o d\h7@spdZddlZddlZddlZddlmZmZddlmZmZm Z ddl m Z GdddZ da de fd d ZdS) u Système de tracking de performance des trades pour amélioration continue Stocke chaque trade avec ses conditions d'entrée et son résultat N)datetime timedelta)DictListOptional)Lockc@seZdZdZd!defddZddZded efd d Z d ed ede de de ded efddZ  d"ded ede d efddZ d#d ede d efddZd#de d eefddZd$de fdd ZdS)%TradePerformanceDBu>Base de données SQLite pour tracker la performance des tradesdata/trade_performance.dbdb_pathcCs<||_t|_td|_tjtj |dd| dS)NrT)exist_ok) r rlocklogging getLoggerloggerosmakedirspathdirname_init_database)selfr rtrade_performance_db.py__init__s   zTradePerformanceDB.__init__cCs|j9t|j}|}|d|d|d|d|||j d|jWddS1s?wYdS)u(Crée les tables si elles n'existent pasu CREATE TABLE IF NOT EXISTS trades ( id INTEGER PRIMARY KEY AUTOINCREMENT, symbol TEXT NOT NULL, side TEXT NOT NULL, entry_price REAL NOT NULL, exit_price REAL, size REAL NOT NULL, leverage INTEGER NOT NULL, -- Conditions d'entrée regime TEXT, rsi REAL, macd_signal TEXT, trend_score REAL, momentum_score REAL, volatility_score REAL, volume_score REAL, signal_score REAL, quality_score REAL, -- Résultat win INTEGER, pnl_pct REAL, pnl_usd REAL, duration_minutes INTEGER, close_reason TEXT, -- Timestamps entry_time TIMESTAMP NOT NULL, exit_time TIMESTAMP, UNIQUE(symbol, side, entry_time) ) ze CREATE INDEX IF NOT EXISTS idx_regime ON trades(regime) zp CREATE INDEX IF NOT EXISTS idx_symbol_side ON trades(symbol, side) zm CREATE INDEX IF NOT EXISTS idx_entry_time ON trades(entry_time) uBase de données initialisée: N) r sqlite3connectr cursorexecutecommitcloserinfo)rconnrrrrrs   %  "z!TradePerformanceDB._init_database trade_datareturncCs*zx|jjt|j}|}|d|d|d|d|d|d|dd|d |d |d |d |d |d|d|dtf| | |j d|dd|d WdWdS1sqwYWdSt y}z|j d|WYd}~dSd}~ww)a] Log l'ouverture d'un trade Args: trade_data: { 'symbol': 'BTC', 'side': 'LONG', 'entry_price': 64000, 'size': 0.01, 'leverage': 10, 'regime': 'BEAR_VOLATILE', 'rsi': 35, 'macd_signal': 'bullish', 'trend_score': 0.6, 'momentum_score': 0.7, 'volatility_score': 0.5, 'volume_score': 0.8, 'signal_score': 0.45, 'quality_score': 0.65 } a INSERT OR IGNORE INTO trades ( symbol, side, entry_price, size, leverage, regime, rsi, macd_signal, trend_score, momentum_score, volatility_score, volume_score, signal_score, quality_score, entry_time ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?) symbolside entry_pricesizeleverageregimeUNKNOWNrsi macd_signal trend_scoremomentum_scorevolatility_score volume_score signal_score quality_scoreuTrade ouvert loggé:  NTzErreur log trade open: F)r rrr rrgetrnowrrrr Exceptionerror)rr!r rerrrlog_trade_open[s@   (#z!TradePerformanceDB.log_trade_openr#r$ exit_pricepnl_pctpnl_usd close_reasonc Cs^z|jt|j}|}|d||f|} | s7|jd|d||  WdWdS| \} } } t } t | }t | |d}|dkrUdnd}|d ||||||| | f|| |jd |d|d |d d  WdWdS1swYWdSty}z|jd|WYd}~dSd}~ww)a= Log la fermeture d'un trade Args: symbol: Symbole du trade side: LONG ou SHORT exit_price: Prix de sortie pnl_pct: PnL en pourcentage pnl_usd: PnL en USD close_reason: Raison de fermeture (STOP_LOSS, TAKE_PROFIT, etc.) z SELECT id, entry_time, entry_price FROM trades WHERE symbol = ? AND side = ? AND exit_time IS NULL ORDER BY entry_time DESC LIMIT 1 u Aucun trade ouvert trouvé pour r2NF<rae UPDATE trades SET exit_price = ?, win = ?, pnl_pct = ?, pnl_usd = ?, duration_minutes = ?, close_reason = ?, exit_time = ? WHERE id = ? uTrade fermé loggé: z - PnL: z.2f%TzErreur log trade close: )r rrr rrfetchonerwarningrrr4 fromisoformatint total_secondsrrr5r6)rr#r$r9r:r;r<r rresulttrade_id entry_timer% exit_timeentry_dtduration_minuteswinr7rrrlog_trade_closesN     "(:z"TradePerformanceDB.log_trade_closeNr(daysc CsRz|jzt|j}|}d}|g}|r|d7}|||r*|d7}||||||}||rm|ddkrm|dpEd|dpJd|dpOd|d pTdt |dpZdt |d padd Wd WSd dddddd Wd WS1swYWd St y} z|j d| d ddWYd } ~ Sd } ~ ww)u Récupère les performances par pattern Args: regime: Filtrer par régime (BULL_STABLE, BEAR_VOLATILE, etc.) side: Filtrer par side (LONG, SHORT) days: Nombre de jours d'historique Returns: { 'win_rate': 0.65, 'avg_pnl_pct': 2.3, 'avg_pnl_winners': 3.5, 'avg_pnl_losers': -1.8, 'total_trades': 150, 'avg_duration_minutes': 45 } ad SELECT AVG(CASE WHEN win = 1 THEN 1.0 ELSE 0.0 END) as win_rate, AVG(pnl_pct) as avg_pnl_pct, AVG(CASE WHEN win = 1 THEN pnl_pct END) as avg_pnl_winners, AVG(CASE WHEN win = 0 THEN pnl_pct END) as avg_pnl_losers, COUNT(*) as total_trades, AVG(duration_minutes) as avg_duration FROM trades WHERE exit_time IS NOT NULL AND entry_time > datetime('now', '-' || ? || ' days') z AND regime = ?z AND side = ?rr>)win_rate avg_pnl_pctavg_pnl_winnersavg_pnl_losers total_tradesavg_duration_minutesN?z Erreur get pattern performance: rTrX) r rrr rappendrr@rrCr5rr6) rr(r$rNr rqueryparamsrEr7rrrget_pattern_performancesJ         ,(4z*TradePerformanceDB.get_pattern_performancec CszZ|jLt|j}|}|d||f|}||rC|ddkrC|dp,d|dp1dt|dp7ddWdWSddd WdWS1sSwYWdSt yz}z|j d |ddd WYd}~Sd}~ww) u7Récupère les performances pour un symbole spécifiquea SELECT AVG(CASE WHEN win = 1 THEN 1.0 ELSE 0.0 END) as win_rate, AVG(pnl_pct) as avg_pnl, COUNT(*) as total_trades FROM trades WHERE symbol = ? AND exit_time IS NOT NULL AND entry_time > datetime('now', '-' || ? || ' days') rQrrZr>rP)rTavg_pnlrXNr[zErreur get symbol performance: ) r rrr rrr@rrCr5rr6)rr#rNr rrEr7rrrget_symbol_performance2s,     (z)TradePerformanceDB.get_symbol_performancec Csz7|j)t|j}|}|d|f|}|dd|DWdWS1s0wYWdStyT}z|j d|gWYd}~Sd}~ww)u+Récupère les stats par régime de marchéa SELECT regime, COUNT(*) as trades, AVG(CASE WHEN win = 1 THEN 1.0 ELSE 0.0 END) as win_rate, AVG(pnl_pct) as avg_pnl FROM trades WHERE exit_time IS NOT NULL AND entry_time > datetime('now', '-' || ? || ' days') GROUP BY regime ORDER BY trades DESC cSs6g|]}|dt|d|dpd|dpddqS)rr>rQrPrR)r(tradesrTr`)rC).0rrrr ks   z.NzErreur get regime statistics: ) r rrr rrfetchallrr5rr6)rrNr rresultsr7rrrget_regime_statisticsTs$   (z(TradePerformanceDB.get_regime_statisticsc CszF|j8t|j}|}|d|f|j}|||dkr2|j d|d|d|WdWS1s?wYWdSt yb}z|j d|WYd}~dSd}~ww)z%Nettoie les trades de plus de X joursz DELETE FROM trades WHERE entry_time < datetime('now', '-' || ? || ' days') rz Nettoyage: u trades supprimés (>z jours)NzErreur cleanup: ) r rrr rrrowcountrrrrr5r6)rrNr rdeletedr7rrrcleanup_old_datays& (z#TradePerformanceDB.cleanup_old_data)r )NNrM)rM)ri)__name__ __module__ __qualname____doc__strrrrboolr8floatrLrCr_rarrhrlrrrrr s0 @> L  M"%rr"cCstdurtatS)u(Récupère l'instance singleton de la DBN) _db_instancerrrrrget_performance_dbsru)rprr rrrtypingrrr threadingrrrtrurrrrs