This commit is contained in:
Dobromir Popov
2025-08-26 18:11:34 +03:00
parent f86457fc38
commit c39b70f6fa
4 changed files with 97 additions and 7 deletions

View File

@@ -1312,13 +1312,19 @@ class DataProvider:
# For 1s timeframe, try to generate from WebSocket ticks first
if timeframe == '1s':
# logger.info(f"Attempting to generate 1s candles from WebSocket ticks for {symbol}")
generated_df = self._generate_1s_candles_from_ticks(symbol, limit)
# Attempt to generate from WebSocket ticks, but throttle attempts to avoid spam
if not hasattr(self, '_last_1s_generation_attempt'):
self._last_1s_generation_attempt = {}
now_ts = time.time()
last_attempt = self._last_1s_generation_attempt.get(symbol, 0)
generated_df = None
if now_ts - last_attempt >= 1.5:
self._last_1s_generation_attempt[symbol] = now_ts
generated_df = self._generate_1s_candles_from_ticks(symbol, limit)
if generated_df is not None and not generated_df.empty:
# logger.info(f"Successfully generated 1s candles from WebSocket ticks for {symbol}")
return generated_df
else:
logger.info(f"Could not generate 1s candles from ticks for {symbol}; trying Binance API")
logger.debug(f"Could not generate 1s candles from ticks for {symbol}; trying Binance API")
# Convert symbol format
binance_symbol = symbol.replace('/', '').upper()

View File

@@ -154,7 +154,7 @@ class EnhancedRLTrainingAdapter:
'direction': direction,
'confidence': float(confidence),
'action': action_names[action_idx],
'model_state': state,
'model_state': (state.tolist() if hasattr(state, 'tolist') else state),
'context': context
}
except Exception as e:
@@ -238,6 +238,8 @@ class EnhancedRLTrainingAdapter:
predicted_price = current_price * (1 + predicted_return) if (predicted_return is not None and current_price) else current_price
# Also attach DQN-formatted state if available for training consumption
dqn_state = self._convert_to_dqn_state(base_data, context)
return {
'predicted_price': predicted_price,
'current_price': current_price,
@@ -246,6 +248,7 @@ class EnhancedRLTrainingAdapter:
'predicted_return': predicted_return,
'action': action,
'model_output': model_output,
'model_state': (dqn_state.tolist() if hasattr(dqn_state, 'tolist') else dqn_state),
'context': context
}
except Exception as e:

View File

@@ -1518,9 +1518,89 @@ class TradingOrchestrator:
with open(self.ui_state_file, "w") as f:
json.dump(ui_state, f, indent=4)
logger.debug(f"UI state saved to {self.ui_state_file}")
# Also append a session snapshot for persistence across restarts
self._append_session_snapshot()
except Exception as e:
logger.error(f"Error saving UI state: {e}")
def _append_session_snapshot(self):
"""Append current session metrics to persistent JSON until cleared manually."""
try:
session_file = os.path.join("data", "session_state.json")
os.makedirs(os.path.dirname(session_file), exist_ok=True)
# Load existing
existing = {}
if os.path.exists(session_file):
try:
with open(session_file, "r", encoding="utf-8") as f:
existing = json.load(f) or {}
except Exception:
existing = {}
# Collect metrics
balance = 0.0
pnl_total = 0.0
closed_trades = []
try:
if hasattr(self, "trading_executor") and self.trading_executor:
balance = float(getattr(self.trading_executor, "account_balance", 0.0) or 0.0)
if hasattr(self.trading_executor, "trade_history"):
for t in self.trading_executor.trade_history:
try:
closed_trades.append({
"symbol": t.symbol,
"side": t.side,
"qty": t.quantity,
"entry": t.entry_price,
"exit": t.exit_price,
"pnl": t.pnl,
"timestamp": getattr(t, "timestamp", None)
})
pnl_total += float(t.pnl or 0.0)
except Exception:
continue
except Exception:
pass
# Models and performance (best-effort)
models = {}
try:
models = {
"dqn": {
"available": bool(getattr(self, "rl_agent", None)),
"last_losses": getattr(getattr(self, "rl_agent", None), "losses", [])[-10:] if getattr(getattr(self, "rl_agent", None), "losses", None) else []
},
"cnn": {
"available": bool(getattr(self, "cnn_model", None))
},
"cob_rl": {
"available": bool(getattr(self, "cob_rl_agent", None))
},
"decision_fusion": {
"available": bool(getattr(self, "decision_model", None))
}
}
except Exception:
pass
snapshot = {
"timestamp": datetime.now().isoformat(),
"balance": balance,
"session_pnl": pnl_total,
"closed_trades": closed_trades,
"models": models
}
if "snapshots" not in existing:
existing["snapshots"] = []
existing["snapshots"].append(snapshot)
with open(session_file, "w", encoding="utf-8") as f:
json.dump(existing, f, indent=2)
except Exception as e:
logger.error(f"Error appending session snapshot: {e}")
def get_model_toggle_state(self, model_name: str) -> Dict[str, bool]:
"""Get toggle state for a model"""
key = self._normalize_model_name(model_name)