README.md

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 # Forex-Bot
+

generate_perfect_trades.py

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-import pandas as pd
-import numpy as np
-import os
-
-# Load 2022 EURUSD 1m data
-df = pd.read_excel("data/DAT_XLSX_EURUSD_M1_2021.xlsx", header=None, names=[
-    'timestamp', 'open', 'high', 'low', 'close', 'volume'
-])
-df['timestamp'] = pd.to_datetime(df['timestamp'])
-df.set_index('timestamp', inplace=True)
-
-# Resample to 15-minute intervals
-df = df.resample('15min').agg({
-    'open': 'first',
-    'high': 'max',
-    'low': 'min',
-    'close': 'last',
-    'volume': 'sum'
-}).dropna()
-
-# Create perfect actions
-lookahead = 4  # ~1 hour
-profit_threshold = 0.001
-loss_threshold = 0.001
-
-labels = []
-for i in range(len(df) - lookahead):
-    current_close = df.iloc[i]['close']
-    future_window = df.iloc[i + 1:i + 1 + lookahead]
-    max_future_price = future_window['high'].max()
-    min_future_price = future_window['low'].min()
-
-    if max_future_price >= current_close * (1 + profit_threshold):
-        labels.append(1)
-    elif min_future_price <= current_close * (1 - loss_threshold):
-        labels.append(-1)
-    else:
-        labels.append(0)
-
-labels += [0] * lookahead
-df['perfect_action'] = labels
-
-# Simulate perfect trader
-balance = 10000.0
-position = 0.0
-entry_price = 0.0
-win_count = 0
-loss_count = 0
-trades_count = 0
-trades = []
-
-for i in range(len(df)):
-    price = df.iloc[i]['close']
-    action = df.iloc[i]['perfect_action']
-
-    if action == 1 and position == 0:
-        position = balance / price
-        entry_price = price
-        trades.append({
-            "timestamp": df.index[i],
-            "action": "buy",
-            "price": price,
-            "balance": balance
-        })
-        balance = 0
-        trades_count += 1
-
-    elif action == -1 and position > 0:
-        exit_value = position * price
-        pnl = exit_value - (position * entry_price)
-        if pnl > 0:
-            win_count += 1
-        else:
-            loss_count += 1
-        balance = exit_value
-        trades.append({
-            "timestamp": df.index[i],
-            "action": "sell",
-            "price": price,
-            "balance": balance
-        })
-        position = 0
-        entry_price = 0
-
-# Finalize any open position
-if position > 0:
-    balance = position * df.iloc[-1]['close']
-
-# Results
-print("\n📊 Perfect Trader Simulation:")
-print(f"🟢 Starting Balance: $10,000.00")
-print(f"🔚 Ending Balance: ${balance:,.2f}")
-print(f"💼 Total Trades: {trades_count}")
-print(f"✅ Wins: {win_count} | ❌ Losses: {loss_count}")
-if trades_count > 0:
-    print(f"📈 Win Rate: {win_count / trades_count * 100:.2f}%")
-
-# Save trade log
-output_path = "ml/perfect_trades.csv"
-os.makedirs("ml", exist_ok=True)
-
-trades_df = pd.DataFrame(trades)
-trades_df.to_csv(output_path, index=False)
-print(f"📁 Perfect trades saved to: {output_path}")

main.py

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-from backtest import run_backtest
-from ai_backtest import run_ai_backtest
-
-if __name__ == "__main__":
-
-    # run_backtest()       # ← SMA strategy
-    run_ai_backtest()       # ← AI model strategy
-

ml/feature_names.txt

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-open
-high
-low
-close
-volume
-sma_10
-sma_30
-rsi_14
-momentum
-price_delta
-vol_rolling
-bollinger_b
-macd
-day_of_week
-hour
-minute
-sim_balance
-buy_amount
-pnl

ml/models/forex_mlp.py

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-import torch
-import torch.nn as nn
-import torch.nn.functional as F
-
-class ForexMLP(nn.Module):
-    def __init__(self, input_size):
-        super(ForexMLP, self).__init__()
-        self.fc1 = nn.Linear(input_size, 64)
-        self.fc2 = nn.Linear(64, 32)
-        self.out = nn.Linear(32, 2)  # [buy_score, sell_score]
-
-    def forward(self, x):
-        x = F.relu(self.fc1(x))
-        x = F.relu(self.fc2(x))
-        x = torch.sigmoid(self.out(x))  # We want probabilities between 0-1
-        return x

ml/preprocessing.py

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-# ml/preprocessing.py
-
-import pandas as pd
-import numpy as np
-
-def load_and_preprocess_data(path):
-    df = pd.read_excel(path, header=None, names=[
-        'timestamp', 'open', 'high', 'low', 'close', 'volume'
-    ])
-    df['timestamp'] = pd.to_datetime(df['timestamp'])
-    df.set_index('timestamp', inplace=True)
-
-    # Resample to 15-minute intervals
-    df = df.resample('15min').agg({
-        'open': 'first',
-        'high': 'max',
-        'low': 'min',
-        'close': 'last',
-        'volume': 'sum'
-    }).dropna()
-
-    # Add features
-    df['sma_10'] = df['close'].rolling(10).mean()
-    df['sma_30'] = df['close'].rolling(30).mean()
-    df['rsi_14'] = 100 - (100 / (1 + df['close'].pct_change().add(1).rolling(14).mean()))
-    df['momentum'] = df['close'] - df['close'].shift(4)
-    df['price_delta'] = df['close'] - df['open']
-    df['vol_rolling'] = df['volume'].rolling(10).mean()
-
-    # Bollinger %B
-    rolling_mean = df['close'].rolling(20).mean()
-    rolling_std = df['close'].rolling(20).std()
-    df['bollinger_b'] = (df['close'] - rolling_mean) / (2 * rolling_std)
-
-    # MACD
-    ema12 = df['close'].ewm(span=12, adjust=False).mean()
-    ema26 = df['close'].ewm(span=26, adjust=False).mean()
-    df['macd'] = ema12 - ema26
-
-    # Timestamp-based features
-    df['hour'] = df.index.hour
-    df['weekday'] = df.index.weekday
-
-    # Simulated portfolio balance and buy-in value (placeholders for now)
-    df['balance'] = 10000.0  # Placeholder: could be dynamic in real-time
-    df['buy_in'] = df['close'].shift(1)  # Simulated buy price
-    df['pnl_per_trade'] = df['close'] - df['buy_in']  # Fake PnL calc
-
-    # Target: Will price rise X% in next N intervals?
-    future_window = 4
-    threshold = 0.001
-    df['future_max'] = df['close'].shift(-future_window).rolling(future_window).max()
-    df['target'] = np.where(df['future_max'] > df['close'] * (1 + threshold), 1, 0)
-
-    df.dropna(inplace=True)
-
-    # Define feature set
-    features = [
-        'open', 'high', 'low', 'close', 'volume',
-        'sma_10', 'sma_30', 'rsi_14', 'momentum',
-        'price_delta', 'vol_rolling', 'bollinger_b', 'macd',
-        'hour', 'weekday', 'balance', 'buy_in', 'pnl_per_trade'
-    ]
-
-    return df[features], df['target']

ml/train_mlp.py

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-# ml/train_mlp.py
-
-import os
-import sys
-sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
-
-import torch
-import torch.nn as nn
-from torch.utils.data import DataLoader, TensorDataset
-from sklearn.preprocessing import StandardScaler
-from sklearn.model_selection import train_test_split
-from sklearn.metrics import classification_report
-from ml.models.forex_mlp import ForexMLP
-from ml.preprocessing import load_and_preprocess_data
-import numpy as np
-import joblib
-import pandas as pd
-
-
-# Load + preprocess
-features_df, labels = load_and_preprocess_data("data/DAT_XLSX_EURUSD_M1_2021.xlsx")
-
-# Encode targets into two-element vectors: [Buy, Sell]
-def encode_targets(labels):
-    encoded = []
-    for val in labels:
-        if val == 1:
-            encoded.append([1, 0])
-        elif val == -1:
-            encoded.append([0, 1])
-        else:
-            encoded.append([0, 0])
-    return torch.tensor(encoded, dtype=torch.float32)
-
-# Train-test split
-X_train, X_test, y_train, y_test = train_test_split(features_df, labels, test_size=0.3, shuffle=False)
-
-# Scale
-scaler = StandardScaler()
-X_train_scaled = scaler.fit_transform(X_train)
-X_test_scaled = scaler.transform(X_test)
-
-# Save scaler
-# 🟢 Convert to DataFrame for easier manipulation
-train_df = X_train.copy()
-train_df['target'] = y_train.values
-
-# 🧪 Split into minority and majority
-minority = train_df[train_df['target'] == 1]
-majority = train_df[train_df['target'] == 0]
-
-# 🔁 Oversample minority class to match majority count
-minority_oversampled = minority.sample(len(majority), replace=True, random_state=42)
-
-# 🔄 Combine + shuffle
-balanced_df = pd.concat([majority, minority_oversampled]).sample(frac=1, random_state=42)
-
-# ✅ Re-split into features and labels
-X_balanced = balanced_df.drop(columns=['target'])
-y_balanced = balanced_df['target']
-
-# 🔢 Scale
-scaler = StandardScaler()
-X_scaled = scaler.fit_transform(X_balanced)
-X_test_scaled = scaler.transform(X_test)  # Use the original test set!
-
-# 💾 Save scaler
-os.makedirs("ml", exist_ok=True)
-joblib.dump(scaler, "ml/scaler.pkl")
-
-# 📦 Wrap in TensorDataset with encoded 2D targets
-y_encoded = encode_targets(y_balanced.values)
-train_dataset = TensorDataset(torch.tensor(X_scaled, dtype=torch.float32), y_encoded)
-train_loader = DataLoader(train_dataset, batch_size=64, shuffle=True)
-
-
-# Init model
-model = ForexMLP(input_size=X_train.shape[1])
-criterion = nn.BCELoss()
-optimizer = torch.optim.Adam(model.parameters(), lr=0.001)
-
-# Training loop
-epochs = 100
-for epoch in range(epochs):
-    total_loss = 0.0
-    for inputs, targets in train_loader:
-        optimizer.zero_grad()
-        outputs = model(inputs)
-        loss = criterion(outputs, targets)
-        loss.backward()
-        optimizer.step()
-        total_loss += loss.item()
-    print(f"📉 Epoch {epoch + 1} | Loss: {total_loss / len(train_loader):.4f}")
-
-# Save model
-torch.save(model.state_dict(), "ml/models/forex_mlp.pt")
-print("✅ Trained model saved to ml/models/forex_mlp.pt")
-
-# Evaluation
-model.eval()
-with torch.no_grad():
-    preds = model(torch.tensor(X_test_scaled, dtype=torch.float32))
-    preds_bin = (preds > 0.5).int()
-    y_test_encoded = encode_targets(y_test.values).int()
-    print("📊 Evaluation Report:")
-    print(classification_report(y_test_encoded, preds_bin))

requirements.txt

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-backtrader
-pandas
-# numpy==2.2.4
-numpy<2
-matplotlib
-requests
-openpyxl
-ta
-scikit-learn
-xgboost
-joblib
-matplotlib
-seaborn
-torch==2.1.0
-torchvision==0.16.0
-torchaudio==2.1.0
-scikit-learn
-pandas
-matplotlib
-seaborn
-tqdm
-tensorboard

strategies/pytorch_strategy.py

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-import backtrader as bt
-import torch
-import numpy as np
-import pandas as pd
-from ml.models.forex_mlp import ForexMLP
-
-class PyTorchAIModel(bt.Strategy):
-    def __init__(self):
-        self.model = ForexMLP()
-        self.model.load_state_dict(torch.load("ml/models/forex_mlp.pt", map_location=torch.device("cpu")))
-        self.model.eval()
-
-        self.buy_threshold = 0.7
-        self.sell_threshold = 0.6
-
-    def next(self):
-        # Skip early bars (for indicators if you add them)
-        if len(self.datas[0]) < 30:
-            return
-
-        # Create feature vector for the current candle
-        features = np.array([[
-            self.data.open[0],
-            self.data.high[0],
-            self.data.low[0],
-            self.data.close[0],
-            self.data.volume[0]
-        ]], dtype=np.float32)
-
-        inputs = torch.tensor(features)
-        with torch.no_grad():
-            output = self.model(inputs)
-            buy_score, sell_score = output[0].numpy()
-
-        print(f"[AI] Buy: {buy_score:.3f}, Sell: {sell_score:.3f}")
-
-        # Trade logic
-        if buy_score > self.buy_threshold and not self.position:
-            self.buy()
-        elif sell_score > self.sell_threshold and self.position:
-            self.close()