Fixed Bugs
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@@ -76,7 +76,7 @@ class TechnicalConfig:
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rsi_neutral_upper: float = 60.0
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rsi_neutral_upper: float = 60.0
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rsi_neutral_lower: float = 40.0
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rsi_neutral_lower: float = 40.0
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# MACD (12, 26, 9 is standard but we validate)
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# MACD (12, 26, 9 is standard)
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macd_fast: int = 12
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macd_fast: int = 12
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macd_slow: int = 26
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macd_slow: int = 26
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macd_signal: int = 9
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macd_signal: int = 9
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@@ -110,6 +110,9 @@ class TechnicalConfig:
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# Pivot points lookback
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# Pivot points lookback
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pivot_lookback: int = 1
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pivot_lookback: int = 1
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# Divergence detection — how many bars back to scan for swing points
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divergence_lookback: int = 14
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@dataclass
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@dataclass
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class SignalConfig:
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class SignalConfig:
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@@ -130,10 +133,6 @@ class SignalConfig:
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# Multi-timeframe confirmation requirements
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# Multi-timeframe confirmation requirements
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mtf_agreement_threshold: int = 2 # out of 3 timeframes must agree
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mtf_agreement_threshold: int = 2 # out of 3 timeframes must agree
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# Divergence detection sensitivity
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divergence_lookback: int = 14
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divergence_min_swing: float = 0.001 # minimum price swing for valid divergence
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# Signal cooldown (prevent over-signalling same direction)
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# Signal cooldown (prevent over-signalling same direction)
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cooldown_bars: int = 5
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cooldown_bars: int = 5
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@@ -185,6 +184,9 @@ class PlatformConfig:
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# Data source
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# Data source
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data_lookback_days: int = 60 # enough for 200 EMA on H1
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data_lookback_days: int = 60 # enough for 200 EMA on H1
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# Twelve Data API key (overridden by TWELVE_DATA_API_KEY env var)
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twelve_data_api_key: str = "f563b22ffdfd4924955decbe1a8c8701"
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# Dashboard refresh interval (seconds)
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# Dashboard refresh interval (seconds)
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refresh_interval: int = 300 # 5 minutes
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refresh_interval: int = 300 # 5 minutes
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+21
-20
@@ -16,16 +16,16 @@ Key principles:
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import logging
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import logging
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from dataclasses import dataclass, field
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from dataclasses import dataclass, field
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from datetime import datetime, timezone
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from datetime import datetime, timezone
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from typing import Dict, List, Optional, Tuple
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from typing import Dict, List, Optional
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import pandas as pd
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import pandas as pd
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from config import (
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from config import (
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PlatformConfig, SignalStrength, Timeframe,
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PlatformConfig, SignalStrength, Timeframe,
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SYMBOL_DISPLAY, MAJOR_PAIRS, CROSS_PAIRS,
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SYMBOL_DISPLAY,
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)
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)
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from data_provider import ForexDataProvider
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from data_provider import ForexDataProvider
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from technical_engine import TechnicalEngine, TechnicalAnalysis
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from engine import TechnicalEngine, TechnicalAnalysis
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from news_engine import NewsEngine, FundamentalContext
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from news_engine import NewsEngine, FundamentalContext
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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@@ -118,6 +118,12 @@ class SignalAggregator:
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reports = []
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reports = []
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context = self.news_engine.get_fundamental_context()
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context = self.news_engine.get_fundamental_context()
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# Batch-prefetch all pairs × all needed timeframes (3 API calls instead of 21)
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all_timeframes = (
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[self.config.primary_timeframe] + self.config.confirmation_timeframes
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)
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self.data_provider.prefetch_batch(self.config.watch_pairs, all_timeframes)
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for symbol in self.config.watch_pairs:
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for symbol in self.config.watch_pairs:
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try:
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try:
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report = self.analyze_pair(symbol, context)
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report = self.analyze_pair(symbol, context)
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@@ -135,9 +141,7 @@ class SignalAggregator:
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symbol: str,
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symbol: str,
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context: Optional[FundamentalContext] = None,
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context: Optional[FundamentalContext] = None,
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) -> SignalReport:
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) -> SignalReport:
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"""
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"""Complete analysis of a single pair across all layers."""
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Complete analysis of a single pair across all layers.
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"""
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if context is None:
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if context is None:
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context = self.news_engine.get_fundamental_context()
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context = self.news_engine.get_fundamental_context()
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@@ -239,9 +243,8 @@ class SignalAggregator:
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# ── MTF adjustment ─────────────────────────────────────────
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# ── MTF adjustment ─────────────────────────────────────────
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if report.mtf_agreement:
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if report.mtf_agreement:
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# All timeframes agree — boost confidence
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# All timeframes agree — boost confidence and blend scores
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confidence = min(confidence + 15, 95)
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confidence = min(confidence + 15, 95)
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# Average the MTF scores for more stable signal
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all_scores = list(report.mtf_scores.values())
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all_scores = list(report.mtf_scores.values())
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if all_scores:
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if all_scores:
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mtf_avg = sum(all_scores) / len(all_scores)
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mtf_avg = sum(all_scores) / len(all_scores)
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@@ -251,7 +254,6 @@ class SignalAggregator:
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confidence *= 0.7
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confidence *= 0.7
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if len(report.mtf_scores) >= 2:
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if len(report.mtf_scores) >= 2:
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scores = list(report.mtf_scores.values())
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scores = list(report.mtf_scores.values())
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# Check for conflicting directions
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has_bull = any(s > 10 for s in scores)
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has_bull = any(s > 10 for s in scores)
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has_bear = any(s < -10 for s in scores)
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has_bear = any(s < -10 for s in scores)
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if has_bull and has_bear:
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if has_bull and has_bear:
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@@ -259,7 +261,6 @@ class SignalAggregator:
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confidence *= 0.6
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confidence *= 0.6
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# ── News sentiment adjustment ──────────────────────────────
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# ── News sentiment adjustment ──────────────────────────────
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sent_weight = self.config.signals.weights.get("sentiment", 0.1)
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if abs(report.news_sentiment) > 0.2:
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if abs(report.news_sentiment) > 0.2:
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# Sentiment aligns with technical
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# Sentiment aligns with technical
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if (report.news_sentiment > 0 and score > 0) or \
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if (report.news_sentiment > 0 and score > 0) or \
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@@ -274,7 +275,7 @@ class SignalAggregator:
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# ── Event risk adjustment ──────────────────────────────────
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# ── Event risk adjustment ──────────────────────────────────
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if report.event_risk == "danger":
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if report.event_risk == "danger":
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report.warnings.append(f"EVENT RISK: {report.event_description}")
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report.warnings.append(f"EVENT RISK: {report.event_description}")
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confidence *= 0.3 # Heavily penalize
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confidence *= 0.3 # Heavily penalize — event will disrupt price action
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report.action_recommendation = f"WAIT — {report.event_description}"
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report.action_recommendation = f"WAIT — {report.event_description}"
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elif report.event_risk == "caution":
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elif report.event_risk == "caution":
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report.warnings.append(f"Upcoming event: {report.event_description}")
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report.warnings.append(f"Upcoming event: {report.event_description}")
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@@ -325,7 +326,7 @@ class SignalAggregator:
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elif report.signal_quality == "B":
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elif report.signal_quality == "B":
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report.action_recommendation = f"{sig_name} — Decent setup, wait for confirmation"
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report.action_recommendation = f"{sig_name} — Decent setup, wait for confirmation"
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elif report.signal_quality in ("C", "D"):
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elif report.signal_quality in ("C", "D"):
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report.action_recommendation = f"WATCH — Signal present but low confidence"
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report.action_recommendation = "WATCH — Signal present but low confidence"
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else:
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else:
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report.action_recommendation = "NO TRADE — No clear signal"
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report.action_recommendation = "NO TRADE — No clear signal"
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@@ -379,7 +380,14 @@ class SignalAggregator:
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)
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)
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def _collect_reasons(self, report: SignalReport):
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def _collect_reasons(self, report: SignalReport):
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"""Collect bullish/bearish reasons from all indicators."""
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"""
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Collect bullish/bearish reasons from all indicators.
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Each indicator's description is captured once via the indicators
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dict. Pattern signals (candlestick) are already included in the
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'candlestick' indicator description, so we do NOT re-process
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pattern_signals to avoid duplicate entries.
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"""
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if not report.primary_analysis:
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if not report.primary_analysis:
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return
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return
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@@ -394,13 +402,6 @@ class SignalAggregator:
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prefix = "STRONG: " if ind.signal == SignalStrength.STRONG_SELL else ""
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prefix = "STRONG: " if ind.signal == SignalStrength.STRONG_SELL else ""
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report.bearish_reasons.append(f"{prefix}{ind.name}: {ind.description}")
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report.bearish_reasons.append(f"{prefix}{ind.name}: {ind.description}")
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# Add pattern signals
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for pattern in report.primary_analysis.pattern_signals:
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if any(kw in pattern.lower() for kw in ["bullish", "hammer", "buy"]):
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report.bullish_reasons.append(f"Pattern: {pattern}")
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elif any(kw in pattern.lower() for kw in ["bearish", "shooting", "sell"]):
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report.bearish_reasons.append(f"Pattern: {pattern}")
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# Add news context
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# Add news context
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if report.news_sentiment > 0.1:
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if report.news_sentiment > 0.1:
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report.bullish_reasons.append(f"News: {report.news_description}")
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report.bullish_reasons.append(f"News: {report.news_description}")
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