Update mltechnicalscanner.py
Browse filesOption added : "--compare" to read the results.txt file and compare to current prices <=> to check if the predictions were ok.
- mltechnicalscanner.py +155 -26
mltechnicalscanner.py
CHANGED
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@@ -11,6 +11,7 @@ from sklearn.model_selection import train_test_split
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from sklearn.metrics import accuracy_score
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import pickle
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import warnings
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# Suppress warnings
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warnings.filterwarnings('ignore')
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@@ -26,6 +27,7 @@ class MLTechnicalScanner:
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self.model = None
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self.model_file = "technical_ml_model.pkl"
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self.training_data_file = "training_data.csv"
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self.min_training_samples = 100
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self.load_ml_model()
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@@ -48,33 +50,58 @@ class MLTechnicalScanner:
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# Training data collection
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self.training_data = pd.DataFrame(columns=self.feature_columns + ['target'])
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def load_ml_model(self):
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"""Load trained ML model if exists"""
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if os.path.exists(self.model_file):
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with open(self.model_file, 'rb') as f:
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self.model = pickle.load(f)
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else:
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-
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self.model = RandomForestClassifier(n_estimators=100, random_state=42)
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def save_ml_model(self):
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"""Save trained ML model"""
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with open(self.model_file, 'wb') as f:
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pickle.dump(self.model, f)
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-
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def load_training_data(self):
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"""Load existing training data if available"""
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if os.path.exists(self.training_data_file):
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self.training_data = pd.read_csv(self.training_data_file)
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-
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def save_training_data(self):
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"""Save training data to file"""
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self.training_data.to_csv(self.training_data_file, index=False)
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-
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def calculate_features(self, df):
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"""Calculate technical indicators"""
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@@ -103,7 +130,9 @@ class MLTechnicalScanner:
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return df
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except Exception as e:
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-
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return None
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def train_initial_model(self):
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@@ -123,12 +152,16 @@ class MLTechnicalScanner:
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# Evaluate model
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preds = self.model.predict(X_test)
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accuracy = accuracy_score(y_test, preds)
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-
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self.save_ml_model()
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return True
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else:
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-
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return False
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def predict_direction(self, features):
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@@ -140,7 +173,9 @@ class MLTechnicalScanner:
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features = features[self.feature_columns].values.reshape(1, -1)
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return self.model.predict(features)[0]
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except Exception as e:
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-
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return 0
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def collect_training_sample(self, symbol, exchange, timeframe='1h'):
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@@ -166,13 +201,17 @@ class MLTechnicalScanner:
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new_row = pd.DataFrame([features])
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self.training_data = pd.concat([self.training_data, new_row], ignore_index=True)
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-
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if len(self.training_data) % 10 == 0:
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self.save_training_data()
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except Exception as e:
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-
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def scan_symbol(self, symbol, exchange, timeframes):
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"""Scan symbol for trading opportunities"""
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@@ -214,33 +253,106 @@ class MLTechnicalScanner:
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self.alert(symbol, "DOWNTREND", timeframes, price)
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except Exception as e:
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-
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def alert(self, symbol, trend_type, timeframes, current_price):
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"""Generate alert for detected trend"""
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print(message)
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# Main execution
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if __name__ == "__main__":
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parser = argparse.ArgumentParser()
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parser.add_argument("-e", "--exchange", help="Exchange name", required=
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parser.add_argument("-f", "--filter", help="Asset filter", required=
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parser.add_argument("-tf", "--timeframes", help="Timeframes to scan (comma separated)", required=
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parser.add_argument("--train", help="Run in training mode", action="store_true")
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args = parser.parse_args()
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scanner = MLTechnicalScanner(training_mode=args.train)
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exchange = scanner.exchanges.get(args.exchange.lower())
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if not exchange:
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-
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sys.exit(1)
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try:
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markets = exchange.fetch_markets()
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except Exception as e:
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-
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sys.exit(1)
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symbols = [
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@@ -249,25 +361,42 @@ if __name__ == "__main__":
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]
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if not symbols:
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-
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sys.exit(1)
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if args.train:
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-
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for symbol in symbols:
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scanner.collect_training_sample(symbol, exchange)
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if scanner.train_initial_model():
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-
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else:
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-
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sys.exit(0)
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if not hasattr(scanner.model, 'classes_'):
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-
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timeframes = args.timeframes.split(',')
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-
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for symbol in symbols:
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scanner.scan_symbol(symbol, exchange, timeframes)
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from sklearn.metrics import accuracy_score
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import pickle
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import warnings
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import re
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# Suppress warnings
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warnings.filterwarnings('ignore')
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self.model = None
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self.model_file = "technical_ml_model.pkl"
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self.training_data_file = "training_data.csv"
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self.results_file = "results.txt"
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self.min_training_samples = 100
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self.load_ml_model()
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# Training data collection
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self.training_data = pd.DataFrame(columns=self.feature_columns + ['target'])
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def init_results_file(self):
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"""Initialize results file only when starting a new scan"""
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with open(self.results_file, 'w') as f:
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f.write("Scan Results Log\n")
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f.write("="*50 + "\n")
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f.write(f"Scan started at {datetime.now()}\n\n")
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def log_result(self, message):
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"""Log message to results file"""
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try:
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with open(self.results_file, 'a') as f:
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f.write(message + '\n')
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except Exception as e:
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print(f"Error writing to results file: {str(e)}")
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def load_ml_model(self):
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"""Load trained ML model if exists"""
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if os.path.exists(self.model_file):
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with open(self.model_file, 'rb') as f:
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self.model = pickle.load(f)
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msg = "Loaded trained model from file"
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print(msg)
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self.log_result(msg)
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else:
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msg = "Initializing new model"
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print(msg)
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self.log_result(msg)
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self.model = RandomForestClassifier(n_estimators=100, random_state=42)
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def save_ml_model(self):
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"""Save trained ML model"""
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with open(self.model_file, 'wb') as f:
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pickle.dump(self.model, f)
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msg = "Saved model to file"
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print(msg)
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self.log_result(msg)
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def load_training_data(self):
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"""Load existing training data if available"""
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if os.path.exists(self.training_data_file):
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self.training_data = pd.read_csv(self.training_data_file)
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msg = f"Loaded {len(self.training_data)} training samples"
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print(msg)
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self.log_result(msg)
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def save_training_data(self):
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"""Save training data to file"""
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self.training_data.to_csv(self.training_data_file, index=False)
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msg = f"Saved {len(self.training_data)} training samples"
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print(msg)
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self.log_result(msg)
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def calculate_features(self, df):
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"""Calculate technical indicators"""
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return df
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except Exception as e:
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error_msg = f"Error calculating features: {str(e)}"
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print(error_msg)
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self.log_result(error_msg)
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return None
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def train_initial_model(self):
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# Evaluate model
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preds = self.model.predict(X_test)
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accuracy = accuracy_score(y_test, preds)
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msg = f"Initial model trained with accuracy: {accuracy:.2f}"
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print(msg)
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self.log_result(msg)
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self.save_ml_model()
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return True
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else:
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msg = f"Not enough training data ({len(self.training_data)} samples). Need at least {self.min_training_samples}."
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print(msg)
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self.log_result(msg)
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return False
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def predict_direction(self, features):
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features = features[self.feature_columns].values.reshape(1, -1)
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return self.model.predict(features)[0]
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except Exception as e:
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error_msg = f"Prediction error: {str(e)}"
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print(error_msg)
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self.log_result(error_msg)
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return 0
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def collect_training_sample(self, symbol, exchange, timeframe='1h'):
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new_row = pd.DataFrame([features])
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self.training_data = pd.concat([self.training_data, new_row], ignore_index=True)
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msg = f"Collected training sample for {symbol}"
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print(msg)
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self.log_result(msg)
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if len(self.training_data) % 10 == 0:
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self.save_training_data()
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except Exception as e:
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error_msg = f"Error collecting training sample: {str(e)}"
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print(error_msg)
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self.log_result(error_msg)
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def scan_symbol(self, symbol, exchange, timeframes):
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"""Scan symbol for trading opportunities"""
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self.alert(symbol, "DOWNTREND", timeframes, price)
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except Exception as e:
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error_msg = f"Error scanning {symbol}: {str(e)}"
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print(error_msg)
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self.log_result(error_msg)
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def alert(self, symbol, trend_type, timeframes, current_price):
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"""Generate alert for detected trend"""
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timestamp = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
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message = f"({trend_type}) detected for {symbol} at price {current_price} on {timeframes} at {timestamp}"
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print(message)
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self.log_result(message)
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def compare_results(self, exchange_name):
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"""Compare previous results with current prices"""
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try:
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if not os.path.exists(self.results_file):
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print("No results file found to compare")
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return
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exchange = self.exchanges.get(exchange_name.lower())
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if not exchange:
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print(f"Exchange {exchange_name} not supported")
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return
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# Pattern to extract symbol and price from log entries
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pattern = r"\((.*?)\) detected for (.*?) at price ([\d.]+) on"
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with open(self.results_file, 'r') as f:
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lines = f.readlines()
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print("\n=== Price Comparison Report ===")
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print(f"Generated at: {datetime.now()}\n")
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for line in lines:
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match = re.search(pattern, line)
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if match:
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trend_type = match.group(1)
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symbol = match.group(2)
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old_price = float(match.group(3))
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timestamp = line.split(' at ')[-1].strip()
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try:
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ticker = exchange.fetch_ticker(symbol)
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current_price = ticker['last']
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price_change = current_price - old_price
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percent_change = (price_change / old_price) * 100
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print(f"Symbol: {symbol}")
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print(f"Previous: {trend_type} at {old_price} ({timestamp})")
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print(f"Current: {current_price} ({datetime.now().strftime('%Y-%m-%d %H:%M:%S')})")
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print(f"Change: {price_change:.4f} ({percent_change:.2f}%)")
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print("-" * 50)
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except Exception as e:
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print(f"Error fetching current price for {symbol}: {str(e)}")
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continue
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print("\n=== End of Report ===")
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except Exception as e:
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print(f"Error comparing results: {str(e)}")
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# Main execution
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if __name__ == "__main__":
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parser = argparse.ArgumentParser()
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parser.add_argument("-e", "--exchange", help="Exchange name", required=False)
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parser.add_argument("-f", "--filter", help="Asset filter", required=False)
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parser.add_argument("-tf", "--timeframes", help="Timeframes to scan (comma separated)", required=False)
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parser.add_argument("--train", help="Run in training mode", action="store_true")
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parser.add_argument("--compare", help="Compare previous results with current prices", action="store_true")
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args = parser.parse_args()
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if args.compare:
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scanner = MLTechnicalScanner()
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if args.exchange:
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scanner.compare_results(args.exchange)
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else:
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print("Please specify an exchange with -e/--exchange when using --compare")
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sys.exit(0)
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if not all([args.exchange, args.filter, args.timeframes]):
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print("Error: --exchange, --filter, and --timeframes are required when not using --compare")
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sys.exit(1)
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scanner = MLTechnicalScanner(training_mode=args.train)
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# Initialize results file only for actual scans, not comparisons
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scanner.init_results_file()
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exchange = scanner.exchanges.get(args.exchange.lower())
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if not exchange:
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error_msg = f"Exchange {args.exchange} not supported"
|
| 346 |
+
print(error_msg)
|
| 347 |
+
scanner.log_result(error_msg)
|
| 348 |
sys.exit(1)
|
| 349 |
|
| 350 |
try:
|
| 351 |
markets = exchange.fetch_markets()
|
| 352 |
except Exception as e:
|
| 353 |
+
error_msg = f"Error fetching markets: {str(e)}"
|
| 354 |
+
print(error_msg)
|
| 355 |
+
scanner.log_result(error_msg)
|
| 356 |
sys.exit(1)
|
| 357 |
|
| 358 |
symbols = [
|
|
|
|
| 361 |
]
|
| 362 |
|
| 363 |
if not symbols:
|
| 364 |
+
error_msg = f"No symbols found matching filter {args.filter}"
|
| 365 |
+
print(error_msg)
|
| 366 |
+
scanner.log_result(error_msg)
|
| 367 |
sys.exit(1)
|
| 368 |
|
| 369 |
if args.train:
|
| 370 |
+
train_msg = f"Running in training mode for {len(symbols)} symbols"
|
| 371 |
+
print(train_msg)
|
| 372 |
+
scanner.log_result(train_msg)
|
| 373 |
for symbol in symbols:
|
| 374 |
scanner.collect_training_sample(symbol, exchange)
|
| 375 |
|
| 376 |
if scanner.train_initial_model():
|
| 377 |
+
success_msg = "Training completed successfully"
|
| 378 |
+
print(success_msg)
|
| 379 |
+
scanner.log_result(success_msg)
|
| 380 |
else:
|
| 381 |
+
fail_msg = "Not enough data collected for training"
|
| 382 |
+
print(fail_msg)
|
| 383 |
+
scanner.log_result(fail_msg)
|
| 384 |
sys.exit(0)
|
| 385 |
|
| 386 |
if not hasattr(scanner.model, 'classes_'):
|
| 387 |
+
warn_msg = "Warning: No trained model available. Running with basic scanning only."
|
| 388 |
+
print(warn_msg)
|
| 389 |
+
scanner.log_result(warn_msg)
|
| 390 |
|
| 391 |
timeframes = args.timeframes.split(',')
|
| 392 |
+
scan_msg = f"Scanning {len(symbols)} symbols on timeframes {timeframes}"
|
| 393 |
+
print(scan_msg)
|
| 394 |
+
scanner.log_result(scan_msg)
|
| 395 |
|
| 396 |
for symbol in symbols:
|
| 397 |
+
scanner.scan_symbol(symbol, exchange, timeframes)
|
| 398 |
+
|
| 399 |
+
# Add final summary
|
| 400 |
+
end_msg = f"\nScan completed at {datetime.now()}"
|
| 401 |
+
print(end_msg)
|
| 402 |
+
scanner.log_result(end_msg)
|