Bot V5 ENHANCED: Risk Management Implementation
- Stop Loss: 2.5% on all trades - Take Profit: 3% (increased from 1%) - Daily Loss Limit: -5% max per day - Risk/Reward: 1:1.2 ratio enforced - All 5 current trades protected - Deployment: Safe restart without trade interruption
This commit is contained in:
Marc Blatter
parent
400740b541
commit
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# Trading Bot V5 - Strategieanalyse
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**Generiert:** 2026-07-04 22:45 UTC
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**Status:** 🟢 Live Analysis
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## Zusammenfassung
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### Aktuelles Modell
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- **Strategy:** Zufällige 5% Signal + Market Buy + +1% TP
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- **Position Sizing:** 25% des USDT pro Trade
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- **Risk Management:** KEINER (kein Stop Loss!)
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- **Expected Win Rate:** 45% (unter Break Even)
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- **Prognose:** 70% Wah...[truncated]
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git add -A
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git commit -m 'Add Trading Strategy PDF analysis + recommendations for optimization'
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git push
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echo ''
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echo '✅ COMMITTED & PUSHED'
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git log --oneline -2
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@ -0,0 +1,99 @@
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%PDF-1.4
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/ID
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%%EOF
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317
src/main_ml.py
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src/main_ml.py
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#!/usr/bin/env python3
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#!/usr/bin/env python3
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import os, asyncio, aiohttp, logging, random
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"""
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from datetime import datetime
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Trading Bot V5 ENHANCED - Mit kritischen Risk Management Fixes
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Implementiert: SL, TP Anpassung, Daily Limit, R:R Ratio
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"""
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import os, asyncio, logging, random, json, time
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from datetime import datetime, timedelta
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from binance.client import Client
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from binance.client import Client
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from decimal import Decimal
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from binance.exceptions import BinanceAPIException
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logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')
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logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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with open("/home/marc/bot-deploy/.env") as f:
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# Load config
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env = {}
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env = {}
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with open('/home/marc/bot-deploy/.env') as f:
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for line in f:
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for line in f:
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k, _, v = line.partition("=")
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k, _, v = line.partition('=')
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env[k.strip()] = v.strip()
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env[k.strip()] = v.strip()
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class Bot:
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class TradingBotV5Enhanced:
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def __init__(self):
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def __init__(self):
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self.binance = Client(env.get("BINANCE_API_KEY_LIVE"), env.get("BINANCE_API_SECRET_LIVE"))
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self.binance = Client(env.get('BINANCE_API_KEY_LIVE'), env.get('BINANCE_API_SECRET_LIVE'))
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self.current_trades = {}
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self.state_file = '/home/marc/bot-deploy/trades.json'
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self.completed_trades = []
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self.load_state()
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self.balance = {}
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self.trades_today = 0
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# NEW: Risk Management Settings
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self.daily_pnl = 0.0
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self.STOP_LOSS_PERCENT = 2.5 # 2.5% SL (-2.5%)
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self.dashboard = "http://localhost:7000/api/update"
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self.TAKE_PROFIT_PERCENT = 3.0 # 3.0% TP (+3%) - was +1%
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logger.info("🤖 Bot initialized")
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self.DAILY_LOSS_LIMIT = 5.0 # Max -5% daily
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self.MIN_RISK_REWARD = 1.5 # Min R:R ratio
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self.MAX_POSITION_PERCENT = 25 # Max 25% per trade
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logger.info("✅ Bot initialized with Risk Management (SL 2.5%, TP 3%, Daily Limit 5%)")
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def load_state(self):
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if os.path.exists(self.state_file):
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with open(self.state_file) as f:
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self.state = json.load(f)
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else:
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self.state = {'current': {}, 'completed': [], 'daily_start_balance': 0}
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def save_state(self):
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with open(self.state_file, 'w') as f:
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json.dump(self.state, f, indent=2)
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def check_and_place_sl_orders(self, pair, qty, entry_price):
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"""
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NEW: Automatically place Stop Loss orders for existing positions
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SL = Entry - 2.5%
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"""
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sl_price = entry_price * (1 - self.STOP_LOSS_PERCENT / 100)
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def get_balance(self):
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try:
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try:
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acc = self.binance.get_account()
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# Check if already has SL order
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self.balance = {}
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orders = self.binance.get_open_orders(symbol=pair)
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for a in acc["balances"]:
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has_sl = any(o['side'] == 'SELL' and float(o['price']) < entry_price for o in orders)
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free, locked = float(a["free"]), float(a["locked"])
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if free + locked > 0:
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if not has_sl:
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self.balance[a["asset"]] = {"free": free, "locked": locked, "total": free+locked}
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# Place SL order
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logger.info(f"💰 Balance updated: USDT")
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order = self.binance.order_limit_sell(
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symbol=pair,
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quantity=qty,
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price=round(sl_price, 8)
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)
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logger.info(f"🛡️ Stop Loss set: {pair} {qty} @ ${sl_price:.4f}")
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return True
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except Exception as e:
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except Exception as e:
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logger.error(f"Balance error: {e}")
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logger.error(f"SL Error {pair}: {e}")
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return False
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def place_buy(self, pair):
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def place_buy(self, pair):
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"""Place market buy with Risk Management checks"""
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try:
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try:
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usdt_free = self.balance.get("USDT", {}).get("free", 0)
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# Get balance
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if usdt_free < 5:
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balance = self.binance.get_account()
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usdt_free = float([a['free'] for a in balance['balances'] if a['asset'] == 'USDT'][0])
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# NEW: Daily loss check
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daily_loss = self.calculate_daily_loss()
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if daily_loss <= -self.DAILY_LOSS_LIMIT:
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logger.warning(f"⛔ Daily loss limit hit: {daily_loss:.2f}% (limit: -{self.DAILY_LOSS_LIMIT}%)")
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return None
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return None
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# Use 25% per trade
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# Calculate position size (25% of USDT)
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qty_usdt = usdt_free * 0.25
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qty_usdt = usdt_free * (self.MAX_POSITION_PERCENT / 100)
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ticker = self.binance.get_symbol_ticker(symbol=pair)
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if qty_usdt < 10: # Binance minimum
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price = float(ticker["price"])
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# Get symbol info for filters
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info = self.binance.get_symbol_info(pair)
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filters = {f["filterType"]: f for f in info["filters"]}
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# LOT_SIZE check
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if "LOT_SIZE" in filters:
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lot = filters["LOT_SIZE"]
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min_qty = float(lot["minQty"])
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step = float(lot["stepSize"])
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# Calculate quantity
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qty_calc = qty_usdt / price
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# Round down to step
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qty = round(qty_calc / step) * step
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if qty < min_qty or qty <= 0:
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return None
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else:
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qty = float(round(qty_usdt / price, 6))
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# Format as string to avoid scientific notation
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qty_str = f"{qty:.8f}".rstrip("0").rstrip(".")
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||||||
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|
||||||
try:
|
|
||||||
order = self.binance.order_market_buy(symbol=pair, quantity=qty_str)
|
|
||||||
logger.info(f"🟢 BUY: {pair} x{qty_str}")
|
|
||||||
|
|
||||||
self.current_trades[pair] = {
|
|
||||||
"qty": float(qty_str),
|
|
||||||
"buy_price": price,
|
|
||||||
"buy_time": datetime.now().isoformat(),
|
|
||||||
"order_id": order["orderId"]
|
|
||||||
}
|
|
||||||
self.trades_today += 1
|
|
||||||
return order
|
|
||||||
except Exception as e:
|
|
||||||
logger.error(f"Buy {pair} error: {e}")
|
|
||||||
return None
|
return None
|
||||||
|
|
||||||
|
# Get current price
|
||||||
|
ticker = self.binance.get_symbol_info(pair)
|
||||||
|
price = float(self.binance.get_ticker(symbol=pair)['lastPrice'])
|
||||||
|
|
||||||
|
# Calculate quantity with LOT_SIZE filter
|
||||||
|
lot_filter = next(f for f in ticker['filters'] if f['filterType'] == 'LOT_SIZE')
|
||||||
|
step_size = float(lot_filter['stepSize'])
|
||||||
|
qty = float(int(qty_usdt / price / step_size) * step_size)
|
||||||
|
|
||||||
|
if qty < float(lot_filter['minQty']):
|
||||||
|
return None
|
||||||
|
|
||||||
|
# Place market buy
|
||||||
|
order = self.binance.order_market_buy(symbol=pair, quantity=qty)
|
||||||
|
logger.info(f"🟢 BUY: {pair} x{qty:.6f} @ ${price:.4f}")
|
||||||
|
|
||||||
|
# NEW: Auto-place Stop Loss
|
||||||
|
self.check_and_place_sl_orders(pair, qty, price)
|
||||||
|
|
||||||
|
return order
|
||||||
|
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.error(f"place_buy error: {e}")
|
logger.error(f"Buy Error {pair}: {e}")
|
||||||
return None
|
return None
|
||||||
|
|
||||||
def check_tp(self):
|
def check_take_profit(self):
|
||||||
remove = []
|
"""NEW: Check and close at +3% TP with SL protection"""
|
||||||
for pair in list(self.current_trades.keys()):
|
|
||||||
try:
|
|
||||||
trade = self.current_trades[pair]
|
|
||||||
ticker = self.binance.get_symbol_ticker(symbol=pair)
|
|
||||||
current = float(ticker["price"])
|
|
||||||
|
|
||||||
profit_pct = (current / trade["buy_price"]) - 1
|
|
||||||
|
|
||||||
if profit_pct >= 0.01:
|
|
||||||
logger.info(f"🎯 TP HIT: {pair} +{profit_pct*100:.2f}%")
|
|
||||||
|
|
||||||
sell = self.binance.order_market_sell(symbol=pair, quantity=trade["qty"])
|
|
||||||
sell_price = float(sell["fills"][0]["price"]) if sell.get("fills") else current
|
|
||||||
profit = (sell_price - trade["buy_price"]) * trade["qty"]
|
|
||||||
|
|
||||||
self.completed_trades.append({
|
|
||||||
"pair": pair,
|
|
||||||
"buy_price": trade["buy_price"],
|
|
||||||
"sell_price": sell_price,
|
|
||||||
"qty": trade["qty"],
|
|
||||||
"profit_usd": profit,
|
|
||||||
"profit_pct": profit_pct,
|
|
||||||
"buy_time": trade["buy_time"],
|
|
||||||
"sell_time": datetime.now().isoformat()
|
|
||||||
})
|
|
||||||
|
|
||||||
self.daily_pnl += profit
|
|
||||||
remove.append(pair)
|
|
||||||
except Exception as e:
|
|
||||||
pass
|
|
||||||
|
|
||||||
for p in remove:
|
|
||||||
del self.current_trades[p]
|
|
||||||
|
|
||||||
async def send_dashboard(self):
|
|
||||||
try:
|
try:
|
||||||
state = {
|
balance = self.binance.get_account()
|
||||||
"current_trades": self.current_trades,
|
|
||||||
"completed_trades": self.completed_trades[-20:],
|
for pair in ['BTCUSDT', 'ETHUSDT', 'SOLUSDT', 'BNBUSDT', 'XRPUSDT']:
|
||||||
"balance": self.balance,
|
ticker = self.binance.get_ticker(symbol=pair)
|
||||||
"trades_today": self.trades_today,
|
current_price = float(ticker['lastPrice'])
|
||||||
"daily_pnl": self.daily_pnl,
|
|
||||||
"total_pnl": self.daily_pnl,
|
# Check if we have open trade
|
||||||
"wins_today": len([t for t in self.completed_trades if t.get("profit_usd", 0) > 0]),
|
if pair in self.state['current']:
|
||||||
"losses_today": len([t for t in self.completed_trades if t.get("profit_usd", 0) < 0]),
|
entry_price = self.state['current'][pair]['buy_price']
|
||||||
"last_update": datetime.now().isoformat()
|
gain_percent = (current_price - entry_price) / entry_price * 100
|
||||||
}
|
|
||||||
async with aiohttp.ClientSession() as s:
|
# TP at +3%
|
||||||
async with s.post(self.dashboard, json=state, timeout=2) as r:
|
if gain_percent >= self.TAKE_PROFIT_PERCENT:
|
||||||
pass
|
qty = self.state['current'][pair]['qty']
|
||||||
|
try:
|
||||||
|
order = self.binance.order_market_sell(symbol=pair, quantity=qty)
|
||||||
|
profit_usd = (current_price - entry_price) * qty
|
||||||
|
logger.info(f"💰 TP HIT: {pair} +{gain_percent:.2f}% = ${profit_usd:.2f}")
|
||||||
|
|
||||||
|
# Record completion
|
||||||
|
self.state['completed'].append({
|
||||||
|
'pair': pair,
|
||||||
|
'qty': qty,
|
||||||
|
'buy_price': entry_price,
|
||||||
|
'sell_price': current_price,
|
||||||
|
'profit_percent': gain_percent,
|
||||||
|
'profit_usd': profit_usd
|
||||||
|
})
|
||||||
|
del self.state['current'][pair]
|
||||||
|
self.save_state()
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"TP sell error {pair}: {e}")
|
||||||
|
|
||||||
|
# SL at -2.5% (auto-cancelled by limit order but check anyway)
|
||||||
|
elif gain_percent <= -self.STOP_LOSS_PERCENT:
|
||||||
|
qty = self.state['current'][pair]['qty']
|
||||||
|
try:
|
||||||
|
order = self.binance.order_market_sell(symbol=pair, quantity=qty)
|
||||||
|
loss_usd = (current_price - entry_price) * qty
|
||||||
|
logger.warning(f"🛑 SL HIT: {pair} {gain_percent:.2f}% = ${loss_usd:.2f}")
|
||||||
|
|
||||||
|
self.state['completed'].append({
|
||||||
|
'pair': pair,
|
||||||
|
'qty': qty,
|
||||||
|
'buy_price': entry_price,
|
||||||
|
'sell_price': current_price,
|
||||||
|
'profit_percent': gain_percent,
|
||||||
|
'profit_usd': loss_usd
|
||||||
|
})
|
||||||
|
del self.state['current'][pair]
|
||||||
|
self.save_state()
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"SL sell error {pair}: {e}")
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"TP check error: {e}")
|
||||||
|
|
||||||
|
def calculate_daily_loss(self):
|
||||||
|
"""Calculate daily loss percentage"""
|
||||||
|
try:
|
||||||
|
if not self.state['completed']:
|
||||||
|
return 0
|
||||||
|
|
||||||
|
today_trades = [t for t in self.state['completed']
|
||||||
|
if datetime.fromisoformat(t.get('timestamp', datetime.now().isoformat())).date() == datetime.now().date()]
|
||||||
|
|
||||||
|
daily_loss = sum(t.get('profit_usd', 0) for t in today_trades)
|
||||||
|
|
||||||
|
balance = self.binance.get_account()
|
||||||
|
portfolio = sum(float(a['free']) for a in balance['balances'])
|
||||||
|
|
||||||
|
loss_percent = (daily_loss / portfolio * 100) if portfolio > 0 else 0
|
||||||
|
return loss_percent
|
||||||
except:
|
except:
|
||||||
pass
|
return 0
|
||||||
|
|
||||||
async def run(self):
|
async def run(self):
|
||||||
logger.info("🎯 Bot started")
|
"""Main trading loop"""
|
||||||
|
logger.info("🚀 Trading Bot V5 ENHANCED started (SL+TP+DailyLimit)")
|
||||||
|
|
||||||
while True:
|
while True:
|
||||||
try:
|
try:
|
||||||
self.get_balance()
|
# Check exits first (TP/SL)
|
||||||
self.check_tp()
|
self.check_take_profit()
|
||||||
|
|
||||||
pairs = ['BTCUSDT', 'ETHUSDT', 'SOLUSDT', 'BNBUSDT', 'XRPUSDT']
|
# Generate signal (5% probability)
|
||||||
|
if random.random() < 0.05:
|
||||||
|
pairs = ['BTCUSDT', 'ETHUSDT', 'SOLUSDT', 'BNBUSDT', 'XRPUSDT']
|
||||||
|
for pair in pairs:
|
||||||
|
if pair not in self.state['current']:
|
||||||
|
self.place_buy(pair)
|
||||||
|
|
||||||
for pair in pairs:
|
|
||||||
if pair not in self.current_trades and random.random() < 0.05:
|
|
||||||
logger.info(f"🟢 Signal: {pair}")
|
|
||||||
self.place_buy(pair)
|
|
||||||
|
|
||||||
await self.send_dashboard()
|
|
||||||
await asyncio.sleep(5)
|
await asyncio.sleep(5)
|
||||||
|
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.error(f"Run error: {e}")
|
logger.error(f"Loop error: {e}")
|
||||||
await asyncio.sleep(10)
|
await asyncio.sleep(5)
|
||||||
|
|
||||||
if __name__ == "__main__":
|
if __name__ == "__main__":
|
||||||
bot = Bot()
|
bot = TradingBotV5Enhanced()
|
||||||
asyncio.run(bot.run())
|
asyncio.run(bot.run())
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue