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Update app.py
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app.py
CHANGED
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# ============================================
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# АВТО-УСТАНОВКА ПАКЕТОВ
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# ============================================
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import subprocess
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import sys
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import importlib
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REQUIRED_PACKAGES = {
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'numpy': 'numpy',
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'pandas': 'pandas',
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'requests': 'requests'
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}
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@@ -20,104 +21,48 @@ for module_name, pip_name in REQUIRED_PACKAGES.items():
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print(f"✅ {pip_name} установлен!")
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# ============================================
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# 👑 TOMIRIS SPACE 21
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# ============================================
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from fastapi import FastAPI, Query
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from typing import Optional, Dict, Any, List, Tuple
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import time
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import requests
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import threading
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import numpy as np
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import pandas as pd
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from
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# ================= КОНФИГУРАЦИЯ =================
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SYMBOL
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"GDX": "GDX", # Gold Miners ETF
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"GDXJ": "GDXJ" # Junior Gold Miners
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}
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# API ключи
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TWELVE_KEYS: List[str] = [
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"f33e660d8c1945d19e3c4ded72a2875e",
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"03737d2862224ac6a10ed601d053cce5"
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]
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FRED_KEYS: List[str] = ["faa11c8e2e4beee08c5b966e8b63a513"]
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CACHE: Dict[str, Dict[str, Any]] = {}
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CACHE_TIMES: Dict[str, float] = {}
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FEATURES_STORE: Dict[str, Dict[str, Any]] = {}
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MT5_MAX_AGE_SEC: int = 300
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twelve_counter: int = 0
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fred_counter: int = 0
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api_lock = threading.Lock()
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def get_next_twelve_key() -> str:
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global twelve_counter
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with api_lock:
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key = TWELVE_KEYS[twelve_counter % len(TWELVE_KEYS)]
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twelve_counter += 1
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return key
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def get_next_fred_key() -> str:
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global fred_counter
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with api_lock:
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key = FRED_KEYS[fred_counter % len(FRED_KEYS)]
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fred_counter += 1
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return key
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def send_to_arbiter(signal_data: Dict[str, Any]) -> None:
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try:
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requests.post(
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f"{SPACE_18_ARBITER}/log_signal",
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json={'space': 'space_21_gold_macro', 'symbol': SYMBOL, 'signal': signal_data.get('signal', {})},
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timeout=5
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)
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except:
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pass
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# =================
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cache_key = f"fred_{series_id}_{days}"
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if cache_key in CACHE and time.time() - CACHE_TIMES.get(cache_key, 0) < 3600:
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return CACHE[cache_key]
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try:
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r = requests.get(url, timeout=10)
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if r.status_code == 200:
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data = r.json()
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]
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CACHE[cache_key] = values
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CACHE_TIMES[cache_key] = time.time()
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return values
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except:
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pass
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return []
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def fetch_dxy() -> Dict[str, Any]:
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values = fetch_fred_series("DTWEXBGS", 30)
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if len(values) >= 2:
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current = values[0]['value']
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month_ago = values[-1]['value']
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@@ -126,225 +71,138 @@ def fetch_dxy() -> Dict[str, Any]:
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'dxy': round(current, 2),
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'change_1m': round(change, 2),
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'trend': 'STRENGTHENING' if change > 2 else 'WEAKENING' if change < -2 else 'STABLE',
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'gold_signal': '
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}
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return {'dxy': 104.5, '
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def fetch_tips_yield() -> Dict[str, Any]:
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values = fetch_fred_series("DFII10", 30)
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if values:
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current = values[0]['value']
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return {
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'tips_yield': round(current, 4),
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'gold_signal': 'BULLISH' if current < 0 else 'BEARISH',
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'analysis': 'Отрицательная реальная доходность
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}
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return {'tips_yield': 0.5, 'gold_signal': 'NEUTRAL'}
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# ================= ETF ПОТОКИ =================
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def
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if cache_key in CACHE and time.time() - CACHE_TIMES.get(cache_key, 0) < 900:
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return CACHE[cache_key]
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try:
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url = f"https://api.twelvedata.com/quote?symbol={ticker}&apikey={key}"
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r = requests.get(url, timeout=10)
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if r.status_code == 200:
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data = r.json()
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'change_pct': float(data.get('change_percent', 0)),
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'volume': int(data.get('volume', 0)),
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'signal': 'INFLOW' if float(data.get('change_percent', 0)) > 0 else 'OUTFLOW'
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}
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CACHE[cache_key] = result
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CACHE_TIMES[cache_key] = time.time()
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return result
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except:
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pass
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return None
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def analyze_etf_flows() -> Dict[str, Any]:
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for
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gold_signal = "
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else:
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gold_signal = "BEARISH"
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return {
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'flow_signal': signal,
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'gold_signal': gold_signal
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}
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# ================= COT
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def fetch_cot_report() -> Dict[str, Any]:
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cache_key = "cot_gold"
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if cache_key in CACHE and time.time() - CACHE_TIMES.get(cache_key, 0) < 86400:
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return CACHE[cache_key]
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try:
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df = pd.read_csv(url)
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if not df.empty:
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cot_signal = "BULLISH"
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elif
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cot_signal = "BEARISH"
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else:
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cot_signal = "
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'report_date': str(
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'
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'cot_signal': cot_signal,
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'gold_signal': 'BULLISH' if
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}
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return result
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except:
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pass
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return {'cot_signal': 'NEUTRAL', 'gold_signal': 'NEUTRAL'}
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# ================= GPR (
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def fetch_gpr() -> Dict[str, Any]:
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"""Геополитический риск — качественная оценка."""
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try:
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r = requests.get(
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"https://newsapi.org/v2/everything?q=geopolitical+war+sanctions&pageSize=10&apiKey=948c7816beea47baa23b054592472d0e",
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timeout=10
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)
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if r.status_code == 200:
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total = r.json().get('totalResults', 0)
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gold_signal = "
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else:
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level = "LOW"
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return {
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'gpr_level': level,
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'mentions_24h': total,
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'gold_signal': gold_signal
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}
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except:
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pass
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return {'gpr_level': 'LOW', 'gold_signal': 'NEUTRAL'}
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# =================
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def
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if r.status_code == 200:
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data = r.json()
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community = data.get('community_data', {})
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# Используем упоминания как прокси интереса
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mentions = community.get('twitter_followers', 0)
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return {
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'interest_level': 'HIGH' if mentions > 100000 else 'MODERATE',
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'gold_signal': 'BULLISH'
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}
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except:
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pass
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return {'interest_level': 'MODERATE', 'gold_signal': 'NEUTRAL'}
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# ================= АНАЛИЗ ИЗ MT5 =================
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def analyze_from_mt5(mt5_features: Dict[str, Any]) -> Optional[Dict[str, Any]]:
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try:
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score = 50.0
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rsi = mt5_features.get('H1_rsi', 50)
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if isinstance(rsi, (int, float)):
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if rsi > 70:
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score -= 10
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elif rsi < 30:
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score += 10
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ema = mt5_features.get('H1_price_vs_ema_21', 0)
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if isinstance(ema, (int, float)):
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if ema > 1.0:
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score += 10
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elif ema < -1.0:
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score -= 10
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score = max(0, min(100, score))
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if score > 60:
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direction, confidence = "LONG", score / 100
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elif score < 40:
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direction, confidence = "SHORT", (100 - score) / 100
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else:
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direction, confidence = "WAIT", 0.0
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return {
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"direction": direction,
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"confidence": round(confidence, 4),
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"macro_score": score,
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"source": "MT5"
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}
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except:
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return None
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# ================= ГЛАВНЫЙ АНАЛИЗ =================
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def analyze_gold_macro() -> Dict[str, Any]:
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dxy = fetch_dxy()
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tips = fetch_tips_yield()
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etf = analyze_etf_flows()
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cot = fetch_cot_report()
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gpr = fetch_gpr()
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central_bank = fetch_central_bank_demand()
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signals = []
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score = 50.0
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# DXY
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if dxy.get('gold_signal') == 'BULLISH':
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signals.append({"factor": "DXY", "signal": "BULLISH", "reason": "Доллар слабеет"})
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score +=
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elif dxy.get('gold_signal') == 'BEARISH':
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signals.append({"factor": "DXY", "signal": "BEARISH", "reason": "Доллар укрепляется"})
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score -=
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# TIPS
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if tips.get('gold_signal') == 'BULLISH':
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score += 15
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elif tips.get('gold_signal') == 'BEARISH':
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signals.append({"factor": "TIPS", "signal": "BEARISH", "reason": "Положительная реальная доходность"})
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score -=
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# ETF
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score += 15
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elif
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signals.append({"factor": "ETF", "signal": "BEARISH", "reason": f"Отток из ETF"})
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score -= 15
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# COT
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score += 12
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elif
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signals.append({"factor": "COT", "signal": "BEARISH", "reason": "
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score -= 12
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# GPR
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if gpr.get('gold_signal') == 'BULLISH':
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signals.append({"factor": "GPR", "signal": "BULLISH", "reason": f"Геополитический риск
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score += 10
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# Центробанки
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if central_bank.get('gold_signal') == 'BULLISH':
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signals.append({"factor": "CENTRAL_BANKS", "signal": "BULLISH", "reason": "Спрос центробанков"})
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score += 5
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score = max(0, min(100, score))
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if score > 60:
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"tips": tips,
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"etf_flows": etf,
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"cot_report": cot,
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"geopolitical_risk": gpr
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"central_bank_demand": central_bank
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}
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}
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# ================= ГЛАВНЫЙ СИГНАЛ =================
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def get_gold_macro_signal() -> Dict[str, Any]:
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start = time.time()
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# Проверка MT5
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if SYMBOL in FEATURES_STORE:
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fs = FEATURES_STORE[SYMBOL]
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age = time.time() - fs.get("timestamp", 0)
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if age < MT5_MAX_AGE_SEC:
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mt5_features = fs.get("features", {})
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if mt5_features:
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mt5_result = analyze_from_mt5(mt5_features)
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if mt5_result:
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result = {
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"space": "space_21_gold_macro",
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"timestamp": int(time.time()),
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"symbol": SYMBOL,
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"signal": {
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"direction": mt5_result["direction"],
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"confidence": mt5_result["confidence"]
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},
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"macro_analysis": {
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"score": mt5_result["macro_score"],
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"signals": [{"factor": "MT5", "signal": mt5_result["direction"], "reason": "Технический анализ"}]
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},
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"data_source": "MT5",
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"meta": {"latency_ms": int((time.time() - start) * 1000)}
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}
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send_to_arbiter(result)
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print(f"🥇 GOLD MACRO: {mt5_result['direction']} | Score={mt5_result['macro_score']} (MT5)")
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return result
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# Fallback
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analysis = analyze_gold_macro()
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latency = int((time.time() - start) * 1000)
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| 453 |
|
| 454 |
result = {
|
|
@@ -464,77 +288,67 @@ def get_gold_macro_signal() -> Dict[str, Any]:
|
|
| 464 |
"signals": analysis['signals'],
|
| 465 |
"metrics": analysis['metrics']
|
| 466 |
},
|
| 467 |
-
"
|
| 468 |
-
"meta": {"latency_ms": latency}
|
| 469 |
}
|
| 470 |
|
| 471 |
-
|
| 472 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 473 |
return result
|
| 474 |
|
| 475 |
-
# =================
|
| 476 |
-
|
| 477 |
-
while True:
|
| 478 |
-
time.sleep(840)
|
| 479 |
-
try:
|
| 480 |
-
requests.get("http://localhost:7860/health", timeout=5)
|
| 481 |
-
except:
|
| 482 |
-
pass
|
| 483 |
|
| 484 |
-
|
|
|
|
|
|
|
| 485 |
|
| 486 |
-
|
| 487 |
-
|
|
|
|
| 488 |
|
| 489 |
@app.get("/health")
|
| 490 |
-
@app.head("/health")
|
| 491 |
async def health():
|
| 492 |
-
return {
|
| 493 |
-
"space": "Space 21 - Gold Macro & Flow Analyzer v1.0",
|
| 494 |
-
"status": "operational",
|
| 495 |
-
"symbol": SYMBOL,
|
| 496 |
-
"features": ["DXY", "TIPS Yield", "ETF Flows", "COT Report", "GPR", "Central Bank Demand"]
|
| 497 |
-
}
|
| 498 |
|
| 499 |
@app.get("/consilium")
|
| 500 |
async def consilium():
|
| 501 |
-
return get_gold_macro_signal()
|
| 502 |
|
| 503 |
@app.get("/dxy")
|
| 504 |
async def dxy():
|
| 505 |
-
return fetch_dxy()
|
| 506 |
|
| 507 |
@app.get("/tips")
|
| 508 |
async def tips():
|
| 509 |
-
return fetch_tips_yield()
|
| 510 |
|
| 511 |
@app.get("/etf")
|
| 512 |
async def etf():
|
| 513 |
-
return analyze_etf_flows()
|
| 514 |
|
| 515 |
@app.get("/cot")
|
| 516 |
async def cot():
|
| 517 |
-
return fetch_cot_report()
|
| 518 |
|
| 519 |
@app.get("/gpr")
|
| 520 |
async def gpr():
|
| 521 |
-
return fetch_gpr()
|
| 522 |
|
| 523 |
@app.get("/full")
|
| 524 |
async def full():
|
| 525 |
-
return analyze_gold_macro()
|
| 526 |
-
|
| 527 |
-
|
| 528 |
-
|
| 529 |
-
|
| 530 |
-
FEATURES_STORE[symbol] = {
|
| 531 |
-
"features": data.get("features", {}),
|
| 532 |
-
"price": data.get("price", 0.0),
|
| 533 |
-
"timestamp": time.time()
|
| 534 |
-
}
|
| 535 |
-
print(f"📥 MT5 {symbol}: {len(data.get('features', {}))} признаков")
|
| 536 |
-
return {"status": "ok"}
|
| 537 |
|
| 538 |
-
print(
|
| 539 |
-
print(f"🥇 Анализ: DXY | TIPS | ETF GLD/IAU/GDX | COT | GPR | Центробанки")
|
| 540 |
-
print(f"✅ Готов к бою!")
|
|
|
|
| 1 |
# ============================================
|
| 2 |
# АВТО-УСТАНОВКА ПАКЕТОВ
|
| 3 |
# ============================================
|
| 4 |
+
import subprocess, sys, importlib
|
|
|
|
|
|
|
| 5 |
|
| 6 |
REQUIRED_PACKAGES = {
|
| 7 |
'numpy': 'numpy',
|
| 8 |
'pandas': 'pandas',
|
| 9 |
+
'httpx': 'httpx',
|
| 10 |
+
'fastapi': 'fastapi',
|
| 11 |
+
'uvicorn': 'uvicorn',
|
| 12 |
'requests': 'requests'
|
| 13 |
}
|
| 14 |
|
|
|
|
| 21 |
print(f"✅ {pip_name} установлен!")
|
| 22 |
|
| 23 |
# ============================================
|
| 24 |
+
# 👑 TOMIRIS SPACE 21 v3.0 — GOLD MACRO & FLOW ENGINE (No MT5, Real AUM, COT Index)
|
| 25 |
# ============================================
|
| 26 |
+
import os, time, json, logging, asyncio
|
| 27 |
+
from typing import Dict, Any, List, Optional
|
| 28 |
+
from datetime import datetime, timezone
|
| 29 |
+
from collections import deque
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 30 |
import numpy as np
|
| 31 |
import pandas as pd
|
| 32 |
+
import httpx
|
| 33 |
+
from fastapi import FastAPI, Query
|
| 34 |
+
|
| 35 |
+
logging.basicConfig(level=logging.INFO, format="%(asctime)s - %(name)s - %(levelname)s - %(message)s")
|
| 36 |
+
logger = logging.getLogger("Space21_GoldMacro")
|
| 37 |
|
| 38 |
# ================= КОНФИГУРАЦИЯ =================
|
| 39 |
+
SYMBOL = "XAU/USD"
|
| 40 |
+
HUB_URL = os.getenv("SPACE17_URL", "https://tomiris-ai-name5-5.hf.space")
|
| 41 |
+
ARBITER_URL = os.getenv("SPACE18_URL", "https://tomiris-ai-name6-6.hf.space")
|
| 42 |
+
TWELVE_DATA_KEY = os.getenv("TWELVE_DATA_KEY", "f33e660d8c1945d19e3c4ded72a2875e")
|
| 43 |
+
FRED_KEY = os.getenv("FRED_KEY", "faa11c8e2e4beee08c5b966e8b63a513")
|
| 44 |
+
NEWSAPI_KEY = os.getenv("NEWSAPI_KEY", "948c7816beea47baa23b054592472d0e")
|
|
|
|
|
|
|
|
|
|
| 45 |
|
| 46 |
+
GOLD_ETFS = ["GLD", "IAU", "GDX"] # только крупнейшие
|
| 47 |
+
CACHE_TTL = {"fred": 3600, "etf_aum": 600, "cot": 86400, "gpr": 900}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 48 |
|
| 49 |
+
# ================= HTTP КЛИЕНТ =================
|
| 50 |
+
http_client = httpx.AsyncClient(timeout=15.0)
|
|
|
|
|
|
|
|
|
|
| 51 |
|
| 52 |
+
# ================= ЗАГРУЗКА ДАННЫХ =================
|
| 53 |
+
async def fetch_fred_series(series_id: str, days: int = 30) -> List[Dict]:
|
| 54 |
try:
|
| 55 |
+
r = await http_client.get(
|
| 56 |
+
f"https://api.stlouisfed.org/fred/series/observations?series_id={series_id}&api_key={FRED_KEY}&file_type=json&sort_order=desc&limit={days}")
|
|
|
|
| 57 |
if r.status_code == 200:
|
| 58 |
data = r.json()
|
| 59 |
+
return [{'date': obs['date'], 'value': float(obs['value'])} for obs in data.get('observations', []) if obs['value'] != '.']
|
| 60 |
+
except Exception as e:
|
| 61 |
+
logger.warning(f"FRED {series_id}: {e}")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 62 |
return []
|
| 63 |
|
| 64 |
+
async def fetch_dxy() -> Dict[str, Any]:
|
| 65 |
+
values = await fetch_fred_series("DTWEXBGS", 30)
|
|
|
|
| 66 |
if len(values) >= 2:
|
| 67 |
current = values[0]['value']
|
| 68 |
month_ago = values[-1]['value']
|
|
|
|
| 71 |
'dxy': round(current, 2),
|
| 72 |
'change_1m': round(change, 2),
|
| 73 |
'trend': 'STRENGTHENING' if change > 2 else 'WEAKENING' if change < -2 else 'STABLE',
|
| 74 |
+
'gold_signal': 'BULLISH' if change < -2 else 'BEARISH' if change > 2 else 'NEUTRAL'
|
| 75 |
}
|
| 76 |
+
return {'dxy': 104.5, 'gold_signal': 'NEUTRAL'}
|
| 77 |
|
| 78 |
+
async def fetch_tips_yield() -> Dict[str, Any]:
|
| 79 |
+
values = await fetch_fred_series("DFII10", 30)
|
|
|
|
| 80 |
if values:
|
| 81 |
current = values[0]['value']
|
| 82 |
return {
|
| 83 |
'tips_yield': round(current, 4),
|
| 84 |
'gold_signal': 'BULLISH' if current < 0 else 'BEARISH',
|
| 85 |
+
'analysis': 'Отрицательная реальная доходность — золото растёт' if current < 0 else 'Положительная доходность — давление на золото'
|
| 86 |
}
|
| 87 |
return {'tips_yield': 0.5, 'gold_signal': 'NEUTRAL'}
|
| 88 |
|
| 89 |
+
# ================= ETF ПОТОКИ (ЧЕРЕЗ AUM) =================
|
| 90 |
+
async def fetch_etf_aum(ticker: str) -> Optional[float]:
|
| 91 |
+
"""Получает Total Assets Under Management через TwelveData statistics."""
|
|
|
|
|
|
|
|
|
|
| 92 |
try:
|
| 93 |
+
r = await http_client.get(f"https://api.twelvedata.com/statistics?symbol={ticker}&apikey={TWELVE_DATA_KEY}")
|
|
|
|
|
|
|
| 94 |
if r.status_code == 200:
|
| 95 |
data = r.json()
|
| 96 |
+
# total_assets в поле statistics -> fundamental
|
| 97 |
+
aum = data.get("statistics", {}).get("fundamental", {}).get("total_assets", 0)
|
| 98 |
+
return float(aum)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 99 |
except:
|
| 100 |
pass
|
| 101 |
return None
|
| 102 |
|
| 103 |
+
async def analyze_etf_flows() -> Dict[str, Any]:
|
| 104 |
+
"""Рассчитывает притоки/оттоки по изменению AUM за последние 24 часа (если данные есть)."""
|
| 105 |
+
etf_data = {}
|
| 106 |
+
total_change = 0.0
|
| 107 |
+
count = 0
|
| 108 |
+
for ticker in GOLD_ETFS:
|
| 109 |
+
# Запрашиваем текущий AUM
|
| 110 |
+
aum_now = await fetch_etf_aum(ticker)
|
| 111 |
+
if aum_now is None:
|
| 112 |
+
continue
|
| 113 |
+
# Сохраняем предыдущее значение в кэше
|
| 114 |
+
prev_key = f"aum_{ticker}_prev"
|
| 115 |
+
prev_aum = CACHE.get(prev_key, aum_now)
|
| 116 |
+
change = aum_now - prev_aum
|
| 117 |
+
change_pct = (change / prev_aum * 100) if prev_aum > 0 else 0
|
| 118 |
+
etf_data[ticker] = {
|
| 119 |
+
"aum": aum_now,
|
| 120 |
+
"change_24h": round(change_pct, 2),
|
| 121 |
+
"signal": "INFLOW" if change > 0 else "OUTFLOW"
|
| 122 |
+
}
|
| 123 |
+
total_change += change_pct
|
| 124 |
+
count += 1
|
| 125 |
+
# Кэшируем текущее значение для следующего сравнения
|
| 126 |
+
CACHE[prev_key] = aum_now
|
| 127 |
+
|
| 128 |
+
avg_change = total_change / count if count else 0
|
| 129 |
+
if avg_change > 1:
|
| 130 |
+
flow_signal, gold_signal = "STRONG_INFLOW", "BULLISH"
|
| 131 |
+
elif avg_change > 0:
|
| 132 |
+
flow_signal, gold_signal = "MODERATE_INFLOW", "SLIGHTLY_BULLISH"
|
| 133 |
+
elif avg_change < -1:
|
| 134 |
+
flow_signal, gold_signal = "STRONG_OUTFLOW", "BEARISH"
|
| 135 |
else:
|
| 136 |
+
flow_signal, gold_signal = "NEUTRAL", "NEUTRAL"
|
|
|
|
| 137 |
|
| 138 |
return {
|
| 139 |
+
"etfs": etf_data,
|
| 140 |
+
"avg_change_pct": round(avg_change, 2),
|
| 141 |
+
"flow_signal": flow_signal,
|
| 142 |
+
"gold_signal": gold_signal
|
|
|
|
|
|
|
| 143 |
}
|
| 144 |
|
| 145 |
+
# ================= COT С ИНДЕКСОМ =================
|
| 146 |
+
async def fetch_cot_report() -> Dict[str, Any]:
|
|
|
|
|
|
|
|
|
|
|
|
|
| 147 |
try:
|
| 148 |
+
df = pd.read_csv("https://raw.githubusercontent.com/datasets/cftc-commitment-of-traders/main/data/gold.csv")
|
|
|
|
| 149 |
if not df.empty:
|
| 150 |
+
# Вычисляем нетто спекулянтов
|
| 151 |
+
noncomm_net = df['Noncommercial_Long'] - df['Noncommercial_Short']
|
| 152 |
+
# Текущее значение
|
| 153 |
+
latest_net = int(noncomm_net.iloc[-1])
|
| 154 |
+
# Процентиль за последние 3 года (около 156 недель)
|
| 155 |
+
lookback = min(156, len(noncomm_net))
|
| 156 |
+
recent = noncomm_net.iloc[-lookback:]
|
| 157 |
+
percentile = (recent < latest_net).mean() * 100
|
| 158 |
+
if percentile > 80:
|
| 159 |
+
cot_signal = "BULLISH_EXTREME"
|
| 160 |
+
elif percentile > 60:
|
| 161 |
cot_signal = "BULLISH"
|
| 162 |
+
elif percentile < 20:
|
| 163 |
+
cot_signal = "BEARISH_EXTREME"
|
| 164 |
+
elif percentile < 40:
|
| 165 |
cot_signal = "BEARISH"
|
| 166 |
else:
|
| 167 |
+
cot_signal = "NEUTRAL"
|
| 168 |
|
| 169 |
+
return {
|
| 170 |
+
'report_date': str(df['Date'].iloc[-1]),
|
| 171 |
+
'noncommercial_net': latest_net,
|
| 172 |
+
'percentile': round(percentile, 1),
|
| 173 |
'cot_signal': cot_signal,
|
| 174 |
+
'gold_signal': 'BULLISH' if 'BULLISH' in cot_signal else 'BEARISH' if 'BEARISH' in cot_signal else 'NEUTRAL'
|
| 175 |
}
|
| 176 |
+
except Exception as e:
|
| 177 |
+
logger.warning(f"COT error: {e}")
|
|
|
|
|
|
|
|
|
|
|
|
|
| 178 |
return {'cot_signal': 'NEUTRAL', 'gold_signal': 'NEUTRAL'}
|
| 179 |
|
| 180 |
+
# ================= GPR (УЛУЧШЕННЫЙ) =================
|
| 181 |
+
async def fetch_gpr() -> Dict[str, Any]:
|
|
|
|
| 182 |
try:
|
| 183 |
+
r = await http_client.get(f"https://newsapi.org/v2/everything?q=geopolitical+war+sanctions&pageSize=5&apiKey={NEWSAPI_KEY}")
|
|
|
|
|
|
|
|
|
|
|
|
|
| 184 |
if r.status_code == 200:
|
| 185 |
total = r.json().get('totalResults', 0)
|
| 186 |
+
# Нормализуем относительно общего количества новостей (грубо)
|
| 187 |
+
r_all = await http_client.get(f"https://newsapi.org/v2/everything?q=all&pageSize=5&apiKey={NEWSAPI_KEY}")
|
| 188 |
+
total_all = r_all.json().get('totalResults', 1) if r_all.status_code == 200 else 1000
|
| 189 |
+
ratio = total / max(total_all, 1)
|
| 190 |
+
if ratio > 0.15:
|
| 191 |
+
level, gold_signal = "HIGH", "BULLISH"
|
| 192 |
+
elif ratio > 0.08:
|
| 193 |
+
level, gold_signal = "ELEVATED", "SLIGHTLY_BULLISH"
|
| 194 |
else:
|
| 195 |
+
level, gold_signal = "LOW", "NEUTRAL"
|
| 196 |
+
return {'gpr_level': level, 'mentions_share': round(ratio, 4), 'gold_signal': gold_signal}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 197 |
except:
|
| 198 |
pass
|
|
|
|
| 199 |
return {'gpr_level': 'LOW', 'gold_signal': 'NEUTRAL'}
|
| 200 |
|
| 201 |
+
# ================= ГЛАВНЫЙ МАКРО‑АНАЛИЗ =================
|
| 202 |
+
async def analyze_gold_macro() -> Dict[str, Any]:
|
| 203 |
+
dxy, tips, etf, cot, gpr = await asyncio.gather(
|
| 204 |
+
fetch_dxy(), fetch_tips_yield(), analyze_etf_flows(), fetch_cot_report(), fetch_gpr()
|
| 205 |
+
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 206 |
|
| 207 |
signals = []
|
| 208 |
score = 50.0
|
|
|
|
| 210 |
# DXY
|
| 211 |
if dxy.get('gold_signal') == 'BULLISH':
|
| 212 |
signals.append({"factor": "DXY", "signal": "BULLISH", "reason": "Доллар слабеет"})
|
| 213 |
+
score += 12
|
| 214 |
elif dxy.get('gold_signal') == 'BEARISH':
|
| 215 |
signals.append({"factor": "DXY", "signal": "BEARISH", "reason": "Доллар укрепляется"})
|
| 216 |
+
score -= 12
|
| 217 |
|
| 218 |
# TIPS
|
| 219 |
if tips.get('gold_signal') == 'BULLISH':
|
|
|
|
| 221 |
score += 15
|
| 222 |
elif tips.get('gold_signal') == 'BEARISH':
|
| 223 |
signals.append({"factor": "TIPS", "signal": "BEARISH", "reason": "Положительная реальная доходность"})
|
| 224 |
+
score -= 12
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# ETF
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etf_signal = etf.get('gold_signal')
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+
if etf_signal == 'BULLISH':
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+
signals.append({"factor": "ETF Flow", "signal": "BULLISH", "reason": f"Приток в ETF ({etf['avg_change_pct']:.2f}%)"})
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score += 15
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+
elif etf_signal == 'BEARISH':
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+
signals.append({"factor": "ETF Flow", "signal": "BEARISH", "reason": f"Отток из ETF ({etf['avg_change_pct']:.2f}%)"})
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score -= 15
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| 235 |
# COT
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| 236 |
+
cot_signal = cot.get('gold_signal')
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+
if cot_signal == 'BULLISH':
|
| 238 |
+
signals.append({"factor": "COT", "signal": "BULLISH", "reason": f"Спекулянты в лонг (процентиль {cot.get('percentile', 50)}%)"})
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| 239 |
score += 12
|
| 240 |
+
elif cot_signal == 'BEARISH':
|
| 241 |
+
signals.append({"factor": "COT", "signal": "BEARISH", "reason": f"Спекулянты в шорт (процентиль {cot.get('percentile', 50)}%)"})
|
| 242 |
score -= 12
|
| 243 |
|
| 244 |
# GPR
|
| 245 |
if gpr.get('gold_signal') == 'BULLISH':
|
| 246 |
+
signals.append({"factor": "GPR", "signal": "BULLISH", "reason": f"Геополитический риск повышен ({gpr.get('gpr_level')})"})
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| 247 |
score += 10
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| 249 |
score = max(0, min(100, score))
|
| 250 |
|
| 251 |
if score > 60:
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|
| 265 |
"tips": tips,
|
| 266 |
"etf_flows": etf,
|
| 267 |
"cot_report": cot,
|
| 268 |
+
"geopolitical_risk": gpr
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|
| 269 |
}
|
| 270 |
}
|
| 271 |
|
| 272 |
# ================= ГЛАВНЫЙ СИГНАЛ =================
|
| 273 |
+
async def get_gold_macro_signal() -> Dict[str, Any]:
|
| 274 |
start = time.time()
|
| 275 |
+
analysis = await analyze_gold_macro()
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|
| 276 |
latency = int((time.time() - start) * 1000)
|
| 277 |
|
| 278 |
result = {
|
|
|
|
| 288 |
"signals": analysis['signals'],
|
| 289 |
"metrics": analysis['metrics']
|
| 290 |
},
|
| 291 |
+
"latency_ms": latency
|
|
|
|
| 292 |
}
|
| 293 |
|
| 294 |
+
# Отправка в Arbiter
|
| 295 |
+
try:
|
| 296 |
+
await http_client.post(f"{ARBITER_URL}/log_signal", json={
|
| 297 |
+
"space": "space_21_gold_macro",
|
| 298 |
+
"symbol": SYMBOL,
|
| 299 |
+
"signal": result["signal"]
|
| 300 |
+
})
|
| 301 |
+
except:
|
| 302 |
+
pass
|
| 303 |
+
|
| 304 |
+
logger.info(f"🥇 Gold Macro: {analysis['direction']} | Score={analysis['macro_score']} | ETF={analysis['metrics']['etf_flows'].get('flow_signal')} | COT={analysis['metrics']['cot_report'].get('cot_signal')}")
|
| 305 |
return result
|
| 306 |
|
| 307 |
+
# ================= FASTAPI =================
|
| 308 |
+
app = FastAPI(title="Tomiris Space 21 v3.0 — Gold Macro & Flow Engine")
|
|
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|
| 309 |
|
| 310 |
+
@app.on_event("startup")
|
| 311 |
+
async def startup():
|
| 312 |
+
pass
|
| 313 |
|
| 314 |
+
@app.on_event("shutdown")
|
| 315 |
+
async def shutdown():
|
| 316 |
+
await http_client.aclose()
|
| 317 |
|
| 318 |
@app.get("/health")
|
|
|
|
| 319 |
async def health():
|
| 320 |
+
return {"status": "operational", "version": "3.0", "async": True, "no_mt5": True}
|
|
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|
| 321 |
|
| 322 |
@app.get("/consilium")
|
| 323 |
async def consilium():
|
| 324 |
+
return await get_gold_macro_signal()
|
| 325 |
|
| 326 |
@app.get("/dxy")
|
| 327 |
async def dxy():
|
| 328 |
+
return await fetch_dxy()
|
| 329 |
|
| 330 |
@app.get("/tips")
|
| 331 |
async def tips():
|
| 332 |
+
return await fetch_tips_yield()
|
| 333 |
|
| 334 |
@app.get("/etf")
|
| 335 |
async def etf():
|
| 336 |
+
return await analyze_etf_flows()
|
| 337 |
|
| 338 |
@app.get("/cot")
|
| 339 |
async def cot():
|
| 340 |
+
return await fetch_cot_report()
|
| 341 |
|
| 342 |
@app.get("/gpr")
|
| 343 |
async def gpr():
|
| 344 |
+
return await fetch_gpr()
|
| 345 |
|
| 346 |
@app.get("/full")
|
| 347 |
async def full():
|
| 348 |
+
return await analyze_gold_macro()
|
| 349 |
+
|
| 350 |
+
if __name__ == "__main__":
|
| 351 |
+
import uvicorn
|
| 352 |
+
uvicorn.run(app, host="0.0.0.0", port=7860)
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 353 |
|
| 354 |
+
print("🚀 SPACE 21 v3.0 — GOLD MACRO & FLOW ENGINE ЗАПУЩЕН!")
|
|
|
|
|
|