Bot auto-update: src/__pycache__/main_ml.cpython-310.pyc,src/main_ml.py,src/main_ml_backup.py

This commit is contained in:
Marc Blatter 2026-07-17 22:00:01 +02:00
parent bdc8655657
commit 1fed8bd38e
3 changed files with 306 additions and 20 deletions

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@ -1,6 +1,6 @@
#!/usr/bin/env python3 #!/usr/bin/env python3
"""Trading Bot v0.4 Hybrid - Dynamic Position Sizing + Trade Recovery""" """Trading Bot v0.4.1 - With continuous DB logging for P&L tracking"""
import os, json, time, logging import os, json, time, logging, sqlite3
from datetime import datetime from datetime import datetime
from dotenv import load_dotenv from dotenv import load_dotenv
from binance.client import Client from binance.client import Client
@ -25,7 +25,7 @@ TAKE_PROFIT_PCT = 0.015
STOP_LOSS_PCT = -0.008 STOP_LOSS_PCT = -0.008
CYCLE_SEC = 60 CYCLE_SEC = 60
class TradingBotV04: class TradingBotV041:
def __init__(self): def __init__(self):
self.client = Client(API_KEY, API_SECRET) self.client = Client(API_KEY, API_SECRET)
self.price_history = {sym: [] for sym in SYMBOLS} self.price_history = {sym: [] for sym in SYMBOLS}
@ -33,7 +33,7 @@ class TradingBotV04:
self.portfolio_value = 0 self.portfolio_value = 0
self.max_trade_usdt = 0 self.max_trade_usdt = 0
# TRADE RECOVERY: Recover orphaned trades from holdings # TRADE RECOVERY
try: try:
account = self.client.get_account() account = self.client.get_account()
for b in account['balances']: for b in account['balances']:
@ -56,7 +56,7 @@ class TradingBotV04:
except Exception as e: except Exception as e:
logger.warning(f"Recovery failed: {e}") logger.warning(f"Recovery failed: {e}")
logger.info("[v0.4 INIT] Bot | Dynamic Sizing (Min 12 + 7%)") logger.info("[v0.4.1 INIT] With continuous DB P&L logging")
def get_fresh_balance(self): def get_fresh_balance(self):
try: try:
@ -87,7 +87,7 @@ class TradingBotV04:
self.portfolio_value = portfolio_value self.portfolio_value = portfolio_value
self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT
logger.info(f"[v0.4] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f} | Max={self.max_trade_usdt:.2f}") logger.info(f"[v0.4.1] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f}")
return usdt_available, portfolio_value return usdt_available, portfolio_value
except: except:
return 0, 0 return 0, 0
@ -137,7 +137,7 @@ class TradingBotV04:
is_min = all(current < p for p in recent[:-1]) is_min = all(current < p for p in recent[:-1])
if is_min: if is_min:
logger.info(f"[SIGNAL] Local min: {symbol} @ {current}") logger.info(f"[SIGNAL] Local min: {symbol}")
return is_min return is_min
@ -160,9 +160,7 @@ class TradingBotV04:
'entry_time': datetime.now().isoformat() 'entry_time': datetime.now().isoformat()
} }
pos_pct = (qty * price / self.portfolio_value * 100) if self.portfolio_value > 0 else 0 logger.info(f"[BUY] {symbol} {qty} @ {price}")
logger.info(f"[BUY] {symbol} {qty} @ {price} | Pos: {pos_pct:.1}% [v0.4 HYBRID]")
return order return order
except: except:
return None return None
@ -179,7 +177,7 @@ class TradingBotV04:
pnl_pct = ((current - entry) / entry) * 100 pnl_pct = ((current - entry) / entry) * 100
if pnl_pct >= TAKE_PROFIT_PCT * 100: if pnl_pct >= TAKE_PROFIT_PCT * 100:
logger.info(f"[SELL-TP] {symbol} @ {current} | +{pnl_pct:.2f}%") logger.info(f"[SELL-TP] {symbol} +{pnl_pct:.2f}%")
try: try:
self.client.order_market_sell(symbol=symbol, quantity=qty) self.client.order_market_sell(symbol=symbol, quantity=qty)
del self.active_trades[symbol] del self.active_trades[symbol]
@ -187,7 +185,7 @@ class TradingBotV04:
pass pass
elif pnl_pct <= STOP_LOSS_PCT * 100: elif pnl_pct <= STOP_LOSS_PCT * 100:
logger.info(f"[SELL-SL] {symbol} @ {current} | {pnl_pct:.2f}%") logger.info(f"[SELL-SL] {symbol} {pnl_pct:.2f}%")
try: try:
self.client.order_market_sell(symbol=symbol, quantity=qty) self.client.order_market_sell(symbol=symbol, quantity=qty)
del self.active_trades[symbol] del self.active_trades[symbol]
@ -196,13 +194,36 @@ class TradingBotV04:
except: except:
pass pass
def save_pnl_to_db(self, portfolio_val, usdt_free):
"""Save P&L data to database for Analytics"""
try:
conn = sqlite3.connect('/home/marc/bot-deploy/pnl_charts.db')
# Get baseline (first row = reference)
baseline = conn.execute('SELECT pv FROM history ORDER BY ts ASC LIMIT 1').fetchone()
baseline_pv = baseline[0] if baseline else portfolio_val
# Calculate P&L
pu = portfolio_val - baseline_pv
pp = (pu / baseline_pv * 100) if baseline_pv > 0 else 0
# Save
conn.execute('INSERT INTO history VALUES (?, ?, ?, ?, ?, ?)',
(int(datetime.now().timestamp()), portfolio_val, pu, pp, usdt_free, len(self.active_trades)))
conn.commit()
conn.close()
logger.info(f"[DB-LOG] PV={portfolio_val:.2f}, P&L={pp:.2f}% (vs baseline {baseline_pv:.2f})")
except Exception as e:
logger.warning(f"DB log failed: {e}")
def run_cycle(self): def run_cycle(self):
logger.info("="*70) logger.info("="*70)
usdt_free, portfolio_val = self.get_fresh_balance() usdt_free, portfolio_val = self.get_fresh_balance()
if usdt_free < MIN_TRADE_USDT: if usdt_free < MIN_TRADE_USDT:
logger.warning(f"Low capital: {usdt_free:.2f} < {MIN_TRADE_USDT}") logger.warning(f"Low capital: {usdt_free}")
logger.info("="*70) logger.info("="*70)
return return
@ -225,8 +246,7 @@ class TradingBotV04:
trade_amount = min(max(MIN_TRADE_USDT, self.max_trade_usdt), usdt_free * 0.5) trade_amount = min(max(MIN_TRADE_USDT, self.max_trade_usdt), usdt_free * 0.5)
self.place_buy_order(best_signal, trade_amount) self.place_buy_order(best_signal, trade_amount)
logger.info(f"[CYCLE-END] Trades: {len(self.active_trades)} | USDT: {usdt_free:.2f} | Portfolio: {portfolio_val:.2f}") # Save trades
try: try:
temp = '/home/marc/bot-deploy/active_trades.json.tmp' temp = '/home/marc/bot-deploy/active_trades.json.tmp'
with open(temp, 'w') as f: with open(temp, 'w') as f:
@ -236,23 +256,27 @@ class TradingBotV04:
'portfolio_value': round(portfolio_val, 2), 'portfolio_value': round(portfolio_val, 2),
'max_trade_usdt': round(self.max_trade_usdt, 2), 'max_trade_usdt': round(self.max_trade_usdt, 2),
'timestamp': datetime.now().isoformat(), 'timestamp': datetime.now().isoformat(),
'version': 'v0.4-hybrid' 'version': 'v0.4.1'
}, f) }, f)
os.replace(temp, '/home/marc/bot-deploy/active_trades.json') os.replace(temp, '/home/marc/bot-deploy/active_trades.json')
except Exception as e: except:
logger.warning(f"Save failed: {e}") pass
# SAVE P&L to DB (EVERY CYCLE - THIS IS THE FIX!)
self.save_pnl_to_db(portfolio_val, usdt_free)
logger.info(f"[CYCLE-END] Trades={len(self.active_trades)} | Portfolio={portfolio_val:.2f}")
logger.info("="*70) logger.info("="*70)
if __name__ == '__main__': if __name__ == '__main__':
import sys import sys
bot = TradingBotV04() bot = TradingBotV041()
if len(sys.argv) > 1 and sys.argv[1] == '--once': if len(sys.argv) > 1 and sys.argv[1] == '--once':
bot.run_cycle() bot.run_cycle()
else: else:
logger.info("[v0.4 START] Bot cycle loop...") logger.info("[v0.4.1 START] Bot running...")
while True: while True:
try: try:
bot.run_cycle() bot.run_cycle()

262
src/main_ml_backup.py Normal file
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@ -0,0 +1,262 @@
#!/usr/bin/env python3
"""Trading Bot v0.4 Hybrid - Dynamic Position Sizing + Trade Recovery"""
import os, json, time, logging
from datetime import datetime
from dotenv import load_dotenv
from binance.client import Client
from binance.exceptions import BinanceAPIException
logging.basicConfig(level=logging.INFO, format='%(asctime)s | %(message)s')
logger = logging.getLogger()
load_dotenv()
API_KEY = os.getenv('BINANCE_API_KEY_LIVE')
API_SECRET = os.getenv('BINANCE_API_SECRET_LIVE')
if not API_KEY or not API_SECRET:
logger.error("Missing API keys")
exit(1)
SYMBOLS = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'XRPUSDT', 'SOLUSDT']
TRACKED_COINS = ['BTC', 'ETH', 'BNB', 'XRP', 'SOL']
MIN_TRADE_USDT = 12.00
MAX_POSITION_PCT = 0.07
TAKE_PROFIT_PCT = 0.015
STOP_LOSS_PCT = -0.008
CYCLE_SEC = 60
class TradingBotV04:
def __init__(self):
self.client = Client(API_KEY, API_SECRET)
self.price_history = {sym: [] for sym in SYMBOLS}
self.active_trades = {}
self.portfolio_value = 0
self.max_trade_usdt = 0
# TRADE RECOVERY: Recover orphaned trades from holdings
try:
account = self.client.get_account()
for b in account['balances']:
asset = b['asset']
free = float(b['free'])
if asset in TRACKED_COINS and free > 0.0001:
symbol = asset + 'USDT'
try:
price = self.get_current_price(symbol)
if price:
self.active_trades[symbol] = {
'entry_price': price,
'qty': free,
'entry_time': datetime.now().isoformat()
}
logger.info(f"[RECOVERED] {symbol} {free} @ {price}")
except:
pass
except Exception as e:
logger.warning(f"Recovery failed: {e}")
logger.info("[v0.4 INIT] Bot | Dynamic Sizing (Min 12 + 7%)")
def get_fresh_balance(self):
try:
account = self.client.get_account()
portfolio_value = 0
prices = {'USDT': 1.0}
for symbol in SYMBOLS:
try:
ticker = self.client.get_ticker(symbol=symbol)
coin = symbol.replace('USDT', '')
prices[coin] = float(ticker['lastPrice'])
except:
pass
for balance in account['balances']:
asset = balance['asset']
free = float(balance['free'])
if asset in TRACKED_COINS:
price = prices.get(asset, 0)
portfolio_value += free * price
elif asset == 'USDT':
portfolio_value += free
usdt_available = next((float(b['free']) for b in account['balances'] if b['asset'] == 'USDT'), 0)
self.portfolio_value = portfolio_value
self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT
logger.info(f"[v0.4] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f} | Max={self.max_trade_usdt:.2f}")
return usdt_available, portfolio_value
except:
return 0, 0
def get_current_price(self, symbol):
try:
ticker = self.client.get_ticker(symbol=symbol)
return float(ticker['lastPrice'])
except:
return None
def calculate_valid_quantity(self, symbol, usdt_amount):
try:
price = self.get_current_price(symbol)
if not price or price <= 0:
return 0
info = self.client.get_symbol_info(symbol)
if not info:
return 0
step_size = None
for f in info.get('filters', []):
if f['filterType'] == 'LOT_SIZE':
step_size = float(f['stepSize'])
break
if not step_size or step_size <= 0:
return 0
qty = usdt_amount / price
qty = int(qty / step_size) * step_size
if qty * price < 5.0:
return 0
return qty
except:
return 0
def is_local_minimum(self, symbol):
if len(self.price_history[symbol]) < 5:
return False
recent = self.price_history[symbol][-5:]
current = recent[-1]
is_min = all(current < p for p in recent[:-1])
if is_min:
logger.info(f"[SIGNAL] Local min: {symbol} @ {current}")
return is_min
def place_buy_order(self, symbol, usdt_amount):
try:
qty = self.calculate_valid_quantity(symbol, usdt_amount)
if qty <= 0:
return None
price = self.get_current_price(symbol)
if not price:
return None
order = self.client.order_market_buy(symbol=symbol, quantity=qty)
self.active_trades[symbol] = {
'entry_price': price,
'qty': qty,
'order_id': order.get('orderId'),
'entry_time': datetime.now().isoformat()
}
pos_pct = (qty * price / self.portfolio_value * 100) if self.portfolio_value > 0 else 0
logger.info(f"[BUY] {symbol} {qty} @ {price} | Pos: {pos_pct:.1}% [v0.4 HYBRID]")
return order
except:
return None
def check_and_close_positions(self):
for symbol, trade in list(self.active_trades.items()):
try:
current = self.get_current_price(symbol)
if not current:
continue
entry = trade['entry_price']
qty = trade['qty']
pnl_pct = ((current - entry) / entry) * 100
if pnl_pct >= TAKE_PROFIT_PCT * 100:
logger.info(f"[SELL-TP] {symbol} @ {current} | +{pnl_pct:.2f}%")
try:
self.client.order_market_sell(symbol=symbol, quantity=qty)
del self.active_trades[symbol]
except:
pass
elif pnl_pct <= STOP_LOSS_PCT * 100:
logger.info(f"[SELL-SL] {symbol} @ {current} | {pnl_pct:.2f}%")
try:
self.client.order_market_sell(symbol=symbol, quantity=qty)
del self.active_trades[symbol]
except:
pass
except:
pass
def run_cycle(self):
logger.info("="*70)
usdt_free, portfolio_val = self.get_fresh_balance()
if usdt_free < MIN_TRADE_USDT:
logger.warning(f"Low capital: {usdt_free:.2f} < {MIN_TRADE_USDT}")
logger.info("="*70)
return
self.check_and_close_positions()
for symbol in SYMBOLS:
price = self.get_current_price(symbol)
if price:
self.price_history[symbol].append(price)
if len(self.price_history[symbol]) > 20:
self.price_history[symbol].pop(0)
best_signal = None
for symbol in SYMBOLS:
if symbol not in self.active_trades and self.is_local_minimum(symbol):
best_signal = symbol
break
if best_signal and usdt_free >= MIN_TRADE_USDT:
trade_amount = min(max(MIN_TRADE_USDT, self.max_trade_usdt), usdt_free * 0.5)
self.place_buy_order(best_signal, trade_amount)
logger.info(f"[CYCLE-END] Trades: {len(self.active_trades)} | USDT: {usdt_free:.2f} | Portfolio: {portfolio_val:.2f}")
try:
temp = '/home/marc/bot-deploy/active_trades.json.tmp'
with open(temp, 'w') as f:
json.dump({
'active_trades': self.active_trades,
'count': len(self.active_trades),
'portfolio_value': round(portfolio_val, 2),
'max_trade_usdt': round(self.max_trade_usdt, 2),
'timestamp': datetime.now().isoformat(),
'version': 'v0.4-hybrid'
}, f)
os.replace(temp, '/home/marc/bot-deploy/active_trades.json')
except Exception as e:
logger.warning(f"Save failed: {e}")
logger.info("="*70)
if __name__ == '__main__':
import sys
bot = TradingBotV04()
if len(sys.argv) > 1 and sys.argv[1] == '--once':
bot.run_cycle()
else:
logger.info("[v0.4 START] Bot cycle loop...")
while True:
try:
bot.run_cycle()
except Exception as e:
logger.error(f"Error: {e}")
time.sleep(CYCLE_SEC)