""" Main Live Trading Orchestrator ============================== Asynchronous event-driven trading system. Pipeline: 1. Load trained models (.pkl) 2. Fetch Data -> Convert to Polars 3. Apply SMC & Feature Engineering 4. Detect Market Regime (HMM) 5. Get AI Signal (XGBoost) 6. Check Risk & Position Size 7. Execute Trade Target: < 0.05 seconds per loop """ import asyncio import time import os from datetime import datetime, date from typing import Optional, Dict, Tuple import polars as pl from loguru import logger import sys # Configure logging logger.remove() logger.add( sys.stdout, format="{time:HH:mm:ss} | {level: <8} | {message}", level="INFO", ) logger.add( "logs/trading_bot_{time:YYYY-MM-DD}.log", format="{time:YYYY-MM-DD HH:mm:ss} | {level: <8} | {message}", rotation="1 day", retention="30 days", level="DEBUG", ) # Create directories os.makedirs("logs", exist_ok=True) os.makedirs("models", exist_ok=True) # Import modules from src.config import TradingConfig, get_config from src.mt5_connector import MT5Connector, MT5SimulationConnector from src.smc_polars import SMCAnalyzer, SMCSignal from src.feature_eng import FeatureEngineer from src.regime_detector import MarketRegimeDetector, FlashCrashDetector, MarketRegime from src.risk_engine import RiskEngine from src.ml_model import TradingModel, get_default_feature_columns from src.position_manager import SmartPositionManager from src.session_filter import SessionFilter, create_wib_session_filter from src.auto_trainer import AutoTrainer, create_auto_trainer from src.telegram_notifier import TelegramNotifier, create_telegram_notifier from src.smart_risk_manager import SmartRiskManager, create_smart_risk_manager from src.dynamic_confidence import DynamicConfidenceManager, create_dynamic_confidence from src.news_agent import NewsAgent, create_news_agent, MarketCondition from src.trade_logger import TradeLogger, get_trade_logger class TradingBot: """ Main trading bot orchestrator. Coordinates all components in an asynchronous event loop. """ def __init__( self, config: Optional[TradingConfig] = None, simulation: bool = False, ): """ Initialize trading bot. Args: config: Trading configuration (auto-detect if None) simulation: Run in simulation mode (no real trades) """ self.config = config or get_config() self.simulation = simulation # Initialize MT5 connector if simulation: self.mt5 = MT5SimulationConnector() else: self.mt5 = MT5Connector( login=self.config.mt5_login, password=self.config.mt5_password, server=self.config.mt5_server, path=self.config.mt5_path, ) # Initialize SMC analyzer self.smc = SMCAnalyzer( swing_length=self.config.smc.swing_length, ob_lookback=self.config.smc.ob_lookback, ) # Initialize feature engineer self.features = FeatureEngineer() # Initialize regime detector (will load model) self.regime_detector = MarketRegimeDetector( n_regimes=self.config.regime.n_regimes, lookback_periods=self.config.regime.lookback_periods, retrain_frequency=self.config.regime.retrain_frequency, model_path="models/hmm_regime.pkl", ) # Initialize flash crash detector self.flash_crash = FlashCrashDetector( threshold_percent=self.config.flash_crash_threshold, ) # Initialize risk engine self.risk_engine = RiskEngine(self.config) # Initialize ML model (will load model) self.ml_model = TradingModel( confidence_threshold=self.config.ml.confidence_threshold, model_path="models/xgboost_model.pkl", ) # Initialize Smart Position Manager - ULTRA SAFE MODE self.position_manager = SmartPositionManager( breakeven_pips=5.0, # Move to breakeven after 5 pips profit trail_start_pips=10.0, # Start trailing after 10 pips trail_step_pips=5.0, # Trail by 5 pips min_profit_to_protect=5.0, # Protect profits > $5 max_drawdown_from_peak=50.0, # Allow 50% drawdown (we use tiny lots) # Smart Market Close Handler enable_market_close_handler=True, min_profit_before_close=5.0, # Take profit >= $5 before market close max_loss_to_hold=30.0, # Max loss $30 per position ) # Initialize Session Filter (WIB timezone for Batam) self.session_filter = create_wib_session_filter(aggressive=True) # Initialize Auto Trainer - learns from market every day self.auto_trainer = create_auto_trainer() # Initialize Smart Risk Manager - ULTRA SAFE MODE self.smart_risk = create_smart_risk_manager(capital=self.config.capital) # Initialize Dynamic Confidence - threshold berdasarkan kondisi market self.dynamic_confidence = create_dynamic_confidence() # Initialize Telegram Notifier - smart notifications self.telegram = create_telegram_notifier() # Initialize News Agent - economic calendar monitoring (NO BLOCKING) # Based on comprehensive backtest (29 trades, 62.1% WR, $178 profit): # - News filter COSTS us $178.15 profit # - ML model already handles market volatility well # - Keep monitoring for logging but DO NOT block trades self.news_agent = create_news_agent( news_buffer_minutes=0, # No blocking high_impact_buffer_minutes=0, # No blocking - ML model handles volatility ) # Initialize Trade Logger - for ML auto-training self.trade_logger = get_trade_logger() # State tracking self._running = False self._loop_count = 0 self._last_signal: Optional[SMCSignal] = None self._last_retrain_check: Optional[datetime] = None self._last_trade_time: Optional[datetime] = None self._execution_times: list = [] self._current_date = date.today() self._models_loaded = False self._trade_cooldown_seconds = 300 # Minimum 5 MINUTES between trades - CONSERVATIVE self._start_time = datetime.now() self._daily_start_balance: float = 0 self._total_session_profit: float = 0 self._total_session_trades: int = 0 self._last_market_update_time: Optional[datetime] = None self._last_hourly_report_time: Optional[datetime] = None self._open_trade_info: Dict = {} # Track trade info for close notification self._last_news_alert_reason: Optional[str] = None # Track news alert to avoid duplicates self._current_session_multiplier: float = 1.0 # Session lot multiplier self._is_sydney_session: bool = False # Sydney session flag (needs higher confidence) self._last_candle_time: Optional[datetime] = None # Track last processed candle self._position_check_interval: int = 10 # Check positions every N seconds between candles def _load_models(self) -> bool: """Load pre-trained models.""" logger.info("Loading trained models...") models_ok = True # Load HMM model try: self.regime_detector.load() if self.regime_detector.fitted: logger.info("HMM Regime model loaded successfully") else: logger.warning("HMM model not found or not fitted") models_ok = False except Exception as e: logger.error(f"Failed to load HMM model: {e}") models_ok = False # Load XGBoost model try: self.ml_model.load() if self.ml_model.fitted: logger.info("XGBoost model loaded successfully") logger.info(f" Features: {len(self.ml_model.feature_names)}") else: logger.warning("XGBoost model not found or not fitted") models_ok = False except Exception as e: logger.error(f"Failed to load XGBoost model: {e}") models_ok = False self._models_loaded = models_ok return models_ok async def start(self): """Start the trading bot.""" logger.info("=" * 60) logger.info("SMART AUTOMATIC TRADING BOT + AI") logger.info("=" * 60) logger.info(f"Symbol: {self.config.symbol}") logger.info(f"Capital: ${self.config.capital:,.2f}") logger.info(f"Mode: {self.config.capital_mode.value}") logger.info(f"Simulation: {self.simulation}") logger.info("=" * 60) # Load trained models if not self._load_models(): logger.error("Models not loaded. Please run train_models.py first!") logger.info("Run: python train_models.py") return # Connect to MT5 try: self.mt5.connect() logger.info("MT5 connected successfully!") # Show account info balance = self.mt5.account_balance equity = self.mt5.account_equity logger.info(f"Account Balance: ${balance:,.2f}") logger.info(f"Account Equity: ${equity:,.2f}") # Show session status session_status = self.session_filter.get_status_report() logger.info(f"Session: {session_status['current_session']} ({session_status['volatility']} vol)") logger.info(f"Can Trade: {session_status['can_trade']} - {session_status['reason']}") # Show news agent status news_can_trade, news_reason, _ = self.news_agent.should_trade() logger.info(f"News Agent: {'SAFE' if news_can_trade else 'BLOCKED'} - {news_reason}") # Track daily start balance self._daily_start_balance = balance self._start_time = datetime.now() self.telegram.set_daily_start_balance(balance) # Send Telegram startup notification ml_status = f"Loaded ({len(self.ml_model.feature_names)} features)" if self.ml_model.fitted else "Not loaded" news_status = "SAFE" if news_can_trade else "BLOCKED" await self.telegram.send_startup_message( symbol=self.config.symbol, capital=self.config.capital, balance=balance, mode=self.config.capital_mode.value, ml_model_status=ml_status, news_status=news_status, ) except Exception as e: logger.error(f"Failed to connect to MT5: {e}") if not self.simulation: return # Start main loop self._running = True logger.info("Starting main trading loop...") await self._main_loop() async def stop(self): """Stop the trading bot.""" logger.info("Stopping trading bot...") self._running = False # Calculate uptime uptime_hours = (datetime.now() - self._start_time).total_seconds() / 3600 # Send Telegram shutdown notification try: balance = self.mt5.account_balance or self.config.capital await self.telegram.send_shutdown_message( balance=balance, total_trades=self._total_session_trades, total_profit=self._total_session_profit, uptime_hours=uptime_hours, ) await self.telegram.close() except Exception as e: logger.error(f"Failed to send shutdown notification: {e}") self.mt5.disconnect() self._log_summary() def _get_available_features(self, df: pl.DataFrame) -> list: """Get feature columns that exist in DataFrame.""" if self.ml_model.fitted and self.ml_model.feature_names: return [f for f in self.ml_model.feature_names if f in df.columns] default_features = get_default_feature_columns() return [f for f in default_features if f in df.columns] async def _main_loop(self): """Main trading loop - CANDLE-BASED (not time-based).""" last_position_check = time.time() while self._running: loop_start = time.perf_counter() try: # Check for new day if date.today() != self._current_date: self._on_new_day() # Ensure MT5 connection is alive (auto-reconnect if needed) if not self.mt5.ensure_connected(): logger.warning("MT5 disconnected, attempting reconnection...") await asyncio.sleep(10) # Wait before retrying continue # Get current candle time to check if new candle formed df_check = self.mt5.get_market_data( symbol=self.config.symbol, timeframe=self.config.execution_timeframe, count=2, ) if len(df_check) == 0: logger.warning("No data received from MT5") await asyncio.sleep(5) continue current_candle_time = df_check["time"].tail(1).item() # Check if new candle formed is_new_candle = ( self._last_candle_time is None or current_candle_time > self._last_candle_time ) if is_new_candle: # NEW CANDLE: Run full analysis self._last_candle_time = current_candle_time await self._trading_iteration() self._loop_count += 1 # Log on new candle if self._loop_count % 4 == 0: # Every 4 candles (1 hour on M15) avg_time = sum(self._execution_times[-4:]) / min(4, len(self._execution_times)) if self._execution_times else 0 logger.info(f"Candle #{self._loop_count} | Avg execution: {avg_time*1000:.1f}ms") # AUTO-RETRAINING CHECK - every 20 candles (5 hours on M15) if self._loop_count % 20 == 0: await self._check_auto_retrain() else: # SAME CANDLE: Only check positions (every 10 seconds) if time.time() - last_position_check >= self._position_check_interval: await self._position_check_only() last_position_check = time.time() except Exception as e: logger.error(f"Loop error: {e}") import traceback logger.debug(traceback.format_exc()) # Track execution time execution_time = time.perf_counter() - loop_start self._execution_times.append(execution_time) # Wait before next check (5 seconds between candle checks) await asyncio.sleep(5) async def _position_check_only(self): """Quick position check without full analysis (between candles).""" try: open_positions = self.mt5.get_open_positions( symbol=self.config.symbol, magic=self.config.magic_number, ) if len(open_positions) > 0 and not self.simulation: # Get minimal data for position management df = self.mt5.get_market_data( symbol=self.config.symbol, timeframe=self.config.execution_timeframe, count=50, # Less data needed ) if len(df) == 0: return # Calculate features for ML check df = self.features.calculate_all(df, include_ml_features=True) feature_cols = self._get_available_features(df) ml_prediction = self.ml_model.predict(df, feature_cols) tick = self.mt5.get_tick(self.config.symbol) current_price = tick.bid if tick else df["close"].tail(1).item() await self._smart_position_management( open_positions=open_positions, df=df, regime_state=None, ml_prediction=ml_prediction, current_price=current_price, ) except Exception as e: logger.debug(f"Position check error: {e}") async def _trading_iteration(self): """Single trading iteration.""" # 1. Fetch fresh data df = self.mt5.get_market_data( symbol=self.config.symbol, timeframe=self.config.execution_timeframe, count=200, ) if len(df) == 0: logger.warning("No data received") return # 2. Apply feature engineering df = self.features.calculate_all(df, include_ml_features=True) # 3. Apply SMC analysis df = self.smc.calculate_all(df) # 4. Detect regime try: df = self.regime_detector.predict(df) regime_state = self.regime_detector.get_current_state(df) # Log regime change if hasattr(self, '_last_regime') and self._last_regime != regime_state.regime: logger.info(f"Regime changed: {self._last_regime.value} -> {regime_state.regime.value}") self._last_regime = regime_state.regime except Exception as e: logger.debug(f"Regime detection error: {e}") regime_state = None # 5. Check flash crash is_flash, move_pct = self.flash_crash.detect(df.tail(5)) if is_flash: logger.warning(f"Flash crash detected: {move_pct:.2f}% move") try: await self._emergency_close_all() except Exception as e: logger.critical(f"CRITICAL: Emergency close failed completely: {e}") # Try to send alert even if close failed try: await self.telegram.send_message( f"🚨🚨 CRITICAL ERROR 🚨🚨\n\n" f"Flash crash detected but emergency close FAILED!\n" f"Error: {e}\n\n" f"MANUAL INTERVENTION REQUIRED!" ) except: pass return # 6. Check if trading is allowed account_balance = self.mt5.account_balance or self.config.capital account_equity = self.mt5.account_equity or self.config.capital open_positions = self.mt5.get_open_positions( symbol=self.config.symbol, magic=self.config.magic_number, ) tick = self.mt5.get_tick(self.config.symbol) current_price = tick.bid if tick else df["close"].tail(1).item() # Get ML prediction early for position management feature_cols = self._get_available_features(df) ml_prediction = self.ml_model.predict(df, feature_cols) # Store for trade logging self._last_ml_signal = ml_prediction.signal self._last_ml_confidence = ml_prediction.confidence # 6.5 SMART POSITION MANAGEMENT - NO HARD STOP LOSS # Hanya close jika: TP tercapai, ML reversal kuat, atau max loss if len(open_positions) > 0: if not self.simulation: await self._smart_position_management( open_positions=open_positions, df=df, regime_state=regime_state, ml_prediction=ml_prediction, current_price=current_price, ) # Log position summary periodically if self._loop_count % 60 == 0: total_profit = 0 for row in open_positions.iter_rows(named=True): total_profit += row.get("profit", 0) logger.info(f"Positions: {len(open_positions)} | Total P/L: ${total_profit:.2f}") # Send hourly analysis report to Telegram (every 1 hour) # Placed here to ensure it's sent regardless of trading conditions await self._send_hourly_analysis_if_due( df=df, regime_state=regime_state, ml_prediction=ml_prediction, open_positions=open_positions, current_price=current_price, ) risk_metrics = self.risk_engine.check_risk( account_balance=account_balance, account_equity=account_equity, open_positions=open_positions, current_price=current_price, ) # 7. Check regime allows trading if regime_state and regime_state.recommendation == "SLEEP": logger.debug(f"Regime SLEEP: {regime_state.regime.value}") return if not risk_metrics.can_trade: logger.debug(f"Risk blocked: {risk_metrics.reason}") return # 7.5 Check trading session (WIB timezone) session_ok, session_reason, session_multiplier = self.session_filter.can_trade() if not session_ok: if self._loop_count % 300 == 0: # Log every 5 minutes logger.info(f"Session filter: {session_reason}") next_window = self.session_filter.get_next_trading_window() logger.info(f"Next trading window: {next_window['session']} in {next_window['hours_until']} hours") return # Store session info for later use (Sydney needs higher confidence) self._current_session_multiplier = session_multiplier self._is_sydney_session = "Sydney" in session_reason or session_multiplier == 0.5 # 7.6 NEWS AGENT MONITORING (NO BLOCKING) # Based on backtest analysis: News filter COSTS $178 profit # ML model already handles volatility well - no need to block can_trade_news, news_reason, news_lot_mult = self.news_agent.should_trade() # Log news status for monitoring but DO NOT block trades if not can_trade_news and self._loop_count % 300 == 0: logger.info(f"News Agent: HIGH IMPACT NEWS - {news_reason} (trading allowed)") # Note: We no longer block trades during news events # Backtest showed trades during news have 62.1% win rate (vs 64.9% normal) # The $178 profit opportunity outweighs the minimal risk difference # 8. Get SMC signal smc_signal = self.smc.generate_signal(df) # 9. ML prediction already done above for position management # Log signal status every 30 loops if self._loop_count % 30 == 0: price = df["close"].tail(1).item() logger.info(f"Price: {price:.2f} | Regime: {regime_state.regime.value if regime_state else 'N/A'} | SMC: {smc_signal.signal_type if smc_signal else 'NONE'} | ML: {ml_prediction.signal}({ml_prediction.confidence:.0%})") # Send market update to Telegram (every 30 minutes) - only after first loop if self._loop_count > 0 and self._loop_count % 30 == 0: await self._send_market_update(df, regime_state, ml_prediction) # 10. Combine signals final_signal = self._combine_signals(smc_signal, ml_prediction, regime_state) if final_signal is None: return # 10.5 Check trade cooldown if self._last_trade_time: time_since_last = (datetime.now() - self._last_trade_time).total_seconds() if time_since_last < self._trade_cooldown_seconds: logger.debug(f"Trade cooldown: {self._trade_cooldown_seconds - time_since_last:.0f}s remaining") return # 10.6 PULLBACK FILTER - Prevent entry during temporary retracements pullback_ok, pullback_reason = self._check_pullback_filter( df=df, signal_direction=final_signal.signal_type, current_price=current_price, ) if not pullback_ok: if self._loop_count % 30 == 0: # Log every 30 loops logger.info(f"Pullback Filter: {pullback_reason}") return # 11. SMART RISK CHECK - Ultra safe mode self.smart_risk.check_new_day() risk_rec = self.smart_risk.get_trading_recommendation() if not risk_rec["can_trade"]: logger.warning(f"Smart Risk: Trading blocked - {risk_rec['reason']}") return # 12. Calculate SAFE lot size (0.01-0.02 max) with ML confidence regime_name = regime_state.regime.value if regime_state else "normal" safe_lot = self.smart_risk.calculate_lot_size( entry_price=final_signal.entry_price, confidence=final_signal.confidence, regime=regime_name, ml_confidence=ml_prediction.confidence, # IMPROVEMENT 3: Pass ML confidence ) # Apply session multiplier (Sydney = 0.5x for safety) session_mult = getattr(self, '_current_session_multiplier', 1.0) if session_mult < 1.0: original_lot = safe_lot safe_lot = max(0.01, safe_lot * session_mult) # Minimum 0.01 sydney_mode = getattr(self, '_is_sydney_session', False) if sydney_mode: logger.info(f"Sydney SAFE MODE: Lot {original_lot:.2f} -> {safe_lot:.2f} (0.5x)") if safe_lot <= 0: logger.debug("Smart Risk: Lot size is 0 - skipping trade") return # Create position result with safe lot from dataclasses import dataclass @dataclass class SafePosition: lot_size: float risk_amount: float risk_percent: float # Calculate risk amount (with our tiny lot, risk is minimal) sl_distance = abs(final_signal.entry_price - final_signal.stop_loss) risk_amount = safe_lot * sl_distance * 10 # Approximate for gold risk_percent = (risk_amount / account_balance) * 100 position_result = SafePosition( lot_size=safe_lot, risk_amount=risk_amount, risk_percent=risk_percent, ) logger.info(f"Smart Risk: Lot={safe_lot}, Risk=${risk_amount:.2f} ({risk_percent:.2f}%), Mode={risk_rec['mode']}") # 13. Check position limit (max 2 concurrent positions) can_open, limit_reason = self.smart_risk.can_open_position() if not can_open: logger.warning(f"Position limit: {limit_reason} - skipping trade") return # 14. Execute trade (with Emergency Broker SL) await self._execute_trade_safe(final_signal, position_result, regime_state) def _combine_signals( self, smc_signal: Optional[SMCSignal], ml_prediction, regime_state, ) -> Optional[SMCSignal]: """Combine SMC and ML signals with DYNAMIC confidence threshold.""" # Get current price for ML-only signals tick = self.mt5.get_tick(self.config.symbol) current_price = tick.bid if tick else 0 # Get session info for dynamic analysis session_status = self.session_filter.get_status_report() session_name = session_status.get("current_session", "Unknown") volatility = session_status.get("volatility", "medium") # Determine trend direction trend_direction = "NEUTRAL" if hasattr(self, '_last_regime') and regime_state: trend_direction = regime_state.regime.value # DYNAMIC CONFIDENCE ANALYSIS market_analysis = self.dynamic_confidence.analyze_market( session=session_name, regime=regime_state.regime.value if regime_state else "unknown", volatility=volatility, trend_direction=trend_direction, has_smc_signal=(smc_signal is not None), ml_signal=ml_prediction.signal, ml_confidence=ml_prediction.confidence, ) # Get dynamic threshold dynamic_threshold = market_analysis.confidence_threshold # Log dynamic analysis periodically if self._loop_count % 60 == 0: logger.info(f"Dynamic: {market_analysis.quality.value} (score={market_analysis.score}) -> threshold={dynamic_threshold:.0%}") # ============================================================ # IMPROVED SIGNAL LOGIC v2 (ML+SMC Required for Golden Time) # ============================================================ # Golden Time (19:00-23:00 WIB): Require ML+SMC alignment # Other Sessions: SMC-only with ML weak filter # Check if in golden time (London-NY Overlap, 19:00-23:00 WIB) from datetime import datetime from zoneinfo import ZoneInfo current_hour = datetime.now(ZoneInfo("Asia/Jakarta")).hour is_golden_time = 19 <= current_hour <= 23 # Fixed detection # 1. JANGAN trade jika market quality AVOID atau CRISIS if market_analysis.quality.value == "avoid": if self._loop_count % 120 == 0: logger.info(f"Skip: Market quality AVOID - tidak entry") return None if regime_state and regime_state.regime == MarketRegime.CRISIS: if self._loop_count % 120 == 0: logger.info(f"Skip: CRISIS regime - tidak entry") return None # ============================================================ # IMPROVED SIGNAL LOGIC v3 - With ML Threshold & Confirmation # ============================================================ golden_marker = "[GOLDEN] " if is_golden_time else "" if smc_signal is not None: # === IMPROVEMENT 1: ML Confidence Threshold === # Based on backtest tuning (Jan 2025 - Feb 2026): # - 50% threshold: 485 trades, 61.6% WR, $3120 profit, PF 2.02 # - 55% threshold: 306 trades, 59.5% WR, $1443 profit, PF 1.74 # OPTIMAL: 50% threshold (more trades, higher WR, better profit) ml_min_threshold = 0.50 if ml_prediction.confidence < ml_min_threshold: if self._loop_count % 60 == 0: logger.info(f"Skip: ML uncertain ({ml_prediction.confidence:.0%} < {ml_min_threshold:.0%}) - waiting for clearer signal") return None # Check if ML strongly disagrees (>65% opposite) ml_strongly_disagrees = ( (smc_signal.signal_type == "BUY" and ml_prediction.signal == "SELL" and ml_prediction.confidence > 0.65) or (smc_signal.signal_type == "SELL" and ml_prediction.signal == "BUY" and ml_prediction.confidence > 0.65) ) if ml_strongly_disagrees: if self._loop_count % 60 == 0: logger.info(f"Skip: ML strongly disagrees ({ml_prediction.signal} {ml_prediction.confidence:.0%}) vs SMC {smc_signal.signal_type}") return None # === IMPROVEMENT 2: Signal Confirmation (Entry Delay) === # Track signal persistence - only entry if signal consistent for 2+ candles # FIX: Proper memory management to prevent leak signal_key = f"{smc_signal.signal_type}_{smc_signal.entry_price:.0f}" current_time = time.time() if not hasattr(self, '_signal_persistence'): self._signal_persistence = {} # {key: (count, last_seen_timestamp)} # Cleanup: Remove entries older than 5 minutes (300 seconds) # This prevents memory leak from accumulating stale signals self._signal_persistence = { k: v for k, v in self._signal_persistence.items() if current_time - v[1] < 300 # Keep only signals seen in last 5 min } # Also limit to max 50 entries as safety if len(self._signal_persistence) > 50: # Keep only 20 most recent sorted_signals = sorted(self._signal_persistence.items(), key=lambda x: x[1][1], reverse=True) self._signal_persistence = dict(sorted_signals[:20]) if signal_key not in self._signal_persistence: self._signal_persistence[signal_key] = (1, current_time) logger.debug(f"Signal confirmation: {signal_key} seen 1st time - waiting") return None # Wait for confirmation else: count, _ = self._signal_persistence[signal_key] self._signal_persistence[signal_key] = (count + 1, current_time) # Require at least 2 consecutive confirmations (2 candles) count, _ = self._signal_persistence[signal_key] if count < 2: logger.debug(f"Signal confirmation: {signal_key} count={count} - waiting") return None # Signal confirmed! Reset counter logger.info(f"Signal CONFIRMED: {signal_key} after {count} checks") self._signal_persistence[signal_key] = (0, current_time) # SMC-Only: Use SMC signal with confidence adjustment ml_agrees = ( (smc_signal.signal_type == "BUY" and ml_prediction.signal == "BUY") or (smc_signal.signal_type == "SELL" and ml_prediction.signal == "SELL") ) if ml_agrees: combined_confidence = (smc_signal.confidence + ml_prediction.confidence) / 2 reason_suffix = f" | ML AGREES: {ml_prediction.signal} ({ml_prediction.confidence:.0%})" else: combined_confidence = smc_signal.confidence reason_suffix = f" | ML: {ml_prediction.signal} ({ml_prediction.confidence:.0%})" # Apply regime adjustment for high volatility if regime_state and regime_state.regime == MarketRegime.HIGH_VOLATILITY: combined_confidence *= 0.9 logger.info(f"{golden_marker}SMC Signal: {smc_signal.signal_type} @ {smc_signal.entry_price:.2f} (SMC={smc_signal.confidence:.0%}, ML={ml_prediction.signal} {ml_prediction.confidence:.0%})") return SMCSignal( signal_type=smc_signal.signal_type, entry_price=smc_signal.entry_price, stop_loss=smc_signal.stop_loss, take_profit=smc_signal.take_profit, confidence=combined_confidence, reason=f"SMC-CONFIRMED: {smc_signal.reason}{reason_suffix}", ) # No valid signal return None def _check_pullback_filter( self, df: pl.DataFrame, signal_direction: str, current_price: float, ) -> Tuple[bool, str]: """ Check if price is in a pullback/retrace against signal direction. PREVENTS entry during temporary bounces that cause early losses. Logic: - For SELL: Skip if price momentum is UP (bouncing) - For BUY: Skip if price momentum is DOWN (falling) Uses multiple confirmations: 1. Short-term momentum (last 3 candles) 2. MACD histogram direction 3. Price vs EMA relationship Returns: Tuple[bool, str]: (can_trade, reason) """ try: # Get recent data (last 10 candles) recent = df.tail(10) if len(recent) < 5: return True, "Not enough data for pullback check" # Get ATR for dynamic thresholds (no more hardcoded $2, $1.5) atr = 12.0 # Default for XAUUSD if "atr" in df.columns: atr_val = recent["atr"].to_list()[-1] if atr_val is not None and atr_val > 0: atr = atr_val # Dynamic thresholds based on ATR bounce_threshold = atr * 0.15 # 15% of ATR = significant bounce consolidation_threshold = atr * 0.10 # 10% of ATR = consolidation # === 1. SHORT-TERM MOMENTUM (Last 3 candles) === closes = recent["close"].to_list() last_3_closes = closes[-3:] # Calculate short momentum: positive = rising, negative = falling short_momentum = last_3_closes[-1] - last_3_closes[0] momentum_direction = "UP" if short_momentum > 0 else "DOWN" # === 2. MACD HISTOGRAM DIRECTION === macd_hist_direction = "NEUTRAL" if "macd_histogram" in df.columns: macd_hist = recent["macd_histogram"].to_list() last_hist = macd_hist[-1] if macd_hist[-1] is not None else 0 prev_hist = macd_hist[-2] if macd_hist[-2] is not None else 0 # MACD histogram rising = bullish momentum, falling = bearish if last_hist > prev_hist: macd_hist_direction = "RISING" # Bullish momentum increasing else: macd_hist_direction = "FALLING" # Bearish momentum increasing # === 3. PRICE VS SHORT EMA === price_vs_ema = "NEUTRAL" if "ema_9" in df.columns: ema_9 = recent["ema_9"].to_list()[-1] if ema_9 is not None: if current_price > ema_9 * 1.001: # Above EMA by 0.1% price_vs_ema = "ABOVE" elif current_price < ema_9 * 0.999: # Below EMA by 0.1% price_vs_ema = "BELOW" # === 4. RSI EXTREME CHECK === rsi_extreme = False rsi_value = 50 if "rsi" in df.columns: rsi_value = recent["rsi"].to_list()[-1] if rsi_value is not None: # RSI extreme = potential reversal zone rsi_extreme = rsi_value > 75 or rsi_value < 25 # === PULLBACK DETECTION LOGIC === if signal_direction == "SELL": # For SELL signal, we want: # - Price momentum DOWN (not bouncing up) # - MACD histogram FALLING (bearish momentum) # - Price BELOW or AT EMA (not extended above) # BLOCK if price is bouncing UP (ATR-based threshold) if momentum_direction == "UP" and short_momentum > bounce_threshold: return False, f"SELL blocked: Price bouncing UP (+${short_momentum:.2f} > {bounce_threshold:.2f})" # BLOCK if MACD showing bullish momentum increasing if macd_hist_direction == "RISING" and momentum_direction == "UP": return False, f"SELL blocked: MACD bullish + price rising" # BLOCK if price extended above EMA (overbought bounce) if price_vs_ema == "ABOVE" and momentum_direction == "UP": return False, f"SELL blocked: Price above EMA9 and rising" # ALLOW if momentum aligned with signal if momentum_direction == "DOWN": return True, f"SELL OK: Momentum aligned (${short_momentum:.2f})" # ALLOW if price in consolidation (ATR-based threshold) if abs(short_momentum) < consolidation_threshold: return True, f"SELL OK: Consolidation phase (<{consolidation_threshold:.2f})" elif signal_direction == "BUY": # For BUY signal, we want: # - Price momentum UP (not falling down) # - MACD histogram RISING (bullish momentum) # - Price ABOVE or AT EMA (not falling below) # BLOCK if price is falling DOWN (ATR-based threshold) if momentum_direction == "DOWN" and short_momentum < -bounce_threshold: return False, f"BUY blocked: Price falling DOWN (${short_momentum:.2f} < -{bounce_threshold:.2f})" # BLOCK if MACD showing bearish momentum increasing if macd_hist_direction == "FALLING" and momentum_direction == "DOWN": return False, f"BUY blocked: MACD bearish + price falling" # BLOCK if price extended below EMA (oversold drop) if price_vs_ema == "BELOW" and momentum_direction == "DOWN": return False, f"BUY blocked: Price below EMA9 and falling" # ALLOW if momentum aligned with signal if momentum_direction == "UP": return True, f"BUY OK: Momentum aligned (+${short_momentum:.2f})" # ALLOW if price in consolidation (ATR-based threshold) if abs(short_momentum) < consolidation_threshold: return True, f"BUY OK: Consolidation phase (<{consolidation_threshold:.2f})" # Default: allow trade if no strong pullback detected return True, f"Pullback check passed (mom={momentum_direction}, macd={macd_hist_direction})" except Exception as e: logger.warning(f"Pullback filter error: {e}") return True, f"Pullback check error: {e}" async def _execute_trade(self, signal: SMCSignal, position): """Execute trade order.""" logger.info("=" * 50) logger.info(f"TRADE SIGNAL: {signal.signal_type}") logger.info(f" Entry: {signal.entry_price:.2f}") logger.info(f" SL: {signal.stop_loss:.2f}") logger.info(f" TP: {signal.take_profit:.2f}") logger.info(f" Lot: {position.lot_size}") logger.info(f" Risk: ${position.risk_amount:.2f} ({position.risk_percent:.2f}%)") logger.info(f" Confidence: {signal.confidence:.2%}") logger.info(f" Reason: {signal.reason}") logger.info("=" * 50) if self.simulation: logger.info("[SIMULATION] Trade not executed") self._last_signal = signal self._last_trade_time = datetime.now() return # Send order result = self.mt5.send_order( symbol=self.config.symbol, order_type=signal.signal_type, volume=position.lot_size, sl=signal.stop_loss, tp=signal.take_profit, magic=self.config.magic_number, comment="AI Bot", ) if result.success: logger.info(f"ORDER EXECUTED! ID: {result.order_id}") self._last_signal = signal self._last_trade_time = datetime.now() # Get current regime and volatility for notification regime = self._last_regime.value if hasattr(self, '_last_regime') else "unknown" session_status = self.session_filter.get_status_report() volatility = session_status.get("volatility", "unknown") # Store trade info for close notification self._open_trade_info[result.order_id] = { "entry_price": signal.entry_price, "open_time": datetime.now(), "balance_before": self.mt5.account_balance, "ml_confidence": signal.confidence, "regime": regime, "volatility": volatility, } # Send Telegram notification try: await self.telegram.notify_trade_open( ticket=result.order_id, symbol=self.config.symbol, order_type=signal.signal_type, lot_size=position.lot_size, entry_price=signal.entry_price, stop_loss=signal.stop_loss, take_profit=signal.take_profit, ml_confidence=signal.confidence, signal_reason=signal.reason, regime=regime, volatility=volatility, ) except Exception as e: logger.warning(f"Failed to send trade open notification: {e}") else: logger.error(f"Order failed: {result.comment} (code: {result.retcode})") async def _execute_trade_safe(self, signal: SMCSignal, position, regime_state): """ Execute trade dengan mode ULTRA SAFE v2. PRINSIP: 1. Lot size SANGAT KECIL (0.01-0.03) 2. Emergency broker SL sebagai safety net (2% = ~$100) 3. Software S/L lebih ketat (1% = ~$50) 4. Smart management untuk exit (ML reversal detection) """ # Calculate emergency broker SL (safety net) emergency_sl = self.smart_risk.calculate_emergency_sl( entry_price=signal.entry_price, direction=signal.signal_type, lot_size=position.lot_size, symbol=self.config.symbol, ) logger.info("=" * 50) logger.info("SAFE TRADE MODE v2 - SMART S/L") logger.info("=" * 50) logger.info(f"TRADE SIGNAL: {signal.signal_type}") logger.info(f" Entry: {signal.entry_price:.2f}") logger.info(f" TP: {signal.take_profit:.2f}") logger.info(f" Emergency SL: {emergency_sl:.2f} (broker safety net)") logger.info(f" Software S/L: ${self.smart_risk.max_loss_per_trade:.2f} (smart management)") logger.info(f" Lot: {position.lot_size} (Ultra Safe)") logger.info(f" Confidence: {signal.confidence:.2%}") logger.info(f" Reason: {signal.reason}") logger.info("=" * 50) if self.simulation: logger.info("[SIMULATION] Trade not executed") self._last_signal = signal self._last_trade_time = datetime.now() return # === FIX: Use broker-level SL for protection === # SMC signal now has ATR-based SL (minimum 1.5 ATR distance) # Use this as primary SL, with emergency backup broker_sl = signal.stop_loss # Validate SL is far enough from current price (min 10 pips for XAUUSD) tick = self.mt5.get_tick(self.config.symbol) current_price = tick.bid if signal.signal_type == "SELL" else tick.ask min_sl_distance = 1.0 # Minimum $1 distance (10 pips for XAUUSD) if signal.signal_type == "BUY": if current_price - broker_sl < min_sl_distance: broker_sl = current_price - (min_sl_distance * 2) # Force wider SL else: # SELL if broker_sl - current_price < min_sl_distance: broker_sl = current_price + (min_sl_distance * 2) # Force wider SL logger.info(f" Broker SL: {broker_sl:.2f} (ATR-based protection)") # Send order WITH broker SL result = self.mt5.send_order( symbol=self.config.symbol, order_type=signal.signal_type, volume=position.lot_size, sl=broker_sl, # BROKER-LEVEL PROTECTION (ATR-based) tp=signal.take_profit, magic=self.config.magic_number, comment="AI Safe v3", ) # Fallback: If SL rejected, try without SL (software will manage) if not result.success and result.retcode == 10016: logger.warning(f"Broker SL rejected, trying without SL...") result = self.mt5.send_order( symbol=self.config.symbol, order_type=signal.signal_type, volume=position.lot_size, sl=0, # Fallback to software SL tp=signal.take_profit, magic=self.config.magic_number, comment="AI Safe v3 NoSL", ) if result.success: logger.info(f"SAFE ORDER EXECUTED! ID: {result.order_id}") self._last_signal = signal self._last_trade_time = datetime.now() # === SLIPPAGE VALIDATION === expected_price = signal.entry_price actual_price = result.price if result.price > 0 else expected_price slippage = abs(actual_price - expected_price) slippage_pips = slippage * 10 # For XAUUSD, $1 = 10 pips # Max acceptable slippage: 0.15% or $7 for XAUUSD max_slippage = expected_price * 0.0015 # 0.15% of price if slippage > max_slippage: logger.warning(f"HIGH SLIPPAGE: Expected {expected_price:.2f}, Got {actual_price:.2f} (slip: ${slippage:.2f} / {slippage_pips:.1f} pips)") elif slippage > 0: logger.info(f"Slippage OK: ${slippage:.2f} ({slippage_pips:.1f} pips)") # === PARTIAL FILL CHECK === requested_volume = position.lot_size filled_volume = result.volume if result.volume > 0 else requested_volume if filled_volume < requested_volume: fill_ratio = filled_volume / requested_volume * 100 logger.warning(f"PARTIAL FILL: Requested {requested_volume}, Got {filled_volume} ({fill_ratio:.1f}%)") # Update position with actual filled volume position.lot_size = filled_volume elif filled_volume > 0: logger.debug(f"Full fill: {filled_volume} lots") # Use actual price and volume for registration entry_price_actual = actual_price if actual_price > 0 else signal.entry_price lot_size_actual = filled_volume # Register with smart risk manager (use actual values) self.smart_risk.register_position( ticket=result.order_id, entry_price=entry_price_actual, # Actual entry price lot_size=lot_size_actual, # Actual filled volume direction=signal.signal_type, ) # Get current regime and volatility for notification regime = self._last_regime.value if hasattr(self, '_last_regime') else "unknown" session_status = self.session_filter.get_status_report() volatility = session_status.get("volatility", "unknown") # Store trade info for close notification (use actual values) self._open_trade_info[result.order_id] = { "entry_price": entry_price_actual, # Actual price "expected_price": signal.entry_price, "slippage": slippage, "lot_size": lot_size_actual, # Actual filled volume "requested_lot_size": requested_volume, "open_time": datetime.now(), "balance_before": self.mt5.account_balance, "ml_confidence": signal.confidence, "regime": regime, "volatility": volatility, "direction": signal.signal_type, } # Log trade for auto-training try: # Get SMC details smc_fvg = "FVG" in signal.reason.upper() smc_ob = "OB" in signal.reason.upper() or "ORDER BLOCK" in signal.reason.upper() smc_bos = "BOS" in signal.reason.upper() smc_choch = "CHOCH" in signal.reason.upper() # Get dynamic confidence info market_quality = self.dynamic_confidence._last_quality if hasattr(self.dynamic_confidence, '_last_quality') else "moderate" market_score = self.dynamic_confidence._last_score if hasattr(self.dynamic_confidence, '_last_score') else 50 dynamic_threshold = self.dynamic_confidence._last_threshold if hasattr(self.dynamic_confidence, '_last_threshold') else 0.7 self.trade_logger.log_trade_open( ticket=result.order_id, symbol=self.config.symbol, direction=signal.signal_type, lot_size=position.lot_size, entry_price=signal.entry_price, stop_loss=0, take_profit=signal.take_profit, regime=regime, volatility=volatility, session=session_status.get("session", "unknown"), spread=self.mt5.get_symbol_info(self.config.symbol).spread if hasattr(self.mt5, 'get_symbol_info') else 0, atr=0, # ATR calculated in main loop, not available here smc_signal=signal.signal_type, smc_confidence=signal.confidence, smc_reason=signal.reason, smc_fvg=smc_fvg, smc_ob=smc_ob, smc_bos=smc_bos, smc_choch=smc_choch, ml_signal=self._last_ml_signal if hasattr(self, '_last_ml_signal') else "HOLD", ml_confidence=self._last_ml_confidence if hasattr(self, '_last_ml_confidence') else 0.5, market_quality=str(market_quality), market_score=int(market_score) if market_score else 50, dynamic_threshold=float(dynamic_threshold) if dynamic_threshold else 0.7, balance=self.mt5.account_balance, equity=self.mt5.account_equity, ) except Exception as e: logger.warning(f"Failed to log trade open: {e}") # Send Telegram notification try: await self.telegram.notify_trade_open( ticket=result.order_id, symbol=self.config.symbol, order_type=signal.signal_type, lot_size=position.lot_size, entry_price=signal.entry_price, stop_loss=0, # No SL take_profit=signal.take_profit, ml_confidence=signal.confidence, signal_reason=f"SAFE MODE: {signal.reason}", regime=regime, volatility=volatility, ) except Exception as e: logger.warning(f"Failed to send trade open notification: {e}") else: logger.error(f"Order failed: {result.comment} (code: {result.retcode})") async def _smart_position_management(self, open_positions, df, regime_state, ml_prediction, current_price): """ Smart position management TANPA hard stop loss. Hanya close jika: 1. Take Profit tercapai 2. ML signal reversal KUAT (75%+ confidence) 3. Maximum loss per trade ($50) 4. Daily loss limit """ for row in open_positions.iter_rows(named=True): ticket = row["ticket"] profit = row.get("profit", 0) entry_price = row.get("price_open", current_price) lot_size = row.get("volume", 0.01) position_type = row.get("type", 0) # 0=BUY, 1=SELL direction = "BUY" if position_type == 0 else "SELL" # AUTO-REGISTER posisi yang belum terdaftar (dari sebelum bot start) if not self.smart_risk.is_position_registered(ticket): self.smart_risk.auto_register_existing_position( ticket=ticket, entry_price=entry_price, lot_size=lot_size, direction=direction, current_profit=profit, ) # Evaluate with smart risk manager should_close, reason, message = self.smart_risk.evaluate_position( ticket=ticket, current_price=current_price, current_profit=profit, ml_signal=ml_prediction.signal, ml_confidence=ml_prediction.confidence, regime=regime_state.regime.value if regime_state else "normal", ) if should_close: logger.info(f"Smart Close #{ticket}: {reason.value if reason else 'unknown'} - {message}") # Close position result = self.mt5.close_position(ticket) if result.success: logger.info(f"CLOSED #{ticket}: {message}") # Record result and check for limit violations risk_result = self.smart_risk.record_trade_result(profit) self.smart_risk.unregister_position(ticket) # Log trade close for auto-training try: trade_info = self._open_trade_info.get(ticket, {}) entry_price = trade_info.get("entry_price", current_price) lot_size = trade_info.get("lot_size", 0.01) # Calculate pips pips = abs(current_price - entry_price) * 100 if profit < 0: pips = -pips self.trade_logger.log_trade_close( ticket=ticket, exit_price=current_price, profit_usd=profit, profit_pips=pips, exit_reason=reason.value if reason else message[:30], regime=regime_state.regime.value if regime_state else "normal", ml_signal=ml_prediction.signal if ml_prediction else "HOLD", ml_confidence=ml_prediction.confidence if ml_prediction else 0.5, balance_after=self.mt5.account_balance or 0, ) except Exception as e: logger.warning(f"Failed to log trade close: {e}") # Send notification await self._notify_trade_close_smart(ticket, profit, current_price, message) # Check for critical limit violations and send alerts if risk_result.get("total_limit_hit"): await self._send_critical_limit_alert( "TOTAL LOSS LIMIT", risk_result.get("total_loss", 0), self.smart_risk.max_total_loss_usd, self.smart_risk.max_total_loss_percent ) elif risk_result.get("daily_limit_hit"): await self._send_critical_limit_alert( "DAILY LOSS LIMIT", risk_result.get("daily_loss", 0), self.smart_risk.max_daily_loss_usd, self.smart_risk.max_daily_loss_percent ) else: logger.error(f"Failed to close #{ticket}: {result.comment}") else: # Just log status periodically if self._loop_count % 60 == 0: logger.info(f"Position #{ticket}: {message}") async def _notify_trade_close_smart(self, ticket: int, profit: float, current_price: float, reason: str): """Send notification for smart close.""" try: trade_info = self._open_trade_info.pop(ticket, {}) balance_before = trade_info.get("balance_before", 0) balance_after = self.mt5.account_balance or 0 entry_price = trade_info.get("entry_price", current_price) duration = int((datetime.now() - trade_info.get("open_time", datetime.now())).total_seconds()) # Track stats self._total_session_profit += profit self._total_session_trades += 1 await self.telegram.notify_trade_close( ticket=ticket, symbol=self.config.symbol, order_type=trade_info.get("direction", "BUY"), lot_size=trade_info.get("lot_size", 0.01), entry_price=entry_price, close_price=current_price, profit=profit, profit_pips=(current_price - entry_price) / 0.1, balance_before=balance_before, balance_after=balance_after, duration_seconds=duration, ml_confidence=trade_info.get("ml_confidence", 0), regime=trade_info.get("regime", "unknown"), volatility=trade_info.get("volatility", "unknown"), ) except Exception as e: logger.warning(f"Failed to send close notification: {e}") async def _send_critical_limit_alert( self, limit_type: str, current_loss: float, max_loss: float, max_percent: float ): """ Send critical alert when loss limits are reached. Args: limit_type: "DAILY LOSS LIMIT" or "TOTAL LOSS LIMIT" current_loss: Current loss amount max_loss: Maximum allowed loss max_percent: Maximum loss percentage """ logger.critical("=" * 60) logger.critical(f"CRITICAL: {limit_type} REACHED!") logger.critical(f"Loss: ${current_loss:.2f} / ${max_loss:.2f} ({max_percent}%)") logger.critical("TRADING HAS BEEN STOPPED!") logger.critical("=" * 60) try: if limit_type == "TOTAL LOSS LIMIT": message = ( f"🚨🚨 CRITICAL: TOTAL LOSS LIMIT REACHED 🚨🚨\n\n" f"Total Loss: ${current_loss:.2f}\n" f"Limit: ${max_loss:.2f} ({max_percent}%)\n\n" f"⛔ TRADING STOPPED PERMANENTLY\n" f"Manual reset required to resume trading.\n\n" f"Please review your trading strategy." ) else: message = ( f"🚨 DAILY LOSS LIMIT REACHED 🚨\n\n" f"Daily Loss: ${current_loss:.2f}\n" f"Limit: ${max_loss:.2f} ({max_percent}%)\n\n" f"⛔ TRADING STOPPED FOR TODAY\n" f"Will resume tomorrow automatically." ) await self.telegram.send_message(message) except Exception as e: logger.error(f"Failed to send critical alert: {e}") async def _emergency_close_all(self, max_retries: int = 3): """ Emergency close all positions with retry logic and error handling. CRITICAL: This function must be robust as it's called during flash crashes. """ logger.warning("=" * 50) logger.warning("EMERGENCY: Closing all positions!") logger.warning("=" * 50) if self.simulation: return failed_tickets = [] closed_count = 0 for attempt in range(max_retries): try: positions = self.mt5.get_open_positions(magic=self.config.magic_number) if positions is None or len(positions) == 0: logger.info("No positions to close") break for row in positions.iter_rows(named=True): ticket = row["ticket"] try: result = self.mt5.close_position(ticket) if result.success: logger.info(f"Closed position {ticket}") closed_count += 1 # Remove from failed list if was there if ticket in failed_tickets: failed_tickets.remove(ticket) else: logger.error(f"Failed to close {ticket}: {result.comment}") if ticket not in failed_tickets: failed_tickets.append(ticket) except Exception as e: logger.error(f"Exception closing {ticket}: {e}") if ticket not in failed_tickets: failed_tickets.append(ticket) # Check if all closed remaining = self.mt5.get_open_positions(magic=self.config.magic_number) if remaining is None or len(remaining) == 0: logger.info(f"Emergency close complete: {closed_count} positions closed") break # If still have positions, wait and retry if attempt < max_retries - 1: logger.warning(f"Retry {attempt + 2}/{max_retries} - {len(remaining)} positions still open") await asyncio.sleep(2) except Exception as e: logger.error(f"Emergency close attempt {attempt + 1} failed: {e}") if attempt < max_retries - 1: await asyncio.sleep(2) # Send critical alert if any failed if failed_tickets: alert_msg = f"CRITICAL: Failed to close {len(failed_tickets)} positions: {failed_tickets}" logger.error(alert_msg) try: await self.telegram.send_message( f"🚨 EMERGENCY CLOSE FAILED!\n\n" f"Failed tickets: {failed_tickets}\n" f"Please close manually!" ) except: pass # Don't let telegram failure stop us else: try: await self.telegram.send_message( f"🚨 EMERGENCY CLOSE COMPLETE\n\n" f"Closed {closed_count} positions due to flash crash detection" ) except: pass async def _notify_trade_close(self, action, current_price: float): """Send Telegram notification for trade close.""" try: ticket = action.ticket # Get trade info from our stored data trade_info = self._open_trade_info.pop(ticket, {}) entry_price = trade_info.get("entry_price", current_price) open_time = trade_info.get("open_time", datetime.now()) balance_before = trade_info.get("balance_before", self._daily_start_balance) ml_confidence = trade_info.get("ml_confidence", 0) regime = trade_info.get("regime", "unknown") volatility = trade_info.get("volatility", "unknown") # Get current balance (after close) balance_after = self.mt5.account_balance or self.config.capital # Calculate profit from action profit = action.profit if hasattr(action, 'profit') else 0 if profit == 0: # Try to calculate from price difference (rough estimate) profit = balance_after - balance_before # Calculate duration duration_seconds = int((datetime.now() - open_time).total_seconds()) # Calculate pips (for XAUUSD, 1 pip = 0.1) price_diff = current_price - entry_price profit_pips = price_diff / 0.1 if "XAU" in self.config.symbol else price_diff / 0.0001 # Get order type from action order_type = "BUY" # Default, will be extracted from action if available # Track session stats self._total_session_profit += profit self._total_session_trades += 1 await self.telegram.notify_trade_close( ticket=ticket, symbol=self.config.symbol, order_type=order_type, lot_size=0.2, # Will be extracted from actual position if available entry_price=entry_price, close_price=current_price, profit=profit, profit_pips=profit_pips, balance_before=balance_before, balance_after=balance_after, duration_seconds=duration_seconds, ml_confidence=ml_confidence, regime=regime, volatility=volatility, ) except Exception as e: logger.warning(f"Failed to send trade close notification: {e}") async def _send_market_update(self, df, regime_state, ml_prediction): """Send periodic market update to Telegram.""" try: now = datetime.now() # Only send market update every 30 minutes if self._last_market_update_time: time_since = (now - self._last_market_update_time).total_seconds() if time_since < 1800: # 30 minutes return session_status = self.session_filter.get_status_report() # Get ATR and spread atr = df["atr"].tail(1).item() if "atr" in df.columns else 0 tick = self.mt5.get_tick(self.config.symbol) spread = (tick.ask - tick.bid) if tick else 0 # Determine trend direction if "ema_9" in df.columns and "ema_21" in df.columns: ema_9 = df["ema_9"].tail(1).item() ema_21 = df["ema_21"].tail(1).item() trend_direction = "UPTREND" if ema_9 > ema_21 else "DOWNTREND" else: trend_direction = "NEUTRAL" await self.telegram.notify_market_update( symbol=self.config.symbol, price=df["close"].tail(1).item(), regime=regime_state.regime.value if regime_state else "unknown", volatility=session_status.get("volatility", "unknown"), ml_signal=ml_prediction.signal, ml_confidence=ml_prediction.confidence, trend_direction=trend_direction, session=session_status.get("current_session", "Unknown"), can_trade=session_status.get("can_trade", True), atr=atr, spread=spread, ) self._last_market_update_time = now logger.info("Telegram: Market update sent") except Exception as e: logger.warning(f"Failed to send market update: {e}") async def _send_daily_summary(self): """Send daily trading summary to Telegram.""" try: balance = self.mt5.account_balance or self.config.capital await self.telegram.send_daily_summary( start_balance=self._daily_start_balance, end_balance=balance, ) logger.info("Telegram: Daily summary sent") except Exception as e: logger.warning(f"Failed to send daily summary: {e}") async def _send_hourly_analysis_if_due( self, df, regime_state, ml_prediction, open_positions, current_price: float, ): """ Send comprehensive hourly analysis report to Telegram. Interval: Every 1 hour """ now = datetime.now() # Check if 1 hour has passed since last report if self._last_hourly_report_time: time_since = (now - self._last_hourly_report_time).total_seconds() if time_since < 3600: # 1 hour = 3600 seconds return try: # Gather all data for report balance = self.mt5.account_balance or self.config.capital equity = self.mt5.account_equity or self.config.capital floating_pnl = equity - balance # Position details with Smart Risk data position_details = [] for row in open_positions.iter_rows(named=True): ticket = row["ticket"] profit = row.get("profit", 0) position_type = row.get("type", 0) direction = "BUY" if position_type == 0 else "SELL" # Get guard data if available guard = self.smart_risk._position_guards.get(ticket) momentum = guard.momentum_score if guard else 0 tp_prob = guard.get_tp_probability() if guard else 50 position_details.append({ "ticket": ticket, "direction": direction, "profit": profit, "momentum": momentum, "tp_probability": tp_prob, }) # Session info session_status = self.session_filter.get_status_report() # Dynamic confidence data market_analysis = self.dynamic_confidence.analyze_market( session=session_status.get("current_session", "Unknown"), regime=regime_state.regime.value if regime_state else "unknown", volatility=session_status.get("volatility", "medium"), trend_direction=regime_state.regime.value if regime_state else "neutral", has_smc_signal=False, ml_signal=ml_prediction.signal, ml_confidence=ml_prediction.confidence, ) # Risk state risk_rec = self.smart_risk.get_trading_recommendation() # News Agent status news_can_trade, news_reason, _ = self.news_agent.should_trade() news_status = "SAFE" if news_can_trade else "BLOCKED" # Execution stats avg_exec = (sum(self._execution_times) / len(self._execution_times) * 1000) if self._execution_times else 0 uptime = (now - self._start_time).total_seconds() / 3600 # hours # Send the report await self.telegram.send_hourly_analysis( # Account balance=balance, equity=equity, floating_pnl=floating_pnl, # Positions open_positions=len(open_positions), position_details=position_details, # Market symbol=self.config.symbol, current_price=current_price, session=session_status.get("current_session", "Unknown"), regime=regime_state.regime.value if regime_state else "unknown", volatility=session_status.get("volatility", "unknown"), # AI/ML ml_signal=ml_prediction.signal, ml_confidence=ml_prediction.confidence, dynamic_threshold=market_analysis.confidence_threshold, market_quality=market_analysis.quality.value, market_score=market_analysis.score, # Risk daily_pnl=self._total_session_profit, daily_trades=self._total_session_trades, risk_mode=risk_rec.get("mode", "normal"), max_daily_loss=self.smart_risk.max_daily_loss_usd, # Bot uptime_hours=uptime, total_loops=self._loop_count, avg_execution_ms=avg_exec, # News news_status=news_status, news_reason=news_reason, ) self._last_hourly_report_time = now logger.info("Telegram: Hourly analysis report sent") except Exception as e: logger.warning(f"Failed to send hourly analysis: {e}") def _on_new_day(self): """Handle new trading day.""" logger.info("=" * 60) logger.info(f"NEW TRADING DAY: {date.today()}") logger.info("=" * 60) # Send daily summary before resetting (run synchronously) try: import asyncio asyncio.create_task(self._send_daily_summary()) except Exception as e: logger.warning(f"Could not send daily summary: {e}") self._current_date = date.today() self.risk_engine.reset_daily_stats() # Reset daily tracking self._daily_start_balance = self.mt5.account_balance or self.config.capital self.telegram.set_daily_start_balance(self._daily_start_balance) self._log_summary() def _log_summary(self): """Log session summary.""" if not self._execution_times: return avg_time = sum(self._execution_times) / len(self._execution_times) max_time = max(self._execution_times) min_time = min(self._execution_times) logger.info("=" * 40) logger.info("SESSION SUMMARY") logger.info(f"Total loops: {self._loop_count}") logger.info(f"Avg execution: {avg_time*1000:.2f}ms") logger.info(f"Min execution: {min_time*1000:.2f}ms") logger.info(f"Max execution: {max_time*1000:.2f}ms") daily = self.risk_engine.get_daily_summary() logger.info(f"Trades today: {daily['trades']}") logger.info("=" * 40) async def _check_auto_retrain(self): """ Check if auto-retraining should happen and execute if needed. Called every 5 minutes (300 loops) during main loop. """ try: should_train, reason = self.auto_trainer.should_retrain() if not should_train: logger.debug(f"Auto-retrain check: {reason}") return logger.info("=" * 50) logger.info(f"AUTO-RETRAIN TRIGGERED: {reason}") logger.info("=" * 50) # Check if market is closed (safe to retrain) session_status = self.session_filter.get_status_report() if session_status.get("can_trade", True): # Market is open - skip training, wait for close logger.info("Market still open - will retrain when closed") return # Close any open positions before retraining open_positions = self.mt5.get_open_positions( symbol=self.config.symbol, magic=self.config.magic_number, ) if len(open_positions) > 0: logger.warning(f"Skipping retrain - {len(open_positions)} open positions") return # Perform retraining is_weekend = self.auto_trainer.should_retrain()[1] == "Weekend deep training time" results = self.auto_trainer.retrain( connector=self.mt5, symbol=self.config.symbol, timeframe=self.config.execution_timeframe, is_weekend=is_weekend, ) if results["success"]: logger.info("Retraining successful! Reloading models...") # Reload the newly trained models self.regime_detector.load() self.ml_model.load() logger.info(f" HMM: {'OK' if self.regime_detector.fitted else 'FAILED'}") logger.info(f" XGBoost: {'OK' if self.ml_model.fitted else 'FAILED'}") logger.info(f" Train AUC: {results.get('xgb_train_auc', 0):.4f}") logger.info(f" Test AUC: {results.get('xgb_test_auc', 0):.4f}") # Check if new model is worse - rollback if needed # FIX: Increased minimum AUC from 0.52 to 0.60 (0.52 is barely better than random) if results.get("xgb_test_auc", 0) < 0.60: logger.warning("New model AUC too low - rolling back!") self.auto_trainer.rollback_models() self.regime_detector.load() self.ml_model.load() logger.info("Rollback complete") else: logger.error(f"Retraining failed: {results.get('error', 'Unknown error')}") except Exception as e: logger.error(f"Auto-retrain error: {e}") import traceback logger.debug(traceback.format_exc()) async def main(): """Main entry point.""" import argparse parser = argparse.ArgumentParser(description="Smart AI Trading Bot") parser.add_argument("--simulation", "-s", action="store_true", help="Run in simulation mode") parser.add_argument("--capital", "-c", type=float, help="Trading capital (override)") parser.add_argument("--symbol", type=str, help="Trading symbol (override)") args = parser.parse_args() # Load config from .env config = get_config() # Override if provided if args.capital: config = TradingConfig(capital=args.capital, symbol=config.symbol) if args.symbol: config.symbol = args.symbol # Create and run bot bot = TradingBot(config=config, simulation=args.simulation) try: await bot.start() except KeyboardInterrupt: logger.info("Interrupted by user") finally: await bot.stop() if __name__ == "__main__": asyncio.run(main())