docs: add profit momentum research artifacts
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>
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GifariKemal
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Claude Sonnet 4.5
Claude Sonnet 4.5
parent
4626f2a295
commit
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"""
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Test Profit Momentum Tracker
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=============================
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Demo dan test untuk profit momentum tracking system.
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"""
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import sys
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import os
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import time
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import random
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from pathlib import Path
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# Add project root to path
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project_root = Path(__file__).parent.parent
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sys.path.insert(0, str(project_root))
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from src.profit_momentum_tracker import ProfitMomentumTracker
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from loguru import logger
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def simulate_profit_pattern_1():
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"""
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Simulate Pattern 1: Steady Growth then Reversal
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- Profit grows steadily
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- Peaks at $50
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- Then reverses slowly
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Expected: Should exit around $45-$47 (90-94% of peak)
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"""
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logger.info("=" * 60)
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logger.info("PATTERN 1: Steady Growth → Reversal")
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logger.info("=" * 60)
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tracker = ProfitMomentumTracker(
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enable_logging=True,
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min_profit_for_momentum_exit=5.0,
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grace_period_seconds=3.0,
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)
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ticket = 123456
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price = 2650.0
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# Phase 1: Steady growth (0-10s)
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logger.info("\n📈 Phase 1: Steady Growth (0-10s)")
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for i in range(20): # 10 seconds at 500ms interval
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profit = i * 2.5 # Linear growth to $50
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price += 0.5
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tracker.update(ticket, profit, price)
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time.sleep(0.5)
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if i % 4 == 0: # Log every 2 seconds
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metrics = tracker.calculate_metrics(ticket)
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if metrics:
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logger.info(
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f" t={i*0.5:.1f}s | Profit: ${profit:.2f} | "
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f"Velocity: {metrics.velocity:.2f} $/s | "
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f"Momentum: {metrics.momentum_direction}"
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)
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# Phase 2: Peak stagnation (10-13s)
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logger.info("\n⏸️ Phase 2: Peak Stagnation (10-13s)")
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for i in range(6): # 3 seconds
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profit = 50.0 + random.uniform(-0.5, 0.5) # Stagnant around $50
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price += random.uniform(-0.1, 0.1)
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tracker.update(ticket, profit, price)
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should_exit, reason = tracker.should_exit(ticket, profit)
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if should_exit:
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logger.warning(f"🚨 EXIT SIGNAL: {reason}")
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break
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time.sleep(0.5)
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# Phase 3: Slow reversal (13-20s)
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logger.info("\n📉 Phase 3: Slow Reversal (13-20s)")
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for i in range(14): # 7 seconds
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profit = 50.0 - (i * 1.5) # Decline from $50
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price -= 0.3
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tracker.update(ticket, profit, price)
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should_exit, reason = tracker.should_exit(ticket, profit)
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metrics = tracker.calculate_metrics(ticket)
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if metrics and i % 2 == 0:
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logger.info(
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f" t={13+i*0.5:.1f}s | Profit: ${profit:.2f} | "
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f"Velocity: {metrics.velocity:.2f} $/s | "
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f"Peak Drawdown: {metrics.drawdown_from_peak:.1f}%"
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)
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if should_exit:
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logger.warning(f"🚨 EXIT SIGNAL at ${profit:.2f}: {reason}")
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summary = tracker.get_position_summary(ticket)
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logger.success(
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f"✅ Exit Summary: Peak ${summary['peak_profit']:.2f} → "
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f"Exit ${profit:.2f} ({summary['drawdown_pct']:.1f}% from peak)"
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)
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break
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time.sleep(0.5)
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def simulate_profit_pattern_2():
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"""
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Simulate Pattern 2: Quick Spike then Sharp Reversal
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- Profit spikes quickly to $40
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- Reverses sharply
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Expected: Should exit quickly on velocity reversal
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"""
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logger.info("\n" + "=" * 60)
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logger.info("PATTERN 2: Quick Spike → Sharp Reversal")
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logger.info("=" * 60)
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tracker = ProfitMomentumTracker(
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enable_logging=True,
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velocity_reversal_threshold=-1.0, # More sensitive
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min_profit_for_momentum_exit=5.0,
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)
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ticket = 234567
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price = 2650.0
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# Phase 1: Quick spike (0-4s)
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logger.info("\n🚀 Phase 1: Quick Spike (0-4s)")
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for i in range(8): # 4 seconds
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profit = i * 5.0 # Fast growth to $40
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price += 1.0
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tracker.update(ticket, profit, price)
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time.sleep(0.5)
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metrics = tracker.calculate_metrics(ticket)
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if metrics and i % 2 == 0:
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logger.info(
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f" t={i*0.5:.1f}s | Profit: ${profit:.2f} | "
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f"Velocity: {metrics.velocity:.2f} $/s"
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)
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# Phase 2: Sharp reversal (4-8s)
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logger.info("\n💥 Phase 2: Sharp Reversal (4-8s)")
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for i in range(8): # 4 seconds
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profit = 40.0 - (i * 4.0) # Fast decline
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price -= 0.8
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tracker.update(ticket, profit, price)
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should_exit, reason = tracker.should_exit(ticket, profit)
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metrics = tracker.calculate_metrics(ticket)
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if metrics:
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logger.info(
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f" t={4+i*0.5:.1f}s | Profit: ${profit:.2f} | "
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f"Velocity: {metrics.velocity:.2f} $/s | "
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f"Accel: {metrics.acceleration:.2f} $/s²"
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)
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if should_exit:
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logger.warning(f"🚨 EXIT SIGNAL at ${profit:.2f}: {reason}")
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summary = tracker.get_position_summary(ticket)
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logger.success(
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f"✅ Exit Summary: Peak ${summary['peak_profit']:.2f} → "
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f"Exit ${profit:.2f}"
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)
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break
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time.sleep(0.5)
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def simulate_profit_pattern_3():
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"""
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Simulate Pattern 3: Healthy Trend (No Exit)
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- Profit grows steadily
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- Small pullbacks but momentum stays positive
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Expected: Should NOT exit (healthy momentum)
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"""
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logger.info("\n" + "=" * 60)
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logger.info("PATTERN 3: Healthy Trend (No Exit Expected)")
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logger.info("=" * 60)
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tracker = ProfitMomentumTracker(
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enable_logging=True,
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peak_drawdown_threshold=50.0, # Allow larger drawdown
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)
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ticket = 345678
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price = 2650.0
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# Simulate 15 seconds of healthy growth with small pullbacks
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logger.info("\n📊 Simulating healthy trend with pullbacks...")
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for i in range(30): # 15 seconds
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# Add some volatility but overall uptrend
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base_profit = i * 1.5
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noise = random.uniform(-2.0, 3.0) # Slight upward bias
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profit = base_profit + noise
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price += random.uniform(-0.2, 0.5)
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tracker.update(ticket, profit, price)
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should_exit, reason = tracker.should_exit(ticket, profit)
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if i % 4 == 0: # Log every 2 seconds
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metrics = tracker.calculate_metrics(ticket)
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if metrics:
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logger.info(
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f" t={i*0.5:.1f}s | Profit: ${profit:.2f} | "
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f"Peak: ${metrics.peak_profit:.2f} | "
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f"Velocity: {metrics.velocity:.2f} $/s | "
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f"Status: {metrics.momentum_direction}"
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)
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if should_exit:
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logger.warning(f"⚠️ Unexpected exit: {reason}")
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break
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time.sleep(0.5)
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if not should_exit:
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logger.success("✅ No exit triggered - Healthy trend maintained!")
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summary = tracker.get_position_summary(ticket)
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if summary:
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logger.info(
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f"Final Stats: Peak ${summary['peak_profit']:.2f}, "
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f"Current ${summary['current_profit']:.2f}, "
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f"Velocity {summary['velocity']:.2f} $/s"
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)
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def main():
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"""Run all simulation patterns."""
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logger.remove()
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logger.add(
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sys.stdout,
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format="<green>{time:HH:mm:ss.SSS}</green> | <level>{message}</level>",
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level="INFO",
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)
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logger.info("🧪 Profit Momentum Tracker - Simulation Tests")
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logger.info("=" * 60)
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try:
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# Run pattern simulations
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simulate_profit_pattern_1()
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time.sleep(2)
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simulate_profit_pattern_2()
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time.sleep(2)
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simulate_profit_pattern_3()
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except KeyboardInterrupt:
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logger.warning("\n⚠️ Simulation interrupted by user")
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except Exception as e:
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logger.error(f"❌ Error: {e}", exc_info=True)
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logger.info("\n" + "=" * 60)
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logger.success("🎉 All simulations completed!")
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if __name__ == "__main__":
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main()
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