Changed news engine code a little

This commit is contained in:
Harwinder
2026-05-05 22:33:43 -04:00
parent f561311f14
commit 0bb52083a3
3 changed files with 76 additions and 10 deletions
+36
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@@ -215,6 +215,42 @@ Telegram: edit `SCAN_TIMEFRAMES`.
---
## Suggested improvements (not yet implemented)
### Replace keyword sentiment with FinBERT
The current `news_engine._analyze_headline_sentiment()` uses keyword matching against `BULLISH_KEYWORDS` / `BEARISH_KEYWORDS` sets ([news_engine.py:82-95](news_engine.py#L82-L95)). This misses obvious context — e.g. "RBA signals pause", "Fed patient on rate cuts", "inflation cools" all score `0.00` because the lexicon doesn't include "pause", "patient", or "cools". Around 80% of headlines fetched currently score 0.
**Recommended fix: FinBERT (HuggingFace pretrained model on financial news).**
- Drop-in replacement for `_analyze_headline_sentiment()`.
- Pretrained on financial headlines, ~70-75% accuracy on this specific domain.
- One-time ~500MB model download; CPU inference ~50ms/headline (fine for ~30 headlines per fetch).
- No API cost, no external dependency at runtime.
Implementation sketch (~30 lines):
```python
from transformers import pipeline
_finbert = pipeline("sentiment-analysis", model="ProsusAI/finbert")
def _analyze_headline_sentiment(self, headline: str) -> float:
result = _finbert(headline[:512])[0] # truncate to model max
label, score = result["label"], result["score"]
if label == "positive": return score
if label == "negative": return -score
return 0.0
```
Add `transformers` and `torch` (or `torch-cpu`) to `requirements.txt`. Cache scored headlines by `hash(headline)` to avoid re-scoring across pairs in the same fetch. Add a try/except fallback to the current keyword logic if model load fails (graceful degradation).
**Realistic uplift on overall signal quality: 1-3% win-rate.** Sentiment is only 10% of the composite score ([config.py:139](config.py#L139)), so even doubling sentiment accuracy moves the needle modestly. Worth doing for technical correctness, not as a P&L optimization.
**Higher-tier alternative: Claude/GPT API per headline.** ~80-85% accurate, $0.001/headline (~$0.03 per /scan with caching). Adds external dependency and latency. Only worth it if FinBERT proves insufficient.
**Cheap alternative without ML: Expand keyword sets.** Add ~50-100 phrases to `BULLISH_KEYWORDS` / `BEARISH_KEYWORDS` ("pause", "patient", "data-dependent", "soft landing", "beat", "revised up" / "miss", "revised down", "warning", "fragile"). Gets ~50% → ~60% accuracy in 30 min, no new deps.
---
## Recent architectural decisions (kept short)
- **Removed synthetic data path** — explicit failure beats fake prices.
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+40 -10
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@@ -1,6 +1,4 @@
"""
Forex Signal Intelligence Platform - News & Sentiment Engine
=============================================================
Monitors economic calendar events and news sentiment to provide
fundamental context for technical signals.
@@ -16,6 +14,9 @@ from typing import Dict, List, Optional, Tuple
import requests
# Import the transformers pipeline for FinBERT
from transformers import pipeline
from config import NewsConfig
logger = logging.getLogger(__name__)
@@ -78,7 +79,7 @@ class NewsEngine:
Provides fundamental context that modifies technical signal confidence.
"""
# Keywords that indicate directional sentiment
# Keywords that indicate directional sentiment (kept for fallback and keyword extraction)
BULLISH_KEYWORDS = {
"rate hike", "hawkish", "strong growth", "beat expectations",
"above forecast", "surplus", "expansion", "employment gains",
@@ -120,6 +121,16 @@ class NewsEngine:
self._session.headers.update({
"User-Agent": "Mozilla/5.0 (compatible; ForexIntel/1.0)"
})
# Initialize the FinBERT LLM Pipeline
try:
logger.info("Initializing FinBERT NLP model. This may take a moment on startup...")
# We use ProsusAI/finbert as it is specifically fine-tuned on financial tone
self.nlp_pipeline = pipeline("sentiment-analysis", model="ProsusAI/finbert")
logger.info("FinBERT successfully loaded.")
except Exception as e:
logger.error(f"Failed to load FinBERT model: {e}. Defaulting to basic keyword analysis.")
self.nlp_pipeline = None
def get_fundamental_context(
self, currencies: Optional[List[str]] = None
@@ -348,14 +359,33 @@ class NewsEngine:
def _analyze_headline_sentiment(self, headline: str) -> float:
"""
Simple keyword-based sentiment analysis.
Analyze headline sentiment using the FinBERT NLP model.
Returns -1.0 (very bearish) to +1.0 (very bullish).
Note: This is intentionally simple. NLP models like FinBERT
would be more accurate but require large dependencies. This catches
the most impactful sentiment signals from headlines.
"""
if self.nlp_pipeline is None:
# Fallback to simple keyword logic if the LLM failed to load
return self._fallback_keyword_sentiment(headline)
try:
# The pipeline returns a list with a dict, e.g.: [{'label': 'positive', 'score': 0.85}]
result = self.nlp_pipeline(headline)[0]
label = result['label'].lower()
confidence = result['score']
if label == 'positive':
return confidence # e.g., +0.85
elif label == 'negative':
return -confidence # e.g., -0.85
else:
# Neutral label
return 0.0
except Exception as e:
logger.debug(f"FinBERT sentiment analysis failed for '{headline}': {e}")
return self._fallback_keyword_sentiment(headline)
def _fallback_keyword_sentiment(self, headline: str) -> float:
"""Original keyword-based fallback if FinBERT is unavailable."""
headline_lower = headline.lower()
bullish_score = sum(1 for kw in self.BULLISH_KEYWORDS if kw in headline_lower)
bearish_score = sum(1 for kw in self.BEARISH_KEYWORDS if kw in headline_lower)
@@ -424,4 +454,4 @@ class NewsEngine:
"CAD": ["USDCAD=X", "CADJPY=X"],
"NZD": ["NZDUSD=X"],
}
return pairs.get(currency, [])
return pairs.get(currency, [])