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"""
π§ LEARNING ANALYTICS CLI
βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
View what the probability matrix has learned from trade outcomes.
Shows optimal parameters based on historical performance.
Usage:
python scripts/learning_analytics_cli.py # Full summary
python scripts/learning_analytics_cli.py --symbol BTCUSDT # Check specific symbol
python scripts/learning_analytics_cli.py --recommend # Get entry recommendation
"""
from aureon_baton_link import link_system as _baton_link; _baton_link(__name__)
import sys
import os
import json
import argparse
from datetime import datetime
# Add parent directory to path
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
def load_learning_history():
"""Load the adaptive learning history."""
history_file = 'adaptive_learning_history.json'
if not os.path.exists(history_file):
return None
try:
with open(history_file, 'r') as f:
return json.load(f)
except Exception as e:
print(f"β Error loading history: {e}")
return None
def print_full_summary(data):
"""Print comprehensive learning summary."""
if not data:
print("β No learning history found.")
print(" The probability matrix learns from completed trades.")
print(" Run some trades first, then check back!")
return
trades = data.get('trades', [])
thresholds = data.get('thresholds', {})
updated = data.get('updated_at', 'Unknown')
print("βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ")
print(" π§ ADAPTIVE LEARNING SUMMARY ")
print("βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ")
print(f" Last Updated: {updated}")
print(f" Total Trades Analyzed: {len(trades)}")
if trades:
wins = sum(1 for t in trades if t.get('pnl', 0) > 0)
losses = len(trades) - wins
win_rate = wins / len(trades) * 100
total_pnl = sum(t.get('pnl', 0) for t in trades)
print(f" Overall Win Rate: {win_rate:.1f}%")
print(f" Total P&L: ${total_pnl:.2f}")
print(f" Wins: {wins} | Losses: {losses}")
print()
print("βββ ποΈ OPTIMIZED THRESHOLDS βββ")
for key, value in thresholds.items():
if isinstance(value, float):
print(f" β’ {key}: {value:.3f}")
else:
print(f" β’ {key}: {value}")
# Analyze by frequency band
print()
print("βββ π΅ PERFORMANCE BY FREQUENCY BAND βββ")
freq_buckets = {}
for trade in trades:
freq = trade.get('frequency', 432)
band = get_frequency_band(freq)
if band not in freq_buckets:
freq_buckets[band] = {'wins': 0, 'losses': 0, 'pnl': 0}
if trade.get('pnl', 0) > 0:
freq_buckets[band]['wins'] += 1
else:
freq_buckets[band]['losses'] += 1
freq_buckets[band]['pnl'] += trade.get('pnl', 0)
for band, stats in sorted(freq_buckets.items()):
total = stats['wins'] + stats['losses']
wr = stats['wins'] / total * 100 if total > 0 else 0
pnl = stats['pnl']
emoji = "π’" if wr >= 55 else "π‘" if wr >= 45 else "π΄"
print(f" {emoji} {band}: {wr:.0f}% WR ({total} trades) | PnL: ${pnl:.2f}")
# Analyze by hour
print()
print("βββ β° PERFORMANCE BY HOUR (UTC) βββ")
hour_buckets = {}
for trade in trades:
entry_time = trade.get('entry_time', 0)
if entry_time:
hour = datetime.fromtimestamp(entry_time).hour
if hour not in hour_buckets:
hour_buckets[hour] = {'wins': 0, 'losses': 0}
if trade.get('pnl', 0) > 0:
hour_buckets[hour]['wins'] += 1
else:
hour_buckets[hour]['losses'] += 1
# Sort by win rate
hour_stats = []
for hour, stats in hour_buckets.items():
total = stats['wins'] + stats['losses']
if total >= 2:
wr = stats['wins'] / total * 100
hour_stats.append((hour, wr, total))
hour_stats.sort(key=lambda x: x[1], reverse=True)
for hour, wr, total in hour_stats[:5]:
emoji = "π’" if wr >= 60 else "π‘" if wr >= 50 else "π΄"
print(f" {emoji} {hour:02d}:00 UTC: {wr:.0f}% WR ({total} trades)")
# Best symbols
print()
print("βββ π TOP PERFORMING SYMBOLS βββ")
symbol_stats = {}
for trade in trades:
symbol = trade.get('symbol', 'UNKNOWN')
if symbol not in symbol_stats:
symbol_stats[symbol] = {'wins': 0, 'losses': 0, 'pnl': 0}
if trade.get('pnl', 0) > 0:
symbol_stats[symbol]['wins'] += 1
else:
symbol_stats[symbol]['losses'] += 1
symbol_stats[symbol]['pnl'] += trade.get('pnl', 0)
# Sort by PnL
sorted_symbols = sorted(symbol_stats.items(), key=lambda x: x[1]['pnl'], reverse=True)
for symbol, stats in sorted_symbols[:5]:
total = stats['wins'] + stats['losses']
wr = stats['wins'] / total * 100 if total > 0 else 0
pnl = stats['pnl']
emoji = "π’" if pnl > 0 else "π΄"
print(f" {emoji} {symbol}: ${pnl:.2f} | {wr:.0f}% WR ({total} trades)")
print()
print("βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ")
def get_frequency_band(freq: float) -> str:
"""Map frequency to band name."""
if freq <= 200:
return '174_FOUNDATION'
elif freq <= 300:
return '256_ROOT'
elif freq <= 410:
return '396_LIBERATION'
elif freq <= 438:
return '432_NATURAL'
elif freq <= 445:
return '440_DISTORTION'
elif freq <= 520:
return '512_VISION'
elif freq <= 580:
return '528_LOVE'
elif freq <= 700:
return '639_CONNECTION'
elif freq <= 800:
return '741_AWAKENING'
elif freq <= 900:
return '852_INTUITION'
else:
return '963_UNITY'
def get_recommendation(data, symbol: str = None, frequency: float = 432, coherence: float = 0.6):
"""Get entry recommendation based on learned data."""
if not data:
print("β No learning data available yet.")
return
trades = data.get('trades', [])
if not trades:
print("β No trades recorded yet.")
return
band = get_frequency_band(frequency)
current_hour = datetime.now().hour
# Filter similar trades
similar_trades = []
for t in trades:
t_band = get_frequency_band(t.get('frequency', 432))
t_coh = t.get('coherence', 0.5)
# Match by frequency band and similar coherence
if t_band == band and abs(t_coh - coherence) < 0.2:
similar_trades.append(t)
print(f"βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ")
print(f" π― ENTRY RECOMMENDATION ")
print(f"βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ")
print(f" Analyzing: {symbol or 'Generic'}")
print(f" Frequency: {frequency:.0f}Hz ({band})")
print(f" Coherence: {coherence:.2f}")
print(f" Hour: {current_hour:02d}:00 UTC")
print()
if len(similar_trades) < 3:
print(f" βͺ LOW CONFIDENCE: Only {len(similar_trades)} similar trades found")
print(f" Need more historical data for reliable prediction")
print()
print(" π Recommendation: Use default parameters")
return
wins = sum(1 for t in similar_trades if t.get('pnl', 0) > 0)
expected_wr = wins / len(similar_trades)
avg_pnl = sum(t.get('pnl', 0) for t in similar_trades) / len(similar_trades)
winners = [t.get('pnl', 0) for t in similar_trades if t.get('pnl', 0) > 0]
losers = [t.get('pnl', 0) for t in similar_trades if t.get('pnl', 0) < 0]
print(f" π Based on {len(similar_trades)} similar trades:")
print(f" Expected Win Rate: {expected_wr*100:.0f}%")
print(f" Avg P&L per Trade: ${avg_pnl:.4f}")
if winners:
avg_win = sum(winners) / len(winners)
print(f" Avg Win: +${avg_win:.4f}")
if losers:
avg_loss = sum(losers) / len(losers)
print(f" Avg Loss: ${avg_loss:.4f}")
print()
# Recommendation
if expected_wr >= 0.55:
print(f" β
RECOMMENDATION: TRADE")
print(f" This setup has historically performed well")
elif expected_wr >= 0.45:
print(f" π‘ RECOMMENDATION: CAUTIOUS")
print(f" Mixed results - use smaller position size")
else:
print(f" β RECOMMENDATION: SKIP")
print(f" This setup has historically underperformed")
# Suggested parameters
print()
print(" π‘ SUGGESTED PARAMETERS:")
if winners:
suggested_tp = sum(winners) / len(winners) * 0.8 * 100 # 80% of avg win
print(f" Take Profit: {max(1.0, suggested_tp):.1f}%")
if losers:
suggested_sl = abs(sum(losers) / len(losers)) * 1.2 * 100 # 120% of avg loss
print(f" Stop Loss: {max(0.8, suggested_sl):.1f}%")
print(f" Min Hold: {10 if expected_wr >= 0.5 else 15} cycles")
print()
print("βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ")
def main():
parser = argparse.ArgumentParser(description='π§ Learning Analytics CLI')
parser.add_argument('--symbol', '-s', help='Check specific symbol')
parser.add_argument('--recommend', '-r', action='store_true', help='Get entry recommendation')
parser.add_argument('--frequency', '-f', type=float, default=432, help='Frequency for recommendation')
parser.add_argument('--coherence', '-c', type=float, default=0.6, help='Coherence for recommendation')
args = parser.parse_args()
# Change to workspace directory
os.chdir('/workspaces/aureon-trading')
data = load_learning_history()
if args.recommend:
get_recommendation(data, args.symbol, args.frequency, args.coherence)
else:
print_full_summary(data)
if __name__ == '__main__':
main()
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