wip

crypto/brian/index-deep-new.py

@@ -22,21 +22,14 @@ import matplotlib.dates as mdates
 from dotenv import load_dotenv
 load_dotenv()
 
-
 # Define global constants FIRST.
 CACHE_FILE = "candles_cache.json"
 TRAINING_CACHE_FILE = "training_cache.json"
 
-
 # --- Helper Function for Timestamp Conversion ---
 def convert_timestamp(ts):
-    """
-    Safely converts a timestamp to a datetime object.
-    If the timestamp is abnormally high (e.g. in milliseconds),
-    it is divided by 1000.
-    """
     ts = float(ts)
-    if ts > 1e10:  # Likely in milliseconds
+    if ts > 1e10:
         ts /= 1000.0
     return datetime.fromtimestamp(ts)
 
@@ -44,10 +37,6 @@ def convert_timestamp(ts):
 # Historical Data Fetching Functions (Using CCXT)
 # -------------------------------
 async def fetch_historical_data(exchange, symbol, timeframe, since, end_time, batch_size=500):
-    """
-    Fetch historical OHLCV data for the given symbol and timeframe.
-    "since" and "end_time" are in milliseconds.
-    """
     candles = []
     since_ms = since
     while True:
@@ -90,7 +79,6 @@ async def get_cached_or_fetch_data(exchange, symbol, timeframe, since, end_time,
         candles = await fetch_historical_data(exchange, symbol, timeframe, since, end_time, batch_size)
         return candles
 
-
 # -------------------------------
 # Cache and Training Cache Helpers
 # -------------------------------
@@ -130,8 +118,6 @@ def save_training_cache(filename, cache):
     except Exception as e:
         print("Error saving training cache:", e)
 
-TRAINING_CACHE_FILE = "training_cache.json"
-
 # -------------------------------
 # Checkpoint Functions
 # -------------------------------
@@ -230,7 +216,6 @@ class PositionalEncoding(nn.Module):
 class TradingModel(nn.Module):
     def __init__(self, num_channels, num_timeframes, hidden_dim=128):
         super().__init__()
-        # One branch per channel.
         self.channel_branches = nn.ModuleList([
             nn.Sequential(
                 nn.Linear(FEATURES_PER_CHANNEL, hidden_dim),
@@ -309,7 +294,7 @@ def get_features_for_tf(candles_list, index, period=10):
 # -------------------------------
 class BacktestEnvironment:
     def __init__(self, candles_dict, base_tf, timeframes, window_size=None):
-        self.candles_dict = candles_dict  # full candles dict across timeframes
+        self.candles_dict = candles_dict
         self.base_tf = base_tf
         self.timeframes = timeframes
         self.full_candles = candles_dict[base_tf]
@@ -361,10 +346,10 @@ class BacktestEnvironment:
         next_candle = base[next_index]
         reward = 0.0
         if self.position is None:
-            if action == 2:  # BUY (open long)
+            if action == 2:
                 self.position = {"entry_price": next_candle["open"], "entry_index": self.current_index}
         else:
-            if action == 0:  # SELL (close trade)
+            if action == 0:
                 exit_price = next_candle["close"]
                 reward = exit_price - self.position["entry_price"]
                 trade = {
@@ -755,11 +740,6 @@ NUM_INDICATORS = 20
 FEATURES_PER_CHANNEL = 7
 ORDER_CHANNELS = 1
 
-# -------------------------------
-# Backtest Environment with Sliding Window and Order Info (Already Defined Above)
-# [See BacktestEnvironment class above]
-# -------------------------------
-
 # -------------------------------
 # General Simulation of Trades Function
 # -------------------------------
@@ -807,7 +787,10 @@ def parse_args():
     parser.add_argument('--start_fresh', action='store_true', help="Start training from scratch.")
     parser.add_argument('--main_tf', type=str, default='1m',
                         help="Desired main timeframe to focus on (e.g., '1s' or '1m').")
-    parser.add_argument('--fetch', action='store_true', help="Fetch fresh data from exchange on start.")
+    # Instead of --fetch, we now provide a --no-fetch flag that will override the default behavior.
+    parser.add_argument('--no-fetch', dest='fetch', action='store_false',
+                        help="Do NOT fetch fresh data from exchange on start.")
+    parser.set_defaults(fetch=True)
     parser.add_argument('--symbol', type=str, default='BTC/USDT', help="Trading pair symbol.")
     return parser.parse_args()
 
@@ -822,33 +805,28 @@ async def main():
     device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
     print("Using device:", device)
     
-    # If --fetch flag is provided, top-up cached OHLCV data with fresh data from exchange.
+    # With fetch defaulting to True, live mode will always try to top-up the cache.
     if args.fetch:
         import ccxt.async_support as ccxt
         exchange = ccxt.binance({'enableRateLimit': True})
         now_ms = int(time.time()*1000)
-        # Determine default "since" time based on cache.
         cached = load_candles_cache(CACHE_FILE)
         if cached and args.main_tf in cached and len(cached[args.main_tf]) > 0:
             last_ts = cached[args.main_tf][-1]['timestamp']
             since = last_ts + 1
         else:
-            # Default: fetch candles from the last 2 days.
             since = now_ms - 2*24*60*60*1000
-        # Top-up data for the main timeframe.
         print(f"Fetching fresh data for {args.symbol} on timeframe {args.main_tf} from {since} to {now_ms}...")
         fresh_candles = await get_cached_or_fetch_data(exchange, args.symbol, args.main_tf, since, now_ms)
-        # Update cache (for simplicity, we store only the main timeframe here).
         candles_dict = {args.main_tf: fresh_candles}
         save_candles_cache(CACHE_FILE, candles_dict)
         await exchange.close()
     else:
         candles_dict = load_candles_cache(CACHE_FILE)
         if not candles_dict:
-            print("No cached data available. Run with --fetch to load fresh data from the exchange.")
+            print("No cached data available. Run without --no-fetch (default) to load fresh data from the exchange.")
             return
 
-    # Define desired timeframes list.
     default_timeframes = ["1s", "1m", "5m", "15m", "1h", "1d"]
     timeframes = [tf for tf in default_timeframes if tf in candles_dict]
     if args.main_tf not in timeframes:
@@ -890,11 +868,27 @@ async def main():
                 print("No valid optimizer state found; using fresh optimizer state.")
         train_on_historical_data(env, model, device, args, start_epoch, optimizer, scheduler)
     elif args.mode == 'live':
+        import ccxt.async_support as ccxt
+        exchange = ccxt.binance({'enableRateLimit': True})
+        POLL_INTERVAL = 60  # seconds
+        async def update_live_candles():
+            nonlocal exchange, args, candles_dict
+            while True:
+                now_ms = int(time.time()*1000)
+                new_candles = await get_cached_or_fetch_data(exchange, args.symbol, args.main_tf, 
+                                                              since=now_ms - 2*60*1000, end_time=now_ms)
+                if args.main_tf in candles_dict:
+                    candles_dict[args.main_tf] = new_candles
+                else:
+                    candles_dict[args.main_tf] = new_candles
+                print("Live candles updated.")
+                await asyncio.sleep(POLL_INTERVAL)
+        asyncio.create_task(update_live_candles())
         load_best_checkpoint(model)
         env = BacktestEnvironment(candles_dict, base_tf, timeframes, window_size=100)
         preview_thread = threading.Thread(target=live_preview_loop, args=(env.candle_window, env), daemon=True)
         preview_thread.start()
-        print("Starting live trading loop. (For main_tf={} using manual override if model signal is weak.)".format(args.main_tf))
+        print("Starting live trading loop. (Using live updated data now.)")
         while True:
             if args.main_tf == "1s":
                 simulate_trades_1s(env)
@@ -921,7 +915,6 @@ async def main():
     elif args.mode == 'inference':
         load_best_checkpoint(model)
         print("Running inference...")
-        # Inference logic goes here.
     else:
         print("Invalid mode specified.")