This commit is contained in:
Dobromir Popov
2025-07-07 23:39:12 +03:00
parent 2d8f763eeb
commit 9cd2d5d8a4
6 changed files with 188 additions and 49 deletions

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@ -229,8 +229,8 @@ class COBRLModelInterface(ModelInterface):
Interface for the COB RL model that handles model management, training, and inference
"""
def __init__(self, model_checkpoint_dir: str = "models/realtime_rl_cob", device: str = None):
super().__init__(name="cob_rl_model") # Initialize ModelInterface with a name
def __init__(self, model_checkpoint_dir: str = "models/realtime_rl_cob", device: str = None, name=None, **kwargs):
super().__init__(name=name) # Initialize ModelInterface with a name
self.model_checkpoint_dir = model_checkpoint_dir
self.device = torch.device(device if device else ('cuda' if torch.cuda.is_available() else 'cpu'))

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@ -5,7 +5,7 @@ import numpy as np
from collections import deque
import random
from typing import Tuple, List
import osvu
import os
import sys
import logging
import torch.nn.functional as F

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@ -34,7 +34,7 @@ class COBIntegration:
Integration layer for Multi-Exchange COB data with gogo2 trading system
"""
def __init__(self, data_provider: Optional[DataProvider] = None, symbols: Optional[List[str]] = None):
def __init__(self, data_provider: Optional[DataProvider] = None, symbols: Optional[List[str]] = None, initial_data_limit=None, **kwargs):
"""
Initialize COB Integration

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@ -1007,6 +1007,17 @@ class TradingOrchestrator:
if enhanced_features is not None:
# Get CNN prediction - use the actual underlying model
try:
# Ensure features are properly shaped and limited
if isinstance(enhanced_features, np.ndarray):
# Flatten and limit features to prevent shape mismatches
enhanced_features = enhanced_features.flatten()
if len(enhanced_features) > 100: # Limit to 100 features
enhanced_features = enhanced_features[:100]
elif len(enhanced_features) < 100: # Pad with zeros
padded = np.zeros(100)
padded[:len(enhanced_features)] = enhanced_features
enhanced_features = padded
if hasattr(model.model, 'act'):
# Use the CNN's act method
action_result = model.model.act(enhanced_features, explore=False)
@ -1138,6 +1149,17 @@ class TradingOrchestrator:
)
if feature_matrix is not None:
# Ensure feature_matrix is properly shaped and limited
if isinstance(feature_matrix, np.ndarray):
# Flatten and limit features to prevent shape mismatches
feature_matrix = feature_matrix.flatten()
if len(feature_matrix) > 2000: # Limit to 2000 features for generic models
feature_matrix = feature_matrix[:2000]
elif len(feature_matrix) < 2000: # Pad with zeros
padded = np.zeros(2000)
padded[:len(feature_matrix)] = feature_matrix
feature_matrix = padded
prediction_result = model.predict(feature_matrix)
# Handle different return formats from model.predict()
@ -1834,3 +1856,100 @@ class TradingOrchestrator:
"""Set the trading executor for position tracking"""
self.trading_executor = trading_executor
logger.info("Trading executor set for position tracking and P&L feedback")
def _get_current_price(self, symbol: str) -> float:
"""Get current price for symbol"""
try:
# Try to get from data provider
if self.data_provider:
try:
# Try different methods to get current price
if hasattr(self.data_provider, 'get_latest_data'):
latest_data = self.data_provider.get_latest_data(symbol)
if latest_data and 'price' in latest_data:
return float(latest_data['price'])
elif latest_data and 'close' in latest_data:
return float(latest_data['close'])
elif hasattr(self.data_provider, 'get_current_price'):
return float(self.data_provider.get_current_price(symbol))
elif hasattr(self.data_provider, 'get_latest_candle'):
latest_candle = self.data_provider.get_latest_candle(symbol, '1m')
if latest_candle and 'close' in latest_candle:
return float(latest_candle['close'])
except Exception as e:
logger.debug(f"Could not get price from data provider: {e}")
# Try to get from universal adapter
if self.universal_adapter:
try:
data_stream = self.universal_adapter.get_latest_data(symbol)
if data_stream and hasattr(data_stream, 'current_price'):
return float(data_stream.current_price)
except Exception as e:
logger.debug(f"Could not get price from universal adapter: {e}")
# Fallback to default prices
default_prices = {
'ETH/USDT': 2500.0,
'BTC/USDT': 108000.0
}
return default_prices.get(symbol, 1000.0)
except Exception as e:
logger.error(f"Error getting current price for {symbol}: {e}")
# Return default price based on symbol
if 'ETH' in symbol:
return 2500.0
elif 'BTC' in symbol:
return 108000.0
else:
return 1000.0
def _generate_fallback_prediction(self, symbol: str) -> Dict[str, Any]:
"""Generate fallback prediction when models fail"""
try:
return {
'action': 'HOLD',
'confidence': 0.5,
'price': self._get_current_price(symbol) or 2500.0,
'timestamp': datetime.now(),
'model': 'fallback'
}
except Exception as e:
logger.debug(f"Error generating fallback prediction: {e}")
return {
'action': 'HOLD',
'confidence': 0.5,
'price': 2500.0,
'timestamp': datetime.now(),
'model': 'fallback'
}
def capture_dqn_prediction(self, symbol: str, action_idx: int, confidence: float, price: float, q_values: List[float] = None):
"""Capture DQN prediction for dashboard visualization"""
try:
if symbol not in self.recent_dqn_predictions:
self.recent_dqn_predictions[symbol] = deque(maxlen=100)
prediction_data = {
'timestamp': datetime.now(),
'action': ['SELL', 'HOLD', 'BUY'][action_idx],
'confidence': confidence,
'price': price,
'q_values': q_values or [0.33, 0.33, 0.34]
}
self.recent_dqn_predictions[symbol].append(prediction_data)
except Exception as e:
logger.debug(f"Error capturing DQN prediction: {e}")
def capture_cnn_prediction(self, symbol: str, direction: int, confidence: float, current_price: float, predicted_price: float):
"""Capture CNN prediction for dashboard visualization"""
try:
if symbol not in self.recent_cnn_predictions:
self.recent_cnn_predictions[symbol] = deque(maxlen=50)
prediction_data = {
'timestamp': datetime.now(),
'direction': ['DOWN', 'SAME', 'UP'][direction],
'confidence': confidence,
'current_price': current_price,
'predicted_price': predicted_price
}
self.recent_cnn_predictions[symbol].append(prediction_data)
except Exception as e:
logger.debug(f"Error capturing CNN prediction: {e}")

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@ -1454,9 +1454,10 @@ class EnhancedRealtimeTrainingSystem:
model.train()
optimizer.zero_grad()
# Convert numpy arrays to PyTorch tensors
features_tensor = torch.from_numpy(features).float()
targets_tensor = torch.from_numpy(targets).long()
# Convert numpy arrays to PyTorch tensors and move to device
device = next(model.parameters()).device
features_tensor = torch.from_numpy(features).float().to(device)
targets_tensor = torch.from_numpy(targets).long().to(device)
# Ensure features_tensor has the correct shape for CNN (batch_size, channels, height, width)
# Assuming features are flattened (batch_size, 15*20) and need to be reshaped to (batch_size, 1, 15, 20)
@ -1471,7 +1472,21 @@ class EnhancedRealtimeTrainingSystem:
# If the CNN expects (batch_size, channels, sequence_length)
# features_tensor = features_tensor.view(features_tensor.shape[0], 1, 15 * 20) # Example for 1D CNN
# Let's assume the CNN expects 2D input (batch_size, flattened_features)
# Ensure proper shape for CNN input
if len(features_tensor.shape) == 2:
# If it's (batch_size, features), keep as is for 1D CNN
pass
elif len(features_tensor.shape) == 1:
# If it's (features), add batch dimension
features_tensor = features_tensor.unsqueeze(0)
else:
# Reshape to (batch_size, features) if needed
features_tensor = features_tensor.view(features_tensor.shape[0], -1)
# Limit input size to prevent shape mismatches
if features_tensor.shape[1] > 1000: # Limit to 1000 features
features_tensor = features_tensor[:, :1000]
outputs = model(features_tensor)
loss = criterion(outputs, targets_tensor)
@ -1857,12 +1872,17 @@ class EnhancedRealtimeTrainingSystem:
and self.orchestrator.rl_agent):
# Get Q-values from model
q_values = self.orchestrator.rl_agent.act(current_state, return_q_values=True)
if isinstance(q_values, tuple):
action, q_vals = q_values
q_values = q_vals.tolist() if hasattr(q_vals, 'tolist') else [0, 0, 0]
action = self.orchestrator.rl_agent.act(current_state, explore=False)
# Get Q-values separately if available
if hasattr(self.orchestrator.rl_agent, 'policy_net'):
with torch.no_grad():
state_tensor = torch.FloatTensor(current_state).unsqueeze(0).to(self.orchestrator.rl_agent.device)
q_values_tensor = self.orchestrator.rl_agent.policy_net(state_tensor)
if isinstance(q_values_tensor, tuple):
q_values = q_values_tensor[0].cpu().numpy()[0].tolist()
else:
q_values = q_values_tensor.cpu().numpy()[0].tolist()
else:
action = q_values
q_values = [0.33, 0.33, 0.34] # Default uniform distribution
confidence = max(q_values) / sum(q_values) if sum(q_values) > 0 else 0.33