🧠 Implement AI Learning System for Stop Loss Decisions
- Add stop-loss-decision-learner.js: Core learning engine
- Add enhanced-autonomous-risk-manager.js: Learning-enhanced decisions
- Add AI learning API and dashboard components
- Add database schema for decision tracking
- Integrate with existing automation system
- Demo scripts and documentation
Result: AI learns from every decision and improves over time! 🚀
This commit is contained in:
108
STOP_LOSS_LEARNING_IMPLEMENTATION.md
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108
STOP_LOSS_LEARNING_IMPLEMENTATION.md
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# 🧠 Stop Loss Decision Learning System
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## 📋 **Missing Learning Components**
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### 1. **Decision Recording**
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The autonomous risk manager needs to record every decision made near stop loss:
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```javascript
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// When AI makes a decision near SL:
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await this.recordDecision({
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tradeId: trade.id,
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distanceFromSL: stopLoss.distancePercent,
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decision: 'TIGHTEN_STOP_LOSS', // or 'HOLD', 'EXIT', etc.
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reasoning: decision.reasoning,
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marketConditions: await this.analyzeMarketContext(),
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timestamp: new Date()
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});
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```
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### 2. **Outcome Assessment**
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Track what happened after each AI decision:
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```javascript
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// Later, when trade closes:
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await this.assessDecisionOutcome({
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decisionId: originalDecision.id,
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actualOutcome: 'HIT_ORIGINAL_SL', // or 'HIT_TIGHTENED_SL', 'PROFITABLE_EXIT'
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timeToOutcome: minutesFromDecision,
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pnlImpact: decision.pnlDifference,
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wasDecisionCorrect: calculateIfDecisionWasOptimal()
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});
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```
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### 3. **Learning Integration**
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Connect decision outcomes to AI improvement:
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```javascript
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// Analyze historical decision patterns:
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const learningInsights = await this.analyzeDecisionHistory({
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successfulPatterns: [], // What decisions work best at different SL distances
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failurePatterns: [], // What decisions often lead to worse outcomes
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optimalTiming: {}, // Best times to act vs hold
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contextFactors: [] // Market conditions that influence decision success
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});
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```
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## 🎯 **Implementation Requirements**
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### **Database Schema Extension**
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```sql
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-- New table for SL decision tracking
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CREATE TABLE sl_decisions (
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id STRING PRIMARY KEY,
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trade_id STRING,
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decision_type STRING, -- 'HOLD', 'EXIT', 'TIGHTEN_SL', 'PARTIAL_EXIT'
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distance_from_sl FLOAT,
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reasoning TEXT,
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market_conditions JSON,
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decision_timestamp DATETIME,
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outcome STRING, -- 'CORRECT', 'INCORRECT', 'NEUTRAL'
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outcome_timestamp DATETIME,
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pnl_impact FLOAT,
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learning_score FLOAT
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);
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```
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### **Enhanced Autonomous Risk Manager**
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```javascript
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class AutonomousRiskManager {
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async analyzePosition(monitor) {
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// Current decision logic...
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const decision = this.makeDecision(stopLoss);
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// NEW: Record this decision for learning
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await this.recordDecision(monitor, decision);
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return decision;
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}
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async recordDecision(monitor, decision) {
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// Store decision with context for later analysis
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}
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async learnFromPastDecisions() {
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// Analyze historical decisions and outcomes
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// Adjust decision thresholds based on what worked
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}
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}
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```
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## 📊 **Learning Outcomes**
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With this system, the AI would learn:
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1. **Optimal Decision Points**: At what SL distance should it act vs hold?
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2. **Context Sensitivity**: When do market conditions make early exit better?
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3. **Risk Assessment**: How accurate are its "emergency" vs "safe" classifications?
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4. **Strategy Refinement**: Which stop loss adjustments actually improve outcomes?
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## 🚀 **Integration with Existing System**
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This would extend the current drift-feedback-loop.js to include:
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- SL decision tracking
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- Decision outcome assessment
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- Learning pattern recognition
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- Strategy optimization based on decision history
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The result: An AI that not only learns from trade outcomes but also learns from its own decision-making process near stop losses! 🎯
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203
app/api/ai/learning/route.ts
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203
app/api/ai/learning/route.ts
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import { NextApiRequest, NextApiResponse } from 'next'
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/**
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* AI Learning Insights API
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*
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* Provides access to the stop loss decision learning system insights
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*/
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interface LearningResult {
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success: boolean;
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message: string;
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data?: any;
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}
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export default async function handler(req: NextApiRequest, res: NextApiResponse) {
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const { method } = req
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try {
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switch (method) {
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case 'GET':
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return await getLearningInsights(req, res)
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case 'POST':
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return await manageLearningSystem(req, res)
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default:
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res.setHeader('Allow', ['GET', 'POST'])
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return res.status(405).json({ success: false, error: `Method ${method} not allowed` })
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}
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} catch (error: any) {
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console.error('Learning insights API error:', error)
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return res.status(500).json({
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success: false,
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error: 'Internal server error',
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message: error?.message || 'Unknown error'
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})
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}
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}
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async function getLearningInsights(req: NextApiRequest, res: NextApiResponse) {
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try {
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// Import the learning system dynamically
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const EnhancedAutonomousRiskManager = require('../../../lib/enhanced-autonomous-risk-manager.js')
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const riskManager = new EnhancedAutonomousRiskManager()
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// Get comprehensive learning status
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const learningStatus = await riskManager.getLearningStatus()
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// Get decision patterns
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const StopLossDecisionLearner = require('../../../lib/stop-loss-decision-learner.js')
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const learner = new StopLossDecisionLearner()
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const patterns = await learner.analyzeDecisionPatterns()
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const learningReport = await learner.generateLearningReport()
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const insights = {
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success: true,
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timestamp: new Date().toISOString(),
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learningSystem: {
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status: learningStatus.isLearning ? 'ACTIVE' : 'INACTIVE',
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confidence: (learningStatus.systemConfidence * 100).toFixed(1) + '%',
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totalDecisions: learningStatus.totalDecisions,
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pendingAssessments: learningStatus.pendingAssessments,
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currentThresholds: learningStatus.currentThresholds,
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lastAnalysis: learningStatus.lastAnalysis
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},
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decisionPatterns: {
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successful: patterns?.successfulPatterns || [],
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failures: patterns?.failurePatterns || [],
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optimalTiming: patterns?.optimalTiming || {},
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distanceOptimization: patterns?.distanceOptimization || {}
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},
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performanceMetrics: {
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overallSuccessRate: calculateOverallSuccessRate(patterns),
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mostSuccessfulDecision: findMostSuccessfulDecision(patterns),
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improvementTrend: calculateImprovementTrend(learningReport),
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confidenceLevel: learningStatus.systemConfidence
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},
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recommendations: learningReport?.recommendations || [],
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systemHealth: {
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learningActive: learningStatus.isLearning,
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dataQuality: assessDataQuality(patterns),
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systemMaturity: assessSystemMaturity(learningStatus.totalDecisions),
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readyForAutonomy: learningStatus.systemConfidence > 0.7
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}
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}
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return res.status(200).json(insights)
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} catch (error: any) {
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console.error('Error getting learning insights:', error)
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return res.status(500).json({
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success: false,
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error: 'Failed to retrieve learning insights',
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message: error?.message || 'Unknown error'
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})
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}
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}
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async function manageLearningSystem(req: NextApiRequest, res: NextApiResponse) {
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try {
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const { action, parameters } = req.body
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const EnhancedAutonomousRiskManager = require('../../../lib/enhanced-autonomous-risk-manager.js')
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const riskManager = new EnhancedAutonomousRiskManager()
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let result: LearningResult = { success: false, message: 'Unknown action' }
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switch (action) {
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case 'updateThresholds':
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// Update learning thresholds
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if (parameters?.thresholds) {
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await riskManager.updateThresholdsFromLearning()
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result = { success: true, message: 'Thresholds updated from learning data' }
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}
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break
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case 'generateReport':
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// Force generate a new learning report
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const StopLossDecisionLearner = require('../../../lib/stop-loss-decision-learner.js')
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const learner = new StopLossDecisionLearner()
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const report = await learner.generateLearningReport()
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result = { success: true, message: 'Report generated', data: report }
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break
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case 'getRecommendation':
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// Get smart recommendation for current situation
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if (parameters?.situation) {
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const recommendation = await riskManager.learner.getSmartRecommendation(parameters.situation)
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result = { success: true, message: 'Recommendation generated', data: recommendation }
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}
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break
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case 'assessPendingDecisions':
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// Force assessment of pending decisions
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await riskManager.assessDecisionOutcomes()
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result = { success: true, message: 'Pending decisions assessed' }
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break
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default:
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result = { success: false, message: `Unknown action: ${action}` }
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}
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return res.status(200).json(result)
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} catch (error: any) {
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console.error('Error managing learning system:', error)
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return res.status(500).json({
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success: false,
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error: 'Failed to manage learning system',
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message: error?.message || 'Unknown error'
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})
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}
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}
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// Helper functions
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function calculateOverallSuccessRate(patterns: any): number {
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if (!patterns?.successfulPatterns || patterns.successfulPatterns.length === 0) return 0
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const totalSamples = patterns.successfulPatterns.reduce((sum: number, p: any) => sum + p.sampleSize, 0)
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const totalSuccesses = patterns.successfulPatterns.reduce((sum: number, p: any) => sum + (p.sampleSize * p.successRate / 100), 0)
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return totalSamples > 0 ? parseFloat((totalSuccesses / totalSamples * 100).toFixed(1)) : 0
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}
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function findMostSuccessfulDecision(patterns: any): any {
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if (!patterns?.successfulPatterns || patterns.successfulPatterns.length === 0) {
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return { type: 'NONE', rate: 0 }
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}
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const best = patterns.successfulPatterns.reduce((best: any, current: any) =>
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current.successRate > best.successRate ? current : best
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)
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return {
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type: best.decisionType,
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rate: best.successRate.toFixed(1) + '%',
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samples: best.sampleSize
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}
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}
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function calculateImprovementTrend(report: any): string {
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// Simple trend calculation - in production, this would analyze historical data
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if (!report?.summary?.systemConfidence) return 'INSUFFICIENT_DATA'
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const confidence = report.summary.systemConfidence
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if (confidence > 0.8) return 'EXCELLENT'
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if (confidence > 0.6) return 'IMPROVING'
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if (confidence > 0.4) return 'LEARNING'
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return 'INITIALIZING'
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}
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function assessDataQuality(patterns: any): string {
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const totalDecisions = patterns?.successfulPatterns?.reduce((sum: number, p: any) => sum + p.sampleSize, 0) || 0
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if (totalDecisions >= 50) return 'HIGH'
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if (totalDecisions >= 20) return 'MEDIUM'
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if (totalDecisions >= 5) return 'LOW'
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return 'INSUFFICIENT'
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}
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function assessSystemMaturity(totalDecisions: number): string {
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if (totalDecisions >= 100) return 'EXPERT'
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if (totalDecisions >= 50) return 'INTERMEDIATE'
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if (totalDecisions >= 20) return 'NOVICE'
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if (totalDecisions >= 5) return 'BEGINNER'
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return 'LEARNING'
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}
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443
app/components/AILearningDashboard.tsx
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443
app/components/AILearningDashboard.tsx
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'use client'
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import React, { useState, useEffect } from 'react'
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/**
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* AI Learning Dashboard
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*
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* Beautiful dashboard to display stop loss decision learning insights
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*/
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interface LearningInsights {
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success: boolean
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timestamp: string
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learningSystem: {
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status: string
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confidence: string
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totalDecisions: number
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pendingAssessments: number
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currentThresholds: {
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emergency: number
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risk: number
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mediumRisk: number
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}
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lastAnalysis: any
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}
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decisionPatterns: {
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successful: Array<{
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decisionType: string
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successRate: number
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avgScore: number
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sampleSize: number
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}>
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failures: Array<{
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decisionType: string
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successRate: number
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sampleSize: number
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}>
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optimalTiming: any
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distanceOptimization: any
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}
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performanceMetrics: {
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overallSuccessRate: number
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mostSuccessfulDecision: {
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type: string
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rate: string
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samples: number
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}
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improvementTrend: string
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confidenceLevel: number
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}
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recommendations: Array<{
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type: string
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priority: string
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message: string
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actionable: boolean
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}>
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systemHealth: {
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learningActive: boolean
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dataQuality: string
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systemMaturity: string
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readyForAutonomy: boolean
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}
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}
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export default function AILearningDashboard() {
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const [insights, setInsights] = useState<LearningInsights | null>(null)
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const [loading, setLoading] = useState(true)
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const [error, setError] = useState<string | null>(null)
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const [lastUpdate, setLastUpdate] = useState<Date | null>(null)
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useEffect(() => {
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fetchLearningInsights()
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const interval = setInterval(fetchLearningInsights, 30000) // Update every 30 seconds
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return () => clearInterval(interval)
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}, [])
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const fetchLearningInsights = async () => {
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try {
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const response = await fetch('/api/ai/learning')
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const data = await response.json()
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if (data.success) {
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setInsights(data)
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setError(null)
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setLastUpdate(new Date())
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} else {
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setError(data.error || 'Failed to load learning insights')
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}
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} catch (err: any) {
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setError(err.message || 'Network error')
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} finally {
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setLoading(false)
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}
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}
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const triggerAction = async (action: string, parameters?: any) => {
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try {
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const response = await fetch('/api/ai/learning', {
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method: 'POST',
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headers: { 'Content-Type': 'application/json' },
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body: JSON.stringify({ action, parameters })
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})
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const result = await response.json()
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if (result.success) {
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fetchLearningInsights() // Refresh data
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}
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} catch (err) {
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console.error('Action failed:', err)
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}
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}
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if (loading) {
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return (
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<div className="bg-gray-900 border border-gray-700 rounded-lg p-6">
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<div className="animate-pulse space-y-4">
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<div className="h-4 bg-gray-700 rounded w-1/4"></div>
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<div className="h-8 bg-gray-700 rounded w-1/2"></div>
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<div className="h-32 bg-gray-700 rounded"></div>
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</div>
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</div>
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)
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}
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if (error) {
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return (
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<div className="bg-red-900/20 border border-red-700 rounded-lg p-6">
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<div className="flex items-center space-x-2">
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<span className="text-red-400">❌</span>
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<h3 className="text-red-400 font-semibold">Learning System Error</h3>
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</div>
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<p className="text-red-300 mt-2">{error}</p>
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<button
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onClick={fetchLearningInsights}
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className="mt-4 px-4 py-2 bg-red-700 hover:bg-red-600 rounded text-white transition-colors"
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>
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Retry
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</button>
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</div>
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)
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}
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if (!insights) return null
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const getStatusColor = (status: string) => {
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switch (status) {
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case 'ACTIVE': return 'text-green-400'
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case 'INACTIVE': return 'text-red-400'
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default: return 'text-yellow-400'
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}
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}
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const getMaturityColor = (maturity: string) => {
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switch (maturity) {
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case 'EXPERT': return 'text-purple-400'
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case 'INTERMEDIATE': return 'text-blue-400'
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case 'NOVICE': return 'text-green-400'
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case 'BEGINNER': return 'text-yellow-400'
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default: return 'text-gray-400'
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}
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}
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const getDataQualityColor = (quality: string) => {
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switch (quality) {
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case 'HIGH': return 'text-green-400'
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case 'MEDIUM': return 'text-yellow-400'
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||||
case 'LOW': return 'text-orange-400'
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default: return 'text-red-400'
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}
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||||
}
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const getTrendIcon = (trend: string) => {
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switch (trend) {
|
||||
case 'EXCELLENT': return '🚀'
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||||
case 'IMPROVING': return '📈'
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case 'LEARNING': return '🧠'
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||||
case 'INITIALIZING': return '🌱'
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default: return '❓'
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||||
}
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||||
}
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||||
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||||
return (
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||||
<div className="space-y-6">
|
||||
{/* Header */}
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-6">
|
||||
<div className="flex items-center justify-between">
|
||||
<div>
|
||||
<h2 className="text-2xl font-bold text-white flex items-center space-x-2">
|
||||
<span>🧠</span>
|
||||
<span>AI Learning Dashboard</span>
|
||||
</h2>
|
||||
<p className="text-gray-400 mt-1">Stop Loss Decision Learning System</p>
|
||||
</div>
|
||||
<div className="text-right">
|
||||
<div className={`text-lg font-semibold ${getStatusColor(insights.learningSystem.status)}`}>
|
||||
{insights.learningSystem.status}
|
||||
</div>
|
||||
<div className="text-sm text-gray-400">
|
||||
Last Update: {lastUpdate?.toLocaleTimeString()}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* System Overview */}
|
||||
<div className="grid grid-cols-1 md:grid-cols-2 lg:grid-cols-4 gap-4">
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-4">
|
||||
<div className="text-gray-400 text-sm">System Confidence</div>
|
||||
<div className="text-2xl font-bold text-blue-400">{insights.learningSystem.confidence}</div>
|
||||
<div className="text-xs text-gray-500 mt-1">
|
||||
{getTrendIcon(insights.performanceMetrics.improvementTrend)} {insights.performanceMetrics.improvementTrend}
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-4">
|
||||
<div className="text-gray-400 text-sm">Total Decisions</div>
|
||||
<div className="text-2xl font-bold text-green-400">{insights.learningSystem.totalDecisions}</div>
|
||||
<div className="text-xs text-gray-500 mt-1">
|
||||
Pending: {insights.learningSystem.pendingAssessments}
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-4">
|
||||
<div className="text-gray-400 text-sm">Success Rate</div>
|
||||
<div className="text-2xl font-bold text-purple-400">{insights.performanceMetrics.overallSuccessRate}%</div>
|
||||
<div className="text-xs text-gray-500 mt-1">
|
||||
Best: {insights.performanceMetrics.mostSuccessfulDecision.type}
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-4">
|
||||
<div className="text-gray-400 text-sm">System Maturity</div>
|
||||
<div className={`text-2xl font-bold ${getMaturityColor(insights.systemHealth.systemMaturity)}`}>
|
||||
{insights.systemHealth.systemMaturity}
|
||||
</div>
|
||||
<div className="text-xs text-gray-500 mt-1">
|
||||
Quality: <span className={getDataQualityColor(insights.systemHealth.dataQuality)}>
|
||||
{insights.systemHealth.dataQuality}
|
||||
</span>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Learning Thresholds */}
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-6">
|
||||
<h3 className="text-lg font-semibold text-white mb-4 flex items-center space-x-2">
|
||||
<span>🎯</span>
|
||||
<span>Current Learning Thresholds</span>
|
||||
</h3>
|
||||
<div className="grid grid-cols-1 md:grid-cols-3 gap-4">
|
||||
<div className="bg-red-900/20 border border-red-700 rounded-lg p-4">
|
||||
<div className="text-red-400 font-semibold">🚨 Emergency</div>
|
||||
<div className="text-2xl font-bold text-white">{insights.learningSystem.currentThresholds.emergency}%</div>
|
||||
<div className="text-sm text-red-300">Immediate action required</div>
|
||||
</div>
|
||||
<div className="bg-yellow-900/20 border border-yellow-700 rounded-lg p-4">
|
||||
<div className="text-yellow-400 font-semibold">⚠️ High Risk</div>
|
||||
<div className="text-2xl font-bold text-white">{insights.learningSystem.currentThresholds.risk}%</div>
|
||||
<div className="text-sm text-yellow-300">Enhanced monitoring</div>
|
||||
</div>
|
||||
<div className="bg-blue-900/20 border border-blue-700 rounded-lg p-4">
|
||||
<div className="text-blue-400 font-semibold">🟡 Medium Risk</div>
|
||||
<div className="text-2xl font-bold text-white">{insights.learningSystem.currentThresholds.mediumRisk}%</div>
|
||||
<div className="text-sm text-blue-300">Standard monitoring</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Decision Patterns */}
|
||||
<div className="grid grid-cols-1 lg:grid-cols-2 gap-6">
|
||||
{/* Successful Patterns */}
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-6">
|
||||
<h3 className="text-lg font-semibold text-white mb-4 flex items-center space-x-2">
|
||||
<span>✅</span>
|
||||
<span>Successful Decision Patterns</span>
|
||||
</h3>
|
||||
<div className="space-y-3">
|
||||
{insights.decisionPatterns.successful.length > 0 ? (
|
||||
insights.decisionPatterns.successful.map((pattern, index) => (
|
||||
<div key={index} className="bg-green-900/20 border border-green-700 rounded-lg p-3">
|
||||
<div className="flex justify-between items-center">
|
||||
<div className="text-green-400 font-semibold">{pattern.decisionType}</div>
|
||||
<div className="text-green-300">{pattern.successRate.toFixed(1)}%</div>
|
||||
</div>
|
||||
<div className="text-sm text-gray-400">
|
||||
Sample Size: {pattern.sampleSize} | Avg Score: {pattern.avgScore.toFixed(2)}
|
||||
</div>
|
||||
</div>
|
||||
))
|
||||
) : (
|
||||
<div className="text-gray-400 text-center py-8">
|
||||
No successful patterns identified yet
|
||||
<br />
|
||||
<span className="text-sm">Keep making decisions to build learning data</span>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Failure Patterns */}
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-6">
|
||||
<h3 className="text-lg font-semibold text-white mb-4 flex items-center space-x-2">
|
||||
<span>❌</span>
|
||||
<span>Areas for Improvement</span>
|
||||
</h3>
|
||||
<div className="space-y-3">
|
||||
{insights.decisionPatterns.failures.length > 0 ? (
|
||||
insights.decisionPatterns.failures.map((pattern, index) => (
|
||||
<div key={index} className="bg-red-900/20 border border-red-700 rounded-lg p-3">
|
||||
<div className="flex justify-between items-center">
|
||||
<div className="text-red-400 font-semibold">{pattern.decisionType}</div>
|
||||
<div className="text-red-300">{pattern.successRate.toFixed(1)}%</div>
|
||||
</div>
|
||||
<div className="text-sm text-gray-400">
|
||||
Sample Size: {pattern.sampleSize} | Needs improvement
|
||||
</div>
|
||||
</div>
|
||||
))
|
||||
) : (
|
||||
<div className="text-gray-400 text-center py-8">
|
||||
No failure patterns identified
|
||||
<br />
|
||||
<span className="text-sm text-green-400">Great! System is performing well</span>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Recommendations */}
|
||||
{insights.recommendations.length > 0 && (
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-6">
|
||||
<h3 className="text-lg font-semibold text-white mb-4 flex items-center space-x-2">
|
||||
<span>💡</span>
|
||||
<span>AI Recommendations</span>
|
||||
</h3>
|
||||
<div className="space-y-3">
|
||||
{insights.recommendations.map((rec, index) => (
|
||||
<div key={index} className={`rounded-lg p-3 border ${
|
||||
rec.priority === 'HIGH' ? 'bg-red-900/20 border-red-700' :
|
||||
rec.priority === 'MEDIUM' ? 'bg-yellow-900/20 border-yellow-700' :
|
||||
'bg-blue-900/20 border-blue-700'
|
||||
}`}>
|
||||
<div className="flex justify-between items-start">
|
||||
<div className={`text-sm font-semibold ${
|
||||
rec.priority === 'HIGH' ? 'text-red-400' :
|
||||
rec.priority === 'MEDIUM' ? 'text-yellow-400' :
|
||||
'text-blue-400'
|
||||
}`}>
|
||||
{rec.type} - {rec.priority} PRIORITY
|
||||
</div>
|
||||
{rec.actionable && (
|
||||
<span className="text-xs bg-green-700 text-green-200 px-2 py-1 rounded">
|
||||
Actionable
|
||||
</span>
|
||||
)}
|
||||
</div>
|
||||
<div className="text-gray-300 mt-1">{rec.message}</div>
|
||||
</div>
|
||||
))}
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* System Health */}
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-6">
|
||||
<h3 className="text-lg font-semibold text-white mb-4 flex items-center space-x-2">
|
||||
<span>🏥</span>
|
||||
<span>System Health</span>
|
||||
</h3>
|
||||
<div className="grid grid-cols-2 md:grid-cols-4 gap-4">
|
||||
<div className="text-center">
|
||||
<div className={`text-2xl ${insights.systemHealth.learningActive ? 'text-green-400' : 'text-red-400'}`}>
|
||||
{insights.systemHealth.learningActive ? '🟢' : '🔴'}
|
||||
</div>
|
||||
<div className="text-sm text-gray-400">Learning Active</div>
|
||||
</div>
|
||||
<div className="text-center">
|
||||
<div className={`text-2xl ${getDataQualityColor(insights.systemHealth.dataQuality)}`}>
|
||||
📊
|
||||
</div>
|
||||
<div className="text-sm text-gray-400">Data Quality</div>
|
||||
<div className={`text-xs ${getDataQualityColor(insights.systemHealth.dataQuality)}`}>
|
||||
{insights.systemHealth.dataQuality}
|
||||
</div>
|
||||
</div>
|
||||
<div className="text-center">
|
||||
<div className={`text-2xl ${getMaturityColor(insights.systemHealth.systemMaturity)}`}>
|
||||
🎓
|
||||
</div>
|
||||
<div className="text-sm text-gray-400">Maturity</div>
|
||||
<div className={`text-xs ${getMaturityColor(insights.systemHealth.systemMaturity)}`}>
|
||||
{insights.systemHealth.systemMaturity}
|
||||
</div>
|
||||
</div>
|
||||
<div className="text-center">
|
||||
<div className={`text-2xl ${insights.systemHealth.readyForAutonomy ? 'text-green-400' : 'text-yellow-400'}`}>
|
||||
{insights.systemHealth.readyForAutonomy ? '🚀' : '⚠️'}
|
||||
</div>
|
||||
<div className="text-sm text-gray-400">Beach Ready</div>
|
||||
<div className={`text-xs ${insights.systemHealth.readyForAutonomy ? 'text-green-400' : 'text-yellow-400'}`}>
|
||||
{insights.systemHealth.readyForAutonomy ? 'YES' : 'LEARNING'}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Action Buttons */}
|
||||
<div className="bg-gray-900 border border-gray-700 rounded-lg p-6">
|
||||
<h3 className="text-lg font-semibold text-white mb-4 flex items-center space-x-2">
|
||||
<span>⚡</span>
|
||||
<span>Learning System Actions</span>
|
||||
</h3>
|
||||
<div className="grid grid-cols-2 md:grid-cols-4 gap-4">
|
||||
<button
|
||||
onClick={() => triggerAction('updateThresholds')}
|
||||
className="px-4 py-2 bg-blue-700 hover:bg-blue-600 rounded text-white transition-colors"
|
||||
>
|
||||
🔄 Update Thresholds
|
||||
</button>
|
||||
<button
|
||||
onClick={() => triggerAction('generateReport')}
|
||||
className="px-4 py-2 bg-green-700 hover:bg-green-600 rounded text-white transition-colors"
|
||||
>
|
||||
📊 Generate Report
|
||||
</button>
|
||||
<button
|
||||
onClick={() => triggerAction('assessPendingDecisions')}
|
||||
className="px-4 py-2 bg-yellow-700 hover:bg-yellow-600 rounded text-white transition-colors"
|
||||
>
|
||||
⚖️ Assess Pending
|
||||
</button>
|
||||
<button
|
||||
onClick={fetchLearningInsights}
|
||||
className="px-4 py-2 bg-purple-700 hover:bg-purple-600 rounded text-white transition-colors"
|
||||
>
|
||||
🔃 Refresh Data
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
)
|
||||
}
|
||||
125
database/stop-loss-learning-schema.sql
Normal file
125
database/stop-loss-learning-schema.sql
Normal file
@@ -0,0 +1,125 @@
|
||||
-- Stop Loss Decision Learning Database Schema
|
||||
-- This extends the existing database to support decision-level learning
|
||||
|
||||
-- Table to track every AI decision made near stop loss
|
||||
CREATE TABLE IF NOT EXISTS sl_decisions (
|
||||
id TEXT PRIMARY KEY,
|
||||
trade_id TEXT,
|
||||
symbol TEXT NOT NULL,
|
||||
decision_type TEXT NOT NULL, -- 'HOLD', 'EXIT', 'TIGHTEN_SL', 'PARTIAL_EXIT', 'EMERGENCY_EXIT'
|
||||
distance_from_sl REAL NOT NULL,
|
||||
reasoning TEXT,
|
||||
market_conditions TEXT, -- JSON with market context
|
||||
confidence_score REAL DEFAULT 0.7,
|
||||
expected_outcome TEXT,
|
||||
decision_timestamp DATETIME DEFAULT CURRENT_TIMESTAMP,
|
||||
|
||||
-- Outcome tracking (filled when trade closes or situation resolves)
|
||||
outcome TEXT, -- 'HIT_ORIGINAL_SL', 'HIT_TIGHTENED_SL', 'PROFITABLE_EXIT', 'AVOIDED_LOSS', etc.
|
||||
outcome_timestamp DATETIME,
|
||||
time_to_outcome INTEGER, -- minutes from decision to outcome
|
||||
pnl_impact REAL, -- how much P&L was affected by the decision
|
||||
was_correct BOOLEAN,
|
||||
learning_score REAL, -- calculated learning score (0-1)
|
||||
additional_context TEXT, -- JSON with additional outcome context
|
||||
status TEXT DEFAULT 'PENDING_OUTCOME', -- 'PENDING_OUTCOME', 'ASSESSED'
|
||||
|
||||
-- Indexing for faster queries
|
||||
FOREIGN KEY (trade_id) REFERENCES trades(id)
|
||||
);
|
||||
|
||||
-- Indexes for performance
|
||||
CREATE INDEX IF NOT EXISTS idx_sl_decisions_symbol ON sl_decisions(symbol);
|
||||
CREATE INDEX IF NOT EXISTS idx_sl_decisions_decision_type ON sl_decisions(decision_type);
|
||||
CREATE INDEX IF NOT EXISTS idx_sl_decisions_distance ON sl_decisions(distance_from_sl);
|
||||
CREATE INDEX IF NOT EXISTS idx_sl_decisions_timestamp ON sl_decisions(decision_timestamp);
|
||||
CREATE INDEX IF NOT EXISTS idx_sl_decisions_status ON sl_decisions(status);
|
||||
CREATE INDEX IF NOT EXISTS idx_sl_decisions_was_correct ON sl_decisions(was_correct);
|
||||
|
||||
-- Table to store learning model parameters and thresholds
|
||||
CREATE TABLE IF NOT EXISTS learning_parameters (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
parameter_name TEXT UNIQUE NOT NULL,
|
||||
parameter_value REAL NOT NULL,
|
||||
description TEXT,
|
||||
last_updated DATETIME DEFAULT CURRENT_TIMESTAMP,
|
||||
confidence_level REAL DEFAULT 0.5 -- how confident we are in this parameter
|
||||
);
|
||||
|
||||
-- Insert default learning parameters
|
||||
INSERT OR REPLACE INTO learning_parameters (parameter_name, parameter_value, description) VALUES
|
||||
('emergency_distance_threshold', 1.0, 'Distance from SL (%) that triggers emergency decisions'),
|
||||
('high_risk_distance_threshold', 2.0, 'Distance from SL (%) that triggers high risk decisions'),
|
||||
('medium_risk_distance_threshold', 5.0, 'Distance from SL (%) that triggers medium risk decisions'),
|
||||
('min_decisions_for_learning', 5, 'Minimum number of decisions needed to start learning'),
|
||||
('confidence_threshold', 0.7, 'Minimum confidence to use learned recommendations'),
|
||||
('learning_rate', 0.1, 'How quickly to adapt to new decision outcomes');
|
||||
|
||||
-- Table to store decision pattern insights
|
||||
CREATE TABLE IF NOT EXISTS decision_patterns (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
pattern_type TEXT NOT NULL, -- 'SUCCESSFUL', 'FAILURE', 'OPTIMAL_TIMING'
|
||||
decision_type TEXT NOT NULL,
|
||||
conditions TEXT, -- JSON with conditions that trigger this pattern
|
||||
success_rate REAL,
|
||||
sample_size INTEGER,
|
||||
avg_pnl_impact REAL,
|
||||
confidence_score REAL,
|
||||
discovered_at DATETIME DEFAULT CURRENT_TIMESTAMP,
|
||||
last_validated DATETIME DEFAULT CURRENT_TIMESTAMP,
|
||||
is_active BOOLEAN DEFAULT TRUE
|
||||
);
|
||||
|
||||
-- View for quick decision performance analysis
|
||||
CREATE VIEW IF NOT EXISTS decision_performance AS
|
||||
SELECT
|
||||
decision_type,
|
||||
COUNT(*) as total_decisions,
|
||||
AVG(CASE WHEN was_correct THEN 1 ELSE 0 END) as success_rate,
|
||||
AVG(learning_score) as avg_learning_score,
|
||||
AVG(pnl_impact) as avg_pnl_impact,
|
||||
AVG(distance_from_sl) as avg_distance_from_sl,
|
||||
MIN(decision_timestamp) as first_decision,
|
||||
MAX(decision_timestamp) as latest_decision
|
||||
FROM sl_decisions
|
||||
WHERE status = 'ASSESSED'
|
||||
GROUP BY decision_type
|
||||
ORDER BY success_rate DESC;
|
||||
|
||||
-- View for time-based decision analysis
|
||||
CREATE VIEW IF NOT EXISTS decision_timing_analysis AS
|
||||
SELECT
|
||||
CASE
|
||||
WHEN strftime('%H', decision_timestamp) BETWEEN '00' AND '05' THEN 'Night'
|
||||
WHEN strftime('%H', decision_timestamp) BETWEEN '06' AND '11' THEN 'Morning'
|
||||
WHEN strftime('%H', decision_timestamp) BETWEEN '12' AND '17' THEN 'Afternoon'
|
||||
ELSE 'Evening'
|
||||
END as time_period,
|
||||
decision_type,
|
||||
COUNT(*) as decisions,
|
||||
AVG(CASE WHEN was_correct THEN 1 ELSE 0 END) as success_rate,
|
||||
AVG(pnl_impact) as avg_pnl_impact
|
||||
FROM sl_decisions
|
||||
WHERE status = 'ASSESSED'
|
||||
GROUP BY time_period, decision_type
|
||||
ORDER BY success_rate DESC;
|
||||
|
||||
-- View for distance-based decision analysis
|
||||
CREATE VIEW IF NOT EXISTS distance_effectiveness AS
|
||||
SELECT
|
||||
CASE
|
||||
WHEN distance_from_sl < 1.0 THEN 'Emergency (<1%)'
|
||||
WHEN distance_from_sl < 2.0 THEN 'High Risk (1-2%)'
|
||||
WHEN distance_from_sl < 5.0 THEN 'Medium Risk (2-5%)'
|
||||
ELSE 'Safe (>5%)'
|
||||
END as risk_level,
|
||||
decision_type,
|
||||
COUNT(*) as decisions,
|
||||
AVG(CASE WHEN was_correct THEN 1 ELSE 0 END) as success_rate,
|
||||
AVG(learning_score) as avg_score,
|
||||
AVG(pnl_impact) as avg_pnl_impact,
|
||||
AVG(time_to_outcome) as avg_resolution_time_minutes
|
||||
FROM sl_decisions
|
||||
WHERE status = 'ASSESSED'
|
||||
GROUP BY risk_level, decision_type
|
||||
ORDER BY risk_level, success_rate DESC;
|
||||
279
demo-ai-learning-simple.js
Executable file
279
demo-ai-learning-simple.js
Executable file
@@ -0,0 +1,279 @@
|
||||
#!/usr/bin/env node
|
||||
|
||||
/**
|
||||
* Simple AI Learning System Demo (In-Memory)
|
||||
*
|
||||
* Demonstrates the learning system without database dependencies
|
||||
*/
|
||||
|
||||
async function demonstrateAILearningSimple() {
|
||||
console.log('🧠 AI LEARNING SYSTEM - SIMPLE DEMONSTRATION');
|
||||
console.log('='.repeat(80));
|
||||
|
||||
console.log(`
|
||||
🎯 WHAT YOUR ENHANCED AUTONOMOUS SYSTEM NOW INCLUDES:
|
||||
|
||||
📊 DECISION RECORDING:
|
||||
✅ Records every AI decision made near stop loss
|
||||
✅ Captures context: distance, market conditions, confidence
|
||||
✅ Stores reasoning and expected outcomes
|
||||
|
||||
🔍 OUTCOME TRACKING:
|
||||
✅ Monitors what happens after each decision
|
||||
✅ Measures P&L impact and time to resolution
|
||||
✅ Determines if decisions were correct or not
|
||||
|
||||
🧠 PATTERN ANALYSIS:
|
||||
✅ Identifies successful decision patterns
|
||||
✅ Finds failure patterns to avoid
|
||||
✅ Optimizes distance thresholds based on results
|
||||
✅ Analyzes timing patterns (time of day, market conditions)
|
||||
|
||||
🚀 SMART RECOMMENDATIONS:
|
||||
✅ Suggests best actions based on learned patterns
|
||||
✅ Provides confidence scores from historical data
|
||||
✅ Adapts to what actually works in your trading
|
||||
|
||||
🔄 CONTINUOUS IMPROVEMENT:
|
||||
✅ Updates decision thresholds automatically
|
||||
✅ Improves confidence calibration over time
|
||||
✅ Becomes more accurate with each decision
|
||||
|
||||
🏖️ BEACH MODE EVOLUTION:
|
||||
Before: Basic autonomous monitoring
|
||||
After: Self-improving AI that learns from every decision!
|
||||
`);
|
||||
|
||||
// Simulate the learning process
|
||||
console.log('\n🎬 SIMULATED LEARNING EVOLUTION:\n');
|
||||
|
||||
const learningPhases = [
|
||||
{
|
||||
phase: 'Week 1 - Initial Learning',
|
||||
decisions: 15,
|
||||
successRate: 45,
|
||||
confidence: 30,
|
||||
status: 'LEARNING',
|
||||
insight: 'Collecting initial decision data, identifying basic patterns'
|
||||
},
|
||||
{
|
||||
phase: 'Week 2 - Pattern Recognition',
|
||||
decisions: 35,
|
||||
successRate: 62,
|
||||
confidence: 55,
|
||||
status: 'IMPROVING',
|
||||
insight: 'Found that EMERGENCY_EXIT at <1% distance works 89% of the time'
|
||||
},
|
||||
{
|
||||
phase: 'Month 1 - Optimization',
|
||||
decisions: 68,
|
||||
successRate: 74,
|
||||
confidence: 73,
|
||||
status: 'OPTIMIZED',
|
||||
insight: 'Optimal thresholds: Emergency=0.8%, Risk=1.9%, Medium=4.2%'
|
||||
},
|
||||
{
|
||||
phase: 'Month 2 - Expert Level',
|
||||
decisions: 124,
|
||||
successRate: 82,
|
||||
confidence: 87,
|
||||
status: 'EXPERT',
|
||||
insight: 'TIGHTEN_STOP_LOSS in afternoon trading shows 94% success rate'
|
||||
}
|
||||
];
|
||||
|
||||
for (const phase of learningPhases) {
|
||||
console.log(`📈 ${phase.phase}`);
|
||||
console.log(` Decisions Made: ${phase.decisions}`);
|
||||
console.log(` Success Rate: ${phase.successRate}%`);
|
||||
console.log(` System Confidence: ${phase.confidence}%`);
|
||||
console.log(` Status: ${phase.status}`);
|
||||
console.log(` 💡 Key Insight: ${phase.insight}`);
|
||||
console.log('');
|
||||
}
|
||||
|
||||
console.log('🎯 EXAMPLE LEARNED DECISION PATTERNS:\n');
|
||||
|
||||
const examplePatterns = [
|
||||
{
|
||||
pattern: 'EMERGENCY_EXIT at <1% distance',
|
||||
successRate: 89,
|
||||
samples: 23,
|
||||
insight: 'Consistently saves 3-8% more than letting stop loss hit'
|
||||
},
|
||||
{
|
||||
pattern: 'TIGHTEN_STOP_LOSS during afternoon hours',
|
||||
successRate: 94,
|
||||
samples: 18,
|
||||
insight: 'Lower volatility makes tighter stops more effective'
|
||||
},
|
||||
{
|
||||
pattern: 'HOLD decision when trend is bullish',
|
||||
successRate: 76,
|
||||
samples: 31,
|
||||
insight: 'Strong trends often recover from temporary dips'
|
||||
},
|
||||
{
|
||||
pattern: 'PARTIAL_EXIT in high volatility',
|
||||
successRate: 81,
|
||||
samples: 15,
|
||||
insight: 'Reduces risk while maintaining upside potential'
|
||||
}
|
||||
];
|
||||
|
||||
examplePatterns.forEach(pattern => {
|
||||
console.log(`✅ ${pattern.pattern}`);
|
||||
console.log(` Success Rate: ${pattern.successRate}% (${pattern.samples} samples)`);
|
||||
console.log(` 📝 Insight: ${pattern.insight}`);
|
||||
console.log('');
|
||||
});
|
||||
|
||||
console.log('🎯 SMART RECOMMENDATION EXAMPLE:\n');
|
||||
|
||||
console.log(`Situation: SOL-PERP position 2.3% from stop loss, bullish trend, afternoon`);
|
||||
console.log(`
|
||||
🧠 AI RECOMMENDATION:
|
||||
Suggested Action: TIGHTEN_STOP_LOSS
|
||||
Confidence: 87% (based on 18 similar situations)
|
||||
Reasoning: Afternoon trading + bullish trend shows 94% success rate for tightening
|
||||
Expected Outcome: Improve risk/reward by 0.4% on average
|
||||
|
||||
📊 Supporting Data:
|
||||
- 18 similar situations in learning database
|
||||
- 94% success rate for this pattern
|
||||
- Average P&L improvement: +0.4%
|
||||
- Time-based optimization: Afternoon = optimal
|
||||
`);
|
||||
|
||||
console.log('\n🏗️ SYSTEM ARCHITECTURE ENHANCEMENT:\n');
|
||||
|
||||
console.log(`
|
||||
📁 NEW COMPONENTS ADDED:
|
||||
|
||||
📄 lib/stop-loss-decision-learner.js
|
||||
🧠 Core learning engine that records decisions and analyzes patterns
|
||||
|
||||
📄 lib/enhanced-autonomous-risk-manager.js
|
||||
🤖 Enhanced AI that uses learning data to make smarter decisions
|
||||
|
||||
📄 database/stop-loss-learning-schema.sql
|
||||
🗄️ Database schema for storing decision history and patterns
|
||||
|
||||
📄 app/api/ai/learning/route.ts
|
||||
🌐 API endpoints for accessing learning insights
|
||||
|
||||
📄 app/components/AILearningDashboard.tsx
|
||||
🎨 Beautiful dashboard to visualize learning progress
|
||||
|
||||
📄 demo-ai-learning.js
|
||||
🎬 Demonstration script showing learning capabilities
|
||||
`);
|
||||
|
||||
console.log('\n🚀 INTEGRATION WITH EXISTING SYSTEM:\n');
|
||||
|
||||
console.log(`
|
||||
🔗 ENHANCED BEACH MODE FLOW:
|
||||
|
||||
1. 📊 Position Monitor detects proximity to stop loss
|
||||
2. 🤖 Enhanced Risk Manager analyzes situation
|
||||
3. 🧠 Learning System provides smart recommendation
|
||||
4. ⚡ AI makes decision (enhanced by learned patterns)
|
||||
5. 📝 Decision is recorded with context for learning
|
||||
6. ⏱️ System monitors outcome over time
|
||||
7. 🔍 Outcome is assessed and learning score calculated
|
||||
8. 📈 Patterns are updated, thresholds optimized
|
||||
9. 🎯 Next decision is even smarter!
|
||||
|
||||
RESULT: Your AI doesn't just execute rules...
|
||||
It EVOLVES and improves with every decision! 🧬
|
||||
`);
|
||||
|
||||
console.log('\n🎛️ NEW API ENDPOINTS:\n');
|
||||
|
||||
console.log(`
|
||||
🌐 /api/ai/learning (GET)
|
||||
📊 Get comprehensive learning insights and system status
|
||||
|
||||
🌐 /api/ai/learning (POST)
|
||||
⚡ Trigger learning actions (update thresholds, generate reports)
|
||||
|
||||
Example Usage:
|
||||
curl http://localhost:9001/api/ai/learning | jq .
|
||||
`);
|
||||
|
||||
console.log('\n🎨 BEAUTIFUL LEARNING DASHBOARD:\n');
|
||||
|
||||
console.log(`
|
||||
💻 NEW UI COMPONENTS:
|
||||
|
||||
📊 System Overview Cards
|
||||
- Confidence level with trend indicators
|
||||
- Total decisions and success rate
|
||||
- System maturity assessment
|
||||
- Data quality metrics
|
||||
|
||||
🎯 Current Learning Thresholds
|
||||
- Emergency distance (auto-optimized)
|
||||
- Risk levels (learned from outcomes)
|
||||
- Visual threshold indicators
|
||||
|
||||
✅ Successful Decision Patterns
|
||||
- Which decisions work best
|
||||
- Success rates and sample sizes
|
||||
- Optimal conditions for each pattern
|
||||
|
||||
❌ Areas for Improvement
|
||||
- Decisions that need work
|
||||
- Failure pattern analysis
|
||||
- Actionable improvement suggestions
|
||||
|
||||
💡 AI Recommendations
|
||||
- Smart suggestions based on learning
|
||||
- Priority levels and actionability
|
||||
- Real-time optimization tips
|
||||
|
||||
🏥 System Health Indicators
|
||||
- Learning system status
|
||||
- Data quality assessment
|
||||
- Beach mode readiness
|
||||
|
||||
⚡ Action Buttons
|
||||
- Update thresholds from learning
|
||||
- Generate new reports
|
||||
- Assess pending decisions
|
||||
- Refresh learning data
|
||||
`);
|
||||
|
||||
console.log('\n🌟 THE RESULT - ULTIMATE BEACH MODE:\n');
|
||||
|
||||
console.log(`
|
||||
🏖️ BEFORE: Basic Autonomous Trading
|
||||
✅ Makes rule-based decisions
|
||||
✅ Executes stop loss management
|
||||
✅ Monitors positions automatically
|
||||
|
||||
🚀 AFTER: Self-Improving AI Trader
|
||||
✅ Everything above PLUS:
|
||||
✅ Records every decision for learning
|
||||
✅ Tracks outcomes and measures success
|
||||
✅ Identifies what works vs what doesn't
|
||||
✅ Optimizes thresholds based on results
|
||||
✅ Provides smart recommendations
|
||||
✅ Adapts to market conditions over time
|
||||
✅ Builds confidence through validated patterns
|
||||
✅ Becomes more profitable with experience
|
||||
|
||||
🎯 OUTCOME: Your AI trading system doesn't just work...
|
||||
It gets BETTER every single day! 📈
|
||||
|
||||
🏖️ TRUE BEACH MODE: Start automation, walk away, come back to a
|
||||
smarter AI that learned from every decision while you relaxed! ☀️
|
||||
`);
|
||||
|
||||
console.log('\n✨ YOUR AI IS NOW READY TO LEARN AND DOMINATE! ✨\n');
|
||||
}
|
||||
|
||||
// Run the demonstration
|
||||
if (require.main === module) {
|
||||
demonstrateAILearningSimple().catch(console.error);
|
||||
}
|
||||
218
demo-ai-learning.js
Executable file
218
demo-ai-learning.js
Executable file
@@ -0,0 +1,218 @@
|
||||
#!/usr/bin/env node
|
||||
|
||||
/**
|
||||
* AI Learning System Demo
|
||||
*
|
||||
* Demonstrates the complete stop loss decision learning system
|
||||
*/
|
||||
|
||||
const EnhancedAutonomousRiskManager = require('./lib/enhanced-autonomous-risk-manager.js');
|
||||
const StopLossDecisionLearner = require('./lib/stop-loss-decision-learner.js');
|
||||
|
||||
async function demonstrateAILearning() {
|
||||
console.log('🧠 AI LEARNING SYSTEM DEMONSTRATION');
|
||||
console.log('='.repeat(80));
|
||||
|
||||
console.log(`
|
||||
🎯 WHAT THIS SYSTEM DOES:
|
||||
|
||||
1. 📊 Records every AI decision made near stop loss
|
||||
2. 🔍 Tracks what happens after each decision
|
||||
3. 🧠 Learns from outcomes to improve future decisions
|
||||
4. 🚀 Gets smarter with every trade and decision
|
||||
5. 🏖️ Enables true autonomous beach mode trading
|
||||
|
||||
🔄 LEARNING CYCLE:
|
||||
Decision Made → Outcome Tracked → Pattern Analysis → Improved Decisions
|
||||
`);
|
||||
|
||||
const riskManager = new EnhancedAutonomousRiskManager();
|
||||
const learner = new StopLossDecisionLearner();
|
||||
|
||||
console.log('\n🎬 DEMO SCENARIO: Simulating Decision Learning Process\n');
|
||||
|
||||
// Simulate a series of decisions and outcomes
|
||||
const demoDecisions = [
|
||||
{
|
||||
scenario: 'SOL-PERP position 1.5% from stop loss',
|
||||
decision: 'EMERGENCY_EXIT',
|
||||
distanceFromSL: 1.5,
|
||||
outcome: 'AVOIDED_MAJOR_LOSS',
|
||||
pnlImpact: 5.2
|
||||
},
|
||||
{
|
||||
scenario: 'SOL-PERP position 2.8% from stop loss',
|
||||
decision: 'TIGHTEN_STOP_LOSS',
|
||||
distanceFromSL: 2.8,
|
||||
outcome: 'IMPROVED_PROFIT',
|
||||
pnlImpact: 2.1
|
||||
},
|
||||
{
|
||||
scenario: 'SOL-PERP position 4.2% from stop loss',
|
||||
decision: 'HOLD',
|
||||
distanceFromSL: 4.2,
|
||||
outcome: 'CORRECT_HOLD',
|
||||
pnlImpact: 1.8
|
||||
},
|
||||
{
|
||||
scenario: 'BTC-PERP position 1.2% from stop loss',
|
||||
decision: 'PARTIAL_EXIT',
|
||||
distanceFromSL: 1.2,
|
||||
outcome: 'REDUCED_RISK',
|
||||
pnlImpact: 0.8
|
||||
}
|
||||
];
|
||||
|
||||
console.log('📝 RECORDING DECISIONS FOR LEARNING:\n');
|
||||
|
||||
const decisionIds = [];
|
||||
|
||||
for (const demo of demoDecisions) {
|
||||
console.log(`🎯 Scenario: ${demo.scenario}`);
|
||||
console.log(` Decision: ${demo.decision}`);
|
||||
|
||||
// Record the decision
|
||||
const decisionId = await learner.recordDecision({
|
||||
tradeId: `demo_${Date.now()}_${Math.random().toString(36).substr(2, 5)}`,
|
||||
symbol: demo.scenario.split(' ')[0],
|
||||
decision: demo.decision,
|
||||
distanceFromSL: demo.distanceFromSL,
|
||||
reasoning: `Demo decision at ${demo.distanceFromSL}% distance`,
|
||||
currentPrice: 180 + Math.random() * 10,
|
||||
confidenceScore: 0.7 + Math.random() * 0.2,
|
||||
expectedOutcome: 'BETTER_RESULT'
|
||||
});
|
||||
|
||||
if (decisionId) {
|
||||
decisionIds.push({ id: decisionId, demo });
|
||||
console.log(` ✅ Recorded decision ${decisionId}`);
|
||||
}
|
||||
|
||||
console.log('');
|
||||
}
|
||||
|
||||
console.log('⏱️ Simulating time passage and outcome assessment...\n');
|
||||
|
||||
// Wait a moment to simulate time passage
|
||||
await new Promise(resolve => setTimeout(resolve, 2000));
|
||||
|
||||
console.log('🔍 ASSESSING DECISION OUTCOMES:\n');
|
||||
|
||||
for (const { id, demo } of decisionIds) {
|
||||
console.log(`📊 Assessing decision ${id}:`);
|
||||
console.log(` Outcome: ${demo.outcome}`);
|
||||
console.log(` P&L Impact: +$${demo.pnlImpact}`);
|
||||
|
||||
// Assess the outcome
|
||||
const assessment = await learner.assessDecisionOutcome({
|
||||
decisionId: id,
|
||||
actualOutcome: demo.outcome,
|
||||
timeToOutcome: 5 + Math.floor(Math.random() * 10), // 5-15 minutes
|
||||
pnlImpact: demo.pnlImpact,
|
||||
additionalContext: {
|
||||
scenario: demo.scenario,
|
||||
marketConditions: 'Demo simulation'
|
||||
}
|
||||
});
|
||||
|
||||
if (assessment) {
|
||||
console.log(` ✅ Assessment: ${assessment.wasCorrect ? 'CORRECT' : 'INCORRECT'} (Score: ${assessment.learningScore.toFixed(2)})`);
|
||||
}
|
||||
|
||||
console.log('');
|
||||
}
|
||||
|
||||
console.log('🧠 ANALYZING LEARNING PATTERNS:\n');
|
||||
|
||||
const patterns = await learner.analyzeDecisionPatterns();
|
||||
|
||||
if (patterns) {
|
||||
console.log('📈 SUCCESSFUL DECISION PATTERNS:');
|
||||
patterns.successfulPatterns.forEach(pattern => {
|
||||
console.log(` ${pattern.decisionType}: ${pattern.successRate.toFixed(1)}% success rate (${pattern.sampleSize} samples)`);
|
||||
});
|
||||
|
||||
if (patterns.failurePatterns.length > 0) {
|
||||
console.log('\n📉 AREAS FOR IMPROVEMENT:');
|
||||
patterns.failurePatterns.forEach(pattern => {
|
||||
console.log(` ${pattern.decisionType}: ${pattern.successRate.toFixed(1)}% success rate (${pattern.sampleSize} samples)`);
|
||||
});
|
||||
}
|
||||
|
||||
console.log('\n🎯 DISTANCE OPTIMIZATION:');
|
||||
Object.entries(patterns.distanceOptimization).forEach(([range, data]) => {
|
||||
console.log(` ${range}: ${data.successRate.toFixed(1)}% success, optimal threshold: ${data.optimalThreshold.toFixed(2)}%`);
|
||||
});
|
||||
}
|
||||
|
||||
console.log('\n🚀 GENERATING SMART RECOMMENDATION:\n');
|
||||
|
||||
// Test smart recommendation system
|
||||
const recommendation = await learner.getSmartRecommendation({
|
||||
distanceFromSL: 2.5,
|
||||
symbol: 'SOL-PERP',
|
||||
marketConditions: {
|
||||
trend: 'BULLISH',
|
||||
volatility: 0.05,
|
||||
timeOfDay: new Date().getHours()
|
||||
}
|
||||
});
|
||||
|
||||
console.log(`🎯 Smart Recommendation for 2.5% distance from SL:`);
|
||||
console.log(` Suggested Action: ${recommendation.suggestedAction}`);
|
||||
console.log(` Confidence: ${(recommendation.confidence * 100).toFixed(1)}%`);
|
||||
console.log(` Reasoning: ${recommendation.reasoning}`);
|
||||
console.log(` Learning-Based: ${recommendation.learningBased ? 'YES' : 'NO'}`);
|
||||
|
||||
if (recommendation.supportingData) {
|
||||
console.log(` Supporting Data: ${recommendation.supportingData.historicalSamples} similar situations`);
|
||||
}
|
||||
|
||||
console.log('\n📊 GENERATING COMPREHENSIVE LEARNING REPORT:\n');
|
||||
|
||||
const report = await learner.generateLearningReport();
|
||||
|
||||
if (report) {
|
||||
console.log('📋 LEARNING SYSTEM STATUS:');
|
||||
console.log(` Total Decisions: ${report.summary.totalDecisions}`);
|
||||
console.log(` System Confidence: ${(report.summary.systemConfidence * 100).toFixed(1)}%`);
|
||||
console.log(` Successful Patterns: ${report.summary.successfulPatterns}`);
|
||||
|
||||
if (report.recommendations.length > 0) {
|
||||
console.log('\n💡 AI RECOMMENDATIONS:');
|
||||
report.recommendations.forEach(rec => {
|
||||
console.log(` ${rec.type} (${rec.priority}): ${rec.message}`);
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
console.log('\n🏖️ BEACH MODE DEMONSTRATION:\n');
|
||||
|
||||
console.log(`
|
||||
🌊 ENHANCED BEACH MODE WITH AI LEARNING:
|
||||
|
||||
✅ System now records every decision made near stop loss
|
||||
✅ Tracks outcomes and learns from what works/doesn't work
|
||||
✅ Adjusts decision thresholds based on historical success
|
||||
✅ Provides smart recommendations based on learned patterns
|
||||
✅ Continuously improves decision-making quality
|
||||
✅ Builds confidence through validated success patterns
|
||||
|
||||
🎯 RESULT: Your AI doesn't just make autonomous decisions...
|
||||
It LEARNS from every decision to become smarter!
|
||||
|
||||
🚀 NEXT STEPS:
|
||||
1. Start automation with enhanced learning system
|
||||
2. Let it run and make decisions autonomously
|
||||
3. Check learning dashboard for insights
|
||||
4. Watch confidence and success rates improve over time
|
||||
5. Enjoy the beach knowing your AI is getting smarter! 🏖️
|
||||
`);
|
||||
|
||||
console.log('\n✨ DEMO COMPLETE! Your AI is ready to learn and improve! ✨\n');
|
||||
}
|
||||
|
||||
// Run the demonstration
|
||||
if (require.main === module) {
|
||||
demonstrateAILearning().catch(console.error);
|
||||
}
|
||||
569
lib/enhanced-autonomous-risk-manager.js
Normal file
569
lib/enhanced-autonomous-risk-manager.js
Normal file
@@ -0,0 +1,569 @@
|
||||
/**
|
||||
* Enhanced Autonomous AI Risk Management System with Learning
|
||||
*
|
||||
* This system automatically handles risk situations AND learns from every decision.
|
||||
* It records decisions, tracks outcomes, and continuously improves its decision-making.
|
||||
*/
|
||||
|
||||
const StopLossDecisionLearner = require('./stop-loss-decision-learner');
|
||||
const { exec } = require('child_process');
|
||||
const util = require('util');
|
||||
const execAsync = util.promisify(exec);
|
||||
|
||||
class EnhancedAutonomousRiskManager {
|
||||
constructor() {
|
||||
this.isActive = false;
|
||||
this.learner = new StopLossDecisionLearner();
|
||||
this.emergencyThreshold = 1.0; // Will be updated by learning system
|
||||
this.riskThreshold = 2.0;
|
||||
this.mediumRiskThreshold = 5.0;
|
||||
this.pendingDecisions = new Map(); // Track decisions awaiting outcomes
|
||||
this.lastAnalysis = null;
|
||||
}
|
||||
|
||||
async log(message) {
|
||||
const timestamp = new Date().toISOString();
|
||||
console.log(`[${timestamp}] 🤖 Enhanced Risk AI: ${message}`);
|
||||
}
|
||||
|
||||
/**
|
||||
* Main analysis function that integrates learning-based decision making
|
||||
*/
|
||||
async analyzePosition(monitor) {
|
||||
try {
|
||||
if (!monitor || !monitor.hasPosition) {
|
||||
return {
|
||||
action: 'NO_ACTION',
|
||||
reasoning: 'No position to analyze',
|
||||
confidence: 1.0
|
||||
};
|
||||
}
|
||||
|
||||
const { position, stopLossProximity } = monitor;
|
||||
const distance = parseFloat(stopLossProximity.distancePercent);
|
||||
|
||||
// Update thresholds based on learning
|
||||
await this.updateThresholdsFromLearning();
|
||||
|
||||
// Get AI recommendation based on learned patterns
|
||||
const smartRecommendation = await this.learner.getSmartRecommendation({
|
||||
distanceFromSL: distance,
|
||||
symbol: position.symbol,
|
||||
marketConditions: {
|
||||
price: position.entryPrice, // Current price context
|
||||
unrealizedPnl: position.unrealizedPnl,
|
||||
side: position.side
|
||||
}
|
||||
});
|
||||
|
||||
let decision;
|
||||
|
||||
// Enhanced decision logic using learning
|
||||
if (distance < this.emergencyThreshold) {
|
||||
decision = await this.handleEmergencyRisk(monitor, smartRecommendation);
|
||||
} else if (distance < this.riskThreshold) {
|
||||
decision = await this.handleHighRisk(monitor, smartRecommendation);
|
||||
} else if (distance < this.mediumRiskThreshold) {
|
||||
decision = await this.handleMediumRisk(monitor, smartRecommendation);
|
||||
} else {
|
||||
decision = await this.handleSafePosition(monitor, smartRecommendation);
|
||||
}
|
||||
|
||||
// Record this decision for learning
|
||||
const decisionId = await this.recordDecisionForLearning(monitor, decision, smartRecommendation);
|
||||
decision.decisionId = decisionId;
|
||||
|
||||
this.lastAnalysis = { monitor, decision, timestamp: new Date() };
|
||||
|
||||
return decision;
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error in position analysis: ${error.message}`);
|
||||
return {
|
||||
action: 'ERROR',
|
||||
reasoning: `Analysis error: ${error.message}`,
|
||||
confidence: 0.1
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
async handleEmergencyRisk(monitor, smartRecommendation) {
|
||||
const { position, stopLossProximity } = monitor;
|
||||
const distance = parseFloat(stopLossProximity.distancePercent);
|
||||
|
||||
await this.log(`🚨 EMERGENCY: Position ${distance}% from stop loss!`);
|
||||
|
||||
// Use learning-based recommendation if highly confident
|
||||
if (smartRecommendation.learningBased && smartRecommendation.confidence > 0.8) {
|
||||
await this.log(`🧠 Using learned strategy: ${smartRecommendation.suggestedAction} (${(smartRecommendation.confidence * 100).toFixed(1)}% confidence)`);
|
||||
|
||||
return {
|
||||
action: smartRecommendation.suggestedAction,
|
||||
reasoning: `AI Learning: ${smartRecommendation.reasoning}`,
|
||||
confidence: smartRecommendation.confidence,
|
||||
urgency: 'CRITICAL',
|
||||
learningEnhanced: true,
|
||||
supportingData: smartRecommendation.supportingData
|
||||
};
|
||||
}
|
||||
|
||||
// Fallback to rule-based emergency logic
|
||||
return {
|
||||
action: 'EMERGENCY_EXIT',
|
||||
reasoning: 'Price critically close to stop loss. Autonomous exit to preserve capital.',
|
||||
confidence: 0.9,
|
||||
urgency: 'CRITICAL',
|
||||
parameters: {
|
||||
exitPercentage: 100,
|
||||
maxSlippage: 0.5
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
async handleHighRisk(monitor, smartRecommendation) {
|
||||
const { position, stopLossProximity } = monitor;
|
||||
const distance = parseFloat(stopLossProximity.distancePercent);
|
||||
|
||||
await this.log(`⚠️ HIGH RISK: Position ${distance}% from stop loss`);
|
||||
|
||||
// Check learning recommendation
|
||||
if (smartRecommendation.learningBased && smartRecommendation.confidence > 0.7) {
|
||||
return {
|
||||
action: smartRecommendation.suggestedAction,
|
||||
reasoning: `AI Learning: ${smartRecommendation.reasoning}`,
|
||||
confidence: smartRecommendation.confidence,
|
||||
urgency: 'HIGH',
|
||||
learningEnhanced: true
|
||||
};
|
||||
}
|
||||
|
||||
// Enhanced market analysis for high-risk situations
|
||||
const marketAnalysis = await this.analyzeMarketConditions(position.symbol);
|
||||
|
||||
if (marketAnalysis.trend === 'BULLISH' && position.side === 'LONG') {
|
||||
return {
|
||||
action: 'TIGHTEN_STOP_LOSS',
|
||||
reasoning: 'Market still favorable. Tightening stop loss for better risk management.',
|
||||
confidence: 0.7,
|
||||
urgency: 'HIGH',
|
||||
parameters: {
|
||||
newStopLossDistance: distance * 0.7 // Tighten by 30%
|
||||
}
|
||||
};
|
||||
} else {
|
||||
return {
|
||||
action: 'PARTIAL_EXIT',
|
||||
reasoning: 'Market conditions uncertain. Reducing position size to manage risk.',
|
||||
confidence: 0.75,
|
||||
urgency: 'HIGH',
|
||||
parameters: {
|
||||
exitPercentage: 50,
|
||||
keepStopLoss: true
|
||||
}
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
async handleMediumRisk(monitor, smartRecommendation) {
|
||||
const { position, stopLossProximity } = monitor;
|
||||
const distance = parseFloat(stopLossProximity.distancePercent);
|
||||
|
||||
await this.log(`🟡 MEDIUM RISK: Position ${distance}% from stop loss`);
|
||||
|
||||
// Learning-based decision for medium risk
|
||||
if (smartRecommendation.learningBased && smartRecommendation.confidence > 0.6) {
|
||||
return {
|
||||
action: smartRecommendation.suggestedAction,
|
||||
reasoning: `AI Learning: ${smartRecommendation.reasoning}`,
|
||||
confidence: smartRecommendation.confidence,
|
||||
urgency: 'MEDIUM',
|
||||
learningEnhanced: true
|
||||
};
|
||||
}
|
||||
|
||||
// Default medium risk response
|
||||
return {
|
||||
action: 'ENHANCED_MONITORING',
|
||||
reasoning: 'Increased monitoring frequency. Preparing contingency plans.',
|
||||
confidence: 0.6,
|
||||
urgency: 'MEDIUM',
|
||||
parameters: {
|
||||
monitoringInterval: 30, // seconds
|
||||
alertThreshold: this.riskThreshold
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
async handleSafePosition(monitor, smartRecommendation) {
|
||||
const { position } = monitor;
|
||||
|
||||
// Even in safe positions, check for optimization opportunities
|
||||
if (smartRecommendation.learningBased && smartRecommendation.confidence > 0.8) {
|
||||
if (smartRecommendation.suggestedAction === 'SCALE_POSITION') {
|
||||
return {
|
||||
action: 'SCALE_POSITION',
|
||||
reasoning: `AI Learning: ${smartRecommendation.reasoning}`,
|
||||
confidence: smartRecommendation.confidence,
|
||||
urgency: 'LOW',
|
||||
learningEnhanced: true
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
return {
|
||||
action: 'MONITOR',
|
||||
reasoning: 'Position is safe. Continuing standard monitoring.',
|
||||
confidence: 0.8,
|
||||
urgency: 'LOW'
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Record decision for learning purposes
|
||||
*/
|
||||
async recordDecisionForLearning(monitor, decision, smartRecommendation) {
|
||||
try {
|
||||
const { position, stopLossProximity } = monitor;
|
||||
const distance = parseFloat(stopLossProximity.distancePercent);
|
||||
|
||||
const decisionData = {
|
||||
tradeId: position.id || `position_${Date.now()}`,
|
||||
symbol: position.symbol,
|
||||
decision: decision.action,
|
||||
distanceFromSL: distance,
|
||||
reasoning: decision.reasoning,
|
||||
currentPrice: position.entryPrice,
|
||||
confidenceScore: decision.confidence,
|
||||
expectedOutcome: this.predictOutcome(decision.action, distance),
|
||||
marketConditions: await this.getCurrentMarketConditions(position.symbol),
|
||||
learningRecommendation: smartRecommendation
|
||||
};
|
||||
|
||||
const decisionId = await this.learner.recordDecision(decisionData);
|
||||
|
||||
// Store decision for outcome tracking
|
||||
this.pendingDecisions.set(decisionId, {
|
||||
...decisionData,
|
||||
timestamp: new Date(),
|
||||
monitor: monitor
|
||||
});
|
||||
|
||||
await this.log(`📝 Recorded decision ${decisionId} for learning: ${decision.action}`);
|
||||
|
||||
return decisionId;
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error recording decision for learning: ${error.message}`);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Assess outcomes of previous decisions
|
||||
*/
|
||||
async assessDecisionOutcomes() {
|
||||
try {
|
||||
for (const [decisionId, decisionData] of this.pendingDecisions.entries()) {
|
||||
const timeSinceDecision = Date.now() - decisionData.timestamp.getTime();
|
||||
|
||||
// Assess after sufficient time has passed (5 minutes minimum)
|
||||
if (timeSinceDecision > 5 * 60 * 1000) {
|
||||
const outcome = await this.determineDecisionOutcome(decisionData);
|
||||
|
||||
if (outcome) {
|
||||
await this.learner.assessDecisionOutcome({
|
||||
decisionId,
|
||||
actualOutcome: outcome.result,
|
||||
timeToOutcome: Math.floor(timeSinceDecision / 60000), // minutes
|
||||
pnlImpact: outcome.pnlImpact,
|
||||
additionalContext: outcome.context
|
||||
});
|
||||
|
||||
// Remove from pending decisions
|
||||
this.pendingDecisions.delete(decisionId);
|
||||
await this.log(`✅ Assessed outcome for decision ${decisionId}: ${outcome.result}`);
|
||||
}
|
||||
}
|
||||
}
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error assessing decision outcomes: ${error.message}`);
|
||||
}
|
||||
}
|
||||
|
||||
async determineDecisionOutcome(decisionData) {
|
||||
try {
|
||||
// Get current position status
|
||||
const currentStatus = await this.getCurrentPositionStatus(decisionData.symbol);
|
||||
|
||||
if (!currentStatus) {
|
||||
return {
|
||||
result: 'POSITION_CLOSED',
|
||||
pnlImpact: 0,
|
||||
context: { reason: 'Position no longer exists' }
|
||||
};
|
||||
}
|
||||
|
||||
// Compare current situation with when decision was made
|
||||
const originalDistance = decisionData.distanceFromSL;
|
||||
const currentDistance = currentStatus.distanceFromSL;
|
||||
const pnlChange = currentStatus.unrealizedPnl - (decisionData.monitor.position?.unrealizedPnl || 0);
|
||||
|
||||
// Determine if decision was beneficial
|
||||
if (decisionData.decision === 'EMERGENCY_EXIT' && currentDistance < 0.5) {
|
||||
return {
|
||||
result: 'AVOIDED_MAJOR_LOSS',
|
||||
pnlImpact: Math.abs(pnlChange), // Positive impact
|
||||
context: { originalDistance, currentDistance }
|
||||
};
|
||||
}
|
||||
|
||||
if (decisionData.decision === 'TIGHTEN_STOP_LOSS' && pnlChange > 0) {
|
||||
return {
|
||||
result: 'IMPROVED_PROFIT',
|
||||
pnlImpact: pnlChange,
|
||||
context: { originalDistance, currentDistance }
|
||||
};
|
||||
}
|
||||
|
||||
if (decisionData.decision === 'HOLD' && currentDistance > originalDistance) {
|
||||
return {
|
||||
result: 'CORRECT_HOLD',
|
||||
pnlImpact: pnlChange,
|
||||
context: { distanceImproved: currentDistance - originalDistance }
|
||||
};
|
||||
}
|
||||
|
||||
// Default assessment
|
||||
return {
|
||||
result: pnlChange >= 0 ? 'NEUTRAL_POSITIVE' : 'NEUTRAL_NEGATIVE',
|
||||
pnlImpact: pnlChange,
|
||||
context: { originalDistance, currentDistance }
|
||||
};
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error determining decision outcome: ${error.message}`);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
async getCurrentPositionStatus(symbol) {
|
||||
try {
|
||||
const { stdout } = await execAsync('curl -s http://localhost:9001/api/automation/position-monitor');
|
||||
const data = JSON.parse(stdout);
|
||||
|
||||
if (data.success && data.monitor?.hasPosition) {
|
||||
return {
|
||||
distanceFromSL: parseFloat(data.monitor.stopLossProximity?.distancePercent || 0),
|
||||
unrealizedPnl: data.monitor.position?.unrealizedPnl || 0
|
||||
};
|
||||
}
|
||||
|
||||
return null;
|
||||
} catch (error) {
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
async updateThresholdsFromLearning() {
|
||||
try {
|
||||
// Get learned optimal thresholds
|
||||
const patterns = await this.learner.analyzeDecisionPatterns();
|
||||
|
||||
if (patterns?.distanceOptimization) {
|
||||
const optimization = patterns.distanceOptimization;
|
||||
|
||||
if (optimization.emergencyRange?.optimalThreshold) {
|
||||
this.emergencyThreshold = optimization.emergencyRange.optimalThreshold;
|
||||
}
|
||||
if (optimization.highRiskRange?.optimalThreshold) {
|
||||
this.riskThreshold = optimization.highRiskRange.optimalThreshold;
|
||||
}
|
||||
if (optimization.mediumRiskRange?.optimalThreshold) {
|
||||
this.mediumRiskThreshold = optimization.mediumRiskRange.optimalThreshold;
|
||||
}
|
||||
|
||||
await this.log(`🔄 Updated thresholds from learning: Emergency=${this.emergencyThreshold.toFixed(2)}%, Risk=${this.riskThreshold.toFixed(2)}%, Medium=${this.mediumRiskThreshold.toFixed(2)}%`);
|
||||
}
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error updating thresholds from learning: ${error.message}`);
|
||||
}
|
||||
}
|
||||
|
||||
predictOutcome(action, distance) {
|
||||
// Predict what we expect to happen based on the action
|
||||
const predictions = {
|
||||
'EMERGENCY_EXIT': 'AVOID_MAJOR_LOSS',
|
||||
'PARTIAL_EXIT': 'REDUCE_RISK',
|
||||
'TIGHTEN_STOP_LOSS': 'BETTER_RISK_REWARD',
|
||||
'SCALE_POSITION': 'INCREASED_PROFIT',
|
||||
'HOLD': 'MAINTAIN_POSITION',
|
||||
'ENHANCED_MONITORING': 'EARLY_WARNING'
|
||||
};
|
||||
|
||||
return predictions[action] || 'UNKNOWN_OUTCOME';
|
||||
}
|
||||
|
||||
async analyzeMarketConditions(symbol) {
|
||||
// Enhanced market analysis for better decision making
|
||||
try {
|
||||
const { stdout } = await execAsync('curl -s http://localhost:9001/api/automation/position-monitor');
|
||||
const data = JSON.parse(stdout);
|
||||
|
||||
if (data.success && data.monitor?.position) {
|
||||
const pnl = data.monitor.position.unrealizedPnl;
|
||||
const trend = pnl > 0 ? 'BULLISH' : pnl < -1 ? 'BEARISH' : 'SIDEWAYS';
|
||||
|
||||
return {
|
||||
trend,
|
||||
strength: Math.abs(pnl),
|
||||
timeOfDay: new Date().getHours(),
|
||||
volatility: Math.random() * 0.1 // Mock volatility
|
||||
};
|
||||
}
|
||||
} catch (error) {
|
||||
// Fallback analysis
|
||||
}
|
||||
|
||||
return {
|
||||
trend: 'UNKNOWN',
|
||||
strength: 0,
|
||||
timeOfDay: new Date().getHours(),
|
||||
volatility: 0.05
|
||||
};
|
||||
}
|
||||
|
||||
async getCurrentMarketConditions(symbol) {
|
||||
const conditions = await this.analyzeMarketConditions(symbol);
|
||||
return {
|
||||
...conditions,
|
||||
dayOfWeek: new Date().getDay(),
|
||||
timestamp: new Date().toISOString()
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Enhanced Beach Mode with learning integration
|
||||
*/
|
||||
async beachMode() {
|
||||
await this.log('🏖️ ENHANCED BEACH MODE: Autonomous operation with AI learning');
|
||||
this.isActive = true;
|
||||
|
||||
// Main monitoring loop
|
||||
const monitoringLoop = async () => {
|
||||
if (!this.isActive) return;
|
||||
|
||||
try {
|
||||
// Check current positions
|
||||
const { stdout } = await execAsync('curl -s http://localhost:9001/api/automation/position-monitor');
|
||||
const data = JSON.parse(stdout);
|
||||
|
||||
if (data.success) {
|
||||
const decision = await this.analyzePosition(data.monitor);
|
||||
await this.executeDecision(decision);
|
||||
}
|
||||
|
||||
// Assess outcomes of previous decisions
|
||||
await this.assessDecisionOutcomes();
|
||||
|
||||
} catch (error) {
|
||||
await this.log(`Error in beach mode cycle: ${error.message}`);
|
||||
}
|
||||
|
||||
// Schedule next check
|
||||
if (this.isActive) {
|
||||
setTimeout(monitoringLoop, 60000); // Check every minute
|
||||
}
|
||||
};
|
||||
|
||||
// Start monitoring
|
||||
monitoringLoop();
|
||||
|
||||
// Generate learning reports periodically
|
||||
setInterval(async () => {
|
||||
if (this.isActive) {
|
||||
const report = await this.learner.generateLearningReport();
|
||||
if (report) {
|
||||
await this.log(`📊 Learning Update: ${report.summary.totalDecisions} decisions, ${(report.summary.systemConfidence * 100).toFixed(1)}% confidence`);
|
||||
}
|
||||
}
|
||||
}, 15 * 60 * 1000); // Every 15 minutes
|
||||
}
|
||||
|
||||
async executeDecision(decision) {
|
||||
await this.log(`🎯 Executing decision: ${decision.action} - ${decision.reasoning} (Confidence: ${(decision.confidence * 100).toFixed(1)}%)`);
|
||||
|
||||
// Add learning enhancement indicators
|
||||
if (decision.learningEnhanced) {
|
||||
await this.log(`🧠 Decision enhanced by AI learning system`);
|
||||
}
|
||||
|
||||
// Implementation would depend on your trading API
|
||||
switch (decision.action) {
|
||||
case 'EMERGENCY_EXIT':
|
||||
await this.log('🚨 Implementing emergency exit protocol');
|
||||
break;
|
||||
case 'PARTIAL_EXIT':
|
||||
await this.log('📉 Executing partial position closure');
|
||||
break;
|
||||
case 'TIGHTEN_STOP_LOSS':
|
||||
await this.log('🎯 Adjusting stop loss parameters');
|
||||
break;
|
||||
case 'SCALE_POSITION':
|
||||
await this.log('📈 Scaling position size');
|
||||
break;
|
||||
case 'ENHANCED_MONITORING':
|
||||
await this.log('👁️ Activating enhanced monitoring');
|
||||
break;
|
||||
default:
|
||||
await this.log(`ℹ️ Monitoring: ${decision.reasoning}`);
|
||||
}
|
||||
}
|
||||
|
||||
stop() {
|
||||
this.isActive = false;
|
||||
this.log('🛑 Enhanced autonomous risk management stopped');
|
||||
}
|
||||
|
||||
/**
|
||||
* Get learning system status and insights
|
||||
*/
|
||||
async getLearningStatus() {
|
||||
try {
|
||||
const report = await this.learner.generateLearningReport();
|
||||
return {
|
||||
isLearning: true,
|
||||
totalDecisions: this.pendingDecisions.size + (report?.summary?.totalDecisions || 0),
|
||||
systemConfidence: report?.summary?.systemConfidence || 0.3,
|
||||
currentThresholds: {
|
||||
emergency: this.emergencyThreshold,
|
||||
risk: this.riskThreshold,
|
||||
mediumRisk: this.mediumRiskThreshold
|
||||
},
|
||||
pendingAssessments: this.pendingDecisions.size,
|
||||
lastAnalysis: this.lastAnalysis,
|
||||
insights: report?.insights
|
||||
};
|
||||
} catch (error) {
|
||||
return {
|
||||
isLearning: false,
|
||||
error: error.message
|
||||
};
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Export for use in other modules
|
||||
module.exports = EnhancedAutonomousRiskManager;
|
||||
|
||||
// Direct execution for testing
|
||||
if (require.main === module) {
|
||||
const riskManager = new EnhancedAutonomousRiskManager();
|
||||
|
||||
console.log('🤖 Enhanced Autonomous Risk Manager with AI Learning');
|
||||
console.log('🧠 Now learning from every decision to become smarter!');
|
||||
console.log('🏖️ Perfect for beach mode - gets better while you relax!');
|
||||
|
||||
riskManager.beachMode();
|
||||
|
||||
process.on('SIGINT', () => {
|
||||
riskManager.stop();
|
||||
process.exit(0);
|
||||
});
|
||||
}
|
||||
@@ -11,15 +11,22 @@ async function importAILeverageCalculator() {
|
||||
}
|
||||
}
|
||||
|
||||
// Import Stable Risk Monitor for reliable beach mode operation
|
||||
async function importStableRiskMonitor() {
|
||||
// Import Enhanced Risk Manager with Learning for intelligent beach mode operation
|
||||
async function importEnhancedRiskManager() {
|
||||
try {
|
||||
const EnhancedAutonomousRiskManager = require('./enhanced-autonomous-risk-manager.js');
|
||||
return EnhancedAutonomousRiskManager;
|
||||
} catch (error) {
|
||||
console.warn('⚠️ Enhanced Risk Manager not available, falling back to stable monitor');
|
||||
// Fallback to stable risk monitor
|
||||
try {
|
||||
const StableRiskMonitor = require('./stable-risk-monitor.js');
|
||||
return StableRiskMonitor;
|
||||
} catch (error) {
|
||||
console.warn('⚠️ Stable Risk Monitor not available, using basic monitoring');
|
||||
} catch (fallbackError) {
|
||||
console.warn('⚠️ Stable Risk Monitor also not available, using basic monitoring');
|
||||
return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
class SimpleAutomation {
|
||||
@@ -59,22 +66,25 @@ class SimpleAutomation {
|
||||
console.log('🎯 LIVE TRADING:', this.config.enableTrading ? 'ENABLED' : 'DISABLED');
|
||||
this.stats.totalCycles = 0;
|
||||
|
||||
// Initialize Stable Risk Monitor for reliable beach mode operation
|
||||
// Initialize Enhanced AI Risk Manager with Learning Capabilities
|
||||
try {
|
||||
const StableMonitorClass = await importStableRiskMonitor();
|
||||
if (StableMonitorClass) {
|
||||
this.riskManager = new StableMonitorClass();
|
||||
console.log('🏖️ BEACH MODE READY: Stable autonomous monitoring activated');
|
||||
// Start stable monitoring
|
||||
const EnhancedRiskManagerClass = await importEnhancedRiskManager();
|
||||
if (EnhancedRiskManagerClass) {
|
||||
this.riskManager = new EnhancedRiskManagerClass();
|
||||
console.log('🧠 ENHANCED BEACH MODE: AI learning system activated');
|
||||
console.log('🎯 System will learn from every decision and improve over time');
|
||||
|
||||
// Start enhanced autonomous operation
|
||||
setTimeout(() => {
|
||||
if (this.riskManager) {
|
||||
this.riskManager.startMonitoring();
|
||||
if (this.riskManager && this.riskManager.beachMode) {
|
||||
this.riskManager.beachMode();
|
||||
console.log('🏖️ Full autonomous operation with AI learning active');
|
||||
}
|
||||
}, 3000); // Wait 3 seconds for system stabilization
|
||||
}, 2000);
|
||||
}
|
||||
} catch (error) {
|
||||
console.warn('⚠️ Risk Monitor initialization failed:', error.message);
|
||||
console.log('🔄 Continuing without autonomous risk monitoring');
|
||||
console.log('🔄 Continuing without enhanced autonomous risk monitoring');
|
||||
console.error('Risk manager initialization error:', error.message);
|
||||
}
|
||||
|
||||
// Auto-enable trading when in LIVE mode
|
||||
|
||||
592
lib/stop-loss-decision-learner.js
Normal file
592
lib/stop-loss-decision-learner.js
Normal file
@@ -0,0 +1,592 @@
|
||||
#!/usr/bin/env node
|
||||
|
||||
/**
|
||||
* Stop Loss Decision Learning System
|
||||
*
|
||||
* This system makes the AI learn from its own decision-making process near stop loss.
|
||||
* It records every decision, tracks outcomes, and continuously improves decision-making.
|
||||
*/
|
||||
|
||||
const { PrismaClient } = require('@prisma/client');
|
||||
|
||||
class StopLossDecisionLearner {
|
||||
constructor() {
|
||||
this.prisma = new PrismaClient();
|
||||
this.decisionHistory = [];
|
||||
this.learningThresholds = {
|
||||
emergencyDistance: 1.0,
|
||||
highRiskDistance: 2.0,
|
||||
mediumRiskDistance: 5.0
|
||||
};
|
||||
}
|
||||
|
||||
async log(message) {
|
||||
const timestamp = new Date().toISOString();
|
||||
console.log(`[${timestamp}] 🧠 SL Learner: ${message}`);
|
||||
}
|
||||
|
||||
/**
|
||||
* Record an AI decision made near stop loss for learning purposes
|
||||
*/
|
||||
async recordDecision(decisionData) {
|
||||
try {
|
||||
const decision = {
|
||||
id: `decision_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`,
|
||||
tradeId: decisionData.tradeId,
|
||||
symbol: decisionData.symbol,
|
||||
decisionType: decisionData.decision, // 'HOLD', 'EXIT', 'TIGHTEN_SL', 'PARTIAL_EXIT', 'EMERGENCY_EXIT'
|
||||
distanceFromSL: decisionData.distanceFromSL,
|
||||
reasoning: decisionData.reasoning,
|
||||
marketConditions: {
|
||||
price: decisionData.currentPrice,
|
||||
trend: await this.analyzeMarketTrend(decisionData.symbol),
|
||||
volatility: await this.calculateVolatility(decisionData.symbol),
|
||||
volume: decisionData.volume || 'unknown',
|
||||
timeOfDay: new Date().getHours(),
|
||||
dayOfWeek: new Date().getDay()
|
||||
},
|
||||
confidenceScore: decisionData.confidenceScore || 0.7,
|
||||
expectedOutcome: decisionData.expectedOutcome || 'BETTER_RESULT',
|
||||
decisionTimestamp: new Date(),
|
||||
status: 'PENDING_OUTCOME'
|
||||
};
|
||||
|
||||
// Store in database
|
||||
await this.prisma.sLDecision.create({
|
||||
data: {
|
||||
id: decision.id,
|
||||
tradeId: decision.tradeId,
|
||||
symbol: decision.symbol,
|
||||
decisionType: decision.decisionType,
|
||||
distanceFromSL: decision.distanceFromSL,
|
||||
reasoning: decision.reasoning,
|
||||
marketConditions: JSON.stringify(decision.marketConditions),
|
||||
confidenceScore: decision.confidenceScore,
|
||||
expectedOutcome: decision.expectedOutcome,
|
||||
decisionTimestamp: decision.decisionTimestamp,
|
||||
status: decision.status
|
||||
}
|
||||
});
|
||||
|
||||
// Keep in memory for quick access
|
||||
this.decisionHistory.push(decision);
|
||||
|
||||
await this.log(`📝 Recorded decision: ${decision.decisionType} at ${decision.distanceFromSL}% from SL - ${decision.reasoning}`);
|
||||
|
||||
return decision.id;
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error recording decision: ${error.message}`);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Assess the outcome of a previous decision when trade closes or conditions change
|
||||
*/
|
||||
async assessDecisionOutcome(assessmentData) {
|
||||
try {
|
||||
const { decisionId, actualOutcome, timeToOutcome, pnlImpact, additionalContext } = assessmentData;
|
||||
|
||||
// Determine if the decision was correct
|
||||
const wasCorrect = this.evaluateDecisionCorrectness(actualOutcome, pnlImpact);
|
||||
const learningScore = this.calculateLearningScore(wasCorrect, pnlImpact, timeToOutcome);
|
||||
|
||||
// Update decision record
|
||||
await this.prisma.sLDecision.update({
|
||||
where: { id: decisionId },
|
||||
data: {
|
||||
outcome: actualOutcome,
|
||||
outcomeTimestamp: new Date(),
|
||||
timeToOutcome,
|
||||
pnlImpact,
|
||||
wasCorrect,
|
||||
learningScore,
|
||||
additionalContext: JSON.stringify(additionalContext || {}),
|
||||
status: 'ASSESSED'
|
||||
}
|
||||
});
|
||||
|
||||
// Update in-memory history
|
||||
const decision = this.decisionHistory.find(d => d.id === decisionId);
|
||||
if (decision) {
|
||||
Object.assign(decision, {
|
||||
outcome: actualOutcome,
|
||||
outcomeTimestamp: new Date(),
|
||||
wasCorrect,
|
||||
learningScore,
|
||||
status: 'ASSESSED'
|
||||
});
|
||||
}
|
||||
|
||||
await this.log(`✅ Assessed decision ${decisionId}: ${wasCorrect ? 'CORRECT' : 'INCORRECT'} - Score: ${learningScore.toFixed(2)}`);
|
||||
|
||||
// Trigger learning update
|
||||
await this.updateLearningModel();
|
||||
|
||||
return { wasCorrect, learningScore };
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error assessing decision outcome: ${error.message}`);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Analyze historical decisions to identify patterns and optimize future decisions
|
||||
*/
|
||||
async analyzeDecisionPatterns() {
|
||||
try {
|
||||
const decisions = await this.prisma.sLDecision.findMany({
|
||||
where: { status: 'ASSESSED' },
|
||||
orderBy: { decisionTimestamp: 'desc' },
|
||||
take: 100 // Analyze last 100 decisions
|
||||
});
|
||||
|
||||
const patterns = {
|
||||
successfulPatterns: [],
|
||||
failurePatterns: [],
|
||||
optimalTiming: {},
|
||||
contextFactors: {},
|
||||
distanceOptimization: {}
|
||||
};
|
||||
|
||||
// Analyze success patterns by decision type
|
||||
const decisionTypes = ['HOLD', 'EXIT', 'TIGHTEN_SL', 'PARTIAL_EXIT', 'EMERGENCY_EXIT'];
|
||||
|
||||
for (const type of decisionTypes) {
|
||||
const typeDecisions = decisions.filter(d => d.decisionType === type);
|
||||
const successRate = typeDecisions.length > 0 ?
|
||||
typeDecisions.filter(d => d.wasCorrect).length / typeDecisions.length : 0;
|
||||
|
||||
const avgScore = typeDecisions.length > 0 ?
|
||||
typeDecisions.reduce((sum, d) => sum + (d.learningScore || 0), 0) / typeDecisions.length : 0;
|
||||
|
||||
if (successRate > 0.6) { // 60%+ success rate
|
||||
patterns.successfulPatterns.push({
|
||||
decisionType: type,
|
||||
successRate: successRate * 100,
|
||||
avgScore,
|
||||
sampleSize: typeDecisions.length,
|
||||
optimalConditions: this.identifyOptimalConditions(typeDecisions.filter(d => d.wasCorrect))
|
||||
});
|
||||
} else if (typeDecisions.length >= 5) {
|
||||
patterns.failurePatterns.push({
|
||||
decisionType: type,
|
||||
successRate: successRate * 100,
|
||||
avgScore,
|
||||
sampleSize: typeDecisions.length,
|
||||
commonFailureReasons: this.identifyFailureReasons(typeDecisions.filter(d => !d.wasCorrect))
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
// Analyze optimal distance thresholds
|
||||
patterns.distanceOptimization = await this.optimizeDistanceThresholds(decisions);
|
||||
|
||||
// Analyze timing patterns
|
||||
patterns.optimalTiming = await this.analyzeTimingPatterns(decisions);
|
||||
|
||||
await this.log(`📊 Pattern analysis complete: ${patterns.successfulPatterns.length} successful patterns, ${patterns.failurePatterns.length} failure patterns identified`);
|
||||
|
||||
return patterns;
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error analyzing decision patterns: ${error.message}`);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Get AI recommendation for current situation based on learned patterns
|
||||
*/
|
||||
async getSmartRecommendation(situationData) {
|
||||
try {
|
||||
const { distanceFromSL, symbol, marketConditions } = situationData;
|
||||
|
||||
// Get historical patterns for similar situations
|
||||
const patterns = await this.analyzeDecisionPatterns();
|
||||
const currentConditions = marketConditions || await this.getCurrentMarketConditions(symbol);
|
||||
|
||||
// Find most similar historical situations
|
||||
const similarSituations = await this.findSimilarSituations({
|
||||
distanceFromSL,
|
||||
marketConditions: currentConditions
|
||||
});
|
||||
|
||||
// Generate recommendation based on learned patterns
|
||||
const recommendation = {
|
||||
suggestedAction: 'HOLD', // Default
|
||||
confidence: 0.5,
|
||||
reasoning: 'Insufficient learning data',
|
||||
learningBased: false,
|
||||
supportingData: {}
|
||||
};
|
||||
|
||||
if (similarSituations.length >= 3) {
|
||||
const successfulActions = similarSituations
|
||||
.filter(s => s.wasCorrect)
|
||||
.map(s => s.decisionType);
|
||||
|
||||
const mostSuccessfulAction = this.getMostCommonAction(successfulActions);
|
||||
const successRate = successfulActions.length / similarSituations.length;
|
||||
|
||||
recommendation.suggestedAction = mostSuccessfulAction;
|
||||
recommendation.confidence = Math.min(0.95, successRate + 0.1);
|
||||
recommendation.reasoning = `Based on ${similarSituations.length} similar situations, ${mostSuccessfulAction} succeeded ${(successRate * 100).toFixed(1)}% of the time`;
|
||||
recommendation.learningBased = true;
|
||||
recommendation.supportingData = {
|
||||
historicalSamples: similarSituations.length,
|
||||
successRate: successRate * 100,
|
||||
avgPnlImpact: similarSituations.reduce((sum, s) => sum + (s.pnlImpact || 0), 0) / similarSituations.length
|
||||
};
|
||||
}
|
||||
|
||||
await this.log(`🎯 Smart recommendation: ${recommendation.suggestedAction} (${(recommendation.confidence * 100).toFixed(1)}% confidence) - ${recommendation.reasoning}`);
|
||||
|
||||
return recommendation;
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error generating smart recommendation: ${error.message}`);
|
||||
return {
|
||||
suggestedAction: 'HOLD',
|
||||
confidence: 0.3,
|
||||
reasoning: `Error in recommendation system: ${error.message}`,
|
||||
learningBased: false
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Update learning model based on new decision outcomes
|
||||
*/
|
||||
async updateLearningModel() {
|
||||
try {
|
||||
const patterns = await this.analyzeDecisionPatterns();
|
||||
|
||||
if (patterns && patterns.distanceOptimization) {
|
||||
// Update decision thresholds based on learning
|
||||
this.learningThresholds = {
|
||||
emergencyDistance: patterns.distanceOptimization.optimalEmergencyThreshold || 1.0,
|
||||
highRiskDistance: patterns.distanceOptimization.optimalHighRiskThreshold || 2.0,
|
||||
mediumRiskDistance: patterns.distanceOptimization.optimalMediumRiskThreshold || 5.0
|
||||
};
|
||||
|
||||
await this.log(`🔄 Updated learning thresholds: Emergency=${this.learningThresholds.emergencyDistance}%, High Risk=${this.learningThresholds.highRiskDistance}%, Medium Risk=${this.learningThresholds.mediumRiskDistance}%`);
|
||||
}
|
||||
|
||||
return true;
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error updating learning model: ${error.message}`);
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Helper methods for analysis
|
||||
*/
|
||||
evaluateDecisionCorrectness(actualOutcome, pnlImpact) {
|
||||
// Define what constitutes a "correct" decision
|
||||
const correctOutcomes = [
|
||||
'BETTER_THAN_ORIGINAL_SL',
|
||||
'AVOIDED_LOSS',
|
||||
'IMPROVED_PROFIT',
|
||||
'SUCCESSFUL_EXIT'
|
||||
];
|
||||
|
||||
return correctOutcomes.includes(actualOutcome) || (pnlImpact && pnlImpact > 0);
|
||||
}
|
||||
|
||||
calculateLearningScore(wasCorrect, pnlImpact, timeToOutcome) {
|
||||
let score = wasCorrect ? 0.7 : 0.3; // Base score
|
||||
|
||||
// Adjust for P&L impact
|
||||
if (pnlImpact) {
|
||||
score += Math.min(0.2, pnlImpact / 100); // Max 0.2 bonus for positive P&L
|
||||
}
|
||||
|
||||
// Adjust for timing (faster good decisions are better)
|
||||
if (timeToOutcome && wasCorrect) {
|
||||
const timingBonus = Math.max(0, 0.1 - (timeToOutcome / 3600)); // Bonus for decisions resolved within an hour
|
||||
score += timingBonus;
|
||||
}
|
||||
|
||||
return Math.max(0, Math.min(1, score));
|
||||
}
|
||||
|
||||
identifyOptimalConditions(successfulDecisions) {
|
||||
// Analyze common conditions in successful decisions
|
||||
const conditions = {};
|
||||
|
||||
successfulDecisions.forEach(decision => {
|
||||
try {
|
||||
const market = JSON.parse(decision.marketConditions || '{}');
|
||||
|
||||
// Track successful decision contexts
|
||||
if (market.trend) {
|
||||
conditions.trend = conditions.trend || {};
|
||||
conditions.trend[market.trend] = (conditions.trend[market.trend] || 0) + 1;
|
||||
}
|
||||
|
||||
if (market.timeOfDay) {
|
||||
conditions.timeOfDay = conditions.timeOfDay || {};
|
||||
const hour = market.timeOfDay;
|
||||
conditions.timeOfDay[hour] = (conditions.timeOfDay[hour] || 0) + 1;
|
||||
}
|
||||
} catch (error) {
|
||||
// Skip malformed data
|
||||
}
|
||||
});
|
||||
|
||||
return conditions;
|
||||
}
|
||||
|
||||
identifyFailureReasons(failedDecisions) {
|
||||
// Analyze what went wrong in failed decisions
|
||||
return failedDecisions.map(decision => ({
|
||||
reasoning: decision.reasoning,
|
||||
distanceFromSL: decision.distanceFromSL,
|
||||
outcome: decision.outcome,
|
||||
pnlImpact: decision.pnlImpact
|
||||
}));
|
||||
}
|
||||
|
||||
async optimizeDistanceThresholds(decisions) {
|
||||
// Analyze optimal distance thresholds for different decision types
|
||||
const optimization = {};
|
||||
|
||||
// Group decisions by distance ranges
|
||||
const ranges = [
|
||||
{ min: 0, max: 1, label: 'emergency' },
|
||||
{ min: 1, max: 2, label: 'highRisk' },
|
||||
{ min: 2, max: 5, label: 'mediumRisk' },
|
||||
{ min: 5, max: 100, label: 'safe' }
|
||||
];
|
||||
|
||||
for (const range of ranges) {
|
||||
const rangeDecisions = decisions.filter(d =>
|
||||
d.distanceFromSL >= range.min && d.distanceFromSL < range.max
|
||||
);
|
||||
|
||||
if (rangeDecisions.length >= 3) {
|
||||
const successRate = rangeDecisions.filter(d => d.wasCorrect).length / rangeDecisions.length;
|
||||
const avgScore = rangeDecisions.reduce((sum, d) => sum + (d.learningScore || 0), 0) / rangeDecisions.length;
|
||||
|
||||
optimization[`${range.label}Range`] = {
|
||||
successRate: successRate * 100,
|
||||
avgScore,
|
||||
sampleSize: rangeDecisions.length,
|
||||
optimalThreshold: this.calculateOptimalThreshold(rangeDecisions)
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
return optimization;
|
||||
}
|
||||
|
||||
calculateOptimalThreshold(decisions) {
|
||||
// Find the distance threshold that maximizes success rate
|
||||
const sortedDecisions = decisions.sort((a, b) => a.distanceFromSL - b.distanceFromSL);
|
||||
let bestThreshold = 1.0;
|
||||
let bestScore = 0;
|
||||
|
||||
for (let i = 0; i < sortedDecisions.length - 1; i++) {
|
||||
const threshold = sortedDecisions[i].distanceFromSL;
|
||||
const aboveThreshold = sortedDecisions.slice(i);
|
||||
const successRate = aboveThreshold.filter(d => d.wasCorrect).length / aboveThreshold.length;
|
||||
|
||||
if (successRate > bestScore && aboveThreshold.length >= 3) {
|
||||
bestScore = successRate;
|
||||
bestThreshold = threshold;
|
||||
}
|
||||
}
|
||||
|
||||
return bestThreshold;
|
||||
}
|
||||
|
||||
async analyzeTimingPatterns(decisions) {
|
||||
// Analyze when decisions work best (time of day, day of week, etc.)
|
||||
const timing = {
|
||||
timeOfDay: {},
|
||||
dayOfWeek: {},
|
||||
marketSession: {}
|
||||
};
|
||||
|
||||
decisions.forEach(decision => {
|
||||
try {
|
||||
const market = JSON.parse(decision.marketConditions || '{}');
|
||||
const wasCorrect = decision.wasCorrect;
|
||||
|
||||
if (market.timeOfDay !== undefined) {
|
||||
const hour = market.timeOfDay;
|
||||
timing.timeOfDay[hour] = timing.timeOfDay[hour] || { total: 0, correct: 0 };
|
||||
timing.timeOfDay[hour].total++;
|
||||
if (wasCorrect) timing.timeOfDay[hour].correct++;
|
||||
}
|
||||
|
||||
if (market.dayOfWeek !== undefined) {
|
||||
const day = market.dayOfWeek;
|
||||
timing.dayOfWeek[day] = timing.dayOfWeek[day] || { total: 0, correct: 0 };
|
||||
timing.dayOfWeek[day].total++;
|
||||
if (wasCorrect) timing.dayOfWeek[day].correct++;
|
||||
}
|
||||
} catch (error) {
|
||||
// Skip malformed data
|
||||
}
|
||||
});
|
||||
|
||||
return timing;
|
||||
}
|
||||
|
||||
async findSimilarSituations(currentSituation) {
|
||||
const { distanceFromSL, marketConditions } = currentSituation;
|
||||
const tolerance = 0.5; // 0.5% tolerance for distance matching
|
||||
|
||||
const decisions = await this.prisma.sLDecision.findMany({
|
||||
where: {
|
||||
status: 'ASSESSED',
|
||||
distanceFromSL: {
|
||||
gte: distanceFromSL - tolerance,
|
||||
lte: distanceFromSL + tolerance
|
||||
}
|
||||
},
|
||||
orderBy: { decisionTimestamp: 'desc' },
|
||||
take: 20
|
||||
});
|
||||
|
||||
return decisions;
|
||||
}
|
||||
|
||||
getMostCommonAction(actions) {
|
||||
const counts = {};
|
||||
actions.forEach(action => {
|
||||
counts[action] = (counts[action] || 0) + 1;
|
||||
});
|
||||
|
||||
return Object.entries(counts).reduce((a, b) => counts[a] > counts[b] ? a : b)[0] || 'HOLD';
|
||||
}
|
||||
|
||||
async analyzeMarketTrend(symbol) {
|
||||
// Simplified trend analysis - in real implementation, use technical indicators
|
||||
try {
|
||||
const response = await fetch(`http://localhost:9001/api/automation/position-monitor`);
|
||||
const data = await response.json();
|
||||
|
||||
if (data.success && data.monitor && data.monitor.position) {
|
||||
const pnl = data.monitor.position.unrealizedPnl;
|
||||
if (pnl > 0) return 'BULLISH';
|
||||
if (pnl < 0) return 'BEARISH';
|
||||
return 'SIDEWAYS';
|
||||
}
|
||||
} catch (error) {
|
||||
// Fallback
|
||||
}
|
||||
|
||||
return 'UNKNOWN';
|
||||
}
|
||||
|
||||
async calculateVolatility(symbol) {
|
||||
// Simplified volatility calculation
|
||||
// In real implementation, calculate based on price history
|
||||
return Math.random() * 0.1; // Mock volatility 0-10%
|
||||
}
|
||||
|
||||
async getCurrentMarketConditions(symbol) {
|
||||
return {
|
||||
trend: await this.analyzeMarketTrend(symbol),
|
||||
volatility: await this.calculateVolatility(symbol),
|
||||
timeOfDay: new Date().getHours(),
|
||||
dayOfWeek: new Date().getDay()
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* Generate learning insights report
|
||||
*/
|
||||
async generateLearningReport() {
|
||||
try {
|
||||
const patterns = await this.analyzeDecisionPatterns();
|
||||
|
||||
const report = {
|
||||
timestamp: new Date().toISOString(),
|
||||
summary: {
|
||||
totalDecisions: this.decisionHistory.length,
|
||||
successfulPatterns: patterns?.successfulPatterns?.length || 0,
|
||||
learningThresholds: this.learningThresholds,
|
||||
systemConfidence: this.calculateSystemConfidence()
|
||||
},
|
||||
insights: patterns,
|
||||
recommendations: await this.generateSystemRecommendations(patterns)
|
||||
};
|
||||
|
||||
await this.log(`📊 Learning report generated: ${report.summary.totalDecisions} decisions analyzed`);
|
||||
|
||||
return report;
|
||||
} catch (error) {
|
||||
await this.log(`❌ Error generating learning report: ${error.message}`);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
calculateSystemConfidence() {
|
||||
const recentDecisions = this.decisionHistory.slice(-20); // Last 20 decisions
|
||||
if (recentDecisions.length < 5) return 0.3; // Low confidence with insufficient data
|
||||
|
||||
const successRate = recentDecisions.filter(d => d.wasCorrect).length / recentDecisions.length;
|
||||
return Math.min(0.95, successRate + 0.1); // Cap at 95%
|
||||
}
|
||||
|
||||
async generateSystemRecommendations(patterns) {
|
||||
const recommendations = [];
|
||||
|
||||
if (patterns?.failurePatterns?.length > 0) {
|
||||
patterns.failurePatterns.forEach(pattern => {
|
||||
recommendations.push({
|
||||
type: 'IMPROVEMENT',
|
||||
priority: 'HIGH',
|
||||
message: `Consider avoiding ${pattern.decisionType} decisions - only ${pattern.successRate.toFixed(1)}% success rate`,
|
||||
actionable: true
|
||||
});
|
||||
});
|
||||
}
|
||||
|
||||
if (patterns?.successfulPatterns?.length > 0) {
|
||||
const bestPattern = patterns.successfulPatterns.reduce((best, current) =>
|
||||
current.successRate > best.successRate ? current : best
|
||||
);
|
||||
|
||||
recommendations.push({
|
||||
type: 'OPTIMIZATION',
|
||||
priority: 'MEDIUM',
|
||||
message: `${bestPattern.decisionType} decisions show ${bestPattern.successRate.toFixed(1)}% success rate - consider using more often`,
|
||||
actionable: true
|
||||
});
|
||||
}
|
||||
|
||||
return recommendations;
|
||||
}
|
||||
}
|
||||
|
||||
// Export for use in other modules
|
||||
module.exports = StopLossDecisionLearner;
|
||||
|
||||
// Direct execution for testing
|
||||
if (require.main === module) {
|
||||
const learner = new StopLossDecisionLearner();
|
||||
|
||||
console.log('🧠 Stop Loss Decision Learning System');
|
||||
console.log('📊 Ready to make your AI smarter with every decision!');
|
||||
|
||||
// Demo decision recording
|
||||
setTimeout(async () => {
|
||||
await learner.recordDecision({
|
||||
tradeId: 'demo_001',
|
||||
symbol: 'SOL-PERP',
|
||||
decision: 'TIGHTEN_SL',
|
||||
distanceFromSL: 2.3,
|
||||
reasoning: 'Market showing weakness, reducing risk exposure',
|
||||
currentPrice: 182.45,
|
||||
confidenceScore: 0.8,
|
||||
expectedOutcome: 'BETTER_RESULT'
|
||||
});
|
||||
|
||||
const report = await learner.generateLearningReport();
|
||||
console.log('\n📊 LEARNING REPORT:', JSON.stringify(report, null, 2));
|
||||
}, 1000);
|
||||
}
|
||||
Binary file not shown.
Reference in New Issue
Block a user