GifariKemalandClaude Opus 4.6
a240d974f6
New documentation files: - 16-MT5-Connector: Broker bridge with auto-reconnect & Polars native - 17-Configuration: 6 sub-configs with capital mode auto-adjustment - 18-Trade-Logger: Dual storage (PostgreSQL + CSV), thread-safe - 19-Position-Manager: 7 action conditions, trailing SL, market close handler - 20-Risk-Engine: Kelly Criterion sizing, circuit breaker, order validation - 21-Database: PostgreSQL integration with 6 repositories - 22-Train-Models: Initial training script (HMM + XGBoost) - 23-Main-Live-Orchestrator: Main loop coordinating 15+ components Updated README.md with complete index of all 23 components. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
156 lines
4.4 KiB
Markdown
156 lines
4.4 KiB
Markdown
# Trade Logger — Pencatat Trade Otomatis
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> **File:** `src/trade_logger.py`
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> **Class:** `TradeLogger`
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> **Storage:** PostgreSQL (primary) + CSV (fallback)
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---
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## Apa Itu Trade Logger?
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Trade Logger mencatat **setiap trade, sinyal, dan kondisi pasar** secara otomatis ke database dan file CSV. Data ini digunakan untuk analisis performa, retraining ML model, dan debugging.
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**Analogi:** Trade Logger seperti **black box di pesawat** — merekam semua yang terjadi untuk analisis setelah penerbangan (trading).
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---
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## 3 Tipe Data yang Dicatat
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### 1. Trade Record (Per Trade)
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Setiap trade dibuka/ditutup dicatat lengkap:
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| Kategori | Field |
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|----------|-------|
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| **Identitas** | ticket, symbol |
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| **Trade** | direction, lot_size, entry_price, exit_price, SL, TP |
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| **Hasil** | profit_usd, profit_pips, duration_seconds |
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| **Waktu** | open_time, close_time |
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| **Market** | regime, volatility, session, spread, ATR |
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| **SMC** | signal, confidence, reason, FVG/OB/BOS/CHoCH flags |
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| **ML** | signal, confidence |
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| **Dynamic** | market_quality, market_score, threshold |
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| **Exit** | exit_reason, exit_regime, exit_ml_signal |
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| **Balance** | balance_before, balance_after, equity_at_entry |
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| **Features** | JSON snapshot fitur saat entry & exit |
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### 2. Signal Record (Per Sinyal)
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Setiap sinyal yang dihasilkan (termasuk yang **tidak** dieksekusi):
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```
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timestamp, symbol, price
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signal_type, signal_source, confidence
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smc_*, ml_*
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regime, session, volatility, market_score
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trade_executed (bool)
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execution_reason ("executed" / "below_threshold" / "max_positions" / ...)
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```
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### 3. Market Snapshot (Periodik)
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Snapshot kondisi pasar secara berkala:
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```
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timestamp, symbol, price, OHLC
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regime, volatility, session, ATR, spread
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ml_signal, ml_confidence
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smc_signal, smc_confidence
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open_positions, floating_pnl
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features (JSON)
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```
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---
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## Dual Storage
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```
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Event Terjadi (trade/signal/snapshot)
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v
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┌─────────────────────┐ ┌──────────────────┐
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│ PostgreSQL (Primary) │ │ CSV (Fallback) │
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│ │ │ │
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│ ├── trades table │ │ data/trade_logs/│
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│ ├── signals table │ │ ├── trades/ │
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│ ├── market_snapshots │ │ │ └── trades_2025_02.csv
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│ └── bot_status │ │ ├── signals/ │
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│ │ │ │ └── signals_2025_02.csv
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│ Cepat, queryable, │ │ └── snapshots/ │
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│ thread-safe pooling │ │ └── snapshots_2025_02.csv
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└─────────────────────┘ │ │
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│ Selalu ditulis │
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│ (backup) │
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└──────────────────┘
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```
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- **DB tidak tersedia?** → CSV saja (graceful degradation)
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- **DB tersedia?** → Tulis ke DB **DAN** CSV (double safety)
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---
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## Proses Log Trade
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```
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Trade Dibuka:
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v
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log_trade_open(ticket, entry_price, regime, smc_*, ml_*, ...)
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├── Simpan ke _pending_trades[ticket] (di memory)
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└── INSERT ke database (trades table)
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... trading berjalan ...
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Trade Ditutup:
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v
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log_trade_close(ticket, exit_price, profit, exit_reason, ...)
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├── Ambil data pending dari memory
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├── Hitung durasi: close_time - open_time
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├── UPDATE database (exit_price, profit, duration, ...)
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└── APPEND ke CSV (trades_YYYY_MM.csv)
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```
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---
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## Analisis Helper
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| Method | Fungsi |
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|--------|--------|
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| `get_recent_trades(10)` | 10 trade terakhir |
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| `get_win_rate(30)` | Win rate 30 hari |
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| `get_smc_performance(30)` | Performa per pattern SMC |
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| `get_trades_for_training(30)` | Data untuk ML retraining |
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| `get_stats()` | Statistik logger |
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---
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## Thread Safety
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```python
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self._lock = threading.Lock()
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# Setiap operasi CSV dilindungi lock
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with self._lock:
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# Write to CSV
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```
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---
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## File CSV (Terorganisir per Bulan)
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```
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data/trade_logs/
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├── trades/
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│ ├── trades_2025_01.csv
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│ └── trades_2025_02.csv
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├── signals/
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│ ├── signals_2025_01.csv
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│ └── signals_2025_02.csv
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└── snapshots/
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├── snapshots_2025_01.csv
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└── snapshots_2025_02.csv
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```
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