feat: train forecasts on trade outcomes

2026-07-14 07:49:32 +03:00
parent 668e606ee2
commit 7186acb9a1
18 changed files with 867 additions and 94 deletions
@@ -10,7 +10,7 @@ android {
        applicationId = "xyz.kusoft.tradebotmonitor"
        minSdk = 26
        targetSdk = 36
-        versionCode = 20
-        versionName = "0.4.1"
+        versionCode = 21
+        versionName = "0.4.2"
    }
 }
@@ -328,7 +328,7 @@ class MainActivity : Activity() {
        val reason = signal?.reason?.ifBlank { market.forecast?.reason.orEmpty() } ?: market.forecast?.reason.orEmpty()

        setText(binding.price, price(latestPrice(market)), colorForSigned(edge))
-        setText(binding.edgeLine, "Edge ${signedPercent(edge, 2)} · P(up) ${probability(probability)} · 1h")
+        setText(binding.edgeLine, "Edge ${signedPercent(edge, 2)} · ${probabilityMetricLabel(signal, market.forecast)} ${probability(probability)} · 1h")
        setText(binding.equity, money(data.account.equity))
        setText(
            binding.status,
@@ -553,7 +553,7 @@ class MainActivity : Activity() {
                addView(priceText.top(dp(6)))
                val edge = signal?.expectedReturnPercent ?: market.forecast?.expectedReturnPercent ?: 0.0
                val probability = signal?.probabilityUp ?: market.forecast?.probabilityUp ?: 0.0
-                val edgeLine = text("Edge ${signedPercent(edge, 2)} · P(up) ${probability(probability)} · 1h", 13f, Typeface.NORMAL, palette.muted)
+                val edgeLine = text("Edge ${signedPercent(edge, 2)} · ${probabilityMetricLabel(signal, market.forecast)} ${probability(probability)} · 1h", 13f, Typeface.NORMAL, palette.muted)
                tradingBindings?.edgeLine = edgeLine
                addView(edgeLine.top(dp(2)))
            }, LinearLayout.LayoutParams(0, ViewGroup.LayoutParams.WRAP_CONTENT, 1f))
@@ -728,7 +728,7 @@ class MainActivity : Activity() {
            addView(LinearLayout(this@MainActivity).apply {
                orientation = LinearLayout.VERTICAL
                addView(text(market.symbol, 15f, Typeface.BOLD))
-                addView(text("P(up) ${probability(probability)} · Kelly ${number(signal?.positionNotionalUsdt ?: 0.0, 1)}", 11f, Typeface.NORMAL, palette.muted).top(dp(3)))
+                addView(text("${probabilityMetricLabel(signal, market.forecast)} ${probability(probability)} · Kelly ${number(signal?.positionNotionalUsdt ?: 0.0, 1)}", 11f, Typeface.NORMAL, palette.muted).top(dp(3)))
            }, LinearLayout.LayoutParams(0, ViewGroup.LayoutParams.WRAP_CONTENT, 1.7f))

            addView(text(price(latestPrice(market)), 14f, Typeface.BOLD).apply {
@@ -778,7 +778,7 @@ class MainActivity : Activity() {
            addView(LinearLayout(this@MainActivity).apply {
                orientation = LinearLayout.HORIZONTAL
                addView(text("Edge: ${signedPercent(signal?.expectedReturnPercent ?: forecast?.expectedReturnPercent ?: 0.0, 2)}", 13f, Typeface.NORMAL, palette.green), LinearLayout.LayoutParams(0, ViewGroup.LayoutParams.WRAP_CONTENT, 1f))
-                addView(text("P(up): ${probability(signal?.probabilityUp ?: forecast?.probabilityUp ?: 0.0)}", 13f, Typeface.NORMAL, palette.green), LinearLayout.LayoutParams(0, ViewGroup.LayoutParams.WRAP_CONTENT, 1f))
+                addView(text("${probabilityMetricLabel(signal, forecast)}: ${probability(signal?.probabilityUp ?: forecast?.probabilityUp ?: 0.0)}", 13f, Typeface.NORMAL, palette.green), LinearLayout.LayoutParams(0, ViewGroup.LayoutParams.WRAP_CONTENT, 1f))
            })
            addView(text(signal?.reason?.ifBlank { forecast?.reason.orEmpty() }?.ifBlank { "Нет объяснения от модели" } ?: "Нет объяснения от модели", 13f, Typeface.BOLD).top(dp(12)))
            val candle = market.candles.lastOrNull()
@@ -1090,17 +1090,32 @@ class MainActivity : Activity() {
        val coordination = retrain.optJSONObject("coordination") ?: JSONObject()
        val activeJob = coordination.optJSONObject("active_job")
        val isTrainingActive = retrainRequestInFlight || (activeJob?.optStringClean("status") in setOf("pending", "running"))
+        val latestEvaluation = latestTrainingEvaluation(retrain)
+        val displayedEvaluation = latestEvaluation ?: retrain
+        val replay = displayedEvaluation
+            .optJSONObject("candidate")
+            ?.optJSONObject("full_replay")
+            ?: backtest.optJSONObject("full_replay")
+            ?: JSONObject()
        return LinearLayout(this).apply {
            orientation = LinearLayout.VERTICAL
            addView(trainingComputerPanel(retrain).top(dp(12)))
            addView(thinDivider().top(dp(12)))
            addView(trainingProcessPanel(coordination))
-            if (retrain.optBoolean("available", false)) {
-                addView(guardSummaryPanel(retrain).top(dp(10)))
+            if (displayedEvaluation.optJSONObject("candidate") != null) {
+                addView(guardSummaryPanel(displayedEvaluation).top(dp(10)))
            }
-            val replay = backtest.optJSONObject("full_replay") ?: JSONObject()
            addView(keyValueLine("Replay сделок", replay.optInt("trades", 0).toString()).top(dp(4)))
-            addView(keyValueLine("Replay PnL", signedMoney(replay.optDouble("net_pnl", 0.0)), colorForSigned(replay.optDouble("net_pnl", 0.0))).top(dp(4)))
+            val replayTotalPercent = replay.optDoubleOrNull("total_net_percent")
+            val replayAveragePercent = replay.optDoubleOrNull("avg_net_percent")
+            val replayPnl = when {
+                replayTotalPercent != null && replayAveragePercent != null ->
+                    "${signedPercent(replayTotalPercent)} (средняя ${signedPercent(replayAveragePercent)})"
+                replayTotalPercent != null -> signedPercent(replayTotalPercent)
+                else -> signedMoney(replay.optDouble("net_pnl", 0.0))
+            }
+            val replayPnlValue = replayTotalPercent ?: replay.optDouble("net_pnl", 0.0)
+            addView(keyValueLine("Replay P&L", replayPnl, colorForSigned(replayPnlValue)).top(dp(4)))
            if (isTrainingActive) {
                addView(disabledActionButton(if (retrainRequestInFlight) "Отправляю команду" else "Обучение уже идет").top(dp(10)))
            } else {
@@ -1163,11 +1178,26 @@ class MainActivity : Activity() {
            orientation = LinearLayout.VERTICAL
            addView(keyValueLine("Последний gate", status, if (accepted) palette.green else palette.amber))
            addView(text(explanation, 12f, Typeface.NORMAL, palette.text).top(dp(7)))
-            if (!candidateScore.isNaN() && !currentScore.isNaN()) {
-                addView(keyValueLine("Score candidate / текущая", "${number(candidateScore, 2)} / ${number(currentScore, 2)}", if (accepted) palette.green else palette.amber).top(dp(7)))
+            when {
+                !candidateScore.isNaN() && !currentScore.isNaN() ->
+                    addView(keyValueLine("SCORE кандидата / действующей", "${number(candidateScore, 3)} / ${number(currentScore, 3)}", if (accepted) palette.green else palette.amber).top(dp(7)))
+                !candidateScore.isNaN() ->
+                    addView(keyValueLine("SCORE кандидата", number(candidateScore, 3), if (accepted) palette.green else palette.amber).top(dp(7)))
+                !currentScore.isNaN() ->
+                    addView(keyValueLine("SCORE действующей", number(currentScore, 3), palette.muted).top(dp(7)))
            }
        }

+    private fun latestTrainingEvaluation(retrain: JSONObject): JSONObject? {
+        val latestJob = retrain
+            .optJSONObject("coordination")
+            ?.optJSONObject("latest_job")
+            ?: return null
+        if (latestJob.optStringClean("status") !in setOf("completed", "failed")) return null
+        val summary = latestJob.optJSONObject("summary") ?: return null
+        return summary.takeIf { it.optJSONObject("candidate") != null }
+    }
+
    private fun liveSettingsBlock(data: BotSnapshot?): View {
        val config = data?.config ?: JSONObject()
        return LinearLayout(this).apply {
@@ -1812,6 +1842,12 @@ class MainActivity : Activity() {
    private fun probability(value: Double): String =
        percent(normalizedProbability(value), 0)

+    private fun probabilityMetricLabel(signal: SignalData?, forecast: ForecastData?): String =
+        if (
+            signal?.targetTransform == "barrier_net_return" ||
+            forecast?.targetTransform == "barrier_net_return"
+        ) "P(TP<SL)" else "P(up)"
+
    private fun normalizedProbability(value: Double): Double =
        if (abs(value) <= 1.0) value * 100.0 else value

@@ -40,6 +40,8 @@ data class ForecastData(
    val model: String,
    val expectedReturnPercent: Double,
    val probabilityUp: Double,
+    val probabilityTakeProfitFirst: Double?,
+    val targetTransform: String,
    val skill: Double,
    val volatilityPercent: Double,
    val horizon: Int,
@@ -73,10 +75,17 @@ data class SignalData(
            ?: 0.0

    val probabilityUp: Double
-        get() = diagnostics.optDoubleOrNull("probability_up")
+        get() = diagnostics.optDoubleOrNull("probability_take_profit_first")
+            ?: diagnostics.optJSONObject("forecast")?.optDoubleOrNull("probability_take_profit_first")
+            ?: diagnostics.optDoubleOrNull("probability_up")
            ?: diagnostics.optJSONObject("forecast")?.optDoubleOrNull("probability_up")
            ?: 0.0

+    val targetTransform: String
+        get() = diagnostics.optString("target_transform").ifBlank {
+            diagnostics.optJSONObject("forecast")?.optString("target_transform").orEmpty()
+        }
+
    val positionNotionalUsdt: Double
        get() = diagnostics.optDoubleOrNull("position_notional_usdt")
            ?: diagnostics.optJSONObject("position_sizing")?.optDoubleOrNull("notional_usdt")
@@ -242,7 +242,10 @@ class TradeBotApi(
        return ForecastData(
            model = row.optStringClean("model"),
            expectedReturnPercent = row.optDouble("expected_return_percent", 0.0),
-            probabilityUp = row.optDouble("probability_up", 0.0),
+            probabilityUp = row.optDoubleOrNull("probability_take_profit_first")
+                ?: row.optDouble("probability_up", 0.0),
+            probabilityTakeProfitFirst = row.optDoubleOrNull("probability_take_profit_first"),
+            targetTransform = row.optStringClean("target_transform"),
            skill = row.optDouble("skill", 0.0),
            volatilityPercent = row.optDouble("volatility_percent", 0.0),
            horizon = row.optInt("horizon", 0),