execution and training fixes

This commit is contained in:
Dobromir Popov
2025-07-04 20:45:39 +03:00
parent 0c4c682498
commit ed42e7c238
10 changed files with 879 additions and 79 deletions

View File

@ -0,0 +1,165 @@
# Trading System Enhancements Summary
## 🎯 **Issues Fixed**
### 1. **Position Sizing Issues**
- **Problem**: Tiny position sizes (0.000 quantity) with meaningless P&L
- **Solution**: Implemented percentage-based position sizing with leverage
- **Result**: Meaningful position sizes based on account balance percentage
### 2. **Symbol Restrictions**
- **Problem**: Both BTC and ETH trades were executing
- **Solution**: Added `allowed_symbols: ["ETH/USDT"]` restriction
- **Result**: Only ETH/USDT trades are now allowed
### 3. **Win Rate Calculation**
- **Problem**: Incorrect win rate (50% instead of 69.2% for 9W/4L)
- **Solution**: Fixed rounding issues in win/loss counting logic
- **Result**: Accurate win rate calculations
### 4. **Missing Hold Time**
- **Problem**: No way to debug model behavior timing
- **Solution**: Added hold time tracking in seconds
- **Result**: Each trade now shows exact hold duration
## 🚀 **New Features Implemented**
### 1. **Percentage-Based Position Sizing**
```yaml
# config.yaml
base_position_percent: 5.0 # 5% base position of account
max_position_percent: 20.0 # 20% max position of account
min_position_percent: 2.0 # 2% min position of account
leverage: 50.0 # 50x leverage (adjustable in UI)
simulation_account_usd: 100.0 # $100 simulation account
```
**How it works:**
- Base position = Account Balance × Base % × Confidence
- Effective position = Base position × Leverage
- Example: $100 account × 5% × 0.8 confidence × 50x = $200 effective position
### 2. **Hold Time Tracking**
```python
@dataclass
class TradeRecord:
# ... existing fields ...
hold_time_seconds: float = 0.0 # NEW: Hold time in seconds
```
**Benefits:**
- Debug model behavior patterns
- Identify optimal hold times
- Analyze trade timing efficiency
### 3. **Enhanced Trading Statistics**
```python
# Now includes:
- Total fees paid
- Hold time per trade
- Percentage-based position info
- Leverage settings
```
### 4. **UI-Adjustable Leverage**
```python
def get_leverage(self) -> float:
"""Get current leverage setting"""
def set_leverage(self, leverage: float) -> bool:
"""Set leverage (for UI control)"""
def get_account_info(self) -> Dict[str, Any]:
"""Get account information for UI display"""
```
## 📊 **Dashboard Improvements**
### 1. **Enhanced Closed Trades Table**
```
Time | Side | Size | Entry | Exit | Hold (s) | P&L | Fees
02:33:44 | LONG | 0.080 | $2588.33 | $2588.11 | 30 | $50.00 | $1.00
```
### 2. **Improved Trading Statistics**
```
Win Rate: 60.0% (3W/2L) | Avg Win: $50.00 | Avg Loss: $25.00 | Total Fees: $5.00
```
## 🔧 **Configuration Changes**
### Before:
```yaml
max_position_value_usd: 50.0 # Fixed USD amounts
min_position_value_usd: 10.0
leverage: 10.0
```
### After:
```yaml
base_position_percent: 5.0 # Percentage of account
max_position_percent: 20.0 # Scales with account size
min_position_percent: 2.0
leverage: 50.0 # Higher leverage for significant P&L
simulation_account_usd: 100.0 # Clear simulation balance
allowed_symbols: ["ETH/USDT"] # ETH-only trading
```
## 📈 **Expected Results**
With these changes, you should now see:
1. **Meaningful Position Sizes**:
- 2-20% of account balance
- With 50x leverage = $100-$1000 effective positions
2. **Significant P&L Values**:
- Instead of $0.01 profits, expect $10-$100+ moves
- Proportional to leverage and position size
3. **Accurate Statistics**:
- Correct win rate calculations
- Hold time analysis capabilities
- Total fees tracking
4. **ETH-Only Trading**:
- No more BTC trades
- Focused on ETH/USDT pairs only
5. **Better Debugging**:
- Hold time shows model behavior patterns
- Percentage-based sizing scales with account
- UI-adjustable leverage for testing
## 🧪 **Test Results**
All tests passing:
- ✅ Position Sizing: Updated with percentage-based leverage
- ✅ ETH-Only Trading: Configured in config
- ✅ Win Rate Calculation: FIXED
- ✅ New Features: WORKING
## 🎮 **UI Controls Available**
The trading executor now supports:
- `get_leverage()` - Get current leverage
- `set_leverage(value)` - Adjust leverage from UI
- `get_account_info()` - Get account status for display
- Enhanced position and trade information
## 🔍 **Debugging Capabilities**
With hold time tracking, you can now:
- Identify if model holds positions too long/short
- Correlate hold time with P&L success
- Optimize entry/exit timing
- Debug model behavior patterns
Example analysis:
```
Short holds (< 30s): 70% win rate
Medium holds (30-60s): 60% win rate
Long holds (> 60s): 40% win rate
```
This data helps optimize the model's decision timing!