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| Author | SHA1 | Date | |
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8a4750c45e | ||
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2f065df1e9 | ||
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49ea34041e | ||
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42feef50c6 | ||
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524e6d7498 | ||
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02c0995d26 | ||
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38dca66a52 | ||
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41dea96b88 |
@@ -10,13 +10,17 @@ on:
|
||||
env:
|
||||
REGISTRY: gitea.thefetagroup.com
|
||||
IMAGE_NAME: bnair/cryptobot
|
||||
GITEA_URL: https://git.thefetagroup.com
|
||||
|
||||
jobs:
|
||||
test:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- name: Checkout code
|
||||
uses: actions/checkout@v4
|
||||
run: |
|
||||
git clone --depth 1 ${{ env.GITEA_URL }}/bnair/CryptoTrading.git .
|
||||
git fetch origin ${{ github.sha }} --depth 1
|
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git checkout ${{ github.sha }}
|
||||
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v5
|
||||
@@ -49,20 +53,23 @@ jobs:
|
||||
- name: Run tests
|
||||
run: pytest --cov=tradefinder --cov-report=term-missing
|
||||
|
||||
build-and-push:
|
||||
build-engine:
|
||||
runs-on: ubuntu-latest
|
||||
needs: test
|
||||
if: startsWith(github.ref, 'refs/tags/v')
|
||||
steps:
|
||||
- name: Checkout code
|
||||
uses: actions/checkout@v4
|
||||
run: |
|
||||
git clone --depth 1 ${{ env.GITEA_URL }}/bnair/CryptoTrading.git .
|
||||
git fetch origin ${{ github.ref_name }} --depth 1
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git checkout ${{ github.ref_name }}
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||||
|
||||
- name: Set up Docker Buildx
|
||||
uses: docker/setup-buildx-action@v3
|
||||
|
||||
- name: Extract version from tag
|
||||
id: version
|
||||
run: echo "VERSION=${GITHUB_REF#refs/tags/}" >> $GITHUB_OUTPUT
|
||||
run: echo "VERSION=${{ github.ref_name }}" >> $GITHUB_OUTPUT
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||||
|
||||
- name: Login to Gitea Container Registry
|
||||
uses: docker/login-action@v3
|
||||
@@ -81,8 +88,31 @@ jobs:
|
||||
tags: |
|
||||
${{ env.REGISTRY }}/${{ env.IMAGE_NAME }}:${{ steps.version.outputs.VERSION }}
|
||||
${{ env.REGISTRY }}/${{ env.IMAGE_NAME }}:latest
|
||||
cache-from: type=gha
|
||||
cache-to: type=gha,mode=max
|
||||
|
||||
build-ui:
|
||||
runs-on: ubuntu-latest
|
||||
needs: test
|
||||
if: startsWith(github.ref, 'refs/tags/v')
|
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steps:
|
||||
- name: Checkout code
|
||||
run: |
|
||||
git clone --depth 1 ${{ env.GITEA_URL }}/bnair/CryptoTrading.git .
|
||||
git fetch origin ${{ github.ref_name }} --depth 1
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git checkout ${{ github.ref_name }}
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||||
|
||||
- name: Set up Docker Buildx
|
||||
uses: docker/setup-buildx-action@v3
|
||||
|
||||
- name: Extract version from tag
|
||||
id: version
|
||||
run: echo "VERSION=${{ github.ref_name }}" >> $GITHUB_OUTPUT
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||||
|
||||
- name: Login to Gitea Container Registry
|
||||
uses: docker/login-action@v3
|
||||
with:
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registry: ${{ env.REGISTRY }}
|
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username: ${{ secrets.REGISTRY_USERNAME }}
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password: ${{ secrets.REGISTRY_PASSWORD }}
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||||
|
||||
- name: Build and push UI image
|
||||
uses: docker/build-push-action@v5
|
||||
@@ -94,5 +124,3 @@ jobs:
|
||||
tags: |
|
||||
${{ env.REGISTRY }}/${{ env.IMAGE_NAME }}-ui:${{ steps.version.outputs.VERSION }}
|
||||
${{ env.REGISTRY }}/${{ env.IMAGE_NAME }}-ui:latest
|
||||
cache-from: type=gha
|
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cache-to: type=gha,mode=max
|
||||
|
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@@ -11,12 +11,15 @@ RUN apt-get update && apt-get install -y --no-install-recommends \
|
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build-essential \
|
||||
wget \
|
||||
curl \
|
||||
dpkg-dev \
|
||||
&& rm -rf /var/lib/apt/lists/*
|
||||
|
||||
# Install TA-Lib C library
|
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# Install TA-Lib C library (with ARM64 support)
|
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RUN wget -q http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz \
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&& tar -xzf ta-lib-0.4.0-src.tar.gz \
|
||||
&& cd ta-lib \
|
||||
&& wget -q -O config.guess 'https://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' \
|
||||
&& wget -q -O config.sub 'https://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' \
|
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&& ./configure --prefix=/usr \
|
||||
&& make \
|
||||
&& make install \
|
||||
|
||||
31
docker-compose.override.yml
Normal file
31
docker-compose.override.yml
Normal file
@@ -0,0 +1,31 @@
|
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# Local development override - mounts source code for hot reload
|
||||
x-engine-image: &engine-image
|
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image: tf-engine:local
|
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|
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x-ui-image: &ui-image
|
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image: tf-ui:local
|
||||
|
||||
services:
|
||||
engine:
|
||||
<<: *engine-image
|
||||
volumes:
|
||||
- /Users/bnair/Documents/Crypto/engine:/data/engine
|
||||
- /Users/bnair/Documents/Crypto/shared:/data/shared
|
||||
- /Users/bnair/Documents/TradeFinder/src:/app/src:ro
|
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user: root
|
||||
|
||||
ui:
|
||||
<<: *ui-image
|
||||
volumes:
|
||||
- /Users/bnair/Documents/Crypto/engine:/data/engine # DuckDB needs write access for WAL
|
||||
- /Users/bnair/Documents/Crypto/shared:/data/shared
|
||||
- /Users/bnair/Documents/TradeFinder/src:/app/src:ro
|
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user: root
|
||||
|
||||
optimizer:
|
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<<: *engine-image
|
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user: root
|
||||
|
||||
backtester:
|
||||
<<: *engine-image
|
||||
user: root
|
||||
@@ -1,7 +1,15 @@
|
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version: "3.9"
|
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|
||||
# TradeFinder - Automated Crypto Trading System
|
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# Mount point: /opt/trading/crypto (configurable via DATA_ROOT)
|
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# Uses pre-built images from Gitea Container Registry
|
||||
#
|
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# Quick Start:
|
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# docker compose up -d
|
||||
#
|
||||
# With optimizer/backtester:
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||||
# docker compose --profile optimizer up -d
|
||||
# docker compose --profile backtest run --rm backtester
|
||||
#
|
||||
# Environment:
|
||||
# Copy .env.example to .env and configure API keys
|
||||
|
||||
x-common: &common
|
||||
restart: unless-stopped
|
||||
@@ -13,43 +21,38 @@ x-common: &common
|
||||
max-size: "10m"
|
||||
max-file: "3"
|
||||
|
||||
x-engine-image: &engine-image
|
||||
image: gitea.thefetagroup.com/bnair/cryptobot:latest
|
||||
|
||||
x-ui-image: &ui-image
|
||||
image: gitea.thefetagroup.com/bnair/cryptobot-ui:latest
|
||||
|
||||
services:
|
||||
# ==========================================================================
|
||||
# CORE TRADING ENGINE
|
||||
# ==========================================================================
|
||||
engine:
|
||||
<<: *common
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
target: engine
|
||||
<<: [*common, *engine-image]
|
||||
container_name: tf-engine
|
||||
env_file:
|
||||
- .env
|
||||
environment:
|
||||
- PYTHONUNBUFFERED=1
|
||||
- DUCKDB_PATH=/data/engine/tradefinder.duckdb
|
||||
- TRADING_MODE=${TRADING_MODE:-paper}
|
||||
volumes:
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/engine:/data/engine
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/shared:/data/shared
|
||||
- ${DATA_ROOT:-./data}/engine:/data/engine
|
||||
- ${DATA_ROOT:-./data}/shared:/data/shared
|
||||
depends_on:
|
||||
- redis
|
||||
redis:
|
||||
condition: service_healthy
|
||||
healthcheck:
|
||||
test: ["CMD", "python", "-c", "import tradefinder; print('ok')"]
|
||||
interval: 30s
|
||||
timeout: 10s
|
||||
retries: 3
|
||||
start_period: 10s
|
||||
command: ["python", "-m", "tradefinder.core.main"]
|
||||
|
||||
# ==========================================================================
|
||||
# STREAMLIT UI
|
||||
# ==========================================================================
|
||||
ui:
|
||||
<<: *common
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
target: ui
|
||||
<<: [*common, *ui-image]
|
||||
container_name: tf-ui
|
||||
env_file:
|
||||
- .env
|
||||
@@ -59,8 +62,8 @@ services:
|
||||
ports:
|
||||
- "${STREAMLIT_PORT:-8501}:8501"
|
||||
volumes:
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/engine:/data/engine:ro
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/shared:/data/shared
|
||||
- ${DATA_ROOT:-./data}/engine:/data/engine:ro
|
||||
- ${DATA_ROOT:-./data}/shared:/data/shared
|
||||
depends_on:
|
||||
- engine
|
||||
healthcheck:
|
||||
@@ -68,40 +71,15 @@ services:
|
||||
interval: 30s
|
||||
timeout: 10s
|
||||
retries: 3
|
||||
start_period: 15s
|
||||
command: ["streamlit", "run", "src/tradefinder/ui/app.py", "--server.port=8501", "--server.address=0.0.0.0"]
|
||||
|
||||
# ==========================================================================
|
||||
# OPTIMIZER (runs weekly via scheduler or manually)
|
||||
# ==========================================================================
|
||||
optimizer:
|
||||
<<: *common
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
target: engine
|
||||
container_name: tf-optimizer
|
||||
env_file:
|
||||
- .env
|
||||
environment:
|
||||
- PYTHONUNBUFFERED=1
|
||||
- DUCKDB_PATH=/data/engine/tradefinder.duckdb
|
||||
volumes:
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/engine:/data/engine
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/optimizer:/data/optimizer
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/shared:/data/shared
|
||||
profiles:
|
||||
- optimizer # Only runs when explicitly started: docker compose --profile optimizer up optimizer
|
||||
command: ["python", "-m", "tradefinder.core.optimize"]
|
||||
|
||||
# ==========================================================================
|
||||
# REDIS (for real-time state, pub/sub, caching)
|
||||
# ==========================================================================
|
||||
redis:
|
||||
<<: *common
|
||||
image: redis:7-alpine
|
||||
container_name: tf-redis
|
||||
volumes:
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/redis:/data
|
||||
- ${DATA_ROOT:-./data}/redis:/data
|
||||
healthcheck:
|
||||
test: ["CMD", "redis-cli", "ping"]
|
||||
interval: 10s
|
||||
@@ -109,15 +87,27 @@ services:
|
||||
retries: 3
|
||||
command: ["redis-server", "--appendonly", "yes", "--maxmemory", "256mb", "--maxmemory-policy", "allkeys-lru"]
|
||||
|
||||
# ==========================================================================
|
||||
# BACKTESTER (runs on-demand)
|
||||
# ==========================================================================
|
||||
optimizer:
|
||||
<<: [*common, *engine-image]
|
||||
container_name: tf-optimizer
|
||||
env_file:
|
||||
- .env
|
||||
environment:
|
||||
- PYTHONUNBUFFERED=1
|
||||
- DUCKDB_PATH=/data/engine/tradefinder.duckdb
|
||||
volumes:
|
||||
- ${DATA_ROOT:-./data}/engine:/data/engine
|
||||
- ${DATA_ROOT:-./data}/optimizer:/data/optimizer
|
||||
- ${DATA_ROOT:-./data}/shared:/data/shared
|
||||
depends_on:
|
||||
redis:
|
||||
condition: service_healthy
|
||||
profiles:
|
||||
- optimizer
|
||||
command: ["python", "-m", "tradefinder.core.optimize"]
|
||||
|
||||
backtester:
|
||||
<<: *common
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
target: engine
|
||||
<<: [*common, *engine-image]
|
||||
container_name: tf-backtester
|
||||
env_file:
|
||||
- .env
|
||||
@@ -125,11 +115,11 @@ services:
|
||||
- PYTHONUNBUFFERED=1
|
||||
- DUCKDB_PATH=/data/engine/tradefinder.duckdb
|
||||
volumes:
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/engine:/data/engine
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/backtest:/data/backtest
|
||||
- ${DATA_ROOT:-/opt/trading/crypto}/shared:/data/shared
|
||||
- ${DATA_ROOT:-./data}/engine:/data/engine
|
||||
- ${DATA_ROOT:-./data}/backtest:/data/backtest
|
||||
- ${DATA_ROOT:-./data}/shared:/data/shared
|
||||
profiles:
|
||||
- backtest # Only runs when explicitly started
|
||||
- backtest
|
||||
command: ["python", "-m", "tradefinder.core.backtest"]
|
||||
|
||||
networks:
|
||||
@@ -137,10 +127,9 @@ networks:
|
||||
driver: bridge
|
||||
name: tradefinder-network
|
||||
|
||||
# Volume labels for clarity
|
||||
# All data persisted under ${DATA_ROOT:-/opt/trading/crypto}/
|
||||
# ├── engine/ # DuckDB, order logs, positions
|
||||
# ├── optimizer/ # Optuna studies, best params
|
||||
# Data Structure (default: ./data/)
|
||||
# ├── engine/ # DuckDB database, order logs, positions
|
||||
# ├── optimizer/ # Optuna studies, best parameters
|
||||
# ├── backtest/ # Backtest results, reports
|
||||
# ├── redis/ # Redis AOF persistence
|
||||
# └── shared/ # Shared configs, FX rates cache
|
||||
|
||||
@@ -58,6 +58,9 @@ dependencies = [
|
||||
"structlog>=24.1.0",
|
||||
"rich>=13.7.0",
|
||||
|
||||
# Redis
|
||||
"redis>=5.0.0",
|
||||
|
||||
# HTTP client
|
||||
"httpx>=0.26.0",
|
||||
]
|
||||
|
||||
@@ -0,0 +1,3 @@
|
||||
"""TradeFinder - Automated crypto trading system."""
|
||||
|
||||
__version__ = "0.1.0"
|
||||
|
||||
25
src/tradefinder/core/backtest.py
Normal file
25
src/tradefinder/core/backtest.py
Normal file
@@ -0,0 +1,25 @@
|
||||
"""Backtesting entry point stub for future implementation."""
|
||||
|
||||
import asyncio
|
||||
|
||||
import structlog
|
||||
|
||||
from tradefinder.core.config import get_settings
|
||||
|
||||
logger = structlog.get_logger(__name__)
|
||||
|
||||
|
||||
async def run_backtest() -> None:
|
||||
"""Placeholder for the asynchronous backtesting workflow."""
|
||||
settings = get_settings()
|
||||
logger.info("Backtester not yet implemented", settings=settings)
|
||||
await asyncio.sleep(0)
|
||||
|
||||
|
||||
def main() -> None:
|
||||
"""CLI entry that runs the backtest placeholder."""
|
||||
asyncio.run(run_backtest())
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
434
src/tradefinder/core/main.py
Normal file
434
src/tradefinder/core/main.py
Normal file
@@ -0,0 +1,434 @@
|
||||
"""Assemble and run the live trading engine."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
import logging
|
||||
import signal
|
||||
import time
|
||||
from decimal import Decimal
|
||||
from functools import partial
|
||||
|
||||
import structlog
|
||||
from structlog import dev as structlog_dev
|
||||
from structlog import processors as structlog_processors
|
||||
from structlog import stdlib as structlog_stdlib
|
||||
|
||||
from tradefinder.adapters.binance_usdm import BinanceUSDMAdapter
|
||||
from tradefinder.adapters.types import (
|
||||
MarginType,
|
||||
Order,
|
||||
OrderRequest,
|
||||
OrderType,
|
||||
PositionSide,
|
||||
Side,
|
||||
)
|
||||
from tradefinder.core.config import LogFormat, Settings, get_settings
|
||||
from tradefinder.core.regime import RegimeClassifier
|
||||
from tradefinder.core.risk import PortfolioRisk, RiskEngine
|
||||
from tradefinder.data.fetcher import DataFetcher
|
||||
from tradefinder.data.storage import DataStorage
|
||||
from tradefinder.strategies.signals import SignalType
|
||||
from tradefinder.strategies.supertrend import SupertrendStrategy
|
||||
|
||||
logger = structlog.get_logger(__name__)
|
||||
|
||||
DEFAULT_LOOP_INTERVAL = 60
|
||||
FETCH_LIMIT = 512
|
||||
MAX_FETCH_ATTEMPTS = 3
|
||||
MAX_ORDER_ATTEMPTS = 3
|
||||
RETRY_DELAY_SECONDS = 2
|
||||
|
||||
|
||||
def _configure_logging(settings: Settings) -> None:
|
||||
"""Set up structlog and the underlying stdlib logger."""
|
||||
|
||||
level = getattr(logging, settings.log_level, logging.INFO)
|
||||
logging.basicConfig(level=level)
|
||||
|
||||
renderer = (
|
||||
structlog_dev.ConsoleRenderer()
|
||||
if settings.log_format == LogFormat.CONSOLE
|
||||
else structlog_processors.JSONRenderer()
|
||||
)
|
||||
|
||||
structlog.configure(
|
||||
processors=[
|
||||
structlog_stdlib.add_logger_name,
|
||||
structlog_stdlib.add_log_level,
|
||||
structlog_processors.TimeStamper(fmt="iso"),
|
||||
structlog_processors.StackInfoRenderer(),
|
||||
structlog_processors.format_exc_info,
|
||||
renderer,
|
||||
],
|
||||
context_class=dict,
|
||||
logger_factory=structlog_stdlib.LoggerFactory(),
|
||||
wrapper_class=structlog_stdlib.BoundLogger,
|
||||
cache_logger_on_first_use=True,
|
||||
)
|
||||
|
||||
global logger
|
||||
logger = structlog.get_logger(__name__)
|
||||
|
||||
|
||||
async def _async_main() -> None:
|
||||
"""Asynchronous entry point that orchestrates the trading loop."""
|
||||
|
||||
settings = get_settings()
|
||||
_configure_logging(settings)
|
||||
|
||||
storage = DataStorage(settings.duckdb_path)
|
||||
storage.connect()
|
||||
storage.initialize_schema()
|
||||
|
||||
adapter: BinanceUSDMAdapter | None = None
|
||||
fetcher: DataFetcher | None = None
|
||||
shutdown_event = asyncio.Event()
|
||||
|
||||
try:
|
||||
_register_signal_handlers(shutdown_event)
|
||||
|
||||
if settings.is_paper_trading:
|
||||
logger.info(
|
||||
"Paper trading enabled, skipping exchange connectivity",
|
||||
mode=settings.trading_mode.value,
|
||||
symbols=settings.symbols_list,
|
||||
)
|
||||
else:
|
||||
adapter = BinanceUSDMAdapter(settings)
|
||||
await _initialize_adapter(adapter, settings.symbols_list)
|
||||
fetcher = DataFetcher(adapter, storage)
|
||||
|
||||
strategy = SupertrendStrategy()
|
||||
risk_engine = RiskEngine(PortfolioRisk())
|
||||
regime_classifier = RegimeClassifier()
|
||||
|
||||
logger.info(
|
||||
"Starting trading loop",
|
||||
mode=settings.trading_mode.value,
|
||||
loop_interval=DEFAULT_LOOP_INTERVAL,
|
||||
symbols=settings.symbols_list,
|
||||
)
|
||||
|
||||
await _run_trading_loop(
|
||||
settings,
|
||||
storage,
|
||||
strategy,
|
||||
regime_classifier,
|
||||
risk_engine,
|
||||
adapter,
|
||||
fetcher,
|
||||
shutdown_event,
|
||||
)
|
||||
except asyncio.CancelledError:
|
||||
logger.info("Trading loop cancelled")
|
||||
raise
|
||||
except Exception as error:
|
||||
logger.exception("Trading engine failed", error=str(error))
|
||||
raise
|
||||
finally:
|
||||
if adapter is not None:
|
||||
await adapter.disconnect()
|
||||
storage.disconnect()
|
||||
logger.info("Trading engine shutdown")
|
||||
|
||||
|
||||
def main() -> None:
|
||||
"""Sync wrapper that starts the async trading engine."""
|
||||
asyncio.run(_async_main())
|
||||
|
||||
|
||||
async def _run_trading_loop(
|
||||
settings: Settings,
|
||||
storage: DataStorage,
|
||||
strategy: SupertrendStrategy,
|
||||
regime_classifier: RegimeClassifier,
|
||||
risk_engine: RiskEngine,
|
||||
adapter: BinanceUSDMAdapter | None,
|
||||
fetcher: DataFetcher | None,
|
||||
shutdown_event: asyncio.Event,
|
||||
) -> None:
|
||||
"""Perform trading cycles until a shutdown signal is received."""
|
||||
|
||||
timeframe = settings.signal_timeframe
|
||||
|
||||
while not shutdown_event.is_set():
|
||||
loop_start = time.monotonic()
|
||||
|
||||
for symbol in settings.symbols_list:
|
||||
if shutdown_event.is_set():
|
||||
break
|
||||
|
||||
await _process_symbol(
|
||||
settings,
|
||||
storage,
|
||||
strategy,
|
||||
regime_classifier,
|
||||
risk_engine,
|
||||
adapter,
|
||||
fetcher,
|
||||
symbol,
|
||||
timeframe,
|
||||
shutdown_event,
|
||||
)
|
||||
|
||||
if shutdown_event.is_set():
|
||||
break
|
||||
|
||||
elapsed = time.monotonic() - loop_start
|
||||
await _sleep_or_cancel(DEFAULT_LOOP_INTERVAL - elapsed, shutdown_event)
|
||||
|
||||
|
||||
async def _process_symbol(
|
||||
settings: Settings,
|
||||
storage: DataStorage,
|
||||
strategy: SupertrendStrategy,
|
||||
regime_classifier: RegimeClassifier,
|
||||
risk_engine: RiskEngine,
|
||||
adapter: BinanceUSDMAdapter | None,
|
||||
fetcher: DataFetcher | None,
|
||||
symbol: str,
|
||||
timeframe: str,
|
||||
shutdown_event: asyncio.Event,
|
||||
) -> None:
|
||||
"""Fetch candles, classify the regime, and execute signals for a single symbol."""
|
||||
|
||||
if shutdown_event.is_set():
|
||||
return
|
||||
|
||||
await _fetch_latest_candles(fetcher, symbol, timeframe)
|
||||
|
||||
candles = storage.get_candles(symbol, timeframe, limit=FETCH_LIMIT)
|
||||
if not candles:
|
||||
logger.debug("Skipping symbol with no candles", symbol=symbol, timeframe=timeframe)
|
||||
return
|
||||
|
||||
regime = regime_classifier.classify(candles)
|
||||
signal = strategy.generate_signal(candles)
|
||||
if signal is None or not signal.is_entry:
|
||||
logger.debug(
|
||||
"No actionable signal",
|
||||
symbol=symbol,
|
||||
regime=regime.name,
|
||||
strategy=strategy.name,
|
||||
)
|
||||
return
|
||||
|
||||
signal_symbol = signal.symbol or symbol
|
||||
|
||||
try:
|
||||
equity = await _determine_equity(settings, adapter)
|
||||
except RuntimeError as error:
|
||||
logger.warning("Unable to determine equity", error=str(error))
|
||||
return
|
||||
|
||||
risk_pct = Decimal(str(settings.risk.per_trade_pct))
|
||||
|
||||
try:
|
||||
position_size = risk_engine.calculate_position_size(
|
||||
equity, signal.price, signal.stop_loss, risk_pct
|
||||
)
|
||||
except ValueError as error:
|
||||
logger.warning("Position sizing failed", symbol=symbol, error=str(error))
|
||||
return
|
||||
|
||||
if position_size <= Decimal("0"):
|
||||
logger.warning("Computed non-positive position size", symbol=symbol)
|
||||
return
|
||||
|
||||
risk_amount = risk_engine.calculate_risk_amount(position_size, signal.price, signal.stop_loss)
|
||||
|
||||
strategy_cap_pct = Decimal(str(settings.risk.max_equity_per_strategy_pct))
|
||||
total_cap_pct = Decimal("100")
|
||||
|
||||
if not risk_engine.can_allocate_strategy(
|
||||
strategy.name,
|
||||
risk_amount,
|
||||
equity,
|
||||
max_per_strategy_pct=strategy_cap_pct,
|
||||
max_total_exposure_pct=total_cap_pct,
|
||||
):
|
||||
logger.warning(
|
||||
"Risk limits block allocation",
|
||||
symbol=symbol,
|
||||
strategy=strategy.name,
|
||||
)
|
||||
return
|
||||
|
||||
if adapter is None:
|
||||
logger.info(
|
||||
"Paper trading signal",
|
||||
symbol=signal_symbol,
|
||||
signal_type=signal.signal_type.value,
|
||||
regime=regime.name,
|
||||
strategy=strategy.name,
|
||||
)
|
||||
return
|
||||
|
||||
entry_side, position_side = _map_signal_to_sides(signal.signal_type)
|
||||
|
||||
entry_request = OrderRequest(
|
||||
symbol=signal_symbol,
|
||||
side=entry_side,
|
||||
position_side=position_side,
|
||||
order_type=OrderType.LIMIT,
|
||||
quantity=position_size,
|
||||
price=signal.price,
|
||||
)
|
||||
|
||||
try:
|
||||
entry_order = await _safe_create_order(adapter, entry_request)
|
||||
logger.info(
|
||||
"Entry order placed",
|
||||
order_id=entry_order.id,
|
||||
symbol=entry_order.symbol,
|
||||
side=entry_order.side.value,
|
||||
strategy=strategy.name,
|
||||
)
|
||||
except Exception as error:
|
||||
logger.error(
|
||||
"Failed to place entry order",
|
||||
symbol=signal_symbol,
|
||||
error=str(error),
|
||||
)
|
||||
return
|
||||
|
||||
stop_side = Side.SELL if entry_side == Side.BUY else Side.BUY
|
||||
|
||||
stop_request = OrderRequest(
|
||||
symbol=signal_symbol,
|
||||
side=stop_side,
|
||||
position_side=position_side,
|
||||
order_type=OrderType.STOP_MARKET,
|
||||
quantity=position_size,
|
||||
stop_price=signal.stop_loss,
|
||||
reduce_only=True,
|
||||
)
|
||||
|
||||
try:
|
||||
stop_order = await _safe_create_order(adapter, stop_request)
|
||||
logger.info(
|
||||
"Stop loss order placed",
|
||||
order_id=stop_order.id,
|
||||
symbol=stop_order.symbol,
|
||||
stop_price=stop_order.stop_price,
|
||||
)
|
||||
except Exception as error:
|
||||
logger.error(
|
||||
"Failed to place stop loss order",
|
||||
symbol=signal_symbol,
|
||||
error=str(error),
|
||||
)
|
||||
|
||||
|
||||
async def _fetch_latest_candles(fetcher: DataFetcher | None, symbol: str, timeframe: str) -> None:
|
||||
"""Fetch new candles if possible and read the latest batch from storage."""
|
||||
|
||||
if fetcher is None:
|
||||
return
|
||||
|
||||
last_error: Exception | None = None
|
||||
|
||||
for attempt in range(1, MAX_FETCH_ATTEMPTS + 1):
|
||||
try:
|
||||
await fetcher.fetch_latest_candles(symbol, timeframe, limit=FETCH_LIMIT)
|
||||
return
|
||||
except Exception as error:
|
||||
last_error = error
|
||||
logger.warning(
|
||||
"Candle sync failed",
|
||||
symbol=symbol,
|
||||
attempt=attempt,
|
||||
error=str(error),
|
||||
)
|
||||
await asyncio.sleep(RETRY_DELAY_SECONDS * attempt)
|
||||
|
||||
if last_error is not None:
|
||||
logger.error("Unable to synchronize candles", symbol=symbol, error=str(last_error))
|
||||
|
||||
|
||||
async def _safe_create_order(adapter: BinanceUSDMAdapter, request: OrderRequest) -> Order:
|
||||
"""Retry order creation to handle transient exchange errors."""
|
||||
|
||||
last_error: Exception | None = None
|
||||
|
||||
for attempt in range(1, MAX_ORDER_ATTEMPTS + 1):
|
||||
try:
|
||||
return await adapter.create_order(request)
|
||||
except Exception as error:
|
||||
last_error = error
|
||||
logger.warning(
|
||||
"Order attempt failed",
|
||||
symbol=request.symbol,
|
||||
attempt=attempt,
|
||||
error=str(error),
|
||||
)
|
||||
await asyncio.sleep(RETRY_DELAY_SECONDS * attempt)
|
||||
|
||||
logger.error(
|
||||
"Max retries reached while creating order",
|
||||
symbol=request.symbol,
|
||||
error=str(last_error) if last_error else "unknown",
|
||||
)
|
||||
raise last_error or RuntimeError("Order request failed without exception details")
|
||||
|
||||
|
||||
def _map_signal_to_sides(signal_type: SignalType) -> tuple[Side, PositionSide]:
|
||||
"""Map a signal direction to a trade side."""
|
||||
|
||||
if signal_type == SignalType.ENTRY_LONG:
|
||||
return Side.BUY, PositionSide.LONG
|
||||
return Side.SELL, PositionSide.SHORT
|
||||
|
||||
|
||||
async def _determine_equity(settings: Settings, adapter: BinanceUSDMAdapter | None) -> Decimal:
|
||||
"""Return the equity that should be used for sizing positions."""
|
||||
|
||||
if settings.is_paper_trading:
|
||||
return Decimal(str(settings.paper_equity_usdt))
|
||||
|
||||
if adapter is None:
|
||||
raise RuntimeError("Adapter is required for non-paper trading")
|
||||
|
||||
balance = await adapter.get_balance()
|
||||
return balance.total_equity
|
||||
|
||||
|
||||
def _register_signal_handlers(shutdown_event: asyncio.Event) -> None:
|
||||
"""Register signal handlers that trigger a graceful shutdown."""
|
||||
loop = asyncio.get_running_loop()
|
||||
|
||||
def _handle(sig: signal.Signals) -> None:
|
||||
logger.info("Shutdown signal received", signal=sig.name)
|
||||
shutdown_event.set()
|
||||
|
||||
for sig in (signal.SIGINT, signal.SIGTERM):
|
||||
try:
|
||||
loop.add_signal_handler(sig, partial(_handle, sig))
|
||||
logger.debug("Registered async signal handler", signal=sig.name)
|
||||
except (NotImplementedError, RuntimeError, OSError) as e:
|
||||
logger.debug("Could not register async signal handler", signal=sig.name, error=str(e))
|
||||
|
||||
|
||||
async def _sleep_or_cancel(delay: float, shutdown_event: asyncio.Event) -> None:
|
||||
"""Sleep but exit early if a shutdown signal is received."""
|
||||
if delay <= 0:
|
||||
return
|
||||
|
||||
try:
|
||||
await asyncio.wait_for(shutdown_event.wait(), timeout=delay)
|
||||
except TimeoutError:
|
||||
pass
|
||||
|
||||
|
||||
async def _initialize_adapter(adapter: BinanceUSDMAdapter, symbols: list[str]) -> None:
|
||||
"""Configure the adapter for hedge mode and isolated margin symbols."""
|
||||
|
||||
await adapter.connect()
|
||||
await adapter.configure_hedge_mode(True)
|
||||
for symbol in symbols:
|
||||
await adapter.configure_margin_type(symbol, MarginType.ISOLATED)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
21
src/tradefinder/core/optimize.py
Normal file
21
src/tradefinder/core/optimize.py
Normal file
@@ -0,0 +1,21 @@
|
||||
"""Stub optimizer entry point; real logic coming with Optuna."""
|
||||
|
||||
import asyncio
|
||||
|
||||
import structlog
|
||||
|
||||
from tradefinder.core.config import get_settings
|
||||
|
||||
logger = structlog.get_logger(__name__)
|
||||
|
||||
|
||||
async def run_optimizer() -> None:
|
||||
"""Placeholder async optimizer run; future Optuna logic belongs here."""
|
||||
settings = get_settings()
|
||||
# TODO: add Optuna study setup and walk-forward execution pipeline.
|
||||
logger.info("Optimizer not yet implemented", trading_mode=settings.trading_mode.value)
|
||||
|
||||
|
||||
def main() -> None:
|
||||
"""Sync wrapper so python -m tradefinder.core.optimize works."""
|
||||
asyncio.run(run_optimizer())
|
||||
@@ -172,7 +172,9 @@ class RiskEngine:
|
||||
if equity <= Decimal("0"):
|
||||
raise ValueError("Equity must be positive to allocate exposure")
|
||||
if risk_amount <= Decimal("0"):
|
||||
logger.debug("Risk amount is non-positive", strategy=strategy, risk_amount=str(risk_amount))
|
||||
logger.debug(
|
||||
"Risk amount is non-positive", strategy=strategy, risk_amount=str(risk_amount)
|
||||
)
|
||||
return False
|
||||
|
||||
strategy_pct = max_per_strategy_pct or self._max_per_strategy_pct
|
||||
|
||||
@@ -27,22 +27,24 @@ class DataStorage:
|
||||
storage.disconnect()
|
||||
"""
|
||||
|
||||
def __init__(self, db_path: Path) -> None:
|
||||
def __init__(self, db_path: Path, *, read_only: bool = False) -> None:
|
||||
"""Initialize storage with database path.
|
||||
|
||||
Args:
|
||||
db_path: Path to DuckDB database file
|
||||
read_only: If True, open database in read-only mode (no locking)
|
||||
"""
|
||||
self.db_path = db_path
|
||||
self._read_only = read_only
|
||||
self._conn: duckdb.DuckDBPyConnection | None = None
|
||||
|
||||
def connect(self) -> None:
|
||||
"""Connect to the database."""
|
||||
# Ensure parent directory exists
|
||||
self.db_path.parent.mkdir(parents=True, exist_ok=True)
|
||||
if not self._read_only:
|
||||
self.db_path.parent.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
self._conn = duckdb.connect(str(self.db_path))
|
||||
logger.info("Connected to DuckDB", path=str(self.db_path))
|
||||
self._conn = duckdb.connect(str(self.db_path), read_only=self._read_only)
|
||||
logger.info("Connected to DuckDB", path=str(self.db_path), read_only=self._read_only)
|
||||
|
||||
def disconnect(self) -> None:
|
||||
"""Close database connection."""
|
||||
|
||||
@@ -45,7 +45,9 @@ class SupertrendStrategy(Strategy):
|
||||
multiplier=float(self._multiplier),
|
||||
)
|
||||
|
||||
direction_col = next((col for col in supertrend.columns if col.startswith("SUPERTd_")), None)
|
||||
direction_col = next(
|
||||
(col for col in supertrend.columns if col.startswith("SUPERTd_")), None
|
||||
)
|
||||
if direction_col is None:
|
||||
logger.debug("Supertrend direction series missing", strategy=self.name)
|
||||
return None
|
||||
@@ -110,7 +112,11 @@ class SupertrendStrategy(Strategy):
|
||||
|
||||
def get_stop_loss(self, entry_price: Decimal, side: Side) -> Decimal:
|
||||
"""Use ATR buffer for Supertrend stop loss."""
|
||||
atr_buffer = self._last_atr if self._last_atr and self._last_atr > Decimal("0") else entry_price * Decimal("0.02")
|
||||
atr_buffer = (
|
||||
self._last_atr
|
||||
if self._last_atr and self._last_atr > Decimal("0")
|
||||
else entry_price * Decimal("0.02")
|
||||
)
|
||||
if side == Side.BUY:
|
||||
stop = entry_price - atr_buffer
|
||||
else:
|
||||
@@ -150,7 +156,14 @@ class SupertrendStrategy(Strategy):
|
||||
|
||||
@staticmethod
|
||||
def _trend_level(supertrend: pd.DataFrame) -> Decimal | None:
|
||||
trend_col = next((col for col in supertrend.columns if col.startswith("SUPERT_") and not col.startswith("SUPERTd_")), None)
|
||||
trend_col = next(
|
||||
(
|
||||
col
|
||||
for col in supertrend.columns
|
||||
if col.startswith("SUPERT_") and not col.startswith("SUPERTd_")
|
||||
),
|
||||
None,
|
||||
)
|
||||
if trend_col is None:
|
||||
return None
|
||||
return SupertrendStrategy._decimal_from_series_tail(supertrend[trend_col])
|
||||
|
||||
@@ -0,0 +1 @@
|
||||
"""TradeFinder UI module for Streamlit dashboard."""
|
||||
|
||||
208
src/tradefinder/ui/app.py
Normal file
208
src/tradefinder/ui/app.py
Normal file
@@ -0,0 +1,208 @@
|
||||
"""TradeFinder Streamlit Dashboard.
|
||||
|
||||
Provides a web-based UI for monitoring trading activity, positions,
|
||||
and market regime status.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
import duckdb
|
||||
import streamlit as st
|
||||
import structlog
|
||||
|
||||
from tradefinder.core.config import TradingMode, get_settings
|
||||
from tradefinder.data.storage import DataStorage
|
||||
|
||||
logger = structlog.get_logger(__name__)
|
||||
|
||||
st.set_page_config(
|
||||
page_title="TradeFinder Dashboard",
|
||||
page_icon="📈",
|
||||
layout="wide",
|
||||
initial_sidebar_state="expanded",
|
||||
)
|
||||
|
||||
|
||||
def get_storage() -> DataStorage | None:
|
||||
"""Get storage instance if database exists."""
|
||||
settings = get_settings()
|
||||
db_path = settings.duckdb_path
|
||||
|
||||
if not db_path.exists():
|
||||
return None
|
||||
|
||||
storage = DataStorage(db_path, read_only=True)
|
||||
try:
|
||||
storage.connect()
|
||||
return storage
|
||||
except duckdb.IOException:
|
||||
return None
|
||||
|
||||
|
||||
@st.cache_data(ttl=30)
|
||||
def get_candle_stats(symbol: str, timeframe: str) -> dict[str, Any]:
|
||||
"""Get candle statistics for a symbol."""
|
||||
storage = get_storage()
|
||||
if storage is None:
|
||||
return {}
|
||||
|
||||
try:
|
||||
count = storage.get_candle_count(symbol, timeframe)
|
||||
latest = storage.get_latest_candle_timestamp(symbol, timeframe)
|
||||
return {
|
||||
"count": count,
|
||||
"latest": latest.isoformat() if latest else "N/A",
|
||||
}
|
||||
finally:
|
||||
storage.disconnect()
|
||||
|
||||
|
||||
def render_header() -> None:
|
||||
"""Render the dashboard header."""
|
||||
st.title("📈 TradeFinder Dashboard")
|
||||
st.markdown("---")
|
||||
|
||||
|
||||
def render_trading_mode() -> None:
|
||||
"""Render trading mode indicator."""
|
||||
try:
|
||||
settings = get_settings()
|
||||
mode = settings.trading_mode
|
||||
|
||||
if mode == TradingMode.PAPER:
|
||||
st.sidebar.success("🟢 Paper Trading")
|
||||
elif mode == TradingMode.TESTNET:
|
||||
st.sidebar.warning("🟡 Testnet Mode")
|
||||
elif mode == TradingMode.LIVE:
|
||||
st.sidebar.error("🔴 LIVE TRADING")
|
||||
except Exception:
|
||||
st.sidebar.info("⚪ Mode Unknown")
|
||||
|
||||
|
||||
def render_symbols_overview() -> None:
|
||||
"""Render overview of configured symbols."""
|
||||
try:
|
||||
settings = get_settings()
|
||||
symbols = settings.symbols_list
|
||||
timeframe = settings.signal_timeframe
|
||||
|
||||
st.subheader("Symbol Status")
|
||||
|
||||
cols = st.columns(len(symbols))
|
||||
for i, symbol in enumerate(symbols):
|
||||
with cols[i]:
|
||||
st.metric(label=symbol, value=timeframe)
|
||||
stats = get_candle_stats(symbol, timeframe)
|
||||
if stats:
|
||||
st.caption(f"Candles: {stats.get('count', 0)}")
|
||||
st.caption(f"Latest: {stats.get('latest', 'N/A')}")
|
||||
except Exception as e:
|
||||
st.error(f"Error loading symbols: {e}")
|
||||
|
||||
|
||||
def render_database_status() -> None:
|
||||
"""Render database connection status."""
|
||||
st.subheader("Database Status")
|
||||
|
||||
settings = get_settings()
|
||||
db_path = settings.duckdb_path
|
||||
|
||||
if not db_path.exists():
|
||||
st.warning("Database not initialized yet. Start the trading engine first.")
|
||||
return
|
||||
|
||||
storage = get_storage()
|
||||
if storage is None:
|
||||
st.info(f"Database exists at {db_path} (engine has exclusive lock)")
|
||||
return
|
||||
|
||||
try:
|
||||
st.success(f"Connected to: {storage.db_path}")
|
||||
finally:
|
||||
storage.disconnect()
|
||||
|
||||
|
||||
def render_placeholder_positions() -> None:
|
||||
"""Render placeholder for positions table."""
|
||||
st.subheader("Open Positions")
|
||||
st.info("Position tracking will be available when the trading engine is running.")
|
||||
|
||||
st.dataframe(
|
||||
{
|
||||
"Symbol": [],
|
||||
"Side": [],
|
||||
"Size": [],
|
||||
"Entry Price": [],
|
||||
"Mark Price": [],
|
||||
"PnL": [],
|
||||
}
|
||||
)
|
||||
|
||||
|
||||
def render_placeholder_signals() -> None:
|
||||
"""Render placeholder for recent signals."""
|
||||
st.subheader("Recent Signals")
|
||||
st.info("Signal history will be displayed here when signals are generated.")
|
||||
|
||||
st.dataframe(
|
||||
{
|
||||
"Time": [],
|
||||
"Symbol": [],
|
||||
"Signal": [],
|
||||
"Strategy": [],
|
||||
"Regime": [],
|
||||
}
|
||||
)
|
||||
|
||||
|
||||
def render_regime_indicator() -> None:
|
||||
"""Render current regime indicator."""
|
||||
st.sidebar.subheader("Market Regime")
|
||||
st.sidebar.info("Regime detection requires running engine")
|
||||
|
||||
|
||||
def render_strategy_status() -> None:
|
||||
"""Render strategy status."""
|
||||
st.sidebar.subheader("Active Strategy")
|
||||
st.sidebar.metric(label="Strategy", value="Supertrend")
|
||||
st.sidebar.caption("Period: 10, Multiplier: 3.0")
|
||||
|
||||
|
||||
def render_footer() -> None:
|
||||
"""Render footer with refresh info."""
|
||||
st.markdown("---")
|
||||
st.caption(f"Last updated: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
|
||||
st.caption("Auto-refresh every 30 seconds")
|
||||
|
||||
|
||||
def main() -> None:
|
||||
"""Main dashboard entry point."""
|
||||
render_trading_mode()
|
||||
render_regime_indicator()
|
||||
render_strategy_status()
|
||||
|
||||
render_header()
|
||||
|
||||
col1, col2 = st.columns(2)
|
||||
|
||||
with col1:
|
||||
render_database_status()
|
||||
render_symbols_overview()
|
||||
|
||||
with col2:
|
||||
render_placeholder_positions()
|
||||
|
||||
render_placeholder_signals()
|
||||
render_footer()
|
||||
|
||||
import time
|
||||
|
||||
time.sleep(30)
|
||||
st.rerun()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -12,8 +12,6 @@ from unittest.mock import AsyncMock, Mock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
pytestmark = pytest.mark.skip(reason="Async WebSocket tests have timing issues - streamer verified manually")
|
||||
|
||||
from tradefinder.core.config import Settings
|
||||
from tradefinder.data.streamer import (
|
||||
DataStreamer,
|
||||
@@ -21,6 +19,10 @@ from tradefinder.data.streamer import (
|
||||
MarkPriceMessage,
|
||||
)
|
||||
|
||||
pytestmark = pytest.mark.skip(
|
||||
reason="Async WebSocket tests have timing issues - streamer verified manually"
|
||||
)
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def settings() -> Settings:
|
||||
|
||||
@@ -126,10 +126,14 @@ class TestSupertrendStrategySignals:
|
||||
candles = _build_candle_sequence(base_timestamp, partial)
|
||||
assert strategy.generate_signal(candles) is None
|
||||
|
||||
def test_generate_signal_empty_candles_returns_none(self, default_strategy: SupertrendStrategy) -> None:
|
||||
def test_generate_signal_empty_candles_returns_none(
|
||||
self, default_strategy: SupertrendStrategy
|
||||
) -> None:
|
||||
assert default_strategy.generate_signal([]) is None
|
||||
|
||||
def test_generate_signal_none_input_raises_type_error(self, default_strategy: SupertrendStrategy) -> None:
|
||||
def test_generate_signal_none_input_raises_type_error(
|
||||
self, default_strategy: SupertrendStrategy
|
||||
) -> None:
|
||||
with pytest.raises(TypeError):
|
||||
default_strategy.generate_signal(None) # type: ignore[arg-type]
|
||||
|
||||
|
||||
Reference in New Issue
Block a user