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docs: add profit momentum research artifacts

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Added profit momentum feature research files from previous analysis:
- docs/research/PROFIT_MOMENTUM_CODE_SNIPPET.py — Implementation code
- docs/research/PROFIT_MOMENTUM_INTEGRATION.md — Integration guide
- tests/test_profit_momentum.py — Test script

These files document profit momentum feature exploration (unrelated to
current HMM fix but kept for reference).

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
2026-02-09 10:52:05 +07:00
co-authored by Claude Sonnet 4.5
parent 4626f2a295
commit ecfe3615ac
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docs/research/PROFIT_MOMENTUM_CODE_SNIPPET.py
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"""
Profit Momentum Tracker - Code Snippets for Integration
========================================================
Copy-paste these snippets into main_live.py for integration.
"""
# ============================================================
# SNIPPET 1: Import Statement (add to top of main_live.py)
# ============================================================
from src.profit_momentum_tracker import ProfitMomentumTracker
# ============================================================
# SNIPPET 2: Initialize Tracker (add to TradingBot.__init__)
# ============================================================
# Initialize Profit Momentum Tracker (NEW)
self.momentum_tracker = ProfitMomentumTracker(
# Velocity thresholds
velocity_reversal_threshold=-0.5, # Exit if velocity < -0.5 $/s
deceleration_threshold=-1.0, # Exit if accel < -1.0 $/s²
stagnation_threshold=0.1, # Velocity < 0.1 $/s = stagnant
stagnation_count_max=8, # Exit after 8 stagnant samples (4s)
# Drawdown protection
peak_drawdown_threshold=40.0, # Exit if 40% drawdown from peak
min_peak_to_protect=10.0, # Only protect peaks > $10
# Anti-early-exit protection
min_profit_for_momentum_exit=5.0, # Don't exit on momentum if profit < $5
grace_period_seconds=10.0, # Minimum 10s in profit before momentum exit
min_samples_required=6, # Minimum 6 samples (3s) before analyzing
# Logging
enable_logging=True,
)
# Pass tracker to Position Manager
self.position_manager = SmartPositionManager(
breakeven_pips=30.0,
trail_start_pips=50.0,
trail_step_pips=30.0,
atr_be_mult=2.0,
atr_trail_start_mult=4.0,
atr_trail_step_mult=3.0,
min_profit_to_protect=5.0,
max_drawdown_from_peak=50.0,
enable_market_close_handler=True,
min_profit_before_close=10.0,
max_loss_to_hold=100.0,
momentum_tracker=self.momentum_tracker, # NEW: Pass tracker
enable_momentum_exit=True, # NEW: Enable momentum exits
)
# Initialize momentum log throttle
self._last_momentum_log = {}
# ============================================================
# SNIPPET 3: Monitoring Method (add to TradingBot class)
# ============================================================
async def _monitor_positions_momentum(self):
"""
Monitor open positions momentum every 500ms.
Updates profit tracker for real-time momentum analysis.
"""
logger.info("🎯 Profit momentum monitoring started (500ms interval)")
while self.running:
try:
# Get open positions
positions_df = self.mt5.get_positions()
if len(positions_df) > 0:
# Update momentum tracker for each position
for row in positions_df.iter_rows(named=True):
ticket = row["ticket"]
profit = row.get("profit", 0.0)
current_price = row.get("price_current", 0.0)
# Update tracker
self.momentum_tracker.update(ticket, profit, current_price)
# Log metrics every 2 seconds per ticket
if self._should_log_momentum(ticket):
summary = self.momentum_tracker.get_position_summary(ticket)
if summary:
logger.debug(
f"#{ticket} | "
f"Profit: ${summary['current_profit']:.2f} | "
f"Peak: ${summary['peak_profit']:.2f} | "
f"Vel: {summary['velocity']:.2f} $/s | "
f"Momentum: {summary['momentum']} | "
f"Drawdown: {summary['drawdown_pct']:.1f}%"
)
# Wait 500ms before next update
await asyncio.sleep(0.5)
except Exception as e:
logger.error(f"Momentum monitoring error: {e}")
await asyncio.sleep(0.5)
def _should_log_momentum(self, ticket: int) -> bool:
"""
Throttle momentum logging to every 2 seconds per ticket.
Args:
ticket: MT5 ticket number
Returns:
bool: True if should log now
"""
now = time.time()
last_log = self._last_momentum_log.get(ticket, 0)
if now - last_log >= 2.0: # Log every 2 seconds
self._last_momentum_log[ticket] = now
return True
return False
# ============================================================
# SNIPPET 4: Start Monitoring Task (modify run() method)
# ============================================================
async def run(self):
"""Main trading loop with momentum monitoring."""
self.running = True
logger.info("🚀 Starting trading bot...")
logger.info(f"Capital Mode: {self.config.capital_mode.value}")
logger.info(f"Risk per Trade: {self.risk_engine.risk_percent}%")
logger.info(f"Symbol: {self.config.symbol}")
# Start background tasks
tasks = [
asyncio.create_task(self._trading_loop(), name="trading_loop"),
asyncio.create_task(self._monitor_positions_momentum(), name="momentum_monitor"), # NEW
]
try:
# Wait for all tasks
await asyncio.gather(*tasks)
except KeyboardInterrupt:
logger.warning("⚠️ Shutdown signal received")
self.running = False
except Exception as e:
logger.error(f"❌ Critical error: {e}", exc_info=True)
self.running = False
finally:
# Cleanup
logger.info("🛑 Shutting down...")
for task in tasks:
if not task.done():
task.cancel()
# Disconnect MT5
if not self.simulation:
self.mt5.disconnect()
logger.success("✅ Shutdown complete")
# ============================================================
# SNIPPET 5: Optional - Enhanced Position Summary Logging
# ============================================================
def log_position_summary_with_momentum(self):
"""
Log detailed position summary including momentum metrics.
Call this periodically in trading loop.
"""
positions_df = self.mt5.get_positions()
if len(positions_df) > 0:
logger.info(f"\n{'='*60}")
logger.info(f"OPEN POSITIONS: {len(positions_df)}")
logger.info(f"{'='*60}")
for row in positions_df.iter_rows(named=True):
ticket = row["ticket"]
pos_type = row.get("type", "UNKNOWN")
profit = row.get("profit", 0.0)
volume = row.get("volume", 0.0)
# Get momentum summary
momentum_summary = self.momentum_tracker.get_position_summary(ticket)
if momentum_summary:
logger.info(
f" #{ticket} | {pos_type} {volume:.2f} lot | "
f"Profit: ${profit:.2f} | "
f"Peak: ${momentum_summary['peak_profit']:.2f} | "
f"Velocity: {momentum_summary['velocity']:.2f} $/s | "
f"Momentum: {momentum_summary['momentum']} | "
f"Samples: {momentum_summary['samples']} | "
f"Time in Profit: {momentum_summary['time_in_profit']:.1f}s"
)
else:
logger.info(
f" #{ticket} | {pos_type} {volume:.2f} lot | "
f"Profit: ${profit:.2f} (no momentum data yet)"
)
logger.info(f"{'='*60}\n")
# ============================================================
# EXAMPLE USAGE IN MAIN
# ============================================================
if __name__ == "__main__":
# Create bot instance
bot = TradingBot(simulation=False)
# Run with asyncio
try:
asyncio.run(bot.run())
except KeyboardInterrupt:
logger.warning("⚠️ Interrupted by user")
except Exception as e:
logger.error(f"❌ Fatal error: {e}", exc_info=True)
sys.exit(1)