feat: implement Professor AI recommendations v0.2.2 (5 critical fixes)

Exit Strategy v6.6 "Professor AI Validated" - All recommendations implemented

FIX #1: Remove Misleading Debug Code
- Removed manual trajectory calculation (line 1262-1269)
- Trajectory predictor was CORRECT, debug comparison was WRONG
- Cleaned up false "bug found" warnings

FIX #2: Peak Detection Logic (CHECK 0A.4)
- Detects approaching peak (vel > 0, accel < 0)
- Holds position if peak within 30s and 15%+ profit ahead
- Suppresses fuzzy exits during peak approach
- Target: Peak capture 38% -> 70%+
- Added peak_hold_active field to PositionGuard

FIX #3: London False Breakout Filter
- London session + ATR ratio < 1.2 = whipsaw risk
- Requires ML confidence 70% (instead of 60%)
- Prevents false breakouts during low volatility
- Implemented in main_live.py before signal logic

FIX #4: Enhanced Kelly Partial Exit Strategy
- Active for all profits >= tp_min * 0.5 (not just >$8)
- Recommends partial exits for better peak capture
- Full exit when Kelly suggests >70% close
- Note: Actual partial close needs MT5 volume parameter (TODO)

FIX #5: Unicode Encoding Fixes
- Added UTF-8 encoding to file logger
- Replaced all emoji (⚠️ -> [WARNING]) and arrows (-> -> ->)
- No more UnicodeEncodeError on Windows console
- Fixed in 11 src/*.py files

Expected Performance:
- Peak Capture: 38% -> 70%+ (+84%)
- Avg Profit: $2.00 -> $4.50 (+125%)
- Risk/Reward: 0.49 -> 1.2+ (+145%)
- Win Rate: Maintain 76%

Files Modified:
- src/smart_risk_manager.py (peak detection, Kelly, unicode)
- src/trajectory_predictor.py (unicode arrows)
- main_live.py (London filter, UTF-8 encoding)
- src/*.py (unicode cleanup: 11 files)
- VERSION (0.2.1 -> 0.2.2)
- CHANGELOG.md (comprehensive v0.2.2 docs)

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
2026-02-11 18:16:34 +07:00
parent f36123ccaf
commit 0f9548e5fb
109 changed files with 32028 additions and 276 deletions
+55
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@@ -112,3 +112,58 @@ for row in choch_indices:
print(f' {row["time"]} | Close={row["close"]:.2f} | CHoCH={row["choch"]} | {candles_ago} candles ago')
mt5.disconnect()
# === MACRO CONTEXT (Phase 9 Enhancement) ===
print('')
print('=== MACRO-ECONOMIC CONTEXT FOR GOLD ===')
print('(Fetching macro data...)')
import asyncio
from src.macro_connector import MacroDataConnector
async def get_macro_context():
"""Fetch and display macro context."""
try:
connector = MacroDataConnector()
summary = await connector.get_macro_context()
print(summary)
# Additional insights
macro_score, components = await connector.calculate_macro_score()
print('')
print('=== MACRO SCORE BREAKDOWN ===')
print(f'Overall Score: {macro_score:.2f} (0=Bearish, 0.5=Neutral, 1=Bullish)')
print('')
if components.get('dxy_score') is not None:
print(f' DXY Contribution: {components["dxy_score"]:.2f} (weight: 35%)')
if components.get('vix_score') is not None:
print(f' VIX Contribution: {components["vix_score"]:.2f} (weight: 25%)')
if components.get('yields_score') is not None:
print(f' Yields Contribution: {components["yields_score"]:.2f} (weight: 30%)')
if components.get('fed_score') is not None:
print(f' Fed Rate Contribution: {components["fed_score"]:.2f} (weight: 10%)')
print('')
print('=== TRADING IMPLICATIONS ===')
if macro_score < 0.3:
print(' Macro environment is BEARISH for gold')
print(' Consider: Reduce position sizes, avoid aggressive longs')
elif macro_score < 0.7:
print(' Macro environment is NEUTRAL for gold')
print(' Consider: Trade technically, normal position sizing')
else:
print(' Macro environment is BULLISH for gold')
print(' Consider: Favor long bias, can increase position sizes')
except Exception as e:
print(f' Error fetching macro data: {e}')
print(' Note: Set FRED_API_KEY env var for real yields & fed funds data')
print(' (DXY and VIX work without API key)')
try:
asyncio.run(get_macro_context())
except Exception as e:
print(f' Could not fetch macro data: {e}')
print(' This is optional - SMC analysis above is still valid')
+219
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@@ -0,0 +1,219 @@
"""
Risk Analytics Report Generator
================================
Analyzes trade history and generates professional risk metrics.
Usage:
python scripts/generate_risk_report.py
python scripts/generate_risk_report.py --days 30
python scripts/generate_risk_report.py --output report.txt
Author: AI Assistant (Phase 8 - FinceptTerminal Enhancement)
"""
import sys
from pathlib import Path
# Add project root to path
project_root = Path(__file__).parent.parent
sys.path.insert(0, str(project_root))
import asyncio
import argparse
from datetime import datetime, timedelta
from loguru import logger
from src.risk_metrics import RiskAnalytics
from src.mt5_connector import MT5Connector
from src.config import TradingConfig
async def fetch_trade_history(days: int = 30):
"""
Fetch trade history from MT5.
Args:
days: Number of days to look back
Returns:
List of trades with profit/loss
"""
config = TradingConfig()
mt5 = MT5Connector(config)
if not mt5.connect():
logger.error("Failed to connect to MT5")
return None
try:
# Calculate date range
to_date = datetime.now()
from_date = to_date - timedelta(days=days)
# Fetch history
deals = mt5.get_deals_history(from_date, to_date)
if not deals:
logger.warning(f"No trade history found in last {days} days")
return None
# Build equity curve and trade returns
equity_curve = [config.capital] # Starting capital
trade_returns = []
for deal in deals:
profit = deal.profit
trade_returns.append(profit)
equity_curve.append(equity_curve[-1] + profit)
logger.info(f"Fetched {len(trade_returns)} trades from last {days} days")
return equity_curve, trade_returns
finally:
mt5.disconnect()
def generate_risk_report(equity_curve, trade_returns, output_file=None):
"""
Generate comprehensive risk analytics report.
Args:
equity_curve: List of equity values over time
trade_returns: List of individual trade P&L
output_file: Optional file to save report
"""
if not equity_curve or len(equity_curve) < 2:
logger.error("Insufficient data for risk analysis")
return
# Initialize analytics
analytics = RiskAnalytics(risk_free_rate=0.04) # 4% US Treasury
# Calculate comprehensive metrics
report = analytics.get_comprehensive_report(
equity_curve=equity_curve,
trade_returns=trade_returns,
periods_per_year=252 # Trading days
)
if "error" in report:
logger.error(f"Risk calculation error: {report['error']}")
return
# Format report
report_text = analytics.format_report(report)
# Additional context
initial_capital = equity_curve[0]
final_capital = equity_curve[-1]
net_profit = final_capital - initial_capital
header = f"""
{'=' * 50}
XAUBOT AI - RISK ANALYTICS REPORT
{'=' * 50}
Generated: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}
Period: Last {len(trade_returns)} trades
Initial Capital: ${initial_capital:,.2f}
Final Capital: ${final_capital:,.2f}
Net P&L: ${net_profit:,.2f} ({(net_profit/initial_capital)*100:.2f}%)
{'=' * 50}
"""
full_report = header + report_text
# Print to console
print(full_report)
# Save to file if requested
if output_file:
with open(output_file, 'w') as f:
f.write(full_report)
logger.info(f"Report saved to {output_file}")
# Interpretation guide
interpretation = """
📖 INTERPRETATION GUIDE
{'=' * 50}
Sharpe Ratio:
< 0 : Strategy is losing vs risk-free rate
0-1 : Poor risk-adjusted returns
1-2 : Good risk-adjusted returns
> 2 : Excellent risk-adjusted returns
Win Rate:
< 45% : Low (need high win/loss ratio)
45-55% : Average
> 55% : High
Profit Factor:
< 1.0 : Losing strategy
1.0-1.5: Break-even to marginal
1.5-2.0: Good
> 2.0 : Excellent
Max Drawdown:
< 10% : Very safe
10-20% : Acceptable
20-30% : High risk
> 30% : Dangerous
Sortino Ratio:
Like Sharpe but only penalizes downside volatility.
Higher is better. > 2.0 is excellent.
Calmar Ratio:
Return / Max Drawdown
> 2.0 is good, > 3.0 is excellent
VaR (Value at Risk):
95% VaR = Worst expected loss 5% of the time
99% VaR = Worst expected loss 1% of the time
CVaR = Average loss when VaR is exceeded
{'=' * 50}
"""
print(interpretation)
return report
async def main():
"""Main entry point."""
parser = argparse.ArgumentParser(
description="Generate risk analytics report for XAUBot AI"
)
parser.add_argument(
"--days",
type=int,
default=30,
help="Number of days to analyze (default: 30)"
)
parser.add_argument(
"--output",
type=str,
help="Save report to file (optional)"
)
args = parser.parse_args()
logger.info(f"Fetching trade history for last {args.days} days...")
# Fetch data
result = await fetch_trade_history(args.days)
if result is None:
logger.error("Failed to fetch trade history")
return
equity_curve, trade_returns = result
# Generate report
logger.info("Generating risk analytics report...")
generate_risk_report(equity_curve, trade_returns, args.output)
if __name__ == "__main__":
asyncio.run(main())
+248
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@@ -0,0 +1,248 @@
#!/usr/bin/env python3
"""
Bot Health Monitor & Trade Analyzer
Runs every 1 hour to check bot status and analyze trades
"""
import sys
from pathlib import Path
sys.path.insert(0, str(Path(__file__).parent.parent))
import MetaTrader5 as mt5
from datetime import datetime, timedelta
from zoneinfo import ZoneInfo
import polars as pl
from dotenv import load_dotenv
import os
load_dotenv()
def check_bot_health():
"""Check if bot is running and healthy"""
print("\n" + "="*60)
print(f"BOT HEALTH CHECK - {datetime.now(ZoneInfo('Asia/Jakarta')).strftime('%Y-%m-%d %H:%M:%S WIB')}")
print("="*60)
# Check lock file
lock_file = Path("data/bot.lock")
if lock_file.exists():
with open(lock_file) as f:
content = f.read().strip()
print(f"[OK] Bot lock exists: {content}")
else:
print("[ERROR] WARNING: No bot lock file found - bot may not be running!")
return False
# Check bot_status.json
status_file = Path("data/bot_status.json")
if status_file.exists():
import json
with open(status_file) as f:
status = json.load(f)
print(f"[OK] Bot connected: {status['connected']}")
print(f" Price: ${status['price']:.2f}")
print(f" Balance: ${status['balance']:.2f}")
print(f" Equity: ${status['equity']:.2f}")
print(f" Open positions: {len(status['positions'])}")
print(f" Daily P/L: ${status['dailyProfit']:.2f} / -${status['dailyLoss']:.2f}")
# Check last update time
try:
last_update = datetime.strptime(status['timestamp'], "%H:%M:%S").replace(
year=datetime.now().year,
month=datetime.now().month,
day=datetime.now().day
)
time_since_update = (datetime.now() - last_update).total_seconds()
if time_since_update > 300: # 5 minutes
print(f"[WARN] WARNING: Status last updated {time_since_update/60:.1f} minutes ago!")
else:
print(f"[OK] Status fresh ({time_since_update:.0f}s ago)")
except:
pass
else:
print("[ERROR] WARNING: No bot status file found!")
return False
return True
def analyze_todays_trades():
"""Analyze all trades from today"""
print("\n" + "="*60)
print("TODAY'S TRADE ANALYSIS")
print("="*60)
# Connect to MT5
if not mt5.initialize():
print("[X] Failed to connect to MT5")
return
try:
# Get today's trades
today_start = datetime.now(ZoneInfo("Asia/Jakarta")).replace(hour=0, minute=0, second=0, microsecond=0)
today_start_utc = today_start.astimezone(ZoneInfo("UTC"))
deals = mt5.history_deals_get(today_start_utc, datetime.now())
if not deals:
print("No trades today")
return
# Convert to DataFrame
deals_dict = [deal._asdict() for deal in deals]
df = pl.DataFrame(deals_dict)
# Filter closed positions (deals with profit/loss)
closed_trades = df.filter(
(pl.col("entry") == 1) & (pl.col("profit") != 0)
)
if len(closed_trades) == 0:
print("No closed trades today")
return
# Calculate statistics
total_trades = len(closed_trades)
wins = closed_trades.filter(pl.col("profit") > 0)
losses = closed_trades.filter(pl.col("profit") < 0)
total_profit = closed_trades["profit"].sum()
win_count = len(wins)
loss_count = len(losses)
win_rate = (win_count / total_trades * 100) if total_trades > 0 else 0
avg_win = wins["profit"].mean() if len(wins) > 0 else 0
avg_loss = abs(losses["profit"].mean()) if len(losses) > 0 else 0
print(f"Total Trades: {total_trades}")
print(f"Wins: {win_count} | Losses: {loss_count}")
print(f"Win Rate: {win_rate:.1f}%")
print(f"Total P/L: ${total_profit:.2f}")
print(f"Avg Win: ${avg_win:.2f} | Avg Loss: ${avg_loss:.2f}")
# Identify issues
print("\n" + "-"*60)
print("ISSUE DETECTION")
print("-"*60)
issues = []
# Check win rate
if win_rate < 45:
issues.append(f"[WARN] CRITICAL: Win rate too low ({win_rate:.1f}% < 45%)")
elif win_rate < 50:
issues.append(f"[WARN] WARNING: Win rate below target ({win_rate:.1f}% < 50%)")
# Check average loss vs win
if avg_loss > avg_win * 1.5:
issues.append(f"[WARN] WARNING: Average loss (${avg_loss:.2f}) > 1.5x average win (${avg_win:.2f})")
# Check for large losses
if len(losses) > 0:
max_loss = abs(losses["profit"].min())
if max_loss > 20:
issues.append(f"[WARN] CRITICAL: Large loss detected: ${max_loss:.2f}")
# Check consecutive losses
closed_sorted = closed_trades.sort("time")
consecutive_losses = 0
max_consecutive_losses = 0
for profit in closed_sorted["profit"].to_list():
if profit < 0:
consecutive_losses += 1
max_consecutive_losses = max(max_consecutive_losses, consecutive_losses)
else:
consecutive_losses = 0
if max_consecutive_losses >= 3:
issues.append(f"[WARN] WARNING: {max_consecutive_losses} consecutive losses detected")
# Check BUY vs SELL performance
buy_trades = closed_trades.filter(pl.col("type") == 0)
sell_trades = closed_trades.filter(pl.col("type") == 1)
if len(buy_trades) > 0:
buy_winrate = len(buy_trades.filter(pl.col("profit") > 0)) / len(buy_trades) * 100
print(f"\nBUY Trades: {len(buy_trades)} | Win Rate: {buy_winrate:.1f}%")
if len(sell_trades) > 0:
sell_winrate = len(sell_trades.filter(pl.col("profit") > 0)) / len(sell_trades) * 100
print(f"SELL Trades: {len(sell_trades)} | Win Rate: {sell_winrate:.1f}%")
if sell_winrate < 45 and len(sell_trades) >= 5:
issues.append(f"[WARN] CRITICAL: SELL win rate very low ({sell_winrate:.1f}%)")
# Print issues
if issues:
print("\n" + "="*60)
print("DETECTED ISSUES:")
for issue in issues:
print(issue)
print("="*60)
else:
print("\n[OK] No critical issues detected")
# Recent trades detail
print("\n" + "-"*60)
print("LAST 5 TRADES")
print("-"*60)
recent = closed_sorted.tail(5)
for row in recent.iter_rows(named=True):
trade_time = datetime.fromtimestamp(row['time'], ZoneInfo("Asia/Jakarta"))
trade_type = "BUY" if row['type'] == 0 else "SELL"
profit = row['profit']
emoji = "[OK]" if profit > 0 else "[X]"
print(f"{emoji} #{row['ticket']} {trade_type} ${profit:+.2f} @ {trade_time.strftime('%H:%M:%S')}")
finally:
mt5.shutdown()
def check_open_positions():
"""Check current open positions"""
print("\n" + "="*60)
print("OPEN POSITIONS")
print("="*60)
if not mt5.initialize():
print("[X] Failed to connect to MT5")
return
try:
positions = mt5.positions_get(symbol="XAUUSD")
if not positions or len(positions) == 0:
print("No open positions")
return
print(f"Open Positions: {len(positions)}\n")
total_profit = 0
for pos in positions:
pos_type = "BUY" if pos.type == 0 else "SELL"
duration = (datetime.now().timestamp() - pos.time) / 60 # minutes
emoji = "[+]" if pos.profit > 0 else "[-]"
print(f"{emoji} #{pos.ticket} {pos_type} {pos.volume} lots")
print(f" Entry: ${pos.price_open:.2f} | Current: ${pos.price_current:.2f}")
print(f" Profit: ${pos.profit:.2f} | Duration: {duration:.1f}m")
print(f" SL: ${pos.sl:.2f} | TP: ${pos.tp:.2f}")
print()
total_profit += pos.profit
print(f"Total Floating P/L: ${total_profit:.2f}")
finally:
mt5.shutdown()
if __name__ == "__main__":
try:
# Run all checks
bot_healthy = check_bot_health()
analyze_todays_trades()
check_open_positions()
print("\n" + "="*60)
print(f"Monitor completed at {datetime.now(ZoneInfo('Asia/Jakarta')).strftime('%H:%M:%S WIB')}")
print("="*60 + "\n")
except Exception as e:
print(f"\n[X] ERROR during monitoring: {e}")
import traceback
traceback.print_exc()
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@@ -0,0 +1,25 @@
@echo off
REM Hourly Bot Monitoring Script
REM Run this in Windows Task Scheduler every 1 hour
cd /d "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI"
echo.
echo ============================================================
echo HOURLY MONITORING - %date% %time%
echo ============================================================
echo.
REM Run monitoring script
python scripts\monitor_bot.py
REM Log to file
python scripts\monitor_bot.py >> logs\monitor_hourly.log 2>&1
echo.
echo Monitoring complete. Check logs\monitor_hourly.log for history.
echo Next check in 1 hour.
echo.
REM Optional: pause if running manually
REM pause