""" Realtime Analyzer for Neural Network Trading System This module implements real-time analysis of market data using trained neural network models. """ import logging import time import numpy as np from threading import Thread from queue import Queue from datetime import datetime logger = logging.getLogger(__name__) class RealtimeAnalyzer: """ Handles real-time analysis of market data using trained neural network models. Features: - Connects to real-time data sources (websockets) - Processes incoming data through the neural network - Generates trading signals - Manages risk and position sizing - Logs all trading decisions """ def __init__(self, data_interface, model, symbol="BTC/USDT", timeframes=None): """ Initialize the realtime analyzer. Args: data_interface (DataInterface): Preconfigured data interface model: Trained neural network model symbol (str): Trading pair symbol timeframes (list): List of timeframes to monitor """ self.data_interface = data_interface self.model = model self.symbol = symbol self.timeframes = timeframes or ['1h'] self.running = False self.data_queue = Queue() self.prediction_interval = 60 # Seconds between predictions logger.info(f"RealtimeAnalyzer initialized for {symbol}") def start(self): """Start the realtime analysis process.""" if self.running: logger.warning("Realtime analyzer already running") return self.running = True # Start data collection thread self.data_thread = Thread(target=self._collect_data, daemon=True) self.data_thread.start() # Start analysis thread self.analysis_thread = Thread(target=self._analyze_data, daemon=True) self.analysis_thread.start() logger.info("Realtime analysis started") def stop(self): """Stop the realtime analysis process.""" self.running = False if hasattr(self, 'data_thread'): self.data_thread.join(timeout=1) if hasattr(self, 'analysis_thread'): self.analysis_thread.join(timeout=1) logger.info("Realtime analysis stopped") def _collect_data(self): """Thread function for collecting real-time data.""" logger.info("Starting data collection thread") # In a real implementation, this would connect to websockets/API # For now, we'll simulate data collection from the data interface while self.running: try: # Get latest data for each timeframe for timeframe in self.timeframes: # Get recent data (simulating real-time updates) X, timestamp = self.data_interface.prepare_realtime_input( timeframe=timeframe, n_candles=30, window_size=self.data_interface.window_size ) if X is not None: self.data_queue.put({ 'timeframe': timeframe, 'data': X, 'timestamp': timestamp }) # Throttle data collection time.sleep(1) except Exception as e: logger.error(f"Error in data collection: {str(e)}") time.sleep(5) # Wait before retrying def _analyze_data(self): """Thread function for analyzing data and generating signals.""" logger.info("Starting analysis thread") last_prediction_time = 0 while self.running: try: current_time = time.time() # Only make predictions at the specified interval if current_time - last_prediction_time < self.prediction_interval: time.sleep(0.1) continue # Get latest data from queue if not self.data_queue.empty(): data_item = self.data_queue.get() # Make prediction prediction = self.model.predict(data_item['data']) # Process prediction self._process_prediction( prediction=prediction, timeframe=data_item['timeframe'], timestamp=data_item['timestamp'] ) last_prediction_time = current_time time.sleep(0.1) except Exception as e: logger.error(f"Error in analysis: {str(e)}") time.sleep(1) # Wait before retrying def _process_prediction(self, prediction, timeframe, timestamp): """ Process model prediction and generate trading signals. Args: prediction: Model prediction output timeframe (str): Timeframe the prediction is for timestamp: Timestamp of the prediction """ # Convert prediction to trading signal signal = self._prediction_to_signal(prediction) # Log the signal logger.info( f"Signal generated - Timeframe: {timeframe}, " f"Timestamp: {timestamp}, " f"Signal: {signal}" ) # In a real implementation, we would execute trades here # For now, we'll just log the signals def _prediction_to_signal(self, prediction): """ Convert model prediction to trading signal. Args: prediction: Model prediction output Returns: str: Trading signal (BUY, SELL, HOLD) """ # Simple threshold-based signal generation if len(prediction.shape) == 1: # Binary classification return "BUY" if prediction[0] > 0.5 else "SELL" else: # Multi-class classification (3 outputs) class_idx = np.argmax(prediction) return ["SELL", "HOLD", "BUY"][class_idx]