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| # ============================================================ | |
| # 🧠 ml_engine/processor.py | |
| # (V37.0 - GEM-Architect: Context-Aware Cybernetic Processor) | |
| # ============================================================ | |
| import asyncio | |
| import traceback | |
| import logging | |
| import os | |
| import sys | |
| import numpy as np | |
| from typing import Dict, Any, List, Optional | |
| # --- استيراد المحركات (كما هي) --- | |
| try: from .titan_engine import TitanEngine | |
| except ImportError: TitanEngine = None | |
| try: from .patterns import ChartPatternAnalyzer | |
| except ImportError: ChartPatternAnalyzer = None | |
| try: from .monte_carlo import MonteCarloEngine | |
| except ImportError: MonteCarloEngine = None | |
| try: from .oracle_engine import OracleEngine | |
| except ImportError: OracleEngine = None | |
| try: from .sniper_engine import SniperEngine | |
| except ImportError: SniperEngine = None | |
| try: from .hybrid_guardian import HybridDeepSteward | |
| except ImportError: HybridDeepSteward = None | |
| try: from .guardian_hydra import GuardianHydra | |
| except ImportError: GuardianHydra = None | |
| # ============================================================ | |
| # 📂 مسارات النماذج | |
| # ============================================================ | |
| BASE_DIR = os.path.dirname(os.path.dirname(os.path.abspath(__file__))) | |
| MODELS_L2_DIR = os.path.join(BASE_DIR, "ml_models", "layer2") | |
| MODELS_PATTERN_DIR = os.path.join(BASE_DIR, "ml_models", "xgboost_pattern2") | |
| MODELS_UNIFIED_DIR = os.path.join(BASE_DIR, "ml_models", "Unified_Models_V1") | |
| MODELS_SNIPER_DIR = os.path.join(BASE_DIR, "ml_models", "guard_v2") | |
| MODELS_HYDRA_DIR = os.path.join(BASE_DIR, "ml_models", "guard_v1") | |
| MODEL_V2_PATH = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V2_Production.json") | |
| MODEL_V3_PATH = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Production.json") | |
| MODEL_V3_FEAT = os.path.join(BASE_DIR, "ml_models", "DeepSteward_V3_Features.json") | |
| # ============================================================ | |
| # 🎛️ SYSTEM LIMITS & THRESHOLDS (Fallback / Global) | |
| # ============================================================ | |
| class SystemLimits: | |
| """ | |
| GEM-Architect: The Dynamic Constitution. | |
| يتم تحديث هذه القيم آلياً بواسطة AdaptiveHub وتستخدم كقيم احتياطية (Fallback) | |
| في حال لم يتم توفير dynamic_limits للعملة. | |
| """ | |
| # --- Layer 1 (Data Manager Control) --- | |
| L1_MIN_AFFINITY_SCORE = 15.0 | |
| # --- Layer 2 Weights (Dynamic) --- | |
| L2_WEIGHT_TITAN = 0.40 | |
| L2_WEIGHT_PATTERNS = 0.30 | |
| L2_WEIGHT_MC = 0.10 | |
| # إعدادات الأنماط (تتغير حسب الاستراتيجية) | |
| PATTERN_TF_WEIGHTS = {'15m': 0.40, '1h': 0.30, '5m': 0.20, '4h': 0.10, '1d': 0.00} | |
| PATTERN_THRESH_BULLISH = 0.60 | |
| PATTERN_THRESH_BEARISH = 0.40 | |
| # --- Layer 3 (Oracle) --- | |
| L3_CONFIDENCE_THRESHOLD = 0.65 | |
| L3_WHALE_IMPACT_MAX = 0.10 | |
| L3_NEWS_IMPACT_MAX = 0.05 | |
| L3_MC_ADVANCED_MAX = 0.10 | |
| # --- Layer 4 (Sniper & Execution) --- | |
| L4_ENTRY_THRESHOLD = 0.40 | |
| L4_WEIGHT_ML = 0.60 | |
| L4_WEIGHT_OB = 0.40 | |
| L4_OB_WALL_RATIO = 0.40 | |
| # --- Layer 0: Hydra & Guardian Thresholds --- | |
| HYDRA_CRASH_THRESH = 0.60 | |
| HYDRA_GIVEBACK_THRESH = 0.70 | |
| HYDRA_STAGNATION_THRESH = 0.50 | |
| # Legacy Guard Thresholds | |
| LEGACY_V2_PANIC_THRESH = 0.95 | |
| LEGACY_V3_HARD_THRESH = 0.95 | |
| LEGACY_V3_SOFT_THRESH = 0.85 | |
| LEGACY_V3_ULTRA_THRESH = 0.98 | |
| def to_dict(cls) -> Dict[str, Any]: | |
| return {k: v for k, v in cls.__dict__.items() if not k.startswith('__') and not callable(v)} | |
| def update_from_dict(cls, config: Dict[str, Any]): | |
| if not config: return | |
| for k, v in config.items(): | |
| if hasattr(cls, k): | |
| setattr(cls, k, v) | |
| # ============================================================ | |
| # 🧠 MLProcessor Class | |
| # ============================================================ | |
| class MLProcessor: | |
| def __init__(self, data_manager=None): | |
| self.data_manager = data_manager | |
| self.initialized = False | |
| self.titan = TitanEngine(model_dir=MODELS_L2_DIR) if TitanEngine else None | |
| self.pattern_engine = ChartPatternAnalyzer(models_dir=MODELS_PATTERN_DIR) if ChartPatternAnalyzer else None | |
| self.mc_analyzer = MonteCarloEngine() if MonteCarloEngine else None | |
| self.oracle = OracleEngine(model_dir=MODELS_UNIFIED_DIR) if OracleEngine else None | |
| self.sniper = SniperEngine(models_dir=MODELS_SNIPER_DIR) if SniperEngine else None | |
| self.guardian_hydra = None | |
| if GuardianHydra: | |
| self.guardian_hydra = GuardianHydra(model_dir=MODELS_HYDRA_DIR) | |
| self.guardian_legacy = None | |
| if HybridDeepSteward: | |
| self.guardian_legacy = HybridDeepSteward( | |
| v2_model_path=MODEL_V2_PATH, | |
| v3_model_path=MODEL_V3_PATH, | |
| v3_features_map_path=MODEL_V3_FEAT | |
| ) | |
| print(f"🧠 [MLProcessor V37.0] Context-Aware Cybernetics Active.") | |
| async def initialize(self): | |
| if self.initialized: return | |
| print("⚙️ [Processor] Initializing Neural Grid...") | |
| try: | |
| tasks = [] | |
| if self.titan: tasks.append(self.titan.initialize()) | |
| if self.pattern_engine: | |
| self.pattern_engine.configure_thresholds( | |
| weights=SystemLimits.PATTERN_TF_WEIGHTS, | |
| bull_thresh=SystemLimits.PATTERN_THRESH_BULLISH, | |
| bear_thresh=SystemLimits.PATTERN_THRESH_BEARISH | |
| ) | |
| tasks.append(self.pattern_engine.initialize()) | |
| if self.oracle: | |
| if hasattr(self.oracle, 'set_threshold'): | |
| self.oracle.set_threshold(SystemLimits.L3_CONFIDENCE_THRESHOLD) | |
| tasks.append(self.oracle.initialize()) | |
| if self.sniper: | |
| if hasattr(self.sniper, 'configure_settings'): | |
| self.sniper.configure_settings( | |
| threshold=SystemLimits.L4_ENTRY_THRESHOLD, | |
| wall_ratio=SystemLimits.L4_OB_WALL_RATIO, | |
| w_ml=SystemLimits.L4_WEIGHT_ML, | |
| w_ob=SystemLimits.L4_WEIGHT_OB | |
| ) | |
| tasks.append(self.sniper.initialize()) | |
| if tasks: await asyncio.gather(*tasks) | |
| if self.guardian_hydra: | |
| self.guardian_hydra.initialize() | |
| print(" 🛡️ [Guard 1] Hydra X-Ray: Active") | |
| if self.guardian_legacy: | |
| if asyncio.iscoroutinefunction(self.guardian_legacy.initialize): | |
| await self.guardian_legacy.initialize() | |
| else: | |
| self.guardian_legacy.initialize() | |
| self.guardian_legacy.configure_thresholds( | |
| v2_panic=SystemLimits.LEGACY_V2_PANIC_THRESH, | |
| v3_hard=SystemLimits.LEGACY_V3_HARD_THRESH, | |
| v3_soft=SystemLimits.LEGACY_V3_SOFT_THRESH, | |
| v3_ultra=SystemLimits.LEGACY_V3_ULTRA_THRESH | |
| ) | |
| print(f" 🛡️ [Guard 2] Legacy Steward: Active") | |
| self.initialized = True | |
| print("✅ [Processor] All Systems Operational.") | |
| except Exception as e: | |
| print(f"❌ [Processor FATAL] Init failed: {e}") | |
| traceback.print_exc() | |
| async def process_compound_signal(self, raw_data: Dict[str, Any]) -> Optional[Dict[str, Any]]: | |
| """ | |
| L2 Processing: | |
| Uses 'dynamic_limits' from raw_data if available (Per-Asset Overrides), | |
| otherwise falls back to SystemLimits (Global). | |
| """ | |
| if not self.initialized: await self.initialize() | |
| symbol = raw_data.get('symbol') | |
| ohlcv_data = raw_data.get('ohlcv') | |
| current_price = raw_data.get('current_price', 0.0) | |
| # ✅ EXTRACT DYNAMIC LIMITS (Priority: Local > Global) | |
| limits = raw_data.get('dynamic_limits', {}) | |
| if not symbol or not ohlcv_data: return None | |
| try: | |
| # 1. Titan Engine | |
| score_titan = 0.5 | |
| titan_res = {} | |
| if self.titan: | |
| titan_res = await asyncio.to_thread(self.titan.predict, ohlcv_data) | |
| score_titan = titan_res.get('score', 0.5) | |
| # 2. Pattern Engine | |
| score_patterns = 0.5 | |
| pattern_res = {} | |
| pattern_name = "Neutral" | |
| if self.pattern_engine: | |
| # Use Global config for pattern internal TFs for now | |
| self.pattern_engine.configure_thresholds( | |
| weights=SystemLimits.PATTERN_TF_WEIGHTS, | |
| bull_thresh=SystemLimits.PATTERN_THRESH_BULLISH, | |
| bear_thresh=SystemLimits.PATTERN_THRESH_BEARISH | |
| ) | |
| pattern_res = await self.pattern_engine.detect_chart_patterns(ohlcv_data) | |
| score_patterns = pattern_res.get('pattern_confidence', 0.5) | |
| pattern_name = pattern_res.get('pattern_detected', 'Neutral') | |
| # 3. Monte Carlo (Light) | |
| mc_score = 0.5 | |
| if self.mc_analyzer and '1h' in ohlcv_data: | |
| closes = [c[4] for c in ohlcv_data['1h']] | |
| raw_mc = self.mc_analyzer.run_light_check(closes) | |
| mc_score = 0.5 + (raw_mc * 5.0) | |
| mc_score = max(0.0, min(1.0, mc_score)) | |
| # 4. Hybrid Calculation (USING DYNAMIC WEIGHTS) | |
| w_titan = limits.get('w_titan', SystemLimits.L2_WEIGHT_TITAN) | |
| w_patt = limits.get('w_patt', SystemLimits.L2_WEIGHT_PATTERNS) | |
| w_mc = SystemLimits.L2_WEIGHT_MC | |
| total_w = w_titan + w_patt + w_mc | |
| if total_w <= 0: total_w = 1.0 | |
| hybrid_score = ((score_titan * w_titan) + (score_patterns * w_patt) + (mc_score * w_mc)) / total_w | |
| return { | |
| 'symbol': symbol, | |
| 'current_price': current_price, | |
| 'enhanced_final_score': hybrid_score, | |
| # Pass limits forward for next layers | |
| 'dynamic_limits': limits, | |
| 'asset_regime': raw_data.get('asset_regime', 'UNKNOWN'), | |
| 'titan_score': score_titan, | |
| 'patterns_score': score_patterns, | |
| 'mc_score': mc_score, | |
| 'components': { | |
| 'titan_score': score_titan, | |
| 'patterns_score': score_patterns, | |
| 'mc_score': mc_score | |
| }, | |
| 'pattern_name': pattern_name, | |
| 'ohlcv': ohlcv_data, | |
| 'titan_details': titan_res, | |
| 'pattern_details': pattern_res.get('details', {}) | |
| } | |
| except Exception as e: | |
| print(f"❌ [Processor] Error processing {symbol}: {e}") | |
| return None | |
| async def consult_oracle(self, symbol_data: Dict[str, Any]) -> Dict[str, Any]: | |
| """ | |
| L3 Processing: | |
| Oracle uses specific threshold from dynamic_limits (Per-Asset). | |
| """ | |
| if not self.initialized: await self.initialize() | |
| # ✅ EXTRACT DYNAMIC THRESHOLD | |
| limits = symbol_data.get('dynamic_limits', {}) | |
| threshold = limits.get('l3_oracle_thresh', SystemLimits.L3_CONFIDENCE_THRESHOLD) | |
| if self.oracle: | |
| if hasattr(self.oracle, 'set_threshold'): | |
| self.oracle.set_threshold(threshold) | |
| decision = await self.oracle.predict(symbol_data) | |
| conf = decision.get('confidence', 0.0) | |
| # Dynamic Veto based on Context | |
| if decision.get('action') in ['WATCH', 'BUY'] and conf < threshold: | |
| decision['action'] = 'WAIT' | |
| decision['reason'] = f"Context Veto: Conf {conf:.2f} < Limit {threshold:.2f} ({limits.get('regime','Global')})" | |
| return decision | |
| return {'action': 'WAIT', 'reason': 'Oracle Engine Missing'} | |
| async def check_sniper_entry(self, ohlcv_1m_data: List, order_book_data: Dict[str, Any], context_data: Dict = None) -> Dict[str, Any]: | |
| """ | |
| L4 Processing: | |
| Sniper uses specific wall ratio and thresholds from dynamic_limits. | |
| """ | |
| if not self.initialized: await self.initialize() | |
| # ✅ EXTRACT DYNAMIC CONFIG | |
| limits = context_data.get('dynamic_limits', {}) if context_data else {} | |
| thresh = limits.get('l4_sniper_thresh', SystemLimits.L4_ENTRY_THRESHOLD) | |
| wall_r = limits.get('l4_ob_wall_ratio', SystemLimits.L4_OB_WALL_RATIO) | |
| if self.sniper: | |
| # Inject Dynamic Config before check | |
| if hasattr(self.sniper, 'configure_settings'): | |
| self.sniper.configure_settings( | |
| threshold=thresh, | |
| wall_ratio=wall_r, | |
| w_ml=SystemLimits.L4_WEIGHT_ML, | |
| w_ob=SystemLimits.L4_WEIGHT_OB | |
| ) | |
| return await self.sniper.check_entry_signal_async(ohlcv_1m_data, order_book_data) | |
| return {'signal': 'WAIT', 'reason': 'Sniper Engine Missing'} | |
| def consult_dual_guardians(self, symbol, ohlcv_1m, ohlcv_5m, ohlcv_15m, trade_context, order_book_snapshot=None): | |
| """ | |
| L0 Guardians: | |
| Ideally, trade_context should also carry 'dynamic_limits' if we want per-asset guarding. | |
| For now, we use Global SystemLimits which are updated by AdaptiveHub to reflect 'General Market State'. | |
| """ | |
| response = {'action': 'HOLD', 'detailed_log': '', 'probs': {}} | |
| # 1. Hydra | |
| hydra_result = {'action': 'HOLD', 'reason': 'Disabled', 'probs': {}} | |
| if self.guardian_hydra and self.guardian_hydra.initialized: | |
| hydra_result = self.guardian_hydra.analyze_position(symbol, ohlcv_1m, ohlcv_5m, ohlcv_15m, trade_context) | |
| h_probs = hydra_result.get('probs', {}) | |
| p_crash = h_probs.get('crash', 0.0) | |
| p_giveback = h_probs.get('giveback', 0.0) | |
| # Using Global SystemLimits (updated by Hub) | |
| if hydra_result['action'] == 'HOLD': | |
| if p_crash >= SystemLimits.HYDRA_CRASH_THRESH: | |
| hydra_result['action'] = 'EXIT_HARD' | |
| hydra_result['reason'] = f"Hydra Crash Risk {p_crash:.2f}" | |
| elif p_giveback >= SystemLimits.HYDRA_GIVEBACK_THRESH: | |
| hydra_result['action'] = 'EXIT_SOFT' | |
| hydra_result['reason'] = f"Hydra Giveback Risk {p_giveback:.2f}" | |
| # 2. Legacy (Volume-Aware Veto) | |
| legacy_result = {'action': 'HOLD', 'reason': 'Disabled', 'scores': {}} | |
| if self.guardian_legacy and self.guardian_legacy.initialized: | |
| self.guardian_legacy.configure_thresholds( | |
| v2_panic=SystemLimits.LEGACY_V2_PANIC_THRESH, | |
| v3_hard=SystemLimits.LEGACY_V3_HARD_THRESH, | |
| v3_soft=SystemLimits.LEGACY_V3_SOFT_THRESH, | |
| v3_ultra=SystemLimits.LEGACY_V3_ULTRA_THRESH | |
| ) | |
| entry_price = float(trade_context.get('entry_price', 0.0)) | |
| vol_30m = trade_context.get('volume_30m_usd', 0.0) | |
| legacy_result = self.guardian_legacy.analyze_position( | |
| ohlcv_1m, ohlcv_5m, ohlcv_15m, entry_price, | |
| order_book=order_book_snapshot, | |
| volume_30m_usd=vol_30m | |
| ) | |
| # 3. Final Arbitration | |
| h_probs = hydra_result.get('probs', {}) | |
| l_scores = legacy_result.get('scores', {}) | |
| h_c = h_probs.get('crash', 0.0) | |
| h_g = h_probs.get('giveback', 0.0) | |
| h_s = h_probs.get('stagnation', 0.0) | |
| l_v2 = l_scores.get('v2', 0.0) | |
| l_v3 = l_scores.get('v3', 0.0) | |
| stamp_str = f"🐲[C:{h_c:.0%}|G:{h_g:.0%}|S:{h_s:.0%}] 🕸️[V2:{l_v2:.0%}|V3:{l_v3:.0%}]" | |
| final_action = 'HOLD' | |
| final_reason = f"Safe. {stamp_str}" | |
| if hydra_result['action'] in ['EXIT_HARD', 'EXIT_SOFT', 'TIGHTEN_SL', 'TRAIL_SL']: | |
| final_action = hydra_result['action'] | |
| final_reason = f"🐲 HYDRA: {hydra_result['reason']} | {stamp_str}" | |
| elif legacy_result['action'] in ['EXIT_HARD', 'EXIT_SOFT']: | |
| final_action = legacy_result['action'] | |
| final_reason = f"🕸️ LEGACY: {legacy_result['reason']} | {stamp_str}" | |
| return { | |
| 'action': final_action, | |
| 'reason': final_reason, | |
| 'detailed_log': f"{final_action} | {stamp_str}", | |
| 'probs': h_probs, | |
| 'scores': l_scores | |
| } | |
| async def run_advanced_monte_carlo(self, symbol, timeframe='1h'): | |
| if self.mc_analyzer and self.data_manager: | |
| try: | |
| ohlcv = await self.data_manager.get_latest_ohlcv(symbol, timeframe, limit=300) | |
| if ohlcv: return self.mc_analyzer.run_advanced_simulation([c[4] for c in ohlcv]) | |
| except Exception: pass | |
| return 0.0 |