""" Forex Signal Intelligence Platform - News & Sentiment Engine ============================================================= Monitors economic calendar events and news sentiment to provide fundamental context for technical signals. Key principle: High-impact news events override technical signals. A perfect technical setup can be destroyed by an unexpected NFP print. """ import logging import re import time import xml.etree.ElementTree as ET from dataclasses import dataclass, field from datetime import datetime, timedelta, timezone from typing import Dict, List, Optional, Tuple import requests from config import NewsConfig logger = logging.getLogger(__name__) @dataclass class EconomicEvent: """Single economic calendar event.""" time: datetime currency: str impact: str # "low", "medium", "high" event: str forecast: Optional[str] = None previous: Optional[str] = None actual: Optional[str] = None surprise: Optional[str] = None # "positive", "negative", "inline", None @property def is_upcoming(self) -> bool: return self.time > datetime.now(timezone.utc) @property def minutes_until(self) -> float: delta = self.time - datetime.now(timezone.utc) return delta.total_seconds() / 60 @property def is_high_impact(self) -> bool: return self.impact == "high" @dataclass class NewsSentiment: """News sentiment analysis result.""" headline: str source: str timestamp: datetime currencies_mentioned: List[str] sentiment_score: float # -1.0 (bearish) to +1.0 (bullish) keywords: List[str] @dataclass class FundamentalContext: """Complete fundamental/news context for signal decisions.""" events_today: List[EconomicEvent] = field(default_factory=list) events_upcoming_1h: List[EconomicEvent] = field(default_factory=list) high_impact_warning: bool = False warning_message: str = "" news_sentiment: Dict[str, float] = field(default_factory=dict) # currency -> sentiment news_headlines: List[NewsSentiment] = field(default_factory=list) event_impact_on_pairs: Dict[str, str] = field(default_factory=dict) calendar_available: bool = False # True if live calendar data was fetched class NewsEngine: """ Economic calendar and news sentiment analyzer. Provides fundamental context that modifies technical signal confidence. """ # Keywords that indicate directional sentiment BULLISH_KEYWORDS = { "rate hike", "hawkish", "strong growth", "beat expectations", "above forecast", "above estimate", "above expectation", "surplus", "expansion", "employment gains", "strong jobs", "gdp growth", "inflation rising", "tightening", "positive surprise", "record high", "bullish", "rally", "stronger than expected", "upbeat", "beats", "surges", "soars", "jumps", "climbs", "rises", "higher than expected", "better than expected", "strong data", "robust", "resilient", "accelerates", } BEARISH_KEYWORDS = { "rate cut", "dovish", "recession", "slowdown", "contraction", "below forecast", "below estimate", "below expectation", "deficit", "miss expectations", "weak data", "unemployment rise", "negative surprise", "bearish", "selloff", "weaker than expected", "downbeat", "easing", "stimulus", "misses", "slides", "drops", "falls", "plunges", "tumbles", "weakens", "slumps", "declines", "retreats", "lower than expected", "worse than expected", "disappointing", "soft data", } # Currency-specific keywords for headline parsing CURRENCY_KEYWORDS = { "USD": ["dollar", "fed", "fomc", "treasury", "us ", "american", "nonfarm", "nfp"], "EUR": ["euro", "ecb", "eurozone", "eu ", "german", "french"], "GBP": ["pound", "sterling", "boe", "bank of england", "uk ", "british"], "JPY": ["yen", "boj", "bank of japan", "japanese"], "CHF": ["franc", "snb", "swiss"], "AUD": ["aussie", "rba", "australian", "australia"], "CAD": ["loonie", "boc", "canadian", "canada"], "NZD": ["kiwi", "rbnz", "new zealand"], "XAU": ["gold", "xau", "precious metal", "safe haven", "bullion"], } # High-impact event types (these move markets significantly) HIGH_IMPACT_EVENTS = { "interest rate decision", "nonfarm payrolls", "non-farm", "gdp", "cpi", "inflation", "employment change", "retail sales", "pmi", "fomc", "ecb press conference", "boe rate", "rba rate", "snb rate", "boc rate", } _calendar_backoff_until: float = 0.0 _CALENDAR_CACHE_TTL: float = 3600.0 def __init__(self, config: NewsConfig): self.config = config self._session = requests.Session() self._session.headers.update({ "User-Agent": "Mozilla/5.0 (compatible; ForexIntel/1.0)" }) self._calendar_cache: List[EconomicEvent] = [] self._calendar_cache_time: float = 0.0 def get_fundamental_context( self, currencies: Optional[List[str]] = None ) -> FundamentalContext: """ Get complete fundamental context for signal decisions. Combines economic calendar + news sentiment into actionable context. """ if currencies is None: currencies = self.config.tracked_currencies context = FundamentalContext() # 1. Economic calendar events try: events = self._fetch_economic_calendar(currencies) now = datetime.now(timezone.utc) context.events_today = [e for e in events if e.time.date() == now.date()] context.events_upcoming_1h = [ e for e in events if 0 < e.minutes_until <= 60 ] context.calendar_available = bool(events) # Check for high-impact warnings for event in events: if event.is_high_impact and 0 < event.minutes_until <= self.config.pre_event_buffer_minutes: context.high_impact_warning = True context.warning_message = ( f"HIGH IMPACT: {event.currency} {event.event} " f"in {event.minutes_until:.0f} min — signals may be unreliable" ) break # Map upcoming high-impact events to affected pairs for event in context.events_upcoming_1h: if event.is_high_impact: affected = self._get_affected_pairs(event.currency) for pair in affected: context.event_impact_on_pairs[pair] = ( f"{event.currency} {event.event} in {event.minutes_until:.0f}min" ) except Exception as e: logger.warning(f"Economic calendar fetch failed: {e}") # 2. News sentiment try: headlines = self._fetch_news_sentiment() context.news_headlines = headlines # Aggregate sentiment per currency for currency in currencies: scores = [ h.sentiment_score for h in headlines if currency in h.currencies_mentioned ] if scores: context.news_sentiment[currency] = sum(scores) / len(scores) except Exception as e: logger.warning(f"News sentiment fetch failed: {e}") return context @staticmethod def _parse_pair(pair_symbol: str) -> Tuple[str, str]: if "/" in pair_symbol: parts = pair_symbol.split("/") return parts[0], parts[1] clean = pair_symbol.replace("=X", "") return clean[:3], clean[3:] def get_event_risk_level(self, pair_symbol: str, context: FundamentalContext) -> Tuple[str, str]: """ Get event risk level for a specific pair. Returns (risk_level, description). risk_level: "clear", "caution", "danger" """ base, quote = self._parse_pair(pair_symbol) # Check upcoming high-impact events for event in context.events_upcoming_1h: if event.is_high_impact and event.currency in (base, quote): mins = event.minutes_until if mins <= self.config.pre_event_buffer_minutes: return "danger", f"{event.currency} {event.event} in {mins:.0f}min" else: return "caution", f"{event.currency} {event.event} in {mins:.0f}min" # Check for recent high-impact releases (within post-event buffer) for event in context.events_today: if event.is_high_impact and event.currency in (base, quote): if not event.is_upcoming and event.minutes_until > -self.config.post_event_buffer_minutes: return "caution", f"{event.currency} {event.event} just released" return "clear", "No significant events" def get_pair_sentiment( self, pair_symbol: str, context: FundamentalContext ) -> Tuple[float, str]: """ Get net sentiment for a pair based on news. Returns (score, description) where score is -1 to +1. Positive = bullish for the pair, negative = bearish. """ base, quote = self._parse_pair(pair_symbol) base_sent = context.news_sentiment.get(base, 0.0) quote_sent = context.news_sentiment.get(quote, 0.0) # Net sentiment: positive base or negative quote = bullish for pair net = base_sent - quote_sent if abs(net) < 0.1: desc = "Neutral news sentiment" elif net > 0.3: desc = f"Bullish sentiment ({base} positive / {quote} negative)" elif net > 0: desc = "Slightly bullish sentiment" elif net < -0.3: desc = f"Bearish sentiment ({base} negative / {quote} positive)" else: desc = "Slightly bearish sentiment" return net, desc # ── Private Methods ──────────────────────────────────────────── # Maps country names in MyFXBook titles to currency codes _COUNTRY_TO_CURRENCY = { "united states": "USD", "euro area": "EUR", "united kingdom": "GBP", "japan": "JPY", "switzerland": "CHF", "australia": "AUD", "canada": "CAD", "new zealand": "NZD", } def _fetch_economic_calendar(self, currencies: List[str]) -> List[EconomicEvent]: """ Fetch economic calendar events from a free API. Tries Forex Factory first, falls back to MyFXBook RSS. Returns an empty list (with a log warning) if unavailable — we never generate fake events since that causes constant false alarms. Results are cached for 1 hour since the weekly calendar rarely changes. """ now = time.time() if self._calendar_cache and (now - self._calendar_cache_time) < self._CALENDAR_CACHE_TTL: return [e for e in self._calendar_cache if e.currency in currencies] for fetcher in (self._try_fetch_calendar_api, self._try_fetch_myfxbook_rss): try: events = fetcher() if events: self._calendar_cache = events self._calendar_cache_time = now logger.debug(f"Calendar cached: {len(events)} events (TTL {self._CALENDAR_CACHE_TTL:.0f}s)") return [e for e in events if e.currency in currencies] except Exception as e: logger.debug(f"Calendar fetch exception ({fetcher.__name__}): {e}") logger.info( "Economic calendar data unavailable. " "Event risk checks will be skipped for this cycle." ) return [] def _try_fetch_calendar_api(self) -> List[EconomicEvent]: """Attempt to fetch from the Forex Factory free JSON calendar.""" now = time.time() if now < NewsEngine._calendar_backoff_until: wait = NewsEngine._calendar_backoff_until - now logger.debug(f"Calendar API in backoff for {wait:.0f}s more") return [] url = "https://nfs.faireconomy.media/ff_calendar_thisweek.json" for attempt in range(3): try: resp = self._session.get(url, timeout=10) except requests.RequestException as e: logger.debug(f"Calendar request failed (attempt {attempt + 1}): {e}") if attempt < 2: time.sleep(2 ** attempt) continue if resp.status_code == 429: retry_after = int(resp.headers.get("Retry-After", 300)) retry_after = min(retry_after, 600) NewsEngine._calendar_backoff_until = time.time() + retry_after logger.warning( f"Calendar API rate-limited (429), backing off {retry_after}s" ) return [] if resp.status_code != 200: logger.debug(f"Calendar API returned {resp.status_code}") return [] data = resp.json() events = [] impact_map = {"High": "high", "Medium": "medium", "Low": "low"} for item in data: try: impact = impact_map.get(item.get("impact", ""), "low") date_str = item.get("date", "") if not date_str: continue event_time = datetime.fromisoformat(date_str.replace("Z", "+00:00")) events.append(EconomicEvent( time=event_time, currency=item.get("country", ""), impact=impact, event=item.get("title", ""), forecast=item.get("forecast") or None, previous=item.get("previous") or None, actual=item.get("actual") or None, )) except Exception: continue return events return [] def _try_fetch_myfxbook_rss(self) -> List[EconomicEvent]: """Fallback calendar source: MyFXBook economic calendar RSS.""" url = "https://www.myfxbook.com/rss/forex-economic-calendar-events" try: resp = self._session.get(url, timeout=10) except requests.RequestException as e: logger.debug(f"MyFXBook calendar request failed: {e}") return [] if resp.status_code != 200: return [] try: root = ET.fromstring(resp.content) except ET.ParseError: return [] events = [] for item in root.iter("item"): try: title_el = item.find("title") pub_el = item.find("pubDate") desc_el = item.find("description") if title_el is None or title_el.text is None: continue title = title_el.text.strip() currency = "" title_lower = title.lower() for country, cur in self._COUNTRY_TO_CURRENCY.items(): if title_lower.startswith(country): currency = cur title = title[len(country):].strip() break if not currency: continue event_time = self._parse_rss_date( pub_el.text if pub_el is not None else None ) if event_time is None: continue impact = "low" desc_text = desc_el.text if desc_el is not None and desc_el.text else "" impact_match = re.search(r"sprite-(high|medium|low)-impact", desc_text) if impact_match: impact = impact_match.group(1) cells = re.findall(r"]*>(.*?)", desc_text, re.DOTALL) cells = [re.sub(r"<[^>]+>", "", c).strip() for c in cells] previous = cells[2] if len(cells) > 2 and cells[2] else None forecast = cells[3] if len(cells) > 3 and cells[3] else None actual = cells[4] if len(cells) > 4 and cells[4] else None events.append(EconomicEvent( time=event_time, currency=currency, impact=impact, event=title, forecast=forecast, previous=previous, actual=actual, )) except Exception: continue logger.debug(f"MyFXBook calendar: parsed {len(events)} events") return events def _fetch_news_sentiment(self) -> List[NewsSentiment]: """Fetch and analyze news headlines for sentiment.""" headlines = [] for feed_url in self.config.rss_feeds: try: resp = self._session.get(feed_url, timeout=10) if resp.status_code != 200: continue root = ET.fromstring(resp.content) for item in root.iter("item"): title_el = item.find("title") pub_date_el = item.find("pubDate") if title_el is None: continue title = title_el.text or "" pub_date = self._parse_rss_date( pub_date_el.text if pub_date_el is not None else None ) # Only recent headlines (last 24h) if pub_date and (datetime.now(timezone.utc) - pub_date).total_seconds() > 86400: continue sentiment = self._analyze_headline_sentiment(title) currencies = self._extract_currencies(title) if currencies: headlines.append(NewsSentiment( headline=title, source=feed_url, timestamp=pub_date or datetime.now(timezone.utc), currencies_mentioned=currencies, sentiment_score=sentiment, keywords=self._extract_keywords(title), )) except Exception as e: logger.debug(f"Failed to fetch RSS from {feed_url}: {e}") return headlines def _analyze_headline_sentiment(self, headline: str) -> float: """ Simple keyword-based sentiment analysis. 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. """ 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) total = bullish_score + bearish_score if total == 0: return 0.0 return (bullish_score - bearish_score) / total def _extract_currencies(self, headline: str) -> List[str]: """Extract mentioned currencies from a headline.""" headline_lower = headline.lower() found = [] for currency, keywords in self.CURRENCY_KEYWORDS.items(): if re.search(r'\b' + re.escape(currency.lower()) + r'\b', headline_lower): found.append(currency) continue for kw in keywords: kw_stripped = kw.strip() if kw_stripped and re.search(r'\b' + re.escape(kw_stripped) + r'\b', headline_lower): found.append(currency) break return list(set(found)) def _extract_keywords(self, headline: str) -> List[str]: """Extract relevant trading keywords from headline.""" headline_lower = headline.lower() return [kw for kw in self.BULLISH_KEYWORDS | self.BEARISH_KEYWORDS if kw in headline_lower] @staticmethod def _parse_rss_date(date_str: Optional[str]) -> Optional[datetime]: """Parse various RSS date formats into a timezone-aware datetime.""" if not date_str: return None formats = [ "%a, %d %b %Y %H:%M:%S %z", # RFC 822 with numeric tz offset "%a, %d %b %Y %H:%M:%S %Z", # RFC 822 with tz abbreviation (GMT/UTC) "%a, %d %b %Y %H:%M %Z", # RFC 822 without seconds (MyFXBook) "%a, %d %b %Y %H:%M %z", # RFC 822 without seconds, numeric offset "%Y-%m-%dT%H:%M:%S%z", # ISO 8601 with offset "%Y-%m-%d %H:%M:%S", # ISO 8601 naive (assume UTC) ] for fmt in formats: try: dt = datetime.strptime(date_str.strip(), fmt) # If strptime already attached tzinfo (from %z), keep it. # Otherwise the string had no timezone info — assume UTC. if dt.tzinfo is not None: return dt return dt.replace(tzinfo=timezone.utc) except ValueError: continue return None @staticmethod def _get_affected_pairs(currency: str) -> List[str]: _MAP = { "USD": ["XAU/USD", "EUR/USD"], "XAU": ["XAU/USD"], "EUR": ["EUR/USD"], } return _MAP.get(currency, [])