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This commit is contained in:
Dobromir Popov
2025-04-01 13:46:53 +03:00
parent a46b2c74f8
commit 73c5ecb0d2
17 changed files with 2279 additions and 736 deletions
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20
NN/utils/signal_interpreter.py
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@ -25,10 +25,10 @@ class SignalInterpreter:
"""
self.config = config or {}
# Signal thresholds - higher thresholds for high-leverage trading
self.buy_threshold = self.config.get('buy_threshold', 0.65)
self.sell_threshold = self.config.get('sell_threshold', 0.65)
self.hold_threshold = self.config.get('hold_threshold', 0.75)
# Signal thresholds - lower thresholds to increase trade frequency
self.buy_threshold = self.config.get('buy_threshold', 0.35)
self.sell_threshold = self.config.get('sell_threshold', 0.35)
self.hold_threshold = self.config.get('hold_threshold', 0.60)
# Adaptive parameters
self.confidence_multiplier = self.config.get('confidence_multiplier', 1.0)
@ -45,14 +45,14 @@ class SignalInterpreter:
self.current_position = None # None = no position, 'long' = buy, 'short' = sell
# Filters for better signal quality
self.trend_filter_enabled = self.config.get('trend_filter_enabled', True)
self.volume_filter_enabled = self.config.get('volume_filter_enabled', True)
self.oscillation_filter_enabled = self.config.get('oscillation_filter_enabled', True)
self.trend_filter_enabled = self.config.get('trend_filter_enabled', False) # Disable trend filter by default
self.volume_filter_enabled = self.config.get('volume_filter_enabled', False) # Disable volume filter by default
self.oscillation_filter_enabled = self.config.get('oscillation_filter_enabled', False) # Disable oscillation filter by default
# Sensitivity parameters
self.min_price_movement = self.config.get('min_price_movement', 0.0005) # 0.05% minimum expected movement
self.hold_cooldown = self.config.get('hold_cooldown', 3) # Minimum periods to wait after a HOLD
self.consecutive_signals_required = self.config.get('consecutive_signals_required', 2)
self.min_price_movement = self.config.get('min_price_movement', 0.0001) # Lower price movement threshold
self.hold_cooldown = self.config.get('hold_cooldown', 1) # Shorter hold cooldown
self.consecutive_signals_required = self.config.get('consecutive_signals_required', 1) # Require only one signal
# State tracking
self.consecutive_buy_signals = 0