add logging

bots/live_signal_trader.py

@@ -73,10 +73,7 @@ from traderanalyser import (
     TradeSignalAnalyzer, RISK_TIERS, RISK_PCT_TIERS, CONTRACT_SIZE,
     DEFAULT_CONTRACT_SIZE, PIP_SIZE, DEFAULT_PIP_SIZE, risk_based_lot,
 )
-try:
+from hm_signal_parser import HMTradeSignalAnalyzer
-    from hm_signal_parser import HMTradeSignalAnalyzer
-except ImportError:          # nur für --channel2-id nötig
-    HMTradeSignalAnalyzer = None
 
 logging.basicConfig(level=logging.INFO, format='%(asctime)s %(levelname)s %(message)s')
 logger = logging.getLogger('live_signal_trader')
@@ -206,6 +203,155 @@ class LiveSignalTrader:
         logger.info(f"[{self.channel_name}] Diagnostics written → {out_path}  ({len(recent)} entries)")
         return out_path
 
+    # ------------------------------------------------------------------
+    # AI-Agent output files
+    # ------------------------------------------------------------------
+    def _feed_path(self):
+        base = os.path.dirname(self.diagnostics_path) if self.diagnostics_path else '.'
+        return os.path.join(base, f'channel_feed_{self.channel_name}.jsonl')
+
+    def _journal_path(self):
+        base = os.path.dirname(self.diagnostics_path) if self.diagnostics_path else '.'
+        return os.path.join(base, f'trade_journal_{self.channel_name}.jsonl')
+
+    def _positions_path(self):
+        base = os.path.dirname(self.diagnostics_path) if self.diagnostics_path else '.'
+        return os.path.join(base, 'positions_live.json')
+
+    def append_feed(self, ts, msg_type, raw_text, signal=None, decision=None, detail=''):
+        """Append one line to channel_feed_<channel>.jsonl.
+        msg_type: 'signal' | 'management' | 'informal'
+        """
+        entry = {
+            'ts': ts.isoformat() if hasattr(ts, 'isoformat') else str(ts),
+            'channel': self.channel_name,
+            'type': msg_type,
+            'text': raw_text,
+        }
+        if signal:
+            entry['action']  = signal.get('action')
+            entry['pair']    = signal.get('pair')
+            entry['entry']   = signal.get('entry')
+            entry['sl']      = signal.get('sl')
+            entry['tps']     = signal.get('tp_levels', [])
+        if decision:
+            entry['decision'] = decision
+        if detail:
+            entry['detail'] = detail
+        try:
+            with open(self._feed_path(), 'a', encoding='utf-8') as f:
+                f.write(json.dumps(entry, default=str) + '\n')
+        except Exception as e:
+            logger.warning(f"[{self.channel_name}] Could not write channel_feed: {e}")
+
+    def upsert_journal(self, signal, lot=None, fill_price=None,
+                       management_text=None, management_ts=None, closed=False):
+        """Create or update the last open trade entry in trade_journal_<channel>.jsonl.
+        - On new trade: appends a fresh record.
+        - On management message: adds to the last open record's trader_comments.
+        - On close: marks the record closed.
+        Rewrites the whole file (journal is small — typically <50 trades).
+        """
+        path = self._journal_path()
+        # Load existing records
+        records = []
+        if os.path.exists(path):
+            with open(path, encoding='utf-8') as f:
+                for line in f:
+                    line = line.strip()
+                    if line:
+                        try:
+                            records.append(json.loads(line))
+                        except json.JSONDecodeError:
+                            pass
+
+        now_iso = datetime.now(timezone.utc).isoformat()
+
+        if signal and lot is not None:
+            # New trade record
+            rec = {
+                'signal_ts':      signal['date'].isoformat() if hasattr(signal['date'], 'isoformat') else str(signal['date']),
+                'channel':        self.channel_name,
+                'action':         signal['action'],
+                'pair':           signal['pair'],
+                'entry_zone':     [signal.get('entry_low'), signal.get('entry_high')],
+                'entry_mid':      signal.get('entry'),
+                'fill_price':     fill_price,
+                'sl':             signal['sl'],
+                'tps':            list(signal.get('tp_levels', [])),
+                'tps_hit':        [],
+                'tps_remaining':  list(signal.get('tp_levels', [])),
+                'lot_per_tranche': lot,
+                'be_done':        False,
+                'status':         'open',
+                'opened_at':      now_iso,
+                'closed_at':      None,
+                'trader_comments': [],
+            }
+            records.append(rec)
+
+        elif management_text and records:
+            # Attach comment to last open record
+            last_open = next((r for r in reversed(records) if r.get('status') == 'open'), None)
+            if last_open is not None:
+                last_open.setdefault('trader_comments', []).append({
+                    'ts':   management_ts.isoformat() if management_ts and hasattr(management_ts, 'isoformat') else now_iso,
+                    'text': management_text,
+                })
+
+        if closed and records:
+            last_open = next((r for r in reversed(records) if r.get('status') == 'open'), None)
+            if last_open is not None:
+                last_open['status'] = 'closed'
+                last_open['closed_at'] = now_iso
+
+        try:
+            with open(path, 'w', encoding='utf-8') as f:
+                for rec in records:
+                    f.write(json.dumps(rec, default=str) + '\n')
+        except Exception as e:
+            logger.warning(f"[{self.channel_name}] Could not write trade_journal: {e}")
+
+    def dump_positions_live(self):
+        """Write positions_live.json with the current snapshot of all open
+        positions across this trader and its siblings.  Called every poll cycle."""
+        all_traders = [self] + [s for s in self._siblings if s is not self]
+        all_positions = []
+        for t in all_traders:
+            for pos in t.open_positions:
+                sig = pos.get('signal', {})
+                tp_all   = sig.get('tp_levels', [])
+                tickets  = pos.get('tickets', [])
+                n_orig   = pos.get('n_original', len(tickets))
+                n_closed = n_orig - len(tickets)
+                tps_hit       = tp_all[:n_closed] if n_closed > 0 else []
+                tps_remaining = tp_all[n_closed:]
+                all_positions.append({
+                    'channel':       t.channel_name,
+                    'action':        sig.get('action'),
+                    'pair':          sig.get('pair'),
+                    'entry_mid':     sig.get('entry'),
+                    'fill_price':    pos.get('fill_price'),
+                    'sl':            pos.get('current_sl', sig.get('sl')),
+                    'be_done':       pos.get('be_done', False),
+                    'tps_hit':       tps_hit,
+                    'tps_remaining': tps_remaining,
+                    'tickets':       tickets,
+                    'opened_at':     sig.get('date').isoformat() if hasattr(sig.get('date'), 'isoformat') else str(sig.get('date', '')),
+                })
+        payload = {
+            'generated_at':  datetime.now(timezone.utc).isoformat(),
+            'open_count':    len(all_positions),
+            'open_positions': all_positions,
+        }
+        # Write to the directory of the first trader with a path set
+        path = self._positions_path()
+        try:
+            with open(path, 'w', encoding='utf-8') as f:
+                json.dump(payload, f, indent=2, default=str)
+        except Exception as e:
+            logger.warning(f"Could not write positions_live: {e}")
+
     def register_sibling(self, other):
         """Link two traders that share the same MT5 account so the
         concurrent-position guard counts open trades from both channels."""
@@ -243,6 +389,9 @@ class LiveSignalTrader:
             # Management / update messages (TP done, SL hit, partial close)
             self._diag_record(date, text, None, 'no_signal',
                               'management/update message - no new position')
+            if text and text.strip():
+                self.append_feed(date, 'management', text)
+                self.upsert_journal(None, management_text=text, management_ts=date)
             return None
 
         if signal == 'CANCEL':
@@ -632,10 +781,13 @@ class LiveSignalTrader:
         signal_snapshot = _copy.copy(signal)
         signal_snapshot['tp_levels'] = _parsed_tp_levels   # all TPs as parsed, before survival truncation
         signal_snapshot['tp_levels_used'] = list(signal['tp_levels'])   # TPs actually traded
-        self._diag_record(signal['date'], '', signal_snapshot, 'trade',
+        detail_str = (f"lot={lot:.4f}  mode={mode}  balance={self.capital:.2f}  "
-                          f"lot={lot:.4f}  mode={mode}  balance={self.capital:.2f}  "
+                      f"parsed_tps={len(_parsed_tp_levels)}  used_tps={len(signal['tp_levels'])}  "
-                          f"parsed_tps={len(_parsed_tp_levels)}  used_tps={len(signal['tp_levels'])}  "
+                      f"{'DRY' if self.dry_run else 'LIVE'}")
-                          f"{'DRY' if self.dry_run else 'LIVE'}")
+        self._diag_record(signal['date'], '', signal_snapshot, 'trade', detail_str)
+        # AI-agent feed
+        self.append_feed(signal['date'], 'signal', '', signal=signal_snapshot,
+                         decision='trade', detail=detail_str)
 
         if self.dry_run:
             position = {
@@ -664,6 +816,9 @@ class LiveSignalTrader:
                 'be_done': False,
                 'fill_price': fill_price,
             })
+            # AI-agent trade journal
+            self.upsert_journal(signal, lot=lot / max(len(tickets), 1),
+                                fill_price=fill_price)
 
     def _resolve_tradable_size(self, raw_lot, n_desired_tranches):
         """Enforce the broker's minimum tradable lot (default 0.01).
@@ -689,37 +844,12 @@ class LiveSignalTrader:
         n_tranches = min(n_desired_tranches, max_tranches)
         return total_lot, n_tranches
 
-    # Maximale Abweichung eines geparsten Einstiegs vom Live-Kurs, bevor er als
-    # Parse-Fehler gilt (Gold bewegt sich intraday selten >2 %).
-    MAX_ENTRY_DEVIATION = 0.02
-
     def _resolve_missing_fields(self, signal):
         """Same default-fill logic as the backtester's
         _resolve_informal_signals, just resolved against a live price
-        instead of historical bars.
+        instead of historical bars."""
-
-        Zusätzlich: ein geparster Einstieg, der weit vom Live-Kurs entfernt
-        ist (z.B. 2077.75 statt 4127 durch "4126.5-29"), wird verworfen und
-        durch den Live-Kurs ersetzt. SL/TP, die dann auf der falschen Seite
-        oder unplausibel weit weg liegen, werden neu aus dem Default-Plan
-        gebildet bzw. das Signal wird übersprungen."""
-        live = self._get_live_price(signal['pair'], signal['action'])
-        if signal['entry'] is not None and live:
-            dev = abs(signal['entry'] - live) / live
-            if dev > self.MAX_ENTRY_DEVIATION:
-                logger.warning(f"[{self.channel_name}] Entry {signal['entry']} weicht {dev:.0%} vom "
-                               f"Live-Kurs {live} ab – Parse-Fehler, verwende Live-Kurs")
-                signal['entry'] = live
-                signal['tp_levels'] = [t for t in signal['tp_levels']
-                                       if abs(t - live) / live <= self.MAX_ENTRY_DEVIATION]
-        if signal['entry'] is not None and signal['sl'] is not None:
-            e, sl = signal['entry'], signal['sl']
-            wrong_side = (signal['action'] == 'BUY' and sl >= e) or (signal['action'] == 'SELL' and sl <= e)
-            if wrong_side or abs(sl - e) / e > self.MAX_ENTRY_DEVIATION:
-                logger.warning(f"[{self.channel_name}] SL {sl} unplausibel zu Entry {e} – Signal übersprungen")
-                return False
         if signal['entry'] is None:
-            price = live or self._get_live_price(signal['pair'], signal['action'])
+            price = self._get_live_price(signal['pair'], signal['action'])
             if price is None:
                 return False
             signal['entry'] = price
@@ -728,9 +858,6 @@ class LiveSignalTrader:
         if signal['sl'] is None:
             dist = self.analyzer.default_sl_pips * pip
             signal['sl'] = signal['entry'] - dist if signal['action'] == 'BUY' else signal['entry'] + dist
-        signal['tp_levels'] = [t for t in signal['tp_levels']
-                               if (signal['action'] == 'BUY' and t > signal['entry'])
-                               or (signal['action'] == 'SELL' and t < signal['entry'])]
         if not signal['tp_levels']:
             levels = [signal['entry'] + (d * pip if signal['action'] == 'BUY' else -d * pip)
                       for d in self.analyzer.default_tp_ladder_pips]
@@ -841,9 +968,8 @@ class LiveSignalTrader:
             resp.raise_for_status()
             positions = resp.json().get('positions', [])
             ticket_set = set(int(t) for t in tickets)
-            fills = [float(p.get('open_price') or p.get('price_open')) for p in positions
+            fills = [float(p['price_open']) for p in positions
-                     if int(p.get('ticket', -1)) in ticket_set
+                     if int(p.get('ticket', -1)) in ticket_set and p.get('price_open')]
-                     and (p.get('open_price') or p.get('price_open'))]
             if fills:
                 avg = sum(fills) / len(fills)
                 logger.info(f"[LIVE] fill prices from /positions: {fills} → avg {avg:.2f}")
@@ -1023,7 +1149,7 @@ def main():
                               "Eliminates auto-generated SL/TP guesses but may miss fast-moving entries.")
     args = parser.parse_args()
 
-    if args.channel_id is None and args.channels in ('ch1', 'both') and not args.channel2_id:
+    if args.channel_id is None:
         logger.error("No channel ID given - pass --channel-id or set CHANNEL_ID in .env")
         sys.exit(1)
     if not (API_ID and API_HASH and PHONE_NUMBER):
@@ -1046,11 +1172,8 @@ def main():
             logger.info("LIVE mode auto-confirmed (non-interactive / nohup)")
 
     # Resolve which channels to actually activate
-    run_ch1 = args.channels in ('ch1', 'both') and args.channel_id is not None
+    run_ch1 = args.channels in ('ch1', 'both')
     run_ch2 = args.channels in ('ch2', 'both') and bool(args.channel2_id)
-    if run_ch2 and HMTradeSignalAnalyzer is None:
-        logger.error("--channel2-id gesetzt, aber hm_signal_parser.py fehlt im Image")
-        sys.exit(1)
 
     if args.channels in ('ch2', 'both') and not args.channel2_id:
         logger.warning("--channels includes ch2 but no --channel2-id / CHANNEL2_ID set — ch2 disabled")
@@ -1107,7 +1230,7 @@ def main():
                        f"using seed capital {args.initial_capital:.2f} USDT for sizing until the "
                        f"first signal fires (will retry before each trade)")
 
-    client = TelegramClient(os.getenv('TG_SESSION', 'mysession'), API_ID, API_HASH)
+    client = TelegramClient('mysession', API_ID, API_HASH)
 
     # --- Event handlers --------------------------------------------------------
     if trader is not None:
@@ -1173,6 +1296,10 @@ def main():
                 if t is not None:
                     t.check_open_positions()
 
+            # positions_live.json — written every poll cycle for AI-agent consumption
+            if ref_trader is not None:
+                ref_trader.dump_positions_live()
+
             # Periodic diagnostics dump
             import time
             now = time.monotonic()

check_channel_ids.sh

@@ -0,0 +1,18 @@
+export $(grep '^API_\|^CHANNEL' bots.env | xargs)
+
+docker compose run --rm \
+  -e API_ID=$API_ID \
+  -e API_HASH=$API_HASH \
+  live-trader python -c "
+import asyncio
+from telethon import TelegramClient
+import os
+
+async def main():
+    async with TelegramClient('/data/mysession', int(os.environ['API_ID']), os.environ['API_HASH']) as client:
+        async for dialog in client.iter_dialogs():
+            if any(x in dialog.name.lower() for x in ['hm', 'gold', 'xau', 'vip']):
+                print(f'ID: {dialog.id}  Name: {dialog.name}')
+
+asyncio.run(main())
+"