fixes
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@ -1007,6 +1007,17 @@ class TradingOrchestrator:
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if enhanced_features is not None:
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# Get CNN prediction - use the actual underlying model
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try:
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# Ensure features are properly shaped and limited
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if isinstance(enhanced_features, np.ndarray):
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# Flatten and limit features to prevent shape mismatches
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enhanced_features = enhanced_features.flatten()
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if len(enhanced_features) > 100: # Limit to 100 features
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enhanced_features = enhanced_features[:100]
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elif len(enhanced_features) < 100: # Pad with zeros
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padded = np.zeros(100)
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padded[:len(enhanced_features)] = enhanced_features
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enhanced_features = padded
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if hasattr(model.model, 'act'):
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# Use the CNN's act method
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action_result = model.model.act(enhanced_features, explore=False)
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@ -1020,7 +1031,7 @@ class TradingOrchestrator:
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action_probs = [0.1, 0.1, 0.8] # Default distribution
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action_probs[action_idx] = confidence
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else:
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# Fallback to generic predict method
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# Fallback to generic predict method
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action_probs, confidence = model.predict(enhanced_features)
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except Exception as e:
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logger.warning(f"CNN prediction failed: {e}")
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@ -1138,6 +1149,17 @@ class TradingOrchestrator:
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)
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if feature_matrix is not None:
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# Ensure feature_matrix is properly shaped and limited
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if isinstance(feature_matrix, np.ndarray):
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# Flatten and limit features to prevent shape mismatches
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feature_matrix = feature_matrix.flatten()
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if len(feature_matrix) > 2000: # Limit to 2000 features for generic models
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feature_matrix = feature_matrix[:2000]
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elif len(feature_matrix) < 2000: # Pad with zeros
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padded = np.zeros(2000)
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padded[:len(feature_matrix)] = feature_matrix
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feature_matrix = padded
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prediction_result = model.predict(feature_matrix)
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# Handle different return formats from model.predict()
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@ -1833,4 +1855,101 @@ class TradingOrchestrator:
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def set_trading_executor(self, trading_executor):
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"""Set the trading executor for position tracking"""
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self.trading_executor = trading_executor
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logger.info("Trading executor set for position tracking and P&L feedback")
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logger.info("Trading executor set for position tracking and P&L feedback")
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def _get_current_price(self, symbol: str) -> float:
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"""Get current price for symbol"""
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try:
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# Try to get from data provider
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if self.data_provider:
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try:
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# Try different methods to get current price
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if hasattr(self.data_provider, 'get_latest_data'):
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latest_data = self.data_provider.get_latest_data(symbol)
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if latest_data and 'price' in latest_data:
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return float(latest_data['price'])
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elif latest_data and 'close' in latest_data:
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return float(latest_data['close'])
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elif hasattr(self.data_provider, 'get_current_price'):
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return float(self.data_provider.get_current_price(symbol))
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elif hasattr(self.data_provider, 'get_latest_candle'):
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latest_candle = self.data_provider.get_latest_candle(symbol, '1m')
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if latest_candle and 'close' in latest_candle:
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return float(latest_candle['close'])
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except Exception as e:
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logger.debug(f"Could not get price from data provider: {e}")
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# Try to get from universal adapter
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if self.universal_adapter:
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try:
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data_stream = self.universal_adapter.get_latest_data(symbol)
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if data_stream and hasattr(data_stream, 'current_price'):
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return float(data_stream.current_price)
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except Exception as e:
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logger.debug(f"Could not get price from universal adapter: {e}")
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# Fallback to default prices
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default_prices = {
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'ETH/USDT': 2500.0,
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'BTC/USDT': 108000.0
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}
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return default_prices.get(symbol, 1000.0)
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except Exception as e:
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logger.error(f"Error getting current price for {symbol}: {e}")
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# Return default price based on symbol
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if 'ETH' in symbol:
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return 2500.0
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elif 'BTC' in symbol:
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return 108000.0
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else:
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return 1000.0
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def _generate_fallback_prediction(self, symbol: str) -> Dict[str, Any]:
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"""Generate fallback prediction when models fail"""
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try:
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return {
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'action': 'HOLD',
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'confidence': 0.5,
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'price': self._get_current_price(symbol) or 2500.0,
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'timestamp': datetime.now(),
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'model': 'fallback'
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}
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except Exception as e:
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logger.debug(f"Error generating fallback prediction: {e}")
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return {
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'action': 'HOLD',
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'confidence': 0.5,
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'price': 2500.0,
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'timestamp': datetime.now(),
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'model': 'fallback'
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}
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def capture_dqn_prediction(self, symbol: str, action_idx: int, confidence: float, price: float, q_values: List[float] = None):
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"""Capture DQN prediction for dashboard visualization"""
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try:
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if symbol not in self.recent_dqn_predictions:
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self.recent_dqn_predictions[symbol] = deque(maxlen=100)
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prediction_data = {
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'timestamp': datetime.now(),
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'action': ['SELL', 'HOLD', 'BUY'][action_idx],
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'confidence': confidence,
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'price': price,
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'q_values': q_values or [0.33, 0.33, 0.34]
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}
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self.recent_dqn_predictions[symbol].append(prediction_data)
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except Exception as e:
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logger.debug(f"Error capturing DQN prediction: {e}")
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def capture_cnn_prediction(self, symbol: str, direction: int, confidence: float, current_price: float, predicted_price: float):
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"""Capture CNN prediction for dashboard visualization"""
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try:
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if symbol not in self.recent_cnn_predictions:
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self.recent_cnn_predictions[symbol] = deque(maxlen=50)
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prediction_data = {
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'timestamp': datetime.now(),
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'direction': ['DOWN', 'SAME', 'UP'][direction],
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'confidence': confidence,
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'current_price': current_price,
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'predicted_price': predicted_price
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}
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self.recent_cnn_predictions[symbol].append(prediction_data)
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except Exception as e:
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logger.debug(f"Error capturing CNN prediction: {e}")
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