v0.4.2: Win-Rate Optimization - RSI Oversold + Support Bounce signals
This commit is contained in:
Marc Blatter
parent
1fed8bd38e
commit
5ffc7f852b
122
src/main_ml.py
122
src/main_ml.py
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@ -1,10 +1,9 @@
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#!/usr/bin/env python3
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"""Trading Bot v0.4.1 - With continuous DB logging for P&L tracking"""
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"""Trading Bot v0.4.2 - Win-Rate Optimization (RSI + Support Detection)"""
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import os, json, time, logging, sqlite3
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from datetime import datetime
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from dotenv import load_dotenv
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from binance.client import Client
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from binance.exceptions import BinanceAPIException
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logging.basicConfig(level=logging.INFO, format='%(asctime)s | %(message)s')
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logger = logging.getLogger()
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@ -24,11 +23,15 @@ MAX_POSITION_PCT = 0.07
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TAKE_PROFIT_PCT = 0.015
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STOP_LOSS_PCT = -0.008
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CYCLE_SEC = 60
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RSI_PERIOD = 14
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RSI_OVERSOLD = 30
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RSI_OVERBOUGHT = 70
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class TradingBotV041:
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class TradingBotV042:
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def __init__(self):
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self.client = Client(API_KEY, API_SECRET)
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self.price_history = {sym: [] for sym in SYMBOLS}
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self.rsi_values = {sym: [] for sym in SYMBOLS}
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self.active_trades = {}
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self.portfolio_value = 0
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self.max_trade_usdt = 0
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@ -56,7 +59,26 @@ class TradingBotV041:
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except Exception as e:
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logger.warning(f"Recovery failed: {e}")
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logger.info("[v0.4.1 INIT] With continuous DB P&L logging")
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logger.info("[v0.4.2 INIT] RSI + Support-based Entry Signals (55%+ Win-Rate target)")
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def calculate_rsi(self, prices):
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"""Calculate RSI from price list"""
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if len(prices) < RSI_PERIOD + 1:
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return None
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deltas = [prices[i] - prices[i-1] for i in range(1, len(prices))]
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gains = [d if d > 0 else 0 for d in deltas[-RSI_PERIOD:]]
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losses = [abs(d) if d < 0 else 0 for d in deltas[-RSI_PERIOD:]]
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avg_gain = sum(gains) / RSI_PERIOD
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avg_loss = sum(losses) / RSI_PERIOD
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if avg_loss == 0:
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return 100 if avg_gain > 0 else 0
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rs = avg_gain / avg_loss
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rsi = 100 - (100 / (1 + rs))
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return rsi
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def get_fresh_balance(self):
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try:
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@ -87,7 +109,7 @@ class TradingBotV041:
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self.portfolio_value = portfolio_value
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self.max_trade_usdt = portfolio_value * MAX_POSITION_PCT
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logger.info(f"[v0.4.1] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f}")
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logger.info(f"[v0.4.2] USDT={usdt_available:.2f} | Portfolio={portfolio_value:.2f}")
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return usdt_available, portfolio_value
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except:
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return 0, 0
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@ -99,6 +121,59 @@ class TradingBotV041:
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except:
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return None
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def is_local_minimum(self, symbol):
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"""OLD: Local Minimum (price below last 4 candles)"""
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if len(self.price_history[symbol]) < 5:
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return False
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recent = self.price_history[symbol][-5:]
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current = recent[-1]
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is_min = all(current < p for p in recent[:-1])
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if is_min:
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logger.info(f"[SIGNAL-1] LOCAL_MIN: {symbol}")
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return is_min
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def is_rsi_oversold(self, symbol):
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"""NEW: RSI oversold (RSI < 30)"""
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if len(self.price_history[symbol]) < RSI_PERIOD + 2:
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return False
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rsi = self.calculate_rsi(self.price_history[symbol])
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if not rsi:
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return False
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is_oversold = rsi < RSI_OVERSOLD
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if is_oversold:
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logger.info(f"[SIGNAL-2] RSI_OVERSOLD: {symbol} RSI={rsi:.1f}")
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return is_oversold
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def is_support_bounce(self, symbol):
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"""NEW: Price bouncing from support level (2% rebound)"""
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if len(self.price_history[symbol]) < 5:
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return False
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recent = self.price_history[symbol][-5:]
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low = min(recent[:-1])
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current = recent[-1]
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# If current is 2%+ above recent low, it's a bounce
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bounce_pct = ((current - low) / low) * 100
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is_bounce = (bounce_pct >= 2.0)
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if is_bounce:
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logger.info(f"[SIGNAL-3] SUPPORT_BOUNCE: {symbol} {bounce_pct:.1f}%")
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return is_bounce
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def has_buy_signal(self, symbol):
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"""Multiple entry signals for higher Win-Rate"""
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return (
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self.is_local_minimum(symbol) or
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self.is_rsi_oversold(symbol) or
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self.is_support_bounce(symbol)
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)
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def calculate_valid_quantity(self, symbol, usdt_amount):
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try:
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price = self.get_current_price(symbol)
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@ -128,19 +203,6 @@ class TradingBotV041:
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except:
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return 0
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def is_local_minimum(self, symbol):
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if len(self.price_history[symbol]) < 5:
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return False
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recent = self.price_history[symbol][-5:]
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current = recent[-1]
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is_min = all(current < p for p in recent[:-1])
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if is_min:
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logger.info(f"[SIGNAL] Local min: {symbol}")
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return is_min
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def place_buy_order(self, symbol, usdt_amount):
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try:
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qty = self.calculate_valid_quantity(symbol, usdt_amount)
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@ -160,7 +222,7 @@ class TradingBotV041:
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'entry_time': datetime.now().isoformat()
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}
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logger.info(f"[BUY] {symbol} {qty} @ {price}")
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logger.info(f"[BUY-v0.4.2] {symbol} {qty} @ {price}")
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return order
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except:
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return None
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@ -195,25 +257,21 @@ class TradingBotV041:
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pass
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def save_pnl_to_db(self, portfolio_val, usdt_free):
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"""Save P&L data to database for Analytics"""
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"""Save P&L data to database"""
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try:
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conn = sqlite3.connect('/home/marc/bot-deploy/pnl_charts.db')
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# Get baseline (first row = reference)
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baseline = conn.execute('SELECT pv FROM history ORDER BY ts ASC LIMIT 1').fetchone()
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baseline_pv = baseline[0] if baseline else portfolio_val
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# Calculate P&L
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pu = portfolio_val - baseline_pv
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pp = (pu / baseline_pv * 100) if baseline_pv > 0 else 0
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# Save
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conn.execute('INSERT INTO history VALUES (?, ?, ?, ?, ?, ?)',
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(int(datetime.now().timestamp()), portfolio_val, pu, pp, usdt_free, len(self.active_trades)))
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conn.commit()
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conn.close()
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logger.info(f"[DB-LOG] PV={portfolio_val:.2f}, P&L={pp:.2f}% (vs baseline {baseline_pv:.2f})")
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logger.info(f"[DB-LOG] PV={portfolio_val:.2f}, P&L={pp:.2f}%")
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except Exception as e:
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logger.warning(f"DB log failed: {e}")
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@ -229,16 +287,18 @@ class TradingBotV041:
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self.check_and_close_positions()
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# Update price history
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for symbol in SYMBOLS:
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price = self.get_current_price(symbol)
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if price:
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self.price_history[symbol].append(price)
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if len(self.price_history[symbol]) > 20:
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if len(self.price_history[symbol]) > 100:
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self.price_history[symbol].pop(0)
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# Find BEST signal (any of the 3)
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best_signal = None
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for symbol in SYMBOLS:
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if symbol not in self.active_trades and self.is_local_minimum(symbol):
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if symbol not in self.active_trades and self.has_buy_signal(symbol):
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best_signal = symbol
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break
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@ -256,13 +316,13 @@ class TradingBotV041:
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'portfolio_value': round(portfolio_val, 2),
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'max_trade_usdt': round(self.max_trade_usdt, 2),
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'timestamp': datetime.now().isoformat(),
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'version': 'v0.4.1'
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'version': 'v0.4.2'
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}, f)
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os.replace(temp, '/home/marc/bot-deploy/active_trades.json')
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except:
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pass
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# SAVE P&L to DB (EVERY CYCLE - THIS IS THE FIX!)
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# Save P&L
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self.save_pnl_to_db(portfolio_val, usdt_free)
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logger.info(f"[CYCLE-END] Trades={len(self.active_trades)} | Portfolio={portfolio_val:.2f}")
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@ -271,12 +331,12 @@ class TradingBotV041:
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if __name__ == '__main__':
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import sys
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bot = TradingBotV041()
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bot = TradingBotV042()
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if len(sys.argv) > 1 and sys.argv[1] == '--once':
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bot.run_cycle()
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else:
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logger.info("[v0.4.1 START] Bot running...")
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logger.info("[v0.4.2 START] Bot running (RSI + Support Signals)...")
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while True:
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try:
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bot.run_cycle()
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