[SUBTASK-004] feat(ml): Integrate EnsemblePanel UI and add more symbols
- Integrate EnsemblePanel component in MLDashboard ensemble tab - Add configuration UI for ensemble model weights and voting method - Implement weighted ensemble prediction calculation - Expand symbol list: EURUSD, GBPUSD, USDJPY, XAUUSD, BTCUSD, ETHUSD, USDCHF, AUDUSD - Add ability to save/reset ensemble configuration to localStorage - Show agreement count and signal validity in prediction summary ST-004.1: Ensemble Models UI [8 SP] - COMPLETED ST-004.2: More symbols support [5 SP] - COMPLETED ST-004.3: WebSocket real-time - ALREADY IMPLEMENTED (mlSignalsWS exists) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
This commit is contained in:
Adrian Flores Cortes
parent
295bd5e31e
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ad7171da2c
@ -32,6 +32,7 @@ import { SignalsTimeline } from '../components/SignalsTimeline';
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import { AccuracyMetrics } from '../components/AccuracyMetrics';
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import { ICTAnalysisCard } from '../components/ICTAnalysisCard';
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import { EnsembleSignalCard } from '../components/EnsembleSignalCard';
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import EnsemblePanel, { type EnsembleConfig } from '../components/EnsemblePanel';
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// Mock accuracy metrics (replace with API call)
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const mockMetrics = {
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@ -47,10 +48,33 @@ const mockMetrics = {
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profit_factor: 1.7,
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};
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// Available symbols and timeframes
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const SYMBOLS = ['EURUSD', 'GBPUSD', 'USDJPY', 'XAUUSD', 'BTCUSD', 'ETHUSD'];
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// Available symbols and timeframes - Configurable list
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// Includes Forex majors, commodities, and crypto
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const SYMBOLS = [
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'EURUSD', // EUR/USD - Forex major
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'GBPUSD', // GBP/USD - Forex major
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'USDJPY', // USD/JPY - Forex major
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'XAUUSD', // XAU/USD - Gold
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'BTCUSD', // BTC/USD - Bitcoin
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'ETHUSD', // ETH/USD - Ethereum
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'USDCHF', // USD/CHF - Forex major
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'AUDUSD', // AUD/USD - Forex major
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];
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const TIMEFRAMES = ['15M', '30M', '1H', '4H', '1D'];
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// Default ensemble configuration for model weights
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const DEFAULT_ENSEMBLE_CONFIG: EnsembleConfig = {
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votingMethod: 'weighted',
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minimumAgreement: 2,
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confidenceThreshold: 60,
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weights: [
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{ modelId: 'amd', modelName: 'AMD Phase Detector', weight: 25, accuracy: 72 },
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{ modelId: 'ict', modelName: 'ICT/SMC Analyzer', weight: 30, accuracy: 75 },
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{ modelId: 'range', modelName: 'Range Predictor', weight: 25, accuracy: 68 },
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{ modelId: 'tpsl', modelName: 'TP/SL Optimizer', weight: 20, accuracy: 70 },
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],
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};
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export default function MLDashboard() {
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const [signals, setSignals] = useState<MLSignal[]>([]);
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const [amdPhases, setAmdPhases] = useState<Map<string, AMDPhase>>(new Map());
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@ -69,6 +93,10 @@ export default function MLDashboard() {
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const [selectedTimeframe, setSelectedTimeframe] = useState<string>('1H');
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const [showOnlyActive, setShowOnlyActive] = useState(true);
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// Ensemble configuration state
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const [ensembleConfig, setEnsembleConfig] = useState<EnsembleConfig>(DEFAULT_ENSEMBLE_CONFIG);
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const [showEnsembleConfig, setShowEnsembleConfig] = useState(false);
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// Fetch all ML data
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const fetchMLData = useCallback(async () => {
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setLoading(true);
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@ -174,6 +202,67 @@ export default function MLDashboard() {
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alert(`Would execute ${direction.toUpperCase()} trade for ${selectedSymbol}`);
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};
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// Handle ensemble config changes
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const handleEnsembleConfigChange = (newConfig: EnsembleConfig) => {
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setEnsembleConfig(newConfig);
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};
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const handleSaveEnsembleConfig = () => {
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// Save ensemble config to localStorage for persistence
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localStorage.setItem('ensembleConfig', JSON.stringify(ensembleConfig));
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setShowEnsembleConfig(false);
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// Refetch ensemble signal with new weights
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fetchAdvancedAnalysis();
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};
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const handleResetEnsembleConfig = () => {
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setEnsembleConfig(DEFAULT_ENSEMBLE_CONFIG);
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};
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// Calculate combined ensemble prediction based on current weights
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const getWeightedEnsemblePrediction = useCallback(() => {
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if (!ensembleSignal) return null;
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const strategies = ensembleSignal.strategy_signals;
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const weights = ensembleConfig.weights;
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let totalWeightedScore = 0;
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let totalWeight = 0;
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let agreementCount = 0;
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const action = ensembleSignal.action;
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// Calculate weighted score based on user-configured weights
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weights.forEach((w) => {
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const strategyKey = w.modelId as keyof typeof strategies;
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const strategy = strategies[strategyKey];
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if (strategy) {
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const normalizedWeight = w.weight / 100;
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totalWeightedScore += strategy.score * normalizedWeight;
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totalWeight += normalizedWeight;
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// Count agreement
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if (
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(action === 'BUY' && strategy.action === 'BUY') ||
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(action === 'SELL' && strategy.action === 'SELL')
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) {
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agreementCount++;
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}
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}
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});
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const adjustedConfidence = totalWeight > 0 ? totalWeightedScore / totalWeight : 0;
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const meetsAgreement = agreementCount >= ensembleConfig.minimumAgreement;
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const meetsConfidence = Math.abs(adjustedConfidence) * 100 >= ensembleConfig.confidenceThreshold;
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return {
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adjustedScore: adjustedConfidence,
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agreementCount,
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meetsAgreement,
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meetsConfidence,
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isValidSignal: meetsAgreement && meetsConfidence,
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};
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}, [ensembleSignal, ensembleConfig]);
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return (
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<div className="space-y-6">
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{/* Header */}
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@ -364,48 +453,117 @@ export default function MLDashboard() {
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{/* Tab Content - Ensemble Signal */}
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{activeTab === 'ensemble' && (
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<div className="grid grid-cols-1 lg:grid-cols-2 gap-6">
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{ensembleSignal ? (
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<EnsembleSignalCard
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signal={ensembleSignal}
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onExecuteTrade={handleAdvancedTrade}
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/>
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) : (
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<div className="card p-8 flex items-center justify-center">
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<div className="text-gray-500">Loading ensemble signal...</div>
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</div>
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)}
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<div className="space-y-6">
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{/* Ensemble Controls */}
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<div className="flex items-center justify-between">
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<h2 className="text-lg font-bold text-white">Ensemble Analysis</h2>
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<button
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onClick={() => setShowEnsembleConfig(!showEnsembleConfig)}
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className="flex items-center gap-2 px-4 py-2 bg-purple-600 hover:bg-purple-700 text-white rounded-lg transition-colors"
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>
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<BeakerIcon className="w-4 h-4" />
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{showEnsembleConfig ? 'Hide Configuration' : 'Configure Models'}
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</button>
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</div>
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{/* Quick comparison of all symbols */}
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<div className="card p-5">
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<h3 className="text-lg font-bold text-white mb-4">All Symbols Overview</h3>
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<div className="space-y-2">
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{scanResults.map((result, idx) => (
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<div key={idx} className="p-3 bg-gray-800 rounded-lg">
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<div className="flex items-center justify-between mb-2">
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<span className="font-semibold text-white">{result.symbol}</span>
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<span className={`text-sm font-bold ${
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result.signal.action === 'BUY' ? 'text-green-400' :
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result.signal.action === 'SELL' ? 'text-red-400' : 'text-gray-400'
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{/* Weighted Prediction Summary */}
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{ensembleSignal && (
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<div className="card p-4 bg-gradient-to-r from-purple-900/30 to-blue-900/30 border border-purple-500/30">
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<div className="flex items-center justify-between">
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<div>
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<h3 className="text-sm text-gray-400">Weighted Ensemble Prediction</h3>
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<div className="flex items-center gap-4 mt-1">
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<span className={`text-2xl font-bold ${
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ensembleSignal.action === 'BUY' ? 'text-green-400' :
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ensembleSignal.action === 'SELL' ? 'text-red-400' : 'text-gray-400'
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}`}>
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{result.signal.action}
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{ensembleSignal.action}
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</span>
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</div>
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<div className="flex items-center gap-2">
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<div className="flex-1 h-2 bg-gray-700 rounded-full overflow-hidden">
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<div
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className={`h-full rounded-full ${
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result.signal.net_score > 0 ? 'bg-green-500' : 'bg-red-500'
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}`}
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style={{ width: `${Math.abs(result.signal.net_score) * 50 + 50}%` }}
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/>
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</div>
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<span className="text-xs text-gray-400 w-12 text-right">
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{result.signal.net_score >= 0 ? '+' : ''}{result.signal.net_score.toFixed(2)}
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<span className="text-lg text-white">
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{Math.round(ensembleSignal.confidence * 100)}% confidence
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</span>
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</div>
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</div>
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))}
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{(() => {
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const prediction = getWeightedEnsemblePrediction();
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if (!prediction) return null;
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return (
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<div className="text-right">
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<div className={`text-sm ${prediction.isValidSignal ? 'text-green-400' : 'text-yellow-400'}`}>
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{prediction.isValidSignal ? 'Signal Valid' : 'Signal Weak'}
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</div>
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<div className="text-xs text-gray-400">
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{prediction.agreementCount}/{ensembleConfig.weights.length} models agree
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</div>
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</div>
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);
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})()}
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</div>
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</div>
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)}
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{/* Ensemble Configuration Panel */}
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{showEnsembleConfig && (
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<EnsemblePanel
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config={ensembleConfig}
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onConfigChange={handleEnsembleConfigChange}
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onSave={handleSaveEnsembleConfig}
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onReset={handleResetEnsembleConfig}
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isLoading={false}
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/>
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)}
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<div className="grid grid-cols-1 lg:grid-cols-2 gap-6">
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{ensembleSignal ? (
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<EnsembleSignalCard
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signal={ensembleSignal}
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onExecuteTrade={handleAdvancedTrade}
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/>
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) : (
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<div className="card p-8 flex items-center justify-center">
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<div className="text-gray-500">Loading ensemble signal...</div>
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</div>
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)}
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{/* Quick comparison of all symbols */}
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<div className="card p-5">
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<h3 className="text-lg font-bold text-white mb-4">All Symbols Overview</h3>
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<div className="space-y-2 max-h-96 overflow-y-auto">
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{scanResults.map((result, idx) => (
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<button
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key={idx}
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onClick={() => setSelectedSymbol(result.symbol)}
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className={`w-full p-3 rounded-lg transition-colors text-left ${
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selectedSymbol === result.symbol
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? 'bg-purple-900/30 border border-purple-500'
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: 'bg-gray-800 hover:bg-gray-700'
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}`}
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>
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<div className="flex items-center justify-between mb-2">
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<span className="font-semibold text-white">{result.symbol}</span>
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<span className={`text-sm font-bold ${
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result.signal.action === 'BUY' ? 'text-green-400' :
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result.signal.action === 'SELL' ? 'text-red-400' : 'text-gray-400'
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}`}>
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{result.signal.action}
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</span>
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</div>
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<div className="flex items-center gap-2">
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<div className="flex-1 h-2 bg-gray-700 rounded-full overflow-hidden">
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<div
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className={`h-full rounded-full ${
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result.signal.net_score > 0 ? 'bg-green-500' : 'bg-red-500'
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}`}
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style={{ width: `${Math.abs(result.signal.net_score) * 50 + 50}%` }}
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/>
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</div>
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<span className="text-xs text-gray-400 w-12 text-right">
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{result.signal.net_score >= 0 ? '+' : ''}{result.signal.net_score.toFixed(2)}
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</span>
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</div>
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</button>
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))}
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</div>
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</div>
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</div>
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</div>
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