layer one v5

This commit is contained in:
saber
2026-06-18 10:16:51 +01:00
parent 5d4ffb1da5
commit 08f047adb5
9 changed files with 299 additions and 283 deletions
+20 -8
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@@ -212,16 +212,18 @@ CURRENCY_EMOJIS = {
MT5_SYMBOL_SUFFIX = os.getenv("MT5_SYMBOL_SUFFIX", "")
# Technical Analysis Settings
Z_SCORE_THRESHOLD = float(os.getenv("Z_SCORE_THRESHOLD", 2.0)) # Overbought/oversold level
Z_SCORE_THRESHOLD = float(os.getenv("Z_SCORE_THRESHOLD", 2.0)) # Overbought/oversold level (legacy/macro)
SCALP_Z_SCORE_THRESHOLD = float(os.getenv("SCALP_Z_SCORE_THRESHOLD", 1.5)) # Intraday threshold (more sensitive)
SCALP_MIN_GAP_TO_TRADE = float(os.getenv("SCALP_MIN_GAP", 2.0)) # Intraday min gap (sigma units)
# Multi-timeframe configuration
# Multi-timeframe configuration (short lookbacks for scalping)
TIMEFRAMES = {
"M5": {"interval": "5min", "bars": 288, "label": "5 min"},
"M15": {"interval": "15min", "bars": 96, "label": "15 min"},
"H1": {"interval": "1h", "bars": 48, "label": "1 hour"},
"H4": {"interval": "4h", "bars": 24, "label": "4 hour"},
"M5": {"interval": "5min", "bars": 48, "label": "5 min"},
"M15": {"interval": "15min", "bars": 16, "label": "15 min"},
"H1": {"interval": "1h", "bars": 12, "label": "1 hour"},
"H4": {"interval": "4h", "bars": 6, "label": "4 hour"},
}
DEFAULT_TIMEFRAME = os.getenv("DEFAULT_TIMEFRAME", "M15")
DEFAULT_TIMEFRAME = os.getenv("DEFAULT_TIMEFRAME", "M5")
# Historical bar config (backward compat)
BAR_TIMEFRAME = os.getenv("BAR_TIMEFRAME", "M5")
@@ -241,7 +243,17 @@ SESSION_LONDON_CLOSE = 16 # 16:00 UTC
SESSION_NEWYORK_OPEN = 13 # 13:00 UTC
SESSION_NEWYORK_CLOSE = 21# 21:00 UTC
# Confluence Settings
# ============================================================================
# Confluence Layer Weights (Scalper Profile)
# ============================================================================
# Effective weight distribution for signal display:
# - Market Structure + Order Flow (Currency Strength Matrix / Z-scores): ~65%
# - Currency Power Matrix (Session SRV + momentum): ~25%
# - Macro / Fundamental Backdrop (Layer 1 scorer, advisory only): ~10%
#
# The macro layer is DISPLAY ONLY — it never blocks or vetoes a trade signal.
# Currency Power Matrix refers to CurrencyStrengthMatrix (this engine).
# ============================================================================
CONFLUENCE_ENABLED = os.getenv("CONFLUENCE_ENABLED", "true").lower() == "true"
MIN_CONFLUENCE_STRENGTH = float(os.getenv("MIN_CONFLUENCE_STRENGTH", 60.0)) # 60% confidence threshold
+64 -111
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@@ -72,13 +72,10 @@ class ConfluenceFilter:
print(f"[Confluence] Monthly bias matrix set: {directions}")
def _check_boundary(self, short_ccy: str, long_ccy: str) -> Tuple[bool, str]:
"""Check if a proposed trade crosses the Layer 1 macro boundary.
"""Advisory-only macro boundary check — does NOT block any signal.
A trade proposes SHORT short_ccy + LONG long_ccy.
Boundary rules:
- STRONG currencies cannot be shorted
- WEAK currencies cannot be longed
- NEUTRAL currencies have no restriction
Returns (True, reason) always. The bias matrix is displayed for
context in the UI but never gates/ vetoes a trade signal.
Returns:
(allowed: bool, reason: str)
@@ -89,17 +86,13 @@ class ConfluenceFilter:
short_dir = self.bias_matrix.get(short_ccy, {}).get("direction", "NEUTRAL")
long_dir = self.bias_matrix.get(long_ccy, {}).get("direction", "NEUTRAL")
notes = []
if short_dir == "STRONG":
return (
False,
f"Cannot short {short_ccy}: classified STRONG by Layer 1 macro bias"
)
notes.append(f"{short_ccy}=STRONG (advisory)")
if long_dir == "WEAK":
return (
False,
f"Cannot long {long_ccy}: classified WEAK by Layer 1 macro bias"
)
return True, "Within macro boundary"
notes.append(f"{long_ccy}=WEAK (advisory)")
advisory = f"Within macro boundary — {' | '.join(notes) if notes else 'neutral'}"
return True, advisory
def check_entry_confluence(self, current_prices: Dict[str, float] = None
) -> Tuple[bool, str, float, Optional[Dict]]:
@@ -109,58 +102,45 @@ class ConfluenceFilter:
mc = self.matrix.get_matrix_cross()
gap = self.matrix.get_divergence_gap()
if mc and "_" in mc:
if mc and "_" in mc and gap >= config.SCALP_MIN_GAP_TO_TRADE:
short_ccy, long_ccy = mc.split("_", 1)
allowed, reason = self._check_boundary(short_ccy, long_ccy)
if allowed:
confidence = min(abs(gap) / 4.0, 1.0) * 100
self.confluence_strength = confidence
self.last_confluence_check = datetime.now()
direction = "SHORT" if confidence > 50 else "LONG"
entry = self.tech_analyzer.get_last_price(mc) or 0.0
sl_tp = self.tech_analyzer.calculate_sl_tp(mc, direction, entry)
if self.db:
self.db.save_confluence_signal(
pair=mc, signal_type="MATRIX_DIVERGENCE",
confidence=confidence, z_score=None, gap=gap,
reason=f"Matrix cross {mc} gap={gap:.1f}σ",
layer1_active=self.layer1_is_active,
)
return (True, f"MATRIX DIVERGENCE: {mc} (Gap: {gap:.1f}σ)", confidence, sl_tp)
else:
self.confluence_strength = 0.0
self.last_confluence_check = datetime.now()
return (False, f"MATRIX DIVERGENCE BLOCKED — {reason}", 0.0, None)
_, advisory = self._check_boundary(short_ccy, long_ccy)
confidence = min(abs(gap) / 4.0, 1.0) * 100
self.confluence_strength = confidence
self.last_confluence_check = datetime.now()
direction = "SHORT" if confidence > 50 else "LONG"
entry = self.tech_analyzer.get_last_price(mc) or 0.0
sl_tp = self.tech_analyzer.calculate_sl_tp(mc, direction, entry)
if self.db:
self.db.save_confluence_signal(
pair=mc, signal_type="MATRIX_DIVERGENCE",
confidence=confidence, z_score=None, gap=gap,
reason=f"Matrix cross {mc} gap={gap:.1f}σ | {advisory}",
layer1_active=self.layer1_is_active,
)
return (True, f"MATRIX DIVERGENCE: {mc} (Gap: {gap:.1f}σ)", confidence, sl_tp)
all_z = self.tech_analyzer.get_all_z_scores()
sorted_pairs = sorted(all_z.items(), key=lambda x: abs(x[1]), reverse=True)
for pair, z_score in sorted_pairs:
if abs(z_score) < config.Z_SCORE_THRESHOLD:
if abs(z_score) < config.SCALP_Z_SCORE_THRESHOLD:
continue
base, quote = pair.split("_")
if z_score > 0:
short_ccy, long_ccy = base, quote
else:
short_ccy, long_ccy = quote, base
allowed, reason = self._check_boundary(short_ccy, long_ccy)
if allowed:
confidence = min(abs(z_score) / 3.0, 1.0) * 100
self.confluence_strength = confidence
self.last_confluence_check = datetime.now()
direction = "SHORT" if z_score > 0 else "LONG"
entry = self.tech_analyzer.get_last_price(pair) or 0.0
sl_tp = self.tech_analyzer.calculate_sl_tp(pair, direction, entry)
if self.db:
self.db.save_confluence_signal(
pair=pair, signal_type="PAIR_EXTREME",
confidence=confidence, z_score=z_score,
reason=f"Z={z_score:.2f} within macro boundary",
layer1_active=self.layer1_is_active,
)
return (True, f"PAIR EXTREME: {pair} Z={z_score:.2f}", confidence, sl_tp)
confidence = min(abs(z_score) / 3.0, 1.0) * 100
self.confluence_strength = confidence
self.last_confluence_check = datetime.now()
direction = "SHORT" if z_score > 0 else "LONG"
entry = self.tech_analyzer.get_last_price(pair) or 0.0
sl_tp = self.tech_analyzer.calculate_sl_tp(pair, direction, entry)
if self.db:
self.db.save_confluence_signal(
pair=pair, signal_type="PAIR_EXTREME",
confidence=confidence, z_score=z_score,
reason=f"Z={z_score:.2f}",
layer1_active=self.layer1_is_active,
)
return (True, f"PAIR EXTREME: {pair} Z={z_score:.2f}", confidence, sl_tp)
return (False, "No valid signals within macro boundary", 0.0, None)
@@ -181,23 +161,7 @@ class ConfluenceFilter:
return False, "Position still valid"
def is_conflicting(self) -> bool:
"""Check if any extreme Layer 2 signal crosses the macro boundary."""
if not self.bias_matrix:
return False
all_z = self.tech_analyzer.get_all_z_scores()
for pair, z_score in all_z.items():
if abs(z_score) < config.Z_SCORE_THRESHOLD:
continue
base, quote = pair.split("_")
if z_score > 0:
short_dir = self.bias_matrix.get(base, {}).get("direction", "NEUTRAL")
long_dir = self.bias_matrix.get(quote, {}).get("direction", "NEUTRAL")
else:
short_dir = self.bias_matrix.get(quote, {}).get("direction", "NEUTRAL")
long_dir = self.bias_matrix.get(base, {}).get("direction", "NEUTRAL")
if short_dir == "STRONG" or long_dir == "WEAK":
return True
"""Advisory-only check — always returns False (does not block signals)."""
return False
def get_confluence_report(self, current_prices: Dict[str, float] = None) -> Dict:
@@ -250,50 +214,39 @@ class ConfluenceFilter:
if mc:
gap = self.matrix.get_divergence_gap()
strength = min(abs(gap) / 4.0, 1.0) * 100
short_ccy, long_ccy = mc.split("_", 1)
allowed, _ = self._check_boundary(short_ccy, long_ccy)
if allowed:
direction = 'SHORT' if strength > 50 else 'LONG'
entry = self.tech_analyzer.get_last_price(mc) or 0.0
sl_tp = self.tech_analyzer.calculate_sl_tp(mc, "LONG" if direction == "LONG" else "SHORT", entry)
signals[mc] = {
'pair': mc,
'type': 'MATRIX_DIVERGENCE',
'strength': strength,
'reason': f"Matrix cross {mc} (spread: {gap:.2f}σ)",
'direction': direction,
**sl_tp,
}
direction = 'SHORT' if strength > 50 else 'LONG'
entry = self.tech_analyzer.get_last_price(mc) or 0.0
sl_tp = self.tech_analyzer.calculate_sl_tp(mc, "LONG" if direction == "LONG" else "SHORT", entry)
signals[mc] = {
'pair': mc,
'type': 'MATRIX_DIVERGENCE',
'strength': strength,
'reason': f"Matrix cross {mc} (spread: {gap:.2f}σ)",
'direction': direction,
**sl_tp,
}
for pair, z_score in sorted(
self.tech_analyzer.get_all_z_scores().items(),
key=lambda x: abs(x[1]), reverse=True
):
if abs(z_score) < config.Z_SCORE_THRESHOLD:
if abs(z_score) < config.SCALP_Z_SCORE_THRESHOLD:
continue
if pair in signals:
continue
base, quote = pair.split("_")
if z_score > 0:
short_ccy, long_ccy = base, quote
else:
short_ccy, long_ccy = quote, base
allowed, _ = self._check_boundary(short_ccy, long_ccy)
if allowed:
strength = min(abs(z_score) / 3.0, 1.0) * 100
direction = 'SHORT' if z_score > 0 else 'LONG'
entry = self.tech_analyzer.get_last_price(pair) or 0.0
sl_tp = self.tech_analyzer.calculate_sl_tp(pair, "LONG" if direction == "LONG" else "SHORT", entry)
signals[pair] = {
'pair': pair,
'type': 'PAIR_EXTREME',
'strength': strength,
'reason': f"{pair} Z={z_score:.2f} within macro boundary",
'direction': direction,
**sl_tp,
}
strength = min(abs(z_score) / 3.0, 1.0) * 100
direction = 'SHORT' if z_score > 0 else 'LONG'
entry = self.tech_analyzer.get_last_price(pair) or 0.0
sl_tp = self.tech_analyzer.calculate_sl_tp(pair, "LONG" if direction == "LONG" else "SHORT", entry)
signals[pair] = {
'pair': pair,
'type': 'PAIR_EXTREME',
'strength': strength,
'reason': f"{pair} Z={z_score:.2f}",
'direction': direction,
**sl_tp,
}
return signals
+1 -1
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@@ -80,7 +80,7 @@ class CurrencyStrengthMatrix:
def __init__(self, z_scores: Dict[str, float] = None):
self.currencies = config.CURRENCIES
self.threshold = config.Z_SCORE_THRESHOLD
self.threshold = config.SCALP_Z_SCORE_THRESHOLD
self._raw_scores: Dict[str, List[float]] = {}
self._strengths: Dict[str, CurrencyStrength] = {}
self.session_tracker = SessionTracker()
+5 -5
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@@ -97,7 +97,7 @@ class TechnicalAnalyzer:
current_price = prices[-1]
z_score = (current_price - mu) / sigma
self.z_scores[currency_pair] = z_score
self.extremes[currency_pair] = abs(z_score) >= config.Z_SCORE_THRESHOLD
self.extremes[currency_pair] = abs(z_score) >= config.SCALP_Z_SCORE_THRESHOLD
def get_z_score(self, currency_pair: str) -> float:
return self.z_scores.get(currency_pair, 0.0)
@@ -106,10 +106,10 @@ class TechnicalAnalyzer:
return self.extremes.get(currency_pair, False)
def get_overbought_pairs(self) -> List[str]:
return [pair for pair, z in self.z_scores.items() if z >= config.Z_SCORE_THRESHOLD]
return [pair for pair, z in self.z_scores.items() if z >= config.SCALP_Z_SCORE_THRESHOLD]
def get_oversold_pairs(self) -> List[str]:
return [pair for pair, z in self.z_scores.items() if z <= -config.Z_SCORE_THRESHOLD]
return [pair for pair, z in self.z_scores.items() if z <= -config.SCALP_Z_SCORE_THRESHOLD]
def get_volatility(self, currency_pair: str) -> float:
bars = list(self.bar_history[currency_pair])
@@ -191,7 +191,7 @@ class TechnicalAnalyzer:
if ticks and sigma > 0:
z = (ticks[-1] - mu) / sigma
self.z_scores[pair] = z
self.extremes[pair] = abs(z) >= config.Z_SCORE_THRESHOLD
self.extremes[pair] = abs(z) >= config.SCALP_Z_SCORE_THRESHOLD
def seed_ohlc(self, ohlc_data: Dict[str, List[Dict]]):
"""Seed both bar_history and ohlc_history from full candle data.
@@ -213,7 +213,7 @@ class TechnicalAnalyzer:
if ticks and sigma > 0:
z = (ticks[-1] - mu) / sigma
self.z_scores[pair] = z
self.extremes[pair] = abs(z) >= config.Z_SCORE_THRESHOLD
self.extremes[pair] = abs(z) >= config.SCALP_Z_SCORE_THRESHOLD
def clear_history(self):
for pair in self.bar_history:
+16 -3
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@@ -20,11 +20,12 @@ Responsibilities:
"""
from PyQt5.QtWidgets import QMainWindow, QTabWidget, QMessageBox
from PyQt5.QtCore import QThread, pyqtSignal
from PyQt5.QtCore import QThread, pyqtSignal, QTimer
from typing import Dict, Optional
import config
from database import Database
from layer2_technical import TechnicalAnalyzer
from currency_strength_matrix import CurrencyStrengthMatrix
from ui.dashboard_tab import DashboardTab
from ui.entry_tab import MonthlyEntryTab
from ui.layer2_monitor_tab import Layer2MonitorTab
@@ -115,6 +116,7 @@ class MainWindow(QMainWindow):
self._init_ui()
self._connect_signals()
self._setup_auto_fetch()
self._setup_live_signal_timer()
def _init_ui(self):
"""Build the main window UI."""
@@ -124,8 +126,8 @@ class MainWindow(QMainWindow):
# Tab widget
tabs = QTabWidget()
# Tab 1: Dashboard (Layer 1)
self.dashboard_tab = DashboardTab(self.db)
# Tab 1: Dashboard (Live + Macro Backdrop)
self.dashboard_tab = DashboardTab(self.db, tech_analyzer=self.tech_analyzer)
tabs.addTab(self.dashboard_tab, config.TAB_NAMES["dashboard"])
# Tab 2: Monthly Entry (Data input)
@@ -172,6 +174,17 @@ class MainWindow(QMainWindow):
print("[Main] Auto-fetch enabled, fetching rates on startup...")
self._fetch_rates()
def _setup_live_signal_timer(self):
"""Periodically refresh the live intraday signal on the dashboard."""
self._live_signal_timer = QTimer()
self._live_signal_timer.timeout.connect(self._tick_live_signal)
self._live_signal_timer.start(3000)
def _tick_live_signal(self):
"""Refresh live signal on dashboard."""
if self.dashboard_tab:
self.dashboard_tab.update_live_signal()
def _fetch_rates(self):
"""
Trigger background FRED rate fetch.
+3 -6
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@@ -253,17 +253,14 @@ def generate_signal(scores: Dict[str, Dict]) -> Tuple[str, str, str]:
def build_directional_bias_matrix(scores: Dict[str, Dict]) -> Dict[str, Dict]:
"""Build a permanent monthly directional bias matrix from Layer 1 scores.
"""Build an advisory directional bias matrix from Layer 1 scores.
Rules:
- Top 2 scores "STRONG" — currency must only be longed, never shorted
- Bottom 2 scores → "WEAK" — currency must only be shorted, never longed
- Middle 4 scores → "NEUTRAL" — no directional restriction
DISPLAY ONLY — does not gate or block any trade signal anywhere in the system.
Top 2 → "STRONG", Bottom 2 → "WEAK", Middle 4 → "NEUTRAL".
Returns:
{
"USD": {"direction": "STRONG", "score": 85.2, "rank": 1},
"EUR": {"direction": "NEUTRAL", "score": 55.0, "rank": 4},
"JPY": {"direction": "WEAK", "score": 22.1, "rank": 8},
...
}
+6 -87
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@@ -1,16 +1,13 @@
"""
APEX Confluence Signals Tab — Layer 1 + Layer 2 Merging
Displays:
- Current Layer 1 fundamental bias
- Layer 2 technical extremes
- Confluence signals (both aligned)
- Risk management details
DISPLAY ONLY — no position sizing, no auto-execution, no hedging.
Shows pair, direction, strength/gap, confluence agreement, and text-described zones.
"""
from PyQt5.QtWidgets import (
QWidget, QVBoxLayout, QHBoxLayout, QLabel, QTableWidget, QTableWidgetItem,
QPushButton, QFrame, QMessageBox, QProgressBar
QPushButton, QFrame, QHeaderView
)
from PyQt5.QtCore import Qt, QTimer
from PyQt5.QtGui import QColor, QFont
@@ -18,13 +15,12 @@ from typing import Dict, Optional
from datetime import datetime
import config
from layer2_technical import TechnicalAnalyzer
from confluence_filter import ConfluenceFilter, SignalHistory
from risk_management import RiskManagementSystem
from confluence_filter import ConfluenceFilter
from database import Database
class ConfluenceSignalsTab(QWidget):
"""Confluence signals monitoring and execution."""
"""Confluence signals monitoring — display only, no execution."""
def __init__(self, db: Database, tech_analyzer: TechnicalAnalyzer):
super().__init__()
@@ -32,8 +28,6 @@ class ConfluenceSignalsTab(QWidget):
self.db = db
self.tech_analyzer = tech_analyzer
self.confluence = ConfluenceFilter(tech_analyzer, db=db)
self.risk_mgmt = RiskManagementSystem(account_balance=config.ACCOUNT_BALANCE)
self.signal_history = SignalHistory()
self._init_ui()
self._setup_auto_refresh()
@@ -61,23 +55,7 @@ class ConfluenceSignalsTab(QWidget):
layout.addWidget(self.signals_table)
# ====== Risk Management Panel ======
risk_layout = QHBoxLayout()
risk_layout.addWidget(QLabel("Portfolio Exposure:"))
self.exposure_bar = QProgressBar()
self.exposure_bar.setMaximum(100)
self.exposure_bar.setFormat("%v% exposed")
risk_layout.addWidget(self.exposure_bar)
self.leverage_label = QLabel("Leverage: —")
self.leverage_label.setStyleSheet("font-weight: 600; color: #5d6d7e;")
risk_layout.addWidget(self.leverage_label)
risk_layout.addStretch()
layout.addLayout(risk_layout)
# ====== Control Buttons ======
# ====== Controls ======
button_layout = QHBoxLayout()
refresh_btn = QPushButton("Refresh Signals")
@@ -85,11 +63,6 @@ class ConfluenceSignalsTab(QWidget):
refresh_btn.clicked.connect(self._refresh_signals)
button_layout.addWidget(refresh_btn)
execute_btn = QPushButton("Execute Top Signal")
execute_btn.setObjectName("success")
execute_btn.clicked.connect(self._execute_signal)
button_layout.addWidget(execute_btn)
button_layout.addStretch()
layout.addLayout(button_layout)
layout.addStretch()
@@ -234,11 +207,6 @@ class ConfluenceSignalsTab(QWidget):
self.confluence_status_label.setText("✕ NO CONFLUENCE")
self.confluence_status_label.setStyleSheet("color: #e74c3c; font-weight: bold;")
portfolio = self.risk_mgmt.get_portfolio_summary()
exposure_pct = min((portfolio['total_exposure'] / config.ACCOUNT_BALANCE) * 100, 100)
self.exposure_bar.setValue(int(exposure_pct))
self.leverage_label.setText(f"Leverage: {portfolio['leverage_ratio']:.2f}x")
except Exception as e:
print(f"[Confluence] Error refreshing: {e}")
@@ -300,55 +268,6 @@ class ConfluenceSignalsTab(QWidget):
row += 1
def _execute_signal(self):
"""Execute the top confluence signal."""
signals = self.confluence.get_all_signals()
if not signals:
QMessageBox.warning(self, "No Signal", "No valid confluence signal to execute")
return
try:
best = max(signals.values(), key=lambda s: s.get('strength', 0))
pair = best['pair']
strength = best['strength']
current_price = 1.0
trade = self.risk_mgmt.execute_signal(
pair,
strength,
current_price,
use_hedging=config.USE_GRID_HEDGING
)
if trade:
msg = (
f"Trade Executed:\n"
f"Pair: {trade['pair']}\n"
f"Entry: {trade['entry_price']:.4f}\n"
f"Size: {trade['position_size']:.2f} lots\n"
f"Confidence: {trade['confluence_strength']:.0f}%"
)
QMessageBox.information(self, "Trade Executed", msg)
self.signal_history.add_signal({
'pair': pair,
'type': best.get('type', 'SIGNAL'),
'entry_price': current_price,
'confluence_strength': strength,
})
else:
QMessageBox.warning(
self,
"Execution Failed",
"Position size would exceed portfolio leverage limits"
)
self._refresh_signals()
except Exception as e:
QMessageBox.critical(self, "Error", f"Execution failed: {e}")
def _setup_auto_refresh(self):
"""Setup automatic refresh timer."""
self.refresh_timer = QTimer()
+182 -60
View File
@@ -1,20 +1,11 @@
"""
APEX Layer 1 — Tab 1: Dashboard
APEX Dashboard — Tab 1: Primary View
This is the main screen the user sees every day.
Top section: LIVE SIGNAL (intraday, from CurrencyStrengthMatrix Z-scores)
Bottom section: MACRO BACKDROP (monthly, from scorer.py fundamental data)
Features:
- Signal card at top (shows PRIMARY SIGNAL, gap, status, updated date)
- Ranked score table below with all 8 currencies
- Strongest row highlighted GREEN (BUY)
- Weakest row highlighted RED (SELL)
- Score bar charts per row (visual progress)
- Auto-refresh when data updated from Entry tab or FRED API
Display:
- Rank, Currency, Rate, CPI, PMI, Score columns
- Color-coded rows, "BUY" and "SELL" tags
- Last updated timestamp
The live signal is the primary trading reference. Macro Backdrop is slow-moving
context for display only.
"""
from PyQt5.QtWidgets import (
@@ -27,29 +18,34 @@ from typing import Dict, Optional
from datetime import datetime
import config
from database import Database
from currency_strength_matrix import CurrencyStrengthMatrix
from layer2_technical import TechnicalAnalyzer
import scorer
class DashboardTab(QWidget):
"""Main dashboard showing current signal and currency rankings."""
"""Dashboard: live intraday signal (CurrencyStrengthMatrix) + macro backdrop (scorer)."""
# Signal to request FRED fetch
fetch_rates_requested = pyqtSignal()
# Signal emitted when new signal generated (for Layer 2 confluence)
# Emits: strongest, weakest, gap, directional_bias_matrix
signal_generated = pyqtSignal(str, str, float, dict)
def __init__(self, db: Database):
def __init__(self, db: Database, tech_analyzer: TechnicalAnalyzer = None):
"""
Initialize Dashboard tab.
Args:
db: Database instance
tech_analyzer: TechnicalAnalyzer instance for live signal data
"""
super().__init__()
self.db = db
self.tech_analyzer = tech_analyzer or TechnicalAnalyzer()
self.matrix = CurrencyStrengthMatrix()
self.current_month = datetime.now().strftime("%Y-%m")
self._last_matrix_report = None
self._init_ui()
self._refresh_display()
@@ -59,12 +55,16 @@ class DashboardTab(QWidget):
layout = QVBoxLayout()
layout.setSpacing(12)
# ====== Signal Card ======
signal_card = self._build_signal_card()
layout.addWidget(signal_card)
# ====== Live Signal Card (intraday, from CurrencyStrengthMatrix) ======
live_card = self._build_live_signal_card()
layout.addWidget(live_card)
# ====== Ranked Score Table ======
heading = QLabel("Currency Rankings")
# ====== Macro Backdrop Card (monthly, from scorer.py) ======
backdrop_card = self._build_macro_backdrop_card()
layout.addWidget(backdrop_card)
# ====== Ranked Score Table (Macro Backdrop detail) ======
heading = QLabel("Macro Backdrop — Currency Rankings")
heading.setProperty("heading", True)
layout.addWidget(heading)
@@ -119,36 +119,77 @@ class DashboardTab(QWidget):
self.setLayout(layout)
def _build_signal_card(self) -> QFrame:
"""Build the signal card frame."""
def _build_live_signal_card(self) -> QFrame:
"""Build the live intraday signal card (from CurrencyStrengthMatrix)."""
card = QFrame()
card.setObjectName("statusCard")
layout = QVBoxLayout()
layout.setSpacing(6)
title = QLabel("LIVE SIGNAL (Intraday)")
title.setProperty("subheading", True)
layout.addWidget(title)
# Matrix Cross pair (largest divergence)
self.live_signal_label = QLabel("Waiting for Layer 2 data...")
self.live_signal_label.setProperty("value", True)
self.live_signal_label.setStyleSheet("color: #2c3e50;")
layout.addWidget(self.live_signal_label)
# Divergence gap
self.live_gap_label = QLabel("Divergence: — σ")
self.live_gap_label.setStyleSheet("font-size: 15px; color: #5d6d7e;")
layout.addWidget(self.live_gap_label)
# Matrix ranked currencies (top/bottom 2)
self.live_ranked_label = QLabel("")
self.live_ranked_label.setStyleSheet("font-size: 13px; color: #7f8c8d;")
layout.addWidget(self.live_ranked_label)
# Session + SRV
self.live_session_label = QLabel("Session: — | SRV: —")
self.live_session_label.setStyleSheet("font-size: 12px; color: #95a5a6;")
layout.addWidget(self.live_session_label)
# Entry zones (SL/TP text-described, not executable)
self.live_entry_zones = QLabel("")
self.live_entry_zones.setStyleSheet("font-size: 12px; color: #8e44ad;")
layout.addWidget(self.live_entry_zones)
# Updated timestamp
self.live_updated_label = QLabel("Updated: —")
self.live_updated_label.setStyleSheet("color: #95a5a6; font-size: 12px;")
layout.addWidget(self.live_updated_label)
layout.addStretch()
card.setLayout(layout)
return card
def _build_macro_backdrop_card(self) -> QFrame:
"""Build the macro backdrop card frame (from scorer.py fundamental data)."""
card = QFrame()
card.setObjectName("card")
layout = QVBoxLayout()
layout.setSpacing(6)
# Title
title = QLabel("PRIMARY SIGNAL")
title = QLabel("MACRO BACKDROP (Fundamental — slow context)")
title.setProperty("subheading", True)
layout.addWidget(title)
# Signal text (large, bold)
self.signal_label = QLabel("NO TRADE — Initializing...")
self.signal_label.setProperty("value", True)
self.signal_label.setStyleSheet("color: #2c3e50;")
layout.addWidget(self.signal_label)
self.macro_signal_label = QLabel("NO TRADE — Initializing...")
self.macro_signal_label.setStyleSheet("font-size: 18px; font-weight: 600; color: #2c3e50;")
layout.addWidget(self.macro_signal_label)
# Gap and status
self.gap_label = QLabel("Gap: — points")
self.gap_label.setStyleSheet("font-size: 15px; color: #5d6d7e;")
layout.addWidget(self.gap_label)
self.macro_gap_label = QLabel("Gap: — points")
self.macro_gap_label.setStyleSheet("font-size: 13px; color: #5d6d7e;")
layout.addWidget(self.macro_gap_label)
# Updated timestamp
self.updated_label = QLabel("Updated: —")
self.updated_label.setStyleSheet("color: #95a5a6; font-size: 12px;")
layout.addWidget(self.updated_label)
self.macro_updated_label = QLabel("Updated: —")
self.macro_updated_label.setStyleSheet("color: #95a5a6; font-size: 12px;")
layout.addWidget(self.macro_updated_label)
# Staleness warning (hidden by default)
self.stale_warning = QLabel("")
self.stale_warning.setStyleSheet(
"color: #e74c3c; font-weight: 700; font-size: 13px; padding: 6px 0;"
@@ -161,9 +202,8 @@ class DashboardTab(QWidget):
return card
def _refresh_display(self):
"""Refresh dashboard with latest data."""
"""Refresh macro backdrop with latest fundamental data."""
try:
# Get signal for current month
signal_data = self.db.get_signal(self.current_month)
if signal_data:
@@ -173,7 +213,6 @@ class DashboardTab(QWidget):
strongest = signal_data.get("strongest")
weakest = signal_data.get("weakest")
# Build directional bias matrix and emit to confluence tab
if strongest and weakest:
scores = self.db.get_month_scores(self.current_month)
if scores:
@@ -182,13 +221,10 @@ class DashboardTab(QWidget):
bias_matrix = {}
self.signal_generated.emit(strongest, weakest, gap, bias_matrix)
self.signal_label.setText(signal_text)
if status == "ACTIVE":
self.signal_label.setStyleSheet("color: #27ae60;")
else:
self.signal_label.setStyleSheet("color: #e74c3c;")
self.macro_signal_label.setText(signal_text)
color = "#27ae60" if status == "ACTIVE" else "#e74c3c"
self.macro_signal_label.setStyleSheet(f"font-size: 18px; font-weight: 600; color: {color};")
# Update gap label
gap_tier = scorer.get_gap_tier(gap)
tier_name = {
"no_trade": "Too narrow",
@@ -197,26 +233,112 @@ class DashboardTab(QWidget):
"strong": "Strong signal"
}.get(gap_tier, "Unknown")
self.gap_label.setText(f"Gap: {gap:.1f} points · {tier_name}")
self.macro_gap_label.setText(f"Gap: {gap:.1f} points · {tier_name}")
else:
self.signal_label.setText("NO TRADE — No data yet")
self.signal_label.setStyleSheet("color: #e74c3c;")
self.gap_label.setText("Gap: — points")
self.macro_signal_label.setText("NO TRADE — No data yet")
self.macro_signal_label.setStyleSheet("font-size: 18px; font-weight: 600; color: #e74c3c;")
self.macro_gap_label.setText("Gap: — points")
# Update timestamp
self.updated_label.setText(f"Updated: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
self.macro_updated_label.setText(f"Updated: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
# Check for stale CPI/PMI data
self._check_data_staleness()
# Refresh score table
self._refresh_score_table()
except Exception as e:
print(f"[ERROR] Failed to refresh dashboard: {e}")
self.signal_label.setText("ERROR")
self.signal_label.setStyleSheet("color: #e74c3c;")
self.macro_signal_label.setText("ERROR")
self.macro_signal_label.setStyleSheet("font-size: 18px; font-weight: 600; color: #e74c3c;")
def _refresh_live_signal(self):
"""Refresh the live intraday signal from CurrencyStrengthMatrix."""
try:
z_scores = self.tech_analyzer.get_all_z_scores()
if not z_scores:
self.live_signal_label.setText("Waiting for Layer 2 data...")
self.live_signal_label.setStyleSheet("font-size: 28px; font-weight: 700; color: #95a5a6;")
self.live_gap_label.setText("Divergence: — σ")
self.live_ranked_label.setText("")
self.live_session_label.setText("Session: — | SRV: —")
self.live_entry_zones.setText("")
return
current_prices = {}
for pair in z_scores:
lp = self.tech_analyzer.get_last_price(pair)
if lp is not None:
current_prices[pair] = lp
self.matrix.update(z_scores, current_prices=current_prices)
report = self.matrix.get_report()
self._last_matrix_report = report
mc = report.get("matrix_cross")
gap = report.get("divergence_gap", 0)
has_div = report.get("has_divergence", False)
ranked = report.get("ranked", [])
if mc and mc != "N/A":
signal_text = mc
color = "#e74c3c" if has_div else "#2c3e50"
self.live_signal_label.setText(signal_text)
self.live_signal_label.setStyleSheet(f"font-size: 28px; font-weight: 700; color: {color};")
self.live_gap_label.setText(f"Divergence: {gap:.2f}σ{' — EXTREME' if has_div else ''}")
else:
self.live_signal_label.setText("No divergence")
self.live_signal_label.setStyleSheet("font-size: 28px; font-weight: 700; color: #95a5a6;")
self.live_gap_label.setText("Divergence: — σ")
if ranked:
top2 = [f"{c[0]}({c[1]:+.1f}σ)" for c in ranked[:2]]
bot2 = [f"{c[0]}({c[1]:+.1f}σ)" for c in ranked[-2:]]
self.live_ranked_label.setText(
f"Strongest: {' '.join(top2)} | Weakest: {' '.join(bot2)}"
)
else:
self.live_ranked_label.setText("")
session = report.get("active_session", "")
srv_data = self.matrix.get_srv_map()
srv_parts = []
if srv_data:
for ccy in ranked[:3]:
name = ccy[0]
if name in srv_data:
s = srv_data[name]
sign = "+" if s >= 0 else ""
srv_parts.append(f"{name}: {sign}{s:.3f}%")
srv_str = " | ".join(srv_parts)
self.live_session_label.setText(
f"Session: {session} | SRV: {srv_str}" if srv_str
else f"Session: {session} | SRV: —"
)
# Text-described entry zones (advisory only, no position sizing)
entry_parts = []
if mc and mc != "N/A":
entry_price = self.tech_analyzer.get_last_price(mc)
if entry_price:
sl_tp = self.tech_analyzer.calculate_sl_tp(
mc, "LONG" if has_div else "SHORT", entry_price
)
if sl_tp.get("sl") and sl_tp.get("tp"):
entry_parts.append(
f"Entry zones — {mc}: ~{entry_price:.5f} "
f"(SL: {sl_tp['sl']:.5f}, TP: {sl_tp['tp']:.5f})"
)
self.live_entry_zones.setText(" | ".join(entry_parts))
self.live_updated_label.setText(
f"Updated: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}"
)
except Exception as e:
print(f"[Dashboard] Live signal error: {e}")
def update_live_signal(self):
"""Called externally to trigger live signal refresh."""
self._refresh_live_signal()
def _check_data_staleness(self):
"""Show a warning if CPI/PMI data is older than 35 days."""
try:
+2 -2
View File
@@ -407,7 +407,7 @@ class Layer2MonitorTab(QWidget):
z_item.setFlags(z_item.flags() & ~Qt.ItemIsEditable)
z_item.setTextAlignment(Qt.AlignCenter)
if abs(z_score) >= config.Z_SCORE_THRESHOLD:
if abs(z_score) >= config.SCALP_Z_SCORE_THRESHOLD:
z_item.setBackground(QColor("#ffebee"))
z_item.setForeground(QColor("#c62828"))
@@ -525,7 +525,7 @@ class Layer2MonitorTab(QWidget):
z_item.setTextAlignment(Qt.AlignCenter)
# High-contrast σ formatting (Task 4.1)
threshold = config.Z_SCORE_THRESHOLD
threshold = config.SCALP_Z_SCORE_THRESHOLD
if z_val >= threshold:
z_item.setBackground(QColor("#c62828"))
z_item.setForeground(QColor("white"))