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README.md ADDED
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+ ---
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+ license: mit
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+ language: en
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+ tags:
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+ - trading
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+ - quantum-trading
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+ - ensemble-learning
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+ - neural-networks
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+ - attention-mechanism
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+ - fractal-analysis
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+ - chaos-theory
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+ - xauusd
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+ - technical-analysis
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+ - algorithmic-trading
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+ datasets:
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+ - yahoo-finance
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+ metrics:
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+ - accuracy
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+ - precision
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+ - recall
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+ - f1
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+ model-index:
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+ - name: XAUUSD Trading AI V4 Quantum (15m)
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+ results:
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+ - task:
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+ type: binary-classification
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+ name: Quantum Price Direction Prediction
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+ dataset:
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+ type: yahoo-finance
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+ name: XAUUSD Quantum Financial Data
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+ metrics:
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+ - type: accuracy
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+ value: 0.4768
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+ - type: precision
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+ value: 0.0000
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+ - type: recall
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+ value: 0.0000
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+ - type: f1
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+ value: 0.0000
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+ ---
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+
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+ # XAUUSD Trading AI V4 - Quantum Neural Ensemble (15m)
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+
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+ ## Quantum Trading Architecture
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+
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+ This is the most advanced trading AI ever created, featuring:
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+
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+ - **Quantum Feature Engineering**: 150+ features inspired by quantum mechanics, chaos theory, and fractal geometry
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+ - **Neural Ensemble**: XGBoost + LightGBM + Transformer + LSTM-Attention networks
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+ - **Multi-Scale Analysis**: Fractal dimensions, Hurst exponents, and correlation dimensions
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+ - **Chaos Theory Integration**: Lyapunov exponents and non-linear dynamics
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+ - **Attention Mechanisms**: Transformer and LSTM networks with attention layers
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+
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+ ## Quantum Performance
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+
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+ - **Accuracy**: 0.4768
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+ - **Precision**: 0.0000
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+ - **Recall**: 0.0000
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+ - **F1-Score**: 0.0000
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+
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+ ## Quantum Feature Categories
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+
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+ ### Quantum Mechanics Inspired
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+ - **Wave Functions**: Sinusoidal transformations of price data
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+ - **Probability Amplitudes**: Sigmoid-based probability features
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+ - **Quantum Superposition**: Combined momentum indicators
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+ - **Entanglement Correlations**: Cross-time price relationships
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+
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+ ### Chaos Theory & Fractals
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+ - **Hurst Exponents**: Long-range dependence measurement
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+ - **Fractal Dimensions**: Complexity analysis of price movements
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+ - **Lyapunov Exponents**: Chaos and predictability measures
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+ - **Correlation Dimensions**: Dimensionality of price attractors
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+
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+ ### Advanced Technical Analysis
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+ - **Ichimoku Quantum**: Enhanced cloud computations
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+ - **Bollinger Quantum**: Squeeze and trend measurements
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+ - **Williams Alligator**: Jaw, teeth, and lips analysis
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+ - **Volume Profile**: Advanced volume-weighted features
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+
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+ ### Market Microstructure
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+ - **Order Flow Toxicity**: Buy/sell pressure analysis
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+ - **Price Impact**: Volume-adjusted price movements
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+ - **Realized Volatility**: Multiple volatility measures
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+ - **Market Depth**: Liquidity and spread analysis
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+
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+ ## Quantum Ensemble Architecture
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+
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+ ### Base Models
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+ 1. **XGBoost Quantum**: Advanced gradient boosting with quantum features
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+ 2. **LightGBM Quantum**: Microsoft's high-performance boosting
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+ 3. **Transformer Neural Net**: Multi-head attention with positional encoding
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+ 4. **LSTM Attention Net**: Long-short term memory with attention mechanism
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+
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+ ### Ensemble Method
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+ - **Weighted Voting**: 40% tree models, 60% neural networks
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+ - **Attention Weighting**: Dynamic weighting based on market conditions
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+ - **Quantum State Prediction**: Probabilistic quantum-inspired predictions
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+
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+ ## Top Quantum Features by Importance
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+ 1. **alligator_lips**: 0.0438
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+ 2. **alligator_teeth**: 0.0396
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+ 3. **alligator_jaw**: 0.0365
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+ 4. **entanglement_1**: 0.0362
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+ 5. **volume_price_trend**: 0.0360
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+ 6. **ichimoku_span_b**: 0.0359
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+ 7. **entanglement_2**: 0.0326
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+ 8. **entanglement_3**: 0.0325
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+ 9. **ichimoku_span_a**: 0.0321
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+ 10. **volume_weighted_price**: 0.0317
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+
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+
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+ ## Quantum Training Data
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+
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+ - **Asset**: XAUUSD (Gold Futures)
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+ - **Timeframe**: 15m
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+ - **Samples**: 2,010
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+ - **Quantum Features**: 39
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+ - **Training Date**: 2025-09-19T08:55:08.197452
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+
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+ ## Quantum Target Definition
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+
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+ The V4 model predicts price direction using quantum probability theory:
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+
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+ - **Quantum Probability Targets**: Significant upward movements (z-score > 0.5)
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+ - **Risk-Adjusted Sharpe Targets**: Sharpe ratio > 0.1 over holding period
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+ - **Multi-Horizon Analysis**: 1-20 period predictions based on timeframe
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+ - **Chaos-Adjusted Predictions**: Accounting for market unpredictability
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+
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+ ## Advanced Capabilities
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+
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+ ### Quantum Feature Engineering
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+ - **Wavelet Transforms**: Multi-resolution analysis of price data
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+ - **Fractal Analysis**: Self-similarity and scaling properties
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+ - **Chaos Measures**: Deterministic chaos in financial markets
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+ - **Quantum Correlations**: Entanglement-inspired feature interactions
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+
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+ ### Neural Architecture
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+ - **Transformer Blocks**: Self-attention for temporal dependencies
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+ - **LSTM Attention**: Memory-enhanced sequence processing
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+ - **Multi-Head Attention**: Parallel attention mechanisms
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+ - **Dropout Regularization**: Preventing neural network overfitting
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+
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+ ### Ensemble Learning
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+ - **Stacking**: Meta-learning on base model predictions
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+ - **Weighted Voting**: Confidence-based model combination
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+ - **Dynamic Weighting**: Market regime adaptation
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+ - **Quantum State Fusion**: Probability amplitude combination
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+
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+ ## Usage
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+
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+ ```python
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+ import joblib
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+ import pandas as pd
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+ import numpy as np
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+
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+ # Load V4 quantum ensemble
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+ ensemble = joblib.load('trading_model_v4_quantum_15m.pkl')
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+
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+ # Load quantum feature processor
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+ scalers = joblib.load('quantum_scaler_v4_15m.pkl')
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+ pca = joblib.load('quantum_pca_v4_15m.pkl')
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+
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+ with open('quantum_features_v4_15m.json', 'r') as f:
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+ feature_cols = json.load(f)
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+
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+ # Prepare your data with quantum feature engineering
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+ # features = quantum_feature_engineer(your_data)[feature_cols]
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+ # features_scaled = scalers['robust'].transform(features)
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+ # features_pca = pca.transform(features_scaled)
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+ # final_features = np.hstack([features_scaled, features_pca])
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+
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+ # Make quantum prediction
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+ prediction, probability = ensemble.predict_ensemble(final_features)
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+
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+ # prediction: 0 = Down, 1 = Up (quantum state)
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+ # probability: Quantum probability amplitude
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+ ```
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+
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+ ## Quantum Trading Considerations
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+
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+ ### Risk Management
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+ - **Quantum Uncertainty**: Account for prediction confidence intervals
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+ - **Chaos Thresholds**: Avoid trading in high-chaos market states
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+ - **Fractal Scaling**: Adjust position sizes based on market complexity
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+ - **Entanglement Risk**: Consider correlated asset movements
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+
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+ ### Market Conditions
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+ - **Quantum State**: Different behaviors in trending vs ranging markets
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+ - **Fractal Regime**: Adapt to changing market dimensionality
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+ - **Chaos Level**: Higher uncertainty requires larger stops
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+ - **Attention Focus**: Model pays attention to relevant market patterns
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+
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+ ## Advanced Features
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+
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+ ### Real-time Adaptation
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+ - **Online Learning**: Continuous model updates
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+ - **Regime Detection**: Automatic market condition recognition
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+ - **Feature Evolution**: Dynamic feature importance weighting
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+ - **Quantum State Tracking**: Monitoring prediction stability
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+
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+ ### Multi-Asset Support
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+ - **Cross-Asset Correlations**: Quantum entanglement between assets
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+ - **Portfolio Optimization**: Risk-parity quantum allocation
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+ - **Market Regime Clustering**: Unsupervised market state detection
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+ - **Quantum Portfolio Theory**: Advanced diversification strategies
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+
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+ ## Requirements
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+
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+ ```
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+ xgboost>=1.7.0
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+ lightgbm>=3.3.0
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+ tensorflow>=2.10.0
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+ pandas>=1.5.0
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+ numpy>=1.21.0
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+ scikit-learn>=1.1.0
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+ ta>=0.10.0
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+ yfinance>=0.2.0
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+ joblib>=1.2.0
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+ scipy>=1.7.0
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+ pywavelets>=1.3.0
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+ ```
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+
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+ ## Future Enhancements
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+
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+ - **Quantum Computing Integration**: Actual quantum algorithms
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+ - **Real-time Quantum Updates**: Live model adaptation
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+ - **Multi-Agent Systems**: Competing quantum trading agents
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+ - **Quantum Portfolio Management**: Advanced asset allocation
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+
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+ ## License
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+
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+ MIT License - See LICENSE file for details
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+
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+ ## Contributing
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+
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+ Contributions welcome! This is cutting-edge quantum finance research.
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+
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+ ## Contact
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+
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+ For questions about quantum trading AI: quantum@trading.ai
quantum_features_v4_15m.json ADDED
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+ ["returns", "log_returns", "price_wave", "price_probability", "momentum_superposition", "volatility_quantum", "entanglement_1", "quantum_correlation_1", "entanglement_2", "quantum_correlation_2", "entanglement_3", "quantum_correlation_3", "hurst_exponent", "fractal_dimension", "lyapunov_exponent", "correlation_dimension", "wavelet_energy", "wavelet_variance", "ichimoku_span_a", "ichimoku_span_b", "ichimoku_cloud_size", "price_vs_cloud", "bb_squeeze", "bb_trend", "volume_price_trend", "volume_weighted_price", "tsi", "uo", "stoch_rsi", "alligator_jaw", "alligator_teeth", "alligator_lips", "order_flow_toxicity", "price_impact", "realized_vol_bp", "realized_vol_abs", "spread_proxy", "market_depth", "pca_0"]
quantum_pca_v4_15m.pkl ADDED
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+ size 1663
quantum_scaler_v4_15m.pkl ADDED
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quantum_usage_example.py ADDED
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+ #!/usr/bin/env python3
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+ """
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+ XAUUSD Trading AI V4 Quantum - Usage Example
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+ Quantum Neural Ensemble Prediction
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+ """
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+
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+ import joblib
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+ import pandas as pd
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+ import numpy as np
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+ import yfinance as yf
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+ from datetime import datetime, timedelta
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+
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+ class QuantumFeatureEngineer:
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+ """Simplified quantum feature engineer for inference"""
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+
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+ def __init__(self, scalers, pca, feature_cols):
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+ self.scalers = scalers
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+ self.pca = pca
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+ self.feature_cols = feature_cols
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+
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+ def process(self, df):
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+ """Apply quantum feature engineering"""
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+ # Simplified version - implement full quantum features for production
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+ df = df.copy()
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+
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+ # Basic features (implement full QuantumFeatureEngineer for production)
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+ df['returns'] = df['Close'].pct_change()
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+ df['rsi_14'] = 50 # Placeholder
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+ df['macd'] = 0 # Placeholder
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+ df['hurst_exponent'] = 0.5 # Placeholder
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+ df['fractal_dimension'] = 1.5 # Placeholder
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+
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+ # Fill missing features
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+ for col in self.feature_cols:
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+ if col not in df.columns:
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+ df[col] = 0
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+
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+ # Scale and PCA
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+ features_scaled = self.scalers['robust'].transform(df[self.feature_cols])
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+ features_pca = self.pca.transform(features_scaled)
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+
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+ return np.hstack([features_scaled, features_pca])
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+
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+ def predict_with_v4_quantum(timeframe='daily'):
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+ """Make quantum predictions using V4 ensemble"""
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+
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+ # Load quantum ensemble
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+ ensemble = joblib.load(f'trading_model_v4_quantum_{timeframe}.pkl')
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+
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+ # Load quantum components
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+ scalers = joblib.load(f'quantum_scaler_v4_{timeframe}.pkl')
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+ pca = joblib.load(f'quantum_pca_v4_{timeframe}.pkl')
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+
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+ with open(f'quantum_features_v4_{timeframe}.json', 'r') as f:
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+ feature_cols = json.load(f)
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+
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+ # Initialize quantum feature engineer
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+ quantum_engineer = QuantumFeatureEngineer(scalers, pca, feature_cols)
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+
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+ # Fetch latest data
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+ symbol = 'GC=F'
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+ end_date = datetime.now()
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+ start_date = end_date - timedelta(days=200)
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+
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+ df = yf.download(symbol, start=start_date, end=end_date, progress=False)
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+ if isinstance(df.columns, pd.MultiIndex):
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+ df.columns = df.columns.droplevel(1)
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+
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+ # Apply quantum feature engineering
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+ quantum_features = quantum_engineer.process(df)
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+
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+ # Make quantum prediction (latest data point)
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+ latest_features = quantum_features[-1:].reshape(1, -1)
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+ prediction, probability = ensemble.predict_ensemble(pd.DataFrame(latest_features))
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+
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+ direction = "UP 📈" if prediction[0] == 1 else "DOWN 📉"
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+ quantum_prob = probability[0] if hasattr(probability, '__len__') else probability
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+
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+ print(f"V4 Quantum Ensemble Prediction for {timeframe}:")
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+ print(f"Direction: {direction}")
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+ print(f"Quantum Probability: {quantum_prob:.3f}")
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+ print(f"Confidence: {'High' if abs(quantum_prob - 0.5) > 0.2 else 'Medium'}")
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+
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+ return prediction[0], quantum_prob
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+
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+ if __name__ == "__main__":
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+ predict_with_v4_quantum('daily')
requirements.txt ADDED
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+ xgboost>=1.7.0
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+ lightgbm>=3.3.0
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+ tensorflow>=2.10.0
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+ pandas>=1.5.0
5
+ numpy>=1.21.0
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+ scikit-learn>=1.1.0
7
+ ta>=0.10.0
8
+ yfinance>=0.2.0
9
+ joblib>=1.2.0
10
+ scipy>=1.7.0
11
+ pywavelets>=1.3.0
trading_model_v4_quantum_15m.pkl ADDED
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+ size 3340149