560863fa0d
Replace day-trading bot with long-term accumulation signal model. Predicts optimal BUY times using forward return analysis at 7d/30d/90d horizons, scoring each candle 0-100. Primary metric is now cost_basis_improvement_pct (model buy price vs DCA). - train_and_backtest.py: regression models (XGBoost/LSTM hybrid), accumulation-focused features (price position, momentum, volatility, volume, cycle), forward return targets, signal quality backtesting - orchestrator.py: cost improvement scoring, signal count validation - analyzer.py: accumulation-focused LLM system prompt - dashboard: cost improvement display, signal metrics table - config: new accumulation-focused parameters Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
461 lines
16 KiB
Python
461 lines
16 KiB
Python
#!/usr/bin/env python3
|
|
"""
|
|
BTC Accumulation Signal Optimizer -- Web Dashboard
|
|
FastAPI server with inline HTML/CSS/JS dashboard.
|
|
"""
|
|
|
|
import json
|
|
import os
|
|
import sys
|
|
import threading
|
|
|
|
from fastapi import FastAPI
|
|
from fastapi.responses import FileResponse, HTMLResponse, JSONResponse
|
|
from pydantic import BaseModel
|
|
|
|
BASE_DIR = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
|
|
sys.path.insert(0, BASE_DIR)
|
|
|
|
import orchestrator
|
|
|
|
app = FastAPI(title="BTC Accumulation Signal Optimizer")
|
|
|
|
CONFIG_DIR = os.path.join(BASE_DIR, "config")
|
|
RESULTS_DIR = os.path.join(BASE_DIR, "results")
|
|
ITERATIONS_LOG = os.path.join(RESULTS_DIR, "iterations.jsonl")
|
|
|
|
_opt_thread = None
|
|
|
|
|
|
class ConfigUpdate(BaseModel):
|
|
config: dict
|
|
|
|
|
|
@app.get("/api/status")
|
|
def api_status():
|
|
return orchestrator.get_status()
|
|
|
|
|
|
@app.get("/api/iterations")
|
|
def api_iterations():
|
|
iterations = orchestrator.load_iteration_history()
|
|
slim = []
|
|
for it in iterations:
|
|
entry = {k: v for k, v in it.items() if k not in ("config", "results")}
|
|
slim.append(entry)
|
|
return slim
|
|
|
|
|
|
@app.get("/api/config")
|
|
def api_config():
|
|
best = os.path.join(CONFIG_DIR, "best_config.json")
|
|
initial = os.path.join(CONFIG_DIR, "initial_config.json")
|
|
path = best if os.path.exists(best) else initial
|
|
with open(path) as f:
|
|
return json.load(f)
|
|
|
|
|
|
@app.put("/api/config")
|
|
def api_update_config(body: ConfigUpdate):
|
|
path = os.path.join(CONFIG_DIR, "current_config.json")
|
|
with open(path, "w") as f:
|
|
json.dump(body.config, f, indent=2)
|
|
return {"ok": True}
|
|
|
|
|
|
@app.post("/api/start")
|
|
def api_start():
|
|
global _opt_thread
|
|
status = orchestrator.get_status()
|
|
if status["state"] == "running":
|
|
return JSONResponse({"error": "Already running"}, status_code=409)
|
|
|
|
_opt_thread = threading.Thread(
|
|
target=orchestrator.run_optimization_loop, daemon=True
|
|
)
|
|
_opt_thread.start()
|
|
return {"ok": True, "message": "Optimization started"}
|
|
|
|
|
|
@app.post("/api/stop")
|
|
def api_stop():
|
|
orchestrator.request_stop()
|
|
return {"ok": True, "message": "Stop requested"}
|
|
|
|
|
|
@app.get("/api/best")
|
|
def api_best():
|
|
best_path = os.path.join(CONFIG_DIR, "best_config.json")
|
|
if not os.path.exists(best_path):
|
|
return {"config": None, "best_score": 0}
|
|
with open(best_path) as f:
|
|
config = json.load(f)
|
|
iterations = orchestrator.load_iteration_history()
|
|
best_iter = max(iterations, key=lambda x: x.get("cost_improvement", 0)) if iterations else {}
|
|
return {"config": config, "best_iteration": best_iter}
|
|
|
|
|
|
@app.get("/api/download/iterations")
|
|
def api_download_iterations():
|
|
if os.path.exists(ITERATIONS_LOG):
|
|
return FileResponse(ITERATIONS_LOG, filename="iterations.jsonl")
|
|
return JSONResponse({"error": "No iterations yet"}, status_code=404)
|
|
|
|
|
|
@app.get("/api/download/best-config")
|
|
def api_download_best_config():
|
|
path = os.path.join(CONFIG_DIR, "best_config.json")
|
|
if os.path.exists(path):
|
|
return FileResponse(path, filename="best_config.json")
|
|
return JSONResponse({"error": "No best config yet"}, status_code=404)
|
|
|
|
|
|
DASHBOARD_HTML = """<!DOCTYPE html>
|
|
<html lang="en">
|
|
<head>
|
|
<meta charset="UTF-8">
|
|
<meta name="viewport" content="width=device-width, initial-scale=1.0">
|
|
<title>BTC Accumulation Signal Optimizer</title>
|
|
<link rel="preconnect" href="https://fonts.googleapis.com">
|
|
<link href="https://fonts.googleapis.com/css2?family=Inter:wght@400;500;600;700&display=swap" rel="stylesheet">
|
|
<script src="https://cdn.jsdelivr.net/npm/chart.js@4.4.4/dist/chart.umd.min.js"></script>
|
|
<style>
|
|
*,*::before,*::after{box-sizing:border-box;margin:0;padding:0}
|
|
:root{--bg:#0f172a;--card:#1e293b;--card-hover:#253349;--text:#e2e8f0;--text-dim:#94a3b8;--accent:#f7931a;--green:#22c55e;--red:#ef4444;--yellow:#eab308;--border:#334155;--mono:'JetBrains Mono','Fira Code','Courier New',monospace}
|
|
body{font-family:'Inter',sans-serif;background:var(--bg);color:var(--text);min-height:100vh}
|
|
.container{max-width:1400px;margin:0 auto;padding:16px}
|
|
h1{font-size:1.5rem;font-weight:700;display:flex;align-items:center;gap:10px}
|
|
h1 .btc{color:var(--accent);font-size:1.8rem}
|
|
h2{font-size:1rem;font-weight:600;color:var(--text-dim);margin-bottom:12px;text-transform:uppercase;letter-spacing:.05em;font-size:.8rem}
|
|
|
|
.header{display:flex;justify-content:space-between;align-items:center;padding:16px 0;border-bottom:1px solid var(--border);margin-bottom:16px;flex-wrap:wrap;gap:12px}
|
|
.controls{display:flex;gap:8px;align-items:center}
|
|
.btn{padding:8px 18px;border:none;border-radius:6px;font-family:inherit;font-weight:600;font-size:.85rem;cursor:pointer;transition:all .15s}
|
|
.btn-start{background:var(--green);color:#000}.btn-start:hover{background:#16a34a}
|
|
.btn-stop{background:var(--red);color:#fff}.btn-stop:hover{background:#dc2626}
|
|
.btn-secondary{background:var(--border);color:var(--text)}.btn-secondary:hover{background:var(--card-hover)}
|
|
.btn:disabled{opacity:.4;cursor:not-allowed}
|
|
|
|
.status-badge{display:inline-flex;align-items:center;gap:6px;padding:4px 12px;border-radius:20px;font-size:.8rem;font-weight:600}
|
|
.status-idle{background:#1e3a5f;color:#60a5fa}
|
|
.status-running{background:#1a3a2a;color:var(--green)}
|
|
.status-completed{background:#3a2a1a;color:var(--accent)}
|
|
.status-error{background:#3a1a1a;color:var(--red)}
|
|
.pulse{width:8px;height:8px;border-radius:50%;background:currentColor;animation:pulse 1.5s infinite}
|
|
@keyframes pulse{0%,100%{opacity:1}50%{opacity:.3}}
|
|
|
|
.best-score{text-align:right}
|
|
.best-score .label{font-size:.7rem;text-transform:uppercase;letter-spacing:.1em;color:var(--text-dim)}
|
|
.best-score .value{font-size:2.2rem;font-weight:700;color:var(--accent);font-family:var(--mono)}
|
|
.best-score .unit{font-size:1rem;color:var(--text-dim)}
|
|
|
|
.grid{display:grid;grid-template-columns:1fr 360px;gap:16px}
|
|
@media(max-width:900px){.grid{grid-template-columns:1fr}}
|
|
|
|
.card{background:var(--card);border-radius:10px;padding:16px;border:1px solid var(--border)}
|
|
|
|
.table-wrap{overflow-x:auto;max-height:400px;overflow-y:auto}
|
|
table{width:100%;border-collapse:collapse;font-size:.82rem}
|
|
th{position:sticky;top:0;background:var(--card);text-align:left;padding:8px 10px;color:var(--text-dim);font-weight:600;border-bottom:2px solid var(--border);font-size:.75rem;text-transform:uppercase;letter-spacing:.04em}
|
|
td{padding:7px 10px;border-bottom:1px solid var(--border);font-family:var(--mono);font-size:.8rem}
|
|
tr.best-row{background:rgba(34,197,94,.1)}
|
|
tr.best-row td:first-child{border-left:3px solid var(--green)}
|
|
tr:hover{background:var(--card-hover)}
|
|
|
|
.chart-container{position:relative;height:260px}
|
|
|
|
.llm-panel{max-height:500px;overflow-y:auto}
|
|
.llm-entry{padding:10px;border-bottom:1px solid var(--border);font-size:.82rem;line-height:1.5}
|
|
.llm-entry .iter-label{font-weight:600;color:var(--accent);font-size:.75rem;margin-bottom:4px}
|
|
|
|
.config-section{margin-top:16px}
|
|
.config-toggle{cursor:pointer;user-select:none;display:flex;align-items:center;gap:6px}
|
|
.config-toggle .arrow{transition:transform .2s;font-size:.7rem}
|
|
.config-toggle.open .arrow{transform:rotate(90deg)}
|
|
.config-body{display:none;margin-top:12px}
|
|
.config-body.open{display:block}
|
|
textarea.config-editor{width:100%;height:300px;background:var(--bg);color:var(--text);border:1px solid var(--border);border-radius:6px;padding:12px;font-family:var(--mono);font-size:.8rem;resize:vertical}
|
|
.config-actions{display:flex;gap:8px;margin-top:8px}
|
|
|
|
.downloads{display:flex;gap:8px;margin-top:16px;flex-wrap:wrap}
|
|
.downloads a{color:var(--accent);text-decoration:none;font-size:.82rem;padding:6px 12px;border:1px solid var(--accent);border-radius:6px;transition:all .15s}
|
|
.downloads a:hover{background:var(--accent);color:#000}
|
|
|
|
.footer{text-align:center;color:var(--text-dim);font-size:.75rem;padding:20px 0;margin-top:16px;border-top:1px solid var(--border)}
|
|
</style>
|
|
</head>
|
|
<body>
|
|
<div class="container">
|
|
|
|
<div class="header">
|
|
<div>
|
|
<h1><span class="btc">₿</span> Accumulation Signal Optimizer</h1>
|
|
<div style="margin-top:8px">
|
|
<span id="statusBadge" class="status-badge status-idle"><span class="pulse"></span> Idle</span>
|
|
</div>
|
|
</div>
|
|
<div style="display:flex;align-items:center;gap:20px;flex-wrap:wrap">
|
|
<div class="controls">
|
|
<button id="btnStart" class="btn btn-start" onclick="startOpt()">Start Optimization</button>
|
|
<button id="btnStop" class="btn btn-stop" onclick="stopOpt()" disabled>Stop</button>
|
|
</div>
|
|
<div class="best-score">
|
|
<div class="label">Best Cost Improvement</div>
|
|
<div class="value" id="bestScore">0.0<span class="unit">%</span></div>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
<div class="grid">
|
|
<div class="left">
|
|
<div class="card" style="margin-bottom:16px">
|
|
<h2>Iterations</h2>
|
|
<div class="table-wrap">
|
|
<table>
|
|
<thead>
|
|
<tr><th>#</th><th>Cost Imp%</th><th>Signals</th><th>Frequency</th><th>R2</th><th>Bottoms</th><th>Tops</th><th>Model</th></tr>
|
|
</thead>
|
|
<tbody id="iterBody"></tbody>
|
|
</table>
|
|
</div>
|
|
</div>
|
|
<div class="card">
|
|
<h2>Cost Improvement Over Iterations</h2>
|
|
<div class="chart-container">
|
|
<canvas id="mainChart"></canvas>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
<div class="right">
|
|
<div class="card" style="margin-bottom:16px">
|
|
<h2>LLM Analysis</h2>
|
|
<div class="llm-panel" id="llmPanel">
|
|
<div style="color:var(--text-dim);font-size:.82rem;padding:10px">No suggestions yet.</div>
|
|
</div>
|
|
</div>
|
|
<div class="card">
|
|
<h2>Downloads</h2>
|
|
<div class="downloads">
|
|
<a href="/api/download/iterations">iterations.jsonl</a>
|
|
<a href="/api/download/best-config">best_config.json</a>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
<div class="card config-section">
|
|
<div class="config-toggle" id="configToggle" onclick="toggleConfig()">
|
|
<span class="arrow">▶</span>
|
|
<h2 style="margin:0">Configuration Editor</h2>
|
|
</div>
|
|
<div class="config-body" id="configBody">
|
|
<textarea class="config-editor" id="configEditor"></textarea>
|
|
<div class="config-actions">
|
|
<button class="btn btn-start" onclick="updateConfig()">Update Config</button>
|
|
<button class="btn btn-secondary" onclick="resetConfig()">Reset to Default</button>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
<div class="footer">BTC Accumulation Signal Optimizer — VPS → Windows GPU → Mac Mini LLM</div>
|
|
</div>
|
|
|
|
<script>
|
|
let chart = null;
|
|
let pollInterval = null;
|
|
|
|
function initChart() {
|
|
const ctx = document.getElementById('mainChart').getContext('2d');
|
|
chart = new Chart(ctx, {
|
|
type: 'line',
|
|
data: {
|
|
labels: [],
|
|
datasets: [{
|
|
label: 'Cost Improvement %',
|
|
data: [],
|
|
borderColor: '#f7931a',
|
|
backgroundColor: 'rgba(247,147,26,0.1)',
|
|
borderWidth: 2,
|
|
fill: true,
|
|
tension: 0.3,
|
|
pointRadius: 4,
|
|
pointBackgroundColor: '#f7931a'
|
|
}, {
|
|
label: 'Signal Count',
|
|
data: [],
|
|
borderColor: '#22c55e',
|
|
borderWidth: 1.5,
|
|
fill: false,
|
|
tension: 0.3,
|
|
pointRadius: 3,
|
|
pointBackgroundColor: '#22c55e',
|
|
yAxisID: 'y1'
|
|
}]
|
|
},
|
|
options: {
|
|
responsive: true,
|
|
maintainAspectRatio: false,
|
|
interaction: { intersect: false, mode: 'index' },
|
|
plugins: {
|
|
legend: { labels: { color: '#94a3b8', font: { size: 11 } } }
|
|
},
|
|
scales: {
|
|
x: { ticks: { color: '#94a3b8' }, grid: { color: '#1e293b' } },
|
|
y: { position: 'left', ticks: { color: '#f7931a' }, grid: { color: '#1e293b' }, title: { display: true, text: 'Cost Improvement %', color: '#f7931a' } },
|
|
y1: { position: 'right', ticks: { color: '#22c55e' }, grid: { drawOnChartArea: false }, title: { display: true, text: 'Signal Count', color: '#22c55e' } }
|
|
}
|
|
}
|
|
});
|
|
}
|
|
|
|
function updateStatusBadge(status) {
|
|
const badge = document.getElementById('statusBadge');
|
|
const state = status.state || 'idle';
|
|
badge.className = 'status-badge status-' + state;
|
|
let text = state.charAt(0).toUpperCase() + state.slice(1);
|
|
if (state === 'running' && status.iteration > 0) {
|
|
text += ' (iteration ' + status.iteration + '/' + status.max_iterations + ')';
|
|
}
|
|
if (state === 'error' && status.error) {
|
|
text += ': ' + status.error.substring(0, 60);
|
|
}
|
|
badge.innerHTML = '<span class="pulse"></span> ' + text;
|
|
|
|
document.getElementById('btnStart').disabled = (state === 'running');
|
|
document.getElementById('btnStop').disabled = (state !== 'running');
|
|
document.getElementById('bestScore').innerHTML = (status.best_score || 0).toFixed(1) + '<span class="unit">%</span>';
|
|
}
|
|
|
|
function updateIterations(iterations) {
|
|
const tbody = document.getElementById('iterBody');
|
|
if (!iterations.length) {
|
|
tbody.innerHTML = '<tr><td colspan="8" style="color:var(--text-dim);text-align:center">No iterations yet</td></tr>';
|
|
return;
|
|
}
|
|
const bestCI = Math.max(...iterations.map(i => i.cost_improvement || 0));
|
|
let html = '';
|
|
for (const it of iterations) {
|
|
const isBest = it.cost_improvement === bestCI && bestCI > 0;
|
|
const sc = it.cost_improvement > 15 ? 'var(--green)' : it.cost_improvement > 10 ? 'var(--yellow)' : 'var(--red)';
|
|
html += '<tr class="' + (isBest ? 'best-row' : '') + '">';
|
|
html += '<td>' + it.iteration + '</td>';
|
|
html += '<td style="color:' + sc + ';font-weight:600">' + (it.cost_improvement||0).toFixed(1) + '</td>';
|
|
html += '<td>' + (it.signal_count||0) + '</td>';
|
|
html += '<td>' + (it.signal_frequency||0).toFixed(1) + '%</td>';
|
|
html += '<td>' + (it.r2_score||0).toFixed(4) + '</td>';
|
|
html += '<td>' + (it.score_at_bottoms||0).toFixed(1) + '</td>';
|
|
html += '<td>' + (it.score_at_tops||0).toFixed(1) + '</td>';
|
|
html += '<td>' + (it.model_type||'-') + '</td>';
|
|
html += '</tr>';
|
|
}
|
|
tbody.innerHTML = html;
|
|
const wrap = tbody.closest('.table-wrap');
|
|
wrap.scrollTop = wrap.scrollHeight;
|
|
}
|
|
|
|
function updateChart(iterations) {
|
|
if (!chart || !iterations.length) return;
|
|
chart.data.labels = iterations.map(i => '#' + i.iteration);
|
|
chart.data.datasets[0].data = iterations.map(i => i.cost_improvement || 0);
|
|
chart.data.datasets[1].data = iterations.map(i => i.signal_count || 0);
|
|
chart.update('none');
|
|
}
|
|
|
|
function updateLLM(suggestions) {
|
|
const panel = document.getElementById('llmPanel');
|
|
if (!suggestions || !suggestions.length) return;
|
|
let html = '';
|
|
for (const s of suggestions.slice().reverse()) {
|
|
html += '<div class="llm-entry"><div class="iter-label">Iteration ' + s.iteration + '</div>' + escapeHtml(s.reasoning) + '</div>';
|
|
}
|
|
panel.innerHTML = html;
|
|
}
|
|
|
|
function escapeHtml(text) {
|
|
const d = document.createElement('div');
|
|
d.textContent = text || '';
|
|
return d.innerHTML;
|
|
}
|
|
|
|
async function poll() {
|
|
try {
|
|
const [statusRes, iterRes] = await Promise.all([
|
|
fetch('/api/status'), fetch('/api/iterations')
|
|
]);
|
|
const status = await statusRes.json();
|
|
const iterations = await iterRes.json();
|
|
updateStatusBadge(status);
|
|
updateIterations(iterations);
|
|
updateChart(iterations);
|
|
updateLLM(status.llm_suggestions || []);
|
|
} catch(e) { console.error('Poll error:', e); }
|
|
}
|
|
|
|
async function startOpt() {
|
|
try {
|
|
const r = await fetch('/api/start', { method: 'POST' });
|
|
const d = await r.json();
|
|
if (d.error) alert(d.error);
|
|
} catch(e) { alert('Failed: ' + e); }
|
|
setTimeout(poll, 500);
|
|
}
|
|
|
|
async function stopOpt() {
|
|
try { await fetch('/api/stop', { method: 'POST' }); } catch(e) { alert('Failed: ' + e); }
|
|
setTimeout(poll, 500);
|
|
}
|
|
|
|
function toggleConfig() {
|
|
const toggle = document.getElementById('configToggle');
|
|
const body = document.getElementById('configBody');
|
|
toggle.classList.toggle('open');
|
|
body.classList.toggle('open');
|
|
if (body.classList.contains('open')) loadConfig();
|
|
}
|
|
|
|
async function loadConfig() {
|
|
try {
|
|
const r = await fetch('/api/config');
|
|
const c = await r.json();
|
|
document.getElementById('configEditor').value = JSON.stringify(c, null, 2);
|
|
} catch(e) { console.error(e); }
|
|
}
|
|
|
|
async function updateConfig() {
|
|
try {
|
|
const text = document.getElementById('configEditor').value;
|
|
const config = JSON.parse(text);
|
|
const r = await fetch('/api/config', {
|
|
method: 'PUT',
|
|
headers: { 'Content-Type': 'application/json' },
|
|
body: JSON.stringify({ config })
|
|
});
|
|
const d = await r.json();
|
|
if (d.ok) alert('Config updated!');
|
|
} catch(e) { alert('Invalid JSON or error: ' + e); }
|
|
}
|
|
|
|
async function resetConfig() {
|
|
if (!confirm('Reset to initial config?')) return;
|
|
try { location.reload(); } catch(e) { alert(e); }
|
|
}
|
|
|
|
initChart();
|
|
poll();
|
|
pollInterval = setInterval(poll, 10000);
|
|
</script>
|
|
</body>
|
|
</html>"""
|
|
|
|
|
|
@app.get("/", response_class=HTMLResponse)
|
|
def dashboard():
|
|
return DASHBOARD_HTML
|
|
|
|
|
|
if __name__ == "__main__":
|
|
import uvicorn
|
|
|
|
uvicorn.run(app, host="0.0.0.0", port=3088)
|