330 lines
12 KiB
Python
330 lines
12 KiB
Python
#!/usr/bin/env python3
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"""
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Clean Trading System - Main Entry Point
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Unified entry point for the clean trading architecture with these modes:
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- test: Test data provider and orchestrator
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- cnn: Train CNN models only
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- rl: Train RL agents only
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- train: Train both CNN and RL models
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- trade: Live trading mode
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- web: Web dashboard with real-time charts
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Usage:
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python main_clean.py --mode [test|cnn|rl|train|trade|web] --symbol ETH/USDT
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"""
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import asyncio
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import argparse
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import logging
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import sys
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from pathlib import Path
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from threading import Thread
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import time
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# Add project root to path
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project_root = Path(__file__).parent
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sys.path.insert(0, str(project_root))
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from core.config import get_config, setup_logging
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from core.data_provider import DataProvider
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from core.orchestrator import TradingOrchestrator
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logger = logging.getLogger(__name__)
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def run_data_test():
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"""Test the enhanced data provider functionality"""
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try:
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config = get_config()
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logger.info("Testing Enhanced Data Provider...")
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# Test data provider with multiple timeframes
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data_provider = DataProvider(
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symbols=['ETH/USDT'],
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timeframes=['1s', '1m', '1h', '4h'] # Include 1s for scalping
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)
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# Test historical data
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logger.info("Testing historical data fetching...")
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df = data_provider.get_historical_data('ETH/USDT', '1h', limit=100)
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if df is not None:
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logger.info(f"[SUCCESS] Historical data: {len(df)} candles loaded")
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logger.info(f" Columns: {len(df.columns)} total")
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logger.info(f" Date range: {df['timestamp'].min()} to {df['timestamp'].max()}")
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# Show indicator breakdown
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basic_cols = ['timestamp', 'open', 'high', 'low', 'close', 'volume']
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indicators = [col for col in df.columns if col not in basic_cols]
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logger.info(f" Technical indicators: {len(indicators)}")
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else:
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logger.error("[FAILED] Failed to load historical data")
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# Test multi-timeframe feature matrix
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logger.info("Testing multi-timeframe feature matrix...")
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feature_matrix = data_provider.get_feature_matrix('ETH/USDT', ['1h', '4h'], window_size=20)
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if feature_matrix is not None:
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logger.info(f"[SUCCESS] Feature matrix shape: {feature_matrix.shape}")
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logger.info(f" Timeframes: {feature_matrix.shape[0]}")
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logger.info(f" Window size: {feature_matrix.shape[1]}")
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logger.info(f" Features: {feature_matrix.shape[2]}")
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else:
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logger.error("[FAILED] Failed to create feature matrix")
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# Test health check
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health = data_provider.health_check()
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logger.info(f"[SUCCESS] Data provider health check completed")
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logger.info("Enhanced data provider test completed successfully!")
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except Exception as e:
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logger.error(f"Error in data test: {e}")
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import traceback
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logger.error(traceback.format_exc())
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raise
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def run_cnn_training():
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"""Train CNN models only"""
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try:
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logger.info("Starting CNN Training Mode...")
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# Initialize components
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data_provider = DataProvider(
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symbols=['ETH/USDT', 'BTC/USDT'],
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timeframes=['1s', '1m', '5m', '1h', '4h']
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)
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orchestrator = TradingOrchestrator(data_provider)
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logger.info("Creating CNN training data...")
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# Prepare multi-timeframe, multi-symbol feature matrices
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symbols = ['ETH/USDT', 'BTC/USDT']
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timeframes = ['1m', '5m', '1h', '4h']
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for symbol in symbols:
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logger.info(f"Preparing CNN data for {symbol}...")
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feature_matrix = data_provider.get_feature_matrix(
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symbol, timeframes, window_size=50
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)
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if feature_matrix is not None:
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logger.info(f"CNN training data ready for {symbol}: {feature_matrix.shape}")
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# Here you would integrate with your CNN training module
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# Example: cnn_model.train(feature_matrix, labels)
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else:
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logger.warning(f"Could not prepare CNN data for {symbol}")
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logger.info("CNN training preparation completed!")
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logger.info("Note: Integrate this with your actual CNN training module")
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except Exception as e:
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logger.error(f"Error in CNN training: {e}")
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raise
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def run_rl_training():
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"""Train RL agents only"""
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try:
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logger.info("Starting RL Training Mode...")
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# Initialize components for RL
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data_provider = DataProvider(
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symbols=['ETH/USDT'],
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timeframes=['1s', '1m', '5m'] # Focus on short timeframes for RL
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)
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orchestrator = TradingOrchestrator(data_provider)
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logger.info("Setting up RL environment...")
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# Get scalping data for RL training
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scalping_data = data_provider.get_latest_candles('ETH/USDT', '1s', limit=1000)
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if not scalping_data.empty:
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logger.info(f"RL training data ready: {len(scalping_data)} 1s candles")
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logger.info(f"Price range: ${scalping_data['close'].min():.2f} - ${scalping_data['close'].max():.2f}")
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# Here you would integrate with your RL training module
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# Example: rl_agent.train(environment_data=scalping_data)
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else:
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logger.warning("No scalping data available for RL training")
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logger.info("RL training preparation completed!")
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logger.info("Note: Integrate this with your actual RL training module")
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except Exception as e:
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logger.error(f"Error in RL training: {e}")
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raise
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def run_combined_training():
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"""Train both CNN and RL models"""
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try:
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logger.info("Starting Combined Training Mode...")
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# Run CNN training first
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logger.info("Phase 1: CNN Training")
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run_cnn_training()
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# Then RL training
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logger.info("Phase 2: RL Training")
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run_rl_training()
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logger.info("Combined training completed!")
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except Exception as e:
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logger.error(f"Error in combined training: {e}")
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raise
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def run_live_trading():
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"""Run live trading mode"""
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try:
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logger.info("Starting Live Trading Mode...")
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# Initialize for live trading with 1s scalping focus
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data_provider = DataProvider(
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symbols=['ETH/USDT'],
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timeframes=['1s', '1m', '5m', '15m']
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)
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orchestrator = TradingOrchestrator(data_provider)
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# Start real-time data streaming
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logger.info("Starting real-time data streaming...")
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# This would integrate with your live trading logic
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logger.info("Live trading mode ready!")
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logger.info("Note: Integrate this with your actual trading execution")
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except Exception as e:
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logger.error(f"Error in live trading: {e}")
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raise
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def run_web_dashboard(port: int = 8050, demo_mode: bool = True):
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"""Run the enhanced web dashboard"""
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try:
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from web.dashboard import TradingDashboard
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logger.info("Starting Enhanced Web Dashboard...")
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# Initialize components with 1s scalping focus
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data_provider = DataProvider(
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symbols=['ETH/USDT'],
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timeframes=['1s', '1m', '5m', '1h', '4h']
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)
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orchestrator = TradingOrchestrator(data_provider)
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# Create dashboard
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dashboard = TradingDashboard(data_provider, orchestrator)
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if demo_mode:
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# Start demo mode with realistic scalping decisions
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logger.info("Starting scalping demo mode...")
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def scalping_demo_thread():
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"""Generate realistic scalping decisions"""
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import random
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import time
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from datetime import datetime
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from core.orchestrator import TradingDecision
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actions = ['BUY', 'SELL', 'HOLD']
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action_weights = [0.3, 0.3, 0.4] # More holds in scalping
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base_price = 3000.0
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while True:
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try:
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# Simulate small price movements for scalping
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price_change = random.uniform(-5, 5) # Smaller movements
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current_price = max(base_price + price_change, 1000)
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# Create scalping decision
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action = random.choices(actions, weights=action_weights)[0]
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confidence = random.uniform(0.7, 0.95) # Higher confidence for scalping
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decision = TradingDecision(
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action=action,
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confidence=confidence,
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symbol='ETH/USDT',
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price=current_price,
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timestamp=datetime.now(),
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reasoning={'scalping_demo': True, 'timeframe': '1s'},
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memory_usage={'demo': 0}
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)
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dashboard.add_trading_decision(decision)
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logger.info(f"Scalping: {action} ETH/USDT @${current_price:.2f} (conf: {confidence:.2f})")
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# Update base price occasionally
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if random.random() < 0.2:
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base_price = current_price
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time.sleep(3) # Faster decisions for scalping
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except Exception as e:
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logger.error(f"Error in scalping demo: {e}")
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time.sleep(5)
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# Start scalping demo thread
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demo_thread_instance = Thread(target=scalping_demo_thread, daemon=True)
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demo_thread_instance.start()
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# Run dashboard
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dashboard.run(port=port, debug=False)
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except Exception as e:
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logger.error(f"Error running web dashboard: {e}")
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import traceback
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logger.error(traceback.format_exc())
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raise
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async def main():
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"""Main entry point with clean mode selection"""
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parser = argparse.ArgumentParser(description='Clean Trading System - Unified Entry Point')
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parser.add_argument('--mode',
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choices=['test', 'cnn', 'rl', 'train', 'trade', 'web'],
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default='test',
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help='Operation mode')
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parser.add_argument('--symbol', type=str, default='ETH/USDT',
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help='Trading symbol (default: ETH/USDT)')
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parser.add_argument('--port', type=int, default=8050,
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help='Web dashboard port (default: 8050)')
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parser.add_argument('--demo', action='store_true',
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help='Run web dashboard in demo mode')
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args = parser.parse_args()
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# Setup logging
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setup_logging()
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try:
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logger.info("=" * 60)
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logger.info("CLEAN TRADING SYSTEM - UNIFIED LAUNCH")
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logger.info(f"Mode: {args.mode.upper()}")
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logger.info(f"Symbol: {args.symbol}")
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logger.info("=" * 60)
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# Route to appropriate mode
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if args.mode == 'test':
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run_data_test()
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elif args.mode == 'cnn':
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run_cnn_training()
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elif args.mode == 'rl':
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run_rl_training()
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elif args.mode == 'train':
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run_combined_training()
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elif args.mode == 'trade':
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run_live_trading()
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elif args.mode == 'web':
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run_web_dashboard(port=args.port, demo_mode=args.demo)
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logger.info("Operation completed successfully!")
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except KeyboardInterrupt:
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logger.info("System shutdown requested by user")
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except Exception as e:
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logger.error(f"Fatal error: {e}")
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import traceback
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logger.error(traceback.format_exc())
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return 1
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return 0
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if __name__ == "__main__":
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sys.exit(asyncio.run(main())) |