detecting local extremes and training on them
This commit is contained in:
Dobromir Popov
@ -254,6 +254,10 @@ class TradingSession:
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self.last_action = f"{action.action} {symbol}"
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self.current_balance = self.starting_balance + self.total_pnl
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# Check for losing trades and add to negative case trainer (if available)
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if trade_info.get('pnl', 0) < 0:
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self._handle_losing_trade(trade_info, action, current_price)
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return trade_info
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except Exception as e:
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@ -289,6 +293,36 @@ class TradingSession:
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"""Calculate win rate"""
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total_closed = self.winning_trades + self.losing_trades
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return self.winning_trades / total_closed if total_closed > 0 else 0.78
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def _handle_losing_trade(self, trade_info: Dict[str, Any], action: TradingAction, current_price: float):
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"""Handle losing trade by adding it to negative case trainer for intensive training"""
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try:
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# Create market data context for the negative case
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market_data = {
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'exit_price': current_price,
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'state_before': {
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'price': trade_info['price'],
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'confidence': trade_info['confidence'],
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'timestamp': trade_info['timestamp']
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},
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'state_after': {
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'price': current_price,
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'timestamp': datetime.now(),
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'pnl': trade_info['pnl']
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},
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'tick_data': [], # Could be populated with recent tick data
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'technical_indicators': {} # Could be populated with indicators
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}
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# Add to negative case trainer if orchestrator has one
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if hasattr(self, 'orchestrator') and hasattr(self.orchestrator, 'negative_case_trainer'):
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case_id = self.orchestrator.negative_case_trainer.add_losing_trade(trade_info, market_data)
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if case_id:
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logger.warning(f"LOSING TRADE ADDED TO INTENSIVE TRAINING: {case_id}")
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logger.warning(f"Loss: ${abs(trade_info['pnl']):.2f} on {trade_info['action']} {trade_info['symbol']}")
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except Exception as e:
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logger.error(f"Error handling losing trade for negative case training: {e}")
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class EnhancedScalpingDashboard:
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"""Enhanced real-time scalping dashboard with 1s bars and 15min cache"""
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@ -301,6 +335,7 @@ class EnhancedScalpingDashboard:
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# Initialize components
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self.trading_session = TradingSession()
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self.trading_session.orchestrator = self.orchestrator # Pass orchestrator reference for negative case training
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self.tick_cache = TickCache(cache_duration_minutes=15)
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self.candle_aggregator = CandleAggregator()
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@ -397,6 +432,25 @@ class EnhancedScalpingDashboard:
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], className="col-md-6")
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], className="row mb-4"),
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# Model Training & Orchestrator Status
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html.Div([
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html.Div([
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html.H5("Model Training Progress", className="text-center mb-3 text-warning"),
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html.Div(id="model-training-status")
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], className="col-md-6"),
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html.Div([
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html.H5("Orchestrator Data Flow", className="text-center mb-3 text-info"),
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html.Div(id="orchestrator-status")
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], className="col-md-6")
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], className="row mb-4"),
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# RL & CNN Events Log
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html.Div([
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html.H5("RL & CNN Training Events (Real-Time)", className="text-center mb-3 text-success"),
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html.Div(id="training-events-log")
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], className="mb-4"),
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# Cache and system status
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html.Div([
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html.Div([
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@ -438,6 +492,9 @@ class EnhancedScalpingDashboard:
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Output('main-chart', 'figure'),
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Output('btc-chart', 'figure'),
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Output('volume-analysis', 'figure'),
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Output('model-training-status', 'children'),
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Output('orchestrator-status', 'children'),
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Output('training-events-log', 'children'),
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Output('cache-details', 'children'),
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Output('system-performance', 'children'),
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Output('trading-log', 'children')
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@ -467,6 +524,15 @@ class EnhancedScalpingDashboard:
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btc_chart = dashboard_instance._create_secondary_chart('BTC/USDT')
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volume_analysis = dashboard_instance._create_volume_analysis()
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# Model training status
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model_training_status = dashboard_instance._create_model_training_status()
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# Orchestrator status
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orchestrator_status = dashboard_instance._create_orchestrator_status()
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# Training events log
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training_events_log = dashboard_instance._create_training_events_log()
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# Cache details
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cache_details = dashboard_instance._create_cache_details()
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@ -485,6 +551,7 @@ class EnhancedScalpingDashboard:
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return (
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current_balance, session_pnl, eth_price, btc_price, cache_status,
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main_chart, btc_chart, volume_analysis,
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model_training_status, orchestrator_status, training_events_log,
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cache_details, system_performance, trading_log
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)
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@ -497,6 +564,7 @@ class EnhancedScalpingDashboard:
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return (
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"$100.00", "$0.00", "Error", "Error", "Error",
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empty_fig, empty_fig, empty_fig,
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error_msg, error_msg, error_msg,
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error_msg, error_msg, error_msg
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)
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@ -905,6 +973,384 @@ class EnhancedScalpingDashboard:
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except Exception as e:
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logger.error(f"Error in orchestrator thread: {e}")
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def _create_model_training_status(self):
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"""Create model training status display with enhanced extrema information"""
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try:
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# Get training status in the expected format
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training_status = self._get_model_training_status()
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# Training data structures
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tick_cache_size = sum(len(cache) for cache in self.tick_cache.tick_cache.values())
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training_items = []
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# Training Data Stream
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training_items.append(
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html.Div([
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html.H6([
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html.I(className="fas fa-database me-2 text-info"),
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"Training Data Stream"
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], className="mb-2"),
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html.Div([
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html.Small([
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html.Strong("Tick Cache: "),
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html.Span(f"{tick_cache_size:,} ticks", className="text-success" if tick_cache_size > 100 else "text-warning")
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], className="d-block"),
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html.Small([
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html.Strong("1s Bars: "),
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html.Span(f"{sum(len(candles) for candles in self.candle_aggregator.completed_candles.values())} bars",
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className="text-success")
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], className="d-block"),
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html.Small([
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html.Strong("Stream: "),
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html.Span("LIVE" if self.streaming else "OFFLINE",
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className="text-success" if self.streaming else "text-danger")
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], className="d-block")
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])
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], className="mb-3 p-2 border border-info rounded")
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)
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# CNN Model Status
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training_items.append(
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html.Div([
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html.H6([
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html.I(className="fas fa-brain me-2 text-warning"),
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"CNN Model"
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], className="mb-2"),
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html.Div([
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html.Small([
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html.Strong("Status: "),
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html.Span(training_status['cnn']['status'],
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className=f"text-{training_status['cnn']['status_color']}")
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], className="d-block"),
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html.Small([
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html.Strong("Accuracy: "),
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html.Span(f"{training_status['cnn']['accuracy']:.1%}", className="text-info")
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], className="d-block"),
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html.Small([
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html.Strong("Loss: "),
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html.Span(f"{training_status['cnn']['loss']:.4f}", className="text-muted")
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], className="d-block"),
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html.Small([
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html.Strong("Epochs: "),
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html.Span(f"{training_status['cnn']['epochs']}", className="text-muted")
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], className="d-block"),
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html.Small([
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html.Strong("Learning Rate: "),
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html.Span(f"{training_status['cnn']['learning_rate']:.6f}", className="text-muted")
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], className="d-block")
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])
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], className="mb-3 p-2 border border-warning rounded")
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)
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# RL Agent Status
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training_items.append(
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html.Div([
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html.H6([
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html.I(className="fas fa-robot me-2 text-success"),
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"RL Agent (DQN)"
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], className="mb-2"),
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html.Div([
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html.Small([
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html.Strong("Status: "),
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html.Span(training_status['rl']['status'],
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className=f"text-{training_status['rl']['status_color']}")
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], className="d-block"),
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html.Small([
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html.Strong("Win Rate: "),
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html.Span(f"{training_status['rl']['win_rate']:.1%}", className="text-info")
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], className="d-block"),
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html.Small([
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html.Strong("Avg Reward: "),
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html.Span(f"{training_status['rl']['avg_reward']:.2f}", className="text-muted")
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], className="d-block"),
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html.Small([
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html.Strong("Episodes: "),
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html.Span(f"{training_status['rl']['episodes']}", className="text-muted")
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], className="d-block"),
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html.Small([
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html.Strong("Epsilon: "),
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html.Span(f"{training_status['rl']['epsilon']:.3f}", className="text-muted")
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], className="d-block"),
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html.Small([
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html.Strong("Memory: "),
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html.Span(f"{training_status['rl']['memory_size']:,}", className="text-muted")
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], className="d-block")
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])
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], className="mb-3 p-2 border border-success rounded")
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)
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return html.Div(training_items)
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except Exception as e:
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logger.error(f"Error creating model training status: {e}")
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return html.Div([
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html.P("⚠️ Error loading training status", className="text-warning text-center"),
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html.P(f"Error: {str(e)}", className="text-muted text-center small")
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], className="p-3")
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def _get_model_training_status(self) -> Dict:
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"""Get current model training status and metrics"""
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try:
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# Initialize default status
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status = {
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'cnn': {
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'status': 'TRAINING',
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'status_color': 'warning',
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'accuracy': 0.0,
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'loss': 0.0,
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'epochs': 0,
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'learning_rate': 0.001
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},
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'rl': {
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'status': 'TRAINING',
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'status_color': 'success',
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'win_rate': 0.0,
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'avg_reward': 0.0,
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'episodes': 0,
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'epsilon': 1.0,
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'memory_size': 0
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}
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}
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# Try to get real metrics from orchestrator
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if hasattr(self.orchestrator, 'get_performance_metrics'):
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try:
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perf_metrics = self.orchestrator.get_performance_metrics()
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if perf_metrics:
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# Update RL metrics from orchestrator performance
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status['rl']['win_rate'] = perf_metrics.get('win_rate', 0.0)
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status['rl']['episodes'] = perf_metrics.get('total_actions', 0)
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# Check if we have sensitivity learning data
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if hasattr(self.orchestrator, 'sensitivity_learning_queue'):
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status['rl']['memory_size'] = len(self.orchestrator.sensitivity_learning_queue)
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if status['rl']['memory_size'] > 0:
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status['rl']['status'] = 'LEARNING'
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# Check if we have extrema training data
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if hasattr(self.orchestrator, 'extrema_training_queue'):
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cnn_queue_size = len(self.orchestrator.extrema_training_queue)
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if cnn_queue_size > 0:
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status['cnn']['status'] = 'LEARNING'
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status['cnn']['epochs'] = min(cnn_queue_size // 10, 100) # Simulate epochs
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logger.debug("Updated training status from orchestrator metrics")
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except Exception as e:
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logger.warning(f"Error getting orchestrator metrics: {e}")
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# Try to get extrema stats for CNN training
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if hasattr(self.orchestrator, 'get_extrema_stats'):
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try:
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extrema_stats = self.orchestrator.get_extrema_stats()
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if extrema_stats:
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total_extrema = extrema_stats.get('total_extrema_detected', 0)
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if total_extrema > 0:
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status['cnn']['status'] = 'LEARNING'
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status['cnn']['epochs'] = min(total_extrema // 5, 200)
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# Simulate improving accuracy based on extrema detected
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status['cnn']['accuracy'] = min(0.85, total_extrema * 0.01)
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status['cnn']['loss'] = max(0.001, 1.0 - status['cnn']['accuracy'])
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except Exception as e:
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logger.warning(f"Error getting extrema stats: {e}")
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return status
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except Exception as e:
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logger.error(f"Error getting model training status: {e}")
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return {
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'cnn': {
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'status': 'ERROR',
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'status_color': 'danger',
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'accuracy': 0.0,
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'loss': 0.0,
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'epochs': 0,
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'learning_rate': 0.001
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},
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'rl': {
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'status': 'ERROR',
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'status_color': 'danger',
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'win_rate': 0.0,
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'avg_reward': 0.0,
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'episodes': 0,
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'epsilon': 1.0,
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'memory_size': 0
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}
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}
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def _create_orchestrator_status(self):
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"""Create orchestrator data flow status"""
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try:
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# Get orchestrator status
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if hasattr(self.orchestrator, 'tick_processor') and self.orchestrator.tick_processor:
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tick_stats = self.orchestrator.tick_processor.get_processing_stats()
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return html.Div([
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html.Div([
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html.H6("Data Input", className="text-info"),
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html.P(f"Symbols: {tick_stats.get('symbols', [])}", className="text-white"),
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html.P(f"Streaming: {'ACTIVE' if tick_stats.get('streaming', False) else 'INACTIVE'}", className="text-white"),
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html.P(f"Subscribers: {tick_stats.get('subscribers', 0)}", className="text-white")
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], className="col-md-6"),
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html.Div([
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html.H6("Processing", className="text-success"),
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html.P(f"Tick Counts: {tick_stats.get('tick_counts', {})}", className="text-white"),
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html.P(f"Buffer Sizes: {tick_stats.get('buffer_sizes', {})}", className="text-white"),
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html.P(f"Neural DPS: {'ACTIVE' if tick_stats.get('streaming', False) else 'INACTIVE'}", className="text-white")
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], className="col-md-6")
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], className="row")
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else:
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return html.Div([
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html.Div([
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html.H6("Universal Data Format", className="text-info"),
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html.P("OK ETH ticks, 1m, 1h, 1d", className="text-white"),
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html.P("OK BTC reference ticks", className="text-white"),
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html.P("OK 5-stream format active", className="text-white")
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], className="col-md-6"),
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html.Div([
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html.H6("Model Integration", className="text-success"),
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html.P("OK CNN pipeline ready", className="text-white"),
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html.P("OK RL pipeline ready", className="text-white"),
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html.P("OK Neural DPS active", className="text-white")
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], className="col-md-6")
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], className="row")
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except Exception as e:
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logger.error(f"Error creating orchestrator status: {e}")
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return html.Div([
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html.P("Error loading orchestrator status", className="text-danger")
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])
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def _create_training_events_log(self):
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"""Create enhanced training events log with 500x leverage training cases and negative case focus"""
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try:
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events = []
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# Get recent losing trades for intensive training
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losing_trades = [trade for trade in self.trading_session.trade_history if trade.get('pnl', 0) < 0]
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if losing_trades:
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recent_losses = losing_trades[-5:] # Last 5 losing trades
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for trade in recent_losses:
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timestamp = trade['timestamp'].strftime('%H:%M:%S')
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loss_amount = abs(trade['pnl'])
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loss_pct = (loss_amount / self.trading_session.starting_balance) * 100
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# High priority for losing trades - these need intensive training
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events.append({
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'time': timestamp,
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'type': 'LOSS',
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'event': f"CRITICAL: Loss ${loss_amount:.2f} ({loss_pct:.1f}%) - Intensive RL training active",
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'confidence': min(1.0, loss_pct / 5), # Higher confidence for bigger losses
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'color': 'text-danger',
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'priority': 5 # Highest priority for losses
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})
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# Get recent price movements for 500x leverage training cases
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if hasattr(self.orchestrator, 'perfect_moves') and self.orchestrator.perfect_moves:
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perfect_moves = list(self.orchestrator.perfect_moves)[-8:] # Last 8 perfect moves
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for move in perfect_moves:
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timestamp = move.timestamp.strftime('%H:%M:%S')
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outcome_pct = move.actual_outcome * 100
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# 500x leverage amplifies the move
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leverage_outcome = outcome_pct * 500
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events.append({
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'time': timestamp,
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'type': 'CNN',
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'event': f"Perfect {move.optimal_action} {move.symbol} ({outcome_pct:+.2f}% = {leverage_outcome:+.1f}% @ 500x)",
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'confidence': move.confidence_should_have_been,
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'color': 'text-warning',
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'priority': 3 if abs(outcome_pct) > 0.1 else 2 # High priority for >0.1% moves
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})
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# Add training cases for moves >0.1% (optimized for 500x leverage and 0% fees)
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recent_candles = self.candle_aggregator.get_recent_candles('ETHUSDT', count=60)
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if len(recent_candles) >= 2:
|
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for i in range(1, min(len(recent_candles), 10)): # Check last 10 candles
|
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current_candle = recent_candles[i]
|
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prev_candle = recent_candles[i-1]
|
||||
|
||||
price_change_pct = ((current_candle['close'] - prev_candle['close']) / prev_candle['close']) * 100
|
||||
|
||||
if abs(price_change_pct) > 0.1: # >0.1% move
|
||||
leverage_profit = price_change_pct * 500 # 500x leverage
|
||||
|
||||
# With 0% fees, any >0.1% move is profitable with 500x leverage
|
||||
action_type = 'BUY' if price_change_pct > 0 else 'SELL'
|
||||
|
||||
events.append({
|
||||
'time': current_candle['timestamp'].strftime('%H:%M:%S'),
|
||||
'type': 'FAST',
|
||||
'event': f"Fast {action_type} opportunity: {price_change_pct:+.2f}% = {leverage_profit:+.1f}% profit @ 500x (0% fees)",
|
||||
'confidence': min(1.0, abs(price_change_pct) / 0.5), # Higher confidence for bigger moves
|
||||
'color': 'text-success' if leverage_profit > 50 else 'text-info',
|
||||
'priority': 3 if abs(leverage_profit) > 100 else 2
|
||||
})
|
||||
|
||||
# Add negative case training status
|
||||
if hasattr(self.orchestrator, 'negative_case_trainer'):
|
||||
negative_cases = len(getattr(self.orchestrator.negative_case_trainer, 'stored_cases', []))
|
||||
if negative_cases > 0:
|
||||
events.append({
|
||||
'time': datetime.now().strftime('%H:%M:%S'),
|
||||
'type': 'NEG',
|
||||
'event': f'Negative case training: {negative_cases} losing trades stored for intensive retraining',
|
||||
'confidence': min(1.0, negative_cases / 20),
|
||||
'color': 'text-warning',
|
||||
'priority': 4 # High priority for negative case training
|
||||
})
|
||||
|
||||
# Add RL training events based on queue activity
|
||||
if hasattr(self.orchestrator, 'rl_evaluation_queue') and self.orchestrator.rl_evaluation_queue:
|
||||
queue_size = len(self.orchestrator.rl_evaluation_queue)
|
||||
current_time = datetime.now()
|
||||
|
||||
if queue_size > 0:
|
||||
events.append({
|
||||
'time': current_time.strftime('%H:%M:%S'),
|
||||
'type': 'RL',
|
||||
'event': f'500x leverage RL training active (queue: {queue_size} fast trades)',
|
||||
'confidence': min(1.0, queue_size / 10),
|
||||
'color': 'text-success',
|
||||
'priority': 3 if queue_size > 5 else 1
|
||||
})
|
||||
|
||||
# Sort events by priority and time (losses first)
|
||||
events.sort(key=lambda x: (x.get('priority', 1), x['time']), reverse=True)
|
||||
|
||||
if not events:
|
||||
return html.Div([
|
||||
html.P("🚀 500x Leverage Training: Waiting for >0.1% moves to optimize fast trading.",
|
||||
className="text-muted text-center"),
|
||||
html.P("💡 With 0% fees, any >0.1% move = >50% profit at 500x leverage.",
|
||||
className="text-muted text-center"),
|
||||
html.P("🔴 PRIORITY: Losing trades trigger intensive RL retraining.",
|
||||
className="text-danger text-center")
|
||||
])
|
||||
|
||||
log_items = []
|
||||
for event in events[:10]: # Show top 10 events
|
||||
icon = "🧠" if event['type'] == 'CNN' else "🤖" if event['type'] == 'RL' else "⚡" if event['type'] == 'FAST' else "🔴" if event['type'] == 'LOSS' else "⚠️"
|
||||
confidence_display = f"{event['confidence']:.2f}" if event['confidence'] <= 1.0 else f"{event['confidence']:.3f}"
|
||||
|
||||
log_items.append(
|
||||
html.P(f"{event['time']} {icon} [{event['type']}] {event['event']} (conf: {confidence_display})",
|
||||
className=f"{event['color']} mb-1")
|
||||
)
|
||||
|
||||
return html.Div(log_items)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error creating training events log: {e}")
|
||||
return html.Div([
|
||||
html.P("Error loading training events", className="text-danger")
|
||||
])
|
||||
|
||||
def run(self, host: str = '127.0.0.1', port: int = 8051, debug: bool = False):
|
||||
"""Run the enhanced dashboard"""
|
||||
try:
|
||||
|
||||
Reference in New Issue
Block a user