critical: Position Manager monitoring failure - 08 loss incident (Dec 8, 2025)
- Bug #73 recurrence: Position opened Dec 7 22:15 but PM never monitored - Root cause: Container running OLD code from BEFORE Dec 7 fix (2:46 AM start < 2:46 AM commit) - User lost 08 on unprotected SOL-PERP SHORT - Fix: Rebuilt and restarted container with 3-layer safety system - Status: VERIFIED deployed - all safety layers active - Prevention: Container timestamp MUST be AFTER commit timestamp
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mindesbunister
175
cluster/v11_full_worker.py
Executable file
175
cluster/v11_full_worker.py
Executable file
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#!/usr/bin/env python3
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"""
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V11 Full Sweep Worker - Processes parameter combinations in parallel
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Runs on EPYC workers, processes assigned chunk of parameter space.
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"""
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import argparse
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import itertools
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import json
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import multiprocessing as mp
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import sys
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import time
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from pathlib import Path
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# Add backtester to path
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sys.path.insert(0, str(Path(__file__).parent.parent / 'backtester'))
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from backtester.data_loader import load_csv
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from backtester.simulator import run_backtest
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from backtester.v11_moneyline_all_filters import MoneyLineV11Inputs
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# Parameter grid (matches coordinator)
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PARAM_GRID = {
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'flip_threshold': [0.25, 0.3, 0.35, 0.4, 0.45, 0.5],
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'adx_min': [0, 5, 10, 15, 20, 25],
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'long_pos_max': [90, 95, 100],
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'short_pos_min': [0, 5, 10],
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'vol_min': [0.0, 0.5, 1.0],
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'entry_buffer_atr': [0.0, 0.05, 0.10],
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'rsi_long_min': [20, 25, 30],
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'rsi_short_max': [70, 75, 80],
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}
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def test_single_config(args):
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"""Test a single parameter configuration"""
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combo_idx, params_tuple, data = args
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# Unpack parameters
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keys = sorted(PARAM_GRID.keys())
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params = dict(zip(keys, params_tuple))
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# Create inputs
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inputs = MoneyLineV11Inputs(
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flip_threshold=params['flip_threshold'],
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adx_min=params['adx_min'],
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long_pos_max=params['long_pos_max'],
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short_pos_min=params['short_pos_min'],
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vol_min=params['vol_min'],
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entry_buffer_atr=params['entry_buffer_atr'],
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rsi_long_min=params['rsi_long_min'],
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rsi_short_max=params['rsi_short_max'],
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)
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try:
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# Run backtest
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results = run_backtest(data, inputs, 'v11')
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return {
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'params': params,
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'pnl': results['total_pnl'],
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'win_rate': results['win_rate'],
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'profit_factor': results['profit_factor'],
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'max_drawdown': results['max_drawdown'],
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'total_trades': results['total_trades'],
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}
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except Exception as e:
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print(f"Error testing combo {combo_idx}: {e}")
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return None
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def main():
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parser = argparse.ArgumentParser(description='V11 Full Sweep Worker')
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parser.add_argument('--chunk-id', required=True, help='Chunk ID')
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parser.add_argument('--start', type=int, required=True, help='Start combo index')
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parser.add_argument('--end', type=int, required=True, help='End combo index')
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parser.add_argument('--workers', type=int, default=24, help='Parallel workers')
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args = parser.parse_args()
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print(f"V11 Full Worker: {args.chunk_id}")
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print(f"Range: {args.start} - {args.end}")
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print(f"Workers: {args.workers}")
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print()
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# Load data
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print("Loading market data...")
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data = load_csv(Path('data/solusdt_5m.csv'), 'SOLUSDT', '5m')
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print(f"Loaded {len(data)} candles")
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print()
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# Generate all combinations
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keys = sorted(PARAM_GRID.keys())
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values = [PARAM_GRID[k] for k in keys]
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all_combos = list(itertools.product(*values))
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# Get this chunk's combos
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chunk_combos = all_combos[args.start:args.end]
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print(f"Testing {len(chunk_combos)} combinations...")
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print()
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# Prepare args for parallel processing
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test_args = [
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(args.start + i, combo, data)
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for i, combo in enumerate(chunk_combos)
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]
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# Run tests in parallel
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start_time = time.time()
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results = []
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with mp.Pool(processes=args.workers) as pool:
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for i, result in enumerate(pool.imap_unordered(test_single_config, test_args)):
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if result:
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results.append(result)
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# Progress update every 10 combos
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if (i + 1) % 10 == 0:
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elapsed = time.time() - start_time
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rate = (i + 1) / elapsed
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remaining = len(chunk_combos) - (i + 1)
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eta = remaining / rate if rate > 0 else 0
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print(f"Progress: {i+1}/{len(chunk_combos)} "
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f"({rate:.1f} combos/s, ETA: {eta/60:.1f}m)")
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# Sort by P&L descending
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results.sort(key=lambda x: x['pnl'], reverse=True)
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# Save results to CSV
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output_path = Path(f"v11_results/{args.chunk_id}_results.csv")
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output_path.parent.mkdir(exist_ok=True)
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with open(output_path, 'w') as f:
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# Header
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param_cols = sorted(PARAM_GRID.keys())
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metric_cols = ['pnl', 'win_rate', 'profit_factor', 'max_drawdown', 'total_trades']
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header = ','.join(param_cols + metric_cols)
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f.write(header + '\n')
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# Data rows
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for result in results:
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param_values = [str(result['params'][k]) for k in param_cols]
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metric_values = [
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f"{result['pnl']:.1f}",
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f"{result['win_rate']:.1f}",
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f"{result['profit_factor']:.3f}",
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f"{result['max_drawdown']:.1f}",
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str(result['total_trades'])
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]
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row = ','.join(param_values + metric_values)
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f.write(row + '\n')
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duration = time.time() - start_time
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print()
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print("=" * 60)
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print(f"Chunk {args.chunk_id} COMPLETE")
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print(f"Duration: {duration/60:.1f} minutes")
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print(f"Rate: {len(chunk_combos)/duration:.2f} combos/second")
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print(f"Results saved: {output_path}")
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if results:
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best = results[0]
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print()
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print("Best configuration in chunk:")
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print(f" P&L: ${best['pnl']:.2f}")
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print(f" Win Rate: {best['win_rate']:.1f}%")
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print(f" Profit Factor: {best['profit_factor']:.3f}")
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print(f" Parameters: {best['params']}")
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print("=" * 60)
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if __name__ == '__main__':
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main()
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