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Upload futures_engine.py
Browse files- src/services/futures_engine.py +130 -92
src/services/futures_engine.py
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@@ -3,12 +3,10 @@ import pandas as pd
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from dataclasses import dataclass
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from typing import List, Optional, Tuple
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# Integrated Docling for high-accuracy layout reconstruction
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try:
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DOCLING_AVAILABLE = False
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@dataclass
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class TokenData:
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@@ -21,18 +19,22 @@ class TokenData:
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oiss: str = "-"
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class PDFParser:
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"""Handles
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# Keywords to filter out website UI elements repeated by Chrome Print
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IGNORE_KEYWORDS = {
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'page', 'coinalyze', 'contract', 'filter', 'column',
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'mkt cap', 'vol 24h', 'vtmr', 'all contracts', 'custom metrics', '
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}
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# --- Signal Helpers (
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@staticmethod
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def _oi_score_and_signal(oi_change: float) -> Tuple[int, str]:
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@@ -53,105 +55,141 @@ class PDFParser:
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@classmethod
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def make_oiss(cls, oi_percent_str: str) -> str:
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if not oi_percent_str
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val =
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oi_change = float(val) / 100
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sign = "+" if oi_change > 0 else ""
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if css_class:
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return f'<span class="{css_class}">{sign}{oi_change*100:.
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return f"{sign}{oi_change*100:.
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except
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@classmethod
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def make_funding_signal(cls, funding_str: str) -> str:
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if not funding_str or
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val = float(
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signal_word, css_class = cls._funding_score_and_signal(val)
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if css_class:
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return f'<span class="{css_class}">{val}%</span> <span style="font-size:0.8em;">{signal_word}</span>'
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return f'{val}% {signal_word}'
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except
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# ---
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@classmethod
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def extract(cls, path
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print(f"
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if
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print("
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return pd.DataFrame()
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try:
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df_raw = element.export_to_dataframe()
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all_tokens.extend(cls._process_rows(df_raw))
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if not all_tokens:
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print(" [!] Warning: No token data found in PDF.")
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return pd.DataFrame()
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print(f" [+] Successfully extracted {len(final_df)} tokens.")
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return final_df
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except Exception as e:
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print(f"
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return pd.DataFrame()
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@classmethod
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def
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# 2. Extract and Sanitize Columns based on Coinalyze Layout
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# Mapping: 0:Coin, 1:Mkt Cap, 2:Vol 24h, 3:OI Chg, 4:PFR, 5:VTMR
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mkt_cap = str(row[1]).strip()
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volume = str(row[2]).strip()
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# Robust VTMR cleaning (handles Chrome artifacts and empty fields)
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vtmr_raw = cls.CLEAN_VAL.sub("", str(row[5])) if len(row) > 5 else ""
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try:
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from dataclasses import dataclass
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from typing import List, Optional, Tuple
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try:
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import pypdf
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except Exception:
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pypdf = None
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@dataclass
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class TokenData:
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oiss: str = "-"
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class PDFParser:
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"""Handles extraction of tabular data from Coinalyze PDFs using regex."""
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FINANCIAL_PATTERN = re.compile(
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r'(\$?[+-]?[\d,\.]+[kKmMbB]?)\s+'
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r'(\$?[+-]?[\d,\.]+[kKmMbB]?)\s+'
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r'(?:([+\-]?[\d\.\,]+\%?|[\-\–\—]|N\/A)\s+)?'
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r'(?:([+\-]?[\d\.\,]+\%?|[\-\–\—]|N\/A)\s+)?'
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r'(\d*\.?\d+)'
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)
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IGNORE_KEYWORDS = {
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'page', 'coinalyze', 'contract', 'filter', 'column',
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'mkt cap', 'vol 24h', 'vtmr', 'coins', 'all contracts', 'custom metrics', 'watchlists'
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}
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# --- Signal Helpers (Moved inside to keep logic self-contained) ---
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@staticmethod
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def _oi_score_and_signal(oi_change: float) -> Tuple[int, str]:
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@classmethod
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def make_oiss(cls, oi_percent_str: str) -> str:
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if not oi_percent_str: return "-"
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val = oi_percent_str.replace("%", "").strip()
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try:
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oi_change = float(val) / 100
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score, signal = cls._oi_score_and_signal(oi_change)
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if oi_change > 0: css_class = "oi-strong"
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elif oi_change < 0: css_class = "oi-weak"
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else: css_class = ""
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sign = "+" if oi_change > 0 else ""
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if css_class:
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return f'<span class="{css_class}">{sign}{oi_change*100:.0f}%</span> {signal}'
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return f"{sign}{oi_change*100:.0f}% {signal}"
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except Exception:
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return "-"
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@classmethod
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def make_funding_signal(cls, funding_str: str) -> str:
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if not funding_str or funding_str in ['-', 'N/A']: return "-"
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try:
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val = float(funding_str.replace('%', '').strip())
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signal_word, css_class = cls._funding_score_and_signal(val)
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if css_class:
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return f'<span class="{css_class}">{val}%</span> <span style="font-size:0.8em; color:#7f8c8d;">{signal_word}</span>'
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return f'{val}% {signal_word}'
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except Exception:
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return funding_str
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# --- Core Extraction Logic ---
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@classmethod
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def extract(cls, path) -> pd.DataFrame:
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print(f" Parsing Futures PDF: {path.name}")
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if pypdf is None:
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print(" pypdf not available - PDF parsing disabled.")
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return pd.DataFrame()
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data: List[TokenData] = []
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try:
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reader = pypdf.PdfReader(path)
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for page in reader.pages:
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raw = page.extract_text() or ""
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lines = [ln.strip() for ln in raw.split("\n") if ln.strip()]
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page_data = cls._parse_page_smart(lines)
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data.extend(page_data)
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print(f" Extracted {len(data)} futures tokens")
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if not data:
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return pd.DataFrame()
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df = pd.DataFrame([vars(t) for t in data])
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df['ticker'] = df['ticker'].apply(lambda x: re.sub(r'[^A-Z0-9]', '', str(x).upper()))
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df = df[df['ticker'].str.len() > 1]
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print(f" Valid futures tokens: {len(df)}")
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return df
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except Exception as e:
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print(f" PDF Error: {e}")
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return pd.DataFrame()
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@classmethod
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def _parse_page_smart(cls, lines: List[str]) -> List[TokenData]:
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financials = []
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raw_text_lines = []
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for line in lines:
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if any(k in line.lower() for k in cls.IGNORE_KEYWORDS):
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continue
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fin_match = cls.FINANCIAL_PATTERN.search(line)
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if fin_match:
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groups = fin_match.groups()
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mc = groups[0].replace('$', '').replace(',', '')
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vol = groups[1].replace('$', '').replace(',', '')
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oi_str = groups[2]
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fund_str = groups[3]
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vtmr = groups[4]
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try:
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float(vtmr)
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financials.append((mc, vol, vtmr, oi_str, fund_str))
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except:
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raw_text_lines.append(line)
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else:
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if not line.isdigit() and len(line) > 1:
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raw_text_lines.append(line)
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token_pairs = []
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i = 0
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while i < len(raw_text_lines):
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line = raw_text_lines[i]
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clean_current = cls._clean_ticker_strict(line)
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if clean_current:
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if i + 1 < len(raw_text_lines):
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next_line = raw_text_lines[i + 1]
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clean_next = cls._clean_ticker_strict(next_line)
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if clean_next:
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token_pairs.append((line, clean_next))
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i += 2
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continue
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if i + 1 < len(raw_text_lines):
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name_candidate = raw_text_lines[i]
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ticker_candidate_raw = raw_text_lines[i + 1]
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ticker = cls._clean_ticker_strict(ticker_candidate_raw)
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if ticker:
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token_pairs.append((name_candidate, ticker))
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i += 2
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else:
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i += 1
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else:
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i += 1
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tokens: List[TokenData] = []
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limit = min(len(token_pairs), len(financials))
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for k in range(limit):
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name, ticker = token_pairs[k]
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mc, vol, vtmr, oi_pct, fund_pct = financials[k]
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oiss_val = cls.make_oiss(oi_pct) if oi_pct and oi_pct not in ['-', 'N/A'] else "-"
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funding_val = cls.make_funding_signal(fund_pct)
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tokens.append(TokenData(
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ticker=ticker,
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name=name,
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market_cap=mc,
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volume=vol,
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vtmr=float(vtmr),
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funding=funding_val,
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oiss=oiss_val
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))
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return tokens
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@staticmethod
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def _clean_ticker_strict(text: str) -> Optional[str]:
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if len(text) > 15: return None
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cleaned = re.sub(r'[^A-Z0-9]', '', text.upper())
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if 2 <= len(cleaned) <= 12: return cleaned
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return None
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