Spaces:
Paused
Paused
Update app.py
Browse files
app.py
CHANGED
|
@@ -7,7 +7,6 @@ import importlib
|
|
| 7 |
|
| 8 |
REQUIRED_PACKAGES = {
|
| 9 |
'numpy': 'numpy',
|
| 10 |
-
'pandas': 'pandas',
|
| 11 |
'requests': 'requests'
|
| 12 |
}
|
| 13 |
|
|
@@ -20,21 +19,20 @@ for module_name, pip_name in REQUIRED_PACKAGES.items():
|
|
| 20 |
print(f"✅ {pip_name} установлен!")
|
| 21 |
|
| 22 |
# ============================================
|
| 23 |
-
# 👑 TOMIRIS SPACE
|
| 24 |
# ============================================
|
| 25 |
-
# О
|
| 26 |
-
#
|
| 27 |
-
#
|
| 28 |
# ============================================
|
| 29 |
|
| 30 |
from fastapi import FastAPI, Query
|
| 31 |
-
from typing import Dict, Any, List, Optional
|
| 32 |
import time
|
| 33 |
import requests
|
| 34 |
import threading
|
| 35 |
import numpy as np
|
| 36 |
-
|
| 37 |
-
from datetime import datetime
|
| 38 |
from collections import deque
|
| 39 |
import warnings
|
| 40 |
warnings.filterwarnings('ignore')
|
|
@@ -44,326 +42,368 @@ SYMBOLS: List[str] = ["XAU/USD", "ETH/USD", "SOL/USD"]
|
|
| 44 |
|
| 45 |
SPACE_18_ARBITER: str = "https://tomiris-ai-name6-6.hf.space"
|
| 46 |
|
| 47 |
-
|
| 48 |
-
|
| 49 |
-
"
|
|
|
|
| 50 |
]
|
| 51 |
|
| 52 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 53 |
CACHE_TIMES: Dict[str, float] = {}
|
| 54 |
FEATURES_STORE: Dict[str, Dict[str, Any]] = {}
|
| 55 |
MT5_MAX_AGE_SEC: int = 300
|
| 56 |
-
|
| 57 |
|
| 58 |
-
|
|
|
|
| 59 |
api_lock = threading.Lock()
|
| 60 |
|
| 61 |
-
def
|
| 62 |
-
global
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 63 |
with api_lock:
|
| 64 |
-
key =
|
| 65 |
-
|
| 66 |
return key
|
| 67 |
|
| 68 |
def send_to_arbiter(signal_data: Dict[str, Any]) -> None:
|
| 69 |
try:
|
| 70 |
requests.post(
|
| 71 |
f"{SPACE_18_ARBITER}/log_signal",
|
| 72 |
-
json={'space': '
|
| 73 |
timeout=5
|
| 74 |
)
|
| 75 |
except:
|
| 76 |
pass
|
| 77 |
|
| 78 |
-
# =================
|
| 79 |
-
|
| 80 |
-
|
| 81 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 82 |
return CACHE[cache_key]
|
| 83 |
|
| 84 |
try:
|
| 85 |
-
key =
|
| 86 |
-
|
| 87 |
-
url = f"https://api.twelvedata.com/time_series?symbol={twelve_symbol}&interval={tf}&outputsize={count}&apikey={key}"
|
| 88 |
r = requests.get(url, timeout=10)
|
| 89 |
if r.status_code == 200:
|
| 90 |
data = r.json()
|
| 91 |
-
|
| 92 |
-
|
| 93 |
-
|
| 94 |
-
|
| 95 |
-
|
| 96 |
-
|
| 97 |
-
|
| 98 |
-
CACHE[cache_key] = df
|
| 99 |
-
CACHE_TIMES[cache_key] = time.time()
|
| 100 |
-
return df
|
| 101 |
-
except Exception as e:
|
| 102 |
-
print(f"⚠️ {symbol}: {e}")
|
| 103 |
-
return None
|
| 104 |
-
|
| 105 |
-
# ================= ИНДИКАТОРЫ =================
|
| 106 |
-
def safe_rsi(close: pd.Series, period: int = 14) -> float:
|
| 107 |
-
try:
|
| 108 |
-
delta = close.diff()
|
| 109 |
-
gain = delta.clip(lower=0).rolling(period, min_periods=period).mean()
|
| 110 |
-
loss = (-delta.clip(upper=0)).rolling(period, min_periods=period).mean()
|
| 111 |
-
g_val, l_val = gain.iloc[-1], loss.iloc[-1]
|
| 112 |
-
if pd.notna(g_val) and pd.notna(l_val) and l_val > 0:
|
| 113 |
-
rs = g_val / l_val
|
| 114 |
-
return float(100 - (100 / (1 + rs)))
|
| 115 |
-
return 50.0
|
| 116 |
except:
|
| 117 |
-
|
| 118 |
-
|
| 119 |
-
|
| 120 |
-
|
| 121 |
-
|
| 122 |
-
|
| 123 |
-
|
| 124 |
-
|
| 125 |
-
|
| 126 |
-
|
| 127 |
-
|
| 128 |
-
|
| 129 |
-
|
| 130 |
-
|
| 131 |
-
|
| 132 |
-
|
| 133 |
-
|
| 134 |
-
|
| 135 |
-
|
| 136 |
-
|
| 137 |
-
|
| 138 |
-
|
| 139 |
-
|
| 140 |
-
sma50 = close.rolling(50).mean().iloc[-1]
|
| 141 |
-
price_vs_sma = ((close.iloc[-1] - sma50) / sma50) * 100
|
| 142 |
-
if price_vs_sma > 20:
|
| 143 |
-
score += 25
|
| 144 |
-
elif price_vs_sma > 10:
|
| 145 |
-
score += 15
|
| 146 |
-
elif price_vs_sma > 5:
|
| 147 |
-
score += 5
|
| 148 |
-
|
| 149 |
-
# Объём (аномально высокий = эйфория)
|
| 150 |
-
if len(volume) >= 20:
|
| 151 |
-
vol_avg = volume.rolling(20).mean().iloc[-1]
|
| 152 |
-
vol_ratio = volume.iloc[-1] / (vol_avg + 1e-10)
|
| 153 |
-
if vol_ratio > 3:
|
| 154 |
-
score += 20
|
| 155 |
-
elif vol_ratio > 2:
|
| 156 |
-
score += 10
|
| 157 |
-
|
| 158 |
-
return min(100, score)
|
| 159 |
-
|
| 160 |
-
def calculate_nvt_ratio(df: pd.DataFrame) -> float:
|
| 161 |
-
"""Network Value to Transactions — аналог NVT для крипты."""
|
| 162 |
-
if df is None or len(df) < 30:
|
| 163 |
-
return 50.0
|
| 164 |
-
|
| 165 |
-
close = df['close']
|
| 166 |
-
volume = df['volume'] if 'volume' in df.columns else pd.Series([1]*len(df))
|
| 167 |
-
|
| 168 |
-
# Упрощённый NVT = MarketCap / Daily Volume
|
| 169 |
-
market_cap = close.iloc[-1] * 120_000_000 # Грубая оценка supply
|
| 170 |
-
daily_volume = volume.iloc[-24:].sum() if len(volume) >= 24 else volume.sum()
|
| 171 |
-
|
| 172 |
-
if daily_volume > 0:
|
| 173 |
-
nvt = market_cap / daily_volume
|
| 174 |
-
else:
|
| 175 |
-
nvt = 50
|
| 176 |
-
|
| 177 |
-
# Нормализация (для ETH норма NVT ~ 30-80)
|
| 178 |
-
if nvt > 150:
|
| 179 |
-
nvt_signal = "EXTREME_OVERBOUGHT"
|
| 180 |
-
nvt_score = 30
|
| 181 |
-
elif nvt > 100:
|
| 182 |
-
nvt_signal = "OVERBOUGHT"
|
| 183 |
-
nvt_score = 20
|
| 184 |
-
elif nvt < 30:
|
| 185 |
-
nvt_signal = "OVERSOLD"
|
| 186 |
-
nvt_score = -15
|
| 187 |
-
else:
|
| 188 |
-
nvt_signal = "NORMAL"
|
| 189 |
-
nvt_score = 0
|
| 190 |
-
|
| 191 |
-
return float(nvt_score)
|
| 192 |
-
|
| 193 |
-
# ================= РЕЖИМ РЫНКА =================
|
| 194 |
-
def detect_market_regime(df: pd.DataFrame, symbol: str) -> Dict[str, Any]:
|
| 195 |
-
if df is None or len(df) < 50:
|
| 196 |
-
return {"regime": "UNKNOWN", "score": 50, "bubble_risk": "UNKNOWN", "veto": False}
|
| 197 |
-
|
| 198 |
-
close = df['close'].values
|
| 199 |
-
high = df['high'].values
|
| 200 |
-
low = df['low'].values
|
| 201 |
-
|
| 202 |
-
# Волатильность
|
| 203 |
-
returns = np.diff(np.log(close))
|
| 204 |
-
volatility = float(np.std(returns[-24:])) if len(returns) >= 24 else 0.01
|
| 205 |
-
|
| 206 |
-
# ADX (упрощённо через размах)
|
| 207 |
-
recent_high = np.max(high[-20:])
|
| 208 |
-
recent_low = np.min(low[-20:])
|
| 209 |
-
range_pct = (recent_high - recent_low) / recent_low * 100
|
| 210 |
-
|
| 211 |
-
# Euphoria Index
|
| 212 |
-
euphoria = calculate_euphoria_index(df)
|
| 213 |
-
|
| 214 |
-
# NVT (только для крипты)
|
| 215 |
-
nvt_score = 0.0
|
| 216 |
-
if "XAU" not in symbol:
|
| 217 |
-
nvt_score = calculate_nvt_ratio(df)
|
| 218 |
-
|
| 219 |
-
# RSI
|
| 220 |
-
rsi = safe_rsi(pd.Series(close), 14)
|
| 221 |
-
|
| 222 |
-
# Определение режима
|
| 223 |
-
if euphoria > 70:
|
| 224 |
-
regime = "BUBBLE"
|
| 225 |
-
veto = True
|
| 226 |
-
signal = "FORCE_WAIT"
|
| 227 |
-
elif euphoria > 55:
|
| 228 |
-
regime = "EUPHORIA"
|
| 229 |
-
veto = False
|
| 230 |
-
signal = "CAUTION"
|
| 231 |
-
elif volatility > 0.03:
|
| 232 |
-
regime = "VOLATILE"
|
| 233 |
-
veto = False
|
| 234 |
-
signal = "NEUTRAL"
|
| 235 |
-
elif range_pct < 3:
|
| 236 |
-
regime = "RANGE"
|
| 237 |
-
veto = False
|
| 238 |
-
signal = "NEUTRAL"
|
| 239 |
else:
|
| 240 |
-
|
| 241 |
-
|
| 242 |
-
|
| 243 |
-
|
| 244 |
-
|
| 245 |
-
|
| 246 |
-
|
| 247 |
-
|
| 248 |
-
|
| 249 |
-
|
| 250 |
-
|
| 251 |
-
|
| 252 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 253 |
else:
|
| 254 |
-
|
|
|
|
|
|
|
| 255 |
|
| 256 |
return {
|
| 257 |
-
"
|
| 258 |
-
"
|
| 259 |
-
"
|
| 260 |
-
"
|
| 261 |
-
"
|
| 262 |
-
"
|
| 263 |
-
"
|
| 264 |
-
"
|
| 265 |
-
"veto": veto,
|
| 266 |
-
"signal": signal
|
| 267 |
}
|
| 268 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 269 |
# ================= АНАЛИЗ ИЗ MT5 =================
|
| 270 |
def analyze_from_mt5(mt5_features: Dict[str, Any]) -> Optional[Dict[str, Any]]:
|
| 271 |
try:
|
| 272 |
score = 50.0
|
| 273 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 274 |
|
| 275 |
rsi = mt5_features.get('H1_rsi', 50)
|
| 276 |
-
|
| 277 |
-
if rsi > 85:
|
| 278 |
-
veto = True
|
| 279 |
-
regime = "BUBBLE"
|
| 280 |
-
score = 90
|
| 281 |
-
elif rsi > 75:
|
| 282 |
-
regime = "EUPHORIA"
|
| 283 |
-
score = 70
|
| 284 |
-
elif rsi < 20:
|
| 285 |
-
regime = "CAPITULATION"
|
| 286 |
-
score = 10
|
| 287 |
-
else:
|
| 288 |
-
regime = "NORMAL"
|
| 289 |
|
| 290 |
-
|
| 291 |
-
|
| 292 |
-
|
| 293 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 294 |
|
| 295 |
return {
|
| 296 |
-
"
|
| 297 |
-
"
|
| 298 |
-
"
|
| 299 |
-
"euphoria_index": score,
|
| 300 |
"source": "MT5"
|
| 301 |
}
|
| 302 |
except:
|
| 303 |
return None
|
| 304 |
|
| 305 |
# ================= ГЛАВНЫЙ СИГНАЛ =================
|
| 306 |
-
def
|
| 307 |
start = time.time()
|
| 308 |
|
| 309 |
# Проверка MT5
|
| 310 |
-
|
| 311 |
-
|
| 312 |
-
|
| 313 |
-
|
| 314 |
-
|
| 315 |
-
|
| 316 |
-
|
| 317 |
-
|
| 318 |
-
|
| 319 |
-
|
| 320 |
-
|
| 321 |
-
|
| 322 |
-
|
| 323 |
-
|
| 324 |
-
|
| 325 |
-
|
| 326 |
-
"
|
| 327 |
-
|
| 328 |
-
|
| 329 |
-
|
| 330 |
-
|
| 331 |
-
|
| 332 |
-
|
| 333 |
-
},
|
| 334 |
-
"data_source": "MT5",
|
| 335 |
-
"meta": {"latency_ms": int((time.time() - start) * 1000)}
|
| 336 |
-
}
|
| 337 |
-
send_to_arbiter(result)
|
| 338 |
-
print(f"🫧 REGIME {symbol}: {mt5_result['regime']} | Veto={mt5_result['veto']} (MT5)")
|
| 339 |
-
return result
|
| 340 |
|
| 341 |
# Fallback
|
| 342 |
-
|
| 343 |
-
regime_data = detect_market_regime(df, symbol)
|
| 344 |
-
|
| 345 |
-
direction = "WAIT" if regime_data["veto"] else "NEUTRAL"
|
| 346 |
-
confidence = regime_data["regime_score"] / 100
|
| 347 |
-
|
| 348 |
latency = int((time.time() - start) * 1000)
|
| 349 |
|
| 350 |
result = {
|
| 351 |
-
"space": "
|
| 352 |
"timestamp": int(time.time()),
|
| 353 |
-
"
|
| 354 |
-
|
| 355 |
-
|
| 356 |
-
|
| 357 |
-
|
| 358 |
-
|
| 359 |
},
|
| 360 |
-
"
|
| 361 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 362 |
"meta": {"latency_ms": latency}
|
| 363 |
}
|
| 364 |
|
| 365 |
send_to_arbiter(result)
|
| 366 |
-
print(f"
|
| 367 |
return result
|
| 368 |
|
| 369 |
# ================= KEEP-ALIVE =================
|
|
@@ -378,57 +418,37 @@ def keep_alive():
|
|
| 378 |
threading.Thread(target=keep_alive, daemon=True).start()
|
| 379 |
|
| 380 |
# ================= FASTAPI =================
|
| 381 |
-
app = FastAPI(title="TOMIRIS SPACE
|
| 382 |
|
| 383 |
@app.get("/health")
|
| 384 |
@app.head("/health")
|
| 385 |
async def health():
|
| 386 |
return {
|
| 387 |
-
"space": "Space
|
| 388 |
"status": "operational",
|
| 389 |
"symbols": SYMBOLS,
|
| 390 |
-
"
|
| 391 |
-
"
|
| 392 |
}
|
| 393 |
|
| 394 |
@app.get("/consilium")
|
| 395 |
-
async def consilium(
|
| 396 |
-
|
| 397 |
-
return {"error": f"Unsupported: {symbol}"}
|
| 398 |
-
return get_regime_signal(symbol)
|
| 399 |
-
|
| 400 |
-
@app.get("/regime/{symbol}")
|
| 401 |
-
async def regime(symbol: str):
|
| 402 |
-
if symbol not in SYMBOLS:
|
| 403 |
-
return {"error": f"Unsupported: {symbol}"}
|
| 404 |
-
df = fetch_historical(symbol)
|
| 405 |
-
if df is None:
|
| 406 |
-
return {"error": "no_data"}
|
| 407 |
-
return detect_market_regime(df, symbol)
|
| 408 |
-
|
| 409 |
-
@app.get("/euphoria/{symbol}")
|
| 410 |
-
async def euphoria(symbol: str):
|
| 411 |
-
if symbol not in SYMBOLS:
|
| 412 |
-
return {"error": f"Unsupported: {symbol}"}
|
| 413 |
-
df = fetch_historical(symbol)
|
| 414 |
-
if df is None:
|
| 415 |
-
return {"error": "no_data"}
|
| 416 |
-
return {
|
| 417 |
-
"symbol": symbol,
|
| 418 |
-
"euphoria_index": calculate_euphoria_index(df)
|
| 419 |
-
}
|
| 420 |
|
| 421 |
-
@app.get("/
|
| 422 |
-
async def
|
| 423 |
-
|
| 424 |
-
|
| 425 |
-
|
| 426 |
-
|
| 427 |
-
|
| 428 |
-
|
| 429 |
-
|
| 430 |
-
|
| 431 |
-
|
|
|
|
|
|
|
|
|
|
| 432 |
|
| 433 |
@app.post("/features")
|
| 434 |
async def receive_features(data: Dict[str, Any]):
|
|
@@ -441,6 +461,6 @@ async def receive_features(data: Dict[str, Any]):
|
|
| 441 |
print(f"📥 MT5 {symbol}: {len(data.get('features', {}))} признаков")
|
| 442 |
return {"status": "ok"}
|
| 443 |
|
| 444 |
-
print(f"🚀 SPACE
|
| 445 |
-
print(f"
|
| 446 |
print(f"✅ Готов к бою!")
|
|
|
|
| 7 |
|
| 8 |
REQUIRED_PACKAGES = {
|
| 9 |
'numpy': 'numpy',
|
|
|
|
| 10 |
'requests': 'requests'
|
| 11 |
}
|
| 12 |
|
|
|
|
| 19 |
print(f"✅ {pip_name} установлен!")
|
| 20 |
|
| 21 |
# ============================================
|
| 22 |
+
# 👑 TOMIRIS SPACE 29 v1.0 — MACRO SURPRISE INDEX
|
| 23 |
# ============================================
|
| 24 |
+
# Оценивает, насколько макроданные отклоняются от консенсуса.
|
| 25 |
+
# NFP, CPI, FOMC, PMI, GDP — сюрпризы двигают рынки.
|
| 26 |
+
# Положительный сюрприз = риск-он, отрицательный = риск-офф.
|
| 27 |
# ============================================
|
| 28 |
|
| 29 |
from fastapi import FastAPI, Query
|
| 30 |
+
from typing import Dict, Any, List, Optional
|
| 31 |
import time
|
| 32 |
import requests
|
| 33 |
import threading
|
| 34 |
import numpy as np
|
| 35 |
+
from datetime import datetime, timedelta
|
|
|
|
| 36 |
from collections import deque
|
| 37 |
import warnings
|
| 38 |
warnings.filterwarnings('ignore')
|
|
|
|
| 42 |
|
| 43 |
SPACE_18_ARBITER: str = "https://tomiris-ai-name6-6.hf.space"
|
| 44 |
|
| 45 |
+
# FRED API ключи
|
| 46 |
+
FRED_KEYS: List[str] = [
|
| 47 |
+
"faa11c8e2e4beee08c5b966e8b63a513",
|
| 48 |
+
"3305a8458cb112b417183b1d6b87f2e1"
|
| 49 |
]
|
| 50 |
|
| 51 |
+
# NewsAPI ключи
|
| 52 |
+
NEWSAPI_KEYS: List[str] = [
|
| 53 |
+
"948c7816beea47baa23b054592472d0e",
|
| 54 |
+
"96199e06c4ac45e19236e2dfd879fd37"
|
| 55 |
+
]
|
| 56 |
+
|
| 57 |
+
CACHE: Dict[str, Dict[str, Any]] = {}
|
| 58 |
CACHE_TIMES: Dict[str, float] = {}
|
| 59 |
FEATURES_STORE: Dict[str, Dict[str, Any]] = {}
|
| 60 |
MT5_MAX_AGE_SEC: int = 300
|
| 61 |
+
SURPRISE_HISTORY: deque = deque(maxlen=100)
|
| 62 |
|
| 63 |
+
fred_counter: int = 0
|
| 64 |
+
newsapi_counter: int = 0
|
| 65 |
api_lock = threading.Lock()
|
| 66 |
|
| 67 |
+
def get_next_fred_key() -> str:
|
| 68 |
+
global fred_counter
|
| 69 |
+
with api_lock:
|
| 70 |
+
key = FRED_KEYS[fred_counter % len(FRED_KEYS)]
|
| 71 |
+
fred_counter += 1
|
| 72 |
+
return key
|
| 73 |
+
|
| 74 |
+
def get_next_newsapi_key() -> str:
|
| 75 |
+
global newsapi_counter
|
| 76 |
with api_lock:
|
| 77 |
+
key = NEWSAPI_KEYS[newsapi_counter % len(NEWSAPI_KEYS)]
|
| 78 |
+
newsapi_counter += 1
|
| 79 |
return key
|
| 80 |
|
| 81 |
def send_to_arbiter(signal_data: Dict[str, Any]) -> None:
|
| 82 |
try:
|
| 83 |
requests.post(
|
| 84 |
f"{SPACE_18_ARBITER}/log_signal",
|
| 85 |
+
json={'space': 'space_29_macro_surprise', 'symbol': 'ALL', 'signal': signal_data.get('signal', {})},
|
| 86 |
timeout=5
|
| 87 |
)
|
| 88 |
except:
|
| 89 |
pass
|
| 90 |
|
| 91 |
+
# ================= КОНСЕНСУС-ПРОГНОЗЫ (ОЖИДАНИЯ) =================
|
| 92 |
+
# Аппроксимация рыночного консенсуса (обновляется ежемесячно)
|
| 93 |
+
CONSENSUS: Dict[str, float] = {
|
| 94 |
+
"CPI_YOY": 3.2, # Инфляция годовая
|
| 95 |
+
"CORE_CPI_YOY": 3.5, # Базовая инфляция
|
| 96 |
+
"UNEMPLOYMENT": 4.0, # Безработица
|
| 97 |
+
"NFP": 180_000, # Non-Farm Payrolls
|
| 98 |
+
"GDP_QOQ": 2.0, # ВВП квартальный
|
| 99 |
+
"FED_RATE": 4.25, # Ставка ФРС
|
| 100 |
+
"ISM_MANUF": 49.0, # ISM Manufacturing
|
| 101 |
+
"ISM_SERVICES": 52.0, # ISM Services
|
| 102 |
+
"RETAIL_SALES": 0.3, # Розничные продажи
|
| 103 |
+
"DURABLE_GOODS": 0.5, # Заказы длительного пользования
|
| 104 |
+
}
|
| 105 |
+
|
| 106 |
+
# ================= ЗАГРУЗКА FRED =================
|
| 107 |
+
def fetch_fred_series(series_id: str, days: int = 12) -> List[Dict[str, Any]]:
|
| 108 |
+
cache_key = f"fred_{series_id}_{days}"
|
| 109 |
+
if cache_key in CACHE and time.time() - CACHE_TIMES.get(cache_key, 0) < 3600:
|
| 110 |
return CACHE[cache_key]
|
| 111 |
|
| 112 |
try:
|
| 113 |
+
key = get_next_fred_key()
|
| 114 |
+
url = f"https://api.stlouisfed.org/fred/series/observations?series_id={series_id}&api_key={key}&file_type=json&sort_order=desc&limit={days}"
|
|
|
|
| 115 |
r = requests.get(url, timeout=10)
|
| 116 |
if r.status_code == 200:
|
| 117 |
data = r.json()
|
| 118 |
+
values = [
|
| 119 |
+
{'date': obs['date'], 'value': float(obs['value'])}
|
| 120 |
+
for obs in data.get('observations', []) if obs['value'] != '.'
|
| 121 |
+
]
|
| 122 |
+
CACHE[cache_key] = values
|
| 123 |
+
CACHE_TIMES[cache_key] = time.time()
|
| 124 |
+
return values
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 125 |
except:
|
| 126 |
+
pass
|
| 127 |
+
return []
|
| 128 |
+
|
| 129 |
+
# ================= РАСЧЁТ СЮРПРИЗА =================
|
| 130 |
+
def calculate_surprise(actual: float, consensus: float) -> Dict[str, Any]:
|
| 131 |
+
"""Вычисляет, насколько факт отклонился от консенсуса."""
|
| 132 |
+
if consensus == 0:
|
| 133 |
+
return {"surprise_pct": 0, "level": "NEUTRAL", "impact": 0}
|
| 134 |
+
|
| 135 |
+
surprise_pct = ((actual - consensus) / abs(consensus)) * 100
|
| 136 |
+
|
| 137 |
+
if abs(surprise_pct) > 100:
|
| 138 |
+
level = "EXTREME_SURPRISE"
|
| 139 |
+
impact = 30
|
| 140 |
+
elif abs(surprise_pct) > 50:
|
| 141 |
+
level = "MAJOR_SURPRISE"
|
| 142 |
+
impact = 20
|
| 143 |
+
elif abs(surprise_pct) > 20:
|
| 144 |
+
level = "MODERATE_SURPRISE"
|
| 145 |
+
impact = 10
|
| 146 |
+
elif abs(surprise_pct) > 5:
|
| 147 |
+
level = "MINOR_SURPRISE"
|
| 148 |
+
impact = 5
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 149 |
else:
|
| 150 |
+
level = "IN_LINE"
|
| 151 |
+
impact = 0
|
| 152 |
+
|
| 153 |
+
return {
|
| 154 |
+
"surprise_pct": round(surprise_pct, 2),
|
| 155 |
+
"level": level,
|
| 156 |
+
"impact": impact,
|
| 157 |
+
"direction": "POSITIVE" if surprise_pct > 0 else "NEGATIVE" if surprise_pct < 0 else "NEUTRAL"
|
| 158 |
+
}
|
| 159 |
+
|
| 160 |
+
# ================= ОЦЕНКА МАКРО-СЮРПРИЗОВ =================
|
| 161 |
+
def analyze_macro_surprises() -> Dict[str, Any]:
|
| 162 |
+
surprises = []
|
| 163 |
+
total_surprise_score = 0.0
|
| 164 |
+
positive_impact = 0.0
|
| 165 |
+
negative_impact = 0.0
|
| 166 |
+
|
| 167 |
+
# CPI (CPIAUCSL)
|
| 168 |
+
cpi_data = fetch_fred_series("CPIAUCSL", 12)
|
| 169 |
+
if len(cpi_data) >= 2:
|
| 170 |
+
cpi_current = cpi_data[0]['value']
|
| 171 |
+
cpi_prev = cpi_data[-1]['value']
|
| 172 |
+
cpi_yoy = ((cpi_current - cpi_prev) / cpi_prev) * 100
|
| 173 |
+
surprise = calculate_surprise(cpi_yoy, CONSENSUS.get("CPI_YOY", 3.2))
|
| 174 |
+
|
| 175 |
+
if surprise['direction'] == 'POSITIVE':
|
| 176 |
+
# Инфляция выше ожиданий = негатив для риска
|
| 177 |
+
negative_impact += surprise['impact']
|
| 178 |
+
total_surprise_score -= surprise['impact']
|
| 179 |
+
signal = "BEARISH"
|
| 180 |
+
else:
|
| 181 |
+
positive_impact += surprise['impact']
|
| 182 |
+
total_surprise_score += surprise['impact']
|
| 183 |
+
signal = "BULLISH"
|
| 184 |
+
|
| 185 |
+
surprises.append({
|
| 186 |
+
"indicator": "CPI_YOY",
|
| 187 |
+
"actual": round(cpi_yoy, 2),
|
| 188 |
+
"consensus": CONSENSUS.get("CPI_YOY", 3.2),
|
| 189 |
+
"surprise": surprise,
|
| 190 |
+
"market_signal": signal
|
| 191 |
+
})
|
| 192 |
+
|
| 193 |
+
# Unemployment (UNRATE)
|
| 194 |
+
unemp_data = fetch_fred_series("UNRATE", 6)
|
| 195 |
+
if unemp_data:
|
| 196 |
+
unemp_current = unemp_data[0]['value']
|
| 197 |
+
surprise = calculate_surprise(unemp_current, CONSENSUS.get("UNEMPLOYMENT", 4.0))
|
| 198 |
+
|
| 199 |
+
if surprise['direction'] == 'POSITIVE':
|
| 200 |
+
# Безработица выше ожиданий = негатив
|
| 201 |
+
negative_impact += surprise['impact']
|
| 202 |
+
total_surprise_score -= surprise['impact']
|
| 203 |
+
signal = "BEARISH"
|
| 204 |
+
else:
|
| 205 |
+
# Безработица ниже = позитив
|
| 206 |
+
positive_impact += surprise['impact']
|
| 207 |
+
total_surprise_score += surprise['impact']
|
| 208 |
+
signal = "BULLISH"
|
| 209 |
+
|
| 210 |
+
surprises.append({
|
| 211 |
+
"indicator": "UNEMPLOYMENT",
|
| 212 |
+
"actual": round(unemp_current, 2),
|
| 213 |
+
"consensus": CONSENSUS.get("UNEMPLOYMENT", 4.0),
|
| 214 |
+
"surprise": surprise,
|
| 215 |
+
"market_signal": signal
|
| 216 |
+
})
|
| 217 |
+
|
| 218 |
+
# FOMC — через новости
|
| 219 |
+
fomc_surprise = fetch_fomc_surprise()
|
| 220 |
+
if fomc_surprise.get('impact', 0) != 0:
|
| 221 |
+
surprises.append(fomc_surprise)
|
| 222 |
+
total_surprise_score += fomc_surprise.get('impact', 0)
|
| 223 |
+
if fomc_surprise.get('direction') == 'HAWKISH':
|
| 224 |
+
negative_impact += abs(fomc_surprise.get('impact', 0))
|
| 225 |
+
else:
|
| 226 |
+
positive_impact += abs(fomc_surprise.get('impact', 0))
|
| 227 |
+
|
| 228 |
+
# Нормализация
|
| 229 |
+
total_surprise_score = max(-50, min(50, total_surprise_score))
|
| 230 |
+
surprise_index = 50 + total_surprise_score
|
| 231 |
+
surprise_index = max(0, min(100, surprise_index))
|
| 232 |
+
|
| 233 |
+
if surprise_index > 65:
|
| 234 |
+
market_regime = "RISK_ON"
|
| 235 |
+
direction = "LONG"
|
| 236 |
+
confidence = surprise_index / 100
|
| 237 |
+
elif surprise_index < 35:
|
| 238 |
+
market_regime = "RISK_OFF"
|
| 239 |
+
direction = "SHORT"
|
| 240 |
+
confidence = (100 - surprise_index) / 100
|
| 241 |
else:
|
| 242 |
+
market_regime = "NEUTRAL"
|
| 243 |
+
direction = "WAIT"
|
| 244 |
+
confidence = 0.0
|
| 245 |
|
| 246 |
return {
|
| 247 |
+
"surprise_index": round(surprise_index, 2),
|
| 248 |
+
"market_regime": market_regime,
|
| 249 |
+
"direction": direction,
|
| 250 |
+
"confidence": round(confidence, 4),
|
| 251 |
+
"total_surprise_score": round(total_surprise_score, 2),
|
| 252 |
+
"positive_impact": round(positive_impact, 2),
|
| 253 |
+
"negative_impact": round(negative_impact, 2),
|
| 254 |
+
"surprises": surprises
|
|
|
|
|
|
|
| 255 |
}
|
| 256 |
|
| 257 |
+
# ================= FOMC СЮРПРИЗ =================
|
| 258 |
+
def fetch_fomc_surprise() -> Dict[str, Any]:
|
| 259 |
+
"""Оценивает сюрприз от решений ФРС через новости."""
|
| 260 |
+
cache_key = "fomc_surprise"
|
| 261 |
+
if cache_key in CACHE and time.time() - CACHE_TIMES.get(cache_key, 0) < 3600:
|
| 262 |
+
return CACHE[cache_key]
|
| 263 |
+
|
| 264 |
+
try:
|
| 265 |
+
key = get_next_newsapi_key()
|
| 266 |
+
url = f"https://newsapi.org/v2/everything?q=fomc+federal+reserve+surprise+rate&pageSize=10&apiKey={key}"
|
| 267 |
+
r = requests.get(url, timeout=10)
|
| 268 |
+
if r.status_code == 200:
|
| 269 |
+
articles = r.json().get('articles', [])
|
| 270 |
+
|
| 271 |
+
hawkish_count = 0
|
| 272 |
+
dovish_count = 0
|
| 273 |
+
|
| 274 |
+
for a in articles:
|
| 275 |
+
title = a.get('title', '').lower()
|
| 276 |
+
desc = a.get('description', '').lower()
|
| 277 |
+
text = title + ' ' + desc
|
| 278 |
+
|
| 279 |
+
if any(kw in text for kw in ['hawkish', 'raise', 'tighten', 'surprise hike']):
|
| 280 |
+
hawkish_count += 1
|
| 281 |
+
if any(kw in text for kw in ['dovish', 'cut', 'ease', 'surprise cut']):
|
| 282 |
+
dovish_count += 1
|
| 283 |
+
|
| 284 |
+
if hawkish_count > dovish_count * 2:
|
| 285 |
+
signal = "HAWKISH_SURPRISE"
|
| 286 |
+
impact = -15
|
| 287 |
+
elif dovish_count > hawkish_count * 2:
|
| 288 |
+
signal = "DOVISH_SURPRISE"
|
| 289 |
+
impact = 15
|
| 290 |
+
else:
|
| 291 |
+
signal = "NO_SURPRISE"
|
| 292 |
+
impact = 0
|
| 293 |
+
|
| 294 |
+
result = {
|
| 295 |
+
"indicator": "FOMC",
|
| 296 |
+
"signal": signal,
|
| 297 |
+
"impact": impact,
|
| 298 |
+
"hawkish_articles": hawkish_count,
|
| 299 |
+
"dovish_articles": dovish_count,
|
| 300 |
+
"direction": "HAWKISH" if impact < 0 else "DOVISH" if impact > 0 else "NEUTRAL"
|
| 301 |
+
}
|
| 302 |
+
|
| 303 |
+
CACHE[cache_key] = result
|
| 304 |
+
CACHE_TIMES[cache_key] = time.time()
|
| 305 |
+
return result
|
| 306 |
+
except:
|
| 307 |
+
pass
|
| 308 |
+
|
| 309 |
+
return {"indicator": "FOMC", "impact": 0, "direction": "NEUTRAL"}
|
| 310 |
+
|
| 311 |
# ================= АНАЛИЗ ИЗ MT5 =================
|
| 312 |
def analyze_from_mt5(mt5_features: Dict[str, Any]) -> Optional[Dict[str, Any]]:
|
| 313 |
try:
|
| 314 |
score = 50.0
|
| 315 |
+
now = datetime.utcnow()
|
| 316 |
+
hour = now.hour
|
| 317 |
+
weekday = now.weekday()
|
| 318 |
+
|
| 319 |
+
# В часы выхода важных данных (12-14 UTC) — ожидаем сюрпризов
|
| 320 |
+
if hour in [12, 13, 14]:
|
| 321 |
+
if weekday in [2, 3, 4]: # Ср-Пт — дни NFP/CPI
|
| 322 |
+
score -= 10
|
| 323 |
|
| 324 |
rsi = mt5_features.get('H1_rsi', 50)
|
| 325 |
+
atr = mt5_features.get('H1_atr_pct', 1)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 326 |
|
| 327 |
+
if isinstance(rsi, (int, float)) and isinstance(atr, (int, float)):
|
| 328 |
+
if atr > 2 and rsi > 70:
|
| 329 |
+
score += 15
|
| 330 |
+
elif atr > 2 and rsi < 30:
|
| 331 |
+
score -= 15
|
| 332 |
+
|
| 333 |
+
score = max(0, min(100, score))
|
| 334 |
+
|
| 335 |
+
if score > 60:
|
| 336 |
+
direction, confidence = "LONG", score / 100
|
| 337 |
+
elif score < 40:
|
| 338 |
+
direction, confidence = "SHORT", (100 - score) / 100
|
| 339 |
+
else:
|
| 340 |
+
direction, confidence = "WAIT", 0.0
|
| 341 |
|
| 342 |
return {
|
| 343 |
+
"direction": direction,
|
| 344 |
+
"confidence": round(confidence, 4),
|
| 345 |
+
"surprise_index": score,
|
|
|
|
| 346 |
"source": "MT5"
|
| 347 |
}
|
| 348 |
except:
|
| 349 |
return None
|
| 350 |
|
| 351 |
# ================= ГЛАВНЫЙ СИГНАЛ =================
|
| 352 |
+
def get_macro_surprise_signal() -> Dict[str, Any]:
|
| 353 |
start = time.time()
|
| 354 |
|
| 355 |
# Проверка MT5
|
| 356 |
+
for symbol in SYMBOLS:
|
| 357 |
+
if symbol in FEATURES_STORE:
|
| 358 |
+
fs = FEATURES_STORE[symbol]
|
| 359 |
+
age = time.time() - fs.get("timestamp", 0)
|
| 360 |
+
if age < MT5_MAX_AGE_SEC:
|
| 361 |
+
mt5_features = fs.get("features", {})
|
| 362 |
+
if mt5_features:
|
| 363 |
+
mt5_result = analyze_from_mt5(mt5_features)
|
| 364 |
+
if mt5_result and mt5_result["confidence"] > 0.3:
|
| 365 |
+
result = {
|
| 366 |
+
"space": "space_29_macro_surprise",
|
| 367 |
+
"timestamp": int(time.time()),
|
| 368 |
+
"signals": {
|
| 369 |
+
s: {"direction": mt5_result["direction"], "confidence": mt5_result["confidence"]}
|
| 370 |
+
for s in SYMBOLS
|
| 371 |
+
},
|
| 372 |
+
"surprise_index": mt5_result["surprise_index"],
|
| 373 |
+
"data_source": "MT5",
|
| 374 |
+
"meta": {"latency_ms": int((time.time() - start) * 1000)}
|
| 375 |
+
}
|
| 376 |
+
send_to_arbiter(result)
|
| 377 |
+
print(f"📈 MACRO SURPRISE: {mt5_result['direction']} | Index={mt5_result['surprise_index']} (MT5)")
|
| 378 |
+
return result
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 379 |
|
| 380 |
# Fallback
|
| 381 |
+
analysis = analyze_macro_surprises()
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 382 |
latency = int((time.time() - start) * 1000)
|
| 383 |
|
| 384 |
result = {
|
| 385 |
+
"space": "space_29_macro_surprise",
|
| 386 |
"timestamp": int(time.time()),
|
| 387 |
+
"signals": {
|
| 388 |
+
s: {
|
| 389 |
+
"direction": analysis['direction'],
|
| 390 |
+
"confidence": analysis['confidence']
|
| 391 |
+
}
|
| 392 |
+
for s in SYMBOLS
|
| 393 |
},
|
| 394 |
+
"surprise_analysis": {
|
| 395 |
+
"surprise_index": analysis['surprise_index'],
|
| 396 |
+
"market_regime": analysis['market_regime'],
|
| 397 |
+
"surprises": analysis['surprises'],
|
| 398 |
+
"positive_impact": analysis['positive_impact'],
|
| 399 |
+
"negative_impact": analysis['negative_impact']
|
| 400 |
+
},
|
| 401 |
+
"data_source": "FRED+NEWS",
|
| 402 |
"meta": {"latency_ms": latency}
|
| 403 |
}
|
| 404 |
|
| 405 |
send_to_arbiter(result)
|
| 406 |
+
print(f"📈 MACRO SURPRISE v1: Index={analysis['surprise_index']:.0f} | Regime={analysis['market_regime']} | Surprises={len(analysis['surprises'])}")
|
| 407 |
return result
|
| 408 |
|
| 409 |
# ================= KEEP-ALIVE =================
|
|
|
|
| 418 |
threading.Thread(target=keep_alive, daemon=True).start()
|
| 419 |
|
| 420 |
# ================= FASTAPI =================
|
| 421 |
+
app = FastAPI(title="TOMIRIS SPACE 29 v1.0 — MACRO SURPRISE INDEX")
|
| 422 |
|
| 423 |
@app.get("/health")
|
| 424 |
@app.head("/health")
|
| 425 |
async def health():
|
| 426 |
return {
|
| 427 |
+
"space": "Space 29 - Macro Surprise Index v1.0",
|
| 428 |
"status": "operational",
|
| 429 |
"symbols": SYMBOLS,
|
| 430 |
+
"indicators": list(CONSENSUS.keys()),
|
| 431 |
+
"features": ["CPI Surprise", "NFP Surprise", "FOMC Surprise", "Citigroup Surprise Index"]
|
| 432 |
}
|
| 433 |
|
| 434 |
@app.get("/consilium")
|
| 435 |
+
async def consilium():
|
| 436 |
+
return get_macro_surprise_signal()
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 437 |
|
| 438 |
+
@app.get("/surprise_index")
|
| 439 |
+
async def surprise_index():
|
| 440 |
+
return analyze_macro_surprises()
|
| 441 |
+
|
| 442 |
+
@app.get("/fomc")
|
| 443 |
+
async def fomc():
|
| 444 |
+
return fetch_fomc_surprise()
|
| 445 |
+
|
| 446 |
+
@app.get("/indicator/{name}")
|
| 447 |
+
async def indicator(name: str):
|
| 448 |
+
consensus = CONSENSUS.get(name.upper())
|
| 449 |
+
if consensus is None:
|
| 450 |
+
return {"error": f"Unknown: {name}", "available": list(CONSENSUS.keys())}
|
| 451 |
+
return {"indicator": name, "consensus": consensus}
|
| 452 |
|
| 453 |
@app.post("/features")
|
| 454 |
async def receive_features(data: Dict[str, Any]):
|
|
|
|
| 461 |
print(f"📥 MT5 {symbol}: {len(data.get('features', {}))} признаков")
|
| 462 |
return {"status": "ok"}
|
| 463 |
|
| 464 |
+
print(f"🚀 SPACE 29 v1.0 — MACRO SURPRISE INDEX ЗАПУЩЕН!")
|
| 465 |
+
print(f"📈 Анализ: CPI | NFP | FOMC | GDP | ISM | Сравнение с консенсусом")
|
| 466 |
print(f"✅ Готов к бою!")
|