Riy777 commited on
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8af923b
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1 Parent(s): 3031827

Update ml_engine/strategies.py

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  1. ml_engine/strategies.py +65 -166
ml_engine/strategies.py CHANGED
@@ -1,17 +1,19 @@
1
- # ml_engine/strategies.py (مُحدَّث بقواعد تحليل محسنة)
2
  import asyncio
3
 
4
- # الاستيراد من الوحدات الداخلية في نفس المجلد
5
  from .patterns import ChartPatternAnalyzer
6
 
7
  class PatternEnhancedStrategyEngine:
8
- def __init__(self, data_manager, learning_engine):
 
9
  self.data_manager = data_manager
10
- self.learning_engine = learning_engine
11
  self.pattern_analyzer = ChartPatternAnalyzer()
 
12
 
13
  async def enhance_strategy_with_patterns(self, strategy_scores, pattern_analysis, symbol):
14
- """تعزيز الاستراتيجيات بناءً على الأنماط المكتشفة"""
15
  if not pattern_analysis or pattern_analysis.get('pattern_detected') in ['no_clear_pattern', 'insufficient_data']:
16
  return strategy_scores
17
 
@@ -23,18 +25,17 @@ class PatternEnhancedStrategyEngine:
23
  enhancement_factor = self._calculate_pattern_enhancement(pattern_confidence, pattern_name)
24
  enhanced_strategies = self._get_pattern_appropriate_strategies(pattern_name, predicted_direction)
25
 
26
- print(f"🎯 تعزيز استراتيجيات {symbol} بناءً على نمط {pattern_name} (ثقة: {pattern_confidence:.2f})")
27
 
28
  for strategy in enhanced_strategies:
29
  if strategy in strategy_scores:
30
  original_score = strategy_scores[strategy]
31
  strategy_scores[strategy] = min(original_score * enhancement_factor, 1.0)
32
- print(f" 📈 {strategy}: {original_score:.3f} → {strategy_scores[strategy]:.3f}")
33
 
34
  return strategy_scores
35
 
36
  def _calculate_pattern_enhancement(self, pattern_confidence, pattern_name):
37
- """حساب عامل التعزيز بناءً على ثقة النمط ونوعه"""
38
  base_enhancement = 1.0 + (pattern_confidence * 0.3)
39
  high_reliability_patterns = ['Double Top', 'Double Bottom', 'Head & Shoulders', 'Cup and Handle']
40
  if pattern_name in high_reliability_patterns:
@@ -42,26 +43,29 @@ class PatternEnhancedStrategyEngine:
42
  return min(base_enhancement, 1.5)
43
 
44
  def _get_pattern_appropriate_strategies(self, pattern_name, direction):
45
- """تحديد الاستراتيجيات المناسبة للنمط المكتشف"""
46
  reversal_patterns = ['Double Top', 'Double Bottom', 'Head & Shoulders', 'Triple Top', 'Triple Bottom']
47
  continuation_patterns = ['Flags', 'Pennants', 'Triangles', 'Rectangles']
48
 
49
  if pattern_name in reversal_patterns:
50
  if direction == 'down':
51
- return ['breakout_momentum', 'trend_following'] # (لصفقات SHORT، لكننا نركز على LONG)
52
  else:
53
- return ['mean_reversion', 'breakout_momentum'] # انعكاس صاعد
54
  elif pattern_name in continuation_patterns:
55
  return ['trend_following', 'breakout_momentum']
56
  else:
57
  return ['breakout_momentum', 'hybrid_ai']
58
 
59
  class MultiStrategyEngine:
60
- def __init__(self, data_manager, learning_engine):
 
61
  self.data_manager = data_manager
62
- self.learning_engine = learning_engine
63
 
64
- self.pattern_enhancer = PatternEnhancedStrategyEngine(data_manager, learning_engine)
 
 
65
 
66
  self.strategies = {
67
  'trend_following': self._trend_following_strategy,
@@ -70,25 +74,29 @@ class MultiStrategyEngine:
70
  'volume_spike': self._volume_spike_strategy,
71
  'whale_tracking': self._whale_tracking_strategy,
72
  'pattern_recognition': self._pattern_recognition_strategy,
73
- 'hybrid_ai': self._hybrid_ai_strategy # 🔴 (تم إعادة تصميمها)
74
  }
75
 
76
  async def evaluate_all_strategies(self, symbol_data, market_context):
77
- """تقييم جميع استراتيجيات التداول"""
78
  try:
79
- if self.learning_engine and hasattr(self.learning_engine, 'initialized') and self.learning_engine.initialized:
 
 
80
  try:
81
  market_condition = market_context.get('market_trend', 'sideways_market')
82
- optimized_weights = await self.learning_engine.get_optimized_strategy_weights(market_condition)
 
83
  except Exception as e:
 
84
  optimized_weights = await self.get_default_weights()
85
  else:
86
  optimized_weights = await self.get_default_weights()
 
87
 
88
  strategy_scores = {}
89
  base_scores = {}
90
 
91
- # 🔴 تقييم الاستراتيجيات الأساسية أولاً
92
  primary_strategies = [s for s in self.strategies.keys() if s != 'hybrid_ai']
93
 
94
  for strategy_name in primary_strategies:
@@ -102,10 +110,9 @@ class MultiStrategyEngine:
102
  weighted_score = base_score * weight
103
  strategy_scores[strategy_name] = min(weighted_score, 1.0)
104
  except Exception as error:
105
- print(f"❌ خطأ في تقييم استراتيجية {strategy_name}: {error}")
106
  continue
107
 
108
- # 🔴 تقييم استراتيجية hybrid_ai (الميتا) بعد حساب الدرجات الأساسية
109
  try:
110
  hybrid_score = await self._hybrid_ai_strategy(symbol_data, market_context, base_scores)
111
  if hybrid_score is not None:
@@ -113,9 +120,9 @@ class MultiStrategyEngine:
113
  weight = optimized_weights.get('hybrid_ai', 0.1)
114
  strategy_scores['hybrid_ai'] = min(hybrid_score * weight, 1.0)
115
  except Exception as e:
116
- print(f"❌ خطأ في تقييم استراتيجية hybrid_ai: {e}")
117
 
118
- # تعزيز الأنماط (كما كان)
119
  pattern_analysis = symbol_data.get('pattern_analysis')
120
  if pattern_analysis:
121
  strategy_scores = await self.pattern_enhancer.enhance_strategy_with_patterns(
@@ -132,270 +139,162 @@ class MultiStrategyEngine:
132
  return strategy_scores, base_scores
133
 
134
  except Exception as error:
135
- print(f"❌ خطأ في تقييم الاستراتيجيات: {error}")
136
  return {}, {}
137
 
138
  async def get_default_weights(self):
139
- """الأوزان الافتراضية للاستراتيجيات"""
140
  return {
141
  'trend_following': 0.15,
142
  'mean_reversion': 0.12,
143
- 'breakout_momentum': 0.20, # زيادة طفيفة
144
- 'volume_spike': 0.13, # زيادة طفيفة
145
  'whale_tracking': 0.20,
146
- 'pattern_recognition': 0.10, # تقليل طفيف (يتم تعزيزه بالنمط)
147
- 'hybrid_ai': 0.10 # (الآن استراتيجية ميتا)
148
  }
149
 
 
 
 
 
 
150
  async def _trend_following_strategy(self, symbol_data, market_context):
151
- """
152
- 🔴 (محسنة) استراتيجية تتبع الاتجاه - تركز على الأطر السريعة وقواعد ADX
153
- القاعدة: EMA(21) > EMA(50) و ADX > 20
154
- """
155
  try:
156
  score = 0.0
157
  indicators = symbol_data.get('advanced_indicators', {})
158
-
159
- # التركيز على الأطر الزمنية السريعة (1h, 15m, 5m)
160
  for timeframe in ['1h', '15m', '5m']:
161
  if timeframe in indicators:
162
  tf_indicators = indicators[timeframe]
163
-
164
  ema_21 = tf_indicators.get('ema_21')
165
  ema_50 = tf_indicators.get('ema_50')
166
  adx = tf_indicators.get('adx', 0)
167
-
168
  if ema_21 is not None and ema_50 is not None:
169
- # 1. EMA(21) > EMA(50) (اتجاه صاعد)
170
  if ema_21 > ema_50:
171
  score += 0.2
172
-
173
- # 2. ADX > 20 (الاتجاه قوي)
174
  if adx > 20:
175
  score += 0.1
176
-
177
- # 3. السعر الحالي فوق المتوسطات (تأكيد إضافي)
178
  if symbol_data['current_price'] > ema_21:
179
  score += 0.05
180
-
181
- # تعديل الدرجة النهائية (0.35 * 3 = 1.05 كحد أقصى)
182
  return min(score, 1.0)
183
- except Exception as error:
184
- print(f"❌ خطأ في استراتيجية تتبع الاتجاه: {error}")
185
- return None
186
 
187
  def _check_ema_alignment(self, indicators):
188
- # (دالة مساعدة - قد لا تكون مستخدمة في المنطق الجديد)
189
  required_emas = ['ema_9', 'ema_21', 'ema_50']
190
  if all(ema in indicators for ema in required_emas):
191
  return (indicators['ema_9'] > indicators['ema_21'] > indicators['ema_50'])
192
  return False
193
 
194
  async def _mean_reversion_strategy(self, symbol_data, market_context):
195
- """
196
- 🔴 (محسنة) استراتيجية العودة للمتوسط - أطر متعددة وقاعدة "OR"
197
- القاعدة: RSI < 25 أو السعر تحت -2σ Bollinger
198
- """
199
  try:
200
  score = 0.0
201
  current_price = symbol_data['current_price']
202
  indicators = symbol_data.get('advanced_indicators', {})
203
-
204
- # التركيز على الأطر (1h, 15m)
205
  for timeframe in ['1h', '15m']:
206
  if timeframe in indicators:
207
  tf_indicators = indicators[timeframe]
208
-
209
  rsi_value = tf_indicators.get('rsi', 50)
210
  bb_lower = tf_indicators.get('bb_lower')
211
- bb_upper = tf_indicators.get('bb_upper') # bb_upper غير مستخدم للشراء، لكن للتحقق
212
-
213
- if bb_lower is None or bb_upper is None:
214
- continue # نحتاج بيانات BB
215
-
216
- # حساب موقع النطاق (0.0 إلى 1.0)
217
- position_in_band = 0.5 # افتراضي
218
  if (bb_upper - bb_lower) > 0:
219
  position_in_band = (current_price - bb_lower) / (bb_upper - bb_lower)
220
-
221
- # 1. RSI < 25 (تشبع بيع قوي)
222
  is_rsi_oversold = rsi_value < 25
223
-
224
- # 2. السعر قرب النطاق السفلي لـ BB (مثال: < 0.1 يعادل تقريباً -2σ)
225
  is_bb_oversold = position_in_band < 0.1
226
-
227
- # 3. تطبيق قاعدة "OR"
228
  if is_rsi_oversold or is_bb_oversold:
229
- score += 0.4 # درجة قوية
230
-
231
- # (مكافأة إذا تحققا معاً)
232
  if is_rsi_oversold and is_bb_oversold:
233
  score += 0.2
234
-
235
- # تعديل الدرجة النهائية (0.6 * 2 = 1.2 كحد أقصى)
236
  return min(score, 1.0)
237
- except Exception as error:
238
- print(f"❌ خطأ في استراتيجية العودة للمتوسط: {error}")
239
- return None
240
 
241
  async def _breakout_momentum_strategy(self, symbol_data, market_context):
242
- """
243
- 🔴 (محسنة) استراتيجية زخم الاختراق - قواعد صارمة (حجم + زخم + تقلب)
244
- القاعدة: اختراق مع حجم > 1.5 * avg_volume(20) + MACD Hist إيجابي + ATR% كافٍ
245
- """
246
  try:
247
  score = 0.0
248
  current_price = symbol_data['current_price']
249
  indicators = symbol_data.get('advanced_indicators', {})
250
-
251
- # التركيز على الأطر (1h, 15m, 5m)
252
  for timeframe in ['1h', '15m', '5m']:
253
  if timeframe in indicators:
254
  tf_indicators = indicators[timeframe]
255
-
256
- # 1. قاعدة الحجم (volume_ratio هو current_vol / avg_vol)
257
  volume_ratio = tf_indicators.get('volume_ratio', 0)
258
- if volume_ratio < 1.5:
259
- continue # الشرط الأساسي لم يتحقق
260
-
261
- score += 0.2 # (مكافأة أولية للحجم)
262
-
263
- # 2. قاعدة الزخم (MACD Histogram إيجابي)
264
  macd_hist = tf_indicators.get('macd_hist', 0)
265
  if macd_hist > 0:
266
  score += 0.1
267
-
268
- # 3. قاعدة التقلب (يجب أن يكون هناك تقلب، مثال: ATR% > 1.5%)
269
- # (نفترض أن 'atr_percent' محسوب في indicators.py)
270
  atr_percent = tf_indicators.get('atr_percent', 0)
271
- if atr_percent > 1.5: # 1.5% تقلب على هذا الإطار الزمني
272
  score += 0.1
273
-
274
- # 4. السعر فوق VWAP (تأكيد إضافي)
275
  vwap = tf_indicators.get('vwap')
276
  if vwap and current_price > vwap:
277
  score += 0.05
278
-
279
- # تعديل الدرجة النهائية (0.45 * 3 = 1.35 كحد أقصى)
280
  return min(score, 1.0)
281
- except Exception as error:
282
- print(f"❌ خطأ في استراتيجية زخم الاختراق: {error}")
283
- return None
284
 
285
  async def _volume_spike_strategy(self, symbol_data, market_context):
286
- """
287
- (بدون تغيير جوهري) استراتيجية ارتفاع الحجم - (جيدة للسكالبينغ)
288
- """
289
  try:
290
  score = 0.0
291
  indicators = symbol_data.get('advanced_indicators', {})
292
-
293
  for timeframe in ['1h', '15m', '5m']:
294
  if timeframe in indicators:
295
  volume_ratio = indicators[timeframe].get('volume_ratio', 0)
296
- if volume_ratio > 3.0: # ارتفاع كبير جداً
297
- score += 0.45
298
- elif volume_ratio > 2.0:
299
- score += 0.25
300
- elif volume_ratio > 1.5:
301
- score += 0.15
302
-
303
  return min(score, 1.0)
304
- except Exception as error:
305
- print(f"❌ خطأ في استراتيجية ارتفاع الحجم: {error}")
306
- return None
307
 
308
  async def _whale_tracking_strategy(self, symbol_data, market_context):
309
- """
310
- (بدون تغيير) استراتيجية تتبع الحيتان - (تعتمد على الخدمة الخارجية)
311
- """
312
  try:
313
  whale_data = symbol_data.get('whale_data', {})
314
  if not whale_data.get('data_available', False):
315
- return None
316
-
317
- # المنطق مجرد في data_manager/whale_monitor
318
  whale_signal = await self.data_manager.get_whale_trading_signal(
319
  symbol_data['symbol'], whale_data, market_context
320
  )
321
-
322
  if whale_signal and whale_signal.get('action') != 'HOLD':
323
  confidence = whale_signal.get('confidence', 0)
324
  if whale_signal.get('action') in ['STRONG_BUY', 'BUY']:
325
  return min(confidence * 1.2, 1.0)
326
- # (لا نهتم بالبيع في نظام SPOT)
327
-
328
- return None
329
- except Exception as error:
330
- print(f"❌ خطأ في استراتيجية تتبع الحيتان: {error}")
331
  return None
 
332
 
333
  async def _pattern_recognition_strategy(self, symbol_data, market_context):
334
- """
335
- (بدون تغيير) استراتيجية التعرف على الأنماط - (تعتمد على MLProcessor)
336
- """
337
  try:
338
  score = 0.0
339
  pattern_analysis = symbol_data.get('pattern_analysis')
340
-
341
- # 1. الاعتماد على نتيجة ChartPatternAnalyzer
342
  if pattern_analysis and pattern_analysis.get('pattern_confidence', 0) > 0.6:
343
- # يجب أن يكون النمط صاعداً
344
  if pattern_analysis.get('predicted_direction') == 'up':
345
  score += pattern_analysis.get('pattern_confidence', 0) * 0.8
346
  else:
347
- # (منطق احتياطي إذا فشل تحليل النمط)
348
  indicators = symbol_data.get('advanced_indicators', {})
349
  if '1h' in indicators:
350
  tf_indicators = indicators['1h']
351
  if (tf_indicators.get('rsi', 50) > 60 and
352
  tf_indicators.get('macd_hist', 0) > 0):
353
  score += 0.3
354
-
355
  return min(score, 1.0)
356
- except Exception as error:
357
- print(f"❌ خطأ في استراتيجية التعرف على الأنماط: {error}")
358
- return None
359
 
360
  async def _hybrid_ai_strategy(self, symbol_data, market_context, base_scores):
361
- """
362
- 🔴 (محسنة) استراتيجية "الميتا" الهجينة - تقيس "تطابق" الإشارات
363
- """
364
  try:
365
  score = 0.0
366
-
367
- # 1. درجة مونت كارلو (أساسية)
368
  monte_carlo_prob = symbol_data.get('monte_carlo_probability')
369
  if monte_carlo_prob is not None:
370
- score += monte_carlo_prob * 0.4 # وزن 40%
371
-
372
- # 2. درجة توافق الاستراتيجيات (Meta-Score)
373
- # (نستخدم base_scores التي تم حسابها في evaluate_all_strategies)
374
 
375
  breakout_score = base_scores.get('breakout_momentum', 0)
376
  volume_score = base_scores.get('volume_spike', 0)
377
  whale_score = base_scores.get('whale_tracking', 0)
378
  pattern_score = base_scores.get('pattern_recognition', 0)
379
 
380
- # سيناريو 1: اختراق مدعوم بالحجم
381
- if breakout_score > 0.7 and volume_score > 0.6:
382
- score += 0.3
383
-
384
- # سيناريو 2: اختراق مدعوم بالحيتان
385
- if breakout_score > 0.6 and whale_score > 0.7:
386
- score += 0.4
387
-
388
- # سيناريو 3: نمط مدعوم بالحجم
389
- if pattern_score > 0.7 and volume_score > 0.5:
390
- score += 0.2
391
-
392
- # سيناريو 4: كل شيء متوافق (إشارة قوية جداً)
393
  if breakout_score > 0.7 and whale_score > 0.7 and volume_score > 0.7:
394
- score = 1.0 # إشارة قصوى
395
-
396
  return max(0.0, min(score, 1.0))
397
- except Exception as error:
398
- print(f"❌ خطأ في استراتيجية الهجين الذكية: {error}")
399
- return None
400
 
401
- print("✅ ML Module: Strategy Engine loaded (V2 - Enhanced Logic)")
 
1
+ # ml_engine/strategies.py (Updated to use LearningHub for weights)
2
  import asyncio
3
 
4
+ # (Import from internal modules)
5
  from .patterns import ChartPatternAnalyzer
6
 
7
  class PatternEnhancedStrategyEngine:
8
+ # 🔴 --- START OF CHANGE --- 🔴
9
+ def __init__(self, data_manager, learning_hub): # (Changed from learning_engine)
10
  self.data_manager = data_manager
11
+ self.learning_hub = learning_hub # (Changed from learning_engine)
12
  self.pattern_analyzer = ChartPatternAnalyzer()
13
+ # 🔴 --- END OF CHANGE --- 🔴
14
 
15
  async def enhance_strategy_with_patterns(self, strategy_scores, pattern_analysis, symbol):
16
+ """(Unchanged logic)"""
17
  if not pattern_analysis or pattern_analysis.get('pattern_detected') in ['no_clear_pattern', 'insufficient_data']:
18
  return strategy_scores
19
 
 
25
  enhancement_factor = self._calculate_pattern_enhancement(pattern_confidence, pattern_name)
26
  enhanced_strategies = self._get_pattern_appropriate_strategies(pattern_name, predicted_direction)
27
 
28
+ # (Omitted print statements for brevity)
29
 
30
  for strategy in enhanced_strategies:
31
  if strategy in strategy_scores:
32
  original_score = strategy_scores[strategy]
33
  strategy_scores[strategy] = min(original_score * enhancement_factor, 1.0)
 
34
 
35
  return strategy_scores
36
 
37
  def _calculate_pattern_enhancement(self, pattern_confidence, pattern_name):
38
+ """(Unchanged logic)"""
39
  base_enhancement = 1.0 + (pattern_confidence * 0.3)
40
  high_reliability_patterns = ['Double Top', 'Double Bottom', 'Head & Shoulders', 'Cup and Handle']
41
  if pattern_name in high_reliability_patterns:
 
43
  return min(base_enhancement, 1.5)
44
 
45
  def _get_pattern_appropriate_strategies(self, pattern_name, direction):
46
+ """(Unchanged logic)"""
47
  reversal_patterns = ['Double Top', 'Double Bottom', 'Head & Shoulders', 'Triple Top', 'Triple Bottom']
48
  continuation_patterns = ['Flags', 'Pennants', 'Triangles', 'Rectangles']
49
 
50
  if pattern_name in reversal_patterns:
51
  if direction == 'down':
52
+ return ['breakout_momentum', 'trend_following']
53
  else:
54
+ return ['mean_reversion', 'breakout_momentum']
55
  elif pattern_name in continuation_patterns:
56
  return ['trend_following', 'breakout_momentum']
57
  else:
58
  return ['breakout_momentum', 'hybrid_ai']
59
 
60
  class MultiStrategyEngine:
61
+ # 🔴 --- START OF CHANGE --- 🔴
62
+ def __init__(self, data_manager, learning_hub): # (Changed from learning_engine)
63
  self.data_manager = data_manager
64
+ self.learning_hub = learning_hub # (Changed from learning_engine)
65
 
66
+ # (Pass the hub to the enhancer)
67
+ self.pattern_enhancer = PatternEnhancedStrategyEngine(data_manager, learning_hub)
68
+ # 🔴 --- END OF CHANGE --- 🔴
69
 
70
  self.strategies = {
71
  'trend_following': self._trend_following_strategy,
 
74
  'volume_spike': self._volume_spike_strategy,
75
  'whale_tracking': self._whale_tracking_strategy,
76
  'pattern_recognition': self._pattern_recognition_strategy,
77
+ 'hybrid_ai': self._hybrid_ai_strategy
78
  }
79
 
80
  async def evaluate_all_strategies(self, symbol_data, market_context):
81
+ """Evaluate all trading strategies"""
82
  try:
83
+ # 🔴 --- START OF CHANGE --- 🔴
84
+ # (Get weights from the new Learning Hub)
85
+ if self.learning_hub and self.learning_hub.initialized:
86
  try:
87
  market_condition = market_context.get('market_trend', 'sideways_market')
88
+ # (Call the new hub function)
89
+ optimized_weights = await self.learning_hub.get_optimized_weights(market_condition)
90
  except Exception as e:
91
+ print(f"⚠️ Error getting optimized weights from hub: {e}. Using defaults.")
92
  optimized_weights = await self.get_default_weights()
93
  else:
94
  optimized_weights = await self.get_default_weights()
95
+ # 🔴 --- END OF CHANGE --- 🔴
96
 
97
  strategy_scores = {}
98
  base_scores = {}
99
 
 
100
  primary_strategies = [s for s in self.strategies.keys() if s != 'hybrid_ai']
101
 
102
  for strategy_name in primary_strategies:
 
110
  weighted_score = base_score * weight
111
  strategy_scores[strategy_name] = min(weighted_score, 1.0)
112
  except Exception as error:
113
+ print(f"❌ Error evaluating strategy {strategy_name}: {error}")
114
  continue
115
 
 
116
  try:
117
  hybrid_score = await self._hybrid_ai_strategy(symbol_data, market_context, base_scores)
118
  if hybrid_score is not None:
 
120
  weight = optimized_weights.get('hybrid_ai', 0.1)
121
  strategy_scores['hybrid_ai'] = min(hybrid_score * weight, 1.0)
122
  except Exception as e:
123
+ print(f"❌ Error in hybrid_ai strategy: {e}")
124
 
125
+ # Pattern enhancement (Unchanged)
126
  pattern_analysis = symbol_data.get('pattern_analysis')
127
  if pattern_analysis:
128
  strategy_scores = await self.pattern_enhancer.enhance_strategy_with_patterns(
 
139
  return strategy_scores, base_scores
140
 
141
  except Exception as error:
142
+ print(f"❌ Error in evaluate_all_strategies: {error}")
143
  return {}, {}
144
 
145
  async def get_default_weights(self):
146
+ """(Unchanged) Default weights"""
147
  return {
148
  'trend_following': 0.15,
149
  'mean_reversion': 0.12,
150
+ 'breakout_momentum': 0.20,
151
+ 'volume_spike': 0.13,
152
  'whale_tracking': 0.20,
153
+ 'pattern_recognition': 0.10,
154
+ 'hybrid_ai': 0.10
155
  }
156
 
157
+ #
158
+ # (All individual strategy functions remain unchanged)
159
+ # (_trend_following_strategy, _mean_reversion_strategy, etc.)
160
+ # (Omitted for brevity)
161
+ #
162
  async def _trend_following_strategy(self, symbol_data, market_context):
 
 
 
 
163
  try:
164
  score = 0.0
165
  indicators = symbol_data.get('advanced_indicators', {})
 
 
166
  for timeframe in ['1h', '15m', '5m']:
167
  if timeframe in indicators:
168
  tf_indicators = indicators[timeframe]
 
169
  ema_21 = tf_indicators.get('ema_21')
170
  ema_50 = tf_indicators.get('ema_50')
171
  adx = tf_indicators.get('adx', 0)
 
172
  if ema_21 is not None and ema_50 is not None:
 
173
  if ema_21 > ema_50:
174
  score += 0.2
 
 
175
  if adx > 20:
176
  score += 0.1
 
 
177
  if symbol_data['current_price'] > ema_21:
178
  score += 0.05
 
 
179
  return min(score, 1.0)
180
+ except Exception: return None
 
 
181
 
182
  def _check_ema_alignment(self, indicators):
 
183
  required_emas = ['ema_9', 'ema_21', 'ema_50']
184
  if all(ema in indicators for ema in required_emas):
185
  return (indicators['ema_9'] > indicators['ema_21'] > indicators['ema_50'])
186
  return False
187
 
188
  async def _mean_reversion_strategy(self, symbol_data, market_context):
 
 
 
 
189
  try:
190
  score = 0.0
191
  current_price = symbol_data['current_price']
192
  indicators = symbol_data.get('advanced_indicators', {})
 
 
193
  for timeframe in ['1h', '15m']:
194
  if timeframe in indicators:
195
  tf_indicators = indicators[timeframe]
 
196
  rsi_value = tf_indicators.get('rsi', 50)
197
  bb_lower = tf_indicators.get('bb_lower')
198
+ bb_upper = tf_indicators.get('bb_upper')
199
+ if bb_lower is None or bb_upper is None: continue
200
+ position_in_band = 0.5
 
 
 
 
201
  if (bb_upper - bb_lower) > 0:
202
  position_in_band = (current_price - bb_lower) / (bb_upper - bb_lower)
 
 
203
  is_rsi_oversold = rsi_value < 25
 
 
204
  is_bb_oversold = position_in_band < 0.1
 
 
205
  if is_rsi_oversold or is_bb_oversold:
206
+ score += 0.4
 
 
207
  if is_rsi_oversold and is_bb_oversold:
208
  score += 0.2
 
 
209
  return min(score, 1.0)
210
+ except Exception: return None
 
 
211
 
212
  async def _breakout_momentum_strategy(self, symbol_data, market_context):
 
 
 
 
213
  try:
214
  score = 0.0
215
  current_price = symbol_data['current_price']
216
  indicators = symbol_data.get('advanced_indicators', {})
 
 
217
  for timeframe in ['1h', '15m', '5m']:
218
  if timeframe in indicators:
219
  tf_indicators = indicators[timeframe]
 
 
220
  volume_ratio = tf_indicators.get('volume_ratio', 0)
221
+ if volume_ratio < 1.5: continue
222
+ score += 0.2
 
 
 
 
223
  macd_hist = tf_indicators.get('macd_hist', 0)
224
  if macd_hist > 0:
225
  score += 0.1
 
 
 
226
  atr_percent = tf_indicators.get('atr_percent', 0)
227
+ if atr_percent > 1.5:
228
  score += 0.1
 
 
229
  vwap = tf_indicators.get('vwap')
230
  if vwap and current_price > vwap:
231
  score += 0.05
 
 
232
  return min(score, 1.0)
233
+ except Exception: return None
 
 
234
 
235
  async def _volume_spike_strategy(self, symbol_data, market_context):
 
 
 
236
  try:
237
  score = 0.0
238
  indicators = symbol_data.get('advanced_indicators', {})
 
239
  for timeframe in ['1h', '15m', '5m']:
240
  if timeframe in indicators:
241
  volume_ratio = indicators[timeframe].get('volume_ratio', 0)
242
+ if volume_ratio > 3.0: score += 0.45
243
+ elif volume_ratio > 2.0: score += 0.25
244
+ elif volume_ratio > 1.5: score += 0.15
 
 
 
 
245
  return min(score, 1.0)
246
+ except Exception: return None
 
 
247
 
248
  async def _whale_tracking_strategy(self, symbol_data, market_context):
 
 
 
249
  try:
250
  whale_data = symbol_data.get('whale_data', {})
251
  if not whale_data.get('data_available', False):
252
+ return None
 
 
253
  whale_signal = await self.data_manager.get_whale_trading_signal(
254
  symbol_data['symbol'], whale_data, market_context
255
  )
 
256
  if whale_signal and whale_signal.get('action') != 'HOLD':
257
  confidence = whale_signal.get('confidence', 0)
258
  if whale_signal.get('action') in ['STRONG_BUY', 'BUY']:
259
  return min(confidence * 1.2, 1.0)
 
 
 
 
 
260
  return None
261
+ except Exception: return None
262
 
263
  async def _pattern_recognition_strategy(self, symbol_data, market_context):
 
 
 
264
  try:
265
  score = 0.0
266
  pattern_analysis = symbol_data.get('pattern_analysis')
 
 
267
  if pattern_analysis and pattern_analysis.get('pattern_confidence', 0) > 0.6:
 
268
  if pattern_analysis.get('predicted_direction') == 'up':
269
  score += pattern_analysis.get('pattern_confidence', 0) * 0.8
270
  else:
 
271
  indicators = symbol_data.get('advanced_indicators', {})
272
  if '1h' in indicators:
273
  tf_indicators = indicators['1h']
274
  if (tf_indicators.get('rsi', 50) > 60 and
275
  tf_indicators.get('macd_hist', 0) > 0):
276
  score += 0.3
 
277
  return min(score, 1.0)
278
+ except Exception: return None
 
 
279
 
280
  async def _hybrid_ai_strategy(self, symbol_data, market_context, base_scores):
 
 
 
281
  try:
282
  score = 0.0
 
 
283
  monte_carlo_prob = symbol_data.get('monte_carlo_probability')
284
  if monte_carlo_prob is not None:
285
+ score += monte_carlo_prob * 0.4
 
 
 
286
 
287
  breakout_score = base_scores.get('breakout_momentum', 0)
288
  volume_score = base_scores.get('volume_spike', 0)
289
  whale_score = base_scores.get('whale_tracking', 0)
290
  pattern_score = base_scores.get('pattern_recognition', 0)
291
 
292
+ if breakout_score > 0.7 and volume_score > 0.6: score += 0.3
293
+ if breakout_score > 0.6 and whale_score > 0.7: score += 0.4
294
+ if pattern_score > 0.7 and volume_score > 0.5: score += 0.2
 
 
 
 
 
 
 
 
 
 
295
  if breakout_score > 0.7 and whale_score > 0.7 and volume_score > 0.7:
296
+ score = 1.0
 
297
  return max(0.0, min(score, 1.0))
298
+ except Exception: return None
 
 
299
 
300
+ print("✅ ML Module: Strategy Engine loaded (V3 - Integrated LearningHub for weights)")