risk managment

NN/models/cnn_model_pytorch.py

@@ -303,13 +303,15 @@ class EnhancedCNNModel(nn.Module):
         batch_size, seq_len, features = x.shape
         
         # Reshape for processing: [batch, seq, features] -> [batch*seq, features]
-        x_reshaped = x.view(-1, features)
+        x_reshaped = x.reshape(-1, features)
+        x_reshaped = self._memory_barrier(x_reshaped)
         
         # Input embedding
         embedded = self.input_embedding(x_reshaped)  # [batch*seq, base_channels]
+        embedded = self._memory_barrier(embedded)
         
         # Reshape back for conv1d: [batch*seq, channels] -> [batch, channels, seq]
-        embedded = embedded.view(batch_size, seq_len, -1).transpose(1, 2)
+        embedded = embedded.reshape(batch_size, seq_len, -1).transpose(1, 2).contiguous()
         
         # Multi-scale feature extraction
         path1 = self.conv_path1(embedded)

config.yaml

@@ -164,10 +164,10 @@ mexc_trading:
   simulation_account_usd: 100.0  # $100 simulation account balance
   
   # Risk management
-  max_daily_trades: 100
   max_daily_loss_usd: 200.0
   max_concurrent_positions: 3
   min_trade_interval_seconds: 5  # Reduced for testing and training
+  consecutive_loss_reduction_factor: 0.8 # Reduce position size by 20% after each consecutive loss
   
   # Symbol restrictions - ETH ONLY
   allowed_symbols: ["ETH/USDT"]

core/trading_executor.py

@@ -104,6 +104,7 @@ class TradingExecutor:
         self.last_trade_time = {}
         self.trading_enabled = self.mexc_config.get('enabled', False)
         self.trading_mode = trading_mode
+        self.consecutive_losses = 0  # Track consecutive losing trades
         
         logger.debug(f"TRADING EXECUTOR: Initial trading_enabled state from config: {self.trading_enabled}")
 
@@ -284,13 +285,13 @@ class TradingExecutor:
             return False
         
         # Check daily trade limit
-        max_daily_trades = self.mexc_config.get('max_trades_per_hour', 2) * 24
+        # max_daily_trades = self.mexc_config.get('max_daily_trades', 100)
-        if self.daily_trades >= max_daily_trades:
+        # if self.daily_trades >= max_daily_trades:
-            logger.warning(f"Daily trade limit reached: {self.daily_trades}")
+        #     logger.warning(f"Daily trade limit reached: {self.daily_trades}")
-            return False
+        #     return False
         
         # Check trade interval
-        min_interval = self.mexc_config.get('min_trade_interval_seconds', 300)
+        min_interval = self.mexc_config.get('min_trade_interval_seconds', 5)
         last_trade = self.last_trade_time.get(symbol, datetime.min)
         if (datetime.now() - last_trade).total_seconds() < min_interval:
             logger.info(f"Trade interval not met for {symbol}")
@@ -440,6 +441,14 @@ class TradingExecutor:
             
             self.trade_history.append(trade_record)
             self.daily_loss += max(0, -pnl)  # Add to daily loss if negative
+
+            # Update consecutive losses
+            if pnl < -0.001:  # A losing trade
+                self.consecutive_losses += 1
+            elif pnl > 0.001:  # A winning trade
+                self.consecutive_losses = 0
+            else:  # Breakeven trade
+                self.consecutive_losses = 0
             
             # Remove position
             del self.positions[symbol]
@@ -507,6 +516,14 @@ class TradingExecutor:
                 self.trade_history.append(trade_record)
                 self.daily_loss += max(0, -(pnl - fees))  # Add to daily loss if negative
                 
+                # Update consecutive losses
+                if pnl < -0.001:  # A losing trade
+                    self.consecutive_losses += 1
+                elif pnl > 0.001:  # A winning trade
+                    self.consecutive_losses = 0
+                else:  # Breakeven trade
+                    self.consecutive_losses = 0
+                
                 # Remove position
                 del self.positions[symbol]
                 self.last_trade_time[symbol] = datetime.now()
@@ -723,6 +740,14 @@ class TradingExecutor:
                 self.trade_history.append(trade_record)
                 self.daily_loss += max(0, -(pnl - fees))  # Add to daily loss if negative
                 
+                # Update consecutive losses
+                if pnl < -0.001:  # A losing trade
+                    self.consecutive_losses += 1
+                elif pnl > 0.001:  # A winning trade
+                    self.consecutive_losses = 0
+                else:  # Breakeven trade
+                    self.consecutive_losses = 0
+                
                 # Remove position
                 del self.positions[symbol]
                 self.last_trade_time[symbol] = datetime.now()
@@ -757,6 +782,11 @@ class TradingExecutor:
         # Apply leverage to get effective position size
         leveraged_position_value = position_value * leverage
         
+        # Apply reduction based on consecutive losses
+        reduction_factor = self.mexc_config.get('consecutive_loss_reduction_factor', 0.8)
+        adjusted_reduction_factor = reduction_factor ** self.consecutive_losses
+        leveraged_position_value *= adjusted_reduction_factor
+
         logger.debug(f"Position calculation: account=${account_balance:.2f}, "
                     f"percent={position_percent*100:.1f}%, base=${position_value:.2f}, "
                     f"leverage={leverage}x, effective=${leveraged_position_value:.2f}, "