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updated readme

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Mohammad Aghdam
2025-10-05 08:09:47 +02:00
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README.md
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@@ -6,21 +6,19 @@ This repo keeps research and production concerns separate:
- **Notebooks** for data/feature engineering, training, optimization, backtesting and reports. - **Notebooks** for data/feature engineering, training, optimization, backtesting and reports.
- **CLI** for **live inference only** (stable, safe, log‑rich). - **CLI** for **live inference only** (stable, safe, log‑rich).
> ⚠️ Educational use only. Trading involves risk. You are responsible for your own deployment and keys.
--- ---
## Highlights ## Highlights
- **Stable‑Baselines3** agents (PPO primary; A2C, DQN optional in notebooks). - **Stable‑Baselines3** agents: PPO, A2C, DQN.
- Clean **live trading CLI** (`live_bot_ascii_market.py`) with multi-algorithm support: - Clean **live trading CLI** (`live_bot.py`) with multi-algorithm support:
- **DRY‑RUN** by default (no orders until `--live`). - **DRY‑RUN** by default (no orders until `--live`).
- **Market guard**: weekend + stale tick check (configurable). - **Market guard**: weekend + stale tick check (configurable).
- FinRL‑style **verbose logs** + rotating file logs. - FinRL‑style **verbose logs** + rotating file logs.
- Feature snapshot (e.g., `close`, `ma_fast`, `ma_slow`, `rsi`). - Feature snapshot (e.g., `close`, `ma_fast`, `ma_slow`, `rsi`).
- Backtest notebook with equity curve; optional QuantStats HTML report. - Backtest notebook with equity curve; optional QuantStats HTML report.
- Config via `.env` + CLI flags. - Config via `.env` + CLI flags.
- Windows‑safe ASCII logs (no Unicode issues in CP1252 consoles).
--- ---
@@ -29,8 +27,8 @@ This repo keeps research and production concerns separate:
``` ```
. .
├─ notebooks/ ├─ notebooks/
│ ├─ 1_Data_Features.ipynb │ ├─ 1_Data.ipynb
│ ├─ 2_Train_Optimize.ipynb │ ├─ 2_Train.ipynb
│ ├─ 3_Backtest.ipynb │ ├─ 3_Backtest.ipynb
│ └─ 4_Live_Demo.ipynb │ └─ 4_Live_Demo.ipynb
│ └─ models/ │ └─ models/
@@ -38,17 +36,15 @@ This repo keeps research and production concerns separate:
│ └─ ppo_{SYMBOL}_{TF}.zip # exported Stable‑Baselines3 model │ └─ ppo_{SYMBOL}_{TF}.zip # exported Stable‑Baselines3 model
├─ adapters/ ├─ adapters/
│ └─ broker.py # MT5 wrapper used by the CLI │ └─ broker.py # MT5 wrapper used by the CLI
│ └─ mt5.py │ └─ mt5.py # MT5 API functions
├─ features.py # add_indicators(...) etc. ├─ features.py # add_indicators(...) etc.
├─ live_bot.py # ASCII logs + market‑hours guard ← recommended ├─ live_bot.py # ASCII logs + market‑hours guard ← recommended
├─ utils.py # ASCII logs ├─ utils.py
├─ requirements.txt ├─ requirements.txt
├─ .env.example ├─ .env.example
└─ README.md └─ README.md
``` ```
> Names may vary slightly depending on your local structure. The CLI only needs: `adapters/broker.py`, `features.py`, `models/selected_features.json`, and a model zip.
--- ---
## Quickstart ## Quickstart
@@ -73,10 +69,10 @@ Use the notebooks (recommended) to train and save:
### 4) Run the live CLI (default DRY‑RUN) ### 4) Run the live CLI (default DRY‑RUN)
```bash ```bash
# Windows PowerShell # Windows PowerShell
python live_bot_ascii_market.py --symbol EURUSD --timeframe M15 python live_bot.py --symbol EURUSD --timeframe M15
# Place real orders (be careful) # Place real orders (be careful)
python live_bot_ascii_market.py --symbol EURUSD --timeframe M15 --live python live_bot.py --symbol EURUSD --timeframe M15 --live
``` ```
The bot will: The bot will:
@@ -94,7 +90,7 @@ Logs are streamed to console and to `logs/live_bot.log` (rotating).
## CLI options ## CLI options
```bash ```bash
python live_bot_ascii_market.py --help python live_bot.py --help
``` ```
Important flags: Important flags:
@@ -125,7 +121,7 @@ See **.env.example** in this repo. Key fields:
MT5_LOGIN=12345678 MT5_LOGIN=12345678
MT5_PASSWORD=your_password MT5_PASSWORD=your_password
MT5_SERVER=YourBroker-Server MT5_SERVER=YourBroker-Server
MT5_PATH=C:\Program Files\MetaTrader 5 erminal64.exe
# Defaults (used if CLI flags are not provided) # Defaults (used if CLI flags are not provided)
TRAINING_SYMBOL=EURUSD TRAINING_SYMBOL=EURUSD
@@ -163,6 +159,7 @@ from stable_baselines3 import PPO
import pandas as pd, numpy as np, matplotlib.pyplot as plt import pandas as pd, numpy as np, matplotlib.pyplot as plt
model = PPO.load("models/ppo_EURUSD_M15.zip") model = PPO.load("models/ppo_EURUSD_M15.zip")
# df_test & feature_cols prepared earlier… # df_test & feature_cols prepared earlier…
obs, _ = env.reset() obs, _ = env.reset()
equity = [1.0] equity = [1.0]
@@ -177,7 +174,6 @@ equity.plot(title="Equity Curve")
plt.show() plt.show()
``` ```
> Tip: export static assets (equity PNG, HTML report) to `reports/` and link them in your model registry notes.
--- ---
@@ -247,7 +243,7 @@ Trades 238.000000
AvgHoldBars 847.694255 AvgHoldBars 847.694255
dtype: float64 dtype: float64
![Equity Curve Comparison](notebooks/reports/equity_curve_comparison.png) ![Equity Curve Comparison](notebooks/reports/ppo_EURUSD.png)
![Equity Curve Comparison](notebooks/reports/newplot.png) ![Equity Curve Comparison](notebooks/reports/newplot.png)
### Individual Model Reports ### Individual Model Reports