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app.py
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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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'requests': 'requests'
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}
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@@ -19,448 +21,286 @@ 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 29
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# ============================================
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# NFP, CPI, FOMC, PMI, GDP — сюрпризы двигают рынки.
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# Положительный сюрприз = риск-он, отрицательный = риск-офф.
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# ============================================
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from fastapi import FastAPI, Query
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from typing import Dict, Any, List, Optional
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import
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import requests
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import threading
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import numpy as np
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from datetime import datetime, timedelta
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from collections import deque
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import
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SPACE_18_ARBITER: str = "https://tomiris-ai-name6-6.hf.space"
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# FRED API ключи
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FRED_KEYS: List[str] = [
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"faa11c8e2e4beee08c5b966e8b63a513",
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"3305a8458cb112b417183b1d6b87f2e1"
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]
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# NewsAPI ключи
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NEWSAPI_KEYS: List[str] = [
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"948c7816beea47baa23b054592472d0e",
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"96199e06c4ac45e19236e2dfd879fd37"
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]
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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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SURPRISE_HISTORY: deque = deque(maxlen=100)
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fred_counter: int = 0
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newsapi_counter: int = 0
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api_lock = threading.Lock()
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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 get_next_newsapi_key() -> str:
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global newsapi_counter
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with api_lock:
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key = NEWSAPI_KEYS[newsapi_counter % len(NEWSAPI_KEYS)]
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newsapi_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_29_macro_surprise', 'symbol': 'ALL', '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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# ================= КОН
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"
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"ISM_MANUF": 49.0,
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"
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"RETAIL_SALES": 0.3, # Розничные продажи
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"DURABLE_GOODS": 0.5, # Заказы длительного пользования
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}
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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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values = [
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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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return []
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if consensus == 0:
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return {"surprise_pct": 0, "level": "
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surprise_pct = ((actual - consensus) / abs(consensus)) * 100
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if abs(surprise_pct) > 100:
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level = "EXTREME_SURPRISE"
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impact = 30
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elif abs(surprise_pct) > 50:
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level = "MAJOR_SURPRISE"
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impact = 20
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elif abs(surprise_pct) > 20:
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level = "MODERATE_SURPRISE"
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impact = 10
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elif abs(surprise_pct) > 5:
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level = "MINOR_SURPRISE"
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impact = 5
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else:
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level = "IN_LINE"
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# ================= ОЦЕНКА МАКРО-СЮРПРИЗОВ =================
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def analyze_macro_surprises() -> Dict[str, Any]:
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surprises = []
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"consensus": CONSENSUS.get("UNEMPLOYMENT", 4.0),
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"surprise": surprise,
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"market_signal": signal
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})
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# FOMC — через новости
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fomc_surprise = fetch_fomc_surprise()
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if fomc_surprise.get('impact', 0) != 0:
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surprises.append(fomc_surprise)
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total_surprise_score += fomc_surprise.get('impact', 0)
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if fomc_surprise.get('direction') == 'HAWKISH':
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negative_impact += abs(fomc_surprise.get('impact', 0))
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else:
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positive_impact += abs(fomc_surprise.get('impact', 0))
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# Нормализация
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total_surprise_score = max(-50, min(50, total_surprise_score))
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surprise_index = 50 + total_surprise_score
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surprise_index = max(0, min(100, surprise_index))
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if surprise_index > 65:
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direction = "LONG"
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confidence = surprise_index / 100
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elif surprise_index < 35:
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direction = "SHORT"
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confidence = (100 - surprise_index) / 100
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else:
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direction = "WAIT"
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confidence = 0.0
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return {
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"surprise_index": round(surprise_index, 2),
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"market_regime":
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"direction": direction,
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"confidence": round(confidence, 4),
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"negative_impact": round(negative_impact, 2),
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"surprises": surprises
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}
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# ================= FOMC СЮРПРИЗ =================
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def fetch_fomc_surprise() -> Dict[str, Any]:
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"""Оценивает сюрприз от решений ФРС через новости."""
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cache_key = "fomc_surprise"
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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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key = get_next_newsapi_key()
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url = f"https://newsapi.org/v2/everything?q=fomc+federal+reserve+surprise+rate&pageSize=10&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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articles = r.json().get('articles', [])
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hawkish_count = 0
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dovish_count = 0
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for a in articles:
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title = a.get('title', '').lower()
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desc = a.get('description', '').lower()
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text = title + ' ' + desc
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if any(kw in text for kw in ['hawkish', 'raise', 'tighten', 'surprise hike']):
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hawkish_count += 1
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if any(kw in text for kw in ['dovish', 'cut', 'ease', 'surprise cut']):
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dovish_count += 1
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if hawkish_count > dovish_count * 2:
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signal = "HAWKISH_SURPRISE"
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impact = -15
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elif dovish_count > hawkish_count * 2:
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signal = "DOVISH_SURPRISE"
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impact = 15
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else:
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signal = "NO_SURPRISE"
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impact = 0
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result = {
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"indicator": "FOMC",
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"signal": signal,
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"impact": impact,
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"hawkish_articles": hawkish_count,
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"dovish_articles": dovish_count,
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"direction": "HAWKISH" if impact < 0 else "DOVISH" if impact > 0 else "NEUTRAL"
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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 {"indicator": "FOMC", "impact": 0, "direction": "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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now = datetime.utcnow()
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hour = now.hour
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weekday = now.weekday()
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# В часы выхода важных данных (12-14 UTC) — ожидаем сюрпризов
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if hour in [12, 13, 14]:
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if weekday in [2, 3, 4]: # Ср-Пт — дни NFP/CPI
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score -= 10
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rsi = mt5_features.get('H1_rsi', 50)
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atr = mt5_features.get('H1_atr_pct', 1)
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if isinstance(rsi, (int, float)) and isinstance(atr, (int, float)):
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if atr > 2 and rsi > 70:
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score += 15
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elif atr > 2 and rsi < 30:
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score -= 15
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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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"surprise_index": 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 СИГНАЛ =================
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def get_macro_surprise_signal() -> Dict[str, Any]:
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start = time.time()
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# Проверка MT5
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for symbol in SYMBOLS:
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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 and mt5_result["confidence"] > 0.3:
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result = {
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"space": "space_29_macro_surprise",
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"timestamp": int(time.time()),
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"signals": {
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s: {"direction": mt5_result["direction"], "confidence": mt5_result["confidence"]}
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for s in SYMBOLS
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},
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"surprise_index": mt5_result["surprise_index"],
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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"📈 MACRO SURPRISE: {mt5_result['direction']} | Index={mt5_result['surprise_index']} (MT5)")
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return result
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# Fallback
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analysis = analyze_macro_surprises()
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latency = int((time.time() - start) * 1000)
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result = {
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"space": "space_29_macro_surprise",
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"timestamp": int(time.time()),
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"signals": {
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"confidence": analysis['confidence']
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}
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for s in SYMBOLS
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},
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"surprise_analysis": {
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"surprise_index": analysis['surprise_index'],
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"market_regime": analysis['market_regime'],
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"surprises": analysis['surprises'],
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"positive_impact": analysis['positive_impact'],
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"negative_impact": analysis['negative_impact']
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},
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"data_source": "FRED+NEWS",
|
| 402 |
-
"meta": {"latency_ms": latency}
|
| 403 |
}
|
| 404 |
|
| 405 |
-
|
| 406 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
| 407 |
return result
|
| 408 |
|
| 409 |
-
# =================
|
| 410 |
-
|
| 411 |
-
while True:
|
| 412 |
-
time.sleep(840)
|
| 413 |
-
try:
|
| 414 |
-
requests.get("http://localhost:7860/health", timeout=5)
|
| 415 |
-
except:
|
| 416 |
-
pass
|
| 417 |
|
| 418 |
-
|
|
|
|
| 419 |
|
| 420 |
-
|
| 421 |
-
|
| 422 |
|
| 423 |
@app.get("/health")
|
| 424 |
-
@app.head("/health")
|
| 425 |
async def health():
|
| 426 |
-
return {
|
| 427 |
-
|
| 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("/
|
| 447 |
-
async def
|
| 448 |
-
|
| 449 |
-
|
| 450 |
-
|
| 451 |
-
|
| 452 |
-
|
| 453 |
-
@app.post("/features")
|
| 454 |
-
async def receive_features(data: Dict[str, Any]):
|
| 455 |
-
symbol = data.get("symbol", "XAU/USD")
|
| 456 |
-
FEATURES_STORE[symbol] = {
|
| 457 |
-
"features": data.get("features", {}),
|
| 458 |
-
"price": data.get("price", 0.0),
|
| 459 |
-
"timestamp": time.time()
|
| 460 |
-
}
|
| 461 |
-
print(f"📥 MT5 {symbol}: {len(data.get('features', {}))} признаков")
|
| 462 |
-
return {"status": "ok"}
|
| 463 |
|
| 464 |
-
print(
|
| 465 |
-
print(f"📈 Анализ: CPI | NFP | FOMC | GDP | ISM | Сравнение с консенсусом")
|
| 466 |
-
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 29 v2.0 — MACRO SURPRISE ENGINE (Async, Real FRED, Fixed CPI)
|
| 25 |
# ============================================
|
| 26 |
+
import os, time, json, logging, asyncio
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 27 |
from typing import Dict, Any, List, Optional
|
| 28 |
+
from datetime import datetime, timezone, timedelta
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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("Space29_MacroSurprise")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 37 |
|
| 38 |
+
# ================= КОНФИГУРАЦИЯ =================
|
| 39 |
+
SYMBOLS = ["XAU/USD", "ETH/USD", "SOL/USD"]
|
| 40 |
+
ARBITER_URL = os.getenv("SPACE18_URL", "https://tomiris-ai-name6-6.hf.space")
|
| 41 |
+
FRED_KEY = os.getenv("FRED_KEY", "faa11c8e2e4beee08c5b966e8b63a513")
|
| 42 |
+
NEWSAPI_KEY = os.getenv("NEWSAPI_KEY", "948c7816beea47baa23b054592472d0e")
|
| 43 |
+
|
| 44 |
+
# Консенсус-прогнозы (обновлять ежемесячно)
|
| 45 |
+
CONSENSUS = {
|
| 46 |
+
"CPI_YOY": 3.2, "CORE_CPI_YOY": 3.5, "UNEMPLOYMENT": 4.0, "NFP": 180000,
|
| 47 |
+
"GDP_QOQ": 2.0, "FED_RATE": 4.25, "ISM_MANUF": 49.0, "ISM_SERVICES": 52.0,
|
| 48 |
+
"RETAIL_SALES": 0.3, "DURABLE_GOODS": 0.5
|
|
|
|
|
|
|
| 49 |
}
|
| 50 |
|
| 51 |
+
CACHE_TTL = {"fred": 3600, "news": 1800}
|
| 52 |
+
HISTORY_FILE = "surprise_history.json"
|
| 53 |
+
|
| 54 |
+
# ================= HTTP КЛИЕНТ =================
|
| 55 |
+
http_client = httpx.AsyncClient(timeout=20.0)
|
| 56 |
|
| 57 |
+
# ================= ГЛОБАЛЬНЫЙ КЭШ =================
|
| 58 |
+
cache_store = {}
|
| 59 |
+
cache_times = {}
|
| 60 |
+
|
| 61 |
+
# История сюрпризов
|
| 62 |
+
if os.path.exists(HISTORY_FILE):
|
| 63 |
+
try:
|
| 64 |
+
with open(HISTORY_FILE) as f:
|
| 65 |
+
SURPRISE_HISTORY = deque(json.load(f), maxlen=200)
|
| 66 |
+
except:
|
| 67 |
+
SURPRISE_HISTORY = deque(maxlen=200)
|
| 68 |
+
else:
|
| 69 |
+
SURPRISE_HISTORY = deque(maxlen=200)
|
| 70 |
+
|
| 71 |
+
def save_history():
|
| 72 |
+
with open(HISTORY_FILE, 'w') as f:
|
| 73 |
+
json.dump(list(SURPRISE_HISTORY), f)
|
| 74 |
+
|
| 75 |
+
# ================= ЗАГРУЗКА ДАННЫХ FRED =================
|
| 76 |
+
async def fetch_fred_series(series_id: str, months: int = 13) -> List[Dict]:
|
| 77 |
+
cache_key = f"fred_{series_id}_{months}"
|
| 78 |
+
if cache_key in cache_store and time.time() - cache_times.get(cache_key, 0) < CACHE_TTL["fred"]:
|
| 79 |
+
return cache_store[cache_key]
|
| 80 |
try:
|
| 81 |
+
r = await http_client.get(
|
| 82 |
+
f"https://api.stlouisfed.org/fred/series/observations?series_id={series_id}&api_key={FRED_KEY}&file_type=json&sort_order=desc&limit={months}")
|
|
|
|
| 83 |
if r.status_code == 200:
|
| 84 |
data = r.json()
|
| 85 |
+
values = [{'date': obs['date'], 'value': float(obs['value'])} for obs in data.get('observations', []) if obs['value'] != '.']
|
| 86 |
+
cache_store[cache_key] = values
|
| 87 |
+
cache_times[cache_key] = time.time()
|
|
|
|
|
|
|
|
|
|
| 88 |
return values
|
| 89 |
+
except Exception as e:
|
| 90 |
+
logger.warning(f"FRED {series_id}: {e}")
|
| 91 |
return []
|
| 92 |
|
| 93 |
+
def get_yoy_change(data: List[Dict], current_month: str) -> Optional[float]:
|
| 94 |
+
"""Считает YoY изменение: текущее значение vs значение 12 месяцев назад (тот же месяц)."""
|
| 95 |
+
# Ищем записи с нужным месяцем
|
| 96 |
+
current_val = None
|
| 97 |
+
prev_val = None
|
| 98 |
+
for item in data:
|
| 99 |
+
date = item['date']
|
| 100 |
+
if date == current_month:
|
| 101 |
+
current_val = item['value']
|
| 102 |
+
# Тот же месяц, год назад (YYYY-1)
|
| 103 |
+
year_ago = str(int(date[:4]) - 1) + date[4:]
|
| 104 |
+
if date == year_ago and date[:7] == current_month[:7]:
|
| 105 |
+
prev_val = item['value']
|
| 106 |
+
if current_val and prev_val:
|
| 107 |
+
return ((current_val - prev_val) / prev_val) * 100
|
| 108 |
+
return None
|
| 109 |
+
|
| 110 |
+
# ================= АНАЛИЗ СЮРПРИЗА =================
|
| 111 |
+
def calc_surprise(actual: float, consensus: float) -> Dict:
|
| 112 |
if consensus == 0:
|
| 113 |
+
return {"surprise_pct": 0, "level": "IN_LINE", "impact": 0, "direction": "NEUTRAL"}
|
|
|
|
| 114 |
surprise_pct = ((actual - consensus) / abs(consensus)) * 100
|
|
|
|
| 115 |
if abs(surprise_pct) > 100:
|
| 116 |
+
level, impact = "EXTREME_SURPRISE", 30
|
|
|
|
| 117 |
elif abs(surprise_pct) > 50:
|
| 118 |
+
level, impact = "MAJOR_SURPRISE", 20
|
|
|
|
| 119 |
elif abs(surprise_pct) > 20:
|
| 120 |
+
level, impact = "MODERATE_SURPRISE", 10
|
|
|
|
| 121 |
elif abs(surprise_pct) > 5:
|
| 122 |
+
level, impact = "MINOR_SURPRISE", 5
|
|
|
|
| 123 |
else:
|
| 124 |
+
level, impact = "IN_LINE", 0
|
| 125 |
+
direction = "POSITIVE" if surprise_pct > 0 else "NEGATIVE" if surprise_pct < 0 else "NEUTRAL"
|
| 126 |
+
return {"surprise_pct": round(surprise_pct, 2), "level": level, "impact": impact, "direction": direction}
|
| 127 |
+
|
| 128 |
+
# ================= FOMC SURPRISE (через новости) =================
|
| 129 |
+
async def fetch_fomc_surprise() -> Dict:
|
| 130 |
+
if not NEWSAPI_KEY:
|
| 131 |
+
return {"indicator": "FOMC", "impact": 0, "direction": "NEUTRAL"}
|
| 132 |
+
try:
|
| 133 |
+
r = await http_client.get(
|
| 134 |
+
f"https://newsapi.org/v2/everything?q=fomc+fed+rate+decision&pageSize=10&apiKey={NEWSAPI_KEY}")
|
| 135 |
+
if r.status_code == 200:
|
| 136 |
+
articles = r.json().get('articles', [])
|
| 137 |
+
hawk = sum(1 for a in articles if any(w in (a.get('title','')+a.get('description','')).lower() for w in ['hawkish','raise','tighten','surprise hike']))
|
| 138 |
+
dove = sum(1 for a in articles if any(w in (a.get('title','')+a.get('description','')).lower() for w in ['dovish','cut','ease','surprise cut']))
|
| 139 |
+
if hawk > dove*2:
|
| 140 |
+
return {"indicator": "FOMC", "impact": -15, "direction": "HAWKISH", "hawkish": hawk, "dovish": dove}
|
| 141 |
+
elif dove > hawk*2:
|
| 142 |
+
return {"indicator": "FOMC", "impact": 15, "direction": "DOVISH", "hawkish": hawk, "dovish": dove}
|
| 143 |
+
except:
|
| 144 |
+
pass
|
| 145 |
+
return {"indicator": "FOMC", "impact": 0, "direction": "NEUTRAL"}
|
| 146 |
|
| 147 |
+
# ================= ГЛАВНЫЙ АНАЛИЗ =================
|
| 148 |
+
async def analyze_macro_surprises() -> Dict:
|
| 149 |
+
today = datetime.now(timezone.utc)
|
| 150 |
+
current_month_str = today.strftime("%Y-%m")
|
| 151 |
+
|
| 152 |
+
# Загружаем FRED параллельно
|
| 153 |
+
cpi_data = await fetch_fred_series("CPIAUCSL", 13)
|
| 154 |
+
core_cpi_data = await fetch_fred_series("CPILFESL", 13)
|
| 155 |
+
unemp_data = await fetch_fred_series("UNRATE", 6)
|
| 156 |
+
nfp_data = await fetch_fred_series("PAYEMS", 3) # Non-Farm Payrolls
|
| 157 |
+
gdp_data = await fetch_fred_series("GDP", 3) # GDP (квартальный, но берём последний)
|
| 158 |
+
ism_data = await fetch_fred_series("NAPM", 3) # ISM Manufacturing
|
| 159 |
+
retail_data = await fetch_fred_series("RSAFS", 3) # Retail Sales
|
| 160 |
+
durable_data = await fetch_fred_series("DGORDER", 3) # Durable Goods
|
| 161 |
+
fomc_surprise = await fetch_fomc_surprise()
|
| 162 |
|
|
|
|
|
|
|
| 163 |
surprises = []
|
| 164 |
+
total_score = 0.0
|
| 165 |
+
weights = {"CPI_YOY": 0.30, "NFP": 0.25, "FOMC": 0.20, "ISM_MANUF": 0.10, "GDP_QOQ": 0.10, "RETAIL_SALES": 0.05}
|
| 166 |
+
|
| 167 |
+
# CPI YoY (корректный)
|
| 168 |
+
cpi_yoy = get_yoy_change(cpi_data, current_month_str)
|
| 169 |
+
if cpi_yoy is not None:
|
| 170 |
+
s = calc_surprise(cpi_yoy, CONSENSUS["CPI_YOY"])
|
| 171 |
+
impact = s['impact'] * (1 if s['direction'] == 'NEGATIVE' else -0.5) # высокая инфляция = риск-офф
|
| 172 |
+
total_score += impact * weights["CPI_YOY"]
|
| 173 |
+
surprises.append({"indicator": "CPI_YOY", "actual": round(cpi_yoy, 2), "consensus": CONSENSUS["CPI_YOY"], "surprise": s})
|
| 174 |
+
|
| 175 |
+
# NFP (последний месяц)
|
| 176 |
+
if nfp_data:
|
| 177 |
+
nfp_actual = nfp_data[0]['value'] # абсолютное значение в тысячах
|
| 178 |
+
s = calc_surprise(nfp_actual, CONSENSUS["NFP"])
|
| 179 |
+
impact = s['impact'] * (1 if s['direction'] == 'POSITIVE' else -1) # высокий NFP = риск-он
|
| 180 |
+
total_score += impact * weights["NFP"]
|
| 181 |
+
surprises.append({"indicator": "NFP", "actual": int(nfp_actual), "consensus": CONSENSUS["NFP"], "surprise": s})
|
| 182 |
+
|
| 183 |
+
# GDP (квартальный, берём последний)
|
| 184 |
+
if gdp_data:
|
| 185 |
+
gdp_actual = gdp_data[0]['value'] # квартальное изменение в %
|
| 186 |
+
s = calc_surprise(gdp_actual, CONSENSUS["GDP_QOQ"])
|
| 187 |
+
impact = s['impact'] * (1 if s['direction'] == 'POSITIVE' else -1)
|
| 188 |
+
total_score += impact * weights["GDP_QOQ"]
|
| 189 |
+
surprises.append({"indicator": "GDP_QOQ", "actual": round(gdp_actual, 2), "consensus": CONSENSUS["GDP_QOQ"], "surprise": s})
|
| 190 |
+
|
| 191 |
+
# ISM Manufacturing
|
| 192 |
+
if ism_data:
|
| 193 |
+
ism_actual = ism_data[0]['value']
|
| 194 |
+
s = calc_surprise(ism_actual, CONSENSUS["ISM_MANUF"])
|
| 195 |
+
impact = s['impact'] * (1 if s['direction'] == 'POSITIVE' else -1)
|
| 196 |
+
total_score += impact * weights["ISM_MANUF"]
|
| 197 |
+
surprises.append({"indicator": "ISM_MANUF", "actual": round(ism_actual, 2), "consensus": CONSENSUS["ISM_MANUF"], "surprise": s})
|
| 198 |
+
|
| 199 |
+
# Retail Sales
|
| 200 |
+
if retail_data:
|
| 201 |
+
retail_actual = retail_data[0]['value']
|
| 202 |
+
s = calc_surprise(retail_actual, CONSENSUS["RETAIL_SALES"])
|
| 203 |
+
impact = s['impact'] * (1 if s['direction'] == 'POSITIVE' else -1)
|
| 204 |
+
total_score += impact * weights["RETAIL_SALES"]
|
| 205 |
+
surprises.append({"indicator": "RETAIL_SALES", "actual": round(retail_actual, 2), "consensus": CONSENSUS["RETAIL_SALES"], "surprise": s})
|
| 206 |
+
|
| 207 |
+
# FOMC
|
| 208 |
+
if fomc_surprise['impact'] != 0:
|
| 209 |
+
total_score += fomc_surprise['impact'] * weights["FOMC"]
|
| 210 |
+
surprises.append({"indicator": "FOMC", "signal": fomc_surprise['direction'], "impact": fomc_surprise['impact']})
|
| 211 |
+
|
| 212 |
+
total_score = max(-50, min(50, total_score))
|
| 213 |
+
surprise_index = 50 + total_score
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 214 |
surprise_index = max(0, min(100, surprise_index))
|
| 215 |
|
| 216 |
if surprise_index > 65:
|
| 217 |
+
regime, direction = "RISK_ON", "LONG"
|
|
|
|
| 218 |
confidence = surprise_index / 100
|
| 219 |
elif surprise_index < 35:
|
| 220 |
+
regime, direction = "RISK_OFF", "SHORT"
|
|
|
|
| 221 |
confidence = (100 - surprise_index) / 100
|
| 222 |
else:
|
| 223 |
+
regime, direction = "NEUTRAL", "WAIT"
|
|
|
|
| 224 |
confidence = 0.0
|
| 225 |
|
| 226 |
+
# Сохраняем историю
|
| 227 |
+
SURPRISE_HISTORY.append({
|
| 228 |
+
"timestamp": today.isoformat(),
|
| 229 |
+
"surprise_index": round(surprise_index, 2),
|
| 230 |
+
"regime": regime,
|
| 231 |
+
"surprises": surprises
|
| 232 |
+
})
|
| 233 |
+
save_history()
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+
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return {
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"surprise_index": round(surprise_index, 2),
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+
"market_regime": regime,
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"direction": direction,
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"confidence": round(confidence, 4),
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+
"surprises": surprises,
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+
"total_score": round(total_score, 2)
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}
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| 244 |
# ================= ГЛАВНЫЙ СИГНАЛ =================
|
| 245 |
+
async def get_macro_surprise_signal() -> Dict[str, Any]:
|
| 246 |
start = time.time()
|
| 247 |
+
analysis = await analyze_macro_surprises()
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|
| 248 |
latency = int((time.time() - start) * 1000)
|
| 249 |
|
| 250 |
result = {
|
| 251 |
"space": "space_29_macro_surprise",
|
| 252 |
"timestamp": int(time.time()),
|
| 253 |
+
"signals": {sym: {"direction": analysis['direction'], "confidence": analysis['confidence']} for sym in SYMBOLS},
|
| 254 |
+
"surprise_analysis": analysis,
|
| 255 |
+
"latency_ms": latency
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|
| 256 |
}
|
| 257 |
|
| 258 |
+
# Отправка в Arbiter
|
| 259 |
+
try:
|
| 260 |
+
await http_client.post(f"{ARBITER_URL}/log_signal", json={
|
| 261 |
+
"space": "space_29_macro_surprise",
|
| 262 |
+
"symbol": "XAU/USD",
|
| 263 |
+
"signal": result["signals"]["XAU/USD"],
|
| 264 |
+
"surprise_details": analysis
|
| 265 |
+
})
|
| 266 |
+
except:
|
| 267 |
+
pass
|
| 268 |
+
|
| 269 |
+
logger.info(f"📈 Macro Surprise: Index={analysis['surprise_index']:.1f} Regime={analysis['market_regime']}")
|
| 270 |
return result
|
| 271 |
|
| 272 |
+
# ================= FASTAPI =================
|
| 273 |
+
app = FastAPI(title="Tomiris Space 29 v2.0 — Macro Surprise Engine")
|
|
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|
| 274 |
|
| 275 |
+
@app.on_event("startup")
|
| 276 |
+
async def startup(): pass
|
| 277 |
|
| 278 |
+
@app.on_event("shutdown")
|
| 279 |
+
async def shutdown(): await http_client.aclose()
|
| 280 |
|
| 281 |
@app.get("/health")
|
|
|
|
| 282 |
async def health():
|
| 283 |
+
return {"status": "operational", "version": "2.0", "async": True, "no_mt5": True,
|
| 284 |
+
"indicators": list(CONSENSUS.keys()), "history_length": len(SURPRISE_HISTORY)}
|
|
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|
| 285 |
|
| 286 |
@app.get("/consilium")
|
| 287 |
async def consilium():
|
| 288 |
+
return await get_macro_surprise_signal()
|
| 289 |
|
| 290 |
@app.get("/surprise_index")
|
| 291 |
async def surprise_index():
|
| 292 |
+
return await analyze_macro_surprises()
|
| 293 |
|
| 294 |
@app.get("/fomc")
|
| 295 |
async def fomc():
|
| 296 |
+
return await fetch_fomc_surprise()
|
| 297 |
+
|
| 298 |
+
@app.get("/history")
|
| 299 |
+
async def history(limit: int = 50):
|
| 300 |
+
return list(SURPRISE_HISTORY)[-limit:]
|
| 301 |
+
|
| 302 |
+
if __name__ == "__main__":
|
| 303 |
+
import uvicorn
|
| 304 |
+
uvicorn.run(app, host="0.0.0.0", port=7860)
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 305 |
|
| 306 |
+
print("🚀 SPACE 29 v2.0 — MACRO SURPRISE ENGINE (REAL FRED, ASYNC) ЗАПУЩЕН!")
|
|
|
|
|
|