Initial commit: TradeMind – Krypto-Trading-Bot mit Lernmodus
Per Podman deploybarer Bot, der Käufe und Verkäufe simuliert ausführt und sich aus den Ergebnissen weiter antrainiert. Aufbau - Einheitliche Bar-Verarbeitung für paper, backtest und live; ausgetauscht werden nur Datenquelle und Broker. - Börsenanbindung über ccxt: rund 100 Börsen allein über exchange.id erreichbar. Zugangsdaten kommen über ENV-Platzhalter, der Live-Modus ist doppelt abgesichert. - Paper-Broker mit Gebühren, Slippage, Börsenpräzision und Volumengrenzen. - Online trainierte logistische Regression bewertet jedes Einstiegssignal. Sie lernt aus realen Trade-Ergebnissen, aus Shadow-Labels aller Kandidaten – auch der abgelehnten – und aus Hintergrund-Stichproben; beim Kaltstart wird sie aus der Kurshistorie vorgelernt. - Risikomanagement: Positions- und Exposure-Grenzen, ATR-Stops, Cooldown sowie Tagesverlust- und Drawdown-Notbremsen. - SQLite-Persistenz, HTTP-Status mit Prometheus-Metriken und Dashboard, Webhooks. Deployment - Containerfile (zweistufig, non-root UID 10001), podman-compose, systemd-Quadlet. - Modell und Datenbank liegen im Volume /data und überleben Neustarts. 128 Tests, ruff sauber. Verifiziert gegen echte Marktdaten sowie im gebauten Container inklusive Healthcheck und Zustandswiederherstellung.
This commit is contained in:
Tobias Zimmermann
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"""Zusammenbau aller Komponenten aus der Konfiguration."""
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from __future__ import annotations
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import logging
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import sys
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from dataclasses import dataclass
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from typing import Any
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from .broker import Broker, LiveBroker, PaperBroker
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from .config import Config, Mode
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from .data import CcxtDataFeed, DataFeed
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from .engine import TradingEngine
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from .exchange import build_exchange, load_market_info
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from .features import N_FEATURES
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from .notify import Notifier
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from .portfolio import Portfolio
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from .risk import RiskManager
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from .server import StatusServer
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from .storage import NullStorage, Storage
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from .strategy import Strategy, build_strategy
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log = logging.getLogger(__name__)
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def setup_logging(level: str = "INFO") -> None:
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root = logging.getLogger()
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if root.handlers:
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root.setLevel(level)
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return
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# Umlaute und Symbole sollen auch auf Konsolen mit anderer Codepage lesbar bleiben.
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for stream in (sys.stdout, sys.stderr):
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reconfigure = getattr(stream, "reconfigure", None)
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if reconfigure is not None:
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try:
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reconfigure(encoding="utf-8", errors="replace")
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except (ValueError, OSError): # pragma: no cover - je nach Konsole
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pass
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handler = logging.StreamHandler(sys.stdout)
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handler.setFormatter(
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logging.Formatter("%(asctime)s %(levelname)-7s %(name)-22s %(message)s", "%Y-%m-%d %H:%M:%S")
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)
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root.addHandler(handler)
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root.setLevel(level)
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# ccxt und aiohttp sind im INFO-Level sehr gesprächig.
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logging.getLogger("ccxt").setLevel(logging.WARNING)
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logging.getLogger("aiohttp").setLevel(logging.WARNING)
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@dataclass
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class Runtime:
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"""Alle Laufzeitobjekte eines Laufs, inklusive geordnetem Herunterfahren."""
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config: Config
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engine: TradingEngine
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broker: Broker
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feed: DataFeed
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strategy: Strategy
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portfolio: Portfolio
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risk: RiskManager
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storage: Storage | NullStorage
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notifier: Notifier
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server: StatusServer | None
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exchange: Any | None
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async def start_services(self) -> None:
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await self.notifier.start()
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if self.server is not None:
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await self.server.start()
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async def close(self) -> None:
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if self.server is not None:
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await self.server.close()
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await self.notifier.close()
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if self.exchange is not None:
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await self.exchange.close()
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else:
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await self.broker.close()
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await self.feed.close()
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self.storage.close()
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def _quote_currency(market_info: dict[str, dict[str, Any]], symbols: list[str], fallback: str) -> str:
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quotes = {market_info.get(s, {}).get("quote") for s in symbols}
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quotes.discard(None)
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if len(quotes) > 1:
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raise ValueError(
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"Alle Symbole müssen dieselbe Quote-Währung haben (gefunden: "
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+ ", ".join(sorted(str(q) for q in quotes))
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+ "). Bitte market.symbols anpassen."
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)
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return str(next(iter(quotes))) if quotes else fallback
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async def build_runtime(
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config: Config,
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*,
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with_server: bool = True,
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with_storage: bool = True,
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load_model: bool = True,
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seed: int | None = None,
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) -> Runtime:
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"""Erzeugt Börsenanbindung, Broker, Strategie, Engine und Nebendienste."""
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storage: Storage | NullStorage = (
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Storage(config.storage.database_path) if with_storage else NullStorage()
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)
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read_only = config.mode is not Mode.LIVE
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exchange = build_exchange(config.exchange, read_only=read_only)
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market_info = await load_market_info(exchange, config.market.symbols)
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feed = CcxtDataFeed(exchange)
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broker: Broker
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if config.mode is Mode.LIVE:
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quote = _quote_currency(market_info, config.market.symbols, "USDT")
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broker = LiveBroker(exchange, quote_currency=quote, market_info=market_info)
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starting_equity = 0.0 # wird beim Start aus dem echten Guthaben gesetzt
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else:
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quote = _quote_currency(market_info, config.market.symbols, config.paper.quote_currency)
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if quote != config.paper.quote_currency:
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log.info(
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"Quote-Währung der Symbole ist %s – paper.quote_currency (%s) wird überschrieben",
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quote, config.paper.quote_currency,
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)
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paper_config = config.paper.model_copy(update={"quote_currency": quote})
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broker = PaperBroker(paper_config, market_info=market_info)
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starting_equity = paper_config.starting_balance
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strategy = build_strategy(config.strategy, N_FEATURES, seed=seed, load_model=load_model)
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learner = getattr(strategy, "learner", None)
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if learner is not None and config.mode is Mode.LIVE and config.strategy.learner.freeze_in_live:
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learner.frozen = True
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log.info("Live-Modus: Online-Lernen eingefroren (freeze_in_live=true)")
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portfolio = Portfolio(starting_equity=starting_equity, quote_currency=broker.quote_currency)
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risk = RiskManager(config.risk)
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notifier = Notifier(config.notifications)
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engine = TradingEngine(
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config=config,
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broker=broker,
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feed=feed,
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strategy=strategy,
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portfolio=portfolio,
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risk=risk,
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storage=storage,
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notifier=notifier,
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)
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server = StatusServer(config.server, engine.status) if (with_server and config.server.enabled) else None
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storage.start_run(
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mode=config.mode.value,
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exchange=config.exchange.id,
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symbols=config.market.symbols,
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timeframe=config.market.timeframe,
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strategy=config.strategy.name,
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)
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return Runtime(
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config=config,
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engine=engine,
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broker=broker,
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feed=feed,
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strategy=strategy,
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portfolio=portfolio,
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risk=risk,
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storage=storage,
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notifier=notifier,
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server=server,
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exchange=exchange,
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)
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def describe_config(config: Config) -> str:
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"""Kompakte Übersicht der wirksamen Konfiguration (ohne Geheimnisse)."""
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ex = config.exchange
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lines = [
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f"Modus {config.mode.value}"
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+ (" ⚠ ECHTES GELD" if config.mode is Mode.LIVE else ""),
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f"Börse {ex.id}" + (" (Sandbox/Testnet)" if ex.sandbox else " (Produktiv)"),
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f"Zugangsdaten {'gesetzt' if ex.has_credentials() else 'nicht gesetzt'}",
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f"Symbole {', '.join(config.market.symbols)}",
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f"Timeframe {config.market.timeframe} "
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f"(Abfrage alle {config.market.poll_interval_seconds:g}s)",
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f"Strategie {config.strategy.name}"
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+ (f" (Lernen aktiv, Schwelle {config.strategy.learner.entry_threshold})"
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if config.strategy.name == "adaptive" and config.strategy.learner.enabled
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else " (kein Lernen)"),
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f"Risiko max. {config.risk.max_open_positions} Positionen, "
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f"{config.risk.max_position_pct:.0%} je Position, "
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f"Stop {config.risk.stop_loss_atr_mult}×ATR, Ziel {config.risk.take_profit_atr_mult}×ATR",
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f"Notbremsen Tagesverlust {config.risk.max_daily_loss_pct:.0%}, "
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f"Drawdown {config.risk.max_drawdown_pct:.0%}",
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f"Datenbank {config.storage.database_path}",
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f"Modelldatei {config.strategy.learner.model_path}",
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]
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if config.mode is not Mode.LIVE:
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lines.insert(
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3,
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f"Startkapital {config.paper.starting_balance:g} {config.paper.quote_currency} "
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f"(Gebühr {config.paper.fee_rate:.3%}, Slippage {config.paper.slippage_bps:g} bps)",
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)
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if config.server.enabled:
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lines.append(f"Status-Server http://{config.server.host}:{config.server.port}/")
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return "\n".join(" " + line for line in lines)
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