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Khanna, Videh Rakesh Rakesh Claude Sonnet 4.6 commited on
Commit ·
edd5dd2
1
Parent(s): 89f4faa
feat: bearish neutralization guard, T7 trigger, WhatsApp alerts, equity curve + portfolio review
Browse filesai_forecast: add T7 (slow positive drift) trigger to 1D/3D/5D; loosen T4/guard RSI+BB thresholds
to 50/45% (from 46/40%); add bearish neutralization guard (BEARISH → NEUTRAL when momentum > -3%
and BB < 65% and RSI < 60 and no bull trigger fired); Nifty-EMA200 context in bearish guard.
app.py: WhatsApp HIGH-confidence alerts on watchlist refresh (no-op if env not set);
/api/equity-curve endpoint; /api/portfolio-review batch AI trade coach endpoint.
risk_engine: include_curve=True support for equity curve data.
top5_picker: refactored for reliability.
research: backtest + loop_backtest + validate_on_trades updates; confidence calibration tuned.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- ai_forecast.py +24 -6
- app.py +79 -0
- research/ai_prompt_accuracy.csv +0 -0
- research/ai_prompt_accuracy_trades.csv +73 -73
- research/backtest.py +144 -2
- research/confidence_calibration.json +23 -16
- research/loop_backtest.py +17 -0
- research/validate_on_trades.py +6 -1
- risk_engine.py +26 -1
- static/app.js +8 -2
- static/style.css +11 -0
- top5_picker.py +38 -20
- whatsapp_alerts.py +80 -0
ai_forecast.py
CHANGED
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@@ -974,6 +974,9 @@ def _build_synthesis_prompt(
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| 974 |
" [B1] Price below VWAP AND price broke the opening-range (ORB) low AND RSI(5) falling\n"
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| 975 |
" [B2] Gap down (<-0.3%) failing to reclaim the opening price [failed gap]\n"
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| 976 |
"BEARISH GUARD: If RSI < 44 AND BB < 35% → call BULLISH not BEARISH (oversold bounce).\n"
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| 977 |
"NEUTRAL: no trigger fires AND price is hovering around VWAP with flat RSI(5).\n"
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| 978 |
"Confidence: HIGH = price + VWAP + ORB all aligned. Conflicting VWAP/ORB → MEDIUM. "
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| 979 |
"Mixed/at-VWAP → LOW → output NEUTRAL.\n"
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@@ -984,15 +987,20 @@ def _build_synthesis_prompt(
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| 984 |
" [T1] Price above EMA50 AND MACD > 0\n"
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| 985 |
" [T2] Price above EMA50 AND 10D momentum > +3% AND BB position < 85%\n"
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| 986 |
" [T3] Price above EMA50 AND 3+ consecutive up days AND 20D momentum > 0%\n"
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| 987 |
-
" [T4] RSI <
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| 988 |
" [T5] 10D momentum > +7% AND BB position < 80% [strong momentum breakout]\n"
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| 989 |
" [T6] RSI < 44 AND BB position < 35% [deeply oversold — expect intraday bounce]\n"
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| 990 |
"BEARISH trigger — ALL conditions required (confirmed bear market, not just correction):\n"
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| 991 |
" [B2] Below EMA50 AND below EMA200 AND MACD < 0 AND 10D momentum < -5%\n"
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| 992 |
" AND RSI > 50 AND BB > 40% [established bear trend, not oversold]\n"
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| 993 |
"OVERBOUGHT stocks (BB > 90%, RSI > 63): call NEUTRAL — NSE stocks in strong uptrends\n"
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| 994 |
" continue rallying; overbought alone is NOT a reversal signal.\n"
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| 995 |
-
"BEARISH GUARD: If RSI <
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| 996 |
"POST-SELLOFF GUARD: If Streak shows 3+ consecutive DOWN days → call NEUTRAL, not BEARISH.\n"
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| 997 |
" After a multi-day selloff, NSE stocks mean-revert strongly. B2 cannot fire in this state.\n"
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| 998 |
" Exception: B1 (BB>95% AND RSI>64 — stock JUST peaked before falling) can still be BEARISH.\n"
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@@ -1007,14 +1015,19 @@ def _build_synthesis_prompt(
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| 1007 |
" [T1] Price above EMA50 AND MACD > 0\n"
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| 1008 |
" [T2] Price above EMA50 AND (10D momentum > +3% OR 20D momentum > +2%)\n"
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| 1009 |
" [T3] Price above EMA50 AND 3+ consecutive up days AND 20D momentum > 0%\n"
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| 1010 |
-
" [T4] RSI <
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| 1011 |
" [T5] 10D momentum > +6% AND BB position < 75% [strong breakout]\n"
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| 1012 |
" [T6] RSI < 44 AND BB position < 35% [deeply oversold — high bounce probability over 3D]\n"
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| 1013 |
"BEARISH trigger — ALL conditions required:\n"
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| 1014 |
" [B2] Below EMA50 AND below EMA200 AND MACD < 0 AND 20D momentum < -5%\n"
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| 1015 |
" AND RSI > 50 AND BB > 40% [confirmed bear market downtrend, not correction]\n"
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| 1016 |
"OVERBOUGHT stocks (BB > 90%, RSI > 62): call NEUTRAL — momentum stocks continue higher.\n"
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| 1017 |
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"BEARISH GUARD: If RSI <
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| 1018 |
"POST-SELLOFF GUARD: If Streak shows 3+ consecutive DOWN days → call NEUTRAL, not BEARISH.\n"
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| 1019 |
" After a multi-day selloff, NSE stocks mean-revert. 3D BEARISH after 3+ down days fails ~97%.\n"
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| 1020 |
" Exception: B1 (stock JUST reversed from an extreme peak — BB>95%, RSI>64) can be BEARISH.\n"
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@@ -1029,14 +1042,19 @@ def _build_synthesis_prompt(
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| 1029 |
" [T1] Price above EMA50 AND 20D momentum > 0%\n"
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| 1030 |
" [T2] Price above EMA200 AND MACD > 0 [medium-term trend intact]\n"
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| 1031 |
" [T3] 10D momentum > +5% AND BB position < 70% [trend with room to run]\n"
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| 1032 |
-
" [T4] RSI <
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| 1033 |
" [T5] RSI < 44 AND BB position < 30% [deeply oversold — strong 5D bounce likely]\n"
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| 1034 |
"BEARISH trigger — ALL conditions required:\n"
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| 1035 |
" [B2] Below EMA50 AND below EMA200 AND 20D momentum < -6%\n"
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| 1036 |
" AND MACD < 0 AND RSI > 52 AND BB > 40% [genuine bear trend, not oversold dip]\n"
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| 1037 |
"OVERBOUGHT stocks (BB > 90%, RSI > 60): call NEUTRAL — high-momentum NSE stocks\n"
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| 1038 |
" overshoot and keep running; overbought is not a timing signal over 5 days.\n"
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| 1039 |
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"BEARISH GUARD: If RSI <
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| 1040 |
"POST-SELLOFF GUARD: If Streak shows 3+ consecutive DOWN days → call NEUTRAL, not BEARISH.\n"
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| 1041 |
" Over 5D horizon, stocks recovering from multi-day selloffs outperform BEARISH predictions.\n"
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| 1042 |
" Exception: B1 (extreme overbought before the drop — BB>95%, RSI>64) can still be BEARISH.\n"
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| 974 |
" [B1] Price below VWAP AND price broke the opening-range (ORB) low AND RSI(5) falling\n"
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| 975 |
" [B2] Gap down (<-0.3%) failing to reclaim the opening price [failed gap]\n"
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| 976 |
"BEARISH GUARD: If RSI < 44 AND BB < 35% → call BULLISH not BEARISH (oversold bounce).\n"
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| 977 |
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"BEARISH NEUTRALIZATION GUARD (prevents wrong BEARISH only — does NOT override BULLISH):\n"
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| 978 |
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" If NO bullish trigger fired AND you are about to call BEARISH AND 10D momentum > -3%\n"
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| 979 |
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" AND BB < 65% AND RSI < 60 → call NEUTRAL instead (insufficient bearish evidence for intraday)\n"
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| 980 |
"NEUTRAL: no trigger fires AND price is hovering around VWAP with flat RSI(5).\n"
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| 981 |
"Confidence: HIGH = price + VWAP + ORB all aligned. Conflicting VWAP/ORB → MEDIUM. "
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| 982 |
"Mixed/at-VWAP → LOW → output NEUTRAL.\n"
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| 987 |
" [T1] Price above EMA50 AND MACD > 0\n"
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| 988 |
" [T2] Price above EMA50 AND 10D momentum > +3% AND BB position < 85%\n"
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| 989 |
" [T3] Price above EMA50 AND 3+ consecutive up days AND 20D momentum > 0%\n"
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| 990 |
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" [T4] RSI < 50 AND BB position < 45% AND 10D momentum > -2% [mild oversold + flat momentum]\n"
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| 991 |
" [T5] 10D momentum > +7% AND BB position < 80% [strong momentum breakout]\n"
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| 992 |
" [T6] RSI < 44 AND BB position < 35% [deeply oversold — expect intraday bounce]\n"
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| 993 |
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" [T7] Price above EMA50 AND 20D momentum between +1% and +5% AND RSI < 62 [slow positive drift]\n"
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| 994 |
"BEARISH trigger — ALL conditions required (confirmed bear market, not just correction):\n"
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| 995 |
" [B2] Below EMA50 AND below EMA200 AND MACD < 0 AND 10D momentum < -5%\n"
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| 996 |
" AND RSI > 50 AND BB > 40% [established bear trend, not oversold]\n"
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| 997 |
"OVERBOUGHT stocks (BB > 90%, RSI > 63): call NEUTRAL — NSE stocks in strong uptrends\n"
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| 998 |
" continue rallying; overbought alone is NOT a reversal signal.\n"
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| 999 |
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"BEARISH GUARD: If RSI < 50 AND BB < 45% AND Nifty ABOVE EMA200 → call BULLISH not BEARISH\n"
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| 1000 |
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" (If Nifty BELOW EMA200, oversold stocks may continue falling — output NEUTRAL instead)\n"
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| 1001 |
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"BEARISH NEUTRALIZATION GUARD (prevents wrong BEARISH calls only — does NOT override BULLISH):\n"
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" If NO bullish trigger fired AND you are about to call BEARISH AND 10D momentum > -3%\n"
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" AND BB < 65% AND RSI < 60 → call NEUTRAL instead (insufficient bearish evidence)\n"
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| 1004 |
"POST-SELLOFF GUARD: If Streak shows 3+ consecutive DOWN days → call NEUTRAL, not BEARISH.\n"
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| 1005 |
" After a multi-day selloff, NSE stocks mean-revert strongly. B2 cannot fire in this state.\n"
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| 1006 |
" Exception: B1 (BB>95% AND RSI>64 — stock JUST peaked before falling) can still be BEARISH.\n"
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| 1015 |
" [T1] Price above EMA50 AND MACD > 0\n"
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" [T2] Price above EMA50 AND (10D momentum > +3% OR 20D momentum > +2%)\n"
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| 1017 |
" [T3] Price above EMA50 AND 3+ consecutive up days AND 20D momentum > 0%\n"
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" [T4] RSI < 50 AND BB position < 45% AND 10D momentum > -2% [mild oversold bounce]\n"
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| 1019 |
" [T5] 10D momentum > +6% AND BB position < 75% [strong breakout]\n"
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| 1020 |
" [T6] RSI < 44 AND BB position < 35% [deeply oversold — high bounce probability over 3D]\n"
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| 1021 |
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" [T7] Price above EMA50 AND 20D momentum between +1% and +5% AND RSI < 62 [slow positive drift]\n"
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| 1022 |
"BEARISH trigger — ALL conditions required:\n"
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| 1023 |
" [B2] Below EMA50 AND below EMA200 AND MACD < 0 AND 20D momentum < -5%\n"
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| 1024 |
" AND RSI > 50 AND BB > 40% [confirmed bear market downtrend, not correction]\n"
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| 1025 |
"OVERBOUGHT stocks (BB > 90%, RSI > 62): call NEUTRAL — momentum stocks continue higher.\n"
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| 1026 |
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"BEARISH GUARD: If RSI < 50 AND BB < 45% AND Nifty ABOVE EMA200 → call BULLISH not BEARISH\n"
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| 1027 |
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" (If Nifty BELOW EMA200, oversold stocks may continue falling — output NEUTRAL instead)\n"
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| 1028 |
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"BEARISH NEUTRALIZATION GUARD (prevents wrong BEARISH calls only — does NOT override BULLISH):\n"
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| 1029 |
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" If NO bullish trigger fired AND you are about to call BEARISH AND 10D momentum > -3%\n"
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| 1030 |
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" AND BB < 65% AND RSI < 60 → call NEUTRAL instead (insufficient bearish evidence)\n"
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| 1031 |
"POST-SELLOFF GUARD: If Streak shows 3+ consecutive DOWN days → call NEUTRAL, not BEARISH.\n"
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| 1032 |
" After a multi-day selloff, NSE stocks mean-revert. 3D BEARISH after 3+ down days fails ~97%.\n"
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| 1033 |
" Exception: B1 (stock JUST reversed from an extreme peak — BB>95%, RSI>64) can be BEARISH.\n"
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| 1042 |
" [T1] Price above EMA50 AND 20D momentum > 0%\n"
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| 1043 |
" [T2] Price above EMA200 AND MACD > 0 [medium-term trend intact]\n"
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| 1044 |
" [T3] 10D momentum > +5% AND BB position < 70% [trend with room to run]\n"
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| 1045 |
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" [T4] RSI < 50 AND BB position < 45% AND 10D momentum > -3%\n"
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| 1046 |
" [T5] RSI < 44 AND BB position < 30% [deeply oversold — strong 5D bounce likely]\n"
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" [T6] Price above EMA50 AND 20D momentum between +1% and +5% AND RSI < 62 [slow positive drift]\n"
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| 1048 |
"BEARISH trigger — ALL conditions required:\n"
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" [B2] Below EMA50 AND below EMA200 AND 20D momentum < -6%\n"
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" AND MACD < 0 AND RSI > 52 AND BB > 40% [genuine bear trend, not oversold dip]\n"
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| 1051 |
"OVERBOUGHT stocks (BB > 90%, RSI > 60): call NEUTRAL — high-momentum NSE stocks\n"
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| 1052 |
" overshoot and keep running; overbought is not a timing signal over 5 days.\n"
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"BEARISH GUARD: If RSI < 50 AND BB < 45% AND Nifty ABOVE EMA200 → call BULLISH not BEARISH\n"
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" (If Nifty BELOW EMA200, oversold stocks may continue falling — output NEUTRAL instead)\n"
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"BEARISH NEUTRALIZATION GUARD (prevents wrong BEARISH calls only — does NOT override BULLISH):\n"
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" If NO bullish trigger fired AND you are about to call BEARISH AND 10D momentum > -3%\n"
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" AND BB < 65% AND RSI < 60 → call NEUTRAL instead (insufficient bearish evidence)\n"
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| 1058 |
"POST-SELLOFF GUARD: If Streak shows 3+ consecutive DOWN days → call NEUTRAL, not BEARISH.\n"
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| 1059 |
" Over 5D horizon, stocks recovering from multi-day selloffs outperform BEARISH predictions.\n"
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" Exception: B1 (extreme overbought before the drop — BB>95%, RSI>64) can still be BEARISH.\n"
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app.py
CHANGED
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@@ -1403,6 +1403,14 @@ def watchlist_picks():
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if not market and pick_market:
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market = pick_market
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mkt = nse_market_status()
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resp: dict = {"picks": picks, "market": market,
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"generated_at": datetime.now().strftime("%Y-%m-%d %H:%M")}
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return _json_no_store(summary)
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# ── SIGNAL ACCURACY ───────────────────────────────────────────────────────────
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@app.route("/api/signal-accuracy")
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if not market and pick_market:
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market = pick_market
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# Send WhatsApp alerts for HIGH-confidence predictions (no-op if env vars not set)
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try:
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from whatsapp_alerts import send_bulk_alerts
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all_tf_preds = [tf_pred for pick in picks for tf_pred in pick.get("timeframes", {}).values() if isinstance(tf_pred, dict)]
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| 1410 |
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send_bulk_alerts(all_tf_preds)
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except Exception:
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pass
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mkt = nse_market_status()
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resp: dict = {"picks": picks, "market": market,
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"generated_at": datetime.now().strftime("%Y-%m-%d %H:%M")}
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return _json_no_store(summary)
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@app.route("/api/equity-curve")
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def equity_curve():
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"""Return the equity curve (running portfolio value starting at 100) from closed trades."""
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try:
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from risk_engine import get_portfolio_risk
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data = get_portfolio_risk(include_curve=True)
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curve = data.get("equity_curve") or []
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| 1821 |
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return _json_no_store({"equity_curve": curve, "trade_count": data.get("trade_count", 0)})
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except Exception as e:
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return _json_no_store({"equity_curve": [], "error": str(e)}), 500
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| 1824 |
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@app.route("/api/portfolio-review")
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| 1827 |
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def portfolio_review():
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"""Batch AI review of last N closed trades — surfaces systematic patterns and biases."""
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from datetime import datetime as _dt
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n = request.args.get("n", 20, type=int)
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n = max(5, min(n, 100))
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trades = db.get_trade_history()
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closed = [t for t in trades if t.get("pnl_pct") is not None][-n:]
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| 1835 |
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if len(closed) < 3:
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return _json_no_store({"error": "Need at least 3 closed trades for a meaningful review", "trade_count": len(closed)})
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| 1837 |
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lines = []
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for t in closed:
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outcome = "WIN" if _safe_float(t.get("pnl_pct"), 0) >= 0 else "LOSS"
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lines.append(
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f"- {t.get('ticker','?')} | {t.get('direction','?')} | "
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f"Entry ₹{_safe_float(t.get('entry_price'),0):.0f} → Exit ₹{_safe_float(t.get('exit_price') or t.get('current_price'),0):.0f} | "
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f"P&L {_safe_float(t.get('pnl_pct'),0):+.2f}% | {outcome}"
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)
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trade_list = "\n".join(lines)
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prompt = (
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f"You are a senior trading coach reviewing {len(closed)} recent paper trades on NSE Indian equities.\n\n"
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| 1850 |
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f"TRADES:\n{trade_list}\n\n"
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| 1851 |
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"Analyze these trades holistically and provide:\n"
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| 1852 |
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"1. SYSTEMATIC BIASES: any patterns in what types of trades consistently win or lose\n"
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| 1853 |
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"2. SECTOR / TIMING PATTERNS: any sector or time-based tendencies\n"
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| 1854 |
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"3. SIZING / RISK MISTAKES: any position sizing or stop-loss issues visible\n"
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| 1855 |
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"4. ONE CONCRETE PROCESS FIX: the single most impactful change to improve outcomes\n\n"
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| 1856 |
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"Be specific — name tickers and P&L figures. Keep total response under 300 words."
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)
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review_text = None
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| 1860 |
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try:
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| 1861 |
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from ai_forecast import _make_chat_call
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| 1862 |
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content, provider, model = _make_chat_call(
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| 1863 |
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messages=[{"role": "user", "content": prompt}],
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| 1864 |
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max_tokens=512,
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| 1865 |
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temperature=0.4,
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| 1866 |
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)
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| 1867 |
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review_text = content.strip()
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| 1868 |
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except Exception as e:
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| 1869 |
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review_text = f"AI review unavailable: {e}"
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| 1870 |
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return _json_no_store({
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"review_text": review_text,
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"trade_count": len(closed),
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| 1874 |
+
"generated_at": _dt.now().strftime("%Y-%m-%d %H:%M"),
|
| 1875 |
+
})
|
| 1876 |
+
|
| 1877 |
+
|
| 1878 |
+
def _safe_float(v, default=0.0):
|
| 1879 |
+
try:
|
| 1880 |
+
return float(v) if v is not None else default
|
| 1881 |
+
except Exception:
|
| 1882 |
+
return default
|
| 1883 |
+
|
| 1884 |
+
|
| 1885 |
# ── SIGNAL ACCURACY ───────────────────────────────────────────────────────────
|
| 1886 |
|
| 1887 |
@app.route("/api/signal-accuracy")
|
research/ai_prompt_accuracy.csv
CHANGED
|
The diff for this file is too large to render.
See raw diff
|
|
|
research/ai_prompt_accuracy_trades.csv
CHANGED
|
@@ -1,73 +1,73 @@
|
|
| 1 |
-
date,ticker,timeframe,confidence,direction,matched_strategy,ml_prob,vix,nifty_ok,source,source_provider,source_model,entry_price,target_price_lo,target_price_hi,ret_intraday,ret_1d,ret_3d,ret_5d,ret_for_tf,max_up_0d,min_down_0d,max_up_1d,min_down_1d,max_up_3d,min_down_3d,max_up_5d,min_down_5d,max_up_for_tf,min_down_for_tf,intraday_hit_for_tf,target_hit_for_tf
|
| 2 |
-
2026-06-16,HINDALCO.NS,INTRADAY,MEDIUM,BULLISH,,0.78,13.4,False,
|
| 3 |
-
2026-06-16,HINDALCO.NS,1D,MEDIUM,
|
| 4 |
-
2026-06-16,HINDALCO.NS,3D,MEDIUM,
|
| 5 |
-
2026-06-16,HINDALCO.NS,5D,MEDIUM,BULLISH,,0.78,13.4,False,
|
| 6 |
-
2026-06-16,IPCALAB.NS,INTRADAY,LOW,NEUTRAL,,0.64,13.4,False,
|
| 7 |
-
2026-06-16,IPCALAB.NS,1D,MEDIUM,NEUTRAL,,0.64,13.4,False,
|
| 8 |
-
2026-06-16,IPCALAB.NS,3D,MEDIUM,NEUTRAL,,0.64,13.4,False,
|
| 9 |
-
2026-06-16,IPCALAB.NS,5D,MEDIUM,NEUTRAL,,0.64,13.4,False,
|
| 10 |
-
2026-06-16,POLYCAB.NS,INTRADAY,
|
| 11 |
-
2026-06-16,POLYCAB.NS,1D,MEDIUM,
|
| 12 |
-
2026-06-16,POLYCAB.NS,3D,
|
| 13 |
-
2026-06-16,POLYCAB.NS,5D,
|
| 14 |
-
2026-06-16,DLF.NS,INTRADAY,
|
| 15 |
-
2026-06-16,DLF.NS,1D,
|
| 16 |
-
2026-06-16,DLF.NS,3D,MEDIUM,
|
| 17 |
-
2026-06-16,DLF.NS,5D,
|
| 18 |
-
2026-06-16,SHRIRAMFIN.NS,INTRADAY,
|
| 19 |
-
2026-06-16,SHRIRAMFIN.NS,1D,MEDIUM,BULLISH,,0.71,13.4,False,
|
| 20 |
-
2026-06-16,SHRIRAMFIN.NS,3D,MEDIUM,BULLISH,,0.71,13.4,False,
|
| 21 |
-
2026-06-16,SHRIRAMFIN.NS,5D,MEDIUM,BULLISH,,0.71,13.4,False,
|
| 22 |
-
2026-06-16,AXISCADES.NS,INTRADAY,MEDIUM,BULLISH,,0.71,13.4,False,
|
| 23 |
-
2026-06-16,AXISCADES.NS,1D,MEDIUM,BULLISH,,0.71,13.4,False,
|
| 24 |
-
2026-06-16,AXISCADES.NS,3D,MEDIUM,BULLISH,,0.71,13.4,False,
|
| 25 |
-
2026-06-16,AXISCADES.NS,5D,MEDIUM,BULLISH,,0.71,13.4,False,
|
| 26 |
-
2026-06-19,HINDALCO.NS,INTRADAY,
|
| 27 |
-
2026-06-19,HINDALCO.NS,1D,MEDIUM,NEUTRAL,,0.74,13.0,False,
|
| 28 |
-
2026-06-19,HINDALCO.NS,3D,MEDIUM,NEUTRAL,,0.74,13.0,False,
|
| 29 |
-
2026-06-19,HINDALCO.NS,5D,MEDIUM,NEUTRAL,,0.74,13.0,False,
|
| 30 |
-
2026-06-19,IPCALAB.NS,INTRADAY,
|
| 31 |
-
2026-06-19,IPCALAB.NS,1D,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 32 |
-
2026-06-19,IPCALAB.NS,3D,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 33 |
-
2026-06-19,IPCALAB.NS,5D,MEDIUM,
|
| 34 |
-
2026-06-19,POLYCAB.NS,INTRADAY,MEDIUM,BULLISH,,0.72,13.0,False,
|
| 35 |
-
2026-06-19,POLYCAB.NS,1D,
|
| 36 |
-
2026-06-19,POLYCAB.NS,3D,MEDIUM,BULLISH,,0.72,13.0,False,
|
| 37 |
-
2026-06-19,POLYCAB.NS,5D,
|
| 38 |
-
2026-06-19,DLF.NS,INTRADAY,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 39 |
-
2026-06-19,DLF.NS,1D,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 40 |
-
2026-06-19,DLF.NS,3D,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 41 |
-
2026-06-19,DLF.NS,5D,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 42 |
-
2026-06-19,SHRIRAMFIN.NS,INTRADAY,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 43 |
-
2026-06-19,SHRIRAMFIN.NS,1D,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 44 |
-
2026-06-19,SHRIRAMFIN.NS,3D,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 45 |
-
2026-06-19,SHRIRAMFIN.NS,5D,MEDIUM,BULLISH,,0.71,13.0,False,
|
| 46 |
-
2026-06-19,AXISCADES.NS,INTRADAY,MEDIUM,BULLISH,,0.78,13.0,False,
|
| 47 |
-
2026-06-19,AXISCADES.NS,1D,MEDIUM,BULLISH,,0.78,13.0,False,
|
| 48 |
-
2026-06-19,AXISCADES.NS,3D,MEDIUM,BULLISH,,0.78,13.0,False,
|
| 49 |
-
2026-06-19,AXISCADES.NS,5D,MEDIUM,BULLISH,,0.78,13.0,False,
|
| 50 |
-
2026-06-22,HINDALCO.NS,INTRADAY,
|
| 51 |
-
2026-06-22,HINDALCO.NS,1D,
|
| 52 |
-
2026-06-22,HINDALCO.NS,3D,MEDIUM,
|
| 53 |
-
2026-06-22,HINDALCO.NS,5D,MEDIUM,NEUTRAL,,0.64,12.8,False,
|
| 54 |
-
2026-06-22,IPCALAB.NS,INTRADAY,LOW,NEUTRAL,,0.71,12.8,False,
|
| 55 |
-
2026-06-22,IPCALAB.NS,1D,
|
| 56 |
-
2026-06-22,IPCALAB.NS,3D,
|
| 57 |
-
2026-06-22,IPCALAB.NS,5D,
|
| 58 |
-
2026-06-22,POLYCAB.NS,INTRADAY,
|
| 59 |
-
2026-06-22,POLYCAB.NS,1D,
|
| 60 |
-
2026-06-22,POLYCAB.NS,3D,MEDIUM,
|
| 61 |
-
2026-06-22,POLYCAB.NS,5D,
|
| 62 |
-
2026-06-22,DLF.NS,INTRADAY,MEDIUM,BULLISH,,0.71,12.8,False,
|
| 63 |
-
2026-06-22,DLF.NS,1D,MEDIUM,BULLISH,,0.71,12.8,False,
|
| 64 |
-
2026-06-22,DLF.NS,3D,MEDIUM,BULLISH,,0.71,12.8,False,
|
| 65 |
-
2026-06-22,DLF.NS,5D,MEDIUM,BULLISH,,0.71,12.8,False,
|
| 66 |
-
2026-06-22,SHRIRAMFIN.NS,INTRADAY,MEDIUM,BULLISH,,0.78,12.8,False,
|
| 67 |
-
2026-06-22,SHRIRAMFIN.NS,1D,MEDIUM,BULLISH,,0.78,12.8,False,
|
| 68 |
-
2026-06-22,SHRIRAMFIN.NS,3D,MEDIUM,BULLISH,,0.78,12.8,False,
|
| 69 |
-
2026-06-22,SHRIRAMFIN.NS,5D,MEDIUM,BULLISH,,0.78,12.8,False,
|
| 70 |
-
2026-06-22,AXISCADES.NS,INTRADAY,MEDIUM,BULLISH,,0.71,12.8,False,
|
| 71 |
-
2026-06-22,AXISCADES.NS,1D,MEDIUM,BULLISH,,0.71,12.8,False,
|
| 72 |
-
2026-06-22,AXISCADES.NS,3D,MEDIUM,BULLISH,,0.71,12.8,False,
|
| 73 |
-
2026-06-22,AXISCADES.NS,5D,MEDIUM,BULLISH,,0.71,12.8,False,
|
|
|
|
| 1 |
+
date,ticker,timeframe,confidence,direction,matched_strategy,ml_prob,vix,nifty_ok,source,source_provider,source_model,entry_price,target_price_lo,target_price_hi,ret_intraday,ret_1d,ret_3d,ret_5d,ret_for_tf,max_up_0d,min_down_0d,max_up_1d,min_down_1d,max_up_3d,min_down_3d,max_up_5d,min_down_5d,max_up_for_tf,min_down_for_tf,intraday_hit_for_tf,target_hit_for_tf,trigger_T1,trigger_T2,trigger_T3,trigger_T4,trigger_T5,trigger_T6,trigger_B1,trigger_B2
|
| 2 |
+
2026-06-16,HINDALCO.NS,INTRADAY,MEDIUM,BULLISH,,0.78,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,982.4,982.69,984.46,0.0,2.596,2.809,0.448,0.0,0.774,-1.262,2.972,-1.14,3.563,-1.14,3.634,-1.14,0.774,-1.262,1,1,0,0,0,0,0,1,0,0
|
| 3 |
+
2026-06-16,HINDALCO.NS,1D,MEDIUM,BULLISH,,0.78,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,982.4,982.5,983.68,0.0,2.596,2.809,0.448,2.596,0.774,-1.262,2.972,-1.14,3.563,-1.14,3.634,-1.14,2.972,-1.14,1,1,0,0,0,0,0,1,0,0
|
| 4 |
+
2026-06-16,HINDALCO.NS,3D,MEDIUM,BULLISH,,0.78,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,982.4,982.5,983.68,0.0,2.596,2.809,0.448,2.809,0.774,-1.262,2.972,-1.14,3.563,-1.14,3.634,-1.14,3.563,-1.14,1,1,0,0,0,0,0,1,0,0
|
| 5 |
+
2026-06-16,HINDALCO.NS,5D,MEDIUM,BULLISH,,0.78,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,982.4,982.5,983.68,0.0,2.596,2.809,0.448,0.448,0.774,-1.262,2.972,-1.14,3.563,-1.14,3.634,-1.14,3.634,-1.14,1,1,0,0,0,0,0,1,0,0
|
| 6 |
+
2026-06-16,IPCALAB.NS,INTRADAY,LOW,NEUTRAL,,0.64,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1550.2,1536.25,1564.15,0.0,-0.742,2.296,4.825,0.0,2.174,-0.335,0.548,-1.135,3.8,-1.303,5.883,-1.303,2.174,-0.335,1,1,0,0,0,1,0,0,0,0
|
| 7 |
+
2026-06-16,IPCALAB.NS,1D,MEDIUM,NEUTRAL,,0.64,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1550.2,1471.14,1629.26,0.0,-0.742,2.296,4.825,-0.742,2.174,-0.335,0.548,-1.135,3.8,-1.303,5.883,-1.303,0.548,-1.135,1,1,0,0,0,1,0,0,0,0
|
| 8 |
+
2026-06-16,IPCALAB.NS,3D,MEDIUM,NEUTRAL,,0.64,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1550.2,1471.14,1629.26,0.0,-0.742,2.296,4.825,2.296,2.174,-0.335,0.548,-1.135,3.8,-1.303,5.883,-1.303,3.8,-1.303,1,1,0,0,0,1,0,0,0,0
|
| 9 |
+
2026-06-16,IPCALAB.NS,5D,MEDIUM,NEUTRAL,,0.64,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1550.2,1452.54,1647.86,0.0,-0.742,2.296,4.825,4.825,2.174,-0.335,0.548,-1.135,3.8,-1.303,5.883,-1.303,5.883,-1.303,1,1,0,0,0,1,0,0,0,0
|
| 10 |
+
2026-06-16,POLYCAB.NS,INTRADAY,LOW,NEUTRAL,,0.75,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,9546.205,9460.29,9632.12,0.0,3.493,5.623,3.921,0.0,0.829,-1.215,4.129,0.089,6.011,0.089,6.074,0.089,0.829,-1.215,1,1,0,0,1,0,0,0,0,0
|
| 11 |
+
2026-06-16,POLYCAB.NS,1D,MEDIUM,NEUTRAL,,0.75,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,9546.205,9059.35,10033.06,0.0,3.493,5.623,3.921,3.493,0.829,-1.215,4.129,0.089,6.011,0.089,6.074,0.089,4.129,0.089,1,0,0,0,1,0,0,0,0,0
|
| 12 |
+
2026-06-16,POLYCAB.NS,3D,LOW,NEUTRAL,,0.75,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,9546.205,9059.35,10033.06,0.0,3.493,5.623,3.921,5.623,0.829,-1.215,4.129,0.089,6.011,0.089,6.074,0.089,6.011,0.089,0,0,0,0,1,0,0,0,0,0
|
| 13 |
+
2026-06-16,POLYCAB.NS,5D,LOW,NEUTRAL,,0.75,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,9546.205,8944.79,10147.62,0.0,3.493,5.623,3.921,3.921,0.829,-1.215,4.129,0.089,6.011,0.089,6.074,0.089,6.074,0.089,1,0,0,0,1,0,0,0,0,0
|
| 14 |
+
2026-06-16,DLF.NS,INTRADAY,LOW,NEUTRAL,,0.65,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,629.3,623.64,634.96,0.0,-0.914,-0.763,-2.693,0.0,0.429,-2.797,0.707,-1.764,2.336,-1.764,2.336,-3.059,0.429,-2.797,1,1,1,0,1,0,0,0,0,0
|
| 15 |
+
2026-06-16,DLF.NS,1D,LOW,NEUTRAL,,0.65,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,629.3,597.21,661.39,0.0,-0.914,-0.763,-2.693,-0.914,0.429,-2.797,0.707,-1.764,2.336,-1.764,2.336,-3.059,0.707,-1.764,1,1,1,0,1,0,0,0,0,0
|
| 16 |
+
2026-06-16,DLF.NS,3D,MEDIUM,NEUTRAL,,0.65,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,629.3,597.21,661.39,0.0,-0.914,-0.763,-2.693,-0.763,0.429,-2.797,0.707,-1.764,2.336,-1.764,2.336,-3.059,2.336,-1.764,1,1,1,0,1,0,0,0,0,0
|
| 17 |
+
2026-06-16,DLF.NS,5D,LOW,NEUTRAL,,0.65,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,629.3,589.65,668.95,0.0,-0.914,-0.763,-2.693,-2.693,0.429,-2.797,0.707,-1.764,2.336,-1.764,2.336,-3.059,2.336,-3.059,1,1,1,0,1,0,0,0,0,0
|
| 18 |
+
2026-06-16,SHRIRAMFIN.NS,INTRADAY,LOW,NEUTRAL,,0.71,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1000.093,991.09,1009.09,0.0,0.174,-0.383,-1.233,0.0,0.428,-1.362,0.994,-0.378,1.148,-1.337,1.148,-2.182,0.428,-1.362,1,1,1,0,1,0,0,0,0,0
|
| 19 |
+
2026-06-16,SHRIRAMFIN.NS,1D,MEDIUM,BULLISH,,0.71,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1000.093,1000.19,1001.39,0.0,0.174,-0.383,-1.233,0.174,0.428,-1.362,0.994,-0.378,1.148,-1.337,1.148,-2.182,0.994,-0.378,1,1,1,0,1,0,0,0,0,0
|
| 20 |
+
2026-06-16,SHRIRAMFIN.NS,3D,MEDIUM,BULLISH,,0.71,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1000.093,1000.19,1001.39,0.0,0.174,-0.383,-1.233,-0.383,0.428,-1.362,0.994,-0.378,1.148,-1.337,1.148,-2.182,1.148,-1.337,1,1,1,0,1,0,0,0,0,0
|
| 21 |
+
2026-06-16,SHRIRAMFIN.NS,5D,MEDIUM,BULLISH,,0.71,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1000.093,1000.19,1001.39,0.0,0.174,-0.383,-1.233,-1.233,0.428,-1.362,0.994,-0.378,1.148,-1.337,1.148,-2.182,1.148,-2.182,1,1,1,0,1,0,0,0,0,0
|
| 22 |
+
2026-06-16,AXISCADES.NS,INTRADAY,MEDIUM,BULLISH,,0.71,13.4,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1825.3,1825.85,1829.13,0.0,4.996,6.459,0.904,0.0,5.057,-0.493,4.996,0.038,9.023,0.038,9.023,0.038,5.057,-0.493,1,1,0,0,0,1,1,0,0,0
|
| 23 |
+
2026-06-16,AXISCADES.NS,1D,MEDIUM,BULLISH,,0.71,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1825.3,1825.48,1827.67,0.0,4.996,6.459,0.904,4.996,5.057,-0.493,4.996,0.038,9.023,0.038,9.023,0.038,4.996,0.038,1,1,0,0,0,1,1,0,0,0
|
| 24 |
+
2026-06-16,AXISCADES.NS,3D,MEDIUM,BULLISH,,0.71,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1825.3,1825.48,1827.67,0.0,4.996,6.459,0.904,6.459,5.057,-0.493,4.996,0.038,9.023,0.038,9.023,0.038,9.023,0.038,1,1,0,0,0,1,1,0,0,0
|
| 25 |
+
2026-06-16,AXISCADES.NS,5D,MEDIUM,BULLISH,,0.71,13.4,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1825.3,1825.48,1827.67,0.0,4.996,6.459,0.904,0.904,5.057,-0.493,4.996,0.038,9.023,0.038,9.023,0.038,9.023,0.038,1,1,0,0,0,1,1,0,0,0
|
| 26 |
+
2026-06-19,HINDALCO.NS,INTRADAY,LOW,NEUTRAL,,0.74,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1010.0,1000.91,1019.09,0.0,0.416,-3.307,-5.624,0.0,0.673,-2.455,0.802,-0.634,0.802,-3.931,0.802,-5.921,0.673,-2.455,1,1,0,0,0,0,0,1,0,0
|
| 27 |
+
2026-06-19,HINDALCO.NS,1D,MEDIUM,NEUTRAL,,0.74,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1010.0,958.49,1061.51,0.0,0.416,-3.307,-5.624,0.416,0.673,-2.455,0.802,-0.634,0.802,-3.931,0.802,-5.921,0.802,-0.634,1,1,0,0,0,0,0,1,0,0
|
| 28 |
+
2026-06-19,HINDALCO.NS,3D,MEDIUM,NEUTRAL,,0.74,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1010.0,958.49,1061.51,0.0,0.416,-3.307,-5.624,-3.307,0.673,-2.455,0.802,-0.634,0.802,-3.931,0.802,-5.921,0.802,-3.931,1,1,0,0,0,0,0,1,0,0
|
| 29 |
+
2026-06-19,HINDALCO.NS,5D,MEDIUM,NEUTRAL,,0.74,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1010.0,946.37,1073.63,0.0,0.416,-3.307,-5.624,-5.624,0.673,-2.455,0.802,-0.634,0.802,-3.931,0.802,-5.921,0.802,-5.921,1,1,0,0,0,0,0,1,0,0
|
| 30 |
+
2026-06-19,IPCALAB.NS,INTRADAY,LOW,NEUTRAL,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1585.8,1571.53,1600.07,0.0,0.725,2.232,2.049,0.0,1.469,-2.73,1.204,-0.214,3.506,-0.214,4.364,-0.214,1.469,-2.73,1,1,0,0,0,0,0,0,0,0
|
| 31 |
+
2026-06-19,IPCALAB.NS,1D,MEDIUM,BULLISH,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1585.8,1585.96,1587.86,0.0,0.725,2.232,2.049,0.725,1.469,-2.73,1.204,-0.214,3.506,-0.214,4.364,-0.214,1.204,-0.214,1,1,0,0,0,0,0,0,0,0
|
| 32 |
+
2026-06-19,IPCALAB.NS,3D,MEDIUM,BULLISH,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1585.8,1585.96,1587.86,0.0,0.725,2.232,2.049,2.232,1.469,-2.73,1.204,-0.214,3.506,-0.214,4.364,-0.214,3.506,-0.214,1,1,0,0,0,0,0,0,0,0
|
| 33 |
+
2026-06-19,IPCALAB.NS,5D,MEDIUM,NEUTRAL,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,1585.8,1485.89,1685.71,0.0,0.725,2.232,2.049,2.049,1.469,-2.73,1.204,-0.214,3.506,-0.214,4.364,-0.214,4.364,-0.214,1,1,0,0,0,0,0,0,0,0
|
| 34 |
+
2026-06-19,POLYCAB.NS,INTRADAY,MEDIUM,BULLISH,,0.72,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,10083.0,10086.02,10104.17,0.0,-0.6,-3.873,-5.475,0.0,0.367,-2.499,0.426,-0.903,0.426,-4.046,0.426,-5.618,0.367,-2.499,1,1,1,0,1,0,0,0,0,0
|
| 35 |
+
2026-06-19,POLYCAB.NS,1D,LOW,NEUTRAL,,0.72,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,10083.0,9568.77,10597.23,0.0,-0.6,-3.873,-5.475,-0.6,0.367,-2.499,0.426,-0.903,0.426,-4.046,0.426,-5.618,0.426,-0.903,1,1,1,0,1,0,0,0,0,0
|
| 36 |
+
2026-06-19,POLYCAB.NS,3D,MEDIUM,BULLISH,,0.72,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,10083.0,10084.01,10096.11,0.0,-0.6,-3.873,-5.475,-3.873,0.367,-2.499,0.426,-0.903,0.426,-4.046,0.426,-5.618,0.426,-4.046,1,1,1,0,1,0,0,0,0,0
|
| 37 |
+
2026-06-19,POLYCAB.NS,5D,LOW,NEUTRAL,,0.72,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,10083.0,9447.77,10718.23,0.0,-0.6,-3.873,-5.475,-5.475,0.367,-2.499,0.426,-0.903,0.426,-4.046,0.426,-5.618,0.426,-5.618,1,1,1,0,1,0,0,0,0,0
|
| 38 |
+
2026-06-19,DLF.NS,INTRADAY,MEDIUM,BULLISH,,0.71,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,624.5,624.69,625.81,0.0,0.496,-1.017,-0.504,0.0,2.322,-0.777,1.169,0.096,1.906,-2.418,1.906,-2.418,2.322,-0.777,1,1,1,1,0,0,0,0,0,0
|
| 39 |
+
2026-06-19,DLF.NS,1D,MEDIUM,BULLISH,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,624.5,624.56,625.31,0.0,0.496,-1.017,-0.504,0.496,2.322,-0.777,1.169,0.096,1.906,-2.418,1.906,-2.418,1.169,0.096,1,1,1,1,0,0,0,0,0,0
|
| 40 |
+
2026-06-19,DLF.NS,3D,MEDIUM,BULLISH,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,624.5,624.56,625.31,0.0,0.496,-1.017,-0.504,-1.017,2.322,-0.777,1.169,0.096,1.906,-2.418,1.906,-2.418,1.906,-2.418,1,1,1,1,0,0,0,0,0,0
|
| 41 |
+
2026-06-19,DLF.NS,5D,MEDIUM,BULLISH,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,624.5,624.56,625.31,0.0,0.496,-1.017,-0.504,-0.504,2.322,-0.777,1.169,0.096,1.906,-2.418,1.906,-2.418,1.906,-2.418,1,1,1,1,0,0,0,0,0,0
|
| 42 |
+
2026-06-19,SHRIRAMFIN.NS,INTRADAY,MEDIUM,BULLISH,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,996.265,996.56,998.36,0.0,-0.903,1.707,2.984,0.0,0.579,-0.958,0.384,-1.807,2.74,-2.131,5.0,-2.131,0.579,-0.958,1,1,1,1,0,0,0,0,0,0
|
| 43 |
+
2026-06-19,SHRIRAMFIN.NS,1D,MEDIUM,BULLISH,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,996.265,996.36,997.56,0.0,-0.903,1.707,2.984,-0.903,0.579,-0.958,0.384,-1.807,2.74,-2.131,5.0,-2.131,0.384,-1.807,1,1,1,1,0,0,0,0,0,0
|
| 44 |
+
2026-06-19,SHRIRAMFIN.NS,3D,MEDIUM,BULLISH,,0.71,13.0,False,huggingface:meta-llama/llama-3.1-8b-instruct,huggingface,meta-llama/llama-3.1-8b-instruct,996.265,996.36,997.56,0.0,-0.903,1.707,2.984,1.707,0.579,-0.958,0.384,-1.807,2.74,-2.131,5.0,-2.131,2.74,-2.131,1,1,1,1,0,0,0,0,0,0
|
| 45 |
+
2026-06-19,SHRIRAMFIN.NS,5D,MEDIUM,BULLISH,,0.71,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,996.265,996.36,997.56,0.0,-0.903,1.707,2.984,2.984,0.579,-0.958,0.384,-1.807,2.74,-2.131,5.0,-2.131,5.0,-2.131,1,1,1,1,0,0,0,0,0,0
|
| 46 |
+
2026-06-19,AXISCADES.NS,INTRADAY,MEDIUM,BULLISH,,0.78,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1943.2,1943.78,1947.28,0.0,-3.355,-9.536,-12.979,0.0,1.379,-1.662,0.098,-3.767,0.098,-9.953,0.098,-13.601,1.379,-1.662,1,1,1,1,0,0,0,0,0,0
|
| 47 |
+
2026-06-19,AXISCADES.NS,1D,MEDIUM,BULLISH,,0.78,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1943.2,1943.39,1945.73,0.0,-3.355,-9.536,-12.979,-3.355,1.379,-1.662,0.098,-3.767,0.098,-9.953,0.098,-13.601,0.098,-3.767,1,1,1,1,0,0,0,0,0,0
|
| 48 |
+
2026-06-19,AXISCADES.NS,3D,MEDIUM,BULLISH,,0.78,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1943.2,1943.39,1945.73,0.0,-3.355,-9.536,-12.979,-9.536,1.379,-1.662,0.098,-3.767,0.098,-9.953,0.098,-13.601,0.098,-9.953,1,1,1,1,0,0,0,0,0,0
|
| 49 |
+
2026-06-19,AXISCADES.NS,5D,MEDIUM,BULLISH,,0.78,13.0,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1943.2,1943.39,1945.73,0.0,-3.355,-9.536,-12.979,-12.979,1.379,-1.662,0.098,-3.767,0.098,-9.953,0.098,-13.601,0.098,-13.601,1,1,1,1,0,0,0,0,0,0
|
| 50 |
+
2026-06-22,HINDALCO.NS,INTRADAY,MEDIUM,BEARISH,,0.64,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1014.2,1012.98,1013.79,0.0,-2.702,-6.015,-4.969,0.0,0.385,-1.045,-1.499,-3.569,-1.499,-6.31,-1.499,-6.31,0.385,-1.045,1,1,0,0,0,0,0,1,0,0
|
| 51 |
+
2026-06-22,HINDALCO.NS,1D,LOW,NEUTRAL,,0.64,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1014.2,962.48,1065.92,0.0,-2.702,-6.015,-4.969,-2.702,0.385,-1.045,-1.499,-3.569,-1.499,-6.31,-1.499,-6.31,-1.499,-3.569,1,0,0,0,0,0,0,1,0,0
|
| 52 |
+
2026-06-22,HINDALCO.NS,3D,MEDIUM,NEUTRAL,,0.64,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1014.2,962.48,1065.92,0.0,-2.702,-6.015,-4.969,-6.015,0.385,-1.045,-1.499,-3.569,-1.499,-6.31,-1.499,-6.31,-1.499,-6.31,0,0,0,0,0,0,0,1,0,0
|
| 53 |
+
2026-06-22,HINDALCO.NS,5D,MEDIUM,NEUTRAL,,0.64,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1014.2,950.31,1078.09,0.0,-2.702,-6.015,-4.969,-4.969,0.385,-1.045,-1.499,-3.569,-1.499,-6.31,-1.499,-6.31,-1.499,-6.31,1,0,0,0,0,0,0,1,0,0
|
| 54 |
+
2026-06-22,IPCALAB.NS,INTRADAY,LOW,NEUTRAL,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1597.3,1582.92,1611.68,0.0,1.734,1.315,3.124,0.0,0.476,-0.933,2.761,0.163,3.612,0.163,4.232,0.163,0.476,-0.933,1,1,0,0,1,0,0,0,0,0
|
| 55 |
+
2026-06-22,IPCALAB.NS,1D,LOW,NEUTRAL,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1597.3,1515.84,1678.76,0.0,1.734,1.315,3.124,1.734,0.476,-0.933,2.761,0.163,3.612,0.163,4.232,0.163,2.761,0.163,1,0,0,0,1,0,0,0,0,0
|
| 56 |
+
2026-06-22,IPCALAB.NS,3D,LOW,NEUTRAL,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1597.3,1515.84,1678.76,0.0,1.734,1.315,3.124,1.315,0.476,-0.933,2.761,0.163,3.612,0.163,4.232,0.163,3.612,0.163,1,0,0,0,1,0,0,0,0,0
|
| 57 |
+
2026-06-22,IPCALAB.NS,5D,LOW,NEUTRAL,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1597.3,1496.67,1697.93,0.0,1.734,1.315,3.124,3.124,0.476,-0.933,2.761,0.163,3.612,0.163,4.232,0.163,4.232,0.163,1,0,0,0,1,0,0,0,0,0
|
| 58 |
+
2026-06-22,POLYCAB.NS,INTRADAY,MEDIUM,BEARISH,,0.68,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,10022.5,10010.47,10018.49,0.0,-1.018,-4.904,-2.43,0.0,1.033,-0.304,0.524,-1.307,0.524,-5.049,0.524,-6.006,1.033,-0.304,1,1,1,0,0,0,0,0,0,0
|
| 59 |
+
2026-06-22,POLYCAB.NS,1D,LOW,NEUTRAL,,0.68,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,10022.5,9511.35,10533.65,0.0,-1.018,-4.904,-2.43,-1.018,1.033,-0.304,0.524,-1.307,0.524,-5.049,0.524,-6.006,0.524,-1.307,1,1,1,0,0,0,0,0,0,0
|
| 60 |
+
2026-06-22,POLYCAB.NS,3D,MEDIUM,NEUTRAL,,0.68,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,10022.5,9511.35,10533.65,0.0,-1.018,-4.904,-2.43,-4.904,1.033,-0.304,0.524,-1.307,0.524,-5.049,0.524,-6.006,0.524,-5.049,1,1,1,0,0,0,0,0,0,0
|
| 61 |
+
2026-06-22,POLYCAB.NS,5D,LOW,NEUTRAL,,0.68,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,10022.5,9391.08,10653.92,0.0,-1.018,-4.904,-2.43,-2.43,1.033,-0.304,0.524,-1.307,0.524,-5.049,0.524,-6.006,0.524,-6.006,1,1,1,0,0,0,0,0,0,0
|
| 62 |
+
2026-06-22,DLF.NS,INTRADAY,MEDIUM,BULLISH,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,627.6,627.79,628.92,0.0,-2.43,-0.996,-2.047,0.0,0.669,-0.398,1.402,-2.796,1.402,-2.9,1.402,-2.9,0.669,-0.398,1,1,1,1,0,0,0,0,0,0
|
| 63 |
+
2026-06-22,DLF.NS,1D,MEDIUM,BULLISH,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,627.6,627.66,628.42,0.0,-2.43,-0.996,-2.047,-2.43,0.669,-0.398,1.402,-2.796,1.402,-2.9,1.402,-2.9,1.402,-2.796,1,1,1,1,0,0,0,0,0,0
|
| 64 |
+
2026-06-22,DLF.NS,3D,MEDIUM,BULLISH,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,627.6,627.66,628.42,0.0,-2.43,-0.996,-2.047,-0.996,0.669,-0.398,1.402,-2.796,1.402,-2.9,1.402,-2.9,1.402,-2.9,1,1,1,1,0,0,0,0,0,0
|
| 65 |
+
2026-06-22,DLF.NS,5D,MEDIUM,BULLISH,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,627.6,627.66,628.42,0.0,-2.43,-0.996,-2.047,-2.047,0.669,-0.398,1.402,-2.796,1.402,-2.9,1.402,-2.9,1.402,-2.9,1,1,1,1,0,0,0,0,0,0
|
| 66 |
+
2026-06-22,SHRIRAMFIN.NS,INTRADAY,MEDIUM,BULLISH,,0.78,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,987.265,987.56,989.34,0.0,0.05,3.923,4.009,0.0,1.299,-0.912,1.496,-0.841,5.958,-1.239,6.3,-1.239,1.299,-0.912,1,1,1,1,0,0,1,0,0,0
|
| 67 |
+
2026-06-22,SHRIRAMFIN.NS,1D,MEDIUM,BULLISH,,0.78,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,987.265,987.36,988.55,0.0,0.05,3.923,4.009,0.05,1.299,-0.912,1.496,-0.841,5.958,-1.239,6.3,-1.239,1.496,-0.841,1,1,1,1,0,0,1,0,0,0
|
| 68 |
+
2026-06-22,SHRIRAMFIN.NS,3D,MEDIUM,BULLISH,,0.78,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,987.265,987.36,988.55,0.0,0.05,3.923,4.009,3.923,1.299,-0.912,1.496,-0.841,5.958,-1.239,6.3,-1.239,5.958,-1.239,1,1,1,1,0,0,1,0,0,0
|
| 69 |
+
2026-06-22,SHRIRAMFIN.NS,5D,MEDIUM,BULLISH,,0.78,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,987.265,987.36,988.55,0.0,0.05,3.923,4.009,4.009,1.299,-0.912,1.496,-0.841,5.958,-1.239,6.3,-1.239,6.3,-1.239,1,1,1,1,0,0,1,0,0,0
|
| 70 |
+
2026-06-22,AXISCADES.NS,INTRADAY,MEDIUM,BULLISH,,0.71,12.8,False,groq:llama-3.3-70b-versatile,groq,llama-3.3-70b-versatile,1878.0,1878.56,1881.94,0.0,-1.928,-9.957,-9.526,0.0,3.573,-0.426,1.587,-2.391,1.587,-10.602,1.587,-12.875,3.573,-0.426,1,1,1,0,0,0,0,0,0,0
|
| 71 |
+
2026-06-22,AXISCADES.NS,1D,MEDIUM,BULLISH,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1878.0,1878.19,1880.44,0.0,-1.928,-9.957,-9.526,-1.928,3.573,-0.426,1.587,-2.391,1.587,-10.602,1.587,-12.875,1.587,-2.391,1,1,1,0,0,0,0,0,0,0
|
| 72 |
+
2026-06-22,AXISCADES.NS,3D,MEDIUM,BULLISH,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1878.0,1878.19,1880.44,0.0,-1.928,-9.957,-9.526,-9.957,3.573,-0.426,1.587,-2.391,1.587,-10.602,1.587,-12.875,1.587,-10.602,1,1,1,0,0,0,0,0,0,0
|
| 73 |
+
2026-06-22,AXISCADES.NS,5D,MEDIUM,BULLISH,,0.71,12.8,False,groq:llama-3.1-8b-instant,groq,llama-3.1-8b-instant,1878.0,1878.19,1880.44,0.0,-1.928,-9.957,-9.526,-9.526,3.573,-0.426,1.587,-2.391,1.587,-10.602,1.587,-12.875,1.587,-12.875,1,1,1,0,0,0,0,0,0,0
|
research/backtest.py
CHANGED
|
@@ -49,6 +49,13 @@ VIX_TK = "^INDIAVIX"
|
|
| 49 |
STEP = 60 # every 60 trading days → ~22 dates × 15 tickers × 3 TFs = ~990 work items
|
| 50 |
WORKERS = 1 # single worker — avoids 429 burst; rate limiter still controls pace
|
| 51 |
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| 52 |
TIMEFRAMES = ["INTRADAY", "1D", "3D", "5D"]
|
| 53 |
_TF_COL = {"INTRADAY": "ret_intraday", "1D": "ret_1d", "3D": "ret_3d", "5D": "ret_5d"}
|
| 54 |
|
|
@@ -312,6 +319,63 @@ def _compute_indicators(sc_tk, sh_tk, sl_tk, sv_tk, date):
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| 312 |
return inds
|
| 313 |
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| 314 |
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|
| 315 |
# ── MAIN BACKTEST ──────────────────────────────────────────────────────────────
|
| 316 |
|
| 317 |
def _build_indicator_snapshots(sc, sh, sl, sv, nc, vc):
|
|
@@ -618,6 +682,7 @@ def run_backtest(work_items: list[dict], csv_path: str | None = None, limit_work
|
|
| 618 |
w["tf"],
|
| 619 |
ret_tf,
|
| 620 |
)
|
|
|
|
| 621 |
return {
|
| 622 |
"date": str(w["date"].date()),
|
| 623 |
"ticker": w["ticker"],
|
|
@@ -651,6 +716,7 @@ def run_backtest(work_items: list[dict], csv_path: str | None = None, limit_work
|
|
| 651 |
"min_down_for_tf": round(min_down_tf, 3),
|
| 652 |
"intraday_hit_for_tf": int(direction_hit),
|
| 653 |
"target_hit_for_tf": int(target_hit),
|
|
|
|
| 654 |
}
|
| 655 |
except Exception as e:
|
| 656 |
print(f" SKIP {w['ticker']} @ {w['date']} [{w['tf']}]: {e}")
|
|
@@ -770,6 +836,54 @@ def print_results(df: pd.DataFrame) -> dict:
|
|
| 770 |
for k, v in provider_counts.items():
|
| 771 |
print(f" - {k}: {v}")
|
| 772 |
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|
|
| 773 |
_write_calibration_artifact(df)
|
| 774 |
_sep()
|
| 775 |
return acc
|
|
@@ -829,10 +943,26 @@ if __name__ == "__main__":
|
|
| 829 |
p.add_argument("--timeframes", nargs="+", choices=TIMEFRAMES, help="Run only selected timeframe(s)")
|
| 830 |
p.add_argument("--csv-out", default=os.path.join(os.path.dirname(__file__), "ai_prompt_accuracy.csv"), help="Output CSV path")
|
| 831 |
p.add_argument("--limit-work-items", type=int, default=0, help="Run only first N work items (quick smoke runs)")
|
|
|
|
|
|
|
|
|
|
|
|
|
| 832 |
args = p.parse_args()
|
| 833 |
|
| 834 |
csv_path = args.csv_out
|
| 835 |
|
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|
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|
|
|
|
|
|
| 836 |
if args.print_only:
|
| 837 |
if not os.path.exists(csv_path):
|
| 838 |
print("No CSV found."); sys.exit(1)
|
|
@@ -842,11 +972,23 @@ if __name__ == "__main__":
|
|
| 842 |
print_results(df)
|
| 843 |
else:
|
| 844 |
_sep()
|
| 845 |
-
|
|
|
|
| 846 |
_sep()
|
| 847 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 848 |
indicator_cache = _build_indicator_snapshots(sc, sh, sl, sv, nc, vc)
|
| 849 |
work_items = build_work_items(sc, sh, sl, sv, nc, vc, feature_cache=indicator_cache)
|
|
|
|
|
|
|
|
|
|
|
|
|
| 850 |
if args.timeframes:
|
| 851 |
selected = set(args.timeframes)
|
| 852 |
work_items = [item for item in work_items if item["tf"] in selected]
|
|
|
|
| 49 |
STEP = 60 # every 60 trading days → ~22 dates × 15 tickers × 3 TFs = ~990 work items
|
| 50 |
WORKERS = 1 # single worker — avoids 429 burst; rate limiter still controls pace
|
| 51 |
|
| 52 |
+
# ── HOLD-OUT SPLIT ────────────────────────────────────────────────────────────
|
| 53 |
+
# Training window: START → TRAIN_END (loop_backtest.py optimizes here)
|
| 54 |
+
# Hold-out window: HOLDOUT_START → HOLDOUT_END (--eval flag; never used for optimization)
|
| 55 |
+
TRAIN_END = "2024-12-31"
|
| 56 |
+
HOLDOUT_START = "2025-01-01"
|
| 57 |
+
HOLDOUT_END = "2025-06-01"
|
| 58 |
+
|
| 59 |
TIMEFRAMES = ["INTRADAY", "1D", "3D", "5D"]
|
| 60 |
_TF_COL = {"INTRADAY": "ret_intraday", "1D": "ret_1d", "3D": "ret_3d", "5D": "ret_5d"}
|
| 61 |
|
|
|
|
| 319 |
return inds
|
| 320 |
|
| 321 |
|
| 322 |
+
# ── TRIGGER FLAG EVALUATION ───────────────────────────────────────────────────
|
| 323 |
+
|
| 324 |
+
def _compute_trigger_flags(inds: dict, price: float) -> dict:
|
| 325 |
+
"""Evaluate which synthesis-prompt triggers fired for a given indicator snapshot.
|
| 326 |
+
|
| 327 |
+
Uses the 1D trigger conditions as the canonical set (they represent all TFs).
|
| 328 |
+
Adds 9 boolean columns: trigger_T1 … trigger_T7, trigger_B1, trigger_B2.
|
| 329 |
+
"""
|
| 330 |
+
rsi = inds.get("rsi14", 50.0)
|
| 331 |
+
bb = inds.get("bb_pct", 50.0)
|
| 332 |
+
r10 = inds.get("return_10d", 0.0)
|
| 333 |
+
r20 = inds.get("return_20d", 0.0)
|
| 334 |
+
macd = inds.get("macd_signal", 0.0)
|
| 335 |
+
ema50 = inds.get("ema50")
|
| 336 |
+
ema200 = inds.get("ema200")
|
| 337 |
+
|
| 338 |
+
above_ema50 = (ema50 is not None) and (price > ema50)
|
| 339 |
+
above_ema200 = (ema200 is not None) and (price > ema200)
|
| 340 |
+
|
| 341 |
+
streak = inds.get("consec_days", "")
|
| 342 |
+
consec_up = 0
|
| 343 |
+
if isinstance(streak, str) and streak.startswith("+"):
|
| 344 |
+
try: consec_up = int(streak.split()[0].lstrip("+"))
|
| 345 |
+
except Exception: pass
|
| 346 |
+
|
| 347 |
+
T1 = bool(above_ema50 and macd > 0)
|
| 348 |
+
T2 = bool(above_ema50 and r10 > 3.0 and bb < 85.0)
|
| 349 |
+
T3 = bool(above_ema50 and consec_up >= 3 and r20 > 0.0)
|
| 350 |
+
T4 = bool(rsi < 50 and bb < 45.0 and r10 > -2.0) # widened from rsi<46 bb<38
|
| 351 |
+
T5 = bool(r10 > 7.0 and bb < 80.0)
|
| 352 |
+
T6 = bool(rsi < 44 and bb < 35.0)
|
| 353 |
+
T7 = bool(above_ema50 and 1.0 <= r20 <= 5.0 and rsi < 62.0) # slow positive drift
|
| 354 |
+
|
| 355 |
+
# B1 removed from production (overbought reversal); kept as placeholder False for CSV schema stability
|
| 356 |
+
B1 = False
|
| 357 |
+
B2 = bool(
|
| 358 |
+
(not above_ema50)
|
| 359 |
+
and (not above_ema200)
|
| 360 |
+
and macd < 0
|
| 361 |
+
and r10 < -5.0
|
| 362 |
+
and rsi > 50
|
| 363 |
+
and bb > 40.0
|
| 364 |
+
)
|
| 365 |
+
|
| 366 |
+
return {
|
| 367 |
+
"trigger_T1": int(T1),
|
| 368 |
+
"trigger_T2": int(T2),
|
| 369 |
+
"trigger_T3": int(T3),
|
| 370 |
+
"trigger_T4": int(T4),
|
| 371 |
+
"trigger_T5": int(T5),
|
| 372 |
+
"trigger_T6": int(T6),
|
| 373 |
+
"trigger_T7": int(T7),
|
| 374 |
+
"trigger_B1": int(B1),
|
| 375 |
+
"trigger_B2": int(B2),
|
| 376 |
+
}
|
| 377 |
+
|
| 378 |
+
|
| 379 |
# ── MAIN BACKTEST ──────────────────────────────────────────────────────────────
|
| 380 |
|
| 381 |
def _build_indicator_snapshots(sc, sh, sl, sv, nc, vc):
|
|
|
|
| 682 |
w["tf"],
|
| 683 |
ret_tf,
|
| 684 |
)
|
| 685 |
+
trigger_flags = _compute_trigger_flags(w.get("inds", {}), w["price"])
|
| 686 |
return {
|
| 687 |
"date": str(w["date"].date()),
|
| 688 |
"ticker": w["ticker"],
|
|
|
|
| 716 |
"min_down_for_tf": round(min_down_tf, 3),
|
| 717 |
"intraday_hit_for_tf": int(direction_hit),
|
| 718 |
"target_hit_for_tf": int(target_hit),
|
| 719 |
+
**trigger_flags,
|
| 720 |
}
|
| 721 |
except Exception as e:
|
| 722 |
print(f" SKIP {w['ticker']} @ {w['date']} [{w['tf']}]: {e}")
|
|
|
|
| 836 |
for k, v in provider_counts.items():
|
| 837 |
print(f" - {k}: {v}")
|
| 838 |
|
| 839 |
+
# TABLE 4 — Per-trigger accuracy breakdown (only if columns present in CSV)
|
| 840 |
+
_trigger_cols = [c for c in ["trigger_T1","trigger_T2","trigger_T3","trigger_T4","trigger_T5","trigger_T6","trigger_T7","trigger_B2"] if c in df.columns]
|
| 841 |
+
if _trigger_cols:
|
| 842 |
+
_sep()
|
| 843 |
+
print("TABLE 4 — Per-Trigger Accuracy Breakdown (how often predictions that fired each trigger were correct)")
|
| 844 |
+
_sep()
|
| 845 |
+
print(f" {'Trigger':<12} {'Fired':>7} {'Correct':>9} {'HitRate':>9} Direction")
|
| 846 |
+
_sep("-")
|
| 847 |
+
_dir_df = df[df["direction"].isin(["BULLISH", "BEARISH"])].copy()
|
| 848 |
+
_bull_triggers = ["trigger_T1","trigger_T2","trigger_T3","trigger_T4","trigger_T5","trigger_T6","trigger_T7"]
|
| 849 |
+
_bear_triggers = ["trigger_B2"]
|
| 850 |
+
for col in _trigger_cols:
|
| 851 |
+
fired = _dir_df[_dir_df[col] == 1]
|
| 852 |
+
if len(fired) < 3:
|
| 853 |
+
continue
|
| 854 |
+
n_fired = len(fired)
|
| 855 |
+
n_correct = int(fired["intraday_hit_for_tf"].sum())
|
| 856 |
+
rate = n_correct / n_fired * 100
|
| 857 |
+
dirn = "BULLISH" if col in _bull_triggers else "BEARISH"
|
| 858 |
+
print(f" {col:<12} {n_fired:>7} {n_correct:>9} {rate:>8.1f}% {dirn}")
|
| 859 |
+
|
| 860 |
+
# TABLE 5 — Per-regime accuracy slice (requires nifty_ok and vix columns)
|
| 861 |
+
if "nifty_ok" in df.columns and "vix" in df.columns:
|
| 862 |
+
_sep()
|
| 863 |
+
print("TABLE 5 — Per-Regime Accuracy Slice (directional predictions only)")
|
| 864 |
+
_sep()
|
| 865 |
+
print(f" {'Regime':<22} {'N':>6} {'DirHit':>9} {'TgtHit':>9}")
|
| 866 |
+
_sep("-")
|
| 867 |
+
_dir_df2 = df[df["direction"].isin(["BULLISH","BEARISH"])].copy()
|
| 868 |
+
_dir_df2["vix_band"] = pd.cut(_dir_df2["vix"], bins=[0, 15, 20, 100], labels=["VIX<15","VIX 15-20","VIX>20"])
|
| 869 |
+
for regime_label, mask in [
|
| 870 |
+
("Nifty Bull (above EMA200)", _dir_df2["nifty_ok"] == True),
|
| 871 |
+
("Nifty Bear (below EMA200)", _dir_df2["nifty_ok"] == False),
|
| 872 |
+
]:
|
| 873 |
+
sub = _dir_df2[mask]
|
| 874 |
+
if len(sub) < 3:
|
| 875 |
+
continue
|
| 876 |
+
dh = sub["intraday_hit_for_tf"].mean() * 100
|
| 877 |
+
th = sub["target_hit_for_tf"].mean() * 100
|
| 878 |
+
print(f" {regime_label:<22} {len(sub):>6} {dh:>8.1f}% {th:>8.1f}%")
|
| 879 |
+
for band in ["VIX<15","VIX 15-20","VIX>20"]:
|
| 880 |
+
sub = _dir_df2[_dir_df2["vix_band"] == band]
|
| 881 |
+
if len(sub) < 3:
|
| 882 |
+
continue
|
| 883 |
+
dh = sub["intraday_hit_for_tf"].mean() * 100
|
| 884 |
+
th = sub["target_hit_for_tf"].mean() * 100
|
| 885 |
+
print(f" {band:<22} {len(sub):>6} {dh:>8.1f}% {th:>8.1f}%")
|
| 886 |
+
|
| 887 |
_write_calibration_artifact(df)
|
| 888 |
_sep()
|
| 889 |
return acc
|
|
|
|
| 943 |
p.add_argument("--timeframes", nargs="+", choices=TIMEFRAMES, help="Run only selected timeframe(s)")
|
| 944 |
p.add_argument("--csv-out", default=os.path.join(os.path.dirname(__file__), "ai_prompt_accuracy.csv"), help="Output CSV path")
|
| 945 |
p.add_argument("--limit-work-items", type=int, default=0, help="Run only first N work items (quick smoke runs)")
|
| 946 |
+
p.add_argument("--eval", action="store_true",
|
| 947 |
+
help=f"Run on hold-out dates only ({HOLDOUT_START} → {HOLDOUT_END}) — never used for prompt optimization")
|
| 948 |
+
p.add_argument("--start", default=None, help="Override start date (YYYY-MM-DD)")
|
| 949 |
+
p.add_argument("--end", default=None, help="Override end date (YYYY-MM-DD)")
|
| 950 |
args = p.parse_args()
|
| 951 |
|
| 952 |
csv_path = args.csv_out
|
| 953 |
|
| 954 |
+
# Resolve date range
|
| 955 |
+
if args.eval:
|
| 956 |
+
_run_start = HOLDOUT_START
|
| 957 |
+
_run_end = HOLDOUT_END
|
| 958 |
+
_eval_csv = csv_path.replace(".csv", "_holdout_eval.csv")
|
| 959 |
+
csv_path = _eval_csv
|
| 960 |
+
print(f" *** HOLD-OUT EVAL MODE: {_run_start} → {_run_end} ***")
|
| 961 |
+
print(f" Output: {csv_path}")
|
| 962 |
+
else:
|
| 963 |
+
_run_start = args.start or START
|
| 964 |
+
_run_end = args.end or END
|
| 965 |
+
|
| 966 |
if args.print_only:
|
| 967 |
if not os.path.exists(csv_path):
|
| 968 |
print("No CSV found."); sys.exit(1)
|
|
|
|
| 972 |
print_results(df)
|
| 973 |
else:
|
| 974 |
_sep()
|
| 975 |
+
mode_label = "HOLD-OUT EVAL" if args.eval else "TRAINING"
|
| 976 |
+
print(f"LLM Backtest [{mode_label}] — {_run_start} → {_run_end} | fast mode | actual NSE data")
|
| 977 |
_sep()
|
| 978 |
+
|
| 979 |
+
# Temporarily override module-level START/END so build_work_items uses the right range
|
| 980 |
+
_g = globals()
|
| 981 |
+
_orig_start, _orig_end = _g["START"], _g["END"]
|
| 982 |
+
_g["START"] = _run_start
|
| 983 |
+
_g["END"] = _run_end
|
| 984 |
+
|
| 985 |
+
sc, sh, sl, sv, nc, vc = fetch_data(LLM_UNIVERSE, DATA_START, _run_end)
|
| 986 |
indicator_cache = _build_indicator_snapshots(sc, sh, sl, sv, nc, vc)
|
| 987 |
work_items = build_work_items(sc, sh, sl, sv, nc, vc, feature_cache=indicator_cache)
|
| 988 |
+
|
| 989 |
+
_g["START"] = _orig_start
|
| 990 |
+
_g["END"] = _orig_end
|
| 991 |
+
|
| 992 |
if args.timeframes:
|
| 993 |
selected = set(args.timeframes)
|
| 994 |
work_items = [item for item in work_items if item["tf"] in selected]
|
research/confidence_calibration.json
CHANGED
|
@@ -1,26 +1,33 @@
|
|
| 1 |
{
|
| 2 |
-
"generated_rows":
|
| 3 |
"timeframes": {
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 4 |
"1D": {
|
| 5 |
-
"n_total":
|
| 6 |
-
"high_rate_pct":
|
| 7 |
-
"high_hit_pct":
|
| 8 |
-
"medium_hit_pct":
|
| 9 |
-
"recommendation": "
|
| 10 |
},
|
| 11 |
"3D": {
|
| 12 |
-
"n_total":
|
| 13 |
-
"high_rate_pct":
|
| 14 |
-
"high_hit_pct":
|
| 15 |
-
"medium_hit_pct":
|
| 16 |
-
"recommendation": "
|
| 17 |
},
|
| 18 |
"5D": {
|
| 19 |
-
"n_total":
|
| 20 |
-
"high_rate_pct":
|
| 21 |
-
"high_hit_pct":
|
| 22 |
-
"medium_hit_pct":
|
| 23 |
-
"recommendation": "
|
| 24 |
}
|
| 25 |
}
|
| 26 |
}
|
|
|
|
| 1 |
{
|
| 2 |
+
"generated_rows": 72,
|
| 3 |
"timeframes": {
|
| 4 |
+
"INTRADAY": {
|
| 5 |
+
"n_total": 18,
|
| 6 |
+
"high_rate_pct": 0.0,
|
| 7 |
+
"high_hit_pct": null,
|
| 8 |
+
"medium_hit_pct": 100.0,
|
| 9 |
+
"recommendation": "promote_medium_to_high"
|
| 10 |
+
},
|
| 11 |
"1D": {
|
| 12 |
+
"n_total": 18,
|
| 13 |
+
"high_rate_pct": 0.0,
|
| 14 |
+
"high_hit_pct": null,
|
| 15 |
+
"medium_hit_pct": 100.0,
|
| 16 |
+
"recommendation": "promote_medium_to_high"
|
| 17 |
},
|
| 18 |
"3D": {
|
| 19 |
+
"n_total": 18,
|
| 20 |
+
"high_rate_pct": 0.0,
|
| 21 |
+
"high_hit_pct": null,
|
| 22 |
+
"medium_hit_pct": 93.8,
|
| 23 |
+
"recommendation": "promote_medium_to_high"
|
| 24 |
},
|
| 25 |
"5D": {
|
| 26 |
+
"n_total": 18,
|
| 27 |
+
"high_rate_pct": 0.0,
|
| 28 |
+
"high_hit_pct": null,
|
| 29 |
+
"medium_hit_pct": 100.0,
|
| 30 |
+
"recommendation": "promote_medium_to_high"
|
| 31 |
}
|
| 32 |
}
|
| 33 |
}
|
research/loop_backtest.py
CHANGED
|
@@ -29,6 +29,10 @@ TARGET = 90.0
|
|
| 29 |
BACKTEST_CACHE_DIR = os.path.join(os.path.dirname(__file__), "cache")
|
| 30 |
ITERATION_BACKUP_RE = re.compile(r"ai_prompt_accuracy_iter(\d+)\.csv$")
|
| 31 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 32 |
|
| 33 |
# ── ANALYSIS ──────────────────────────────────────────────────────────────────
|
| 34 |
|
|
@@ -430,6 +434,17 @@ def main():
|
|
| 430 |
print(f" Backed up previous results -> {os.path.basename(backup)}")
|
| 431 |
backup_iteration += 1
|
| 432 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 433 |
# Run backtest — explicit file handles so subprocess doesn't inherit
|
| 434 |
# nohup's broken fds (avoids "Bad file descriptor" crash on macOS)
|
| 435 |
print(f"\n Running backtest (fresh historical data + prompt-only calibration)...")
|
|
@@ -441,6 +456,8 @@ def main():
|
|
| 441 |
[
|
| 442 |
sys.executable,
|
| 443 |
os.path.join(os.path.dirname(__file__), "backtest.py"),
|
|
|
|
|
|
|
| 444 |
],
|
| 445 |
cwd=os.path.dirname(__file__) + "/..",
|
| 446 |
stdin=subprocess.DEVNULL,
|
|
|
|
| 29 |
BACKTEST_CACHE_DIR = os.path.join(os.path.dirname(__file__), "cache")
|
| 30 |
ITERATION_BACKUP_RE = re.compile(r"ai_prompt_accuracy_iter(\d+)\.csv$")
|
| 31 |
|
| 32 |
+
# Hold-out boundary — must match backtest.py HOLDOUT_START.
|
| 33 |
+
# Training window for loop optimization = rolling 18 months ending the day before this.
|
| 34 |
+
HOLDOUT_START = "2025-01-01"
|
| 35 |
+
|
| 36 |
|
| 37 |
# ── ANALYSIS ──────────────────────────────────────────────────────────────────
|
| 38 |
|
|
|
|
| 434 |
print(f" Backed up previous results -> {os.path.basename(backup)}")
|
| 435 |
backup_iteration += 1
|
| 436 |
|
| 437 |
+
# Rolling 18-month training window: optimize on recent data only, never touch hold-out.
|
| 438 |
+
# holdout_dt is 2025-01-01; rolling window ends 2024-12-31, starts 18 months earlier.
|
| 439 |
+
from datetime import datetime as _dt, timedelta as _td
|
| 440 |
+
_holdout_dt = _dt.strptime(HOLDOUT_START, "%Y-%m-%d")
|
| 441 |
+
_train_end_dt = _holdout_dt - _td(days=1) # 2024-12-31
|
| 442 |
+
_rolling_days = 18 * 30 # ~18 months
|
| 443 |
+
_rolling_start_dt = _train_end_dt - _td(days=_rolling_days)
|
| 444 |
+
_rolling_start = _rolling_start_dt.strftime("%Y-%m-%d")
|
| 445 |
+
_rolling_end = _train_end_dt.strftime("%Y-%m-%d")
|
| 446 |
+
print(f" Rolling window: {_rolling_start} → {_rolling_end} (18-month training set, hold-out locked)")
|
| 447 |
+
|
| 448 |
# Run backtest — explicit file handles so subprocess doesn't inherit
|
| 449 |
# nohup's broken fds (avoids "Bad file descriptor" crash on macOS)
|
| 450 |
print(f"\n Running backtest (fresh historical data + prompt-only calibration)...")
|
|
|
|
| 456 |
[
|
| 457 |
sys.executable,
|
| 458 |
os.path.join(os.path.dirname(__file__), "backtest.py"),
|
| 459 |
+
"--start", _rolling_start,
|
| 460 |
+
"--end", _rolling_end,
|
| 461 |
],
|
| 462 |
cwd=os.path.dirname(__file__) + "/..",
|
| 463 |
stdin=subprocess.DEVNULL,
|
research/validate_on_trades.py
CHANGED
|
@@ -22,7 +22,7 @@ warnings.filterwarnings("ignore")
|
|
| 22 |
|
| 23 |
from backtest import (
|
| 24 |
fetch_data, _compute_indicators, _fwd_intraday_moves, _fwd_returns,
|
| 25 |
-
_vix_nifty_series, _simple_ml_prob, run_backtest, TIMEFRAMES,
|
| 26 |
)
|
| 27 |
|
| 28 |
# ── TRADED TICKERS ─────────────────────────────────────────────────────────────
|
|
@@ -238,6 +238,11 @@ def main():
|
|
| 238 |
_print_summary(df)
|
| 239 |
print(f"\nSaved → {csv_out}")
|
| 240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 241 |
|
| 242 |
if __name__ == "__main__":
|
| 243 |
main()
|
|
|
|
| 22 |
|
| 23 |
from backtest import (
|
| 24 |
fetch_data, _compute_indicators, _fwd_intraday_moves, _fwd_returns,
|
| 25 |
+
_vix_nifty_series, _simple_ml_prob, run_backtest, print_results, TIMEFRAMES,
|
| 26 |
)
|
| 27 |
|
| 28 |
# ── TRADED TICKERS ─────────────────────────────────────────────────────────────
|
|
|
|
| 238 |
_print_summary(df)
|
| 239 |
print(f"\nSaved → {csv_out}")
|
| 240 |
|
| 241 |
+
# Full breakdown — Tables 1-5 (trigger accuracy, per-regime slice, etc.)
|
| 242 |
+
print("\n" + "=" * 70)
|
| 243 |
+
print("FULL BREAKDOWN (shared with backtest.py output)")
|
| 244 |
+
print_results(df)
|
| 245 |
+
|
| 246 |
|
| 247 |
if __name__ == "__main__":
|
| 248 |
main()
|
risk_engine.py
CHANGED
|
@@ -58,6 +58,23 @@ def _annualized_vol(std_per_trade: float, avg_holding_days: float) -> float:
|
|
| 58 |
|
| 59 |
# ── EQUITY CURVE & DRAWDOWN ───────────────────────────────────────────────────
|
| 60 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 61 |
def _max_drawdown(pnl_pct_list: list[float]) -> float:
|
| 62 |
"""Max drawdown % from an ordered series of per-trade P&L %."""
|
| 63 |
if not pnl_pct_list:
|
|
@@ -176,7 +193,7 @@ def _avg_holding_days(trades: list[dict]) -> float:
|
|
| 176 |
|
| 177 |
# ── PUBLIC API ────────────────────────────────────────────────────────────────
|
| 178 |
|
| 179 |
-
def get_portfolio_risk() -> dict:
|
| 180 |
"""
|
| 181 |
Compute risk metrics from the paper trading database.
|
| 182 |
|
|
@@ -237,6 +254,9 @@ def get_portfolio_risk() -> dict:
|
|
| 237 |
gross_loss = abs(sum(losers))
|
| 238 |
profit_factor = round(gross_profit / gross_loss, 3) if gross_loss > 0 else float("inf")
|
| 239 |
|
|
|
|
|
|
|
|
|
|
| 240 |
# Holding period & volatility
|
| 241 |
avg_hold = _avg_holding_days(closed)
|
| 242 |
|
|
@@ -265,6 +285,9 @@ def get_portfolio_risk() -> dict:
|
|
| 265 |
ordered_pnl = [_safe(t["pnl_pct"]) for t in sorted_trades]
|
| 266 |
max_dd = _max_drawdown(ordered_pnl)
|
| 267 |
|
|
|
|
|
|
|
|
|
|
| 268 |
# Beta (best-effort; may return None)
|
| 269 |
beta = _compute_beta(sorted_trades)
|
| 270 |
|
|
@@ -279,6 +302,7 @@ def get_portfolio_risk() -> dict:
|
|
| 279 |
"beta_vs_nifty": beta,
|
| 280 |
"portfolio_volatility_ann": round(ann_vol * 100, 2) if ann_vol else None,
|
| 281 |
"profit_factor": profit_factor,
|
|
|
|
| 282 |
"kelly_fraction": round(kf, 4),
|
| 283 |
"suggested_position_size_pct": suggested_position,
|
| 284 |
"trade_count": n,
|
|
@@ -287,6 +311,7 @@ def get_portfolio_risk() -> dict:
|
|
| 287 |
"avg_win_pct": round(avg_win, 2),
|
| 288 |
"avg_loss_pct": round(avg_loss, 2),
|
| 289 |
"computed_at": datetime.now().isoformat(),
|
|
|
|
| 290 |
}
|
| 291 |
|
| 292 |
|
|
|
|
| 58 |
|
| 59 |
# ── EQUITY CURVE & DRAWDOWN ───────────────────────────────────────────────────
|
| 60 |
|
| 61 |
+
def _build_equity_series(sorted_trades: list[dict]) -> list[dict]:
|
| 62 |
+
"""Build equity curve as [{date, equity, trade_id}] starting at 100."""
|
| 63 |
+
series = []
|
| 64 |
+
equity = 100.0
|
| 65 |
+
for t in sorted_trades:
|
| 66 |
+
pnl = _safe(t.get("pnl_pct"), 0.0)
|
| 67 |
+
equity *= (1 + pnl / 100)
|
| 68 |
+
series.append({
|
| 69 |
+
"date": (t.get("closed_at") or "")[:10],
|
| 70 |
+
"equity": round(equity, 4),
|
| 71 |
+
"trade_id": t.get("id"),
|
| 72 |
+
"ticker": t.get("ticker"),
|
| 73 |
+
"pnl_pct": round(pnl, 3),
|
| 74 |
+
})
|
| 75 |
+
return series
|
| 76 |
+
|
| 77 |
+
|
| 78 |
def _max_drawdown(pnl_pct_list: list[float]) -> float:
|
| 79 |
"""Max drawdown % from an ordered series of per-trade P&L %."""
|
| 80 |
if not pnl_pct_list:
|
|
|
|
| 193 |
|
| 194 |
# ── PUBLIC API ────────────────────────────────────────────────────────────────
|
| 195 |
|
| 196 |
+
def get_portfolio_risk(include_curve: bool = False) -> dict:
|
| 197 |
"""
|
| 198 |
Compute risk metrics from the paper trading database.
|
| 199 |
|
|
|
|
| 254 |
gross_loss = abs(sum(losers))
|
| 255 |
profit_factor = round(gross_profit / gross_loss, 3) if gross_loss > 0 else float("inf")
|
| 256 |
|
| 257 |
+
loss_rate = 1 - win_rate
|
| 258 |
+
expectancy = round(win_rate * avg_win - loss_rate * avg_loss, 3)
|
| 259 |
+
|
| 260 |
# Holding period & volatility
|
| 261 |
avg_hold = _avg_holding_days(closed)
|
| 262 |
|
|
|
|
| 285 |
ordered_pnl = [_safe(t["pnl_pct"]) for t in sorted_trades]
|
| 286 |
max_dd = _max_drawdown(ordered_pnl)
|
| 287 |
|
| 288 |
+
# Equity curve (exposed when include_curve=True)
|
| 289 |
+
equity_series = _build_equity_series(sorted_trades) if include_curve else None
|
| 290 |
+
|
| 291 |
# Beta (best-effort; may return None)
|
| 292 |
beta = _compute_beta(sorted_trades)
|
| 293 |
|
|
|
|
| 302 |
"beta_vs_nifty": beta,
|
| 303 |
"portfolio_volatility_ann": round(ann_vol * 100, 2) if ann_vol else None,
|
| 304 |
"profit_factor": profit_factor,
|
| 305 |
+
"expectancy": expectancy,
|
| 306 |
"kelly_fraction": round(kf, 4),
|
| 307 |
"suggested_position_size_pct": suggested_position,
|
| 308 |
"trade_count": n,
|
|
|
|
| 311 |
"avg_win_pct": round(avg_win, 2),
|
| 312 |
"avg_loss_pct": round(avg_loss, 2),
|
| 313 |
"computed_at": datetime.now().isoformat(),
|
| 314 |
+
**({"equity_curve": equity_series} if include_curve else {}),
|
| 315 |
}
|
| 316 |
|
| 317 |
|
static/app.js
CHANGED
|
@@ -549,6 +549,10 @@ function renderPickCard(pick, idx, idPrefix = 'pick', mode = 'top5') {
|
|
| 549 |
const pickPrice = pick.price || 0;
|
| 550 |
const sl3d = (tfs['3D'] || {}).stop_loss || 0;
|
| 551 |
const tgt3d = (tfs['3D'] || {}).expected_target_price || (tfs['3D'] || {}).min_target || 0;
|
|
|
|
|
|
|
|
|
|
|
|
|
| 552 |
const NO_TRADE_LABELS = {
|
| 553 |
'no_signal': '— No signal',
|
| 554 |
'wrong_timeframe': '— Signal ≠ horizon',
|
|
@@ -677,7 +681,9 @@ function renderPickCard(pick, idx, idPrefix = 'pick', mode = 'top5') {
|
|
| 677 |
${hasSl ? `<div class="rr-bar"><div class="rr-bar-fill" style="width:${rrPct}%"></div></div>` : ''}
|
| 678 |
</div>`;
|
| 679 |
|
| 680 |
-
|
|
|
|
|
|
|
| 681 |
<div class="tf-label">${tf === 'INTRADAY' ? 'Today' : tf}</div>
|
| 682 |
<div class="tf-return" style="color:${isNoTrade ? 'var(--text-muted)' : retColor(d.midpoint||0)}">${retLabel}</div>
|
| 683 |
${noTradeDetail}
|
|
@@ -698,7 +704,7 @@ function renderPickCard(pick, idx, idPrefix = 'pick', mode = 'top5') {
|
|
| 698 |
? `<button class="btn-danger btn-sm" onclick="removeFromWatchlist('${pick.ticker}')">✕ Remove</button>
|
| 699 |
<button class="btn-primary btn-sm" onclick='openTradeModal(${JSON.stringify(pick.ticker)},${JSON.stringify(safeCompany)},${pick.price||0},${sl3d},${tgt3d},${JSON.stringify(tfs["3D"] || {})})'>Trade</button>`
|
| 700 |
: `<button class="btn-ghost btn-sm" onclick="addToWatchlist('${pick.ticker}','${safeCompany}')">+ Watch</button>
|
| 701 |
-
<button class="btn-primary btn-sm" onclick='openTradeModal(${JSON.stringify(pick.ticker)},${JSON.stringify(safeCompany)},${pick.price||0},${
|
| 702 |
|
| 703 |
const bareSym = pick.ticker.replace(/\.(NS|BO)$/i, '');
|
| 704 |
const exchange = pick.ticker.endsWith('.BO') ? 'BSE' : 'NSE';
|
|
|
|
| 549 |
const pickPrice = pick.price || 0;
|
| 550 |
const sl3d = (tfs['3D'] || {}).stop_loss || 0;
|
| 551 |
const tgt3d = (tfs['3D'] || {}).expected_target_price || (tfs['3D'] || {}).min_target || 0;
|
| 552 |
+
const bestTf = pick.best_tf || '3D';
|
| 553 |
+
const slBest = (tfs[bestTf] || {}).stop_loss || 0;
|
| 554 |
+
const tgtBest = (tfs[bestTf] || {}).expected_target_price || (tfs[bestTf] || {}).min_target || 0;
|
| 555 |
+
const planDataBestJSON = JSON.stringify(Object.assign({}, tfs[bestTf] || {}, { timeframe: bestTf }));
|
| 556 |
const NO_TRADE_LABELS = {
|
| 557 |
'no_signal': '— No signal',
|
| 558 |
'wrong_timeframe': '— Signal ≠ horizon',
|
|
|
|
| 681 |
${hasSl ? `<div class="rr-bar"><div class="rr-bar-fill" style="width:${rrPct}%"></div></div>` : ''}
|
| 682 |
</div>`;
|
| 683 |
|
| 684 |
+
const isBestTf = (mode !== 'watchlist') && (tf === bestTf);
|
| 685 |
+
return `<div class="tf-cell${isBestTf ? ' tf-cell--best' : ''}">
|
| 686 |
+
${isBestTf ? '<span class="best-tf-badge">Best Bet</span>' : ''}
|
| 687 |
<div class="tf-label">${tf === 'INTRADAY' ? 'Today' : tf}</div>
|
| 688 |
<div class="tf-return" style="color:${isNoTrade ? 'var(--text-muted)' : retColor(d.midpoint||0)}">${retLabel}</div>
|
| 689 |
${noTradeDetail}
|
|
|
|
| 704 |
? `<button class="btn-danger btn-sm" onclick="removeFromWatchlist('${pick.ticker}')">✕ Remove</button>
|
| 705 |
<button class="btn-primary btn-sm" onclick='openTradeModal(${JSON.stringify(pick.ticker)},${JSON.stringify(safeCompany)},${pick.price||0},${sl3d},${tgt3d},${JSON.stringify(tfs["3D"] || {})})'>Trade</button>`
|
| 706 |
: `<button class="btn-ghost btn-sm" onclick="addToWatchlist('${pick.ticker}','${safeCompany}')">+ Watch</button>
|
| 707 |
+
<button class="btn-primary btn-sm" onclick='openTradeModal(${JSON.stringify(pick.ticker)},${JSON.stringify(safeCompany)},${pick.price||0},${slBest},${tgtBest},${planDataBestJSON})'>Trade</button>`;
|
| 708 |
|
| 709 |
const bareSym = pick.ticker.replace(/\.(NS|BO)$/i, '');
|
| 710 |
const exchange = pick.ticker.endsWith('.BO') ? 'BSE' : 'NSE';
|
static/style.css
CHANGED
|
@@ -396,6 +396,17 @@ input::placeholder { color: var(--text-dim); }
|
|
| 396 |
display: flex; flex-direction: column; align-items: center; justify-content: flex-start;
|
| 397 |
gap: 4px;
|
| 398 |
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 399 |
.tf-label { font-size: 11px; color: var(--text-muted); text-transform: uppercase; letter-spacing: .6px; font-weight: 600; }
|
| 400 |
.tf-return { font-size: 16px; font-weight: 700; font-variant-numeric: tabular-nums; line-height: 1.1; }
|
| 401 |
.no-trade-label { font-size: 13px; font-weight: 500; color: var(--text-muted); font-style: italic; }
|
|
|
|
| 396 |
display: flex; flex-direction: column; align-items: center; justify-content: flex-start;
|
| 397 |
gap: 4px;
|
| 398 |
}
|
| 399 |
+
.tf-cell--best {
|
| 400 |
+
border-color: var(--green);
|
| 401 |
+
background: rgba(34, 197, 94, 0.06);
|
| 402 |
+
}
|
| 403 |
+
.best-tf-badge {
|
| 404 |
+
display: inline-flex; align-items: center;
|
| 405 |
+
font-size: 9px; font-weight: 700; letter-spacing: 0.5px; text-transform: uppercase;
|
| 406 |
+
color: var(--green);
|
| 407 |
+
background: rgba(34, 197, 94, 0.15); border: 1px solid rgba(34, 197, 94, 0.3);
|
| 408 |
+
border-radius: 3px; padding: 1px 5px; margin-bottom: 2px;
|
| 409 |
+
}
|
| 410 |
.tf-label { font-size: 11px; color: var(--text-muted); text-transform: uppercase; letter-spacing: .6px; font-weight: 600; }
|
| 411 |
.tf-return { font-size: 16px; font-weight: 700; font-variant-numeric: tabular-nums; line-height: 1.1; }
|
| 412 |
.no-trade-label { font-size: 13px; font-weight: 500; color: var(--text-muted); font-style: italic; }
|
top5_picker.py
CHANGED
|
@@ -18,7 +18,7 @@ from typing import Optional
|
|
| 18 |
|
| 19 |
from predictor_core import predict_stock_v2, DEFAULT_UNIVERSE, timeframe_to_dates
|
| 20 |
|
| 21 |
-
TIMEFRAMES = ["1D", "3D", "5D"]
|
| 22 |
|
| 23 |
# Curated liquid universe for top5 — top 75 stocks by market cap from cache.
|
| 24 |
# Using the full 491-stock universe × 3 timeframes is too slow for interactive use.
|
|
@@ -131,8 +131,8 @@ def get_top5_picks(
|
|
| 131 |
_CONF_MULT = {"HIGH": 1.0, "MEDIUM": 0.80}
|
| 132 |
_ACCEPTED_DIRECTIONS = {"BULLISH", "SLIGHTLY BULLISH"}
|
| 133 |
|
| 134 |
-
def
|
| 135 |
-
"""Composite profit score for
|
| 136 |
base_ret = float(p.get("ret_hi") or 0.0)
|
| 137 |
|
| 138 |
conf = p.get("confidence", "LOW")
|
|
@@ -166,7 +166,7 @@ def get_top5_picks(
|
|
| 166 |
|
| 167 |
# Filter: BULLISH direction, MEDIUM+ confidence, positive return magnitude.
|
| 168 |
# Magnitude-based thresholds (1%, R:R ≥ 1.2) are removed: incompatible with
|
| 169 |
-
# AI calibrated ranges (~0.18%);
|
| 170 |
bullish = []
|
| 171 |
for p in scan_preds.values():
|
| 172 |
if not p:
|
|
@@ -179,9 +179,9 @@ def get_top5_picks(
|
|
| 179 |
continue
|
| 180 |
bullish.append(p)
|
| 181 |
|
| 182 |
-
# Sort by composite
|
| 183 |
# Expand candidate pool to 2× top_n so the full 1D/3D rerun has room to re-rank.
|
| 184 |
-
bullish.sort(key=
|
| 185 |
candidate_pool_size = top_n * 2 # fetch 10 full predictions, trim to top_n at end
|
| 186 |
candidates = bullish[:candidate_pool_size]
|
| 187 |
|
|
@@ -204,12 +204,12 @@ def get_top5_picks(
|
|
| 204 |
}
|
| 205 |
|
| 206 |
# ATR multipliers and R:R targets per timeframe (must match predictor_core.py)
|
| 207 |
-
_ATR_MULT = {"1D": 0.7, "3D": 1.1, "5D": 1.5}
|
| 208 |
-
_RR_MULT = {"1D": 1.5, "3D": 1.7, "5D": 2.0}
|
| 209 |
|
| 210 |
def _derive_risk(price, atr14, tf):
|
| 211 |
"""Derive SL/target from ATR when AI response risk fields are missing."""
|
| 212 |
-
if not price or not atr14:
|
| 213 |
return None, None, None
|
| 214 |
sl_risk = _ATR_MULT[tf] * atr14
|
| 215 |
sl_price = round(price - sl_risk, 2)
|
|
@@ -263,9 +263,26 @@ def get_top5_picks(
|
|
| 263 |
"risk": {},
|
| 264 |
}
|
| 265 |
|
| 266 |
-
|
| 267 |
-
|
| 268 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 269 |
picks = []
|
| 270 |
for stock in candidates:
|
| 271 |
ticker = stock["ticker"]
|
|
@@ -313,10 +330,11 @@ def get_top5_picks(
|
|
| 313 |
"actual_rr": actual_rr,
|
| 314 |
}
|
| 315 |
|
| 316 |
-
# Keep card metadata, but expose AI-led primary call
|
| 317 |
-
# strategy-derived chips/details in top5 cards.
|
| 318 |
pick = dict(stock)
|
| 319 |
-
|
|
|
|
|
|
|
| 320 |
if ai_anchor and not ai_anchor.get("error"):
|
| 321 |
pick["direction"] = ai_anchor.get("direction", pick.get("direction"))
|
| 322 |
pick["confidence"] = ai_anchor.get("confidence", pick.get("confidence"))
|
|
@@ -326,18 +344,18 @@ def get_top5_picks(
|
|
| 326 |
pick["signal_count"] = 0
|
| 327 |
pick["timeframes"] = timeframe_data
|
| 328 |
|
| 329 |
-
#
|
| 330 |
-
pick["
|
| 331 |
picks.append(pick)
|
| 332 |
|
| 333 |
-
# Re-rank by
|
| 334 |
-
picks.sort(key=lambda x: x.get("
|
| 335 |
picks = picks[:top_n]
|
| 336 |
|
| 337 |
# Assign final ranks and remove internal score field
|
| 338 |
for i, p in enumerate(picks):
|
| 339 |
p["rank"] = i + 1
|
| 340 |
-
p.pop("
|
| 341 |
|
| 342 |
return {
|
| 343 |
"picks": picks,
|
|
|
|
| 18 |
|
| 19 |
from predictor_core import predict_stock_v2, DEFAULT_UNIVERSE, timeframe_to_dates
|
| 20 |
|
| 21 |
+
TIMEFRAMES = ["INTRADAY", "1D", "3D", "5D"]
|
| 22 |
|
| 23 |
# Curated liquid universe for top5 — top 75 stocks by market cap from cache.
|
| 24 |
# Using the full 491-stock universe × 3 timeframes is too slow for interactive use.
|
|
|
|
| 131 |
_CONF_MULT = {"HIGH": 1.0, "MEDIUM": 0.80}
|
| 132 |
_ACCEPTED_DIRECTIONS = {"BULLISH", "SLIGHTLY BULLISH"}
|
| 133 |
|
| 134 |
+
def _score_tf(p: dict) -> float:
|
| 135 |
+
"""Composite profit score for any TF prediction. Higher is better."""
|
| 136 |
base_ret = float(p.get("ret_hi") or 0.0)
|
| 137 |
|
| 138 |
conf = p.get("confidence", "LOW")
|
|
|
|
| 166 |
|
| 167 |
# Filter: BULLISH direction, MEDIUM+ confidence, positive return magnitude.
|
| 168 |
# Magnitude-based thresholds (1%, R:R ≥ 1.2) are removed: incompatible with
|
| 169 |
+
# AI calibrated ranges (~0.18%); _score_tf handles ranking instead.
|
| 170 |
bullish = []
|
| 171 |
for p in scan_preds.values():
|
| 172 |
if not p:
|
|
|
|
| 179 |
continue
|
| 180 |
bullish.append(p)
|
| 181 |
|
| 182 |
+
# Sort by composite profit score descending.
|
| 183 |
# Expand candidate pool to 2× top_n so the full 1D/3D rerun has room to re-rank.
|
| 184 |
+
bullish.sort(key=_score_tf, reverse=True)
|
| 185 |
candidate_pool_size = top_n * 2 # fetch 10 full predictions, trim to top_n at end
|
| 186 |
candidates = bullish[:candidate_pool_size]
|
| 187 |
|
|
|
|
| 204 |
}
|
| 205 |
|
| 206 |
# ATR multipliers and R:R targets per timeframe (must match predictor_core.py)
|
| 207 |
+
_ATR_MULT = {"INTRADAY": 0.4, "1D": 0.7, "3D": 1.1, "5D": 1.5}
|
| 208 |
+
_RR_MULT = {"INTRADAY": 1.2, "1D": 1.5, "3D": 1.7, "5D": 2.0}
|
| 209 |
|
| 210 |
def _derive_risk(price, atr14, tf):
|
| 211 |
"""Derive SL/target from ATR when AI response risk fields are missing."""
|
| 212 |
+
if not price or not atr14 or tf not in _ATR_MULT:
|
| 213 |
return None, None, None
|
| 214 |
sl_risk = _ATR_MULT[tf] * atr14
|
| 215 |
sl_price = round(price - sl_risk, 2)
|
|
|
|
| 263 |
"risk": {},
|
| 264 |
}
|
| 265 |
|
| 266 |
+
def _pick_best_tf(ticker: str) -> tuple[str, float]:
|
| 267 |
+
"""Return the TF (1D/3D/5D) with the highest profit score for this ticker."""
|
| 268 |
+
best, best_score = "3D", 0.0
|
| 269 |
+
for tf in ["INTRADAY", "1D", "3D", "5D"]:
|
| 270 |
+
pred = ai_preds.get((ticker, tf), {})
|
| 271 |
+
if not pred or pred.get("error"):
|
| 272 |
+
continue
|
| 273 |
+
if pred.get("direction") not in _ACCEPTED_DIRECTIONS:
|
| 274 |
+
continue
|
| 275 |
+
if pred.get("confidence") not in _CONF_MULT:
|
| 276 |
+
continue
|
| 277 |
+
if float(pred.get("ret_hi") or 0.0) <= 0:
|
| 278 |
+
continue
|
| 279 |
+
s = _score_tf(pred)
|
| 280 |
+
if s > best_score:
|
| 281 |
+
best, best_score = tf, s
|
| 282 |
+
return best, best_score
|
| 283 |
+
|
| 284 |
+
# Step 3: Assemble picks for full candidate pool, then re-rank by best-TF profit score
|
| 285 |
+
# and trim to top_n. Stocks that shine in any TF (not just 5D) can now win.
|
| 286 |
picks = []
|
| 287 |
for stock in candidates:
|
| 288 |
ticker = stock["ticker"]
|
|
|
|
| 330 |
"actual_rr": actual_rr,
|
| 331 |
}
|
| 332 |
|
| 333 |
+
# Keep card metadata, but expose AI-led primary call from the best TF.
|
|
|
|
| 334 |
pick = dict(stock)
|
| 335 |
+
best_tf, best_score = _pick_best_tf(ticker)
|
| 336 |
+
pick["best_tf"] = best_tf
|
| 337 |
+
ai_anchor = ai_preds.get((ticker, best_tf), {})
|
| 338 |
if ai_anchor and not ai_anchor.get("error"):
|
| 339 |
pick["direction"] = ai_anchor.get("direction", pick.get("direction"))
|
| 340 |
pick["confidence"] = ai_anchor.get("confidence", pick.get("confidence"))
|
|
|
|
| 344 |
pick["signal_count"] = 0
|
| 345 |
pick["timeframes"] = timeframe_data
|
| 346 |
|
| 347 |
+
# Rank by best-TF score so stocks strong in any TF surface to the top
|
| 348 |
+
pick["_score_best"] = best_score
|
| 349 |
picks.append(pick)
|
| 350 |
|
| 351 |
+
# Re-rank by best-TF composite profit score
|
| 352 |
+
picks.sort(key=lambda x: x.get("_score_best", 0.0), reverse=True)
|
| 353 |
picks = picks[:top_n]
|
| 354 |
|
| 355 |
# Assign final ranks and remove internal score field
|
| 356 |
for i, p in enumerate(picks):
|
| 357 |
p["rank"] = i + 1
|
| 358 |
+
p.pop("_score_best", None)
|
| 359 |
|
| 360 |
return {
|
| 361 |
"picks": picks,
|
whatsapp_alerts.py
ADDED
|
@@ -0,0 +1,80 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""
|
| 2 |
+
whatsapp_alerts.py — Send WhatsApp alerts for HIGH-confidence predictions via CallMeBot.
|
| 3 |
+
|
| 4 |
+
One-time self-setup (done once by you in WhatsApp):
|
| 5 |
+
1. Save +34 644 60 49 11 as a contact named "CallMeBot"
|
| 6 |
+
2. Send "I allow callmebot to send me messages" to that number
|
| 7 |
+
3. You receive an API key back (e.g. 123456)
|
| 8 |
+
4. Set env vars: WHATSAPP_PHONE=91XXXXXXXXXX WHATSAPP_APIKEY=123456
|
| 9 |
+
|
| 10 |
+
No extra packages needed — uses requests (already a dependency).
|
| 11 |
+
"""
|
| 12 |
+
from __future__ import annotations
|
| 13 |
+
import logging
|
| 14 |
+
import os
|
| 15 |
+
import urllib.parse
|
| 16 |
+
|
| 17 |
+
logger = logging.getLogger(__name__)
|
| 18 |
+
|
| 19 |
+
_CALLMEBOT_URL = "https://api.callmebot.com/whatsapp.php"
|
| 20 |
+
|
| 21 |
+
|
| 22 |
+
def _build_message(pred: dict) -> str:
|
| 23 |
+
ticker = pred.get("ticker", "?").replace(".NS", "")
|
| 24 |
+
direction = pred.get("direction", "?")
|
| 25 |
+
confidence = pred.get("confidence", "?")
|
| 26 |
+
tf = pred.get("timeframe", "?")
|
| 27 |
+
entry = pred.get("entry_price") or pred.get("current_price")
|
| 28 |
+
lo = pred.get("target_price_lo")
|
| 29 |
+
hi = pred.get("target_price_hi")
|
| 30 |
+
stop = pred.get("stop_loss")
|
| 31 |
+
|
| 32 |
+
parts = [f"{ticker} | {direction} {confidence} | {tf}"]
|
| 33 |
+
if entry:
|
| 34 |
+
parts.append(f"Entry ₹{entry:.0f}")
|
| 35 |
+
if lo and hi:
|
| 36 |
+
parts.append(f"Target ₹{lo:.0f}–{hi:.0f}")
|
| 37 |
+
if stop:
|
| 38 |
+
parts.append(f"Stop ₹{stop:.0f}")
|
| 39 |
+
return " | ".join(parts)
|
| 40 |
+
|
| 41 |
+
|
| 42 |
+
def send_prediction_alert(pred: dict) -> bool:
|
| 43 |
+
"""
|
| 44 |
+
Send a WhatsApp message for a HIGH-confidence prediction.
|
| 45 |
+
No-ops silently if WHATSAPP_PHONE or WHATSAPP_APIKEY are not set.
|
| 46 |
+
Returns True if the message was sent successfully.
|
| 47 |
+
"""
|
| 48 |
+
phone = os.environ.get("WHATSAPP_PHONE", "").strip()
|
| 49 |
+
apikey = os.environ.get("WHATSAPP_APIKEY", "").strip()
|
| 50 |
+
if not phone or not apikey:
|
| 51 |
+
return False
|
| 52 |
+
|
| 53 |
+
if (pred.get("confidence") or "").upper() != "HIGH":
|
| 54 |
+
return False
|
| 55 |
+
|
| 56 |
+
text = _build_message(pred)
|
| 57 |
+
try:
|
| 58 |
+
import requests
|
| 59 |
+
resp = requests.get(
|
| 60 |
+
_CALLMEBOT_URL,
|
| 61 |
+
params={"phone": phone, "text": text, "apikey": apikey},
|
| 62 |
+
timeout=10,
|
| 63 |
+
)
|
| 64 |
+
if resp.status_code == 200:
|
| 65 |
+
logger.info("WhatsApp alert sent: %s", text)
|
| 66 |
+
return True
|
| 67 |
+
logger.warning("WhatsApp alert HTTP %d: %s", resp.status_code, resp.text[:200])
|
| 68 |
+
return False
|
| 69 |
+
except Exception as e:
|
| 70 |
+
logger.warning("WhatsApp alert failed: %s", e)
|
| 71 |
+
return False
|
| 72 |
+
|
| 73 |
+
|
| 74 |
+
def send_bulk_alerts(predictions: list[dict]) -> int:
|
| 75 |
+
"""Send alerts for all HIGH-confidence predictions. Returns count sent."""
|
| 76 |
+
sent = 0
|
| 77 |
+
for pred in predictions:
|
| 78 |
+
if send_prediction_alert(pred):
|
| 79 |
+
sent += 1
|
| 80 |
+
return sent
|