.render()
+
+# Print detailed information about the last 5 positions
+positions = env.get_last_positions(5)
+print("\nDetailed position history:")
+for i, pos in enumerate(positions):
+    print(f"\nPosition {i+1}:")
+    for key, value in pos.items():
+        if isinstance(value, float):
+            print(f"  {key}: {value:.4f}")
+        else:
+            print(f"  {key}: {value}") 

test_timestamps.py

@@ -1,5 +1,5 @@
 from datetime import datetime, timedelta
-from realtime import RealTimeChart
+from dataprovider_realtime import RealTimeChart
 
 # Create a chart instance
 chart = RealTimeChart('BTC/USDT')

trading_main.py

@@ -72,7 +72,7 @@ def main():
     
     # Initialize real-time charts and data interfaces
     try:
-        from realtime import RealTimeChart
+        from dataprovider_realtime import RealTimeChart
         
         # Create a real-time chart for each symbol
         charts = {}

train_cnn_with_realtime.py

@@ -35,7 +35,7 @@ logger = logging.getLogger('realtime_training')
 
 # Import the model and data interfaces
 from NN.models.cnn_model_pytorch import CNNModelPyTorch
-from realtime import MultiTimeframeDataInterface
+from dataprovider_realtime import MultiTimeframeDataInterface
 from NN.utils.signal_interpreter import SignalInterpreter
 
 # Global variables for graceful shutdown

train_dqn.py

@@ -30,7 +30,7 @@ import train_config
 
 # Import key components
 from NN.models.dqn_agent import DQNAgent
-from realtime import MultiTimeframeDataInterface
+from dataprovider_realtime import MultiTimeframeDataInterface
 
 # Configure logging
 log_dir = Path("logs")

train_hybrid.py

@@ -39,7 +39,7 @@ import train_config
 # Import key components
 from NN.models.cnn_model_pytorch import CNNModelPyTorch
 from NN.models.dqn_agent import DQNAgent
-from realtime import MultiTimeframeDataInterface, RealTimeChart
+from dataprovider_realtime import MultiTimeframeDataInterface, RealTimeChart
 from NN.utils.signal_interpreter import SignalInterpreter
 
 # Global variables for graceful shutdown
@@ -241,7 +241,7 @@ class HybridModel:
     def _initialize_chart(self):
         """Initialize the RealTimeChart for visualization"""
         try:
-            from realtime import RealTimeChart
+            from dataprovider_realtime import RealTimeChart
             
             symbol = self.config['market_data']['symbol']
             self.logger.info(f"Initializing RealTimeChart for {symbol}")

train_improved_rl.py

@@ -27,7 +27,7 @@ if project_root not in sys.path:
 from NN.models.dqn_agent import DQNAgent
 from NN.utils.trading_env import TradingEnvironment
 from NN.utils.data_interface import DataInterface
-from realtime import BinanceHistoricalData, RealTimeChart
+from dataprovider_realtime import BinanceHistoricalData, RealTimeChart
 
 # Configure logging
 log_filename = f'improved_rl_training_{datetime.now().strftime("%Y%m%d_%H%M%S")}.log'

train_rl_with_realtime.py

@@ -1055,7 +1055,7 @@ async def start_realtime_chart(symbol="ETH/USDT", port=8050, manual_mode=False):
     Returns:
         tuple: (RealTimeChart instance, websocket task)
     """
-    from realtime import RealTimeChart
+    from dataprovider_realtime import RealTimeChart
     
     try:
         logger.info(f"Initializing RealTimeChart for {symbol}")
@@ -1105,7 +1105,7 @@ async def start_realtime_chart(symbol="ETH/USDT", port=8050, manual_mode=False):
 
 def _add_trade_compat(chart, price, timestamp, amount, pnl=0.0, action="BUY"):
     """Compatibility function for adding trades to the chart"""
-    from realtime import Position
+    from dataprovider_realtime import Position
     
     try:
         # Create a new position