wip

core/orchestrator.py

@@ -136,6 +136,11 @@ class TradingOrchestrator:
         self.recent_decisions: Dict[str, List[TradingDecision]] = {}    # {symbol: List[TradingDecision]}
         self.model_performance: Dict[str, Dict[str, Any]] = {}   # {model_name: {'correct': int, 'total': int, 'accuracy': float}}
         
+        # Signal accumulation for trend confirmation
+        self.signal_accumulator: Dict[str, List[Dict]] = {}  # {symbol: List[signal_data]}
+        self.required_confirmations = 3  # Number of consistent signals needed
+        self.signal_timeout_seconds = 30  # Signals expire after 30 seconds
+        
         # Model prediction tracking for dashboard visualization
         self.recent_dqn_predictions: Dict[str, deque] = {}  # {symbol: List[Dict]} - Recent DQN predictions
         self.recent_cnn_predictions: Dict[str, deque] = {}  # {symbol: List[Dict]} - Recent CNN predictions
@@ -146,6 +151,7 @@ class TradingOrchestrator:
             self.recent_dqn_predictions[symbol] = deque(maxlen=100)
             self.recent_cnn_predictions[symbol] = deque(maxlen=50)
             self.prediction_accuracy_history[symbol] = deque(maxlen=200)
+            self.signal_accumulator[symbol] = []
         
         # Decision callbacks
         self.decision_callbacks: List[Any] = []
@@ -1331,15 +1337,43 @@ class TradingOrchestrator:
                 current_position_pnl, symbol
             )
             
-            # EXECUTE EVERY SIGNAL: Remove confidence thresholds and signal accumulation
-            # The decision model has already aggregated all model outputs (CNN, DQN, transformer, etc.)
-            # So we trust its decision and execute every signal
-            reasoning['execute_every_signal'] = True
+            # SIGNAL CONFIRMATION: Only execute signals that meet confirmation criteria
+            # Apply confidence thresholds and signal accumulation for trend confirmation
+            reasoning['execute_every_signal'] = False
             reasoning['models_aggregated'] = [pred.model_name for pred in predictions]
             reasoning['aggregated_confidence'] = best_confidence
             
-            logger.info(f"EXECUTING EVERY SIGNAL: {best_action} (confidence: {best_confidence:.3f}) "
-                       f"from aggregated models: {reasoning['models_aggregated']}")
+            # Apply confidence thresholds for signal confirmation
+            if best_action != 'HOLD':
+                if best_confidence < self.confidence_threshold:
+                    logger.debug(f"Signal below confidence threshold: {best_action} {symbol} "
+                               f"(confidence: {best_confidence:.3f} < {self.confidence_threshold})")
+                    best_action = 'HOLD'
+                    best_confidence = 0.0
+                    reasoning['rejected_reason'] = 'low_confidence'
+                else:
+                    # Add signal to accumulator for trend confirmation
+                    signal_data = {
+                        'action': best_action,
+                        'confidence': best_confidence,
+                        'timestamp': timestamp,
+                        'models': reasoning['models_aggregated']
+                    }
+                    
+                    # Check if we have enough confirmations
+                    confirmed_action = self._check_signal_confirmation(symbol, signal_data)
+                    if confirmed_action:
+                        logger.info(f"SIGNAL CONFIRMED: {confirmed_action} (confidence: {best_confidence:.3f}) "
+                                   f"from aggregated models: {reasoning['models_aggregated']}")
+                        best_action = confirmed_action
+                        reasoning['signal_confirmed'] = True
+                        reasoning['confirmations_received'] = len(self.signal_accumulator[symbol])
+                    else:
+                        logger.debug(f"Signal accumulating: {best_action} {symbol} "
+                                   f"({len(self.signal_accumulator[symbol])}/{self.required_confirmations} confirmations)")
+                        best_action = 'HOLD'
+                        best_confidence = 0.0
+                        reasoning['rejected_reason'] = 'awaiting_confirmation'
             
             # Add P&L-based decision adjustment
             best_action, best_confidence = self._apply_pnl_feedback(
@@ -1923,4 +1957,46 @@ class TradingOrchestrator:
     def set_trading_executor(self, trading_executor):
         """Set the trading executor for position tracking"""
         self.trading_executor = trading_executor
-        logger.info("Trading executor set for position tracking and P&L feedback")
+        logger.info("Trading executor set for position tracking and P&L feedback")
+    
+    def _check_signal_confirmation(self, symbol: str, signal_data: Dict) -> Optional[str]:
+        """Check if we have enough signal confirmations for trend confirmation"""
+        try:
+            # Clean up expired signals
+            current_time = signal_data['timestamp']
+            self.signal_accumulator[symbol] = [
+                s for s in self.signal_accumulator[symbol] 
+                if (current_time - s['timestamp']).total_seconds() < self.signal_timeout_seconds
+            ]
+            
+            # Add new signal
+            self.signal_accumulator[symbol].append(signal_data)
+            
+            # Check if we have enough confirmations
+            if len(self.signal_accumulator[symbol]) < self.required_confirmations:
+                return None
+            
+            # Check if recent signals are consistent
+            recent_signals = self.signal_accumulator[symbol][-self.required_confirmations:]
+            actions = [s['action'] for s in recent_signals]
+            
+            # Count action consensus
+            action_counts = {}
+            for action in actions:
+                action_counts[action] = action_counts.get(action, 0) + 1
+            
+            # Find dominant action
+            dominant_action = max(action_counts, key=action_counts.get)
+            consensus_count = action_counts[dominant_action]
+            
+            # Require at least 2/3 consensus
+            if consensus_count >= max(2, self.required_confirmations * 0.67):
+                # Clear accumulator after confirmation
+                self.signal_accumulator[symbol] = []
+                return dominant_action
+            
+            return None
+            
+        except Exception as e:
+            logger.error(f"Error checking signal confirmation for {symbol}: {e}")
+            return None

web/clean_dashboard.py

@@ -5836,7 +5836,7 @@ class CleanTradingDashboard:
             logger.info(f"[ORCHESTRATOR SIGNAL] Received: {action} for {symbol} (confidence: {confidence:.3f})")
             
             # EXECUTE THE DECISION THROUGH TRADING EXECUTOR
-            if self.trading_executor:  # Execute every signal
+            if self.trading_executor and confidence > 0.5:  # Only execute confirmed signals
                 try:
                     logger.info(f"[ORCHESTRATOR EXECUTION] Attempting to execute {action} for {symbol} via trading executor...")
                     success = self.trading_executor.execute_signal(