From 301b0da18e0b0dc6351e7ba4158a30c64c4c653f Mon Sep 17 00:00:00 2001 From: Marc Blatter Date: Sun, 19 Jul 2026 21:24:21 +0200 Subject: [PATCH] v0.4.2: Win-Rate Optimization - RSI Oversold + Support Bounce signals --- src/main_ml.py | 122 ++++++++++++++++++++++++++++++++++++------------- 1 file changed, 91 insertions(+), 31 deletions(-) diff --git a/src/main_ml.py b/src/main_ml.py index 5da8148..4a8d6e0 100644 --- a/src/main_ml.py +++ b/src/main_ml.py @@ -1,10 +1,9 @@ #!/usr/bin/env python3 -"""Trading Bot v0.4.1 - With continuous DB logging for P&L tracking""" +"""Trading Bot v0.4.2 - Win-Rate Optimization (RSI + Support Detection)""" import os, json, time, logging, sqlite3 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() @@ -24,11 +23,15 @@ MAX_POSITION_PCT = 0.07 TAKE_PROFIT_PCT = 0.015 STOP_LOSS_PCT = -0.008 CYCLE_SEC = 60 +RSI_PERIOD = 14 +RSI_OVERSOLD = 30 +RSI_OVERBOUGHT = 70 -class TradingBotV041: +class TradingBotV042: def __init__(self): self.client = Client(API_KEY, API_SECRET) self.price_history = {sym: [] for sym in SYMBOLS} + self.rsi_values = {sym: [] for sym in SYMBOLS} self.active_trades = {} self.portfolio_value = 0 self.max_trade_usdt = 0 @@ -56,7 +59,26 @@ class TradingBotV041: except Exception as e: logger.warning(f"Recovery failed: {e}") - logger.info("[v0.4.1 INIT] With continuous DB P&L logging") + logger.info("[v0.4.2 INIT] RSI + Support-based Entry Signals (55%+ Win-Rate target)") + + def calculate_rsi(self, prices): + """Calculate RSI from price list""" + if len(prices) < RSI_PERIOD + 1: + return None + + deltas = [prices[i] - prices[i-1] for i in range(1, len(prices))] + gains = [d if d > 0 else 0 for d in deltas[-RSI_PERIOD:]] + losses = [abs(d) if d < 0 else 0 for d in deltas[-RSI_PERIOD:]] + + avg_gain = sum(gains) / RSI_PERIOD + avg_loss = sum(losses) / RSI_PERIOD + + if avg_loss == 0: + return 100 if avg_gain > 0 else 0 + + rs = avg_gain / avg_loss + rsi = 100 - (100 / (1 + rs)) + return rsi def get_fresh_balance(self): try: @@ -87,7 +109,7 @@ class TradingBotV041: self.portfolio_value = portfolio_value self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT - logger.info(f"[v0.4.1] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f}") + logger.info(f"[v0.4.2] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f}") return usdt_available, portfolio_value except: return 0, 0 @@ -99,6 +121,59 @@ class TradingBotV041: except: return None + def is_local_minimum(self, symbol): + """OLD: Local Minimum (price below last 4 candles)""" + 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-1] LOCAL_MIN: {symbol}") + return is_min + + def is_rsi_oversold(self, symbol): + """NEW: RSI oversold (RSI < 30)""" + if len(self.price_history[symbol]) < RSI_PERIOD + 2: + return False + + rsi = self.calculate_rsi(self.price_history[symbol]) + if not rsi: + return False + + is_oversold = rsi < RSI_OVERSOLD + + if is_oversold: + logger.info(f"[SIGNAL-2] RSI_OVERSOLD: {symbol} RSI={rsi:.1f}") + return is_oversold + + def is_support_bounce(self, symbol): + """NEW: Price bouncing from support level (2% rebound)""" + if len(self.price_history[symbol]) < 5: + return False + + recent = self.price_history[symbol][-5:] + low = min(recent[:-1]) + current = recent[-1] + + # If current is 2%+ above recent low, it's a bounce + bounce_pct = ((current - low) / low) * 100 + is_bounce = (bounce_pct >= 2.0) + + if is_bounce: + logger.info(f"[SIGNAL-3] SUPPORT_BOUNCE: {symbol} {bounce_pct:.1f}%") + return is_bounce + + def has_buy_signal(self, symbol): + """Multiple entry signals for higher Win-Rate""" + return ( + self.is_local_minimum(symbol) or + self.is_rsi_oversold(symbol) or + self.is_support_bounce(symbol) + ) + def calculate_valid_quantity(self, symbol, usdt_amount): try: price = self.get_current_price(symbol) @@ -128,19 +203,6 @@ class TradingBotV041: 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}") - - return is_min - def place_buy_order(self, symbol, usdt_amount): try: qty = self.calculate_valid_quantity(symbol, usdt_amount) @@ -160,7 +222,7 @@ class TradingBotV041: 'entry_time': datetime.now().isoformat() } - logger.info(f"[BUY] {symbol} {qty} @ {price}") + logger.info(f"[BUY-v0.4.2] {symbol} {qty} @ {price}") return order except: return None @@ -195,25 +257,21 @@ class TradingBotV041: pass def save_pnl_to_db(self, portfolio_val, usdt_free): - """Save P&L data to database for Analytics""" + """Save P&L data to database""" 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})") + logger.info(f"[DB-LOG] PV={portfolio_val:.2f}, P&L={pp:.2f}%") except Exception as e: logger.warning(f"DB log failed: {e}") @@ -229,16 +287,18 @@ class TradingBotV041: self.check_and_close_positions() + # Update price history 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: + if len(self.price_history[symbol]) > 100: self.price_history[symbol].pop(0) + # Find BEST signal (any of the 3) best_signal = None for symbol in SYMBOLS: - if symbol not in self.active_trades and self.is_local_minimum(symbol): + if symbol not in self.active_trades and self.has_buy_signal(symbol): best_signal = symbol break @@ -256,13 +316,13 @@ class TradingBotV041: 'portfolio_value': round(portfolio_val, 2), 'max_trade_usdt': round(self.max_trade_usdt, 2), 'timestamp': datetime.now().isoformat(), - 'version': 'v0.4.1' + 'version': 'v0.4.2' }, f) os.replace(temp, '/home/marc/bot-deploy/active_trades.json') except: pass - # SAVE P&L to DB (EVERY CYCLE - THIS IS THE FIX!) + # Save P&L self.save_pnl_to_db(portfolio_val, usdt_free) logger.info(f"[CYCLE-END] Trades={len(self.active_trades)} | Portfolio={portfolio_val:.2f}") @@ -271,12 +331,12 @@ class TradingBotV041: if __name__ == '__main__': import sys - bot = TradingBotV041() + bot = TradingBotV042() if len(sys.argv) > 1 and sys.argv[1] == '--once': bot.run_cycle() else: - logger.info("[v0.4.1 START] Bot running...") + logger.info("[v0.4.2 START] Bot running (RSI + Support Signals)...") while True: try: bot.run_cycle()