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Update app.py
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app.py
CHANGED
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@@ -1,6 +1,6 @@
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# app.py
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# GOSHAWK ALBION MARKET AI
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#
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import os
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import time
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@@ -15,7 +15,7 @@ import plotly.graph_objects as go
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import plotly.express as px
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import lightgbm as lgb
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from sklearn.metrics import
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import gradio as gr
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@@ -38,6 +38,12 @@ CITIES = [
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"Martlock", "Thetford", "Caerleon",
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]
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_ITEM_POOL = [
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"T4_BAG", "T5_BAG", "T6_BAG", "T7_BAG", "T8_BAG",
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"T4_CAPE", "T5_CAPE", "T6_CAPE", "T7_CAPE", "T8_CAPE",
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@@ -84,6 +90,13 @@ def item_display_name(item_id: str) -> str:
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return item_id.replace("_", " ").title()
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SETUP_FEE_RATE = 0.025
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TRANSACTION_TAX_RATE = 0.08
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TOTAL_TRADE_COST = SETUP_FEE_RATE + TRANSACTION_TAX_RATE
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@@ -104,12 +117,9 @@ RETRY_BACKOFF = 2
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HISTORY_TIME_SCALE = 1
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CLASS_UP = 0.03 # +3% üstü = YUKARI
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# Arada kalan = SABİT
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TARGET_SCALE = 10000.0
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TARGET_TOLERANCE_HOURS = 12
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# Dip alım
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@@ -119,17 +129,19 @@ DIP_MIN_VOLUME_RATIO = 1.0
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DIP_MIN_PREDICTED_PCT = -1.0
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DIP_MAX_SPREAD_PCT = 0.15
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#
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#
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FEATURE_COLS = [
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"hour", "dayofweek",
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"lag_24h_log", "
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"rsi_14", "volatility_24h",
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"volume_ratio",
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"ma_24h_ratio",
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"city_price_deviation",
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"item_code", "city_code",
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]
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@@ -139,7 +151,7 @@ FEATURE_COLS = [
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def safe_request(url: str, params: Optional[dict] = None) -> Optional[list]:
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headers = {"User-Agent": "GOSHAWK-ALBION-MARKET-AI/
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for attempt in range(MAX_RETRIES):
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try:
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resp = requests.get(url, params=params, headers=headers, timeout=REQUEST_TIMEOUT)
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@@ -162,16 +174,17 @@ def safe_request(url: str, params: Optional[dict] = None) -> Optional[list]:
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return None
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def fetch_current_prices(item_ids: List[str], cities: List[str], qualities: str = "1") -> pd.DataFrame:
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all_data = []
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for i in range(0, len(item_ids),
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chunk = item_ids[i:i+
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url = f"{API_BASE}/stats/prices/{','.join(chunk)}.json"
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params = {"locations": ",".join(cities), "qualities": qualities}
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data = safe_request(url, params)
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if data:
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all_data.extend(data)
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time.sleep(0.
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if not all_data:
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return pd.DataFrame()
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@@ -179,13 +192,16 @@ def fetch_current_prices(item_ids: List[str], cities: List[str], qualities: str
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for col in ["sell_price_min", "sell_price_max", "buy_price_min", "buy_price_max"]:
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if col in df.columns:
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df[col] = pd.to_numeric(df[col], errors="coerce").astype("float64")
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return df
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def fetch_history(item_ids: List[str], cities: List[str], time_scale: int = 1, qualities: str = "1") -> pd.DataFrame:
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all_records = []
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for i in range(0, len(item_ids),
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chunk = item_ids[i:i+
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url = f"{API_BASE}/stats/history/{','.join(chunk)}.json"
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params = {"locations": ",".join(cities), "qualities": qualities, "time-scale": time_scale}
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data = safe_request(url, params)
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@@ -193,15 +209,17 @@ def fetch_history(item_ids: List[str], cities: List[str], time_scale: int = 1, q
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for entry in data:
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item_id = entry.get("item_id")
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loc = entry.get("location")
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for point in entry.get("data", []):
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all_records.append({
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"item_id": item_id,
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"city": loc,
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"timestamp": point.get("timestamp"),
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"avg_price": point.get("avg_price"),
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"item_count": point.get("item_count", 0),
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})
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time.sleep(0.
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if not all_records:
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return pd.DataFrame()
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@@ -209,6 +227,8 @@ def fetch_history(item_ids: List[str], cities: List[str], time_scale: int = 1, q
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df["timestamp"] = pd.to_datetime(df["timestamp"], errors="coerce")
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df["avg_price"] = pd.to_numeric(df["avg_price"], errors="coerce").astype("float64")
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df["item_count"] = pd.to_numeric(df["item_count"], errors="coerce").fillna(0).astype("float64")
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return df
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df = df.copy()
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df["avg_price"] = pd.to_numeric(df["avg_price"], errors="coerce").astype("float64")
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df["item_count"] = pd.to_numeric(df["item_count"], errors="coerce").fillna(0).astype("float64")
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df = df[df["avg_price"] > 0].copy()
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df = df.dropna(subset=["timestamp"]).copy()
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if mask.sum() < 10:
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continue
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lower = df.loc[mask, "avg_price"].quantile(0.005)
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if pd.notna(lower) and pd.notna(upper) and upper > lower:
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df.loc[mask, "avg_price"] = df.loc[mask, "avg_price"].clip(lower, upper)
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return df.sort_values(["item_id", "city", "timestamp"]).reset_index(drop=True)
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def save_to_csv(df: pd.DataFrame, name: str) -> str:
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def build_features(df: pd.DataFrame) -> pd.DataFrame:
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if df.empty:
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return df
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df["avg_price"] = pd.to_numeric(df["avg_price"], errors="coerce").astype("float64")
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df["item_count"] = pd.to_numeric(df["item_count"], errors="coerce").fillna(0).astype("float64")
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df["hour"] = df["timestamp"].dt.hour
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df["dayofweek"] = df["timestamp"].dt.dayofweek
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df["is_weekend"] = (df["dayofweek"] >= 5).astype(int)
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df["log_price"] = np.log(df["avg_price"].replace(0, np.nan))
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df["lag_24h_log"] = df.groupby(group_cols)["log_price"].shift(24)
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df[f"chg_{chg}h"] = df.groupby(group_cols)["log_price"].shift(chg)
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#
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df["ma_24h_raw"] = df.groupby(group_cols)["avg_price"].transform(
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lambda x: x.rolling(24, min_periods=6).mean()
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)
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df["ma_24h_ratio"] = df["ma_24h_raw"] / df["avg_price"].replace(0, np.nan) - 1.0
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df["rsi_14"] = df.groupby(group_cols)["avg_price"].transform(lambda x: compute_rsi(x, 14))
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df["volatility_24h"] = df.groupby(group_cols)["log_price"].transform(
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lambda x: x.rolling(24, min_periods=6).std()
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)
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df["volume_ratio"] = df["item_count"] / df["volume_ma_24h"].replace(0, np.nan)
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df["city_price_deviation"] = (df["avg_price"] - city_avg) / city_avg.replace(0, np.nan)
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df["price_pct_7d"] = df.groupby(group_cols)["avg_price"].transform(
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lambda x: x.rolling(168, min_periods=24).apply(
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lambda arr: (arr[-1] - np.min(arr)) / (np.max(arr) - np.min(arr) + 1e-9),
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raw=True
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)
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)
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df["is_downtrend"] = ((df["chg_6h"] < 0) & (df["chg_24h"] < 0)).astype(int)
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df = _compute_forward_target(df)
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return df
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def _compute_forward_target(df: pd.DataFrame) -> pd.DataFrame:
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if df.empty or "log_price" not in df.columns:
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df["target_log_return_24h"] = np.nan
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return df
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df["target_log_return_24h"] = np.nan
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for
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if len(g) < 5:
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continue
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target_log = merged["log_price_future"].values - merged["log_price_now"].values
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df.loc[merged["idx"].values, "target_log_return_24h"] = target_log
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# 3 sınıf: 0=AŞAĞI, 1=SABİT, 2=YUKARI
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t = df["target_log_return_24h"]
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df["target_class"] = np.where(t < CLASS_DOWN, 0,
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np.where(t > CLASS_UP, 2, 1))
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df.loc[t.isna(), "target_class"] = np.nan
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return df
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# ---------------------------------------------------------------------------
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# MODEL
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# ---------------------------------------------------------------------------
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df = featured_df.copy()
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df["item_code"] = df["item_id"].astype("category").cat.codes
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df["city_code"] = df["city"].astype("category").cat.codes
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df = df.dropna(subset=["target_class", "lag_24h_log"]).copy()
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df["target_class"] = df["target_class"].astype(int)
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df["rsi_14"] = df["rsi_14"].fillna(50.0)
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df["volatility_24h"] = df["volatility_24h"].fillna(0.0)
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df["volume_ratio"] = df["volume_ratio"].fillna(1.0)
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df["ma_24h_ratio"] = df["ma_24h_ratio"].fillna(0.0)
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df["city_price_deviation"] = df["city_price_deviation"].fillna(0.0)
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model_df = df.dropna(subset=FEATURE_COLS + ["target_class"]).copy()
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X = model_df[FEATURE_COLS].astype("float64")
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y = model_df["target_class"]
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meta = model_df[["item_id", "city", "timestamp", "avg_price", "target_log_return_24h"]].copy()
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return X, y, meta
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def train_global_model(X: pd.DataFrame, y: pd.Series) -> Optional[lgb.LGBMClassifier]:
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if len(X) < MIN_TRAIN_SAMPLES:
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print(f"Yetersiz veri: {len(X)} < {MIN_TRAIN_SAMPLES}")
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return None
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class_counts = y.value_counts().to_dict()
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print(f"[TANI] Sınıf
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if len(class_counts) < 3:
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print(f"⚠️ Bazı sınıflar eksik. Daha fazla veri gerekli.")
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return None
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split_idx = int(len(X) * 0.8)
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X_train, X_val = X.iloc[:split_idx], X.iloc[split_idx:]
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y_train, y_val = y.iloc[:split_idx], y.iloc[split_idx:]
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# Overfit önleyici parametreler
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model = lgb.LGBMClassifier(
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objective="multiclass",
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num_class=3,
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metric="multi_logloss",
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boosting_type="gbdt",
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num_leaves=15,
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feature_fraction=0.8,
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bagging_fraction=0.8,
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bagging_freq=5,
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reg_alpha=0.5,
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reg_lambda=1.0,
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verbose=-1,
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random_state=42,
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n_jobs=-1,
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)
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callbacks = [
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lgb.early_stopping(stopping_rounds=30, verbose=False),
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lgb.log_evaluation(period=0),
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]
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model.fit(
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X_train, y_train,
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eval_set=[(X_val, y_val)],
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callbacks=callbacks,
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)
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val_preds = model.predict(X_val)
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val_acc = accuracy_score(y_val, val_preds)
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print(f"[TANI] val_accuracy={val_acc:.4f}")
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return model
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def predict_24h_returns(model
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if latest_features.empty or model is None:
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return pd.DataFrame()
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missing = [c for c in FEATURE_COLS if c not in latest_features.columns]
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if missing:
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print(f"Eksik özellikler: {missing}")
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return pd.DataFrame()
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X_pred = latest_features.copy()
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for col in ["chg_1h", "chg_6h", "chg_24h"]:
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if col in X_pred.columns:
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X_pred[col] = X_pred[col].fillna(0.0)
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X_pred["rsi_14"] = X_pred["rsi_14"].fillna(50.0)
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X_pred["volatility_24h"] = X_pred["volatility_24h"].fillna(0.0)
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X_pred["volume_ratio"] = X_pred["volume_ratio"].fillna(1.0)
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X_pred["ma_24h_ratio"] = X_pred["ma_24h_ratio"].fillna(0.0)
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X_pred["city_price_deviation"] = X_pred["city_price_deviation"].fillna(0.0)
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X_ready = X_pred[FEATURE_COLS].astype("float64").dropna()
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if X_ready.empty:
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return pd.DataFrame()
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probs = model.predict_proba(X_ready)
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pred_class = np.argmax(probs, axis=1)
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# Beklenen log getiri (olasılık ağırlıklı)
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expected_log = probs[:, 0] * CLASS_DOWN + probs[:, 1] * 0.0 + probs[:, 2] * CLASS_UP
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clipped_log = np.clip(expected_log, CLASS_DOWN, CLASS_UP)
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pred_return_pct = (np.exp(clipped_log) - 1) * 100
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| 490 |
-
keep_cols = ["item_id", "city", "avg_price", "item_count",
|
| 491 |
-
"volatility_24h", "rsi_14", "volume_ratio",
|
| 492 |
-
"
|
|
|
|
| 493 |
keep_cols = [c for c in keep_cols if c in X_pred.columns]
|
| 494 |
result = X_pred.loc[X_ready.index, keep_cols].copy()
|
| 495 |
result["pred_class"] = pred_class
|
|
@@ -500,18 +576,16 @@ def predict_24h_returns(model: lgb.LGBMClassifier, latest_features: pd.DataFrame
|
|
| 500 |
result["predicted_return_pct"] = pred_return_pct
|
| 501 |
result["predicted_price_24h"] = result["avg_price"] * np.exp(clipped_log)
|
| 502 |
result["confidence"] = probs.max(axis=1)
|
| 503 |
-
|
| 504 |
return result
|
| 505 |
|
| 506 |
|
| 507 |
# ---------------------------------------------------------------------------
|
| 508 |
-
# DİP
|
| 509 |
# ---------------------------------------------------------------------------
|
| 510 |
|
| 511 |
|
| 512 |
def compute_dip_signal(row: pd.Series) -> Tuple[str, str]:
|
| 513 |
-
reasons = []
|
| 514 |
-
passed = 0
|
| 515 |
|
| 516 |
rsi = row.get("rsi_14", 50)
|
| 517 |
if pd.notna(rsi) and rsi < DIP_RSI_MAX:
|
|
@@ -526,40 +600,39 @@ def compute_dip_signal(row: pd.Series) -> Tuple[str, str]:
|
|
| 526 |
vr = row.get("volume_ratio", 1.0)
|
| 527 |
if pd.notna(vr) and vr >= DIP_MIN_VOLUME_RATIO:
|
| 528 |
passed += 1
|
| 529 |
-
reasons.append(f"
|
| 530 |
|
| 531 |
pred_pct = row.get("predicted_return_pct", 0)
|
| 532 |
if pd.notna(pred_pct) and pred_pct >= DIP_MIN_PREDICTED_PCT:
|
| 533 |
passed += 1
|
| 534 |
-
reasons.append(f"
|
| 535 |
|
| 536 |
-
|
| 537 |
-
|
| 538 |
-
if pd.notna(spread) and price > 0 and abs(spread) / price < DIP_MAX_SPREAD_PCT:
|
| 539 |
passed += 1
|
| 540 |
-
reasons.append(f"
|
| 541 |
|
| 542 |
is_down = row.get("is_downtrend", 0)
|
| 543 |
if not is_down or (pd.notna(pred_pct) and pred_pct > 2):
|
| 544 |
passed += 1
|
| 545 |
-
reasons.append("Trend
|
| 546 |
|
| 547 |
if passed >= 5:
|
| 548 |
-
|
| 549 |
elif passed == 4:
|
| 550 |
-
|
| 551 |
elif passed == 3 and pd.notna(rsi) and rsi < 45:
|
| 552 |
-
|
| 553 |
elif is_down and pd.notna(pred_pct) and pred_pct < -2:
|
| 554 |
-
|
| 555 |
else:
|
| 556 |
-
|
| 557 |
|
| 558 |
-
return
|
| 559 |
|
| 560 |
|
| 561 |
# ---------------------------------------------------------------------------
|
| 562 |
-
#
|
| 563 |
# ---------------------------------------------------------------------------
|
| 564 |
|
| 565 |
|
|
@@ -575,10 +648,9 @@ def walk_forward_backtest(featured_df: pd.DataFrame, n_splits: int = 3) -> Dict:
|
|
| 575 |
|
| 576 |
test_size = len(unique_times) // (n_splits + 1)
|
| 577 |
if test_size < 5:
|
| 578 |
-
return {"error":
|
| 579 |
|
| 580 |
-
results = []
|
| 581 |
-
all_predictions = []
|
| 582 |
|
| 583 |
for i in range(n_splits):
|
| 584 |
test_start_idx = test_size * (i + 1) + 24
|
|
@@ -601,10 +673,7 @@ def walk_forward_backtest(featured_df: pd.DataFrame, n_splits: int = 3) -> Dict:
|
|
| 601 |
X_train, y_train, _ = prepare_model_data(train_df)
|
| 602 |
X_test, y_test, meta_test = prepare_model_data(test_df)
|
| 603 |
|
| 604 |
-
if len(X_train) < 30 or len(X_test) < 3:
|
| 605 |
-
continue
|
| 606 |
-
|
| 607 |
-
if y_train.nunique() < 3:
|
| 608 |
continue
|
| 609 |
|
| 610 |
model = lgb.LGBMClassifier(
|
|
@@ -618,17 +687,14 @@ def walk_forward_backtest(featured_df: pd.DataFrame, n_splits: int = 3) -> Dict:
|
|
| 618 |
|
| 619 |
preds_class = model.predict(X_test)
|
| 620 |
probs = model.predict_proba(X_test)
|
| 621 |
-
expected_log = probs[:, 0] * CLASS_DOWN + probs[:, 1] * 0.0 + probs[:, 2] * CLASS_UP
|
| 622 |
|
| 623 |
accuracy = accuracy_score(y_test, preds_class)
|
| 624 |
|
| 625 |
-
# Direction accuracy: sadece UP vs DOWN (flat hariç)
|
| 626 |
y_dir = np.where(y_test == 2, 1, np.where(y_test == 0, 0, -1))
|
| 627 |
p_dir = np.where(preds_class == 2, 1, np.where(preds_class == 0, 0, -1))
|
| 628 |
mask = (y_dir >= 0) & (p_dir >= 0)
|
| 629 |
direction_acc = float(np.mean(y_dir[mask] == p_dir[mask])) if mask.sum() > 0 else 0.5
|
| 630 |
|
| 631 |
-
# Baseline: hep "flat" tahmin
|
| 632 |
baseline_acc = float((y_test == 1).mean())
|
| 633 |
|
| 634 |
results.append({
|
|
@@ -643,32 +709,33 @@ def walk_forward_backtest(featured_df: pd.DataFrame, n_splits: int = 3) -> Dict:
|
|
| 643 |
|
| 644 |
test_meta = meta_test.copy()
|
| 645 |
test_meta["predicted_class"] = preds_class
|
| 646 |
-
test_meta["
|
| 647 |
all_predictions.append(test_meta)
|
| 648 |
|
| 649 |
if not results:
|
| 650 |
return {"error": "Backtest tamamlanamadı."}
|
| 651 |
|
| 652 |
-
|
| 653 |
-
|
| 654 |
if all_predictions:
|
| 655 |
sim_df = pd.concat(all_predictions).dropna(subset=["target_log_return_24h"])
|
| 656 |
-
|
| 657 |
-
|
| 658 |
-
|
| 659 |
-
|
| 660 |
simulation = {
|
| 661 |
-
"total_trades": int(len(
|
| 662 |
-
"win_rate_pct": round(
|
| 663 |
-
"avg_net_return_pct": round(float(
|
| 664 |
-
"profitable_trades": int((
|
|
|
|
| 665 |
}
|
| 666 |
|
| 667 |
return {"results": results, "simulation": simulation, "n_splits_completed": len(results)}
|
| 668 |
|
| 669 |
|
| 670 |
# ---------------------------------------------------------------------------
|
| 671 |
-
#
|
| 672 |
# ---------------------------------------------------------------------------
|
| 673 |
|
| 674 |
|
|
@@ -679,7 +746,7 @@ class DataPipeline:
|
|
| 679 |
self.featured_df = pd.DataFrame()
|
| 680 |
self.model = None
|
| 681 |
self.last_update = None
|
| 682 |
-
self.status_message = "Veri yüklenmedi.
|
| 683 |
self._backtest_cache = None
|
| 684 |
self._diagnostics = {}
|
| 685 |
|
|
@@ -687,14 +754,14 @@ class DataPipeline:
|
|
| 687 |
try:
|
| 688 |
self.model = joblib.load(MODEL_PATH)
|
| 689 |
self.status_message = "Kayıtlı model yüklendi."
|
| 690 |
-
except Exception
|
| 691 |
-
|
| 692 |
|
| 693 |
def fetch_data(self, item_ids=None, cities=None):
|
| 694 |
item_ids = item_ids or ITEM_IDS
|
| 695 |
cities = cities or CITIES
|
| 696 |
|
| 697 |
-
self.status_message = "Public API'den veri çekiliyor..."
|
| 698 |
ok, msg = check_api_health()
|
| 699 |
if not ok:
|
| 700 |
self.status_message = f"API erişilemiyor: {msg}"
|
|
@@ -704,7 +771,7 @@ class DataPipeline:
|
|
| 704 |
hist = fetch_history(item_ids, cities, time_scale=HISTORY_TIME_SCALE)
|
| 705 |
prices = fetch_current_prices(item_ids, cities)
|
| 706 |
except Exception as e:
|
| 707 |
-
self.status_message = f"API
|
| 708 |
return
|
| 709 |
|
| 710 |
if hist.empty:
|
|
@@ -713,12 +780,14 @@ class DataPipeline:
|
|
| 713 |
|
| 714 |
self.history_df = clean_market_data(hist)
|
| 715 |
self.prices_df = prices
|
| 716 |
-
|
|
|
|
| 717 |
|
| 718 |
save_to_csv(self.history_df, "history")
|
| 719 |
save_to_csv(self.prices_df, "prices")
|
| 720 |
|
| 721 |
self.featured_df = build_features(self.history_df)
|
|
|
|
| 722 |
self._backtest_cache = None
|
| 723 |
self._update_diagnostics()
|
| 724 |
|
|
@@ -727,33 +796,29 @@ class DataPipeline:
|
|
| 727 |
if df.empty:
|
| 728 |
self._diagnostics = {}
|
| 729 |
return
|
| 730 |
-
n_total = len(df)
|
| 731 |
n_with_target = int(df["target_class"].notna().sum()) if "target_class" in df.columns else 0
|
| 732 |
-
class_dist = {}
|
| 733 |
-
if n_with_target > 0:
|
| 734 |
-
class_dist = df["target_class"].value_counts().to_dict()
|
| 735 |
self._diagnostics = {
|
| 736 |
-
"n_total":
|
| 737 |
"n_with_target": n_with_target,
|
| 738 |
"class_dist": class_dist,
|
|
|
|
| 739 |
}
|
| 740 |
-
print(f"[TANI] total={
|
| 741 |
|
| 742 |
def train_model(self):
|
| 743 |
if self.featured_df.empty:
|
| 744 |
-
self.status_message = "Önce veri
|
| 745 |
return False
|
| 746 |
|
| 747 |
diag = self._diagnostics or {}
|
| 748 |
-
|
| 749 |
-
|
| 750 |
-
if n_with_target < MIN_TRAIN_SAMPLES:
|
| 751 |
-
self.status_message = f"Yetersiz örnek: {n_with_target} < {MIN_TRAIN_SAMPLES}"
|
| 752 |
return False
|
| 753 |
|
| 754 |
class_dist = diag.get("class_dist", {})
|
| 755 |
if len(class_dist) < 3 or min(class_dist.values()) < 10:
|
| 756 |
-
self.status_message = f"Sınıf
|
| 757 |
return False
|
| 758 |
|
| 759 |
X, y, _ = prepare_model_data(self.featured_df)
|
|
@@ -766,7 +831,7 @@ class DataPipeline:
|
|
| 766 |
self.status_message = "Model eğitimi başarısız."
|
| 767 |
return False
|
| 768 |
|
| 769 |
-
self.status_message = f"✓ Model eğitildi (
|
| 770 |
|
| 771 |
if _HAS_JOBLIB:
|
| 772 |
try:
|
|
@@ -781,32 +846,38 @@ class DataPipeline:
|
|
| 781 |
if self.featured_df.empty or self.model is None:
|
| 782 |
return pd.DataFrame()
|
| 783 |
|
| 784 |
-
latest = self.featured_df.sort_values("timestamp").groupby(
|
|
|
|
|
|
|
|
|
|
| 785 |
latest["item_code"] = latest["item_id"].astype("category").cat.codes
|
| 786 |
latest["city_code"] = latest["city"].astype("category").cat.codes
|
|
|
|
|
|
|
| 787 |
|
| 788 |
for col in FEATURE_COLS:
|
| 789 |
if col not in latest.columns:
|
| 790 |
latest[col] = 0.0
|
| 791 |
|
| 792 |
preds = predict_24h_returns(self.model, latest)
|
| 793 |
-
|
| 794 |
-
|
| 795 |
-
|
| 796 |
-
|
| 797 |
-
price_info
|
| 798 |
-
|
|
|
|
|
|
|
|
|
|
| 799 |
preds["spread"] = preds["sell_price_min"] - preds["buy_price_max"]
|
| 800 |
else:
|
| 801 |
preds["spread"] = np.nan
|
| 802 |
|
| 803 |
-
|
| 804 |
-
preds["net_return_pct"] = preds["predicted_return_pct"] - (total_cost * 100)
|
| 805 |
|
| 806 |
dip_signals = preds.apply(compute_dip_signal, axis=1, result_type="expand")
|
| 807 |
preds["Dip Sinyali"] = dip_signals[0]
|
| 808 |
preds["Sinyal Detayı"] = dip_signals[1]
|
| 809 |
-
|
| 810 |
return preds
|
| 811 |
|
| 812 |
def get_backtest(self):
|
|
@@ -832,18 +903,18 @@ def get_dashboard_metrics():
|
|
| 832 |
})
|
| 833 |
|
| 834 |
df = pipeline.featured_df
|
| 835 |
-
|
| 836 |
metrics = {
|
| 837 |
"Veri Kaynağı": "Public AODP API (europe)",
|
| 838 |
-
"Görev
|
|
|
|
| 839 |
"Toplam Gözlem": len(df),
|
| 840 |
"Hedefli Satır": diag.get("n_with_target", 0),
|
| 841 |
-
"Sınıf AŞAĞI":
|
| 842 |
-
"Sınıf SABİT":
|
| 843 |
-
"Sınıf YUKARI":
|
| 844 |
"Tarih Aralığı": f"{df['timestamp'].min().date()} - {df['timestamp'].max().date()}",
|
| 845 |
-
"Model
|
| 846 |
-
"Sınıf Sınırları": f"±%{CLASS_UP*100:.0f}",
|
| 847 |
"Son Güncelleme": pipeline.last_update.strftime("%Y-%m-%d %H:%M") if pipeline.last_update else "—",
|
| 848 |
}
|
| 849 |
return pd.DataFrame(list(metrics.items()), columns=["Metrik", "Değer"])
|
|
@@ -853,29 +924,35 @@ def get_analysis_table():
|
|
| 853 |
if pipeline.featured_df.empty:
|
| 854 |
return pd.DataFrame()
|
| 855 |
|
| 856 |
-
latest = pipeline.featured_df.sort_values("timestamp").groupby(
|
|
|
|
|
|
|
| 857 |
|
| 858 |
if not pipeline.prices_df.empty:
|
| 859 |
-
price_info = pipeline.prices_df[["item_id", "city", "
|
| 860 |
-
|
| 861 |
-
|
| 862 |
-
|
|
|
|
| 863 |
else:
|
| 864 |
latest["sell_price_min"] = np.nan
|
| 865 |
latest["buy_price_max"] = np.nan
|
| 866 |
|
| 867 |
latest["Ürün"] = latest["item_id"].apply(item_display_name)
|
|
|
|
| 868 |
latest["Şehir"] = latest["city"]
|
| 869 |
latest["Mevcut Fiyat"] = latest["avg_price"].round(0)
|
| 870 |
latest["Hacim"] = latest["item_count"].fillna(0).astype(int)
|
| 871 |
latest["Spread"] = (latest["sell_price_min"] - latest["buy_price_max"]).round(0)
|
| 872 |
latest["RSI"] = latest["rsi_14"].round(0)
|
| 873 |
-
latest["7g
|
| 874 |
-
latest["Trend"] = np.where(latest["is_downtrend"] == 1, "↓
|
| 875 |
latest["Likidite"] = pd.cut(latest["item_count"], bins=[-1, 10, 50, 200, np.inf],
|
| 876 |
labels=["Düşük", "Orta", "İyi", "Yüksek"]).astype(str)
|
| 877 |
|
| 878 |
-
|
|
|
|
|
|
|
| 879 |
|
| 880 |
|
| 881 |
def get_prediction_table():
|
|
@@ -885,91 +962,96 @@ def get_prediction_table():
|
|
| 885 |
|
| 886 |
preds = preds.copy()
|
| 887 |
preds["Ürün"] = preds["item_id"].apply(item_display_name)
|
|
|
|
| 888 |
preds["Şehir"] = preds["city"]
|
| 889 |
preds["Mevcut Fiyat"] = preds["avg_price"].round(0)
|
| 890 |
-
preds["Tahmin
|
| 891 |
-
preds["P(
|
| 892 |
-
preds["P(Sabit)"] = (preds["prob_flat"] * 100).round(0).astype(int).astype(str) + "%"
|
| 893 |
-
preds["P(Yukarı)"] = (preds["prob_up"] * 100).round(0).astype(int).astype(str) + "%"
|
| 894 |
preds["Güvenilirlik"] = (preds["confidence"] * 100).round(0).astype(int).astype(str) + "%"
|
| 895 |
preds["Tahmini Değişim %"] = preds["predicted_return_pct"].round(2)
|
| 896 |
preds["Net Getiri %"] = preds["net_return_pct"].round(2)
|
| 897 |
|
| 898 |
-
cols = ["Ürün", "Şehir", "Mevcut Fiyat", "Tahmin
|
| 899 |
-
"P(
|
| 900 |
return preds[cols].sort_values("Güvenilirlik", ascending=False)
|
| 901 |
|
| 902 |
|
| 903 |
def get_dip_alim_table():
|
| 904 |
preds = pipeline.get_latest_predictions()
|
| 905 |
if preds.empty:
|
| 906 |
-
return pd.DataFrame({"Bilgi": ["Tahmin
|
| 907 |
-
|
| 908 |
-
dip_only = preds[preds["Dip Sinyali"].isin(["🟢 GÜÇLÜ AL", "🟡 ZAYIF AL", "🔵 İZLE"])].copy()
|
| 909 |
|
| 910 |
-
|
|
|
|
| 911 |
return pd.DataFrame({"Bilgi": ["Şu anda dip alım sinyali yok."]})
|
| 912 |
|
| 913 |
-
|
| 914 |
-
|
| 915 |
|
| 916 |
-
|
| 917 |
-
|
| 918 |
-
|
| 919 |
-
|
| 920 |
-
|
| 921 |
-
|
| 922 |
-
|
| 923 |
-
|
| 924 |
-
dip_only["P(Yukarı)"] = (dip_only["prob_up"] * 100).round(0).astype(int).astype(str) + "%"
|
| 925 |
-
dip_only["Net Getiri %"] = dip_only["net_return_pct"].round(2)
|
| 926 |
|
| 927 |
-
|
| 928 |
-
|
| 929 |
-
|
| 930 |
-
|
| 931 |
-
return dip_only[cols].head(50)
|
| 932 |
|
| 933 |
|
| 934 |
def get_arbitrage_table():
|
| 935 |
if pipeline.prices_df.empty:
|
| 936 |
-
return pd.DataFrame({"Bilgi": ["
|
| 937 |
|
| 938 |
prices = pipeline.prices_df.copy()
|
| 939 |
-
|
| 940 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
| 941 |
prices = prices[prices["sell_price_min"] > 0]
|
| 942 |
if prices.empty:
|
| 943 |
return pd.DataFrame({"Bilgi": ["Geçerli fiyat yok."]})
|
| 944 |
|
| 945 |
-
|
| 946 |
-
buy
|
| 947 |
-
|
| 948 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
| 949 |
|
| 950 |
-
arb = buy.merge(sell, on="item_id")
|
| 951 |
arb = arb[arb["sell_price"] > arb["buy_price"]].copy()
|
| 952 |
if arb.empty:
|
| 953 |
-
return pd.DataFrame({"Bilgi": ["
|
| 954 |
|
| 955 |
-
arb["
|
| 956 |
-
arb["
|
| 957 |
-
arb["net_kâr"] = arb["
|
| 958 |
-
arb["
|
| 959 |
-
arb = arb[arb["net_kâr"] > 0].sort_values("
|
| 960 |
|
| 961 |
if arb.empty:
|
| 962 |
-
return pd.DataFrame({"Bilgi": ["
|
| 963 |
|
| 964 |
arb["Ürün"] = arb["item_id"].apply(item_display_name)
|
|
|
|
| 965 |
arb["Alış Şehri"] = arb["buy_city"]
|
| 966 |
arb["Satış Şehri"] = arb["sell_city"]
|
| 967 |
-
arb["Alış
|
| 968 |
-
arb["Satış
|
| 969 |
arb["Net Kâr"] = arb["net_kâr"].round(0)
|
| 970 |
-
arb["
|
| 971 |
|
| 972 |
-
|
|
|
|
| 973 |
|
| 974 |
|
| 975 |
def get_model_performance_plot():
|
|
@@ -981,7 +1063,7 @@ def get_model_performance_plot():
|
|
| 981 |
"Önem": pipeline.model.feature_importances_,
|
| 982 |
}).sort_values("Önem", ascending=True).tail(20)
|
| 983 |
fig = px.bar(df_imp, x="Önem", y="Özellik", orientation="h",
|
| 984 |
-
title="Feature Importance
|
| 985 |
fig.update_layout(height=600)
|
| 986 |
return fig
|
| 987 |
except Exception as e:
|
|
@@ -992,19 +1074,18 @@ def get_backtest_outputs():
|
|
| 992 |
bt = pipeline.get_backtest()
|
| 993 |
if "error" in bt:
|
| 994 |
return (pd.DataFrame({"Bilgi": [bt["error"]]}),
|
| 995 |
-
go.Figure().update_layout(title="
|
| 996 |
pd.DataFrame())
|
| 997 |
|
| 998 |
-
|
| 999 |
-
|
| 1000 |
fig = go.Figure()
|
| 1001 |
-
fig.add_trace(go.Bar(name="Model
|
| 1002 |
-
fig.add_trace(go.Bar(name="Baseline
|
| 1003 |
-
fig.update_layout(title="
|
| 1004 |
yaxis_title="Accuracy", barmode="group", template="plotly_dark")
|
| 1005 |
|
| 1006 |
-
|
| 1007 |
-
return
|
| 1008 |
|
| 1009 |
|
| 1010 |
def list_csv_files() -> pd.DataFrame:
|
|
@@ -1038,7 +1119,7 @@ def refresh_data_ui():
|
|
| 1038 |
bt_table, bt_fig, sim_table = get_backtest_outputs()
|
| 1039 |
except Exception:
|
| 1040 |
bt_table, sim_table = pd.DataFrame(), pd.DataFrame()
|
| 1041 |
-
bt_fig = go.Figure().update_layout(title="
|
| 1042 |
|
| 1043 |
def _safe(fn, default):
|
| 1044 |
try:
|
|
@@ -1069,7 +1150,7 @@ def initial_load():
|
|
| 1069 |
return (
|
| 1070 |
_safe(get_dashboard_metrics, pd.DataFrame({"Metrik": ["Durum"], "Değer": ["Hazır"]})),
|
| 1071 |
pd.DataFrame(), pd.DataFrame(), pd.DataFrame(), pd.DataFrame(),
|
| 1072 |
-
go.Figure().update_layout(title="Yenile
|
| 1073 |
pd.DataFrame(),
|
| 1074 |
go.Figure().update_layout(title="Veri gerekli", template="plotly_dark"),
|
| 1075 |
pd.DataFrame(),
|
|
@@ -1078,7 +1159,7 @@ def initial_load():
|
|
| 1078 |
|
| 1079 |
|
| 1080 |
# ---------------------------------------------------------------------------
|
| 1081 |
-
# GRADIO
|
| 1082 |
# ---------------------------------------------------------------------------
|
| 1083 |
|
| 1084 |
|
|
@@ -1086,11 +1167,11 @@ with gr.Blocks(title="GOSHAWK ALBION MARKET AI", theme=gr.themes.Soft(primary_hu
|
|
| 1086 |
|
| 1087 |
gr.Markdown(
|
| 1088 |
"""
|
| 1089 |
-
# 🦅 GOSHAWK ALBION MARKET AI
|
| 1090 |
-
**
|
| 1091 |
*LightGBM 3-sınıf sınıflandırma: AŞAĞI / SABİT / YUKARI*
|
| 1092 |
|
| 1093 |
-
**⚠️ Risk Uyarısı:**
|
| 1094 |
"""
|
| 1095 |
)
|
| 1096 |
|
|
@@ -1100,21 +1181,21 @@ with gr.Blocks(title="GOSHAWK ALBION MARKET AI", theme=gr.themes.Soft(primary_hu
|
|
| 1100 |
|
| 1101 |
with gr.Tabs():
|
| 1102 |
with gr.TabItem("📊 Dashboard"):
|
| 1103 |
-
dashboard_table = gr.Dataframe(label="Özet
|
| 1104 |
gr.Markdown(
|
| 1105 |
-
"###
|
| 1106 |
-
"
|
| 1107 |
-
|
| 1108 |
-
"- **
|
| 1109 |
-
|
| 1110 |
-
"
|
| 1111 |
-
"
|
| 1112 |
-
"-
|
| 1113 |
-
"-
|
| 1114 |
-
"-
|
| 1115 |
"### Riskler\n"
|
| 1116 |
-
"-
|
| 1117 |
-
"-
|
| 1118 |
)
|
| 1119 |
|
| 1120 |
with gr.TabItem("🎯 DİP ALIM"):
|
|
@@ -1127,22 +1208,26 @@ with gr.Blocks(title="GOSHAWK ALBION MARKET AI", theme=gr.themes.Soft(primary_hu
|
|
| 1127 |
analysis_table = gr.Dataframe(label="Ürün Analizi", interactive=False)
|
| 1128 |
|
| 1129 |
with gr.TabItem("🚚 Arbitraj"):
|
| 1130 |
-
arbitrage_table = gr.Dataframe(label="Arbitraj", interactive=False)
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1131 |
|
| 1132 |
with gr.TabItem("📈 Model"):
|
| 1133 |
performance_plot = gr.Plot(label="Feature Importance")
|
| 1134 |
|
| 1135 |
with gr.TabItem("🧪 Backtest"):
|
| 1136 |
backtest_table = gr.Dataframe(label="Split Sonuçları", interactive=False)
|
| 1137 |
-
backtest_plot = gr.Plot(label="Accuracy
|
| 1138 |
simulation_table = gr.Dataframe(label="Simülasyon", interactive=False)
|
| 1139 |
|
| 1140 |
with gr.TabItem("🗄️ Veri"):
|
| 1141 |
gr.Markdown(
|
| 1142 |
-
"**API:**
|
| 1143 |
-
"**
|
| 1144 |
-
f"**
|
| 1145 |
-
f"**
|
| 1146 |
)
|
| 1147 |
csv_files = gr.Dataframe(label="CSV Dosyaları", interactive=False,
|
| 1148 |
headers=["Dosya", "Boyut (KB)", "Son Değişiklik"])
|
|
|
|
| 1 |
# app.py
|
| 2 |
# GOSHAWK ALBION MARKET AI
|
| 3 |
+
# Kalite ayrımı + uzun vadeli trend (7/14 gün) + alış-satış spread feature'ları
|
| 4 |
|
| 5 |
import os
|
| 6 |
import time
|
|
|
|
| 15 |
import plotly.express as px
|
| 16 |
|
| 17 |
import lightgbm as lgb
|
| 18 |
+
from sklearn.metrics import accuracy_score
|
| 19 |
|
| 20 |
import gradio as gr
|
| 21 |
|
|
|
|
| 38 |
"Martlock", "Thetford", "Caerleon",
|
| 39 |
]
|
| 40 |
|
| 41 |
+
# Kalite seviyeleri (1=Normal, 2=Good, 3=Outstanding, 4=Excellent, 5=Masterpiece)
|
| 42 |
+
QUALITIES = ["1", "2", "3", "4", "5"]
|
| 43 |
+
|
| 44 |
+
# Kalite kodları → insan-okunur
|
| 45 |
+
QUALITY_NAMES = {1: "Normal", 2: "Good", 3: "Outstanding", 4: "Excellent", 5: "Masterpiece"}
|
| 46 |
+
|
| 47 |
_ITEM_POOL = [
|
| 48 |
"T4_BAG", "T5_BAG", "T6_BAG", "T7_BAG", "T8_BAG",
|
| 49 |
"T4_CAPE", "T5_CAPE", "T6_CAPE", "T7_CAPE", "T8_CAPE",
|
|
|
|
| 90 |
return item_id.replace("_", " ").title()
|
| 91 |
|
| 92 |
|
| 93 |
+
def quality_name(q) -> str:
|
| 94 |
+
try:
|
| 95 |
+
return QUALITY_NAMES.get(int(q), f"Q{q}")
|
| 96 |
+
except Exception:
|
| 97 |
+
return f"Q{q}"
|
| 98 |
+
|
| 99 |
+
|
| 100 |
SETUP_FEE_RATE = 0.025
|
| 101 |
TRANSACTION_TAX_RATE = 0.08
|
| 102 |
TOTAL_TRADE_COST = SETUP_FEE_RATE + TRANSACTION_TAX_RATE
|
|
|
|
| 117 |
|
| 118 |
HISTORY_TIME_SCALE = 1
|
| 119 |
|
| 120 |
+
CLASS_DOWN = -0.03
|
| 121 |
+
CLASS_UP = 0.03
|
|
|
|
|
|
|
| 122 |
|
|
|
|
| 123 |
TARGET_TOLERANCE_HOURS = 12
|
| 124 |
|
| 125 |
# Dip alım
|
|
|
|
| 129 |
DIP_MIN_PREDICTED_PCT = -1.0
|
| 130 |
DIP_MAX_SPREAD_PCT = 0.15
|
| 131 |
|
| 132 |
+
# Uzun vadeli lag/chg pencereleri
|
| 133 |
+
LONG_TERM_WINDOWS = [24, 168, 336] # 1g, 7g, 14g
|
| 134 |
|
| 135 |
+
# Feature kolonları (spread + uzun vadeli dahil)
|
| 136 |
FEATURE_COLS = [
|
| 137 |
"hour", "dayofweek",
|
| 138 |
+
"lag_24h_log", "lag_168h_log", "lag_336h_log",
|
| 139 |
+
"chg_1h", "chg_6h", "chg_24h", "chg_168h", "chg_336h",
|
| 140 |
"rsi_14", "volatility_24h",
|
| 141 |
"volume_ratio",
|
| 142 |
+
"ma_24h_ratio", "ma_168h_ratio",
|
| 143 |
"city_price_deviation",
|
| 144 |
+
"spread_pct", "buy_sell_ratio", "qual_code",
|
| 145 |
"item_code", "city_code",
|
| 146 |
]
|
| 147 |
|
|
|
|
| 151 |
|
| 152 |
|
| 153 |
def safe_request(url: str, params: Optional[dict] = None) -> Optional[list]:
|
| 154 |
+
headers = {"User-Agent": "GOSHAWK-ALBION-MARKET-AI/2.0", "Accept": "application/json"}
|
| 155 |
for attempt in range(MAX_RETRIES):
|
| 156 |
try:
|
| 157 |
resp = requests.get(url, params=params, headers=headers, timeout=REQUEST_TIMEOUT)
|
|
|
|
| 174 |
return None
|
| 175 |
|
| 176 |
|
| 177 |
+
def fetch_current_prices(item_ids: List[str], cities: List[str], qualities: str = "1,2,3,4,5") -> pd.DataFrame:
|
| 178 |
+
"""Anlık fiyatlar — tüm kaliteler."""
|
| 179 |
all_data = []
|
| 180 |
+
for i in range(0, len(item_ids), 40):
|
| 181 |
+
chunk = item_ids[i:i+40]
|
| 182 |
url = f"{API_BASE}/stats/prices/{','.join(chunk)}.json"
|
| 183 |
params = {"locations": ",".join(cities), "qualities": qualities}
|
| 184 |
data = safe_request(url, params)
|
| 185 |
if data:
|
| 186 |
all_data.extend(data)
|
| 187 |
+
time.sleep(0.4)
|
| 188 |
if not all_data:
|
| 189 |
return pd.DataFrame()
|
| 190 |
|
|
|
|
| 192 |
for col in ["sell_price_min", "sell_price_max", "buy_price_min", "buy_price_max"]:
|
| 193 |
if col in df.columns:
|
| 194 |
df[col] = pd.to_numeric(df[col], errors="coerce").astype("float64")
|
| 195 |
+
if "quality" in df.columns:
|
| 196 |
+
df["quality"] = pd.to_numeric(df["quality"], errors="coerce").fillna(1).astype(int)
|
| 197 |
return df
|
| 198 |
|
| 199 |
|
| 200 |
+
def fetch_history(item_ids: List[str], cities: List[str], time_scale: int = 1, qualities: str = "1,2,3,4,5") -> pd.DataFrame:
|
| 201 |
+
"""Tarihsel fiyatlar — tüm kaliteler."""
|
| 202 |
all_records = []
|
| 203 |
+
for i in range(0, len(item_ids), 15):
|
| 204 |
+
chunk = item_ids[i:i+15]
|
| 205 |
url = f"{API_BASE}/stats/history/{','.join(chunk)}.json"
|
| 206 |
params = {"locations": ",".join(cities), "qualities": qualities, "time-scale": time_scale}
|
| 207 |
data = safe_request(url, params)
|
|
|
|
| 209 |
for entry in data:
|
| 210 |
item_id = entry.get("item_id")
|
| 211 |
loc = entry.get("location")
|
| 212 |
+
quality = entry.get("quality", 1)
|
| 213 |
for point in entry.get("data", []):
|
| 214 |
all_records.append({
|
| 215 |
"item_id": item_id,
|
| 216 |
"city": loc,
|
| 217 |
+
"quality": quality,
|
| 218 |
"timestamp": point.get("timestamp"),
|
| 219 |
"avg_price": point.get("avg_price"),
|
| 220 |
"item_count": point.get("item_count", 0),
|
| 221 |
})
|
| 222 |
+
time.sleep(0.6)
|
| 223 |
if not all_records:
|
| 224 |
return pd.DataFrame()
|
| 225 |
|
|
|
|
| 227 |
df["timestamp"] = pd.to_datetime(df["timestamp"], errors="coerce")
|
| 228 |
df["avg_price"] = pd.to_numeric(df["avg_price"], errors="coerce").astype("float64")
|
| 229 |
df["item_count"] = pd.to_numeric(df["item_count"], errors="coerce").fillna(0).astype("float64")
|
| 230 |
+
if "quality" in df.columns:
|
| 231 |
+
df["quality"] = pd.to_numeric(df["quality"], errors="coerce").fillna(1).astype(int)
|
| 232 |
return df
|
| 233 |
|
| 234 |
|
|
|
|
| 247 |
df = df.copy()
|
| 248 |
df["avg_price"] = pd.to_numeric(df["avg_price"], errors="coerce").astype("float64")
|
| 249 |
df["item_count"] = pd.to_numeric(df["item_count"], errors="coerce").fillna(0).astype("float64")
|
| 250 |
+
if "quality" in df.columns:
|
| 251 |
+
df["quality"] = pd.to_numeric(df["quality"], errors="coerce").fillna(1).astype(int)
|
| 252 |
+
else:
|
| 253 |
+
df["quality"] = 1
|
| 254 |
df = df[df["avg_price"] > 0].copy()
|
| 255 |
df = df.dropna(subset=["timestamp"]).copy()
|
| 256 |
|
| 257 |
+
# Kalite bazlı temizlik (item+city+quality bazında)
|
| 258 |
+
for (item, qual) in df[["item_id", "quality"]].drop_duplicates().itertuples(index=False):
|
| 259 |
+
mask = (df["item_id"] == item) & (df["quality"] == qual)
|
| 260 |
if mask.sum() < 10:
|
| 261 |
continue
|
| 262 |
lower = df.loc[mask, "avg_price"].quantile(0.005)
|
|
|
|
| 264 |
if pd.notna(lower) and pd.notna(upper) and upper > lower:
|
| 265 |
df.loc[mask, "avg_price"] = df.loc[mask, "avg_price"].clip(lower, upper)
|
| 266 |
|
| 267 |
+
return df.sort_values(["item_id", "city", "quality", "timestamp"]).reset_index(drop=True)
|
| 268 |
|
| 269 |
|
| 270 |
def save_to_csv(df: pd.DataFrame, name: str) -> str:
|
|
|
|
| 293 |
|
| 294 |
|
| 295 |
def build_features(df: pd.DataFrame) -> pd.DataFrame:
|
| 296 |
+
"""
|
| 297 |
+
Kalite ayrımı + uzun vadeli trend + spread feature'ları.
|
| 298 |
+
group_cols = [item_id, city, quality] → kalite farkı artık karışmıyor.
|
| 299 |
+
"""
|
| 300 |
if df.empty:
|
| 301 |
return df
|
| 302 |
|
| 303 |
+
if "quality" not in df.columns:
|
| 304 |
+
df["quality"] = 1
|
| 305 |
+
|
| 306 |
+
df = df.sort_values(["item_id", "city", "quality", "timestamp"]).copy()
|
| 307 |
df["avg_price"] = pd.to_numeric(df["avg_price"], errors="coerce").astype("float64")
|
| 308 |
df["item_count"] = pd.to_numeric(df["item_count"], errors="coerce").fillna(0).astype("float64")
|
| 309 |
|
| 310 |
df["hour"] = df["timestamp"].dt.hour
|
| 311 |
df["dayofweek"] = df["timestamp"].dt.dayofweek
|
| 312 |
df["is_weekend"] = (df["dayofweek"] >= 5).astype(int)
|
| 313 |
+
df["qual_code"] = df["quality"].astype(int)
|
| 314 |
|
| 315 |
+
# KRİTİK: kalite artık grup içinde
|
| 316 |
+
group_cols = ["item_id", "city", "quality"]
|
| 317 |
|
| 318 |
df["log_price"] = np.log(df["avg_price"].replace(0, np.nan))
|
| 319 |
+
|
| 320 |
+
# Uzun vadeli lag'ler
|
| 321 |
df["lag_24h_log"] = df.groupby(group_cols)["log_price"].shift(24)
|
| 322 |
+
df["lag_168h_log"] = df.groupby(group_cols)["log_price"].shift(168)
|
| 323 |
+
df["lag_336h_log"] = df.groupby(group_cols)["log_price"].shift(336)
|
| 324 |
|
| 325 |
+
# Değişimler
|
| 326 |
+
for chg in [1, 6, 24, 168, 336]:
|
| 327 |
df[f"chg_{chg}h"] = df.groupby(group_cols)["log_price"].shift(chg)
|
| 328 |
|
| 329 |
+
# MA oranları
|
| 330 |
df["ma_24h_raw"] = df.groupby(group_cols)["avg_price"].transform(
|
| 331 |
lambda x: x.rolling(24, min_periods=6).mean()
|
| 332 |
)
|
| 333 |
df["ma_24h_ratio"] = df["ma_24h_raw"] / df["avg_price"].replace(0, np.nan) - 1.0
|
| 334 |
|
| 335 |
+
df["ma_168h_raw"] = df.groupby(group_cols)["avg_price"].transform(
|
| 336 |
+
lambda x: x.rolling(168, min_periods=24).mean()
|
| 337 |
+
)
|
| 338 |
+
df["ma_168h_ratio"] = df["ma_168h_raw"] / df["avg_price"].replace(0, np.nan) - 1.0
|
| 339 |
+
|
| 340 |
df["rsi_14"] = df.groupby(group_cols)["avg_price"].transform(lambda x: compute_rsi(x, 14))
|
| 341 |
df["volatility_24h"] = df.groupby(group_cols)["log_price"].transform(
|
| 342 |
lambda x: x.rolling(24, min_periods=6).std()
|
|
|
|
| 346 |
)
|
| 347 |
df["volume_ratio"] = df["item_count"] / df["volume_ma_24h"].replace(0, np.nan)
|
| 348 |
|
| 349 |
+
# Şehir fiyat farkı (aynı item+quality+timestamp içinde)
|
| 350 |
+
city_avg = df.groupby(["item_id", "quality", "timestamp"])["avg_price"].transform("mean")
|
| 351 |
df["city_price_deviation"] = (df["avg_price"] - city_avg) / city_avg.replace(0, np.nan)
|
| 352 |
|
| 353 |
+
# 7g yüzdelik konum
|
| 354 |
df["price_pct_7d"] = df.groupby(group_cols)["avg_price"].transform(
|
| 355 |
lambda x: x.rolling(168, min_periods=24).apply(
|
| 356 |
lambda arr: (arr[-1] - np.min(arr)) / (np.max(arr) - np.min(arr) + 1e-9),
|
| 357 |
raw=True
|
| 358 |
)
|
| 359 |
)
|
| 360 |
+
|
| 361 |
df["is_downtrend"] = ((df["chg_6h"] < 0) & (df["chg_24h"] < 0)).astype(int)
|
| 362 |
|
| 363 |
+
# SPREAD feature'ları — prices_df'ten merge edilecek
|
| 364 |
+
# Şimdilik NaN, sonra enrich_spread_features ile doldurulacak
|
| 365 |
+
|
| 366 |
df = _compute_forward_target(df)
|
| 367 |
return df
|
| 368 |
|
| 369 |
|
| 370 |
+
def enrich_spread_features(featured_df: pd.DataFrame, prices_df: pd.DataFrame) -> pd.DataFrame:
|
| 371 |
+
"""
|
| 372 |
+
Anlık alış-satış spread'i feature olarak ekle.
|
| 373 |
+
prices_df'te kalite ayrımı varsa ona göre merge.
|
| 374 |
+
"""
|
| 375 |
+
if featured_df.empty or prices_df.empty:
|
| 376 |
+
featured_df["spread_pct"] = 0.0
|
| 377 |
+
featured_df["buy_sell_ratio"] = 1.0
|
| 378 |
+
return featured_df
|
| 379 |
+
|
| 380 |
+
prices = prices_df.copy()
|
| 381 |
+
if "quality" not in prices.columns:
|
| 382 |
+
prices["quality"] = 1
|
| 383 |
+
prices["quality"] = pd.to_numeric(prices["quality"], errors="coerce").fillna(1).astype(int)
|
| 384 |
+
|
| 385 |
+
prices["sell_price_min"] = pd.to_numeric(prices["sell_price_min"], errors="coerce").astype("float64")
|
| 386 |
+
prices["buy_price_max"] = pd.to_numeric(prices["buy_price_max"], errors="coerce").astype("float64")
|
| 387 |
+
|
| 388 |
+
prices["spread_pct"] = np.where(
|
| 389 |
+
prices["buy_price_max"] > 0,
|
| 390 |
+
(prices["sell_price_min"] - prices["buy_price_max"]) / prices["buy_price_max"],
|
| 391 |
+
np.nan
|
| 392 |
+
)
|
| 393 |
+
prices["buy_sell_ratio"] = np.where(
|
| 394 |
+
prices["sell_price_min"] > 0,
|
| 395 |
+
prices["buy_price_max"] / prices["sell_price_min"],
|
| 396 |
+
np.nan
|
| 397 |
+
)
|
| 398 |
+
|
| 399 |
+
price_features = prices[["item_id", "city", "quality", "spread_pct", "buy_sell_ratio"]].drop_duplicates(
|
| 400 |
+
subset=["item_id", "city", "quality"]
|
| 401 |
+
)
|
| 402 |
+
|
| 403 |
+
result = featured_df.merge(price_features, on=["item_id", "city", "quality"], how="left")
|
| 404 |
+
result["spread_pct"] = result["spread_pct"].fillna(0.0)
|
| 405 |
+
result["buy_sell_ratio"] = result["buy_sell_ratio"].fillna(1.0)
|
| 406 |
+
return result
|
| 407 |
+
|
| 408 |
+
|
| 409 |
def _compute_forward_target(df: pd.DataFrame) -> pd.DataFrame:
|
| 410 |
if df.empty or "log_price" not in df.columns:
|
| 411 |
df["target_log_return_24h"] = np.nan
|
|
|
|
| 413 |
return df
|
| 414 |
|
| 415 |
df["target_log_return_24h"] = np.nan
|
| 416 |
+
group_cols = ["item_id", "city", "quality"]
|
| 417 |
|
| 418 |
+
for keys, g in df.groupby(group_cols):
|
| 419 |
if len(g) < 5:
|
| 420 |
continue
|
| 421 |
|
|
|
|
| 445 |
target_log = merged["log_price_future"].values - merged["log_price_now"].values
|
| 446 |
df.loc[merged["idx"].values, "target_log_return_24h"] = target_log
|
| 447 |
|
|
|
|
| 448 |
t = df["target_log_return_24h"]
|
| 449 |
+
df["target_class"] = np.where(t < CLASS_DOWN, 0, np.where(t > CLASS_UP, 2, 1))
|
|
|
|
| 450 |
df.loc[t.isna(), "target_class"] = np.nan
|
|
|
|
| 451 |
return df
|
| 452 |
|
| 453 |
|
| 454 |
# ---------------------------------------------------------------------------
|
| 455 |
+
# MODEL
|
| 456 |
# ---------------------------------------------------------------------------
|
| 457 |
|
| 458 |
|
|
|
|
| 463 |
df = featured_df.copy()
|
| 464 |
df["item_code"] = df["item_id"].astype("category").cat.codes
|
| 465 |
df["city_code"] = df["city"].astype("category").cat.codes
|
| 466 |
+
if "qual_code" not in df.columns:
|
| 467 |
+
df["qual_code"] = df.get("quality", 1)
|
| 468 |
|
| 469 |
df = df.dropna(subset=["target_class", "lag_24h_log"]).copy()
|
| 470 |
df["target_class"] = df["target_class"].astype(int)
|
| 471 |
|
| 472 |
+
# Uzun pencereli feature'ları doldur (kısa pencereden)
|
| 473 |
+
for col in ["chg_1h", "chg_6h", "chg_24h", "chg_168h", "chg_336h"]:
|
| 474 |
+
if col in df.columns:
|
| 475 |
+
df[col] = df[col].fillna(0.0)
|
| 476 |
+
|
| 477 |
+
df["lag_168h_log"] = df["lag_168h_log"].fillna(df["lag_24h_log"])
|
| 478 |
+
df["lag_336h_log"] = df["lag_336h_log"].fillna(df["lag_168h_log"]).fillna(df["lag_24h_log"])
|
| 479 |
|
| 480 |
df["rsi_14"] = df["rsi_14"].fillna(50.0)
|
| 481 |
df["volatility_24h"] = df["volatility_24h"].fillna(0.0)
|
| 482 |
df["volume_ratio"] = df["volume_ratio"].fillna(1.0)
|
| 483 |
df["ma_24h_ratio"] = df["ma_24h_ratio"].fillna(0.0)
|
| 484 |
+
df["ma_168h_ratio"] = df["ma_168h_ratio"].fillna(df["ma_24h_ratio"]).fillna(0.0)
|
| 485 |
df["city_price_deviation"] = df["city_price_deviation"].fillna(0.0)
|
| 486 |
+
df["spread_pct"] = df.get("spread_pct", pd.Series(0.0, index=df.index)).fillna(0.0)
|
| 487 |
+
df["buy_sell_ratio"] = df.get("buy_sell_ratio", pd.Series(1.0, index=df.index)).fillna(1.0)
|
| 488 |
|
| 489 |
model_df = df.dropna(subset=FEATURE_COLS + ["target_class"]).copy()
|
| 490 |
|
| 491 |
X = model_df[FEATURE_COLS].astype("float64")
|
| 492 |
y = model_df["target_class"]
|
| 493 |
+
meta = model_df[["item_id", "city", "quality", "timestamp", "avg_price", "target_log_return_24h"]].copy()
|
|
|
|
| 494 |
return X, y, meta
|
| 495 |
|
| 496 |
|
| 497 |
def train_global_model(X: pd.DataFrame, y: pd.Series) -> Optional[lgb.LGBMClassifier]:
|
| 498 |
if len(X) < MIN_TRAIN_SAMPLES:
|
|
|
|
| 499 |
return None
|
| 500 |
|
| 501 |
class_counts = y.value_counts().to_dict()
|
| 502 |
+
print(f"[TANI] Sınıf: {class_counts}")
|
| 503 |
+
if len(class_counts) < 3 or min(class_counts.values()) < 10:
|
|
|
|
|
|
|
| 504 |
return None
|
| 505 |
|
| 506 |
split_idx = int(len(X) * 0.8)
|
| 507 |
X_train, X_val = X.iloc[:split_idx], X.iloc[split_idx:]
|
| 508 |
y_train, y_val = y.iloc[:split_idx], y.iloc[split_idx:]
|
| 509 |
|
|
|
|
| 510 |
model = lgb.LGBMClassifier(
|
| 511 |
+
objective="multiclass", num_class=3, metric="multi_logloss",
|
|
|
|
|
|
|
| 512 |
boosting_type="gbdt",
|
| 513 |
+
num_leaves=15, max_depth=5, min_child_samples=50,
|
| 514 |
+
learning_rate=0.03, n_estimators=300,
|
| 515 |
+
feature_fraction=0.8, bagging_fraction=0.8, bagging_freq=5,
|
| 516 |
+
reg_alpha=0.5, reg_lambda=1.0,
|
| 517 |
+
verbose=-1, random_state=42, n_jobs=-1,
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 518 |
)
|
| 519 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 520 |
model.fit(
|
| 521 |
X_train, y_train,
|
| 522 |
eval_set=[(X_val, y_val)],
|
| 523 |
+
callbacks=[lgb.early_stopping(30, verbose=False), lgb.log_evaluation(0)],
|
|
|
|
| 524 |
)
|
| 525 |
|
| 526 |
val_preds = model.predict(X_val)
|
| 527 |
val_acc = accuracy_score(y_val, val_preds)
|
| 528 |
print(f"[TANI] val_accuracy={val_acc:.4f}")
|
|
|
|
| 529 |
return model
|
| 530 |
|
| 531 |
|
| 532 |
+
def predict_24h_returns(model, latest_features: pd.DataFrame) -> pd.DataFrame:
|
| 533 |
if latest_features.empty or model is None:
|
| 534 |
return pd.DataFrame()
|
| 535 |
|
| 536 |
missing = [c for c in FEATURE_COLS if c not in latest_features.columns]
|
| 537 |
if missing:
|
|
|
|
| 538 |
return pd.DataFrame()
|
| 539 |
|
| 540 |
X_pred = latest_features.copy()
|
| 541 |
+
for col in ["chg_1h", "chg_6h", "chg_24h", "chg_168h", "chg_336h"]:
|
|
|
|
| 542 |
if col in X_pred.columns:
|
| 543 |
X_pred[col] = X_pred[col].fillna(0.0)
|
| 544 |
+
X_pred["lag_168h_log"] = X_pred["lag_168h_log"].fillna(X_pred["lag_24h_log"])
|
| 545 |
+
X_pred["lag_336h_log"] = X_pred["lag_336h_log"].fillna(X_pred["lag_168h_log"]).fillna(X_pred["lag_24h_log"])
|
| 546 |
X_pred["rsi_14"] = X_pred["rsi_14"].fillna(50.0)
|
| 547 |
X_pred["volatility_24h"] = X_pred["volatility_24h"].fillna(0.0)
|
| 548 |
X_pred["volume_ratio"] = X_pred["volume_ratio"].fillna(1.0)
|
| 549 |
X_pred["ma_24h_ratio"] = X_pred["ma_24h_ratio"].fillna(0.0)
|
| 550 |
+
X_pred["ma_168h_ratio"] = X_pred["ma_168h_ratio"].fillna(X_pred["ma_24h_ratio"]).fillna(0.0)
|
| 551 |
X_pred["city_price_deviation"] = X_pred["city_price_deviation"].fillna(0.0)
|
| 552 |
+
X_pred["spread_pct"] = X_pred.get("spread_pct", pd.Series(0.0, index=X_pred.index)).fillna(0.0)
|
| 553 |
+
X_pred["buy_sell_ratio"] = X_pred.get("buy_sell_ratio", pd.Series(1.0, index=X_pred.index)).fillna(1.0)
|
| 554 |
|
| 555 |
X_ready = X_pred[FEATURE_COLS].astype("float64").dropna()
|
| 556 |
if X_ready.empty:
|
| 557 |
return pd.DataFrame()
|
| 558 |
|
| 559 |
+
probs = model.predict_proba(X_ready)
|
| 560 |
pred_class = np.argmax(probs, axis=1)
|
|
|
|
|
|
|
| 561 |
expected_log = probs[:, 0] * CLASS_DOWN + probs[:, 1] * 0.0 + probs[:, 2] * CLASS_UP
|
| 562 |
clipped_log = np.clip(expected_log, CLASS_DOWN, CLASS_UP)
|
| 563 |
pred_return_pct = (np.exp(clipped_log) - 1) * 100
|
| 564 |
|
| 565 |
+
keep_cols = ["item_id", "city", "quality", "avg_price", "item_count",
|
| 566 |
+
"volatility_24h", "rsi_14", "volume_ratio", "price_pct_7d",
|
| 567 |
+
"is_downtrend", "chg_6h", "chg_24h", "chg_168h",
|
| 568 |
+
"spread_pct", "buy_sell_ratio"]
|
| 569 |
keep_cols = [c for c in keep_cols if c in X_pred.columns]
|
| 570 |
result = X_pred.loc[X_ready.index, keep_cols].copy()
|
| 571 |
result["pred_class"] = pred_class
|
|
|
|
| 576 |
result["predicted_return_pct"] = pred_return_pct
|
| 577 |
result["predicted_price_24h"] = result["avg_price"] * np.exp(clipped_log)
|
| 578 |
result["confidence"] = probs.max(axis=1)
|
|
|
|
| 579 |
return result
|
| 580 |
|
| 581 |
|
| 582 |
# ---------------------------------------------------------------------------
|
| 583 |
+
# DİP SİNYALİ
|
| 584 |
# ---------------------------------------------------------------------------
|
| 585 |
|
| 586 |
|
| 587 |
def compute_dip_signal(row: pd.Series) -> Tuple[str, str]:
|
| 588 |
+
reasons, passed = [], 0
|
|
|
|
| 589 |
|
| 590 |
rsi = row.get("rsi_14", 50)
|
| 591 |
if pd.notna(rsi) and rsi < DIP_RSI_MAX:
|
|
|
|
| 600 |
vr = row.get("volume_ratio", 1.0)
|
| 601 |
if pd.notna(vr) and vr >= DIP_MIN_VOLUME_RATIO:
|
| 602 |
passed += 1
|
| 603 |
+
reasons.append(f"H×{vr:.1f}")
|
| 604 |
|
| 605 |
pred_pct = row.get("predicted_return_pct", 0)
|
| 606 |
if pd.notna(pred_pct) and pred_pct >= DIP_MIN_PREDICTED_PCT:
|
| 607 |
passed += 1
|
| 608 |
+
reasons.append(f"M={pred_pct:+.1f}%")
|
| 609 |
|
| 610 |
+
spread_pct = row.get("spread_pct", np.nan)
|
| 611 |
+
if pd.notna(spread_pct) and abs(spread_pct) < DIP_MAX_SPREAD_PCT:
|
|
|
|
| 612 |
passed += 1
|
| 613 |
+
reasons.append(f"Sp={spread_pct*100:.1f}%")
|
| 614 |
|
| 615 |
is_down = row.get("is_downtrend", 0)
|
| 616 |
if not is_down or (pd.notna(pred_pct) and pred_pct > 2):
|
| 617 |
passed += 1
|
| 618 |
+
reasons.append("Trend✓")
|
| 619 |
|
| 620 |
if passed >= 5:
|
| 621 |
+
sig = "🟢 GÜÇLÜ AL"
|
| 622 |
elif passed == 4:
|
| 623 |
+
sig = "🟡 ZAYIF AL"
|
| 624 |
elif passed == 3 and pd.notna(rsi) and rsi < 45:
|
| 625 |
+
sig = "🔵 İZLE"
|
| 626 |
elif is_down and pd.notna(pred_pct) and pred_pct < -2:
|
| 627 |
+
sig = "🔴 ALMA"
|
| 628 |
else:
|
| 629 |
+
sig = "⚪ BEKLE"
|
| 630 |
|
| 631 |
+
return sig, " · ".join(reasons) if reasons else "—"
|
| 632 |
|
| 633 |
|
| 634 |
# ---------------------------------------------------------------------------
|
| 635 |
+
# BACKTEST
|
| 636 |
# ---------------------------------------------------------------------------
|
| 637 |
|
| 638 |
|
|
|
|
| 648 |
|
| 649 |
test_size = len(unique_times) // (n_splits + 1)
|
| 650 |
if test_size < 5:
|
| 651 |
+
return {"error": "Test boyutu çok küçük."}
|
| 652 |
|
| 653 |
+
results, all_predictions = [], []
|
|
|
|
| 654 |
|
| 655 |
for i in range(n_splits):
|
| 656 |
test_start_idx = test_size * (i + 1) + 24
|
|
|
|
| 673 |
X_train, y_train, _ = prepare_model_data(train_df)
|
| 674 |
X_test, y_test, meta_test = prepare_model_data(test_df)
|
| 675 |
|
| 676 |
+
if len(X_train) < 30 or len(X_test) < 3 or y_train.nunique() < 3:
|
|
|
|
|
|
|
|
|
|
| 677 |
continue
|
| 678 |
|
| 679 |
model = lgb.LGBMClassifier(
|
|
|
|
| 687 |
|
| 688 |
preds_class = model.predict(X_test)
|
| 689 |
probs = model.predict_proba(X_test)
|
|
|
|
| 690 |
|
| 691 |
accuracy = accuracy_score(y_test, preds_class)
|
| 692 |
|
|
|
|
| 693 |
y_dir = np.where(y_test == 2, 1, np.where(y_test == 0, 0, -1))
|
| 694 |
p_dir = np.where(preds_class == 2, 1, np.where(preds_class == 0, 0, -1))
|
| 695 |
mask = (y_dir >= 0) & (p_dir >= 0)
|
| 696 |
direction_acc = float(np.mean(y_dir[mask] == p_dir[mask])) if mask.sum() > 0 else 0.5
|
| 697 |
|
|
|
|
| 698 |
baseline_acc = float((y_test == 1).mean())
|
| 699 |
|
| 700 |
results.append({
|
|
|
|
| 709 |
|
| 710 |
test_meta = meta_test.copy()
|
| 711 |
test_meta["predicted_class"] = preds_class
|
| 712 |
+
test_meta["prob_up"] = probs[:, 2]
|
| 713 |
all_predictions.append(test_meta)
|
| 714 |
|
| 715 |
if not results:
|
| 716 |
return {"error": "Backtest tamamlanamadı."}
|
| 717 |
|
| 718 |
+
simulation = {"total_trades": 0, "win_rate_pct": 0.0, "avg_net_return_pct": 0.0,
|
| 719 |
+
"profitable_trades": 0, "avg_confidence_pct": 0.0}
|
| 720 |
if all_predictions:
|
| 721 |
sim_df = pd.concat(all_predictions).dropna(subset=["target_log_return_24h"])
|
| 722 |
+
# Sadece YUKARI tahmini + yüksek güven
|
| 723 |
+
buys = sim_df[(sim_df["predicted_class"] == 2) & (sim_df["prob_up"] > 0.6)].copy()
|
| 724 |
+
if len(buys) > 0:
|
| 725 |
+
buys["net_return"] = buys["target_log_return_24h"] - TOTAL_TRADE_COST
|
| 726 |
simulation = {
|
| 727 |
+
"total_trades": int(len(buys)),
|
| 728 |
+
"win_rate_pct": round(float((buys["net_return"] > 0).mean() * 100), 2),
|
| 729 |
+
"avg_net_return_pct": round(float(buys["net_return"].mean() * 100), 4),
|
| 730 |
+
"profitable_trades": int((buys["net_return"] > 0).sum()),
|
| 731 |
+
"avg_confidence_pct": round(float(buys["prob_up"].mean() * 100), 1),
|
| 732 |
}
|
| 733 |
|
| 734 |
return {"results": results, "simulation": simulation, "n_splits_completed": len(results)}
|
| 735 |
|
| 736 |
|
| 737 |
# ---------------------------------------------------------------------------
|
| 738 |
+
# PIPELINE
|
| 739 |
# ---------------------------------------------------------------------------
|
| 740 |
|
| 741 |
|
|
|
|
| 746 |
self.featured_df = pd.DataFrame()
|
| 747 |
self.model = None
|
| 748 |
self.last_update = None
|
| 749 |
+
self.status_message = "Veri yüklenmedi."
|
| 750 |
self._backtest_cache = None
|
| 751 |
self._diagnostics = {}
|
| 752 |
|
|
|
|
| 754 |
try:
|
| 755 |
self.model = joblib.load(MODEL_PATH)
|
| 756 |
self.status_message = "Kayıtlı model yüklendi."
|
| 757 |
+
except Exception:
|
| 758 |
+
pass
|
| 759 |
|
| 760 |
def fetch_data(self, item_ids=None, cities=None):
|
| 761 |
item_ids = item_ids or ITEM_IDS
|
| 762 |
cities = cities or CITIES
|
| 763 |
|
| 764 |
+
self.status_message = "Public API'den veri çekiliyor (5 kalite)..."
|
| 765 |
ok, msg = check_api_health()
|
| 766 |
if not ok:
|
| 767 |
self.status_message = f"API erişilemiyor: {msg}"
|
|
|
|
| 771 |
hist = fetch_history(item_ids, cities, time_scale=HISTORY_TIME_SCALE)
|
| 772 |
prices = fetch_current_prices(item_ids, cities)
|
| 773 |
except Exception as e:
|
| 774 |
+
self.status_message = f"API hatası: {e}"
|
| 775 |
return
|
| 776 |
|
| 777 |
if hist.empty:
|
|
|
|
| 780 |
|
| 781 |
self.history_df = clean_market_data(hist)
|
| 782 |
self.prices_df = prices
|
| 783 |
+
n_qualities = self.history_df["quality"].nunique() if "quality" in self.history_df.columns else 1
|
| 784 |
+
self.status_message = f"✓ {len(self.history_df)} satır tarihsel ({n_qualities} kalite), {len(self.prices_df)} anlık."
|
| 785 |
|
| 786 |
save_to_csv(self.history_df, "history")
|
| 787 |
save_to_csv(self.prices_df, "prices")
|
| 788 |
|
| 789 |
self.featured_df = build_features(self.history_df)
|
| 790 |
+
self.featured_df = enrich_spread_features(self.featured_df, self.prices_df)
|
| 791 |
self._backtest_cache = None
|
| 792 |
self._update_diagnostics()
|
| 793 |
|
|
|
|
| 796 |
if df.empty:
|
| 797 |
self._diagnostics = {}
|
| 798 |
return
|
|
|
|
| 799 |
n_with_target = int(df["target_class"].notna().sum()) if "target_class" in df.columns else 0
|
| 800 |
+
class_dist = df["target_class"].value_counts().to_dict() if n_with_target > 0 else {}
|
|
|
|
|
|
|
| 801 |
self._diagnostics = {
|
| 802 |
+
"n_total": len(df),
|
| 803 |
"n_with_target": n_with_target,
|
| 804 |
"class_dist": class_dist,
|
| 805 |
+
"n_qualities": int(df["quality"].nunique()) if "quality" in df.columns else 1,
|
| 806 |
}
|
| 807 |
+
print(f"[TANI] total={len(df)}, hedefli={n_with_target}, sınıf={class_dist}")
|
| 808 |
|
| 809 |
def train_model(self):
|
| 810 |
if self.featured_df.empty:
|
| 811 |
+
self.status_message = "Önce veri çekin."
|
| 812 |
return False
|
| 813 |
|
| 814 |
diag = self._diagnostics or {}
|
| 815 |
+
if diag.get("n_with_target", 0) < MIN_TRAIN_SAMPLES:
|
| 816 |
+
self.status_message = f"Yetersiz örnek: {diag.get('n_with_target', 0)}"
|
|
|
|
|
|
|
| 817 |
return False
|
| 818 |
|
| 819 |
class_dist = diag.get("class_dist", {})
|
| 820 |
if len(class_dist) < 3 or min(class_dist.values()) < 10:
|
| 821 |
+
self.status_message = f"Sınıf dengesiz: {class_dist}"
|
| 822 |
return False
|
| 823 |
|
| 824 |
X, y, _ = prepare_model_data(self.featured_df)
|
|
|
|
| 831 |
self.status_message = "Model eğitimi başarısız."
|
| 832 |
return False
|
| 833 |
|
| 834 |
+
self.status_message = f"✓ Model eğitildi ({len(X)} örnek)."
|
| 835 |
|
| 836 |
if _HAS_JOBLIB:
|
| 837 |
try:
|
|
|
|
| 846 |
if self.featured_df.empty or self.model is None:
|
| 847 |
return pd.DataFrame()
|
| 848 |
|
| 849 |
+
latest = self.featured_df.sort_values("timestamp").groupby(
|
| 850 |
+
["item_id", "city", "quality"]
|
| 851 |
+
).tail(1).copy()
|
| 852 |
+
|
| 853 |
latest["item_code"] = latest["item_id"].astype("category").cat.codes
|
| 854 |
latest["city_code"] = latest["city"].astype("category").cat.codes
|
| 855 |
+
if "qual_code" not in latest.columns:
|
| 856 |
+
latest["qual_code"] = latest.get("quality", 1)
|
| 857 |
|
| 858 |
for col in FEATURE_COLS:
|
| 859 |
if col not in latest.columns:
|
| 860 |
latest[col] = 0.0
|
| 861 |
|
| 862 |
preds = predict_24h_returns(self.model, latest)
|
| 863 |
+
if preds.empty:
|
| 864 |
+
return preds
|
| 865 |
+
|
| 866 |
+
if not self.prices_df.empty:
|
| 867 |
+
price_info = self.prices_df[["item_id", "city", "quality",
|
| 868 |
+
"sell_price_min", "buy_price_max"]].copy()
|
| 869 |
+
for col in ["sell_price_min", "buy_price_max"]:
|
| 870 |
+
price_info[col] = pd.to_numeric(price_info[col], errors="coerce").astype("float64")
|
| 871 |
+
preds = preds.merge(price_info, on=["item_id", "city", "quality"], how="left")
|
| 872 |
preds["spread"] = preds["sell_price_min"] - preds["buy_price_max"]
|
| 873 |
else:
|
| 874 |
preds["spread"] = np.nan
|
| 875 |
|
| 876 |
+
preds["net_return_pct"] = preds["predicted_return_pct"] - (TOTAL_TRADE_COST * 100)
|
|
|
|
| 877 |
|
| 878 |
dip_signals = preds.apply(compute_dip_signal, axis=1, result_type="expand")
|
| 879 |
preds["Dip Sinyali"] = dip_signals[0]
|
| 880 |
preds["Sinyal Detayı"] = dip_signals[1]
|
|
|
|
| 881 |
return preds
|
| 882 |
|
| 883 |
def get_backtest(self):
|
|
|
|
| 903 |
})
|
| 904 |
|
| 905 |
df = pipeline.featured_df
|
| 906 |
+
cd = diag.get("class_dist", {})
|
| 907 |
metrics = {
|
| 908 |
"Veri Kaynağı": "Public AODP API (europe)",
|
| 909 |
+
"Görev": "3-sınıf sınıflandırma",
|
| 910 |
+
"Kalite Sayısı": diag.get("n_qualities", 1),
|
| 911 |
"Toplam Gözlem": len(df),
|
| 912 |
"Hedefli Satır": diag.get("n_with_target", 0),
|
| 913 |
+
"Sınıf AŞAĞI": cd.get(0, 0),
|
| 914 |
+
"Sınıf SABİT": cd.get(1, 0),
|
| 915 |
+
"Sınıf YUKARI": cd.get(2, 0),
|
| 916 |
"Tarih Aralığı": f"{df['timestamp'].min().date()} - {df['timestamp'].max().date()}",
|
| 917 |
+
"Model": "Eğitildi" if pipeline.model else "Eğitilmedi",
|
|
|
|
| 918 |
"Son Güncelleme": pipeline.last_update.strftime("%Y-%m-%d %H:%M") if pipeline.last_update else "—",
|
| 919 |
}
|
| 920 |
return pd.DataFrame(list(metrics.items()), columns=["Metrik", "Değer"])
|
|
|
|
| 924 |
if pipeline.featured_df.empty:
|
| 925 |
return pd.DataFrame()
|
| 926 |
|
| 927 |
+
latest = pipeline.featured_df.sort_values("timestamp").groupby(
|
| 928 |
+
["item_id", "city", "quality"]
|
| 929 |
+
).tail(1).copy()
|
| 930 |
|
| 931 |
if not pipeline.prices_df.empty:
|
| 932 |
+
price_info = pipeline.prices_df[["item_id", "city", "quality",
|
| 933 |
+
"sell_price_min", "buy_price_max"]].copy()
|
| 934 |
+
for col in ["sell_price_min", "buy_price_max"]:
|
| 935 |
+
price_info[col] = pd.to_numeric(price_info[col], errors="coerce").astype("float64")
|
| 936 |
+
latest = latest.merge(price_info, on=["item_id", "city", "quality"], how="left")
|
| 937 |
else:
|
| 938 |
latest["sell_price_min"] = np.nan
|
| 939 |
latest["buy_price_max"] = np.nan
|
| 940 |
|
| 941 |
latest["Ürün"] = latest["item_id"].apply(item_display_name)
|
| 942 |
+
latest["Kalite"] = latest["quality"].apply(quality_name)
|
| 943 |
latest["Şehir"] = latest["city"]
|
| 944 |
latest["Mevcut Fiyat"] = latest["avg_price"].round(0)
|
| 945 |
latest["Hacim"] = latest["item_count"].fillna(0).astype(int)
|
| 946 |
latest["Spread"] = (latest["sell_price_min"] - latest["buy_price_max"]).round(0)
|
| 947 |
latest["RSI"] = latest["rsi_14"].round(0)
|
| 948 |
+
latest["7g%"] = (latest["price_pct_7d"] * 100).round(0)
|
| 949 |
+
latest["Trend"] = np.where(latest["is_downtrend"] == 1, "↓", "→")
|
| 950 |
latest["Likidite"] = pd.cut(latest["item_count"], bins=[-1, 10, 50, 200, np.inf],
|
| 951 |
labels=["Düşük", "Orta", "İyi", "Yüksek"]).astype(str)
|
| 952 |
|
| 953 |
+
cols = ["Ürün", "Kalite", "Şehir", "Mevcut Fiyat", "Hacim", "Spread",
|
| 954 |
+
"RSI", "7g%", "Trend", "Likidite"]
|
| 955 |
+
return latest[cols].sort_values("Hacim", ascending=False).head(100)
|
| 956 |
|
| 957 |
|
| 958 |
def get_prediction_table():
|
|
|
|
| 962 |
|
| 963 |
preds = preds.copy()
|
| 964 |
preds["Ürün"] = preds["item_id"].apply(item_display_name)
|
| 965 |
+
preds["Kalite"] = preds["quality"].apply(quality_name)
|
| 966 |
preds["Şehir"] = preds["city"]
|
| 967 |
preds["Mevcut Fiyat"] = preds["avg_price"].round(0)
|
| 968 |
+
preds["Tahmin"] = preds["pred_class"].map({0: "AŞAĞI", 1: "SABİT", 2: "YUKARI"})
|
| 969 |
+
preds["P(↑)"] = (preds["prob_up"] * 100).round(0).astype(int).astype(str) + "%"
|
|
|
|
|
|
|
| 970 |
preds["Güvenilirlik"] = (preds["confidence"] * 100).round(0).astype(int).astype(str) + "%"
|
| 971 |
preds["Tahmini Değişim %"] = preds["predicted_return_pct"].round(2)
|
| 972 |
preds["Net Getiri %"] = preds["net_return_pct"].round(2)
|
| 973 |
|
| 974 |
+
cols = ["Ürün", "Kalite", "Şehir", "Mevcut Fiyat", "Tahmin",
|
| 975 |
+
"P(↑)", "Güvenilirlik", "Tahmini Değişim %", "Net Getiri %", "Dip Sinyali"]
|
| 976 |
return preds[cols].sort_values("Güvenilirlik", ascending=False)
|
| 977 |
|
| 978 |
|
| 979 |
def get_dip_alim_table():
|
| 980 |
preds = pipeline.get_latest_predictions()
|
| 981 |
if preds.empty:
|
| 982 |
+
return pd.DataFrame({"Bilgi": ["Tahmin yok."]})
|
|
|
|
|
|
|
| 983 |
|
| 984 |
+
dip = preds[preds["Dip Sinyali"].isin(["🟢 GÜÇLÜ AL", "🟡 ZAYIF AL", "🔵 İZLE"])].copy()
|
| 985 |
+
if dip.empty:
|
| 986 |
return pd.DataFrame({"Bilgi": ["Şu anda dip alım sinyali yok."]})
|
| 987 |
|
| 988 |
+
order = {"🟢 GÜÇLÜ AL": 0, "🟡 ZAYIF AL": 1, "🔵 İZLE": 2}
|
| 989 |
+
dip["_r"] = dip["Dip Sinyali"].map(order)
|
| 990 |
|
| 991 |
+
dip["Ürün"] = dip["item_id"].apply(item_display_name)
|
| 992 |
+
dip["Kalite"] = dip["quality"].apply(quality_name)
|
| 993 |
+
dip["Şehir"] = dip["city"]
|
| 994 |
+
dip["Mevcut Fiyat"] = dip["avg_price"].round(0)
|
| 995 |
+
dip["RSI"] = dip["rsi_14"].round(0)
|
| 996 |
+
dip["7g%"] = (dip["price_pct_7d"] * 100).round(0)
|
| 997 |
+
dip["P(↑)"] = (dip["prob_up"] * 100).round(0).astype(int).astype(str) + "%"
|
| 998 |
+
dip["Net Getiri %"] = dip["net_return_pct"].round(2)
|
|
|
|
|
|
|
| 999 |
|
| 1000 |
+
dip = dip.sort_values(["_r", "confidence"], ascending=[True, False])
|
| 1001 |
+
cols = ["Dip Sinyali", "Ürün", "Kalite", "Şehir", "Mevcut Fiyat",
|
| 1002 |
+
"RSI", "7g%", "P(↑)", "Net Getiri %", "Sinyal Detayı"]
|
| 1003 |
+
return dip[cols].head(50)
|
|
|
|
| 1004 |
|
| 1005 |
|
| 1006 |
def get_arbitrage_table():
|
| 1007 |
if pipeline.prices_df.empty:
|
| 1008 |
+
return pd.DataFrame({"Bilgi": ["Fiyat yok."]})
|
| 1009 |
|
| 1010 |
prices = pipeline.prices_df.copy()
|
| 1011 |
+
if "quality" not in prices.columns:
|
| 1012 |
+
prices["quality"] = 1
|
| 1013 |
+
prices["quality"] = pd.to_numeric(prices["quality"], errors="coerce").fillna(1).astype(int)
|
| 1014 |
+
for c in ["sell_price_min", "buy_price_max"]:
|
| 1015 |
+
prices[c] = pd.to_numeric(prices[c], errors="coerce").astype("float64")
|
| 1016 |
+
|
| 1017 |
prices = prices[prices["sell_price_min"] > 0]
|
| 1018 |
if prices.empty:
|
| 1019 |
return pd.DataFrame({"Bilgi": ["Geçerli fiyat yok."]})
|
| 1020 |
|
| 1021 |
+
# Kalite bazlı arbitraj — T4.0 ile T4.2 karıştırılmıyor
|
| 1022 |
+
buy = prices.loc[prices.groupby(["item_id", "quality"])["sell_price_min"].idxmin()][
|
| 1023 |
+
["item_id", "quality", "city", "sell_price_min"]
|
| 1024 |
+
].rename(columns={"city": "buy_city", "sell_price_min": "buy_price"})
|
| 1025 |
+
|
| 1026 |
+
sell = prices.loc[prices.groupby(["item_id", "quality"])["buy_price_max"].idxmax()][
|
| 1027 |
+
["item_id", "quality", "city", "buy_price_max"]
|
| 1028 |
+
].rename(columns={"city": "sell_city", "buy_price_max": "sell_price"})
|
| 1029 |
|
| 1030 |
+
arb = buy.merge(sell, on=["item_id", "quality"])
|
| 1031 |
arb = arb[arb["sell_price"] > arb["buy_price"]].copy()
|
| 1032 |
if arb.empty:
|
| 1033 |
+
return pd.DataFrame({"Bilgi": ["Arbitraj yok."]})
|
| 1034 |
|
| 1035 |
+
arb["brüt"] = arb["sell_price"] - arb["buy_price"]
|
| 1036 |
+
arb["maliyet"] = arb["buy_price"] * SETUP_FEE_RATE + arb["sell_price"] * (SETUP_FEE_RATE + TRANSACTION_TAX_RATE)
|
| 1037 |
+
arb["net_kâr"] = arb["brüt"] - arb["maliyet"]
|
| 1038 |
+
arb["marj_%"] = (arb["net_kâr"] / arb["buy_price"]) * 100
|
| 1039 |
+
arb = arb[arb["net_kâr"] > 0].sort_values("marj_%", ascending=False)
|
| 1040 |
|
| 1041 |
if arb.empty:
|
| 1042 |
+
return pd.DataFrame({"Bilgi": ["Kârlı arbitraj yok."]})
|
| 1043 |
|
| 1044 |
arb["Ürün"] = arb["item_id"].apply(item_display_name)
|
| 1045 |
+
arb["Kalite"] = arb["quality"].apply(quality_name)
|
| 1046 |
arb["Alış Şehri"] = arb["buy_city"]
|
| 1047 |
arb["Satış Şehri"] = arb["sell_city"]
|
| 1048 |
+
arb["Alış"] = arb["buy_price"].round(0)
|
| 1049 |
+
arb["Satış"] = arb["sell_price"].round(0)
|
| 1050 |
arb["Net Kâr"] = arb["net_kâr"].round(0)
|
| 1051 |
+
arb["Marj %"] = arb["marj_%"].round(1)
|
| 1052 |
|
| 1053 |
+
cols = ["Ürün", "Kalite", "Alış Şehri", "Satış Şehri", "Alış", "Satış", "Net Kâr", "Marj %"]
|
| 1054 |
+
return arb[cols].head(50)
|
| 1055 |
|
| 1056 |
|
| 1057 |
def get_model_performance_plot():
|
|
|
|
| 1063 |
"Önem": pipeline.model.feature_importances_,
|
| 1064 |
}).sort_values("Önem", ascending=True).tail(20)
|
| 1065 |
fig = px.bar(df_imp, x="Önem", y="Özellik", orientation="h",
|
| 1066 |
+
title="Feature Importance", template="plotly_dark")
|
| 1067 |
fig.update_layout(height=600)
|
| 1068 |
return fig
|
| 1069 |
except Exception as e:
|
|
|
|
| 1074 |
bt = pipeline.get_backtest()
|
| 1075 |
if "error" in bt:
|
| 1076 |
return (pd.DataFrame({"Bilgi": [bt["error"]]}),
|
| 1077 |
+
go.Figure().update_layout(title="Hata", template="plotly_dark"),
|
| 1078 |
pd.DataFrame())
|
| 1079 |
|
| 1080 |
+
rdf = pd.DataFrame(bt["results"])
|
|
|
|
| 1081 |
fig = go.Figure()
|
| 1082 |
+
fig.add_trace(go.Bar(name="Model Acc", x=rdf["split"], y=rdf["accuracy"], marker_color="cyan"))
|
| 1083 |
+
fig.add_trace(go.Bar(name="Baseline", x=rdf["split"], y=rdf["baseline_accuracy"], marker_color="gray"))
|
| 1084 |
+
fig.update_layout(title="Accuracy vs Baseline", xaxis_title="Split",
|
| 1085 |
yaxis_title="Accuracy", barmode="group", template="plotly_dark")
|
| 1086 |
|
| 1087 |
+
sim = pd.DataFrame([bt["simulation"]]) if bt.get("simulation") else pd.DataFrame()
|
| 1088 |
+
return rdf, fig, sim
|
| 1089 |
|
| 1090 |
|
| 1091 |
def list_csv_files() -> pd.DataFrame:
|
|
|
|
| 1119 |
bt_table, bt_fig, sim_table = get_backtest_outputs()
|
| 1120 |
except Exception:
|
| 1121 |
bt_table, sim_table = pd.DataFrame(), pd.DataFrame()
|
| 1122 |
+
bt_fig = go.Figure().update_layout(title="Hata", template="plotly_dark")
|
| 1123 |
|
| 1124 |
def _safe(fn, default):
|
| 1125 |
try:
|
|
|
|
| 1150 |
return (
|
| 1151 |
_safe(get_dashboard_metrics, pd.DataFrame({"Metrik": ["Durum"], "Değer": ["Hazır"]})),
|
| 1152 |
pd.DataFrame(), pd.DataFrame(), pd.DataFrame(), pd.DataFrame(),
|
| 1153 |
+
go.Figure().update_layout(title="Yenile", template="plotly_dark"),
|
| 1154 |
pd.DataFrame(),
|
| 1155 |
go.Figure().update_layout(title="Veri gerekli", template="plotly_dark"),
|
| 1156 |
pd.DataFrame(),
|
|
|
|
| 1159 |
|
| 1160 |
|
| 1161 |
# ---------------------------------------------------------------------------
|
| 1162 |
+
# GRADIO
|
| 1163 |
# ---------------------------------------------------------------------------
|
| 1164 |
|
| 1165 |
|
|
|
|
| 1167 |
|
| 1168 |
gr.Markdown(
|
| 1169 |
"""
|
| 1170 |
+
# 🦅 GOSHAWK ALBION MARKET AI — v2.0
|
| 1171 |
+
**Kalite ayrımı + uzun vadeli trend + spread feature'ları** | Avrupa Sunucusu
|
| 1172 |
*LightGBM 3-sınıf sınıflandırma: AŞAĞI / SABİT / YUKARI*
|
| 1173 |
|
| 1174 |
+
**⚠️ Risk Uyarısı:** Yatırım tavsiyesi değildir.
|
| 1175 |
"""
|
| 1176 |
)
|
| 1177 |
|
|
|
|
| 1181 |
|
| 1182 |
with gr.Tabs():
|
| 1183 |
with gr.TabItem("📊 Dashboard"):
|
| 1184 |
+
dashboard_table = gr.Dataframe(label="Özet", interactive=False, wrap=True)
|
| 1185 |
gr.Markdown(
|
| 1186 |
+
"### v2.0 Yenilikleri\n"
|
| 1187 |
+
"- **Kalite ayrımı:** T4.0, T4.1, T4.2 ayrı ürün olarak işlenir\n"
|
| 1188 |
+
"- **7/14 günlük trend:** `lag_168h`, `lag_336h`, `chg_168h`, `chg_336h`\n"
|
| 1189 |
+
"- **Spread feature:** Alış-satış farkı modele girdi\n"
|
| 1190 |
+
"- **Arbitraj:** Kalite bazlı, T4.0 ile T4.2 karışmaz\n"
|
| 1191 |
+
"- **7g yüzdelik konum:** Dip noktası daha net\n\n"
|
| 1192 |
+
"### Sınıflar\n"
|
| 1193 |
+
f"- AŞAĞI: log < {CLASS_DOWN:.2f}\n"
|
| 1194 |
+
f"- SABİT: arada\n"
|
| 1195 |
+
f"- YUKARI: log > {CLASS_UP:.2f}\n\n"
|
| 1196 |
"### Riskler\n"
|
| 1197 |
+
"- Kalite/enchant hâlâ sınırlı\n"
|
| 1198 |
+
"- Overfit kontrolü yapın"
|
| 1199 |
)
|
| 1200 |
|
| 1201 |
with gr.TabItem("🎯 DİP ALIM"):
|
|
|
|
| 1208 |
analysis_table = gr.Dataframe(label="Ürün Analizi", interactive=False)
|
| 1209 |
|
| 1210 |
with gr.TabItem("🚚 Arbitraj"):
|
| 1211 |
+
arbitrage_table = gr.Dataframe(label="Arbitraj (Kalite Bazlı)", interactive=False)
|
| 1212 |
+
gr.Markdown(
|
| 1213 |
+
"*T4.0 Normal ile T4.2 Outstanding ayrı hesaplanır. "
|
| 1214 |
+
"Thetford'daki ucuz T4.0 Cape, başka şehirde pahalıysa burada görünür.*"
|
| 1215 |
+
)
|
| 1216 |
|
| 1217 |
with gr.TabItem("📈 Model"):
|
| 1218 |
performance_plot = gr.Plot(label="Feature Importance")
|
| 1219 |
|
| 1220 |
with gr.TabItem("🧪 Backtest"):
|
| 1221 |
backtest_table = gr.Dataframe(label="Split Sonuçları", interactive=False)
|
| 1222 |
+
backtest_plot = gr.Plot(label="Accuracy vs Baseline")
|
| 1223 |
simulation_table = gr.Dataframe(label="Simülasyon", interactive=False)
|
| 1224 |
|
| 1225 |
with gr.TabItem("🗄️ Veri"):
|
| 1226 |
gr.Markdown(
|
| 1227 |
+
"**API:** europe.albion-online-data.com\n"
|
| 1228 |
+
"**Kaliteler:** 1-5 (Normal→Masterpiece)\n"
|
| 1229 |
+
f"**Maliyet:** %{TOTAL_TRADE_COST*100:.1f}\n"
|
| 1230 |
+
f"**Sınıf sınırı:** ±%{CLASS_UP*100:.0f}"
|
| 1231 |
)
|
| 1232 |
csv_files = gr.Dataframe(label="CSV Dosyaları", interactive=False,
|
| 1233 |
headers=["Dosya", "Boyut (KB)", "Son Değişiklik"])
|