Y&j9dZddlZddlZddlmZddlmZmZddlZGddZdZ e dkr e dSdS) z Track signal performance and accuracy. For each signal: 1. Record entry time and price 2. Monitor price movement 3. Detect if target/stop was hit 4. Calculate win rate and performance metrics N)Path)datetime timedeltacjeZdZdZdefdZdZdedefdZ de d e fd Z de d e d efd Z dZd efdZdS) SignalTrackerz-Track signal outcomes and calculate accuracy.db_pathc<||_|dS)N)rcreate_database)selfrs R/home/ubuntu/.hermes/workspace/projects/ORDER_FLOW_GRAPH/scripts/signal_tracker.py__init__zSignalTracker.__init__s!  ctj|j}|}|d|d|d|d|d|d||dS)z,Create SQLite database for tracking signals.a CREATE TABLE IF NOT EXISTS signals ( id INTEGER PRIMARY KEY AUTOINCREMENT, asset TEXT NOT NULL, signal_type TEXT NOT NULL, direction TEXT NOT NULL, entry_price REAL NOT NULL, target_price REAL NOT NULL, stop_price REAL NOT NULL, confidence REAL NOT NULL, risk_reward REAL NOT NULL, entry_time TEXT NOT NULL, cfd_entry REAL, cfd_target REAL, cfd_stop REAL, status TEXT DEFAULT 'active', outcome_time TEXT, outcome_price REAL, outcome TEXT, profit_loss REAL, max_favorable REAL, max_adverse REAL, bars_held INTEGER, created_at TEXT NOT NULL ) aA CREATE TABLE IF NOT EXISTS price_checkpoints ( id INTEGER PRIMARY KEY AUTOINCREMENT, signal_id INTEGER NOT NULL, timestamp TEXT NOT NULL, price REAL NOT NULL, FOREIGN KEY (signal_id) REFERENCES signals(id) ) a CREATE TABLE IF NOT EXISTS performance_summary ( id INTEGER PRIMARY KEY AUTOINCREMENT, asset TEXT NOT NULL, signal_type TEXT, direction TEXT, total_signals INTEGER DEFAULT 0, wins INTEGER DEFAULT 0, losses INTEGER DEFAULT 0, win_rate REAL DEFAULT 0, avg_profit REAL, avg_loss REAL, avg_hold_time INTEGER, best_trade REAL, worst_trade REAL, max_drawdown REAL, last_updated TEXT NOT NULL, UNIQUE(asset, signal_type, direction) ) zOCREATE INDEX IF NOT EXISTS idx_signals_asset_time ON signals(asset, entry_time)z@CREATE INDEX IF NOT EXISTS idx_signals_status ON signals(status)zQCREATE INDEX IF NOT EXISTS idx_checkpoints_signal ON price_checkpoints(signal_id)N)sqlite3connectrcursorexecutecommitclose)r connrs r r zSignalTracker.create_databasest|,,     8          , hiiiYZZZjkkk  r signal_dataassetcTtj|j}|}|d||d|d|d|d|d|d|dt j|d |d |d d t jf| | |j S) zAdd a new signal to track.aZ INSERT INTO signals ( asset, signal_type, direction, entry_price, target_price, stop_price, confidence, risk_reward, entry_time, cfd_entry, cfd_target, cfd_stop, status, created_at ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) type direction entry_price target_price stop_price confidence risk_reward cfd_entry cfd_targetcfd_stopactive) rrrrrrnow isoformatgetrr lastrowid)r rrrrs r add_signalzSignalTracker.add_signaldst|,,      $  &  '  %  %  & LNN $ $ & & OOK ( ( OOL ) ) OOJ ' '  LNN $ $ & &    2  r signal_idpricec(tj|j}|}|d|t j|f|| dS)z$Add a price checkpoint for a signal.zn INSERT INTO price_checkpoints (signal_id, timestamp, price) VALUES (?, ?, ?) N) rrrrrrr%r&rr)r r*r+rrs r add_price_checkpointz"SignalTracker.add_price_checkpointsyt|,, 1133U ; = = =  r current_pricereturnctj|j}|}|d|f|}|s|ddiS|\}}}} } } | dkr|d| iSd} |} | dkr||krd} n||krd} n||krd} n||krd} | r}| dkr||z }n||z }|d | tj |||f| |d | |d S|ddiS) z#Check if signal hit target or stop.z SELECT entry_price, target_price, stop_price, direction, entry_time, status FROM signals WHERE id = ? status not_foundr$Nbullishwinlossz UPDATE signals SET outcome = ?, outcome_time = ?, outcome_price = ?, profit_loss = ?, status = 'closed' WHERE id = ? closed)r1outcome profit_loss) rrrrrfetchonerrr%r&r)r r*r.rrrowrrrr entry_timer1r7 outcome_pricer8s r check_signal_outcomez"SignalTracker.check_signal_outcomest|,, \    oo + JJLLLk* *ORL \:y*f X   JJLLLf% %%  ! ! ,,*,,  ,,*,,   XI%%+k9 )M9  NN 8<>>3355}kS\]  _ _ _ KKMMM JJLLL&7;WW W (##rctj|j}|}|d|}|D]d}|\ }}}}} } } } } }|dkr| |z dznd}|d||||| | || | | |t jf e| | dS)z#Update performance summary metrics.a SELECT asset, signal_type, direction, COUNT(*) as total, SUM(CASE WHEN outcome = 'win' THEN 1 ELSE 0 END) as wins, SUM(CASE WHEN outcome = 'loss' THEN 1 ELSE 0 END) as losses, AVG(CASE WHEN outcome = 'win' THEN profit_loss END) as avg_profit, AVG(CASE WHEN outcome = 'loss' THEN profit_loss END) as avg_loss, MAX(profit_loss) as best_trade, MIN(profit_loss) as worst_trade FROM signals WHERE status = 'closed' GROUP BY asset, signal_type, direction rda) INSERT OR REPLACE INTO performance_summary (asset, signal_type, direction, total_signals, wins, losses, win_rate, avg_profit, avg_loss, best_trade, worst_trade, last_updated) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) N) rrrrrfetchallrr%r&rr)r rrrowsr:r signal_typertotalwinslosses avg_profitavg_loss best_trade worst_tradewin_rates r update_performance_summaryz(SignalTracker.update_performance_summaryst|,,      / /Cps mE; 5$ HV`bm/4qyyu s**aH NN ifJ*k,..**,,.  / / / /  rc btj|j}|}|d|}|r |ddkr|ddiS|\}}}}}} |dkr||z dznd} |||t| d|rt|dnd|rt|dnd| rt| dnd|r"|r tt||z dndd} |dg| d <| D]n}|\} } }}}| dkr|| z dznd} | d  | | |t| d|rt|dnd|rt|dndd o|d g| d <| D]F}|\}} }| dkr|| z dznd} | d  || |t| dd G|| S)zGet overall performance report.a SELECT COUNT(*) as total_signals, SUM(CASE WHEN outcome = 'win' THEN 1 ELSE 0 END) as total_wins, SUM(CASE WHEN outcome = 'loss' THEN 1 ELSE 0 END) as total_losses, AVG(CASE WHEN outcome = 'win' THEN profit_loss END) as avg_win, AVG(CASE WHEN outcome = 'loss' THEN profit_loss END) as avg_loss, SUM(profit_loss) as total_profit_loss FROM signals WHERE status = 'closed' rmessagezNo closed signals yetr?) total_signalsrDrErJavg_winrGtotal_profit_loss profit_factora SELECT asset, COUNT(*) as total, SUM(CASE WHEN outcome = 'win' THEN 1 ELSE 0 END) as wins, AVG(CASE WHEN outcome = 'win' THEN profit_loss END) as avg_profit, AVG(CASE WHEN outcome = 'loss' THEN profit_loss END) as avg_loss FROM signals WHERE status = 'closed' GROUP BY asset by_asset)rrCrDrJrFrGz SELECT signal_type, COUNT(*) as total, SUM(CASE WHEN outcome = 'win' THEN 1 ELSE 0 END) as wins FROM signals WHERE status = 'closed' GROUP BY signal_type by_type)rrCrDrJ) rrrrrr9rroundabsr@append)r rrr:rO total_wins total_lossesrPrGrQrJreportrrCrDrFrBs r get_performance_reportz$SignalTracker.get_performance_reportst|,,   oo 8c!fkk JJLLL67 7X[U z<(DU9F9J9JJ.44PQ+"h**,3:uWa(((.6=h***A@Q!X'8!!>>\]       z??$$  C7: 4E5$ H/4qyyu s**aH :  % %!(A..6@GeJ222a2:AE(A... ''         y??$$  C'* $K/4qyyu s**aH 9  $ $#!(A.. &&      rN)__name__ __module__ __qualname____doc__rr r dictstrr)intfloatr-r=rKr[rr rrs77HHHT! d! 3! ! ! ! F c %    :$c:$%:$D:$:$:$:$x%%%NWWWWWWWrrc tdtdtdtd}t|}td|tdgd}|D]}td|d}|s+t |5}t j|}d d d n #1swxYwYd |vrk|d }tj|}| } | d ||d f| d } | | d kr'td| d|||} td| d| td|dd|d td|d dtd|ddtd|ddtdtdtd|} d| vr)td| dtdn)td| d td!| d"d#| d$td%| d&d'td(| d)d| d*r`td+| d*D]H}td|d, d-|d&d.|d"d/|d0d1 I| d2rNtd3| d2D]6} td| dd-| d&d.| d"d/| d0d1 7tdtd4tdtd5td6td7td8tdd S)9zDemo signal tracking.zP================================================================================zSIGNAL PERFORMANCE TRACKERzS/home/ubuntu/.hermes/workspace/projects/ORDER_FLOW_GRAPH/data/signal_performance.dbu ✓ Database: u;✓ Tables: signals, price_checkpoints, performance_summary)btcusdtethusdtxautusdtzW/home/ubuntu/.hermes/workspace/projects/ORDER_FLOW_GRAPH/outputs/data/realtime_summary_z.jsonN best_setupz SELECT COUNT(*) FROM signals WHERE asset = ? AND entry_price = ? AND status = 'active' AND datetime(entry_time) > datetime('now', '-5 minutes') rr z: Signal already trackedz: Added signal #z rz - rz Entry: $z.2fz Target: $rz Stop: $rzQ ================================================================================zPERFORMANCE REPORTrMu0 📊 Track new signals to see accuracy metrics!z Total Signals: rOzWins: rDz | Losses: rEz Win Rate: rJ%z Total P/L: $rQrSz By Asset:rz: z % win rate (/rC)rTz By Type:u ✓ Signal tracking initialized!z Next steps:z91. Run signal checker every 1-5 minutes to check outcomesz.2. Update performance summary after each checkz3. Display accuracy in UI)printrrexistsopenjsonloadrrrrr9rupperr)r[)rtrackerassetsr signal_filefdatasetuprrcountr*rZsig_types r mainr|Qs- &MMM &''' &MMMhiiGG$$G &W & &''' GHHH0 / /F$5$5BuzBBBCC !!##   +   !9Q<u{{}}>>> ? ? ? &&ue44  =5;;====)==>>> A5=AAU;%7%=%=%?%?AABBB 55/555666 7E.1777888 3% -3334444 -  &MMM  + + - -FF &6)$&&''' ABBBB ;&"9;;<<< Dvf~DD&2BDDEEE 06*-000111 >V$78>>>??? *  w -  + w wu5>//11uuU:5FuuTYZ`Tauudijqdruuuvvvv )  z ,   "9- z zx8F+xxx /CxxQYZ`Qaxxdlmtduxxxyyyy - ,--- &MMM / EFFF :;;; %&&& &MMMMMs-CC C __main__) r_rqrpathlibrrr statisticsrr|r\rdrr rs (((((((({{{{{{{{| WWWt zDFFFFFr