fix: H1 bias calculate on first loop + add filter config infrastructure
**H1 Bias Fix:** - Fixed cache check to ensure loop_count=1 always calculates H1 bias - Changed exception log from DEBUG to WARNING for visibility - Added log on first calculation (loop==1) in addition to every 4 loops - Result: H1 bias now correctly calculated from first candle **Filter Config Infrastructure (WIP):** - Added FilterConfigManager (src/filter_config.py) for dynamic filter control - Added data/filter_config.json with 11 entry filters (flash_crash, regime, risk, session, spread, h1_bias, ml_confidence, signal_combination, cooldown, time_filter, market_close) - Added API endpoints: GET/POST /api/filters/config - Note: Bot integration pending — requires wrapper around all filter checks Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
@@ -0,0 +1,63 @@
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{
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"filters": {
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"flash_crash_guard": {
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"enabled": true,
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"name": "Flash Crash Guard",
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"description": "Block entries during extreme price movements"
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},
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"regime_filter": {
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"enabled": true,
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"name": "Regime Filter",
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"description": "Filter based on HMM regime detection"
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},
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"risk_check": {
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"enabled": true,
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"name": "Risk Check",
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"description": "Daily/total loss limits validation"
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},
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"session_filter": {
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"enabled": true,
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"name": "Session Filter",
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"description": "Trading session (Sydney/London/NY) validation"
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},
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"spread_check": {
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"enabled": true,
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"name": "Spread Check",
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"description": "Block entries when spread too wide"
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},
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"h1_bias": {
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"enabled": true,
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"name": "H1 Bias Filter",
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"description": "Multi-timeframe H1 EMA20 alignment (#31B)"
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},
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"ml_confidence": {
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"enabled": true,
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"name": "ML Confidence",
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"description": "XGBoost confidence vs dynamic threshold"
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},
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"signal_combination": {
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"enabled": true,
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"name": "Signal Combination",
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"description": "SMC + ML signal agreement check"
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},
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"cooldown": {
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"enabled": true,
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"name": "Cooldown Period",
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"description": "Minimum time between trades (150s)"
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},
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"time_filter": {
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"enabled": true,
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"name": "Time Filter",
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"description": "Block specific hours (#34A: skip 9,21 WIB)"
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},
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"market_close_guard": {
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"enabled": true,
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"name": "Market Close Guard",
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"description": "Block entries near daily/weekend close"
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}
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},
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"metadata": {
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"updated_at": "2026-02-09T08:05:00+07:00",
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"version": "1.0"
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}
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}
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@@ -0,0 +1,145 @@
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"""
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Filter Configuration Manager
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=============================
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Load and save entry filter enable/disable states from data/filter_config.json.
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Usage:
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from src.filter_config import FilterConfigManager
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config = FilterConfigManager()
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if config.is_enabled("h1_bias"):
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# Apply H1 bias filter
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pass
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"""
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import json
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from pathlib import Path
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from typing import Dict, Any
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from datetime import datetime
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from zoneinfo import ZoneInfo
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from loguru import logger
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WIB = ZoneInfo("Asia/Jakarta")
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class FilterConfigManager:
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"""Manage entry filter enable/disable configuration."""
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def __init__(self, config_path: str = "data/filter_config.json"):
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"""Initialize filter config manager."""
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self.config_path = Path(config_path)
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self.filters: Dict[str, Dict[str, Any]] = {}
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self.metadata: Dict[str, Any] = {}
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self.load()
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def load(self) -> None:
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"""Load filter config from JSON file."""
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try:
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if not self.config_path.exists():
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logger.warning(f"Filter config not found at {self.config_path}, using defaults (all enabled)")
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self._init_defaults()
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return
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with open(self.config_path, 'r', encoding='utf-8') as f:
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data = json.load(f)
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self.filters = data.get("filters", {})
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self.metadata = data.get("metadata", {})
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enabled_count = sum(1 for f in self.filters.values() if f.get("enabled", True))
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total_count = len(self.filters)
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logger.info(f"Filter config loaded: {enabled_count}/{total_count} filters enabled")
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except Exception as e:
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logger.error(f"Failed to load filter config: {e}")
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self._init_defaults()
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def save(self) -> None:
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"""Save current filter config to JSON file."""
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try:
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self.metadata["updated_at"] = datetime.now(WIB).isoformat()
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data = {
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"filters": self.filters,
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"metadata": self.metadata
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}
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with open(self.config_path, 'w', encoding='utf-8') as f:
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json.dump(data, f, indent=2, ensure_ascii=False)
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logger.info(f"Filter config saved to {self.config_path}")
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except Exception as e:
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logger.error(f"Failed to save filter config: {e}")
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def is_enabled(self, filter_key: str) -> bool:
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"""
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Check if a filter is enabled.
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Args:
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filter_key: Filter key (e.g., "h1_bias", "ml_confidence")
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Returns:
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True if enabled, False if disabled or not found
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"""
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if filter_key not in self.filters:
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# Unknown filter — default to enabled for safety
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return True
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return self.filters[filter_key].get("enabled", True)
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def set_enabled(self, filter_key: str, enabled: bool) -> None:
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"""
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Enable or disable a filter.
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Args:
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filter_key: Filter key
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enabled: True to enable, False to disable
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"""
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if filter_key not in self.filters:
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logger.warning(f"Unknown filter key: {filter_key}")
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return
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self.filters[filter_key]["enabled"] = enabled
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logger.info(f"Filter '{filter_key}' {'enabled' if enabled else 'disabled'}")
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def get_all(self) -> Dict[str, Dict[str, Any]]:
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"""Get all filter configurations."""
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return self.filters
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def update_all(self, new_config: Dict[str, bool]) -> None:
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"""
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Update multiple filters at once.
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Args:
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new_config: Dict mapping filter_key -> enabled (bool)
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"""
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for filter_key, enabled in new_config.items():
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if filter_key in self.filters:
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self.filters[filter_key]["enabled"] = enabled
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self.save()
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enabled_count = sum(1 for f in self.filters.values() if f.get("enabled", True))
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logger.info(f"Filter config updated: {enabled_count}/{len(self.filters)} enabled")
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def _init_defaults(self) -> None:
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"""Initialize default filter config (all enabled)."""
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self.filters = {
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"flash_crash_guard": {"enabled": True, "name": "Flash Crash Guard", "description": "Block entries during extreme price movements"},
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"regime_filter": {"enabled": True, "name": "Regime Filter", "description": "Filter based on HMM regime detection"},
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"risk_check": {"enabled": True, "name": "Risk Check", "description": "Daily/total loss limits validation"},
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"session_filter": {"enabled": True, "name": "Session Filter", "description": "Trading session validation"},
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"spread_check": {"enabled": True, "name": "Spread Check", "description": "Block entries when spread too wide"},
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"h1_bias": {"enabled": True, "name": "H1 Bias Filter", "description": "Multi-timeframe H1 EMA20 alignment"},
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"ml_confidence": {"enabled": True, "name": "ML Confidence", "description": "XGBoost confidence threshold"},
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"signal_combination": {"enabled": True, "name": "Signal Combination", "description": "SMC + ML signal agreement"},
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"cooldown": {"enabled": True, "name": "Cooldown Period", "description": "Minimum time between trades"},
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"time_filter": {"enabled": True, "name": "Time Filter", "description": "Block specific hours"},
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"market_close_guard": {"enabled": True, "name": "Market Close Guard", "description": "Block near market close"}
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}
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self.metadata = {
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"updated_at": datetime.now(WIB).isoformat(),
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"version": "1.0"
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}
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self.save()
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@@ -34,6 +34,7 @@ app.add_middleware(
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# Status file path (mounted as volume in Docker)
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STATUS_FILE = Path("/app/data/bot_status.json")
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MODEL_METRICS_FILE = Path("/app/data/model_metrics.json")
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FILTER_CONFIG_FILE = Path("/app/data/filter_config.json")
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# Default empty response
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DEFAULT_STATUS = {
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@@ -413,6 +414,64 @@ async def get_signal_stats(hours: int = Query(24, ge=1, le=168)):
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}
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# ============================================================
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# FILTER CONFIG ENDPOINTS
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# ============================================================
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@app.get("/api/filters/config")
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async def get_filter_config():
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"""Get current filter enable/disable states."""
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try:
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if not FILTER_CONFIG_FILE.exists():
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return {"filters": {}, "metadata": {}}
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with open(FILTER_CONFIG_FILE, 'r', encoding='utf-8') as f:
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data = json.load(f)
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return data
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except Exception as e:
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logger.error(f"Failed to load filter config: {e}")
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return {"filters": {}, "metadata": {}, "error": str(e)}
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@app.post("/api/filters/config")
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async def update_filter_config(updates: dict):
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"""
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Update filter enable/disable states.
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Body: { "filter_key": true/false, ... }
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Example: { "h1_bias": false, "ml_confidence": true }
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"""
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try:
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# Load current config
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if not FILTER_CONFIG_FILE.exists():
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return {"success": False, "error": "Filter config file not found"}
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with open(FILTER_CONFIG_FILE, 'r', encoding='utf-8') as f:
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data = json.load(f)
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# Update enabled states
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for filter_key, enabled in updates.items():
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if filter_key in data["filters"]:
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data["filters"][filter_key]["enabled"] = enabled
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# Update metadata
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data["metadata"]["updated_at"] = datetime.now(ZoneInfo("Asia/Jakarta")).isoformat()
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# Save
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with open(FILTER_CONFIG_FILE, 'w', encoding='utf-8') as f:
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json.dump(data, f, indent=2, ensure_ascii=False)
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logger.info(f"Filter config updated: {list(updates.keys())}")
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return {"success": True, "updated": list(updates.keys())}
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except Exception as e:
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logger.error(f"Failed to update filter config: {e}")
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return {"success": False, "error": str(e)}
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if __name__ == "__main__":
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import uvicorn
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uvicorn.run(app, host="0.0.0.0", port=8000)
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Block a user