Clean Trading System

A modular, scalable cryptocurrency trading system with CNN and RL components for multi-timeframe analysis.

🚨 CRITICAL: REAL MARKET DATA ONLY

This system uses EXCLUSIVELY real market data from cryptocurrency exchanges. NO synthetic, generated, or simulated data is allowed for training, testing, or inference.

See REAL_MARKET_DATA_POLICY.md for complete guidelines.

Features

• Multi-timeframe Analysis: 1s, 1m, 5m, 1h, 4h, 1d scalping focus
• CNN Pattern Recognition: Real market pattern detection with temporal attention
• RL Trading Agent: Reinforcement learning with real historical backtesting
• Real-time Data: Live market data from Binance API
• Web Dashboard: Real-time monitoring and visualization
• Modular Architecture: Clean separation of concerns

Quick Start

1. Install Dependencies

pip install -r requirements.txt

2. Configure Settings

Edit config.yaml to set your preferences:

symbols: ["ETH/USDT", "BTC/USDT"]
timeframes: ["1s", "1m", "5m", "1h", "4h"]
training:
  use_only_real_data: true  # CRITICAL: Never change this

3. Train CNN Model (Real Data Only)

python main_clean.py --mode cnn --symbol ETH/USDT

4. Train RL Agent (Real Data Only)

python main_clean.py --mode rl --symbol ETH/USDT

5. Launch Web Dashboard

python main_clean.py --mode web --port 8050

Architecture

gogo2/
├── core/                   # Core system components
│   ├── config.py          # Configuration management
│   ├── data_provider.py   # Real market data fetching
│   └── orchestrator.py    # Decision coordination
├── models/                # AI models (real data only)
│   ├── cnn/               # CNN pattern recognition
│   └── rl/                # RL trading agent
├── training/              # Training pipelines
│   ├── cnn_trainer.py     # CNN training with real data
│   └── rl_trainer.py      # RL training with real data
├── web/                   # Web dashboard
└── main_clean.py          # Unified entry point

Data Sources

✅ Approved Sources

• Binance API (real-time and historical)
• Cached real market data
• TimescaleDB with real data

❌ Prohibited Sources

• Synthetic data generation
• Random data simulation
• Mock market conditions

Training Modes

CNN Training

# Train on real ETH/USDT data
python main_clean.py --mode cnn --symbol ETH/USDT

# Quick test with real data
python test_cnn_only.py

RL Training

# Train RL agent with real data
python main_clean.py --mode rl --symbol ETH/USDT

# Real-time RL training
python train_rl_with_realtime.py --episodes 10

Performance

• Memory Usage: <2GB per model
• Training Speed: ~20 seconds for 50 epochs
• Real Data Processing: 1000+ candles per timeframe
• Feature Count: Dynamically detected from real data (typically 48)

Monitoring

All operations log their data sources:

INFO - Generating 10000 training cases for ETH/USDT from REAL market data
INFO - Loaded 1000 real candles for ETH/USDT 1s
INFO - Building network with 48 features from real market data

Testing

# Test data provider with real data
python -m pytest tests/test_data_provider.py

# Test CNN with real data
python test_cnn_only.py

# Test full system
python main_clean.py --mode test

Web Dashboard

Access at http://localhost:8050 for:

• Real-time price charts
• Model predictions
• Trading performance
• System metrics

Configuration

Key settings in config.yaml:

data:
  provider: "binance"        # Real exchange API
  cache_enabled: true        # Cache real data
  real_time_enabled: true    # Live data feed

training:
  use_only_real_data: true   # NEVER change this
  batch_size: 32
  epochs: 100

trading:
  max_position_size: 0.1
  trading_fee: 0.0002

Safety Features

• Data Validation: Ensures all data comes from real sources
• Cache Verification: Validates cached data authenticity
• Training Monitoring: Logs all data sources
• Emergency Stops: Halts training if synthetic data detected

Contributing

When contributing:

1. NEVER introduce synthetic data generation
2. Always use real market data for testing
3. Log data sources clearly
4. Follow the real data policy strictly

License

This project is for educational and research purposes. Use real market data responsibly.

---

⚠️ REMEMBER: This system's integrity depends on using only real market data. No exceptions.