Create scorer.py
Browse files
scorer.py
ADDED
|
@@ -0,0 +1,69 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import numpy as np
|
| 2 |
+
from typing import Dict, Any
|
| 3 |
+
|
| 4 |
+
|
| 5 |
+
def compute_structure_score(regime_data: Dict[str, Any]) -> float:
|
| 6 |
+
trend = regime_data.get("trend", "ranging")
|
| 7 |
+
structure = regime_data.get("structure", 0)
|
| 8 |
+
vol_expanding = regime_data.get("volatility_expanding", False)
|
| 9 |
+
|
| 10 |
+
if trend == "bullish":
|
| 11 |
+
base = 1.0
|
| 12 |
+
elif trend == "ranging":
|
| 13 |
+
base = 0.4
|
| 14 |
+
else:
|
| 15 |
+
base = 0.1
|
| 16 |
+
|
| 17 |
+
if structure == 1:
|
| 18 |
+
base = min(1.0, base + 0.2)
|
| 19 |
+
elif structure == -1:
|
| 20 |
+
base = max(0.0, base - 0.2)
|
| 21 |
+
|
| 22 |
+
if vol_expanding:
|
| 23 |
+
base = max(0.0, base - 0.15)
|
| 24 |
+
|
| 25 |
+
return float(np.clip(base, 0.0, 1.0))
|
| 26 |
+
|
| 27 |
+
|
| 28 |
+
def score_token(
|
| 29 |
+
regime_data: Dict[str, Any],
|
| 30 |
+
volume_data: Dict[str, Any],
|
| 31 |
+
vetoed: bool,
|
| 32 |
+
) -> Dict[str, float]:
|
| 33 |
+
if vetoed:
|
| 34 |
+
return {
|
| 35 |
+
"regime_score": 0.0,
|
| 36 |
+
"volume_score": 0.0,
|
| 37 |
+
"structure_score": 0.0,
|
| 38 |
+
"total_score": 0.0,
|
| 39 |
+
}
|
| 40 |
+
|
| 41 |
+
regime_score = float(np.clip(regime_data.get("regime_score", 0.0), 0.0, 1.0))
|
| 42 |
+
volume_score = float(np.clip(volume_data.get("volume_score", 0.0), 0.0, 1.0))
|
| 43 |
+
structure_score = compute_structure_score(regime_data)
|
| 44 |
+
|
| 45 |
+
regime_weight = 0.40
|
| 46 |
+
volume_weight = 0.35
|
| 47 |
+
structure_weight = 0.25
|
| 48 |
+
|
| 49 |
+
total_score = (
|
| 50 |
+
regime_score * regime_weight
|
| 51 |
+
+ volume_score * volume_weight
|
| 52 |
+
+ structure_score * structure_weight
|
| 53 |
+
)
|
| 54 |
+
|
| 55 |
+
return {
|
| 56 |
+
"regime_score": round(regime_score, 4),
|
| 57 |
+
"volume_score": round(volume_score, 4),
|
| 58 |
+
"structure_score": round(structure_score, 4),
|
| 59 |
+
"total_score": round(float(total_score), 4),
|
| 60 |
+
}
|
| 61 |
+
|
| 62 |
+
|
| 63 |
+
def rank_tokens(scored_tokens: Dict[str, Dict[str, Any]]) -> list:
|
| 64 |
+
ranked = sorted(
|
| 65 |
+
scored_tokens.items(),
|
| 66 |
+
key=lambda x: x[1].get("total_score", 0.0),
|
| 67 |
+
reverse=True,
|
| 68 |
+
)
|
| 69 |
+
return ranked
|