app.py

import gradio as gr
import requests
import pandas as pd
import numpy as np
from datetime import datetime
import time

# ──────────────────────────────────────────────────────────
#  COIN LİSTESİ (CoinGecko ID → Sembol)
# ──────────────────────────────────────────────────────────
COINS = {
    "bitcoin": "BTC",
    "ethereum": "ETH",
    "binancecoin": "BNB",
    "ripple": "XRP",
    "solana": "SOL",
    "cardano": "ADA",
    "dogecoin": "DOGE",
    "avalanche-2": "AVAX",
    "chainlink": "LINK",
    "polkadot": "DOT",
    "matic-network": "MATIC",
    "tron": "TRX",
    "litecoin": "LTC",
    "uniswap": "UNI",
    "cosmos": "ATOM",
    "near": "NEAR",
    "algorand": "ALGO",
    "stellar": "XLM",
    "filecoin": "FIL",
    "internet-computer": "ICP",
    "aptos": "APT",
    "arbitrum": "ARB",
    "optimism": "OP",
    "sui": "SUI",
    "pepe": "PEPE",
    "shiba-inu": "SHIB",
    "the-sandbox": "SAND",
    "decentraland": "MANA",
    "aave": "AAVE",
    "maker": "MKR",
}

BASE_URL = "https://api.coingecko.com/api/v3"
HEADERS = {"accept": "application/json"}

# ──────────────────────────────────────────────────────────
#  VERİ ÇEKME
# ──────────────────────────────────────────────────────────

def fetch_ohlc(coin_id: str, days: int = 30) -> pd.Series | None:
    """CoinGecko OHLC endpoint – günlük kapanış fiyatları."""
    url = f"{BASE_URL}/coins/{coin_id}/ohlc?vs_currency=usd&days={days}"
    try:
        r = requests.get(url, headers=HEADERS, timeout=20)
        r.raise_for_status()
        data = r.json()
        if not data:
            return None
        df = pd.DataFrame(data, columns=["ts", "open", "high", "low", "close"])
        df["ts"] = pd.to_datetime(df["ts"], unit="ms")
        df = df.set_index("ts").resample("D").last().dropna()
        return df["close"]
    except Exception:
        return None


def fetch_market_chart(coin_id: str, days: int = 30) -> pd.Series | None:
    """Fallback: /market_chart ile günlük fiyat."""
    url = f"{BASE_URL}/coins/{coin_id}/market_chart?vs_currency=usd&days={days}&interval=daily"
    try:
        r = requests.get(url, headers=HEADERS, timeout=20)
        r.raise_for_status()
        data = r.json().get("prices", [])
        if not data:
            return None
        df = pd.DataFrame(data, columns=["ts", "price"])
        df["ts"] = pd.to_datetime(df["ts"], unit="ms")
        df = df.set_index("ts").resample("D").last().dropna()
        return df["price"]
    except Exception:
        return None


def get_price_series(coin_id: str, days: int) -> pd.Series | None:
    s = fetch_ohlc(coin_id, days)
    if s is None or len(s) < 5:
        s = fetch_market_chart(coin_id, days)
    return s if s is not None and len(s) >= 5 else None


# ──────────────────────────────────────────────────────────
#  HESAPLAMALAR
# ──────────────────────────────────────────────────────────

def returns(series: pd.Series) -> pd.Series:
    return series.pct_change().dropna()


def rolling_corr(s1: pd.Series, s2: pd.Series, window: int = 14) -> float:
    """Son N günlük rolling correlation."""
    r1 = returns(s1)
    r2 = returns(s2)
    combined = pd.concat([r1, r2], axis=1).dropna()
    if len(combined) < window:
        return float(combined.iloc[:, 0].corr(combined.iloc[:, 1]))
    tail = combined.tail(window)
    return float(tail.iloc[:, 0].corr(tail.iloc[:, 1]))


def zscore_spread(s1: pd.Series, s2: pd.Series, window: int = 20) -> dict | None:
    """
    Pairs trading Z-score.
    ratio = log(s1) - log(s2)
    z = (ratio - mean) / std  (rolling window)
    """
    log1 = np.log(s1)
    log2 = np.log(s2)
    ratio = (log1 - log2).dropna()
    if len(ratio) < window:
        window = max(5, len(ratio) // 2)
    roll_mean = ratio.rolling(window).mean()
    roll_std  = ratio.rolling(window).std()
    zscore = ((ratio - roll_mean) / roll_std).dropna()
    if len(zscore) == 0:
        return None
    current_z     = float(zscore.iloc[-1])
    current_ratio = float(ratio.iloc[-1])
    ratio_mean    = float(ratio.mean())
    ratio_std     = float(ratio.std())
    half_life     = _half_life(ratio)
    return {
        "current_z":     current_z,
        "current_ratio": current_ratio,
        "ratio_mean":    ratio_mean,
        "ratio_std":     ratio_std,
        "half_life":     half_life,
    }


def _half_life(spread: pd.Series) -> float:
    """Ornstein-Uhlenbeck half-life (OLS)."""
    try:
        lag   = spread.shift(1).dropna()
        delta = spread.diff().dropna()
        combined = pd.concat([lag, delta], axis=1).dropna()
        if len(combined) < 5:
            return float("nan")
        x = combined.iloc[:, 0].values
        y = combined.iloc[:, 1].values
        A = np.vstack([np.ones(len(x)), x]).T
        result = np.linalg.lstsq(A, y, rcond=None)
        b = result[0][1]
        if b >= 0:
            return float("nan")
        return round(-np.log(2) / b, 1)
    except Exception:
        return float("nan")


def trade_signal(z: float, corr: float, half_life: float) -> tuple[str, str]:
    """Sinyal üret."""
    if abs(z) < 0.5:
        return "NÖTR", "#555577"
    if corr < 0.5:
        return "DÜŞÜK KOR.", "#443344"
    hl_ok = not np.isnan(half_life) and 2 <= half_life <= 60
    if abs(z) >= 2.5 and hl_ok:
        strength = "GÜÇLÜ"
    elif abs(z) >= 1.5:
        strength = "ORTA"
    else:
        strength = "İZLE"
    if z > 2.0:
        return f"{strength} · 1.SAT / 2.AL", "red"
    elif z < -2.0:
        return f"{strength} · 1.AL / 2.SAT", "green"
    elif z > 1.0:
        return f"{strength} · 1.SAT / 2.AL", "orange"
    else:
        return f"{strength} · 1.AL / 2.SAT", "yellow"


# ──────────────────────────────────────────────────────────
#  ANA TARAMA
# ──────────────────────────────────────────────────────────

def scan_correlations(
    selected_coins: list,
    days: int,
    min_corr: float,
    min_abs_z: float,
    progress=gr.Progress(),
):
    if not selected_coins or len(selected_coins) < 2:
        return _err_html("En az 2 coin seçin!"), None, "Tarama yapılmadı."

    coin_ids = [k for k, v in COINS.items() if v in selected_coins]
    n = len(coin_ids)

    # 1) Fiyat serilerini çek
    price_data = {}
    for i, cid in enumerate(coin_ids):
        sym = COINS[cid]
        progress((i + 1) / (n + 1), desc=f"{sym} fiyatları çekiliyor...")
        s = get_price_series(cid, days)
        if s is not None:
            price_data[sym] = s
        time.sleep(0.35)

    available = list(price_data.keys())
    if len(available) < 2:
        return _err_html("Yeterli fiyat verisi alınamadı. Tekrar deneyin."), None, "Hata."

    # 2) Tüm çiftleri analiz et
    pairs = []
    total_pairs = len(available) * (len(available) - 1) // 2
    idx = 0
    for i in range(len(available)):
        for j in range(i + 1, len(available)):
            idx += 1
            progress(idx / max(total_pairs, 1), desc=f"{available[i]}-{available[j]} analiz...")
            s1 = price_data[available[i]]
            s2 = price_data[available[j]]

            common = s1.index.intersection(s2.index)
            if len(common) < 10:
                continue
            s1c = s1.loc[common]
            s2c = s2.loc[common]

            corr = rolling_corr(s1c, s2c, window=min(14, len(common) - 1))
            if abs(corr) < min_corr:
                continue

            spread_info = zscore_spread(s1c, s2c, window=min(20, len(common) - 2))
            if spread_info is None:
                continue

            z  = spread_info["current_z"]
            if abs(z) < min_abs_z:
                continue

            hl = spread_info["half_life"]
            signal, _ = trade_signal(z, corr, hl)

            pairs.append({
                "Coin 1":          available[i],
                "Coin 2":          available[j],
                "Korelasyon":      round(corr, 4),
                "Z-Score":         round(z, 3),
                "Half-Life (gün)": round(hl, 1) if not np.isnan(hl) else "-",
                "Ratio (log)":     round(spread_info["current_ratio"], 5),
                "Ratio Ort.":      round(spread_info["ratio_mean"], 5),
                "Sinyal":          signal,
            })

    if not pairs:
        return _empty_html(min_corr, min_abs_z), None, f"Uygun çift bulunamadı (corr≥{min_corr}, |z|≥{min_abs_z})."

    df = (
        pd.DataFrame(pairs)
        .sort_values("Z-Score", key=abs, ascending=False)
        .reset_index(drop=True)
    )

    html = _render_html(df)
    log  = _make_log(df, days, available)
    return html, df, log


# ──────────────────────────────────────────────────────────
#  HTML RENDER
# ──────────────────────────────────────────────────────────

def _signal_style(sig: str) -> str:
    if "GÜÇLÜ" in sig and "SAT" in sig:
        return "background:#ff6b6b22;color:#ff6b6b;border:1px solid #ff6b6b55"
    if "GÜÇLÜ" in sig and "AL" in sig:
        return "background:#00ff8822;color:#00ff88;border:1px solid #00ff8855"
    if "ORTA" in sig and "SAT" in sig:
        return "background:#ff9f4322;color:#ff9f43;border:1px solid #ff9f4355"
    if "ORTA" in sig and "AL" in sig:
        return "background:#ffd70022;color:#ffd700;border:1px solid #ffd70055"
    if "İZLE" in sig:
        return "background:#7b7bff22;color:#7b7bff;border:1px solid #7b7bff55"
    return "color:#555;border:1px solid #333"


def _corr_bar(c: float) -> str:
    pct   = int(abs(c) * 100)
    color = "#00d2ff" if c > 0 else "#ff6b9d"
    return (
        f"<div style='display:flex;align-items:center;gap:8px'>"
        f"<div style='width:64px;height:5px;background:#1a1a3a;border-radius:3px'>"
        f"<div style='width:{pct}%;height:100%;background:{color};border-radius:3px'></div></div>"
        f"<span style='color:{color};font-size:13px;font-weight:700'>{c:+.3f}</span></div>"
    )


def _z_badge(z: float) -> str:
    az = abs(z)
    if az >= 2.5:
        c, sz = ("#ff4444" if z > 0 else "#00ff88"), "17px"
    elif az >= 1.5:
        c, sz = ("#ff9f43" if z > 0 else "#ffd700"), "15px"
    else:
        c, sz = "#7b7bff", "13px"
    arrow = "▲" if z > 0 else "▼"
    return f"<span style='color:{c};font-size:{sz};font-weight:800'>{arrow} {z:+.3f}</span>"


def _hl_badge(hl) -> str:
    if hl == "-" or (isinstance(hl, float) and np.isnan(hl)):
        return "<span style='color:#444'>—</span>"
    hl = float(hl)
    if 2 <= hl <= 60:
        c = "#00ff88"
    elif hl < 2:
        c = "#ff6b6b"
    else:
        c = "#555"
    return f"<span style='color:{c};font-family:monospace'>{hl:.1f} gün</span>"


def _render_html(df: pd.DataFrame) -> str:
    rows = ""
    for rank, (_, row) in enumerate(df.iterrows(), 1):
        sig    = row["Sinyal"]
        sstyle = _signal_style(sig)
        rows += f"""
        <tr>
          <td style='color:#555;font-size:11px;text-align:center'>{rank}</td>
          <td>
            <span style='color:#c0c0ff;font-weight:700;font-size:14px'>{row['Coin 1']}</span>
            <span style='color:#2a2a5a;margin:0 8px;font-size:18px'>⟷</span>
            <span style='color:#c0c0ff;font-weight:700;font-size:14px'>{row['Coin 2']}</span>
          </td>
          <td>{_corr_bar(row['Korelasyon'])}</td>
          <td>{_z_badge(row['Z-Score'])}</td>
          <td>{_hl_badge(row['Half-Life (gün)'])}</td>
          <td>
            <span style='display:inline-block;padding:5px 12px;border-radius:6px;
                         font-size:11px;font-weight:700;letter-spacing:.5px;white-space:nowrap;{sstyle}'>
              {sig}
            </span>
          </td>
        </tr>"""

    strong = len(df[df["Sinyal"].str.contains("GÜÇLÜ", na=False)])
    orta   = len(df[df["Sinyal"].str.contains("ORTA",  na=False)])
    izle   = len(df[df["Sinyal"].str.contains("İZLE",  na=False)])

    return f"""
    <style>
      @import url('https://fonts.googleapis.com/css2?family=Space+Mono&family=Syne:wght@400;700;800&display=swap');
      .ct-wrap  {{ background:#06060f;border-radius:14px;overflow:hidden;font-family:'Syne',sans-serif }}
      .ct-hdr   {{ background:linear-gradient(135deg,#0d0d2a,#12122a);padding:16px 22px;
                   display:flex;justify-content:space-between;align-items:center;
                   border-bottom:1px solid #1a1a3a }}
      .ct-title {{ font-size:11px;font-weight:800;letter-spacing:3px;color:#7b7bff }}
      .ct-stats {{ display:flex;gap:20px }}
      .ct-sv    {{ font-size:22px;font-weight:800;text-align:center }}
      .ct-sl    {{ font-size:9px;color:#444;letter-spacing:1.5px;text-align:center }}
      .ct-tbl   {{ width:100%;border-collapse:collapse }}
      .ct-tbl th {{ background:#0d0d22;color:#5555aa;padding:9px 14px;
                    font-size:9px;letter-spacing:2px;text-transform:uppercase;
                    text-align:left;border-bottom:1px solid #1a1a3a }}
      .ct-tbl td {{ padding:12px 14px;border-bottom:1px solid #0e0e22;vertical-align:middle }}
      .ct-tbl tr:hover td {{ background:#090918 }}
      .ct-tbl tr:last-child td {{ border-bottom:none }}
    </style>
    <div class='ct-wrap'>
      <div class='ct-hdr'>
        <span class='ct-title'>⚡ KORELASYon TİCARETİ &nbsp;·&nbsp; {datetime.now().strftime('%H:%M:%S')}</span>
        <div class='ct-stats'>
          <div><div class='ct-sv' style='color:#ff6b6b'>{strong}</div><div class='ct-sl'>GÜÇLÜ</div></div>
          <div><div class='ct-sv' style='color:#ffd700'>{orta}</div><div class='ct-sl'>ORTA</div></div>
          <div><div class='ct-sv' style='color:#7b7bff'>{izle}</div><div class='ct-sl'>İZLE</div></div>
          <div><div class='ct-sv' style='color:#aaa'>{len(df)}</div><div class='ct-sl'>TOPLAM</div></div>
        </div>
      </div>
      <table class='ct-tbl'>
        <thead><tr>
          <th>#</th><th>Çift</th><th>Korelasyon</th>
          <th>Z-Score</th><th>Half-Life</th><th>Sinyal</th>
        </tr></thead>
        <tbody>{rows}</tbody>
      </table>
    </div>"""


def _err_html(msg: str) -> str:
    return (
        f"<div style='background:#1a0a0a;border:1px solid #ff4444;border-radius:10px;"
        f"padding:30px;text-align:center;color:#ff6b6b;font-family:monospace'>⚠️ {msg}</div>"
    )


def _empty_html(min_corr: float, min_abs_z: float) -> str:
    return (
        f"<div style='background:#06060f;border:1px solid #1a1a3a;border-radius:12px;"
        f"padding:50px;text-align:center;font-family:monospace'>"
        f"<div style='font-size:40px'>📭</div>"
        f"<div style='color:#7b7bff;margin-top:14px'>corr≥{min_corr} ve |Z|≥{min_abs_z} koşullarını sağlayan çift bulunamadı.</div>"
        f"<div style='color:#444;margin-top:8px;font-size:12px'>Eşikleri düşürün veya daha fazla coin seçin.</div></div>"
    )


def _make_log(df: pd.DataFrame, days: int, available: list) -> str:
    lines = [
        f"[{datetime.now().strftime('%H:%M:%S')}] Tarama tamamlandı",
        f"  Analiz edilen coinler : {', '.join(available)}",
        f"  Tarihsel veri süresi  : {days} gün",
        f"  Bulunan çift sayısı   : {len(df)}",
        "─" * 60,
    ]
    for _, row in df.iterrows():
        lines.append(
            f"  {row['Coin 1']:<6} ↔ {row['Coin 2']:<6}  "
            f"corr={row['Korelasyon']:+.3f}  z={row['Z-Score']:+.3f}  "
            f"HL={row['Half-Life (gün)']} gün  →  {row['Sinyal']}"
        )
    return "\n".join(lines)


# ──────────────────────────────────────────────────────────
#  GRADIO ARAYÜZÜ
# ──────────────────────────────────────────────────────────

ALL_SYMBOLS     = sorted(COINS.values())
DEFAULT_COINS   = ["BTC", "ETH", "BNB", "SOL", "AVAX", "LINK", "ADA", "MATIC", "DOT", "ATOM"]

CSS = """
@import url('https://fonts.googleapis.com/css2?family=Syne:wght@400;700;800&display=swap');
body, .gradio-container {
    background:#06060f !important;
    color:#e0e0ff !important;
    font-family:'Syne',sans-serif !important;
}
.gr-button { font-family:'Syne',sans-serif !important; font-weight:700 !important; }
.gr-button-primary {
    background:linear-gradient(135deg,#7b7bff,#00d2ff) !important;
    color:#000 !important; border:none !important; letter-spacing:1px !important;
}
.gr-button-secondary {
    background:#0d0d22 !important;
    color:#7b7bff !important;
    border:1px solid #2a2a4a !important;
}
label { color:#aaa !important; font-size:11px !important; letter-spacing:1px !important; }
.gr-panel, .gr-box { background:#0a0a1a !important; border:1px solid #1a1a3a !important; }
footer { display:none !important; }
"""

HEADER_HTML = """
<div style='text-align:center;padding:28px 0 12px;font-family:Syne,sans-serif'>
  <div style='
    font-size:26px;font-weight:800;letter-spacing:5px;
    background:linear-gradient(90deg,#7b7bff,#00d2ff,#00ff88);
    -webkit-background-clip:text;-webkit-text-fill-color:transparent
  '>KORELASYON TRADİNG SKANER</div>
  <div style='color:#333;font-size:11px;letter-spacing:3px;margin-top:5px'>
    PAIRS TRADING · Z-SCORE · MEAN REVERSION · COINGECKO · API ANAHTARI YOK
  </div>
</div>"""

INFO_HTML = """
<div style='background:#0a0a1e;border:1px solid #1a1a3a;border-radius:10px;
            padding:14px 16px;font-size:12px;color:#666;line-height:2;margin-top:4px'>
  <div style='color:#7b7bff;font-weight:700;letter-spacing:1px;margin-bottom:4px'>📐 ALGORİTMA</div>
  <b style='color:#aaa'>Z-Score</b> = (log_ratio − ort) / std<br>
  <b style='color:#aaa'>Half-Life</b> = OU modeli ile mean-reversion hızı<br>
  <span style='color:#00ff88'>|Z| &gt; 2</span> → İşlem sinyali<br>
  <span style='color:#ffd700'>2 – 60 gün</span> → İdeal half-life aralığı<br>
  <span style='color:#ff6b6b'>Korelasyon &gt; 0.7</span> → Güvenilir çift
</div>"""


def export_csv(df):
    if df is None:
        return None
    path = "/tmp/korelasyon_sonuclari.csv"
    df.to_csv(path, index=False, encoding="utf-8-sig")
    return path


with gr.Blocks(title="Korelasyon Trading Skaner") as demo:
    gr.HTML(HEADER_HTML)

    with gr.Row():
        # ── Sol panel: coin seçimi ──
        with gr.Column(scale=1, min_width=200):
            coin_selector = gr.CheckboxGroup(
                choices=ALL_SYMBOLS,
                value=DEFAULT_COINS,
                label="COİN SEÇİMİ",
            )
            gr.HTML(INFO_HTML)

        # ── Sağ panel: kontroller + sonuç ──
        with gr.Column(scale=3):
            with gr.Row():
                days_slider = gr.Slider(
                    minimum=14, maximum=90, value=30, step=7,
                    label="VERİ SÜRESİ (GÜN)",
                )
                corr_slider = gr.Slider(
                    minimum=0.3, maximum=0.99, value=0.65, step=0.05,
                    label="MİN. KORELASYON",
                )
                z_slider = gr.Slider(
                    minimum=0.5, maximum=4.0, value=1.5, step=0.25,
                    label="MİN. |Z-SCORE|",
                )

            with gr.Row():
                scan_btn   = gr.Button("⚡ TARAMAYI BAŞLAT", variant="primary",   size="lg")
                clear_btn  = gr.Button("🗑 TEMİZLE",          variant="secondary")
                export_btn = gr.Button("📥 CSV İNDİR",        variant="secondary")

            result_html = gr.HTML(
                value=(
                    "<div style='color:#222;text-align:center;padding:70px;"
                    "font-family:monospace;font-size:13px'>Coin seçip taramayı başlatın →</div>"
                )
            )

            with gr.Accordion("📋 LOG / DETAY", open=False):
                log_box = gr.Textbox(
                    label="",
                    lines=14,
                    max_lines=22,
                    placeholder="Tarama logları burada görünür...",
                )

            df_state = gr.State(None)
            csv_file = gr.File(label="CSV Dosyası", visible=False)

    # ── Bağlantılar ──
    scan_btn.click(
        fn=scan_correlations,
        inputs=[coin_selector, days_slider, corr_slider, z_slider],
        outputs=[result_html, df_state, log_box],
    )

    clear_btn.click(
        fn=lambda: (
            "<div style='color:#222;text-align:center;padding:70px;font-family:monospace'>Temizlendi.</div>",
            None,
            "",
        ),
        outputs=[result_html, df_state, log_box],
    )

    export_btn.click(
        fn=export_csv,
        inputs=[df_state],
        outputs=[csv_file],
    ).then(fn=lambda: gr.update(visible=True), outputs=[csv_file])


if __name__ == "__main__":
    demo.launch(css=CSS)