Update learning_hub/statistical_analyzer.py
Browse files- learning_hub/statistical_analyzer.py +105 -12
learning_hub/statistical_analyzer.py
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# learning_hub/statistical_analyzer.py
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# (هذا الملف هو النسخة المطورة من learning_engine (39).py القديم)
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# وهو يمثل "التعلم البطيء" (الإحصائي)
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import json
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import asyncio
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from datetime import datetime
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from typing import Dict, Any, List
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import numpy as np
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@@ -32,7 +29,10 @@ class StatisticalAnalyzer:
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self.strategy_effectiveness = {} # (إحصائيات استراتيجيات الدخول)
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self.exit_profile_effectiveness = {} # (إحصائيات مزيج الدخول+الخروج)
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self.market_patterns = {}
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self.initialized = False
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self.lock = asyncio.Lock()
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@@ -49,6 +49,9 @@ class StatisticalAnalyzer:
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await self.load_weights_from_r2()
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await self.load_performance_history()
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await self.load_exit_profile_effectiveness()
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if not self.weights or not self.strategy_effectiveness:
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await self.initialize_default_weights()
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@@ -106,6 +109,16 @@ class StatisticalAnalyzer:
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self.strategy_effectiveness = {}
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self.exit_profile_effectiveness = {}
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self.market_patterns = {}
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async def load_weights_from_r2(self):
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key = "learning_statistical_weights.json" # (ملف جديد)
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@@ -187,6 +200,49 @@ class StatisticalAnalyzer:
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except Exception as e:
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print(f"❌ [StatsAnalyzer] فشل حفظ أداء ملف الخروج: {e}")
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async def update_statistics(self, trade_object: Dict[str, Any], close_reason: str):
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"""
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هذه هي الدالة الرئيسية التي تحدث الإحصائيات (التعلم البطيء).
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@@ -210,6 +266,11 @@ class StatisticalAnalyzer:
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if not market_context:
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market_context = await self.get_current_market_conditions()
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market_condition = market_context.get('current_trend', 'sideways_market')
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# 🔴 --- END OF CHANGE --- 🔴
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# --- 1. تحديث تاريخ الأداء (للتتبع العام) ---
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"market_conditions": market_context,
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"strategy_used": strategy,
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"exit_profile_used": exit_profile,
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"pnl_percent": pnl_percent
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}
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self.performance_history.append(analysis_entry)
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if is_success:
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self.market_patterns[market_condition]["successful_trades"] += 1
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# ---
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# (ملاحظة: نحتاج إلى إضافة منطق لتعلم أوزان الحارس هنا مستقبلاً)
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if should_update_weights(len(self.performance_history)):
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await self.adapt_weights_based_on_performance()
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await self.save_weights_to_r2()
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await self.save_performance_history()
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await self.save_exit_profile_effectiveness()
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print(f"✅ [StatsAnalyzer] تم تحديث الإحصائيات لـ {strategy}
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except Exception as e:
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print(f"❌ [StatsAnalyzer] فشل تحديث الإحصائيات: {e}")
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best_profile = max(relevant_profiles, key=relevant_profiles.get)
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return best_profile
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# 🔴 --- START OF CHANGE --- 🔴
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async def get_optimized_weights(self, market_condition: str) -> Dict[str, float]:
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"""
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"market_sentiment": market_context.get('btc_sentiment', 'NEUTRAL'),
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}
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except Exception as e:
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return {"current_trend": "sideways_market", "volatility": "medium", "market_sentiment": "NEUTRAL"}
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# 🔴 --- START OF CHANGE --- 🔴
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# (تم حذف القوس } الزائد من هنا)
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# 🔴 --- END OF CHANGE --- 🔴
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import json
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import asyncio
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import traceback # (إضافة)
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from datetime import datetime
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from typing import Dict, Any, List
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import numpy as np
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self.strategy_effectiveness = {} # (إحصائيات استراتيجيات الدخول)
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self.exit_profile_effectiveness = {} # (إحصائيات مزيج الدخول+الخروج)
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self.market_patterns = {}
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# 🔴 --- START OF CHANGE (V2 - VADER Learning) --- 🔴
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self.vader_bin_effectiveness = {} # (جديد: لتتبع أداء VADER)
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# 🔴 --- END OF CHANGE --- 🔴
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self.initialized = False
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self.lock = asyncio.Lock()
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await self.load_weights_from_r2()
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await self.load_performance_history()
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await self.load_exit_profile_effectiveness()
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# 🔴 --- START OF CHANGE (V2 - VADER Learning) --- 🔴
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await self.load_vader_effectiveness()
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# 🔴 --- END OF CHANGE --- 🔴
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if not self.weights or not self.strategy_effectiveness:
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await self.initialize_default_weights()
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self.strategy_effectiveness = {}
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self.exit_profile_effectiveness = {}
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self.market_patterns = {}
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# 🔴 --- START OF CHANGE (V2 - VADER Learning) --- 🔴
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# (إعادة تعيين إحصائيات VADER أيضاً)
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self.vader_bin_effectiveness = {
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"Strong_Positive": {"total_trades": 0, "total_pnl_percent": 0},
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"Positive": {"total_trades": 0, "total_pnl_percent": 0},
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"Neutral": {"total_trades": 0, "total_pnl_percent": 0},
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"Negative": {"total_trades": 0, "total_pnl_percent": 0},
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"Strong_Negative": {"total_trades": 0, "total_pnl_percent": 0}
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}
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# 🔴 --- END OF CHANGE --- 🔴
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async def load_weights_from_r2(self):
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key = "learning_statistical_weights.json" # (ملف جديد)
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except Exception as e:
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print(f"❌ [StatsAnalyzer] فشل حفظ أداء ملف الخروج: {e}")
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# 🔴 --- START OF CHANGE (V2 - VADER Learning) --- 🔴
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async def load_vader_effectiveness(self):
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"""تحميل إحصائيات VADER من R2"""
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key = "learning_vader_effectiveness.json" # (ملف جديد)
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try:
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response = self.r2_service.s3_client.get_object(Bucket="trading", Key=key)
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data = json.loads(response['Body'].read())
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self.vader_bin_effectiveness = data.get("effectiveness", {})
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if not self.vader_bin_effectiveness:
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await self.initialize_default_weights() # (سيقوم بملء القيم الافتراضية)
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except Exception as e:
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# (إذا فشل، ستقوم initialize_default_weights بملء القيم الافتراضية)
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pass
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async def save_vader_effectiveness(self):
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"""حفظ إحصائيات VADER إلى R2"""
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key = "learning_vader_effectiveness.json"
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try:
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data = {
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"effectiveness": self.vader_bin_effectiveness,
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"last_updated": datetime.now().isoformat()
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}
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data_json = json.dumps(data, indent=2, ensure_ascii=False).encode('utf-8')
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self.r2_service.s3_client.put_object(
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Bucket="trading", Key=key, Body=data_json, ContentType="application/json"
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)
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except Exception as e:
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print(f"❌ [StatsAnalyzer] فشل حفظ أداء VADER: {e}")
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def _get_vader_bin(self, vader_score: float) -> str:
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"""تصنيف درجة VADER الخام (-1 إلى +1) إلى سلال"""
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if vader_score > 0.5:
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return "Strong_Positive"
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elif vader_score > 0.05:
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return "Positive"
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elif vader_score < -0.5:
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return "Strong_Negative"
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elif vader_score < -0.05:
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return "Negative"
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else:
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return "Neutral"
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# 🔴 --- END OF CHANGE --- 🔴
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async def update_statistics(self, trade_object: Dict[str, Any], close_reason: str):
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"""
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هذه هي الدالة الرئيسية التي تحدث الإحصائيات (التعلم البطيء).
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if not market_context:
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market_context = await self.get_current_market_conditions()
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market_condition = market_context.get('current_trend', 'sideways_market')
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# (V2 - VADER Learning) جلب درجة VADER وقت القرار
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# (نفترض أن TradeManager حفظها هنا)
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vader_score_at_decision = decision_data.get('news_score', 0.0)
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vader_bin = self._get_vader_bin(vader_score_at_decision)
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# 🔴 --- END OF CHANGE --- 🔴
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# --- 1. تحديث تاريخ الأداء (للتتبع العام) ---
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"market_conditions": market_context,
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"strategy_used": strategy,
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"exit_profile_used": exit_profile,
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"pnl_percent": pnl_percent,
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"vader_score": vader_score_at_decision, # (إضافة)
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"vader_bin": vader_bin # (إضافة)
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}
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self.performance_history.append(analysis_entry)
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if is_success:
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self.market_patterns[market_condition]["successful_trades"] += 1
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# 🔴 --- START OF CHANGE (V2 - VADER Learning) --- 🔴
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# --- 5. تحديث إحصائيات VADER ---
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if vader_bin not in self.vader_bin_effectiveness:
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# (لضمان عدم حدوث خطأ إذا كانت السلة غير موجودة)
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self.vader_bin_effectiveness[vader_bin] = {"total_trades": 0, "total_pnl_percent": 0}
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self.vader_bin_effectiveness[vader_bin]["total_trades"] += 1
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self.vader_bin_effectiveness[vader_bin]["total_pnl_percent"] += pnl_percent
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# 🔴 --- END OF CHANGE --- 🔴
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# --- 6. تكييف الأوزان والحفظ (إذا لزم الأمر) ---
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# (ملاحظة: نحتاج إلى إضافة منطق لتعلم أوزان الحارس هنا مستقبلاً)
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if should_update_weights(len(self.performance_history)):
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await self.adapt_weights_based_on_performance()
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await self.save_weights_to_r2()
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await self.save_performance_history()
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await self.save_exit_profile_effectiveness()
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# 🔴 --- START OF CHANGE (V2 - VADER Learning) --- 🔴
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await self.save_vader_effectiveness() # (حفظ إحصائيات VADER)
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# 🔴 --- END OF CHANGE --- 🔴
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print(f"✅ [StatsAnalyzer] تم تحديث الإحصائيات لـ {strategy} (News Bin: {vader_bin})")
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except Exception as e:
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print(f"❌ [StatsAnalyzer] فشل تحديث الإحصائيات: {e}")
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best_profile = max(relevant_profiles, key=relevant_profiles.get)
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return best_profile
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# 🔴 --- START OF CHANGE (V2 - VADER Learning) --- 🔴
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async def get_statistical_vader_pnl(self, vader_score: float) -> float:
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"""
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جلب متوسط الربح/الخسارة التاريخي لدرجة VADER
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"""
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if not self.initialized:
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return 0.0 # (العودة بقيمة محايدة)
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vader_bin = self._get_vader_bin(vader_score)
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bin_data = self.vader_bin_effectiveness.get(vader_bin)
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if not bin_data or bin_data.get("total_trades", 0) < 3:
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# (لا توجد بيانات كافية، العودة بقيمة محايدة)
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return 0.0
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# (إرجاع متوسط الربح/الخسارة الفعلي لهذه السلة)
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avg_pnl = bin_data["total_pnl_percent"] / bin_data["total_trades"]
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return avg_pnl
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# 🔴 --- END OF CHANGE --- 🔴
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# 🔴 --- START OF CHANGE --- 🔴
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async def get_optimized_weights(self, market_condition: str) -> Dict[str, float]:
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"""
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"market_sentiment": market_context.get('btc_sentiment', 'NEUTRAL'),
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}
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except Exception as e:
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return {"current_trend": "sideways_market", "volatility": "medium", "market_sentiment": "NEUTRAL"}
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