Add model files to gitignore

.gitignore

@@ -32,6 +32,27 @@ crypto/sol/.vs/*
 crypto/brian/models/best/*
 crypto/brian/models/last/*
 crypto/brian/live_chart.html
-crypto/gogo2/models/*
 crypto/gogo2/trading_bot.log
 *.log
+
+crypto/gogo2/checkpoints/trading_agent_episode_*.pt
+*trading_agent_continuous_*.pt
+*trading_agent_episode_*.pt
+crypto/gogo2/models/trading_agent_continuous_150.pt
+crypto/gogo2/checkpoints/trading_agent_episode_0.pt
+crypto/gogo2/checkpoints/trading_agent_episode_10.pt
+crypto/gogo2/checkpoints/trading_agent_episode_20.pt
+crypto/gogo2/checkpoints/trading_agent_episode_40.pt
+crypto/gogo2/models/trading_agent_best_pnl.pt
+crypto/gogo2/models/trading_agent_best_reward.pt
+crypto/gogo2/models/trading_agent_best_winrate.pt
+crypto/gogo2/models/trading_agent_continuous_0.pt
+crypto/gogo2/models/trading_agent_continuous_50.pt
+crypto/gogo2/models/trading_agent_continuous_100.pt
+crypto/gogo2/models/trading_agent_continuous_150.pt
+crypto/gogo2/models/trading_agent_emergency.pt
+crypto/gogo2/models/trading_agent_episode_0.pt
+crypto/gogo2/models/trading_agent_episode_10.pt
+crypto/gogo2/models/trading_agent_episode_20.pt
+crypto/gogo2/models/trading_agent_episode_30.pt
+crypto/gogo2/models/trading_agent_final.pt

crypto/gogo2/.gitattributes

@@ -0,0 +1 @@
+*.pt filter=lfs diff=lfs merge=lfs -text

crypto/gogo2/.gitignore

@@ -0,0 +1 @@
+*.pt

crypto/gogo2/.vscode/launch.json

@@ -6,7 +6,7 @@
             "type": "python",
             "request": "launch",
             "program": "main.py",
-            "args": ["--mode", "train", "--episodes", "1000"],
+            "args": ["--mode", "train", "--episodes", "100"],
             "console": "integratedTerminal",
             "justMyCode": true
         },
@@ -36,6 +36,15 @@
             "args": ["--mode", "live"],
             "console": "integratedTerminal",
             "justMyCode": true
+        },
+        {
+            "name": "Continuous Training",
+            "type": "python",
+            "request": "launch",
+            "program": "main.py",
+            "args": ["--mode", "continuous", "--refresh-data"],
+            "console": "integratedTerminal",
+            "justMyCode": true
         }
     ]
 }

crypto/gogo2/checkpoints/best_metrics.json

@@ -1 +1 @@
-{"best_reward": 202.7441047517104, "best_pnl": -1.285678343969877, "best_win_rate": 38.70967741935484, "last_episode": 20, "timestamp": "2025-03-10T13:31:02.938465"}
+{"best_reward": 202.7441047517104, "best_pnl": 9.268344827764809, "best_win_rate": 73.33333333333333, "last_episode": 30, "timestamp": "2025-03-10T17:57:19.913481"}

crypto/gogo2/main.py

@@ -23,6 +23,9 @@ import copy
 import argparse
 import traceback
 import math
+import matplotlib.dates as mdates
+from matplotlib.figure import Figure
+from matplotlib.backends.backend_agg import FigureCanvasAgg as FigureCanvas
 
 # Configure logging
 logging.basicConfig(
@@ -426,7 +429,12 @@ class TradingEnvironment:
     def _update_features(self):
         """Update technical indicators with new data"""
         self._initialize_features()  # Recalculate all features
-    
+
+    async def fetch_new_data(env, exchange, symbol="ETH/USDT", timeframe="1m", limit=1000):
+        """Fetch new data for the environment"""
+        # Call the environment's fetch_initial_data method
+        return await env.fetch_initial_data(exchange, symbol, timeframe, limit)
+
     async def fetch_initial_data(self, exchange, symbol="ETH/USDT", timeframe="1m", limit=1000):
         """Fetch initial historical data for the environment"""
         try:
@@ -1676,7 +1684,7 @@ async def get_live_prices(symbol="ETH/USDT", timeframe="1m"):
                 await asyncio.sleep(5)
                 break
 
-async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000, exchange=None):
+async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000, exchange=None, args=None):
     """Train the agent using historical and live data with GPU acceleration"""
     logger.info(f"Starting training on device: {agent.device}")
     
@@ -1700,6 +1708,7 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000,
     ]
     current_stage = 0
     
+    # Initialize stats dictionary with the correct keys
     stats = {
         'episode_rewards': [],
         'episode_profits': [],
@@ -1758,18 +1767,11 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000,
                 # Set risk factor for this episode
                 env.risk_factor = risk_factor
                 
-                # Refresh data with latest candles if exchange is provided
+                # Update training data if exchange is available
-                if exchange is not None:
+                if exchange and args.refresh_data:
-                    try:
+                    # Fetch new data at the start of each episode
-                        logger.info(f"Fetching latest data for episode {episode}")
+                    logger.info(f"Refreshing data for episode {episode}")
-                        latest_data = await fetch_ohlcv_data(exchange, "ETH/USDT", "1m", 100)
+                    await env.fetch_new_data(exchange, "ETH/USDT", "1m", 100)
-                        if latest_data:
-                            # Add new data to environment
-                            for candle in latest_data:
-                                env.add_data(candle)
-                            logger.info(f"Added {len(latest_data)} new candles for episode {episode}")
-                    except Exception as e:
-                        logger.error(f"Error refreshing data: {e}")
                 
                 # Reset environment
                 state = env.reset()
@@ -1796,6 +1798,59 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000,
                 # Update price predictions
                 env.update_price_predictions()
                 
+                # Log OHLCV data to TensorBoard at the start of the episode
+                if episode % 5 == 0:  # Log every 5 episodes to avoid too much data
+                    # Create a DataFrame from the environment's data
+                    df_ohlcv = pd.DataFrame([{
+                        'timestamp': candle['timestamp'],
+                        'open': candle['open'],
+                        'high': candle['high'],
+                        'low': candle['low'],
+                        'close': candle['close'],
+                        'volume': candle['volume']
+                    } for candle in env.data[-100:]])  # Use last 100 candles
+                    
+                    # Convert timestamp to datetime
+                    df_ohlcv['timestamp'] = pd.to_datetime(df_ohlcv['timestamp'], unit='ms')
+                    df_ohlcv.set_index('timestamp', inplace=True)
+                    
+                    # Extract buy/sell signals from trades
+                    buy_signals = []
+                    sell_signals = []
+                    
+                    if hasattr(env, 'trades') and env.trades:
+                        for trade in env.trades:
+                            if 'entry_time' in trade and 'entry' in trade:
+                                if trade['type'] == 'long':
+                                    # Buy signal
+                                    entry_time = pd.to_datetime(trade['entry_time'], unit='ms')
+                                    buy_signals.append((entry_time, trade['entry']))
+                                    
+                                    # Sell signal if closed
+                                    if 'exit_time' in trade and 'exit' in trade and trade['exit'] > 0:
+                                        exit_time = pd.to_datetime(trade['exit_time'], unit='ms')
+                                        sell_signals.append((exit_time, trade['exit']))
+                                
+                                elif trade['type'] == 'short':
+                                    # Sell short signal
+                                    entry_time = pd.to_datetime(trade['entry_time'], unit='ms')
+                                    sell_signals.append((entry_time, trade['entry']))
+                                    
+                                    # Buy to cover signal if closed
+                                    if 'exit_time' in trade and 'exit' in trade and trade['exit'] > 0:
+                                        exit_time = pd.to_datetime(trade['exit_time'], unit='ms')
+                                        buy_signals.append((exit_time, trade['exit']))
+                    
+                    # Log to TensorBoard
+                    log_ohlcv_to_tensorboard(
+                        agent.writer, 
+                        df_ohlcv, 
+                        buy_signals, 
+                        sell_signals, 
+                        episode, 
+                        tag_prefix=f"episode_{episode}"
+                    )
+                
                 while not done:
                     # Select action
                     action = agent.select_action(state)
@@ -1920,6 +1975,72 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000,
                 if episode % 10 == 0 or episode == num_episodes - 1:
                     visualize_training_results(env, agent, episode)
                 
+                # After episode is complete, log final state with all trades
+                if episode % 10 == 0 or episode == num_episodes - 1:
+                    # Create a DataFrame from the environment's data
+                    df_ohlcv = pd.DataFrame([{
+                        'timestamp': candle['timestamp'],
+                        'open': candle['open'],
+                        'high': candle['high'],
+                        'low': candle['low'],
+                        'close': candle['close'],
+                        'volume': candle['volume']
+                    } for candle in env.data[-100:]])  # Use last 100 candles
+                    
+                    # Convert timestamp to datetime
+                    df_ohlcv['timestamp'] = pd.to_datetime(df_ohlcv['timestamp'], unit='ms')
+                    df_ohlcv.set_index('timestamp', inplace=True)
+                    
+                    # Extract buy/sell signals from trades
+                    buy_signals = []
+                    sell_signals = []
+                    
+                    if hasattr(env, 'trades') and env.trades:
+                        for trade in env.trades:
+                            if 'entry_time' in trade and 'entry' in trade:
+                                if trade['type'] == 'long':
+                                    # Buy signal
+                                    entry_time = pd.to_datetime(trade['entry_time'], unit='ms')
+                                    buy_signals.append((entry_time, trade['entry']))
+                                    
+                                    # Sell signal if closed
+                                    if 'exit_time' in trade and 'exit' in trade and trade['exit'] > 0:
+                                        exit_time = pd.to_datetime(trade['exit_time'], unit='ms')
+                                        sell_signals.append((exit_time, trade['exit']))
+                                
+                                elif trade['type'] == 'short':
+                                    # Sell short signal
+                                    entry_time = pd.to_datetime(trade['entry_time'], unit='ms')
+                                    sell_signals.append((entry_time, trade['entry']))
+                                    
+                                    # Buy to cover signal if closed
+                                    if 'exit_time' in trade and 'exit' in trade and trade['exit'] > 0:
+                                        exit_time = pd.to_datetime(trade['exit_time'], unit='ms')
+                                        buy_signals.append((exit_time, trade['exit']))
+                    
+                    # Log to TensorBoard - use a fixed tag to overwrite previous charts
+                    log_ohlcv_to_tensorboard(
+                        agent.writer, 
+                        df_ohlcv, 
+                        buy_signals, 
+                        sell_signals, 
+                        episode, 
+                        tag_prefix="latest_trading_data"  # Use a fixed tag to overwrite previous charts
+                    )
+                    
+                    # Create visualization - only keep the latest one
+                    os.makedirs("visualizations", exist_ok=True)
+                    # Remove previous visualizations to save disk space
+                    for file in os.listdir("visualizations"):
+                        if file.startswith("training_episode_") and file.endswith(".png"):
+                            try:
+                                os.remove(os.path.join("visualizations", file))
+                            except:
+                                pass
+                    
+                    # Create new visualization
+                    visualize_training_results(env, agent, episode)
+            
             except Exception as e:
                 logger.error(f"Error in episode {episode}: {e}")
                 logger.error(f"Traceback: {traceback.format_exc()}")
@@ -1945,8 +2066,8 @@ async def train_agent(agent, env, num_episodes=1000, max_steps_per_episode=1000,
     return stats
 
 def plot_training_results(stats):
-    """Plot detailed training results"""
+    """Plot training results"""
-    plt.figure(figsize=(20, 15))
+    plt.figure(figsize=(15, 15))
     
     # Plot rewards
     plt.subplot(3, 2, 1)
@@ -1955,12 +2076,12 @@ def plot_training_results(stats):
     plt.xlabel('Episode')
     plt.ylabel('Reward')
     
-    # Plot balance
+    # Plot balance/profits
     plt.subplot(3, 2, 2)
     plt.plot(stats['episode_profits'])
-    plt.title('Account Balance')
+    plt.title('Episode Profits')
     plt.xlabel('Episode')
-    plt.ylabel('Balance ($)')
+    plt.ylabel('Profit ($)')
     
     # Plot win rate
     plt.subplot(3, 2, 3)
@@ -1969,35 +2090,26 @@ def plot_training_results(stats):
     plt.xlabel('Episode')
     plt.ylabel('Win Rate (%)')
     
-    # Plot episode PnL
+    # Plot trade count
     plt.subplot(3, 2, 4)
-    plt.plot(stats['episode_pnls'])
+    plt.plot(stats['trade_counts'])
-    plt.title('Episode PnL')
+    plt.title('Number of Trades')
     plt.xlabel('Episode')
-    plt.ylabel('PnL ($)')
+    plt.ylabel('Trades')
     
-    # Plot cumulative PnL
+    # Plot prediction accuracy
     plt.subplot(3, 2, 5)
-    plt.plot(stats['cumulative_pnl'])
+    plt.plot(stats['prediction_accuracies'])
-    plt.title('Cumulative PnL')
+    plt.title('Prediction Accuracy')
     plt.xlabel('Episode')
-    plt.ylabel('Cumulative PnL ($)')
+    plt.ylabel('Accuracy (%)')
-    
-    # Plot drawdown
-    plt.subplot(3, 2, 6)
-    plt.plot(stats['drawdowns'])
-    plt.title('Maximum Drawdown')
-    plt.xlabel('Episode')
-    plt.ylabel('Drawdown (%)')
     
+    # Save the figure
     plt.tight_layout()
     plt.savefig('training_results.png')
+    plt.close()
     
-    # Save statistics to CSV
+    logger.info("Training results saved to training_results.png")
-    df = pd.DataFrame(stats)
-    df.to_csv('training_stats.csv', index=False)
-    
-    logger.info("Training statistics saved to training_stats.csv and training_results.png")
 
 def evaluate_agent(agent, env, num_episodes=10):
     """Evaluate the agent on test data"""
@@ -2237,6 +2349,7 @@ async def get_latest_candle(exchange, symbol):
     except Exception as e:
         logger.error(f"Failed to fetch latest candle: {e}")
         return None
+    
 
 async def fetch_ohlcv_data(exchange, symbol, timeframe, limit):
     """Fetch OHLCV data with proper handling for both async and standard CCXT"""
@@ -2281,8 +2394,9 @@ async def fetch_ohlcv_data(exchange, symbol, timeframe, limit):
 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'],
+    parser.add_argument('--mode', type=str, default='train', 
-                        help='Mode to run the bot in')
+                        choices=['train', 'evaluate', 'live', 'continuous'],
+                        help='Mode to run the bot in (train, evaluate, live, or continuous)')
     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('--refresh-data', action='store_true', help='Refresh data during training')
@@ -2294,49 +2408,85 @@ async def main():
     device = get_device(args.device)
     
     exchange = None
-    
     try:
         # Initialize exchange
         exchange = await initialize_exchange()
         
-        # Create environment
+        # Create environment with the correct parameters
-        env = TradingEnvironment(initial_balance=INITIAL_BALANCE, window_size=30, demo=args.demo)
+        env = TradingEnvironment(
+            initial_balance=INITIAL_BALANCE, 
+            window_size=30, 
+            demo=args.demo or args.mode != 'live'
+        )
         
         # Fetch initial data
-        await env.fetch_initial_data(exchange, "ETH/USDT", "1m", 1000)
+        logger.info("Fetching initial data for ETH/USDT")
+        await env.fetch_initial_data(exchange, "ETH/USDT", "1m", 500)
         
-        # Create agent
+        # Initialize agent
         agent = Agent(STATE_SIZE, 4, hidden_size=384, lstm_layers=2, attention_heads=4, device=device)
         
         if args.mode == 'train':
             # Train the agent
             logger.info(f"Starting training for {args.episodes} episodes...")
+            stats = await train_agent(agent, env, num_episodes=args.episodes, exchange=exchange, args=args)
             
-            # Pass exchange to training function if refresh-data is enabled
+        elif args.mode == 'continuous':
-            if args.refresh_data:
+            # Run in continuous mode - train indefinitely
-                logger.info("Data refresh enabled during training")
+            logger.info("Starting continuous training mode. Press Ctrl+C to stop.")
-                stats = await train_agent(agent, env, num_episodes=args.episodes, exchange=exchange)
+            episode_counter = 0
-            else:
+            try:
-                stats = await train_agent(agent, env, num_episodes=args.episodes)
+                while True:  # Run indefinitely until manually stopped
+                    # Train for a batch of episodes
+                    batch_size = 50  # Train in batches of 50 episodes
+                    logger.info(f"Starting training batch {episode_counter // batch_size + 1}")
+                    
+                    # Refresh data at the start of each batch
+                    if exchange and args.refresh_data:
+                        logger.info("Refreshing data for new training batch")
+                        await env.fetch_new_data(exchange, "ETH/USDT", "1m", 500)
+                        logger.info(f"Updated environment with fresh candles")
+                    
+                    # Train for a batch of episodes
+                    stats = await train_agent(agent, env, num_episodes=args.episodes, exchange=exchange, args=args)
+                    
+                    # Save model after each batch
+                    agent.save(f"models/trading_agent_continuous_{episode_counter}.pt")
+                    
+                    # Increment counter
+                    episode_counter += batch_size
+                    
+                    # Sleep briefly to prevent excessive API calls
+                    await asyncio.sleep(5)
+                    
+            except KeyboardInterrupt:
+                logger.info("Continuous training stopped by user")
+                # Save final model
+                agent.save("models/trading_agent_continuous_final.pt")
+                logger.info("Final model saved")
             
         elif args.mode == 'evaluate':
-            # Load trained model
+            # Load the best model
             agent.load("models/trading_agent_best_pnl.pt")
             
             # Evaluate the agent
             logger.info("Evaluating agent...")
-            avg_reward, avg_profit, win_rate = evaluate_agent(agent, env)
+            results = evaluate_agent(agent, env, num_episodes=10)
+            logger.info(f"Evaluation results: {results}")
             
         elif args.mode == 'live':
-            # Load trained model
+            # Load the best model
             agent.load("models/trading_agent_best_pnl.pt")
             
             # Run live trading
             logger.info("Starting live trading...")
             await live_trading(agent, env, exchange, demo=args.demo)
-            
+        
+    except Exception as e:
+        logger.error(f"Error: {e}")
+        logger.error(f"Traceback: {traceback.format_exc()}")
     finally:
-        # Clean up exchange connection - safely close if possible
+        # Close exchange connection
         if exchange:
             try:
                 # Some CCXT exchanges have close method, others don't
@@ -2515,6 +2665,128 @@ def visualize_training_results(env, agent, episode_num):
         logger.error(f"Error creating visualization: {e}")
         logger.error(f"Traceback: {traceback.format_exc()}")
 
+def log_ohlcv_to_tensorboard(writer, df_ohlcv, buy_signals, sell_signals, step, tag_prefix="trading"):
+    """
+    Log OHLCV chart with buy/sell signals to TensorBoard
+    
+    Parameters:
+    -----------
+    writer : torch.utils.tensorboard.SummaryWriter
+        TensorBoard writer instance
+    df_ohlcv : pandas.DataFrame
+        DataFrame with OHLCV data
+    buy_signals : list of tuples
+        List of (datetime, price) tuples for buy signals
+    sell_signals : list of tuples
+        List of (datetime, price) tuples for sell signals
+    step : int
+        Global step value to record
+    tag_prefix : str
+        Prefix for the tag in TensorBoard
+    """
+    try:
+        import matplotlib.pyplot as plt
+        import matplotlib.dates as mdates
+        from matplotlib.figure import Figure
+        from matplotlib.backends.backend_agg import FigureCanvasAgg as FigureCanvas
+        import numpy as np
+        
+        # Check if DataFrame is empty
+        if df_ohlcv.empty:
+            logger.warning("Empty OHLCV DataFrame, skipping visualization")
+            return
+        
+        # Create figure
+        fig = Figure(figsize=(12, 8))
+        canvas = FigureCanvas(fig)
+        
+        # Create subplots for price and volume
+        ax1 = fig.add_subplot(2, 1, 1)  # Price chart
+        ax2 = fig.add_subplot(2, 1, 2, sharex=ax1)  # Volume chart
+        
+        # Plot OHLC
+        dates = mdates.date2num(df_ohlcv.index.to_pydatetime())
+        ohlc = np.column_stack((dates, df_ohlcv['open'], df_ohlcv['high'], df_ohlcv['low'], df_ohlcv['close']))
+        
+        # Plot candlestick chart
+        from matplotlib.lines import Line2D
+        from matplotlib.patches import Rectangle
+        
+        width = 0.6 / (len(df_ohlcv) + 1)  # Adjust width based on number of candles
+        
+        for i, (date, open_price, high, low, close) in enumerate(ohlc):
+            # Determine candle color
+            if close >= open_price:
+                color = 'green'
+                body_bottom = open_price
+                body_height = close - open_price
+            else:
+                color = 'red'
+                body_bottom = close
+                body_height = open_price - close
+            
+            # Plot candle body
+            rect = Rectangle(
+                xy=(date - width/2, body_bottom),
+                width=width,
+                height=body_height,
+                facecolor=color,
+                edgecolor='black',
+                alpha=0.8
+            )
+            ax1.add_patch(rect)
+            
+            # Plot wick
+            ax1.plot([date, date], [low, high], color='black', linewidth=1)
+        
+        # Plot buy signals
+        if buy_signals:
+            buy_dates = mdates.date2num([x[0] for x in buy_signals])
+            buy_prices = [x[1] for x in buy_signals]
+            ax1.scatter(buy_dates, buy_prices, marker='^', color='green', s=100, label='Buy')
+        
+        # Plot sell signals
+        if sell_signals:
+            sell_dates = mdates.date2num([x[0] for x in sell_signals])
+            sell_prices = [x[1] for x in sell_signals]
+            ax1.scatter(sell_dates, sell_prices, marker='v', color='red', s=100, label='Sell')
+        
+        # Plot volume
+        ax2.bar(dates, df_ohlcv['volume'], width=width, color='blue', alpha=0.5)
+        
+        # Format axes
+        ax1.set_title(f'OHLC with Buy/Sell Signals - {tag_prefix}')
+        ax1.set_ylabel('Price')
+        ax1.legend()
+        ax1.grid(True)
+        
+        ax2.set_xlabel('Date')
+        ax2.set_ylabel('Volume')
+        ax2.grid(True)
+        
+        # Format date
+        date_format = mdates.DateFormatter('%Y-%m-%d %H:%M')
+        ax2.xaxis.set_major_formatter(date_format)
+        fig.autofmt_xdate()
+        
+        # Adjust layout
+        fig.tight_layout()
+        
+        # Log to TensorBoard
+        if tag_prefix == "latest_trading_data":
+            # For the latest data, use a fixed tag without step to overwrite previous charts
+            writer.add_figure(f"{tag_prefix}/ohlcv_chart", fig)
+        else:
+            # For other charts, include the step
+            writer.add_figure(f"{tag_prefix}/ohlcv_chart", fig, global_step=step)
+        
+        # Clean up
+        plt.close(fig)
+        
+    except Exception as e:
+        logger.error(f"Error in log_ohlcv_to_tensorboard: {e}")
+        logger.error(f"Traceback: {traceback.format_exc()}")
+
 if __name__ == "__main__":
     try:
         asyncio.run(main())

crypto/gogo2/requirements.txt

@@ -6,4 +6,5 @@ python-dotenv>=0.19.0
 ccxt>=2.0.0
 websockets>=10.0
 tensorboard>=2.6.0 
-scikit-learn
+scikit-learn
+mplfinance