import os,json,datetime,re,subprocess root='/home/agent/.local/state/CryptoTradingBot' exp=root+'/experiments' strategies=['candidate_v62_loose_trend_rebound','candidate_v62_scalp_fast_rebound','candidate_v63_loose_fast_decay','candidate_v64_squeeze_survival_strict','candidate_v64_squeeze_survival_wide','candidate_v65_signal_sampler_aggressive','candidate_v65_signal_sampler_conservative','candidate_v66_squeeze_breakout_sampler','v59_1_frequency_boost','v60_survival','v61_tight_survival','candidate_v67_trend_pullback_sma_vwap','candidate_v68_bollinger_rsi_mean_reversion','candidate_v69_squeeze_breakout_confirmed','candidate_v73_multi_day_trend_investment'] now=datetime.datetime.now().astimezone(); today=now.date().isoformat() print('NOW',now.isoformat()) print('PID_STATUS') summary=[] errpat=re.compile(r'ERROR|FATAL|Traceback|Exception|CRITICAL',re.I) riskpat=re.compile(r'risk|gate|cooldown|guard|blocked|near miss|near_miss',re.I) for s in strategies: d=os.path.join(exp,s); pf=os.path.join(d,'bot.pid') pid=None; alive=False; cmd=''; etime='' if os.path.exists(pf): try: pid=open(pf).read().strip() except Exception as e: pid='ERR:'+str(e) if pid and pid.isdigit() and os.path.exists('/proc/'+pid): alive=True try: cmd=open('/proc/%s/cmdline'%pid,'rb').read().replace(b'\x00',b' ').decode(errors='replace').strip() except Exception: pass try: etime=subprocess.check_output(['ps','-p',pid,'-o','etime='],text=True).strip() except Exception: pass print(json.dumps({'strategy':s,'pid':pid,'alive':alive,'etime':etime,'cmd':cmd},ensure_ascii=False)) print('STRATEGY_SUMMARY') for s in strategies: d=os.path.join(exp,s); journal=os.path.join(d,'Tradeanalyse','trade_journal.jsonl'); statef=os.path.join(d,'paper_state.json'); logf=os.path.join(d,'bot.log'); tlog=os.path.join(d,'Tradeanalyse','trading_log.txt'); near=os.path.join(d,'Tradeanalyse','near_miss.jsonl') entries=exits=0; today_entries=today_exits=0; realized=0.0; today_realized=0.0; last_trade_ts=None if os.path.exists(journal): with open(journal,errors='replace') as f: for line in f: line=line.strip() if not line: continue try: obj=json.loads(line) except Exception: continue typ=str(obj.get('event') or obj.get('type') or obj.get('action') or '').lower() ts=str(obj.get('timestamp') or obj.get('ts') or obj.get('time') or obj.get('datetime') or '') if ts: last_trade_ts=ts is_entry=('entry' in typ or 'buy' in typ or 'open' in typ) and not ('near' in typ) is_exit=('exit' in typ or 'sell' in typ or 'close' in typ) if is_entry: entries+=1; today_entries += int(ts.startswith(today)) if is_exit: exits+=1; today_exits += int(ts.startswith(today)) pnl=None for k in ['pnl','realized_pnl','profit','profit_loss','pnl_usd','net_pnl']: if k in obj: try: pnl=float(obj[k]); break except Exception: pass if pnl is not None: realized+=pnl if ts.startswith(today): today_realized+=pnl open_positions=0; unreal=0.0; state_keys=[] if os.path.exists(statef): try: st=json.load(open(statef)); state_keys=list(st.keys())[:20] def count_pos(x): c=0 if isinstance(x,dict): for key in ['positions','open_positions','paper_positions']: v=x.get(key) if isinstance(v,list): c+=sum(1 for p in v if p and (not isinstance(p,dict) or str(p.get('status','open')).lower()!='closed')) elif isinstance(v,dict): c+=sum(1 for p in v.values() if p and (not isinstance(p,dict) or str(p.get('status','open')).lower()!='closed')) c+=sum(count_pos(v) for v in x.values() if isinstance(v,(dict,list))) elif isinstance(x,list): c+=sum(count_pos(v) for v in x) return c open_positions=count_pos(st) def first_num(keys,x): if isinstance(x,dict): for k,v in x.items(): if k in keys: try: return float(v) except Exception: pass for v in x.values(): if isinstance(v,(dict,list)): r=first_num(keys,v) if r is not None: return r elif isinstance(x,list): for v in x: r=first_num(keys,v) if r is not None: return r return None unreal=first_num({'unrealized_pnl','unrealized_pnl_usd','paper_unrealized_pnl'},st) or 0.0 except Exception as e: state_keys=['STATE_ERR '+str(e)] errors=[]; risks=[] for lf in [logf,tlog]: if os.path.exists(lf): try: lines=open(lf,errors='replace').read().splitlines()[-300:] errors += [ln[-240:] for ln in lines if errpat.search(ln)][-3:] risks += [ln[-240:] for ln in lines if riskpat.search(ln)][-3:] except Exception as e: errors.append('read_err '+lf+' '+str(e)) near_count=0; near_recent=[] if os.path.exists(near): try: with open(near,errors='replace') as f: for line in f: near_count+=1; near_recent.append(line.strip()[:220]); near_recent=near_recent[-3:] except Exception: pass rec={'strategy':s,'entries':entries,'exits':exits,'open':open_positions,'realized':round(realized,6),'today_entries':today_entries,'today_exits':today_exits,'today_realized':round(today_realized,6),'unrealized':round(unreal,6),'errors':errors,'risk_events':risks,'near_miss_count':near_count,'near_recent':near_recent,'state_keys':state_keys,'last_trade_ts':last_trade_ts} summary.append(rec); print(json.dumps(rec,ensure_ascii=False)) print('TOTALS',json.dumps({'entries':sum(r['entries'] for r in summary),'exits':sum(r['exits'] for r in summary),'open':sum(r['open'] for r in summary),'realized':round(sum(r['realized'] for r in summary),6),'today_entries':sum(r['today_entries'] for r in summary),'today_exits':sum(r['today_exits'] for r in summary),'today_realized':round(sum(r['today_realized'] for r in summary),6)},ensure_ascii=False)) print('MARKET_CONTEXT') mc=os.path.join(root,'market_context.jsonl') if os.path.exists(mc): lines=open(mc,errors='replace').read().splitlines() for line in lines[-5:]: try: print(json.dumps(json.loads(line),ensure_ascii=False)[:4000]) except Exception: print(line[:1000]) print('COLLECTOR_LOG_TAIL') cl=os.path.join(root,'market_context_collector.log') if os.path.exists(cl): print('\n'.join(open(cl,errors='replace').read().splitlines()[-20:]))