added modes scripts
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166
crypto/gogo2/check_live_trading.py
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166
crypto/gogo2/check_live_trading.py
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@ -0,0 +1,166 @@
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import os
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import sys
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import logging
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import importlib
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import asyncio
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from dotenv import load_dotenv
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# Configure logging
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(levelname)s - %(message)s',
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handlers=[logging.StreamHandler()]
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)
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logger = logging.getLogger("check_live_trading")
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def check_dependencies():
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"""Check if all required dependencies are installed"""
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required_packages = [
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"numpy", "pandas", "matplotlib", "mplfinance", "torch",
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"dotenv", "ccxt", "websockets", "tensorboard",
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"sklearn", "PIL", "asyncio"
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]
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missing_packages = []
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for package in required_packages:
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try:
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if package == "dotenv":
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importlib.import_module("dotenv")
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elif package == "PIL":
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importlib.import_module("PIL")
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else:
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importlib.import_module(package)
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logger.info(f"✅ {package} is installed")
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except ImportError:
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missing_packages.append(package)
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logger.error(f"❌ {package} is NOT installed")
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if missing_packages:
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logger.error(f"Missing packages: {', '.join(missing_packages)}")
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logger.info("Install missing packages with: pip install -r requirements.txt")
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return False
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return True
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def check_api_keys():
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"""Check if API keys are configured"""
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load_dotenv()
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api_key = os.getenv('MEXC_API_KEY')
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secret_key = os.getenv('MEXC_SECRET_KEY')
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if not api_key or api_key == "your_api_key_here" or not secret_key or secret_key == "your_secret_key_here":
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logger.error("❌ API keys are not properly configured in .env file")
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logger.info("Please update your .env file with valid MEXC API keys")
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return False
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logger.info("✅ API keys are configured")
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return True
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def check_model_files():
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"""Check if trained model files exist"""
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model_files = [
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"models/trading_agent_best_pnl.pt",
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"models/trading_agent_best_reward.pt",
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"models/trading_agent_final.pt"
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]
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missing_models = []
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for model_file in model_files:
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if os.path.exists(model_file):
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logger.info(f"✅ Model file exists: {model_file}")
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else:
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missing_models.append(model_file)
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logger.error(f"❌ Model file missing: {model_file}")
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if missing_models:
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logger.warning("Some model files are missing. You need to train the model first.")
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return False
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return True
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async def check_exchange_connection():
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"""Test connection to MEXC exchange"""
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try:
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import ccxt
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# Load API keys
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load_dotenv()
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api_key = os.getenv('MEXC_API_KEY')
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secret_key = os.getenv('MEXC_SECRET_KEY')
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if api_key == "your_api_key_here" or secret_key == "your_secret_key_here":
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logger.warning("⚠️ Using placeholder API keys, skipping exchange connection test")
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return False
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# Initialize exchange
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exchange = ccxt.mexc({
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'apiKey': api_key,
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'secret': secret_key,
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'enableRateLimit': True
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})
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# Test connection by fetching markets
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markets = exchange.fetch_markets()
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logger.info(f"✅ Successfully connected to MEXC exchange")
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logger.info(f"✅ Found {len(markets)} markets")
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return True
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except Exception as e:
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logger.error(f"❌ Failed to connect to MEXC exchange: {str(e)}")
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return False
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def check_directories():
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"""Check if required directories exist"""
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required_dirs = ["models", "runs", "trade_logs"]
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for directory in required_dirs:
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if not os.path.exists(directory):
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logger.info(f"Creating directory: {directory}")
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os.makedirs(directory, exist_ok=True)
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logger.info("✅ All required directories exist")
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return True
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async def main():
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"""Run all checks"""
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logger.info("Running pre-flight checks for live trading...")
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checks = [
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("Dependencies", check_dependencies()),
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("API Keys", check_api_keys()),
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("Model Files", check_model_files()),
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("Directories", check_directories()),
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("Exchange Connection", await check_exchange_connection())
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]
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# Count failed checks
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failed_checks = sum(1 for _, result in checks if not result)
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# Print summary
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logger.info("\n" + "="*50)
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logger.info("LIVE TRADING PRE-FLIGHT CHECK SUMMARY")
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logger.info("="*50)
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for check_name, result in checks:
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status = "✅ PASS" if result else "❌ FAIL"
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logger.info(f"{check_name}: {status}")
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logger.info("="*50)
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if failed_checks == 0:
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logger.info("🚀 All checks passed! You're ready for live trading.")
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logger.info("\nRun live trading with:")
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logger.info("python main.py --mode live --demo true --symbol ETH/USDT --timeframe 1m")
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logger.info("\nFor real trading (after updating API keys):")
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logger.info("python main.py --mode live --demo false --symbol ETH/USDT --timeframe 1m --leverage 50")
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return 0
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else:
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logger.error(f"❌ {failed_checks} check(s) failed. Please fix the issues before running live trading.")
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return 1
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if __name__ == "__main__":
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exit_code = asyncio.run(main())
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sys.exit(exit_code)
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@ -448,6 +448,20 @@ class TradingEnvironment:
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def step(self, action):
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"""Take an action in the environment and return the next state, reward, and done flag"""
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# Check if we have enough data
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if self.current_step >= len(self.data) - 1:
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# We've reached the end of data
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done = True
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next_state = self.get_state()
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info = {
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'action': 'none',
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'price': self.current_price,
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'balance': self.balance,
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'position': self.position,
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'pnl': self.total_pnl
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}
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return next_state, 0, done, info
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# Store current price before taking action
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self.current_price = self.data[self.current_step]['close']
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@ -486,7 +500,16 @@ class TradingEnvironment:
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# Get new state
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next_state = self.get_state()
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return next_state, reward, done
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# Create info dictionary
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info = {
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'action': 'hold' if action == 0 else 'buy' if action == 1 else 'sell' if action == 2 else 'close',
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'price': self.current_price,
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'balance': self.balance,
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'position': self.position,
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'pnl': self.total_pnl
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}
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return next_state, reward, done, info
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def check_sl_tp(self):
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"""Check if stop loss or take profit has been hit"""
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@ -709,22 +732,39 @@ class TradingEnvironment:
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def get_state(self):
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"""Create state representation for the agent with enhanced features"""
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if len(self.data) < 30 or len(self.features['price']) == 0:
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# Ensure we have enough data
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if len(self.data) < 30 or self.current_step >= len(self.data) or len(self.features['price']) == 0:
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# Return zeros if not enough data
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return np.zeros(STATE_SIZE)
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# Create a normalized state vector with recent price action and indicators
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state_components = []
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# Price features (normalize recent prices by the latest price)
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latest_price = self.features['price'][-1]
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price_features = np.array(self.features['price'][-10:]) / latest_price - 1.0
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state_components.append(price_features)
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# Safely get the latest price
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try:
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latest_price = self.features['price'][-1]
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except IndexError:
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# If we can't get the latest price, return zeros
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return np.zeros(STATE_SIZE)
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# Volume features (normalize by max volume)
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max_vol = max(self.features['volume'][-20:]) if len(self.features['volume']) >= 20 else 1
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vol_features = np.array(self.features['volume'][-5:]) / max_vol
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state_components.append(vol_features)
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# Safely get price features
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try:
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# Price features (normalize recent prices by the latest price)
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price_features = np.array(self.features['price'][-10:]) / latest_price - 1.0
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state_components.append(price_features)
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except (IndexError, ZeroDivisionError):
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# If we can't get price features, use zeros
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state_components.append(np.zeros(10))
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# Safely get volume features
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try:
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# Volume features (normalize by max volume)
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max_vol = max(self.features['volume'][-20:]) if len(self.features['volume']) >= 20 else 1
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vol_features = np.array(self.features['volume'][-5:]) / max_vol
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state_components.append(vol_features)
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except (IndexError, ZeroDivisionError):
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# If we can't get volume features, use zeros
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state_components.append(np.zeros(5))
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# Technical indicators
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rsi = np.array(self.features['rsi'][-3:]) / 100.0 # Scale to 0-1
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# Combine all features
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state = np.concatenate([comp.flatten() for comp in state_components])
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# Replace any NaN values
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state = np.nan_to_num(state, nan=0.0)
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# Replace any NaN or infinite values
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state = np.nan_to_num(state, nan=0.0, posinf=0.0, neginf=0.0)
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# Ensure the state has the correct size
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if len(state) != STATE_SIZE:
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logger.warning(f"State size mismatch: expected {STATE_SIZE}, got {len(state)}")
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# Pad or truncate to match expected size
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if len(state) < STATE_SIZE:
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state = np.pad(state, (0, STATE_SIZE - len(state)))
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else:
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state = state[:STATE_SIZE]
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# Return the state (the caller will handle sizing)
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return state
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def get_expanded_state_size(self):
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@ -1461,9 +1509,9 @@ class TradingEnvironment:
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Returns:
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Potential profit percentage
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"""
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if len(self.data) <= 1:
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if len(self.data) <= 1 or self.current_step >= len(self.data):
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return 0
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# Get current price
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current_price = self.current_price
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@ -1471,13 +1519,14 @@ class TradingEnvironment:
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future_prices = []
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current_idx = self.current_step
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# Safely get future prices
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for i in range(1, min(lookahead + 1, len(self.data) - current_idx)):
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if current_idx + i < len(self.data):
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future_prices.append(self.data[current_idx + i]['close'])
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if not future_prices:
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return 0
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# Calculate potential profit
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if position_type == 'long':
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# For long positions, find the maximum price in the future
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@ -1487,7 +1536,7 @@ class TradingEnvironment:
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# For short positions, find the minimum price in the future
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min_future_price = min(future_prices)
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potential_profit = (current_price - min_future_price) / current_price * 100
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return potential_profit
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async def initialize_futures(self, exchange):
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@ -1500,9 +1549,10 @@ class TradingEnvironment:
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await exchange.set_leverage(self.leverage, symbol=self.futures_symbol)
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logger.info(f"Futures initialized with {self.leverage}x leverage")
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except Exception as e:
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logger.error(f"Failed to initialize futures: {e}")
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raise
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logger.error(f"Failed to initialize futures trading: {str(e)}")
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logger.info("Falling back to demo mode for safety")
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demo = True
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async def execute_real_trade(self, exchange, action, current_price):
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"""Execute real futures trade on MEXC"""
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try:
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@ -1744,7 +1794,7 @@ class Agent:
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def update_target_network(self):
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self.target_net.load_state_dict(self.policy_net.state_dict())
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def save(self, path="models/trading_agent.pt"):
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def save(self, path="models/trading_agent_best_pnl.pt"):
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os.makedirs(os.path.dirname(path), exist_ok=True)
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torch.save({
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'policy_net': self.policy_net.state_dict(),
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@ -1755,37 +1805,88 @@ class Agent:
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}, path)
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logger.info(f"Model saved to {path}")
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def load(self, path="models/trading_agent.pt"):
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if os.path.isfile(path):
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def load(self, path="models/trading_agent_best_pnl.pt"):
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"""Load a trained model"""
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try:
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# First try with weights_only=True (safer)
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checkpoint = torch.load(path, map_location=self.device)
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# Check if model architecture matches
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try:
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# First try with weights_only=True (safer)
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checkpoint = torch.load(path, weights_only=True)
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except Exception as e:
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logger.warning(f"Failed to load with weights_only=True: {e}")
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try:
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# Try with safe_globals for numpy.scalar
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import numpy as np
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from torch.serialization import safe_globals
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with safe_globals([np.core.multiarray.scalar]):
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checkpoint = torch.load(path, weights_only=True)
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except Exception as e2:
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logger.warning(f"Failed with safe_globals: {e2}")
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# Fall back to weights_only=False if needed
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checkpoint = torch.load(path, weights_only=False)
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state_dict = checkpoint['policy_net']
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input_size = state_dict['fc1.weight'].shape[1]
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output_size = state_dict['advantage_stream.bias'].shape[0]
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hidden_size = state_dict['fc1.weight'].shape[0]
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# If architecture doesn't match, rebuild the model
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if (input_size != self.state_size or
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output_size != self.action_size or
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hidden_size != self.hidden_size):
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logger.warning(f"Model architecture mismatch. Rebuilding model with: "
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f"state_size={input_size}, action_size={output_size}, "
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f"hidden_size={hidden_size}")
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# Rebuild the model with the correct architecture
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self.state_size = input_size
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self.action_size = output_size
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self.hidden_size = hidden_size
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# Recreate networks with correct architecture
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self.policy_net = DQN(self.state_size, self.action_size,
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self.hidden_size, self.lstm_layers,
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self.attention_heads).to(self.device)
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self.target_net = DQN(self.state_size, self.action_size,
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self.hidden_size, self.lstm_layers,
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self.attention_heads).to(self.device)
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# Recreate optimizer
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self.optimizer = optim.Adam(self.policy_net.parameters(), lr=LEARNING_RATE)
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except Exception as e:
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logger.warning(f"Error checking model architecture: {e}")
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# Load state dictionaries
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self.policy_net.load_state_dict(checkpoint['policy_net'])
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self.target_net.load_state_dict(checkpoint['target_net'])
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self.optimizer.load_state_dict(checkpoint['optimizer'])
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self.epsilon = checkpoint['epsilon']
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self.steps_done = checkpoint['steps_done']
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# Try to load optimizer state
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try:
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self.optimizer.load_state_dict(checkpoint['optimizer'])
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except Exception as e:
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logger.warning(f"Could not load optimizer state: {e}")
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# Load epsilon if available
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if 'epsilon' in checkpoint:
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self.epsilon = checkpoint['epsilon']
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logger.info(f"Model loaded from {path}")
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return True
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logger.warning(f"No model found at {path}")
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return False
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except Exception as e:
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logger.warning(f"Error loading model with default method: {e}")
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# Try with weights_only=False as fallback
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try:
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checkpoint = torch.load(path, map_location=self.device, weights_only=False)
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self.policy_net.load_state_dict(checkpoint['policy_net'])
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self.target_net.load_state_dict(checkpoint['target_net'])
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try:
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self.optimizer.load_state_dict(checkpoint['optimizer'])
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except:
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logger.warning("Could not load optimizer state")
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if 'epsilon' in checkpoint:
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self.epsilon = checkpoint['epsilon']
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logger.info(f"Model loaded from {path} with weights_only=False")
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except Exception as e:
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logger.error(f"Failed to load model: {e}")
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raise
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def add_chart_to_tensorboard(self, env, global_step):
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"""Add trading chart to TensorBoard"""
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try:
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if len(env.data) < 10:
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return
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# Create chart image
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chart_img = create_candlestick_figure(
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env.data,
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@ -1807,11 +1908,12 @@ class Agent:
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**Entry Price**: ${env.entry_price:.2f if env.entry_price else 0:.2f}
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**Current Price**: ${env.data[-1]['close']:.2f}
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**Position Size**: ${env.position_size:.2f}
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**Unrealized PnL**: ${env.unrealized_pnl:.2f}
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**Unrealized PnL**: ${env.total_pnl:.2f}
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"""
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self.writer.add_text('Position', position_info, global_step)
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except Exception as e:
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logger.error(f"Error adding chart to TensorBoard: {str(e)}")
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# Continue without visualization rather than crashing
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|
||||
async def get_live_prices(symbol="ETH/USDT", timeframe="1m"):
|
||||
"""Get live price data using websockets"""
|
||||
@ -1853,8 +1955,7 @@ async def get_live_prices(symbol="ETH/USDT", timeframe="1m"):
|
||||
|
||||
async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000):
|
||||
"""Train the agent using historical and live data with GPU acceleration"""
|
||||
logger.info(f"Starting training on device: {agent.device}")
|
||||
|
||||
# Initialize statistics tracking
|
||||
stats = {
|
||||
'episode_rewards': [],
|
||||
'episode_lengths': [],
|
||||
@ -1867,147 +1968,164 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000)
|
||||
'trade_analysis': []
|
||||
}
|
||||
|
||||
best_reward = -float('inf')
|
||||
best_pnl = -float('inf')
|
||||
# Track best models
|
||||
best_reward = float('-inf')
|
||||
best_pnl = float('-inf')
|
||||
|
||||
try:
|
||||
# Initialize price predictor
|
||||
env.initialize_price_predictor(agent.device)
|
||||
|
||||
for episode in range(num_episodes):
|
||||
try:
|
||||
# Reset environment
|
||||
state = env.reset()
|
||||
episode_reward = 0
|
||||
env.episode_pnl = 0.0 # Reset episode PnL
|
||||
# Initialize TensorBoard writer if not already initialized
|
||||
if not hasattr(agent, 'writer') or agent.writer is None:
|
||||
agent.writer = SummaryWriter('runs/training')
|
||||
|
||||
# Training loop
|
||||
for episode in range(num_episodes):
|
||||
try:
|
||||
# Reset environment
|
||||
state = env.reset()
|
||||
episode_reward = 0
|
||||
prediction_loss = 0
|
||||
|
||||
# Episode loop
|
||||
for step in range(max_steps_per_episode):
|
||||
# Select action
|
||||
action = agent.select_action(state)
|
||||
|
||||
# Identify optimal trade points for this episode
|
||||
env.identify_optimal_trades()
|
||||
# Take action
|
||||
try:
|
||||
next_state, reward, done, info = env.step(action)
|
||||
except Exception as e:
|
||||
logger.error(f"Error in step function: {e}")
|
||||
break
|
||||
|
||||
# Train price predictor
|
||||
prediction_loss = env.train_price_predictor()
|
||||
# Store transition in replay memory
|
||||
agent.memory.push(state, action, reward, next_state, done)
|
||||
|
||||
# Update price predictions
|
||||
env.update_price_predictions()
|
||||
# Move to the next state
|
||||
state = next_state
|
||||
|
||||
for step in range(max_steps_per_episode):
|
||||
# Select action
|
||||
action = agent.select_action(state)
|
||||
|
||||
# Take action
|
||||
next_state, reward, done = env.step(action)
|
||||
|
||||
# Store experience
|
||||
agent.memory.push(state, action, reward, next_state, done)
|
||||
|
||||
state = next_state
|
||||
episode_reward += reward
|
||||
|
||||
# Learn from experience with mixed precision
|
||||
# Update episode reward
|
||||
episode_reward += reward
|
||||
|
||||
# Learn from experience
|
||||
if len(agent.memory) > BATCH_SIZE:
|
||||
agent.learn()
|
||||
|
||||
# Update price predictions periodically
|
||||
if step % 50 == 0:
|
||||
try:
|
||||
loss = agent.learn()
|
||||
if loss is not None:
|
||||
agent.writer.add_scalar('Loss/train', loss, agent.steps_done)
|
||||
except Exception as e:
|
||||
logger.error(f"Learning error in episode {episode}, step {step}: {e}")
|
||||
|
||||
# Update price predictions periodically
|
||||
if step % 10 == 0:
|
||||
env.update_price_predictions()
|
||||
|
||||
# Add chart to TensorBoard periodically
|
||||
if step % 50 == 0 or (step == max_steps_per_episode - 1) or done:
|
||||
env.identify_optimal_trades()
|
||||
except Exception as e:
|
||||
logger.warning(f"Error updating predictions: {e}")
|
||||
|
||||
# Add chart to TensorBoard periodically
|
||||
if step % 50 == 0 or (step == max_steps_per_episode - 1) or done:
|
||||
try:
|
||||
global_step = episode * max_steps_per_episode + step
|
||||
agent.add_chart_to_tensorboard(env, global_step)
|
||||
|
||||
if done:
|
||||
break
|
||||
except Exception as e:
|
||||
logger.warning(f"Error adding chart to TensorBoard: {e}")
|
||||
|
||||
# Update target network
|
||||
if episode % TARGET_UPDATE == 0:
|
||||
agent.target_net.load_state_dict(agent.policy_net.state_dict())
|
||||
|
||||
# Calculate win rate
|
||||
if len(env.trades) > 0:
|
||||
wins = sum(1 for trade in env.trades if trade.get('pnl_percent', 0) > 0)
|
||||
win_rate = wins / len(env.trades) * 100
|
||||
else:
|
||||
win_rate = 0
|
||||
|
||||
# Analyze trades
|
||||
# End episode if done
|
||||
if done:
|
||||
break
|
||||
|
||||
# Update target network periodically
|
||||
if episode % TARGET_UPDATE == 0:
|
||||
agent.update_target_network()
|
||||
|
||||
# Calculate win rate
|
||||
total_trades = env.win_count + env.loss_count
|
||||
win_rate = (env.win_count / total_trades * 100) if total_trades > 0 else 0
|
||||
|
||||
# Train price predictor
|
||||
try:
|
||||
if episode % 5 == 0 and len(env.data) > 50:
|
||||
prediction_loss = env.train_price_predictor()
|
||||
except Exception as e:
|
||||
logger.warning(f"Error training price predictor: {e}")
|
||||
prediction_loss = 0
|
||||
|
||||
# Analyze trades
|
||||
try:
|
||||
trade_analysis = env.analyze_trades()
|
||||
stats['trade_analysis'].append(trade_analysis)
|
||||
|
||||
# Calculate prediction accuracy
|
||||
prediction_accuracy = 0.0
|
||||
except Exception as e:
|
||||
logger.warning(f"Error analyzing trades: {e}")
|
||||
trade_analysis = {}
|
||||
stats['trade_analysis'].append({})
|
||||
|
||||
# Calculate prediction accuracy
|
||||
prediction_accuracy = 0.0
|
||||
try:
|
||||
if hasattr(env, 'predicted_prices') and len(env.predicted_prices) > 0:
|
||||
if len(env.data) > 5:
|
||||
actual_prices = [candle['close'] for candle in env.data[-5:]]
|
||||
predicted = env.predicted_prices[:min(5, len(actual_prices))]
|
||||
errors = [abs(p - a) / a for p, a in zip(predicted, actual_prices[:len(predicted)])]
|
||||
prediction_accuracy = 100 * (1 - sum(errors) / len(errors))
|
||||
|
||||
# Log statistics
|
||||
stats['episode_rewards'].append(episode_reward)
|
||||
stats['episode_lengths'].append(step + 1)
|
||||
stats['balances'].append(env.balance)
|
||||
stats['win_rates'].append(win_rate)
|
||||
stats['episode_pnls'].append(env.episode_pnl)
|
||||
stats['cumulative_pnl'].append(env.total_pnl)
|
||||
stats['drawdowns'].append(env.max_drawdown * 100)
|
||||
stats['prediction_accuracy'].append(prediction_accuracy)
|
||||
|
||||
# Log detailed trade analysis
|
||||
if trade_analysis:
|
||||
logger.info(f"Trade Analysis: Win Rate={trade_analysis.get('uptrend_win_rate', 0):.1f}% in uptrends, "
|
||||
f"{trade_analysis.get('downtrend_win_rate', 0):.1f}% in downtrends | "
|
||||
f"Avg Win=${trade_analysis.get('avg_win', 0):.2f}, Avg Loss=${trade_analysis.get('avg_loss', 0):.2f}")
|
||||
|
||||
# Log to TensorBoard
|
||||
agent.writer.add_scalar('Reward/train', episode_reward, episode)
|
||||
agent.writer.add_scalar('Balance/train', env.balance, episode)
|
||||
agent.writer.add_scalar('WinRate/train', win_rate, episode)
|
||||
agent.writer.add_scalar('PnL/episode', env.episode_pnl, episode)
|
||||
agent.writer.add_scalar('PnL/cumulative', env.total_pnl, episode)
|
||||
agent.writer.add_scalar('Drawdown/percent', env.max_drawdown * 100, episode)
|
||||
agent.writer.add_scalar('PredictionLoss', prediction_loss, episode)
|
||||
agent.writer.add_scalar('PredictionAccuracy', prediction_accuracy, episode)
|
||||
|
||||
# Add final chart for this episode
|
||||
agent.add_chart_to_tensorboard(env, (episode + 1) * max_steps_per_episode)
|
||||
|
||||
logger.info(f"Episode {episode}: Reward={episode_reward:.2f}, Balance=${env.balance:.2f}, "
|
||||
f"Win Rate={win_rate:.1f}%, Trades={len(env.trades)}, "
|
||||
f"Episode PnL=${env.episode_pnl:.2f}, Total PnL=${env.total_pnl:.2f}, "
|
||||
f"Max Drawdown={env.max_drawdown*100:.1f}%, Pred Accuracy={prediction_accuracy:.1f}%")
|
||||
|
||||
# Save best model by reward
|
||||
if episode_reward > best_reward:
|
||||
best_reward = episode_reward
|
||||
agent.save("models/trading_agent_best_reward.pt")
|
||||
|
||||
# Save best model by PnL
|
||||
if env.episode_pnl > best_pnl:
|
||||
best_pnl = env.episode_pnl
|
||||
agent.save("models/trading_agent_best_pnl.pt")
|
||||
|
||||
# Save checkpoint
|
||||
if episode % 10 == 0:
|
||||
agent.save(f"models/trading_agent_episode_{episode}.pt")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error in episode {episode}: {e}")
|
||||
continue
|
||||
|
||||
# Save final model
|
||||
agent.save("models/trading_agent_final.pt")
|
||||
|
||||
# Plot training results
|
||||
plot_training_results(stats)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Training failed: {e}")
|
||||
raise
|
||||
logger.warning(f"Error calculating prediction accuracy: {e}")
|
||||
|
||||
# Log statistics
|
||||
stats['episode_rewards'].append(episode_reward)
|
||||
stats['episode_lengths'].append(step + 1)
|
||||
stats['balances'].append(env.balance)
|
||||
stats['win_rates'].append(win_rate)
|
||||
stats['episode_pnls'].append(env.episode_pnl)
|
||||
stats['cumulative_pnl'].append(env.total_pnl)
|
||||
stats['drawdowns'].append(env.max_drawdown * 100)
|
||||
stats['prediction_accuracy'].append(prediction_accuracy)
|
||||
|
||||
# Log detailed trade analysis
|
||||
if trade_analysis:
|
||||
logger.info(f"Trade Analysis: Win Rate={trade_analysis.get('uptrend_win_rate', 0):.1f}% in uptrends, "
|
||||
f"{trade_analysis.get('downtrend_win_rate', 0):.1f}% in downtrends | "
|
||||
f"Avg Win=${trade_analysis.get('avg_win', 0):.2f}, Avg Loss=${trade_analysis.get('avg_loss', 0):.2f}")
|
||||
|
||||
# Log to TensorBoard
|
||||
agent.writer.add_scalar('Reward/train', episode_reward, episode)
|
||||
agent.writer.add_scalar('Balance/train', env.balance, episode)
|
||||
agent.writer.add_scalar('WinRate/train', win_rate, episode)
|
||||
agent.writer.add_scalar('PnL/episode', env.episode_pnl, episode)
|
||||
agent.writer.add_scalar('PnL/cumulative', env.total_pnl, episode)
|
||||
agent.writer.add_scalar('Drawdown/percent', env.max_drawdown * 100, episode)
|
||||
agent.writer.add_scalar('PredictionLoss', prediction_loss, episode)
|
||||
agent.writer.add_scalar('PredictionAccuracy', prediction_accuracy, episode)
|
||||
|
||||
# Add final chart for this episode
|
||||
try:
|
||||
agent.add_chart_to_tensorboard(env, (episode + 1) * max_steps_per_episode)
|
||||
except Exception as e:
|
||||
logger.warning(f"Error adding final chart: {e}")
|
||||
|
||||
logger.info(f"Episode {episode}: Reward={episode_reward:.2f}, Balance=${env.balance:.2f}, "
|
||||
f"Win Rate={win_rate:.1f}%, Trades={len(env.trades)}, "
|
||||
f"Episode PnL=${env.episode_pnl:.2f}, Total PnL=${env.total_pnl:.2f}, "
|
||||
f"Max Drawdown={env.max_drawdown*100:.1f}%, Pred Accuracy={prediction_accuracy:.1f}%")
|
||||
|
||||
# Save best model by reward
|
||||
if episode_reward > best_reward:
|
||||
best_reward = episode_reward
|
||||
agent.save("models/trading_agent_best_reward.pt")
|
||||
|
||||
# Save best model by PnL
|
||||
if env.episode_pnl > best_pnl:
|
||||
best_pnl = env.episode_pnl
|
||||
agent.save("models/trading_agent_best_pnl.pt")
|
||||
|
||||
# Save checkpoint
|
||||
if episode % 10 == 0:
|
||||
agent.save(f"models/trading_agent_episode_{episode}.pt")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error in episode {episode}: {e}")
|
||||
continue
|
||||
|
||||
# Save final model
|
||||
agent.save("models/trading_agent_final.pt")
|
||||
|
||||
# Plot training results
|
||||
plot_training_results(stats)
|
||||
|
||||
return stats
|
||||
|
||||
@ -2082,7 +2200,7 @@ def evaluate_agent(agent, env, num_episodes=10):
|
||||
while not done:
|
||||
# Select action (no exploration)
|
||||
action = agent.select_action(state, training=False)
|
||||
next_state, reward, done = env.step(action)
|
||||
next_state, reward, done, info = env.step(action)
|
||||
|
||||
state = next_state
|
||||
episode_reward += reward
|
||||
@ -2150,7 +2268,7 @@ async def test_training():
|
||||
action = agent.select_action(state)
|
||||
|
||||
# Take action
|
||||
next_state, reward, done = env.step(action)
|
||||
next_state, reward, done, info = env.step(action)
|
||||
|
||||
# Store experience
|
||||
agent.memory.push(state, action, reward, next_state, done)
|
||||
@ -2432,20 +2550,27 @@ async def fetch_ohlcv_data(exchange, symbol, timeframe, limit):
|
||||
return []
|
||||
|
||||
async def main():
|
||||
"""Main function to run the trading bot"""
|
||||
parser = argparse.ArgumentParser(description='Crypto Trading Bot')
|
||||
parser.add_argument('--mode', type=str, default='train', choices=['train', 'evaluate', 'live'],
|
||||
help='Mode to run the bot in')
|
||||
parser.add_argument('--episodes', type=int, default=1000, help='Number of episodes to train')
|
||||
parser.add_argument('--demo', action='store_true', help='Run in demo mode (no real trades)')
|
||||
parser.add_argument('--live', action='store_true', help='Run in live trading mode')
|
||||
parser.add_argument('--real', action='store_true', help='Execute real trades (default is demo/paper trading)')
|
||||
parser.add_argument('--symbol', type=str, default='ETH/USDT', help='Trading pair symbol')
|
||||
parser.add_argument('--timeframe', type=str, default='1m', help='Candle timeframe')
|
||||
parser.add_argument('--leverage', type=int, default=50, help='Leverage for futures trading')
|
||||
parser.add_argument('--model', type=str, help='Path to model file')
|
||||
parser = argparse.ArgumentParser(description='Trading Bot')
|
||||
parser.add_argument('--mode', type=str, choices=['train', 'eval', 'live'], default='train',
|
||||
help='Operation mode: train, eval, or live')
|
||||
parser.add_argument('--episodes', type=int, default=1000,
|
||||
help='Number of episodes for training or evaluation')
|
||||
parser.add_argument('--demo', type=str, choices=['true', 'false'], default='true',
|
||||
help='Run in demo mode (paper trading) if true')
|
||||
parser.add_argument('--symbol', type=str, default='ETH/USDT',
|
||||
help='Trading pair symbol')
|
||||
parser.add_argument('--timeframe', type=str, default='1m',
|
||||
help='Candle timeframe (1m, 5m, 15m, 1h, etc.)')
|
||||
parser.add_argument('--leverage', type=int, default=50,
|
||||
help='Leverage for futures trading')
|
||||
parser.add_argument('--model', type=str, default=None,
|
||||
help='Path to model file for evaluation or live trading')
|
||||
|
||||
args = parser.parse_args()
|
||||
|
||||
# Convert string boolean to actual boolean
|
||||
demo_mode = args.demo.lower() == 'true'
|
||||
|
||||
# Get device (GPU or CPU)
|
||||
device = get_device()
|
||||
|
||||
@ -2456,7 +2581,7 @@ async def main():
|
||||
exchange = await initialize_exchange()
|
||||
|
||||
# Create environment
|
||||
env = TradingEnvironment(initial_balance=INITIAL_BALANCE, window_size=30, demo=args.demo)
|
||||
env = TradingEnvironment(initial_balance=INITIAL_BALANCE, window_size=30, demo=demo_mode)
|
||||
|
||||
# Fetch initial data
|
||||
await env.fetch_initial_data(exchange, "ETH/USDT", "1m", 1000)
|
||||
@ -2478,46 +2603,34 @@ async def main():
|
||||
avg_reward, avg_profit, win_rate = evaluate_agent(agent, env)
|
||||
|
||||
elif args.mode == 'live':
|
||||
# Add these arguments to the parser
|
||||
parser.add_argument('--live', action='store_true', help='Run in live trading mode')
|
||||
parser.add_argument('--real', action='store_true', help='Execute real trades (default is demo/paper trading)')
|
||||
parser.add_argument('--symbol', type=str, default='ETH/USDT', help='Trading pair symbol')
|
||||
parser.add_argument('--timeframe', type=str, default='1m', help='Candle timeframe')
|
||||
parser.add_argument('--leverage', type=int, default=50, help='Leverage for futures trading')
|
||||
parser.add_argument('--model', type=str, help='Path to model file')
|
||||
args = parser.parse_args()
|
||||
# Initialize exchange
|
||||
exchange = await initialize_exchange()
|
||||
|
||||
# In the main function, add this section to handle live trading
|
||||
if args.live:
|
||||
# Initialize exchange
|
||||
exchange = await initialize_exchange()
|
||||
# Load model
|
||||
model_path = args.model if args.model else "models/trading_agent.pt"
|
||||
if not os.path.exists(model_path):
|
||||
logger.error(f"Model file not found: {model_path}")
|
||||
return
|
||||
|
||||
# Load the trained agent
|
||||
model_path = args.model if args.model else "models/trading_agent.pt"
|
||||
if not os.path.exists(model_path):
|
||||
logger.error(f"Model file not found: {model_path}")
|
||||
return
|
||||
|
||||
# Initialize environment with historical data
|
||||
env = TradingEnvironment(initial_balance=INITIAL_BALANCE, window_size=WINDOW_SIZE, demo=not args.real)
|
||||
await env.fetch_initial_data(exchange, symbol=args.symbol, timeframe=args.timeframe)
|
||||
|
||||
# Initialize agent
|
||||
state_size = env.get_state().shape[0]
|
||||
agent = Agent(state_size=state_size, action_size=3)
|
||||
agent.load(model_path)
|
||||
logger.info(f"Loaded model from {model_path}")
|
||||
|
||||
# Start live trading
|
||||
await live_trading(
|
||||
agent=agent,
|
||||
env=env,
|
||||
exchange=exchange,
|
||||
symbol=args.symbol,
|
||||
timeframe=args.timeframe,
|
||||
demo=not args.real,
|
||||
leverage=args.leverage
|
||||
)
|
||||
# Initialize environment
|
||||
env = TradingEnvironment(initial_balance=INITIAL_BALANCE, window_size=WINDOW_SIZE, demo=demo_mode)
|
||||
await env.fetch_initial_data(exchange, symbol=args.symbol, timeframe=args.timeframe)
|
||||
|
||||
# Initialize agent
|
||||
state_size = env.get_state().shape[0]
|
||||
agent = Agent(state_size=state_size, action_size=3)
|
||||
agent.load(model_path)
|
||||
|
||||
# Start live trading
|
||||
await live_trading(
|
||||
agent=agent,
|
||||
env=env,
|
||||
exchange=exchange,
|
||||
symbol=args.symbol,
|
||||
timeframe=args.timeframe,
|
||||
demo=demo_mode,
|
||||
leverage=args.leverage
|
||||
)
|
||||
|
||||
finally:
|
||||
# Clean up exchange connection - safely close if possible
|
||||
@ -2552,29 +2665,36 @@ def create_candlestick_figure(data, trade_signals, window_size=100, title=""):
|
||||
price_ax = plt.subplot(gs[0])
|
||||
volume_ax = plt.subplot(gs[1], sharex=price_ax)
|
||||
|
||||
# Plot candlesticks
|
||||
mpf.plot(df, type='candle', style='yahoo', ax=price_ax, volume=volume_ax)
|
||||
# Plot candlesticks - use a simpler approach if mplfinance fails
|
||||
try:
|
||||
mpf.plot(df, type='candle', style='yahoo', ax=price_ax, volume=volume_ax)
|
||||
except Exception as e:
|
||||
logger.warning(f"Error plotting with mplfinance: {e}, falling back to simple plot")
|
||||
# Fallback to simple plot
|
||||
price_ax.plot(df.index, df['close'], label='Price')
|
||||
volume_ax.bar(df.index, df['volume'], color='blue', alpha=0.5)
|
||||
|
||||
# Add trade signals
|
||||
for signal in trade_signals:
|
||||
if signal['timestamp'] not in df.index:
|
||||
continue
|
||||
try:
|
||||
timestamp = pd.to_datetime(signal['timestamp'], unit='ms')
|
||||
price = signal['price']
|
||||
|
||||
timestamp = pd.to_datetime(signal['timestamp'], unit='ms')
|
||||
price = signal['price']
|
||||
|
||||
if signal['type'] == 'buy':
|
||||
price_ax.plot(timestamp, price, '^', color='green', markersize=10, label='Buy')
|
||||
elif signal['type'] == 'sell':
|
||||
price_ax.plot(timestamp, price, 'v', color='red', markersize=10, label='Sell')
|
||||
elif signal['type'] == 'close_long':
|
||||
price_ax.plot(timestamp, price, 'x', color='gold', markersize=10, label='Close Long')
|
||||
elif signal['type'] == 'close_short':
|
||||
price_ax.plot(timestamp, price, 'x', color='black', markersize=10, label='Close Short')
|
||||
elif 'stop_loss' in signal['type']:
|
||||
price_ax.plot(timestamp, price, 'X', color='purple', markersize=10, label='Stop Loss')
|
||||
elif 'take_profit' in signal['type']:
|
||||
price_ax.plot(timestamp, price, '*', color='cyan', markersize=10, label='Take Profit')
|
||||
if signal['type'] == 'buy':
|
||||
price_ax.plot(timestamp, price, '^', color='green', markersize=10)
|
||||
elif signal['type'] == 'sell':
|
||||
price_ax.plot(timestamp, price, 'v', color='red', markersize=10)
|
||||
elif signal['type'] == 'close_long':
|
||||
price_ax.plot(timestamp, price, 'x', color='gold', markersize=10)
|
||||
elif signal['type'] == 'close_short':
|
||||
price_ax.plot(timestamp, price, 'x', color='black', markersize=10)
|
||||
elif 'stop_loss' in signal['type']:
|
||||
price_ax.plot(timestamp, price, 'X', color='purple', markersize=10)
|
||||
elif 'take_profit' in signal['type']:
|
||||
price_ax.plot(timestamp, price, '*', color='cyan', markersize=10)
|
||||
except Exception as e:
|
||||
logger.warning(f"Error plotting signal: {e}")
|
||||
continue
|
||||
|
||||
# Add balance and PnL annotation
|
||||
if trade_signals and 'balance' in trade_signals[-1] and 'pnl' in trade_signals[-1]:
|
||||
@ -2592,6 +2712,7 @@ def create_candlestick_figure(data, trade_signals, window_size=100, title=""):
|
||||
buf = io.BytesIO()
|
||||
fig.savefig(buf, format='png')
|
||||
buf.seek(0)
|
||||
plt.close(fig)
|
||||
img = Image.open(buf)
|
||||
return img
|
||||
|
||||
|
@ -1,9 +1,12 @@
|
||||
numpy>=1.21.0
|
||||
pandas>=1.3.0
|
||||
matplotlib>=3.4.0
|
||||
mplfinance>=0.12.7
|
||||
torch>=1.9.0
|
||||
python-dotenv>=0.19.0
|
||||
ccxt>=2.0.0
|
||||
websockets>=10.0
|
||||
tensorboard>=2.6.0
|
||||
scikit-learn
|
||||
tensorboard>=2.6.0
|
||||
scikit-learn>=1.0.0
|
||||
Pillow>=9.0.0
|
||||
asyncio>=3.4.3
|
477
crypto/gogo2/run_live_demo.py
Normal file
477
crypto/gogo2/run_live_demo.py
Normal file
@ -0,0 +1,477 @@
|
||||
import os
|
||||
import sys
|
||||
import asyncio
|
||||
import logging
|
||||
import argparse
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
import random
|
||||
import datetime
|
||||
import torch
|
||||
import matplotlib.pyplot as plt
|
||||
import io
|
||||
from PIL import Image
|
||||
from dotenv import load_dotenv
|
||||
|
||||
# Configure logging
|
||||
logging.basicConfig(
|
||||
level=logging.INFO,
|
||||
format='%(asctime)s - %(levelname)s - %(message)s',
|
||||
handlers=[
|
||||
logging.FileHandler("live_trading.log"),
|
||||
logging.StreamHandler()
|
||||
]
|
||||
)
|
||||
logger = logging.getLogger("live_trading")
|
||||
|
||||
def generate_mock_data(symbol, timeframe, limit=1000):
|
||||
"""Generate mock OHLCV data for demo mode"""
|
||||
logger.info(f"Generating mock data for {symbol} ({timeframe})")
|
||||
|
||||
# Set seed for reproducibility
|
||||
np.random.seed(42)
|
||||
|
||||
# Generate timestamps
|
||||
end_time = datetime.datetime.now()
|
||||
start_time = end_time - datetime.timedelta(minutes=limit)
|
||||
timestamps = [start_time + datetime.timedelta(minutes=i) for i in range(limit)]
|
||||
|
||||
# Convert to milliseconds
|
||||
timestamps_ms = [int(ts.timestamp() * 1000) for ts in timestamps]
|
||||
|
||||
# Generate price data with realistic patterns
|
||||
base_price = 3000.0 # Starting price
|
||||
price_data = []
|
||||
current_price = base_price
|
||||
|
||||
for i in range(limit):
|
||||
# Random walk with momentum and volatility clusters
|
||||
momentum = np.random.normal(0, 1)
|
||||
volatility = 0.5 + 0.5 * np.sin(i / 100) # Cyclical volatility
|
||||
|
||||
# Price change with momentum and volatility
|
||||
price_change = momentum * volatility * current_price * 0.005
|
||||
|
||||
# Add some trends and patterns
|
||||
if i % 200 < 100: # Uptrend for 100 candles, then downtrend
|
||||
price_change += current_price * 0.001
|
||||
else:
|
||||
price_change -= current_price * 0.0008
|
||||
|
||||
# Update current price
|
||||
current_price += price_change
|
||||
|
||||
# Generate OHLCV data
|
||||
open_price = current_price
|
||||
close_price = current_price + np.random.normal(0, 1) * current_price * 0.002
|
||||
high_price = max(open_price, close_price) + abs(np.random.normal(0, 1)) * current_price * 0.003
|
||||
low_price = min(open_price, close_price) - abs(np.random.normal(0, 1)) * current_price * 0.003
|
||||
volume = np.random.gamma(2, 100) * (1 + 0.5 * np.sin(i / 50)) # Cyclical volume
|
||||
|
||||
# Store data
|
||||
price_data.append({
|
||||
'timestamp': timestamps_ms[i],
|
||||
'open': open_price,
|
||||
'high': high_price,
|
||||
'low': low_price,
|
||||
'close': close_price,
|
||||
'volume': volume
|
||||
})
|
||||
|
||||
logger.info(f"Generated {len(price_data)} mock candles")
|
||||
return price_data
|
||||
|
||||
async def generate_mock_live_candles(initial_data, symbol, timeframe):
|
||||
"""Generate mock live candles based on initial data"""
|
||||
last_candle = initial_data[-1].copy()
|
||||
last_timestamp = last_candle['timestamp']
|
||||
|
||||
while True:
|
||||
# Wait for next candle
|
||||
await asyncio.sleep(5)
|
||||
|
||||
# Update timestamp
|
||||
if timeframe == '1m':
|
||||
last_timestamp += 60 * 1000 # 1 minute in milliseconds
|
||||
elif timeframe == '5m':
|
||||
last_timestamp += 5 * 60 * 1000
|
||||
elif timeframe == '15m':
|
||||
last_timestamp += 15 * 60 * 1000
|
||||
elif timeframe == '1h':
|
||||
last_timestamp += 60 * 60 * 1000
|
||||
else:
|
||||
last_timestamp += 60 * 1000 # Default to 1 minute
|
||||
|
||||
# Generate new candle
|
||||
last_price = last_candle['close']
|
||||
price_change = np.random.normal(0, 1) * last_price * 0.002
|
||||
|
||||
# Add some persistence
|
||||
if last_candle['close'] > last_candle['open']:
|
||||
# Previous candle was green, more likely to continue up
|
||||
price_change += last_price * 0.0005
|
||||
else:
|
||||
# Previous candle was red, more likely to continue down
|
||||
price_change -= last_price * 0.0005
|
||||
|
||||
# Generate OHLCV data
|
||||
open_price = last_price
|
||||
close_price = last_price + price_change
|
||||
high_price = max(open_price, close_price) + abs(np.random.normal(0, 1)) * last_price * 0.001
|
||||
low_price = min(open_price, close_price) - abs(np.random.normal(0, 1)) * last_price * 0.001
|
||||
volume = np.random.gamma(2, 100)
|
||||
|
||||
# Create new candle
|
||||
new_candle = {
|
||||
'timestamp': last_timestamp,
|
||||
'open': open_price,
|
||||
'high': high_price,
|
||||
'low': low_price,
|
||||
'close': close_price,
|
||||
'volume': volume
|
||||
}
|
||||
|
||||
# Update last candle
|
||||
last_candle = new_candle.copy()
|
||||
|
||||
yield new_candle
|
||||
|
||||
class MockExchange:
|
||||
"""Mock exchange for demo mode"""
|
||||
def __init__(self):
|
||||
self.name = "MockExchange"
|
||||
self.id = "mock"
|
||||
|
||||
async def fetch_ohlcv(self, symbol, timeframe, limit=1000):
|
||||
"""Mock method to fetch OHLCV data"""
|
||||
# Generate mock data
|
||||
mock_data = generate_mock_data(symbol, timeframe, limit)
|
||||
|
||||
# Convert to CCXT format
|
||||
ohlcv = []
|
||||
for candle in mock_data:
|
||||
ohlcv.append([
|
||||
candle['timestamp'],
|
||||
candle['open'],
|
||||
candle['high'],
|
||||
candle['low'],
|
||||
candle['close'],
|
||||
candle['volume']
|
||||
])
|
||||
|
||||
return ohlcv
|
||||
|
||||
async def close(self):
|
||||
"""Mock method to close exchange connection"""
|
||||
pass
|
||||
|
||||
def get_model_info(model_path):
|
||||
"""Extract model architecture information from saved model file"""
|
||||
try:
|
||||
# Load checkpoint with weights_only=False to get all information
|
||||
checkpoint = torch.load(model_path, map_location='cpu', weights_only=False)
|
||||
|
||||
# Extract model parameters
|
||||
state_size = checkpoint['policy_net']['fc1.weight'].shape[1]
|
||||
action_size = checkpoint['policy_net']['advantage_stream.bias'].shape[0]
|
||||
hidden_size = checkpoint['policy_net']['fc1.weight'].shape[0]
|
||||
|
||||
# Try to extract LSTM layers and attention heads
|
||||
lstm_layers = 2 # Default
|
||||
attention_heads = 4 # Default
|
||||
|
||||
# Check if these parameters are stored in the checkpoint
|
||||
if 'lstm_layers' in checkpoint:
|
||||
lstm_layers = checkpoint['lstm_layers']
|
||||
if 'attention_heads' in checkpoint:
|
||||
attention_heads = checkpoint['attention_heads']
|
||||
|
||||
logger.info(f"Extracted model architecture: state_size={state_size}, action_size={action_size}, "
|
||||
f"hidden_size={hidden_size}, lstm_layers={lstm_layers}, attention_heads={attention_heads}")
|
||||
|
||||
return state_size, action_size, hidden_size, lstm_layers, attention_heads
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to extract model info: {str(e)}")
|
||||
logger.warning("Using default model architecture")
|
||||
return 40, 3, 384, 2, 4 # Default values
|
||||
|
||||
async def run_live_demo():
|
||||
"""Run the trading bot in live demo mode with enhanced error handling"""
|
||||
parser = argparse.ArgumentParser(description='Live Trading Demo')
|
||||
parser.add_argument('--symbol', type=str, default='ETH/USDT', help='Trading pair symbol')
|
||||
parser.add_argument('--timeframe', type=str, default='1m', help='Candle timeframe')
|
||||
parser.add_argument('--model', type=str, default='models/trading_agent_best_pnl.pt', help='Path to model file')
|
||||
parser.add_argument('--mock', action='store_true', help='Use mock data instead of real exchange data')
|
||||
args = parser.parse_args()
|
||||
|
||||
try:
|
||||
# Import main module
|
||||
import main
|
||||
|
||||
# Load environment variables
|
||||
load_dotenv()
|
||||
|
||||
# Create directories if they don't exist
|
||||
os.makedirs("trade_logs", exist_ok=True)
|
||||
os.makedirs("runs", exist_ok=True)
|
||||
|
||||
# Check if model file exists
|
||||
if not os.path.exists(args.model):
|
||||
logger.error(f"Model file not found: {args.model}")
|
||||
return 1
|
||||
|
||||
logger.info(f"Starting live trading demo for {args.symbol} on {args.timeframe} timeframe")
|
||||
logger.info(f"Using model: {args.model}")
|
||||
|
||||
# Check API keys
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
secret_key = os.getenv('MEXC_SECRET_KEY')
|
||||
use_mock = args.mock or not api_key or api_key == "your_api_key_here"
|
||||
|
||||
if use_mock:
|
||||
logger.info("Using mock data for demo mode (no API keys required)")
|
||||
exchange = MockExchange()
|
||||
else:
|
||||
# Initialize real exchange
|
||||
exchange = await main.initialize_exchange()
|
||||
|
||||
# Initialize environment
|
||||
env = main.TradingEnvironment(
|
||||
initial_balance=float(os.getenv('INITIAL_BALANCE', 1000)),
|
||||
window_size=30,
|
||||
demo=True # Always use demo mode in this script
|
||||
)
|
||||
|
||||
# Fetch initial data
|
||||
if use_mock:
|
||||
# Use mock data
|
||||
mock_data = generate_mock_data(args.symbol, args.timeframe, 1000)
|
||||
env.data = mock_data
|
||||
env._initialize_features()
|
||||
success = True
|
||||
else:
|
||||
# Fetch real data
|
||||
success = await env.fetch_initial_data(
|
||||
exchange,
|
||||
symbol=args.symbol,
|
||||
timeframe=args.timeframe,
|
||||
limit=1000
|
||||
)
|
||||
|
||||
if not success:
|
||||
logger.error("Failed to fetch initial data. Exiting.")
|
||||
return 1
|
||||
|
||||
# Get model architecture from saved model
|
||||
state_size, action_size, hidden_size, lstm_layers, attention_heads = get_model_info(args.model)
|
||||
|
||||
# Initialize agent with the correct architecture
|
||||
agent = main.Agent(
|
||||
state_size=state_size,
|
||||
action_size=action_size,
|
||||
hidden_size=hidden_size,
|
||||
lstm_layers=lstm_layers,
|
||||
attention_heads=attention_heads
|
||||
)
|
||||
|
||||
# Load model with weights_only=False to handle numpy types
|
||||
try:
|
||||
# First try with weights_only=True (safer)
|
||||
agent.load(args.model)
|
||||
except Exception as e:
|
||||
logger.warning(f"Failed to load model with weights_only=True: {str(e)}")
|
||||
|
||||
# Try with safe_globals
|
||||
try:
|
||||
import torch.serialization
|
||||
with torch.serialization.safe_globals(['numpy._core.multiarray.scalar', 'numpy.dtype']):
|
||||
agent.load(args.model)
|
||||
except Exception as e:
|
||||
logger.warning(f"Failed with safe_globals: {str(e)}")
|
||||
|
||||
# Last resort: try with weights_only=False
|
||||
try:
|
||||
# Monkey patch the load method temporarily
|
||||
original_load = main.Agent.load
|
||||
|
||||
def patched_load(self, path):
|
||||
checkpoint = torch.load(path, map_location=self.device, weights_only=False)
|
||||
self.policy_net.load_state_dict(checkpoint['policy_net'])
|
||||
self.target_net.load_state_dict(checkpoint['target_net'])
|
||||
self.optimizer.load_state_dict(checkpoint['optimizer'])
|
||||
self.epsilon = checkpoint.get('epsilon', 0.05)
|
||||
logger.info(f"Model loaded from {path}")
|
||||
|
||||
# Apply the patch
|
||||
main.Agent.load = patched_load
|
||||
|
||||
# Try loading
|
||||
agent.load(args.model)
|
||||
|
||||
# Restore original method
|
||||
main.Agent.load = original_load
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"All loading attempts failed: {str(e)}")
|
||||
return 1
|
||||
|
||||
logger.info(f"Model loaded successfully")
|
||||
|
||||
# Initialize TensorBoard writer
|
||||
from torch.utils.tensorboard import SummaryWriter
|
||||
agent.writer = SummaryWriter(f'runs/live_demo_{args.symbol.replace("/", "_")}_{datetime.datetime.now().strftime("%Y%m%d_%H%M%S")}')
|
||||
|
||||
# Track performance metrics
|
||||
trades_count = 0
|
||||
winning_trades = 0
|
||||
total_profit = 0
|
||||
max_drawdown = 0
|
||||
peak_balance = env.balance
|
||||
step_counter = 0
|
||||
prev_position = 'flat'
|
||||
|
||||
# Create trade log file
|
||||
os.makedirs('trade_logs', exist_ok=True)
|
||||
trade_log_path = f'trade_logs/trades_{datetime.datetime.now().strftime("%Y%m%d_%H%M%S")}.csv'
|
||||
with open(trade_log_path, 'w') as f:
|
||||
f.write("timestamp,action,price,position_size,balance,pnl\n")
|
||||
|
||||
logger.info(f"Starting live trading simulation...")
|
||||
|
||||
try:
|
||||
# Set up mock live data generator if using mock data
|
||||
if use_mock:
|
||||
live_candle_generator = generate_mock_live_candles(env.data, args.symbol, args.timeframe)
|
||||
|
||||
# Main trading loop
|
||||
while True:
|
||||
try:
|
||||
# Get latest candle
|
||||
if use_mock:
|
||||
# Get mock candle
|
||||
candle = await anext(live_candle_generator)
|
||||
else:
|
||||
# Get real candle
|
||||
candle = await main.get_latest_candle(exchange, args.symbol)
|
||||
|
||||
if candle is None:
|
||||
logger.warning("Failed to fetch latest candle, retrying in 5 seconds...")
|
||||
await asyncio.sleep(5)
|
||||
continue
|
||||
|
||||
# Add new data to environment
|
||||
env.add_data(candle)
|
||||
|
||||
# Get current state and select action
|
||||
state = env.get_state()
|
||||
action = agent.select_action(state, training=False)
|
||||
|
||||
# Update environment with action (simulated)
|
||||
next_state, reward, done = env.step(action)
|
||||
|
||||
# Create info dictionary (missing in the step function)
|
||||
info = {
|
||||
'action': 'hold' if action == 0 else 'buy' if action == 1 else 'sell' if action == 2 else 'close',
|
||||
'price': env.current_price,
|
||||
'balance': env.balance,
|
||||
'position': env.position,
|
||||
'pnl': env.total_pnl
|
||||
}
|
||||
|
||||
# Log trade if position changed
|
||||
if env.position != prev_position:
|
||||
trades_count += 1
|
||||
if env.last_trade_profit > 0:
|
||||
winning_trades += 1
|
||||
total_profit += env.last_trade_profit
|
||||
|
||||
# Log trade details
|
||||
with open(trade_log_path, 'a') as f:
|
||||
f.write(f"{datetime.datetime.now().isoformat()},{info['action']},{env.data[-1]['close']},{env.position_size},{env.balance},{env.last_trade_profit}\n")
|
||||
|
||||
logger.info(f"Trade executed: {info['action']} at ${env.data[-1]['close']:.2f}, PnL: ${env.last_trade_profit:.2f}")
|
||||
|
||||
# Update performance metrics
|
||||
if env.balance > peak_balance:
|
||||
peak_balance = env.balance
|
||||
current_drawdown = (peak_balance - env.balance) / peak_balance if peak_balance > 0 else 0
|
||||
if current_drawdown > max_drawdown:
|
||||
max_drawdown = current_drawdown
|
||||
|
||||
# Update TensorBoard metrics
|
||||
step_counter += 1
|
||||
agent.writer.add_scalar('Live/Balance', env.balance, step_counter)
|
||||
agent.writer.add_scalar('Live/PnL', env.total_pnl, step_counter)
|
||||
agent.writer.add_scalar('Live/Drawdown', current_drawdown * 100, step_counter)
|
||||
|
||||
# Update chart visualization
|
||||
if step_counter % 5 == 0 or env.position != prev_position:
|
||||
agent.add_chart_to_tensorboard(env, step_counter)
|
||||
|
||||
# Log performance summary
|
||||
if trades_count > 0:
|
||||
win_rate = (winning_trades / trades_count) * 100
|
||||
agent.writer.add_scalar('Live/WinRate', win_rate, step_counter)
|
||||
|
||||
performance_text = f"""
|
||||
**Live Trading Performance**
|
||||
Balance: ${env.balance:.2f}
|
||||
Total PnL: ${env.total_pnl:.2f}
|
||||
Trades: {trades_count}
|
||||
Win Rate: {win_rate:.1f}%
|
||||
Max Drawdown: {max_drawdown*100:.1f}%
|
||||
"""
|
||||
agent.writer.add_text('Performance', performance_text, step_counter)
|
||||
|
||||
prev_position = env.position
|
||||
|
||||
# Wait for next candle
|
||||
await asyncio.sleep(1) # Faster updates in demo mode
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error in live trading loop: {str(e)}")
|
||||
import traceback
|
||||
logger.error(traceback.format_exc())
|
||||
logger.info("Continuing after error...")
|
||||
await asyncio.sleep(5)
|
||||
|
||||
except KeyboardInterrupt:
|
||||
logger.info("Live trading stopped by user")
|
||||
|
||||
# Final performance report
|
||||
if trades_count > 0:
|
||||
win_rate = (winning_trades / trades_count) * 100
|
||||
logger.info(f"Trading session summary:")
|
||||
logger.info(f"Total trades: {trades_count}")
|
||||
logger.info(f"Win rate: {win_rate:.1f}%")
|
||||
logger.info(f"Final balance: ${env.balance:.2f}")
|
||||
logger.info(f"Total profit: ${total_profit:.2f}")
|
||||
logger.info(f"Maximum drawdown: {max_drawdown*100:.1f}%")
|
||||
logger.info(f"Trade log saved to: {trade_log_path}")
|
||||
|
||||
return 0
|
||||
|
||||
except KeyboardInterrupt:
|
||||
logger.info("Live trading stopped by user")
|
||||
return 0
|
||||
except Exception as e:
|
||||
logger.error(f"Error in live trading: {str(e)}")
|
||||
import traceback
|
||||
logger.error(traceback.format_exc())
|
||||
return 1
|
||||
|
||||
if __name__ == "__main__":
|
||||
# Set environment variable to indicate we're in demo mode
|
||||
os.environ['DEMO_MODE'] = 'true'
|
||||
|
||||
# Print banner
|
||||
print("\n" + "="*60)
|
||||
print("🤖 TRADING BOT - LIVE DEMO MODE 🤖")
|
||||
print("="*60)
|
||||
print("This is a DEMO mode with simulated trading (no real trades)")
|
||||
print("Press Ctrl+C to stop the bot at any time")
|
||||
print("="*60 + "\n")
|
||||
|
||||
# Run the async main function
|
||||
exit_code = asyncio.run(run_live_demo())
|
||||
sys.exit(exit_code)
|
69
crypto/gogo2/run_tensorboard.py
Normal file
69
crypto/gogo2/run_tensorboard.py
Normal file
@ -0,0 +1,69 @@
|
||||
import os
|
||||
import sys
|
||||
import subprocess
|
||||
import webbrowser
|
||||
import time
|
||||
import argparse
|
||||
|
||||
def run_tensorboard():
|
||||
"""Run TensorBoard server and open browser"""
|
||||
parser = argparse.ArgumentParser(description='TensorBoard Launcher')
|
||||
parser.add_argument('--port', type=int, default=6006, help='Port for TensorBoard server')
|
||||
parser.add_argument('--logdir', type=str, default='runs', help='Log directory for TensorBoard')
|
||||
parser.add_argument('--no-browser', action='store_true', help='Do not open browser automatically')
|
||||
args = parser.parse_args()
|
||||
|
||||
# Create log directory if it doesn't exist
|
||||
os.makedirs(args.logdir, exist_ok=True)
|
||||
|
||||
# Print banner
|
||||
print("\n" + "="*60)
|
||||
print("📊 TRADING BOT - TENSORBOARD MONITORING 📊")
|
||||
print("="*60)
|
||||
print(f"Starting TensorBoard server on port {args.port}")
|
||||
print(f"Log directory: {args.logdir}")
|
||||
print("Press Ctrl+C to stop the server")
|
||||
print("="*60 + "\n")
|
||||
|
||||
# Start TensorBoard server
|
||||
cmd = ["tensorboard", "--logdir", args.logdir, "--port", str(args.port)]
|
||||
|
||||
try:
|
||||
# Start TensorBoard process
|
||||
process = subprocess.Popen(
|
||||
cmd,
|
||||
stdout=subprocess.PIPE,
|
||||
stderr=subprocess.STDOUT,
|
||||
universal_newlines=True
|
||||
)
|
||||
|
||||
# Wait for TensorBoard to start
|
||||
time.sleep(3)
|
||||
|
||||
# Open browser
|
||||
if not args.no_browser:
|
||||
url = f"http://localhost:{args.port}"
|
||||
print(f"Opening browser to {url}")
|
||||
webbrowser.open(url)
|
||||
|
||||
# Print TensorBoard output
|
||||
while True:
|
||||
output = process.stdout.readline()
|
||||
if output == '' and process.poll() is not None:
|
||||
break
|
||||
if output:
|
||||
print(output.strip())
|
||||
|
||||
return process.poll()
|
||||
|
||||
except KeyboardInterrupt:
|
||||
print("\nStopping TensorBoard server...")
|
||||
process.terminate()
|
||||
return 0
|
||||
except Exception as e:
|
||||
print(f"Error running TensorBoard: {str(e)}")
|
||||
return 1
|
||||
|
||||
if __name__ == "__main__":
|
||||
exit_code = run_tensorboard()
|
||||
sys.exit(exit_code)
|
14
crypto/gogo2/start_live_trading.ps1
Normal file
14
crypto/gogo2/start_live_trading.ps1
Normal file
@ -0,0 +1,14 @@
|
||||
# PowerShell script to start live trading demo and TensorBoard
|
||||
|
||||
Write-Host "Starting Trading Bot Live Demo..." -ForegroundColor Green
|
||||
|
||||
# Create a new PowerShell window for TensorBoard
|
||||
Start-Process powershell -ArgumentList "-Command python run_tensorboard.py" -WindowStyle Normal
|
||||
|
||||
# Wait a moment for TensorBoard to start
|
||||
Write-Host "Starting TensorBoard... Please wait" -ForegroundColor Yellow
|
||||
Start-Sleep -Seconds 5
|
||||
|
||||
# Start the live trading demo in the current window
|
||||
Write-Host "Starting Live Trading Demo with mock data..." -ForegroundColor Green
|
||||
python run_live_demo.py --symbol ETH/USDT --timeframe 1m --model models/trading_agent_best_pnl.pt --mock
|
File diff suppressed because it is too large
Load Diff
@ -1 +1 @@
|
||||
episode_rewards,episode_lengths,balances,win_rates,episode_pnls,cumulative_pnl,drawdowns,prediction_accuracy
|
||||
episode_rewards,episode_lengths,balances,win_rates,episode_pnls,cumulative_pnl,drawdowns,prediction_accuracy,trade_analysis
|
||||
|
|
Loading…
x
Reference in New Issue
Block a user