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import re
from typing import Dict, List, Optional, Any
from dataclasses import dataclass
from datetime import datetime
import numpy as np
import pandas as pd
import logging
from config.config import (
TechnicalAnalysisConfig,
ScoringConfig,
TradingConfig,
RegexPatterns
)
from ..utils.utils import calculate_rsi, calculate_bollinger_bands, calculate_ema, format_number
from .fibonacci_analysis import AdvancedFibonacciEngine, AdvancedFibonacciAnalysis
from ..core.log_parser import VampireBotLogParser, BotAnalysis
from ..core.advanced_market_processing import AdvancedMarketProcessor
# Configurar logging
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger(__name__)
@dataclass
class MarketData:
"""Classe para representar dados de mercado."""
price: float
variation: float
rsi: int
ema_trend: str
bb_position: str
volume: float
def __post_init__(self):
"""Validação dos dados após inicialização."""
if self.price < 0:
raise ValueError("Preço não pode ser negativo")
if not 0 <= self.rsi <= 100:
raise ValueError("RSI deve estar entre 0 e 100")
if self.volume < 0:
raise ValueError("Volume não pode ser negativo")
@dataclass
class TechnicalSignal:
"""Classe para representar um sinal técnico."""
indicator: str
signal_type: str # 'BUY', 'SELL', 'NEUTRAL'
strength: int # 0-100
description: str
confidence_impact: int
class MarketDataParser:
"""Classe responsável por extrair dados de mercado do texto."""
@staticmethod
def parse_market_data(text: str) -> Optional[MarketData]:
"""Extrai dados de mercado do texto de entrada."""
try:
# Extrair valores usando regex
price_match = re.search(RegexPatterns.PRICE_PATTERN, text)
variation_match = re.search(RegexPatterns.VARIATION_PATTERN, text)
rsi_match = re.search(RegexPatterns.RSI_PATTERN, text)
ema_match = re.search(RegexPatterns.EMA_PATTERN, text)
bb_match = re.search(RegexPatterns.BB_PATTERN, text)
vol_match = re.search(RegexPatterns.VOLUME_PATTERN, text)
# Processar valores extraídos
price = float(price_match.group(1).replace(',', '')) if price_match else 0
variation_str = variation_match.group(1) if variation_match else "0"
variation = float(variation_str.replace('%', '').replace('+', '')) if variation_str != "0" else 0
rsi = int(rsi_match.group(1)) if rsi_match else 50
ema_trend = ema_match.group(1) if ema_match else "NEUTRO"
bb_position = bb_match.group(1) if bb_match else "DENTRO"
volume = float(vol_match.group(1)) if vol_match else 0
return MarketData(
price=price,
variation=variation,
rsi=rsi,
ema_trend=ema_trend,
bb_position=bb_position,
volume=volume
)
except (ValueError, AttributeError) as e:
print(f"Erro ao processar dados de mercado: {e}")
return None
class RSIAnalyzer:
"""Analisador de RSI."""
@staticmethod
def analyze(rsi: int) -> TechnicalSignal:
"""Analisa o RSI e retorna sinal técnico."""
config = TechnicalAnalysisConfig()
if rsi <= config.RSI_OVERSOLD:
if rsi <= config.RSI_EXTREME_OVERSOLD:
return TechnicalSignal(
indicator="RSI",
signal_type="BUY",
strength=90,
description=f"RSI em zona de sobrevenda extrema ({rsi}): COMPRA FORTE",
confidence_impact=ScoringConfig.RSI_SCORE + 10
)
else:
return TechnicalSignal(
indicator="RSI",
signal_type="BUY",
strength=70,
description=f"RSI em zona de sobrevenda ({rsi}): COMPRA",
confidence_impact=ScoringConfig.RSI_SCORE
)
elif rsi >= config.RSI_OVERBOUGHT:
if rsi >= config.RSI_EXTREME_OVERBOUGHT:
return TechnicalSignal(
indicator="RSI",
signal_type="SELL",
strength=90,
description=f"RSI em zona de sobrecompra extrema ({rsi}): VENDA FORTE",
confidence_impact=ScoringConfig.RSI_SCORE + 10
)
else:
return TechnicalSignal(
indicator="RSI",
signal_type="SELL",
strength=70,
description=f"RSI em zona de sobrecompra ({rsi}): VENDA",
confidence_impact=ScoringConfig.RSI_SCORE
)
elif config.RSI_NEUTRAL_MIN <= rsi <= config.RSI_NEUTRAL_MAX:
return TechnicalSignal(
indicator="RSI",
signal_type="NEUTRAL",
strength=30,
description=f"RSI neutro ({rsi}): aguardar confirmação",
confidence_impact=0
)
else:
return TechnicalSignal(
indicator="RSI",
signal_type="NEUTRAL",
strength=50,
description=f"RSI em zona intermediária ({rsi})",
confidence_impact=0
)
class EMAAnalyzer:
"""Analisador de EMA."""
@staticmethod
def analyze(ema_trend: str) -> TechnicalSignal:
"""Analisa a tendência EMA e retorna sinal técnico."""
if ema_trend == 'ALTA':
return TechnicalSignal(
indicator="EMA",
signal_type="BUY",
strength=60,
description="Tendência EMA ALTA: viés de COMPRA",
confidence_impact=ScoringConfig.EMA_SCORE
)
elif ema_trend == 'BAIXA':
return TechnicalSignal(
indicator="EMA",
signal_type="SELL",
strength=60,
description="Tendência EMA BAIXA: viés de VENDA",
confidence_impact=ScoringConfig.EMA_SCORE
)
else:
return TechnicalSignal(
indicator="EMA",
signal_type="NEUTRAL",
strength=30,
description="Tendência EMA neutra",
confidence_impact=0
)
class BollingerBandsAnalyzer:
"""Analisador de Bollinger Bands."""
@staticmethod
def analyze(bb_position: str) -> TechnicalSignal:
"""Analisa a posição nas Bollinger Bands e retorna sinal técnico."""
if bb_position == 'ABAIXO':
return TechnicalSignal(
indicator="BB",
signal_type="BUY",
strength=80,
description="Preço abaixo da banda inferior: COMPRA (reversão)",
confidence_impact=ScoringConfig.BB_SCORE
)
elif bb_position in ['ACIMA', 'SOBRE']:
return TechnicalSignal(
indicator="BB",
signal_type="SELL",
strength=80,
description="Preço acima da banda superior: VENDA (reversão)",
confidence_impact=ScoringConfig.BB_SCORE
)
else: # DENTRO
return TechnicalSignal(
indicator="BB",
signal_type="NEUTRAL",
strength=40,
description="Preço dentro das bandas: aguardar breakout",
confidence_impact=5
)
class MomentumAnalyzer:
"""Analisador de momentum (variação de preço)."""
@staticmethod
def analyze(variation: float) -> TechnicalSignal:
"""Analisa o momentum e retorna sinal técnico."""
config = TechnicalAnalysisConfig()
if abs(variation) >= config.SIGNIFICANT_MOVEMENT_THRESHOLD:
if variation > 0:
return TechnicalSignal(
indicator="MOMENTUM",
signal_type="BUY",
strength=60,
description=f"Momentum positivo (+{variation:.2f}%): seguir tendência",
confidence_impact=ScoringConfig.MOMENTUM_SCORE
)
else:
return TechnicalSignal(
indicator="MOMENTUM",
signal_type="SELL",
strength=60,
description=f"Momentum negativo ({variation:.2f}%): seguir tendência",
confidence_impact=ScoringConfig.MOMENTUM_SCORE
)
else:
return TechnicalSignal(
indicator="MOMENTUM",
signal_type="NEUTRAL",
strength=30,
description=f"Momentum fraco ({variation:.2f}%)",
confidence_impact=0
)
class VolumeAnalyzer:
"""Analisador de volume."""
@staticmethod
def analyze(volume: float) -> TechnicalSignal:
"""Analisa o volume e retorna sinal técnico."""
config = TechnicalAnalysisConfig()
if volume > config.VOLUME_HIGH_THRESHOLD:
return TechnicalSignal(
indicator="VOLUME",
signal_type="NEUTRAL",
strength=70,
description=f"Volume alto ({volume:.1f}x): confirma movimento",
confidence_impact=ScoringConfig.VOLUME_SCORE
)
elif volume < config.VOLUME_LOW_THRESHOLD:
return TechnicalSignal(
indicator="VOLUME",
signal_type="NEUTRAL",
strength=20,
description=f"Volume baixo ({volume:.1f}x): cuidado com falsos sinais",
confidence_impact=-ScoringConfig.LOW_VOLUME_PENALTY
)
else:
return TechnicalSignal(
indicator="VOLUME",
signal_type="NEUTRAL",
strength=50,
description=f"Volume normal ({volume:.1f}x)",
confidence_impact=0
)
class ScalpingSetupDetector:
"""Detector de setups específicos para scalping."""
@staticmethod
def detect_perfect_setups(market_data: MarketData, signals: List[TechnicalSignal]) -> List[TechnicalSignal]:
"""Detecta setups perfeitos para scalping."""
special_signals = []
config = TechnicalAnalysisConfig()
# Setup 1: RSI extremo + EMA contrária = reversão forte
if ((market_data.rsi <= config.RSI_EXTREME_OVERSOLD and market_data.ema_trend == 'BAIXA') or
(market_data.rsi >= config.RSI_EXTREME_OVERBOUGHT and market_data.ema_trend == 'ALTA')):
special_signals.append(TechnicalSignal(
indicator="SETUP_REVERSAL",
signal_type="BUY" if market_data.rsi <= config.RSI_EXTREME_OVERSOLD else "SELL",
strength=95,
description="🚨 SINAL FORTE: RSI extremo com EMA contrária - REVERSÃO",
confidence_impact=ScoringConfig.STRONG_REVERSAL_BONUS
))
# Setup 2: RSI + BB alinhados
if market_data.rsi <= 35 and market_data.bb_position == 'ABAIXO':
special_signals.append(TechnicalSignal(
indicator="SETUP_PERFECT_BUY",
signal_type="BUY",
strength=100,
description="🎯 SETUP PERFEITO: RSI baixo + BB abaixo - COMPRA FORTE",
confidence_impact=ScoringConfig.PERFECT_SETUP_BONUS
))
elif market_data.rsi >= 65 and market_data.bb_position in ['ACIMA', 'SOBRE']:
special_signals.append(TechnicalSignal(
indicator="SETUP_PERFECT_SELL",
signal_type="SELL",
strength=100,
description="🎯 SETUP PERFEITO: RSI alto + BB acima - VENDA FORTE",
confidence_impact=ScoringConfig.PERFECT_SETUP_BONUS
))
return special_signals
class TechnicalAnalysisEngine:
"""Engine principal de análise técnica."""
def __init__(self):
self.rsi_analyzer = RSIAnalyzer()
self.ema_analyzer = EMAAnalyzer()
self.bb_analyzer = BollingerBandsAnalyzer()
self.momentum_analyzer = MomentumAnalyzer()
self.volume_analyzer = VolumeAnalyzer()
self.setup_detector = ScalpingSetupDetector()
self.fibonacci_engine = AdvancedFibonacciEngine()
self.log_parser = VampireBotLogParser()
self.advanced_processor = AdvancedMarketProcessor()
self.config = TechnicalAnalysisConfig
logger.info("TechnicalAnalysisEngine inicializado com processamento avançado")
def analyze(self, market_data: MarketData) -> Dict[str, Any]:
"""Executa análise técnica completa."""
# Análises individuais
signals = [
self.rsi_analyzer.analyze(market_data.rsi),
self.ema_analyzer.analyze(market_data.ema_trend),
self.bb_analyzer.analyze(market_data.bb_position),
self.momentum_analyzer.analyze(market_data.variation),
self.volume_analyzer.analyze(market_data.volume)
]
# Detectar setups especiais
special_signals = self.setup_detector.detect_perfect_setups(market_data, signals)
all_signals = signals + special_signals
# Análise avançada de Fibonacci
fibonacci_analysis = self._perform_fibonacci_analysis(market_data)
# Processamento avançado de mercado
advanced_analysis = self._perform_advanced_market_analysis(market_data)
# Calcular ação e confiança
action, confidence = self._calculate_action_and_confidence(all_signals)
return {
'action': action,
'confidence': confidence,
'signals': all_signals,
'fibonacci': fibonacci_analysis,
'advanced_analysis': advanced_analysis,
'market_data': market_data
}
def _calculate_action_and_confidence(self, signals: List[TechnicalSignal]) -> tuple[str, int]:
"""Calcula a ação recomendada e nível de confiança."""
buy_score = 0
sell_score = 0
confidence_score = 0
# Somar pontuações por tipo de sinal
for signal in signals:
confidence_score += signal.confidence_impact
if signal.signal_type == "BUY":
buy_score += signal.strength
elif signal.signal_type == "SELL":
sell_score += signal.strength
# Determinar ação baseada nas pontuações
if buy_score > sell_score and buy_score > 100:
action = "COMPRAR"
elif sell_score > buy_score and sell_score > 100:
action = "VENDER"
else:
action = "AGUARDAR"
# Aplicar penalidade por conflito
if abs(buy_score - sell_score) < 50 and max(buy_score, sell_score) > 100:
confidence_score -= ScoringConfig.CONFLICT_PENALTY
# Limitar confiança
confidence_score = max(ScoringConfig.MIN_CONFIDENCE,
min(ScoringConfig.MAX_CONFIDENCE, confidence_score))
return action, confidence_score
def _perform_fibonacci_analysis(self, market_data: MarketData) -> Dict[str, Any]:
"""Executa análise avançada de Fibonacci."""
try:
# Simular dados de preço para análise Fibonacci
prices = np.array([market_data.price * (1 + np.random.normal(0, 0.01)) for _ in range(100)])
# Executar análise Fibonacci
fib_analysis = self.fibonacci_engine.analyze_fibonacci_levels(
prices=prices,
current_price=market_data.price
)
return {
'levels': fib_analysis.levels if fib_analysis else {},
'signals': fib_analysis.signals if fib_analysis else [],
'confluence_zones': fib_analysis.confluence_zones if fib_analysis else [],
'strength': fib_analysis.overall_strength if fib_analysis else 0
}
except Exception as e:
logger.error(f"Erro na análise Fibonacci: {e}")
return {
'levels': {},
'signals': [],
'confluence_zones': [],
'strength': 0
}
def process_bot_log_data(self, log_content: str) -> Dict[str, Any]:
"""Processa dados de log do bot externo."""
try:
# Parse do log
bot_analysis = self.log_parser.parse_log(log_content)
if not bot_analysis:
return {'error': 'Falha ao processar log do bot'}
# Converter para MarketData
market_data = MarketData(
price=bot_analysis.market_info.price,
variation=0, # Será calculado se necessário
rsi=bot_analysis.technical_indicators.rsi if bot_analysis.technical_indicators else 50,
ema_trend=bot_analysis.technical_indicators.ema if bot_analysis.technical_indicators else 'NEUTRO',
bb_position=bot_analysis.technical_indicators.bollinger if bot_analysis.technical_indicators else 'DENTRO',
volume=bot_analysis.market_info.volume
)
# Executar análise completa
analysis_result = self.analyze(market_data)
# Adicionar dados específicos do bot
analysis_result['bot_data'] = {
'fibonacci_alerts': bot_analysis.fibonacci_analysis.alerts if bot_analysis.fibonacci_analysis else 0,
'fibonacci_signal': bot_analysis.fibonacci_analysis.signal if bot_analysis.fibonacci_analysis else 'UNKNOWN',
'technical_indicators': {
'rsi': bot_analysis.technical_indicators.rsi if bot_analysis.technical_indicators else None,
'ema': bot_analysis.technical_indicators.ema if bot_analysis.technical_indicators else None,
'bollinger': bot_analysis.technical_indicators.bollinger if bot_analysis.technical_indicators else None,
'atr': bot_analysis.technical_indicators.atr if bot_analysis.technical_indicators else None
},
'original_analysis': bot_analysis
}
return analysis_result
except Exception as e:
logger.error(f"Erro ao processar dados do bot: {e}")
return {'error': f'Erro no processamento: {str(e)}'}
def _perform_advanced_market_analysis(self, market_data: MarketData) -> Dict[str, Any]:
"""Executa análise avançada de mercado com swing points e padrões harmônicos."""
try:
# Simular dados históricos de preço para análise
base_price = market_data.price
prices = np.array([base_price * (1 + np.random.normal(0, 0.02)) for _ in range(100)])
volumes = np.array([1000 + np.random.randint(-200, 200) for _ in range(100)])
# Níveis de Fibonacci simulados
fibonacci_levels = {
'23.6%': base_price * 0.764,
'38.2%': base_price * 0.618,
'50.0%': base_price * 0.5,
'61.8%': base_price * 0.382,
'78.6%': base_price * 0.214
}
# Níveis de suporte/resistência simulados
support_resistance = [
base_price * 0.95,
base_price * 0.98,
base_price * 1.02,
base_price * 1.05
]
# Executar processamento avançado
advanced_result = self.advanced_processor.process_market_data(
prices=prices,
volumes=volumes,
fibonacci_levels=fibonacci_levels,
support_resistance_levels=support_resistance
)
return advanced_result
except Exception as e:
logger.error(f"Erro na análise avançada de mercado: {e}")
return {
'swing_points': {'count': 0, 'highs': [], 'lows': [], 'avg_strength': 0},
'confluence_zones': {'count': 0, 'zones': [], 'strongest_zone': None},
'harmonic_patterns': {'count': 0, 'patterns': [], 'most_reliable': None},
'market_structure': 'UNKNOWN',
'key_levels': []
}
class MarketAnalyzer:
"""Analisador principal de mercado."""
pass
class RiskCalculator:
"""Calculadora de risco para trading."""
@staticmethod
def calculate_stop_loss(price: float, action: str) -> float:
"""Calcula stop loss baseado no preço e ação."""
config = TradingConfig()
stop_distance = price * config.STOP_LOSS_PERCENTAGE
if action == "COMPRAR":
return price - stop_distance
elif action == "VENDER":
return price + stop_distance
else:
return 0
@staticmethod
def calculate_take_profit(price: float, action: str) -> float:
"""Calcula take profit baseado no preço e ação."""
config = TradingConfig()
profit_distance = price * config.TAKE_PROFIT_PERCENTAGE
if action == "COMPRAR":
return price + profit_distance
elif action == "VENDER":
return price - profit_distance
else:
return 0
@staticmethod
def get_risk_reward_ratio() -> float:
"""Retorna a relação risco/recompensa configurada."""
return TradingConfig.RISK_REWARD_RATIO |