# Trading System - Launch Modes Guide ## Overview The unified trading system now provides clean, modular launch modes optimized for scalping and multi-timeframe analysis. ## Available Modes ### 1. Test Mode ```bash python main_clean.py --mode test ``` - Tests enhanced data provider with multi-timeframe indicators - Validates feature matrix creation (26 technical indicators) - Checks data provider health and caching - **Use case**: System validation and debugging ### 2. CNN Training Mode ```bash python main_clean.py --mode cnn --symbol ETH/USDT ``` - Trains CNN models only - Prepares multi-timeframe, multi-symbol feature matrices - Supports timeframes: 1s, 1m, 5m, 1h, 4h - **Use case**: Isolated CNN model development ### 3. RL Training Mode ```bash python main_clean.py --mode rl --symbol ETH/USDT ``` - Trains RL agents only - Focuses on 1s scalping data - Optimized for short-term decision making - **Use case**: Isolated RL agent development ### 4. Combined Training Mode ```bash python main_clean.py --mode train --symbol ETH/USDT ``` - Trains both CNN and RL models sequentially - First runs CNN training, then RL training - **Use case**: Full model pipeline training ### 5. Live Trading Mode ```bash python main_clean.py --mode trade --symbol ETH/USDT ``` - Runs live trading with 1s scalping focus - Real-time data streaming integration - **Use case**: Production trading execution ### 6. Web Dashboard Mode ```bash python main_clean.py --mode web --demo --port 8050 ``` - Enhanced scalping dashboard with 1s charts - Real-time technical indicators visualization - Scalping demo mode with realistic decisions - **Use case**: System monitoring and visualization ## Key Features ### Enhanced Data Provider - **26 Technical Indicators** including: - Trend: SMA, EMA, MACD, ADX, PSAR - Momentum: RSI, Stochastic, Williams %R - Volatility: Bollinger Bands, ATR, Keltner Channels - Volume: OBV, MFI, VWAP, Volume profiles - Custom composites for trend/momentum ### Scalping Optimization - **Primary timeframe: 1s** (falls back to 1m, 5m) - High-frequency decision making - Precise buy/sell marker positioning - Small price movement detection ### Memory Management - **8GB total memory limit** with per-model limits - Automatic cleanup and GPU/CPU fallback - Model registry with memory tracking ### Multi-Timeframe Architecture - **Unified feature matrix**: (n_timeframes, window_size, n_features) - Common feature set across all timeframes - Consistent shape validation ## Quick Start Examples ### Test the enhanced system: ```bash python main_clean.py --mode test # Expected output: Feature matrix (2, 20, 26) with 26 indicators ``` ### Start scalping dashboard: ```bash python main_clean.py --mode web --demo # Access: http://localhost:8050 # Shows 1s charts with scalping decisions ``` ### Prepare CNN training data: ```bash python main_clean.py --mode cnn # Prepares multi-symbol, multi-timeframe matrices ``` ### Setup RL training environment: ```bash python main_clean.py --mode rl # Focuses on 1s scalping data ``` ## Technical Improvements ### Fixed Issues ✅ **Feature matrix shape mismatch** - Now uses common features across timeframes ✅ **Buy/sell marker positioning** - Properly aligned with chart timestamps ✅ **Chart timeframe** - Optimized for 1s scalping with fallbacks ✅ **Unicode encoding errors** - Removed problematic emoji characters ✅ **Launch configuration** - Clean, modular mode selection ### New Capabilities 🚀 **Enhanced indicators** - 26 vs previous 17 features 🚀 **Scalping focus** - 1s timeframe with dense data points 🚀 **Separate training** - CNN and RL can be trained independently 🚀 **Memory efficiency** - 8GB limit with automatic management 🚀 **Real-time charts** - Enhanced dashboard with multiple indicators ## Integration Notes - **CNN modules**: Connect to `run_cnn_training()` function - **RL modules**: Connect to `run_rl_training()` function - **Live trading**: Integrate with `run_live_trading()` function - **Custom indicators**: Add to `_add_technical_indicators()` method ## Performance Specifications - **Data throughput**: 1s candles with 200+ data points - **Feature processing**: 26 indicators in < 1 second - **Memory usage**: Monitored and limited per model - **Chart updates**: 2-second refresh for real-time display - **Decision latency**: Optimized for scalping (< 100ms target) ## 🚀 **VSCode Launch Configurations** ### **1. Core Trading Modes** #### **Live Trading (Demo)** ```json "name": "Live Trading (Demo)" "program": "main.py" "args": ["--mode", "live", "--demo", "true", "--symbol", "ETH/USDT", "--timeframe", "1m"] ``` - **Purpose**: Safe demo trading with virtual funds - **Environment**: Paper trading mode - **Risk**: Zero (no real money) #### **Live Trading (Real)** ```json "name": "Live Trading (Real)" "program": "main.py" "args": ["--mode", "live", "--demo", "false", "--symbol", "ETH/USDT", "--leverage", "50"] ``` - **Purpose**: Real trading with actual funds - **Environment**: Live exchange API - **Risk**: High (real money) ### **2. Training & Development Modes** #### **Train Bot** ```json "name": "Train Bot" "program": "main.py" "args": ["--mode", "train", "--episodes", "100"] ``` - **Purpose**: Standard RL agent training - **Duration**: 100 episodes - **Output**: Trained model files #### **Evaluate Bot** ```json "name": "Evaluate Bot" "program": "main.py" "args": ["--mode", "eval", "--episodes", "10"] ``` - **Purpose**: Model performance evaluation - **Duration**: 10 test episodes - **Output**: Performance metrics ### **3. Neural Network Training** #### **NN Training Pipeline** ```json "name": "NN Training Pipeline" "module": "NN.realtime_main" "args": ["--mode", "train", "--model-type", "cnn", "--epochs", "10"] ``` - **Purpose**: Deep learning model training - **Framework**: PyTorch - **Monitoring**: Automatic TensorBoard integration #### **Quick CNN Test (Real Data + TensorBoard)** ```json "name": "Quick CNN Test (Real Data + TensorBoard)" "program": "test_cnn_only.py" ``` - **Purpose**: Fast CNN validation with real market data - **Duration**: 2 epochs, 500 samples - **Output**: `test_models/quick_cnn.pt` - **Monitoring**: TensorBoard metrics ### **4. 🔥 Realtime RL Training + Monitoring** #### **Realtime RL Training + TensorBoard + Web UI** ```json "name": "Realtime RL Training + TensorBoard + Web UI" "program": "train_realtime_with_tensorboard.py" "args": ["--episodes", "50", "--symbol", "ETH/USDT", "--web-port", "8051"] ``` - **Purpose**: Advanced RL training with comprehensive monitoring - **Features**: - Real-time TensorBoard metrics logging - Live web dashboard at http://localhost:8051 - Episode rewards, balance tracking, win rates - Trading performance metrics - Agent learning progression - **Data**: 100% real ETH/USDT market data from Binance - **Monitoring**: Dual monitoring (TensorBoard + Web UI) - **Duration**: 50 episodes with real-time feedback ### **5. Monitoring & Visualization** #### **TensorBoard Monitor (All Runs)** ```json "name": "TensorBoard Monitor (All Runs)" "program": "run_tensorboard.py" ``` - **Purpose**: Monitor all training sessions - **Features**: Auto-discovery of training logs - **Access**: http://localhost:6006 #### **Realtime Charts with NN Inference** ```json "name": "Realtime Charts with NN Inference" "program": "realtime.py" ``` - **Purpose**: Live trading charts with ML predictions - **Features**: Real-time price updates + model inference - **Models**: CNN + RL integration ### **6. Advanced Training Modes** #### **TRAIN Realtime Charts with NN Inference** ```json "name": "TRAIN Realtime Charts with NN Inference" "program": "train_rl_with_realtime.py" "args": ["--episodes", "100", "--max-position", "0.1"] ``` - **Purpose**: RL training with live chart integration - **Features**: Visual training feedback - **Position limit**: 10% portfolio allocation ## 📊 **Monitoring URLs** ### **Development** - **TensorBoard**: http://localhost:6006 - **Web Dashboard**: http://localhost:8051 - **Training Status**: `python monitor_training.py` ### **Production** - **Live Trading Dashboard**: Integrated in trading interface - **Performance Metrics**: Real-time P&L tracking - **Risk Management**: Position size and drawdown monitoring ## 🎯 **Quick Start Recommendations** ### **For CNN Development** 1. **Start**: "Quick CNN Test (Real Data + TensorBoard)" 2. **Monitor**: Open TensorBoard at http://localhost:6006 3. **Validate**: Check `test_models/` for output files ### **For RL Development** 1. **Start**: "Realtime RL Training + TensorBoard + Web UI" 2. **Monitor**: TensorBoard (http://localhost:6006) + Web UI (http://localhost:8051) 3. **Track**: Episode rewards, balance progression, win rates ### **For Production Trading** 1. **Test**: "Live Trading (Demo)" first 2. **Validate**: Confirm strategy performance 3. **Deploy**: "Live Trading (Real)" with appropriate risk management ## ⚡ **Performance Features** ### **GPU Acceleration** - Automatic CUDA detection and utilization - Mixed precision training support - Memory optimization for large datasets ### **Real-time Data** - Direct Binance API integration - Multi-timeframe data synchronization - Live price feed with minimal latency ### **Professional Monitoring** - Industry-standard TensorBoard integration - Custom web dashboards for trading metrics - Real-time performance tracking ## 🛡️ **Safety Features** ### **Pre-launch Tasks** - **Kill Stale Processes**: Automatic cleanup before launch - **Port Management**: Intelligent port allocation - **Resource Monitoring**: Memory and GPU usage tracking ### **Real Market Data Policy** - ✅ **No Synthetic Data**: All training uses authentic exchange data - ✅ **Live API Integration**: Direct connection to cryptocurrency exchanges - ✅ **Data Validation**: Quality checks for completeness and consistency - ✅ **Multi-timeframe Sync**: Aligned data across all time horizons --- ✅ **Launch configuration** - Clean, modular mode selection ✅ **Professional monitoring** - TensorBoard + custom dashboards ✅ **Real market data** - Authentic cryptocurrency price data ✅ **Safety features** - Risk management and validation ✅ **GPU acceleration** - Optimized for high-performance training