Merge commit '621a2505bd55db0f8295e5379638d7b1c7523620'
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commit
8dafb6d310
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.gitignore
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.gitignore
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@ -32,4 +32,6 @@ crypto/sol/.vs/*
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crypto/brian/models/best/*
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crypto/brian/models/last/*
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crypto/brian/live_chart.html
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crypto/gogo2/models/*
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crypto/gogo2/trading_bot.log
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*.log
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crypto/gogo2/checkpoints/trading_agent_episode_30.pt
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crypto/gogo2/.vscode/launch.json
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crypto/gogo2/.vscode/launch.json
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@ -6,7 +6,7 @@
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"type": "python",
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"request": "launch",
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"program": "main.py",
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"args": ["--mode", "train", "--episodes", "1000"],
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"args": ["--mode", "train", "--episodes", "100"],
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"console": "integratedTerminal",
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"justMyCode": true
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},
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@ -36,6 +36,15 @@
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"args": ["--mode", "live"],
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"console": "integratedTerminal",
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"justMyCode": true
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},
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{
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"name": "Continuous Training",
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"type": "python",
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"request": "launch",
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"program": "main.py",
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"args": ["--mode", "continuous", "--refresh-data"],
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"console": "integratedTerminal",
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"justMyCode": true
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}
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]
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}
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crypto/gogo2/_notes.md
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crypto/gogo2/_notes.md
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@ -0,0 +1,24 @@
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ensure we use GPU if available to train faster. during training we need to have RL loop that looks at streaming data, and retrospective backtesting/training on predictions. sincr the start of the traing we're only loosing. implement robust penalty and analysis when closing a loosing trade and improve the reward function.
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2025-03-10 12:11:28,651 - INFO - Initialized environment with 500 candles
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C:\Users\popov\miniforge3\Lib\site-packages\torch\nn\modules\transformer.py:385: UserWarning: enable_nested_tensor is True, but self.use_nested_tensor is False because encoder_layer.self_attn.batch_first was not True(use batch_first for better inference performance)
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warnings.warn(
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main.py:1105: FutureWarning: `torch.cuda.amp.GradScaler(args...)` is deprecated. Please use `torch.amp.GradScaler('cuda', args...)` instead.
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self.scaler = amp.GradScaler()
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C:\Users\popov\miniforge3\Lib\site-packages\torch\amp\grad_scaler.py:132: UserWarning: torch.cuda.amp.GradScaler is enabled, but CUDA is not available. Disabling.
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warnings.warn(
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2025-03-10 12:11:30,927 - INFO - Starting training for 1000 episodes...
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2025-03-10 12:11:30,927 - INFO - Starting training on device: cpu
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2025-03-10 12:11:30,928 - ERROR - Training failed: 'TradingEnvironment' object has no attribute 'initialize_price_predictor'
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2025-03-10 12:11:30,928 - INFO - Exchange connection closed
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Backend tkagg is interactive backend. Turning interactive mode on.
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2025-03-10 12:35:14,489 - INFO - Episode 34: Reward=232.41, Balance=$98.47, Win Rate=70.6%, Trades=17, Episode PnL=$-1.33, Total PnL=$-559.78, Max Drawdown=7.0%, Pred Accuracy=99.9%
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crypto/gogo2/checkpoints/best_metrics.json
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crypto/gogo2/checkpoints/best_metrics.json
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{"best_reward": 202.7441047517104, "best_pnl": 9.19044876852315, "best_win_rate": 73.33333333333333, "last_episode": 30, "timestamp": "2025-03-10T16:25:14.651996"}
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crypto/gogo2/cuda.py
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crypto/gogo2/cuda.py
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import torch
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print(f"PyTorch version: {torch.__version__}")
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print(f"CUDA available: {torch.cuda.is_available()}")
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print(f"CUDA version: {torch.version.cuda if torch.cuda.is_available() else 'Not available'}")
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crypto/gogo2/main.py
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crypto/gogo2/main.py
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@ -46,6 +46,12 @@ pip install -r requirements.txt
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```bash
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MEXC_API_KEY=your_api_key
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MEXC_API_SECRET=your_api_secret
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cuda support
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```bash
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pip install torch torchvision torchaudio --index-url https://download.pytorch.org/whl/cu118
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```
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## Usage
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websockets>=10.0
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tensorboard>=2.6.0
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scikit-learn
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mplfinance
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crypto/gogo2/trading_bot.log
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crypto/gogo2/trading_bot.log
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crypto/gogo2/training_results.png
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crypto/gogo2/training_results.png
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crypto/gogo2/training_stats.csv
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crypto/gogo2/training_stats.csv
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episode_rewards,episode_lengths,balances,win_rates,episode_pnls,cumulative_pnl,drawdowns,prediction_accuracy
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crypto/gogo2/visualizations/training_episode_30.png
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crypto/gogo2/visualizations/training_episode_30.png
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