fixes
This commit is contained in:
@ -229,8 +229,8 @@ class COBRLModelInterface(ModelInterface):
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Interface for the COB RL model that handles model management, training, and inference
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"""
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def __init__(self, model_checkpoint_dir: str = "models/realtime_rl_cob", device: str = None):
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super().__init__(name="cob_rl_model") # Initialize ModelInterface with a name
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def __init__(self, model_checkpoint_dir: str = "models/realtime_rl_cob", device: str = None, name=None, **kwargs):
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super().__init__(name=name) # Initialize ModelInterface with a name
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self.model_checkpoint_dir = model_checkpoint_dir
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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
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from collections import deque
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import random
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from typing import Tuple, List
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import osvu
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import os
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import sys
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import logging
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import torch.nn.functional as F
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@ -34,7 +34,7 @@ class COBIntegration:
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Integration layer for Multi-Exchange COB data with gogo2 trading system
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"""
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def __init__(self, data_provider: Optional[DataProvider] = None, symbols: Optional[List[str]] = None):
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def __init__(self, data_provider: Optional[DataProvider] = None, symbols: Optional[List[str]] = None, initial_data_limit=None, **kwargs):
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"""
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Initialize COB Integration
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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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@ -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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@ -1834,3 +1856,100 @@ class TradingOrchestrator:
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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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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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@ -1454,9 +1454,10 @@ class EnhancedRealtimeTrainingSystem:
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model.train()
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optimizer.zero_grad()
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# Convert numpy arrays to PyTorch tensors
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features_tensor = torch.from_numpy(features).float()
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targets_tensor = torch.from_numpy(targets).long()
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# Convert numpy arrays to PyTorch tensors and move to device
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device = next(model.parameters()).device
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features_tensor = torch.from_numpy(features).float().to(device)
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targets_tensor = torch.from_numpy(targets).long().to(device)
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# Ensure features_tensor has the correct shape for CNN (batch_size, channels, height, width)
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# Assuming features are flattened (batch_size, 15*20) and need to be reshaped to (batch_size, 1, 15, 20)
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@ -1471,7 +1472,21 @@ class EnhancedRealtimeTrainingSystem:
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# If the CNN expects (batch_size, channels, sequence_length)
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# features_tensor = features_tensor.view(features_tensor.shape[0], 1, 15 * 20) # Example for 1D CNN
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# Let's assume the CNN expects 2D input (batch_size, flattened_features)
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# Ensure proper shape for CNN input
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if len(features_tensor.shape) == 2:
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# If it's (batch_size, features), keep as is for 1D CNN
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pass
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elif len(features_tensor.shape) == 1:
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# If it's (features), add batch dimension
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features_tensor = features_tensor.unsqueeze(0)
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else:
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# Reshape to (batch_size, features) if needed
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features_tensor = features_tensor.view(features_tensor.shape[0], -1)
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# Limit input size to prevent shape mismatches
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if features_tensor.shape[1] > 1000: # Limit to 1000 features
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features_tensor = features_tensor[:, :1000]
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outputs = model(features_tensor)
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loss = criterion(outputs, targets_tensor)
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@ -1857,12 +1872,17 @@ class EnhancedRealtimeTrainingSystem:
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and self.orchestrator.rl_agent):
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# Get Q-values from model
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q_values = self.orchestrator.rl_agent.act(current_state, return_q_values=True)
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if isinstance(q_values, tuple):
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action, q_vals = q_values
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q_values = q_vals.tolist() if hasattr(q_vals, 'tolist') else [0, 0, 0]
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action = self.orchestrator.rl_agent.act(current_state, explore=False)
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# Get Q-values separately if available
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if hasattr(self.orchestrator.rl_agent, 'policy_net'):
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with torch.no_grad():
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state_tensor = torch.FloatTensor(current_state).unsqueeze(0).to(self.orchestrator.rl_agent.device)
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q_values_tensor = self.orchestrator.rl_agent.policy_net(state_tensor)
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if isinstance(q_values_tensor, tuple):
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q_values = q_values_tensor[0].cpu().numpy()[0].tolist()
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else:
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q_values = q_values_tensor.cpu().numpy()[0].tolist()
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else:
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action = q_values
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q_values = [0.33, 0.33, 0.34] # Default uniform distribution
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confidence = max(q_values) / sum(q_values) if sum(q_values) > 0 else 0.33
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