mirror of
https://github.com/Sabermrddz/QuantCore-FX.git
synced 2026-07-27 18:47:51 +00:00
layer one v5
This commit is contained in:
@@ -212,16 +212,18 @@ CURRENCY_EMOJIS = {
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MT5_SYMBOL_SUFFIX = os.getenv("MT5_SYMBOL_SUFFIX", "")
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# Technical Analysis Settings
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Z_SCORE_THRESHOLD = float(os.getenv("Z_SCORE_THRESHOLD", 2.0)) # Overbought/oversold level
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Z_SCORE_THRESHOLD = float(os.getenv("Z_SCORE_THRESHOLD", 2.0)) # Overbought/oversold level (legacy/macro)
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SCALP_Z_SCORE_THRESHOLD = float(os.getenv("SCALP_Z_SCORE_THRESHOLD", 1.5)) # Intraday threshold (more sensitive)
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SCALP_MIN_GAP_TO_TRADE = float(os.getenv("SCALP_MIN_GAP", 2.0)) # Intraday min gap (sigma units)
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# Multi-timeframe configuration
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# Multi-timeframe configuration (short lookbacks for scalping)
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TIMEFRAMES = {
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"M5": {"interval": "5min", "bars": 288, "label": "5 min"},
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"M15": {"interval": "15min", "bars": 96, "label": "15 min"},
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"H1": {"interval": "1h", "bars": 48, "label": "1 hour"},
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"H4": {"interval": "4h", "bars": 24, "label": "4 hour"},
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"M5": {"interval": "5min", "bars": 48, "label": "5 min"},
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"M15": {"interval": "15min", "bars": 16, "label": "15 min"},
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"H1": {"interval": "1h", "bars": 12, "label": "1 hour"},
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"H4": {"interval": "4h", "bars": 6, "label": "4 hour"},
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}
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DEFAULT_TIMEFRAME = os.getenv("DEFAULT_TIMEFRAME", "M15")
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DEFAULT_TIMEFRAME = os.getenv("DEFAULT_TIMEFRAME", "M5")
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# Historical bar config (backward compat)
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BAR_TIMEFRAME = os.getenv("BAR_TIMEFRAME", "M5")
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@@ -241,7 +243,17 @@ SESSION_LONDON_CLOSE = 16 # 16:00 UTC
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SESSION_NEWYORK_OPEN = 13 # 13:00 UTC
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SESSION_NEWYORK_CLOSE = 21# 21:00 UTC
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# Confluence Settings
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# ============================================================================
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# Confluence Layer Weights (Scalper Profile)
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# ============================================================================
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# Effective weight distribution for signal display:
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# - Market Structure + Order Flow (Currency Strength Matrix / Z-scores): ~65%
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# - Currency Power Matrix (Session SRV + momentum): ~25%
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# - Macro / Fundamental Backdrop (Layer 1 scorer, advisory only): ~10%
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#
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# The macro layer is DISPLAY ONLY — it never blocks or vetoes a trade signal.
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# Currency Power Matrix refers to CurrencyStrengthMatrix (this engine).
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# ============================================================================
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CONFLUENCE_ENABLED = os.getenv("CONFLUENCE_ENABLED", "true").lower() == "true"
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MIN_CONFLUENCE_STRENGTH = float(os.getenv("MIN_CONFLUENCE_STRENGTH", 60.0)) # 60% confidence threshold
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+64
-111
@@ -72,13 +72,10 @@ class ConfluenceFilter:
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print(f"[Confluence] Monthly bias matrix set: {directions}")
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def _check_boundary(self, short_ccy: str, long_ccy: str) -> Tuple[bool, str]:
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"""Check if a proposed trade crosses the Layer 1 macro boundary.
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"""Advisory-only macro boundary check — does NOT block any signal.
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A trade proposes SHORT short_ccy + LONG long_ccy.
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Boundary rules:
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- STRONG currencies cannot be shorted
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- WEAK currencies cannot be longed
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- NEUTRAL currencies have no restriction
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Returns (True, reason) always. The bias matrix is displayed for
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context in the UI but never gates/ vetoes a trade signal.
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Returns:
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(allowed: bool, reason: str)
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@@ -89,17 +86,13 @@ class ConfluenceFilter:
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short_dir = self.bias_matrix.get(short_ccy, {}).get("direction", "NEUTRAL")
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long_dir = self.bias_matrix.get(long_ccy, {}).get("direction", "NEUTRAL")
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notes = []
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if short_dir == "STRONG":
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return (
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False,
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f"Cannot short {short_ccy}: classified STRONG by Layer 1 macro bias"
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)
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notes.append(f"{short_ccy}=STRONG (advisory)")
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if long_dir == "WEAK":
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return (
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False,
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f"Cannot long {long_ccy}: classified WEAK by Layer 1 macro bias"
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)
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return True, "Within macro boundary"
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notes.append(f"{long_ccy}=WEAK (advisory)")
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advisory = f"Within macro boundary — {' | '.join(notes) if notes else 'neutral'}"
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return True, advisory
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def check_entry_confluence(self, current_prices: Dict[str, float] = None
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) -> Tuple[bool, str, float, Optional[Dict]]:
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@@ -109,58 +102,45 @@ class ConfluenceFilter:
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mc = self.matrix.get_matrix_cross()
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gap = self.matrix.get_divergence_gap()
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if mc and "_" in mc:
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if mc and "_" in mc and gap >= config.SCALP_MIN_GAP_TO_TRADE:
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short_ccy, long_ccy = mc.split("_", 1)
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allowed, reason = self._check_boundary(short_ccy, long_ccy)
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if allowed:
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confidence = min(abs(gap) / 4.0, 1.0) * 100
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self.confluence_strength = confidence
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self.last_confluence_check = datetime.now()
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direction = "SHORT" if confidence > 50 else "LONG"
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entry = self.tech_analyzer.get_last_price(mc) or 0.0
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sl_tp = self.tech_analyzer.calculate_sl_tp(mc, direction, entry)
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if self.db:
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self.db.save_confluence_signal(
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pair=mc, signal_type="MATRIX_DIVERGENCE",
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confidence=confidence, z_score=None, gap=gap,
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reason=f"Matrix cross {mc} gap={gap:.1f}σ",
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layer1_active=self.layer1_is_active,
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)
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return (True, f"MATRIX DIVERGENCE: {mc} (Gap: {gap:.1f}σ)", confidence, sl_tp)
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else:
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self.confluence_strength = 0.0
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self.last_confluence_check = datetime.now()
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return (False, f"MATRIX DIVERGENCE BLOCKED — {reason}", 0.0, None)
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_, advisory = self._check_boundary(short_ccy, long_ccy)
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confidence = min(abs(gap) / 4.0, 1.0) * 100
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self.confluence_strength = confidence
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self.last_confluence_check = datetime.now()
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direction = "SHORT" if confidence > 50 else "LONG"
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entry = self.tech_analyzer.get_last_price(mc) or 0.0
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sl_tp = self.tech_analyzer.calculate_sl_tp(mc, direction, entry)
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if self.db:
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self.db.save_confluence_signal(
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pair=mc, signal_type="MATRIX_DIVERGENCE",
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confidence=confidence, z_score=None, gap=gap,
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reason=f"Matrix cross {mc} gap={gap:.1f}σ | {advisory}",
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layer1_active=self.layer1_is_active,
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)
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return (True, f"MATRIX DIVERGENCE: {mc} (Gap: {gap:.1f}σ)", confidence, sl_tp)
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all_z = self.tech_analyzer.get_all_z_scores()
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sorted_pairs = sorted(all_z.items(), key=lambda x: abs(x[1]), reverse=True)
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for pair, z_score in sorted_pairs:
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if abs(z_score) < config.Z_SCORE_THRESHOLD:
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if abs(z_score) < config.SCALP_Z_SCORE_THRESHOLD:
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continue
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base, quote = pair.split("_")
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if z_score > 0:
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short_ccy, long_ccy = base, quote
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else:
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short_ccy, long_ccy = quote, base
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allowed, reason = self._check_boundary(short_ccy, long_ccy)
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if allowed:
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confidence = min(abs(z_score) / 3.0, 1.0) * 100
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self.confluence_strength = confidence
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self.last_confluence_check = datetime.now()
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direction = "SHORT" if z_score > 0 else "LONG"
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entry = self.tech_analyzer.get_last_price(pair) or 0.0
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sl_tp = self.tech_analyzer.calculate_sl_tp(pair, direction, entry)
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if self.db:
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self.db.save_confluence_signal(
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pair=pair, signal_type="PAIR_EXTREME",
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confidence=confidence, z_score=z_score,
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reason=f"Z={z_score:.2f} within macro boundary",
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layer1_active=self.layer1_is_active,
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)
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return (True, f"PAIR EXTREME: {pair} Z={z_score:.2f}", confidence, sl_tp)
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confidence = min(abs(z_score) / 3.0, 1.0) * 100
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self.confluence_strength = confidence
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self.last_confluence_check = datetime.now()
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direction = "SHORT" if z_score > 0 else "LONG"
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entry = self.tech_analyzer.get_last_price(pair) or 0.0
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sl_tp = self.tech_analyzer.calculate_sl_tp(pair, direction, entry)
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if self.db:
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self.db.save_confluence_signal(
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pair=pair, signal_type="PAIR_EXTREME",
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confidence=confidence, z_score=z_score,
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reason=f"Z={z_score:.2f}",
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layer1_active=self.layer1_is_active,
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)
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return (True, f"PAIR EXTREME: {pair} Z={z_score:.2f}", confidence, sl_tp)
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return (False, "No valid signals within macro boundary", 0.0, None)
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@@ -181,23 +161,7 @@ class ConfluenceFilter:
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return False, "Position still valid"
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def is_conflicting(self) -> bool:
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"""Check if any extreme Layer 2 signal crosses the macro boundary."""
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if not self.bias_matrix:
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return False
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all_z = self.tech_analyzer.get_all_z_scores()
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for pair, z_score in all_z.items():
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if abs(z_score) < config.Z_SCORE_THRESHOLD:
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continue
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base, quote = pair.split("_")
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if z_score > 0:
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short_dir = self.bias_matrix.get(base, {}).get("direction", "NEUTRAL")
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long_dir = self.bias_matrix.get(quote, {}).get("direction", "NEUTRAL")
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else:
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short_dir = self.bias_matrix.get(quote, {}).get("direction", "NEUTRAL")
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long_dir = self.bias_matrix.get(base, {}).get("direction", "NEUTRAL")
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if short_dir == "STRONG" or long_dir == "WEAK":
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return True
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"""Advisory-only check — always returns False (does not block signals)."""
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return False
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def get_confluence_report(self, current_prices: Dict[str, float] = None) -> Dict:
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@@ -250,50 +214,39 @@ class ConfluenceFilter:
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if mc:
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gap = self.matrix.get_divergence_gap()
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strength = min(abs(gap) / 4.0, 1.0) * 100
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short_ccy, long_ccy = mc.split("_", 1)
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allowed, _ = self._check_boundary(short_ccy, long_ccy)
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if allowed:
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direction = 'SHORT' if strength > 50 else 'LONG'
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entry = self.tech_analyzer.get_last_price(mc) or 0.0
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sl_tp = self.tech_analyzer.calculate_sl_tp(mc, "LONG" if direction == "LONG" else "SHORT", entry)
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signals[mc] = {
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'pair': mc,
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'type': 'MATRIX_DIVERGENCE',
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'strength': strength,
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'reason': f"Matrix cross {mc} (spread: {gap:.2f}σ)",
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'direction': direction,
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**sl_tp,
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}
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direction = 'SHORT' if strength > 50 else 'LONG'
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entry = self.tech_analyzer.get_last_price(mc) or 0.0
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sl_tp = self.tech_analyzer.calculate_sl_tp(mc, "LONG" if direction == "LONG" else "SHORT", entry)
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signals[mc] = {
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'pair': mc,
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'type': 'MATRIX_DIVERGENCE',
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'strength': strength,
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'reason': f"Matrix cross {mc} (spread: {gap:.2f}σ)",
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'direction': direction,
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**sl_tp,
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}
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for pair, z_score in sorted(
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self.tech_analyzer.get_all_z_scores().items(),
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key=lambda x: abs(x[1]), reverse=True
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):
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if abs(z_score) < config.Z_SCORE_THRESHOLD:
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if abs(z_score) < config.SCALP_Z_SCORE_THRESHOLD:
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continue
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if pair in signals:
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continue
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base, quote = pair.split("_")
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if z_score > 0:
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short_ccy, long_ccy = base, quote
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else:
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short_ccy, long_ccy = quote, base
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allowed, _ = self._check_boundary(short_ccy, long_ccy)
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if allowed:
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strength = min(abs(z_score) / 3.0, 1.0) * 100
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direction = 'SHORT' if z_score > 0 else 'LONG'
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entry = self.tech_analyzer.get_last_price(pair) or 0.0
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sl_tp = self.tech_analyzer.calculate_sl_tp(pair, "LONG" if direction == "LONG" else "SHORT", entry)
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signals[pair] = {
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'pair': pair,
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'type': 'PAIR_EXTREME',
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'strength': strength,
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'reason': f"{pair} Z={z_score:.2f} within macro boundary",
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'direction': direction,
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**sl_tp,
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}
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strength = min(abs(z_score) / 3.0, 1.0) * 100
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direction = 'SHORT' if z_score > 0 else 'LONG'
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entry = self.tech_analyzer.get_last_price(pair) or 0.0
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sl_tp = self.tech_analyzer.calculate_sl_tp(pair, "LONG" if direction == "LONG" else "SHORT", entry)
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signals[pair] = {
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'pair': pair,
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'type': 'PAIR_EXTREME',
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'strength': strength,
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'reason': f"{pair} Z={z_score:.2f}",
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'direction': direction,
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**sl_tp,
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}
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return signals
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@@ -80,7 +80,7 @@ class CurrencyStrengthMatrix:
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def __init__(self, z_scores: Dict[str, float] = None):
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self.currencies = config.CURRENCIES
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self.threshold = config.Z_SCORE_THRESHOLD
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self.threshold = config.SCALP_Z_SCORE_THRESHOLD
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self._raw_scores: Dict[str, List[float]] = {}
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self._strengths: Dict[str, CurrencyStrength] = {}
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self.session_tracker = SessionTracker()
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+5
-5
@@ -97,7 +97,7 @@ class TechnicalAnalyzer:
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current_price = prices[-1]
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z_score = (current_price - mu) / sigma
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self.z_scores[currency_pair] = z_score
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self.extremes[currency_pair] = abs(z_score) >= config.Z_SCORE_THRESHOLD
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self.extremes[currency_pair] = abs(z_score) >= config.SCALP_Z_SCORE_THRESHOLD
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def get_z_score(self, currency_pair: str) -> float:
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return self.z_scores.get(currency_pair, 0.0)
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@@ -106,10 +106,10 @@ class TechnicalAnalyzer:
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return self.extremes.get(currency_pair, False)
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def get_overbought_pairs(self) -> List[str]:
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return [pair for pair, z in self.z_scores.items() if z >= config.Z_SCORE_THRESHOLD]
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return [pair for pair, z in self.z_scores.items() if z >= config.SCALP_Z_SCORE_THRESHOLD]
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def get_oversold_pairs(self) -> List[str]:
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return [pair for pair, z in self.z_scores.items() if z <= -config.Z_SCORE_THRESHOLD]
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return [pair for pair, z in self.z_scores.items() if z <= -config.SCALP_Z_SCORE_THRESHOLD]
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def get_volatility(self, currency_pair: str) -> float:
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bars = list(self.bar_history[currency_pair])
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@@ -191,7 +191,7 @@ class TechnicalAnalyzer:
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if ticks and sigma > 0:
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z = (ticks[-1] - mu) / sigma
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self.z_scores[pair] = z
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self.extremes[pair] = abs(z) >= config.Z_SCORE_THRESHOLD
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self.extremes[pair] = abs(z) >= config.SCALP_Z_SCORE_THRESHOLD
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def seed_ohlc(self, ohlc_data: Dict[str, List[Dict]]):
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"""Seed both bar_history and ohlc_history from full candle data.
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@@ -213,7 +213,7 @@ class TechnicalAnalyzer:
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if ticks and sigma > 0:
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z = (ticks[-1] - mu) / sigma
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self.z_scores[pair] = z
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self.extremes[pair] = abs(z) >= config.Z_SCORE_THRESHOLD
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self.extremes[pair] = abs(z) >= config.SCALP_Z_SCORE_THRESHOLD
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def clear_history(self):
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for pair in self.bar_history:
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+16
-3
@@ -20,11 +20,12 @@ Responsibilities:
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"""
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from PyQt5.QtWidgets import QMainWindow, QTabWidget, QMessageBox
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from PyQt5.QtCore import QThread, pyqtSignal
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from PyQt5.QtCore import QThread, pyqtSignal, QTimer
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from typing import Dict, Optional
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import config
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from database import Database
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from layer2_technical import TechnicalAnalyzer
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from currency_strength_matrix import CurrencyStrengthMatrix
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from ui.dashboard_tab import DashboardTab
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from ui.entry_tab import MonthlyEntryTab
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from ui.layer2_monitor_tab import Layer2MonitorTab
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@@ -115,6 +116,7 @@ class MainWindow(QMainWindow):
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self._init_ui()
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self._connect_signals()
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self._setup_auto_fetch()
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self._setup_live_signal_timer()
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def _init_ui(self):
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"""Build the main window UI."""
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@@ -124,8 +126,8 @@ class MainWindow(QMainWindow):
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# Tab widget
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tabs = QTabWidget()
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# Tab 1: Dashboard (Layer 1)
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self.dashboard_tab = DashboardTab(self.db)
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# Tab 1: Dashboard (Live + Macro Backdrop)
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self.dashboard_tab = DashboardTab(self.db, tech_analyzer=self.tech_analyzer)
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tabs.addTab(self.dashboard_tab, config.TAB_NAMES["dashboard"])
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# Tab 2: Monthly Entry (Data input)
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@@ -172,6 +174,17 @@ class MainWindow(QMainWindow):
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print("[Main] Auto-fetch enabled, fetching rates on startup...")
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self._fetch_rates()
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def _setup_live_signal_timer(self):
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"""Periodically refresh the live intraday signal on the dashboard."""
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self._live_signal_timer = QTimer()
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self._live_signal_timer.timeout.connect(self._tick_live_signal)
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self._live_signal_timer.start(3000)
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def _tick_live_signal(self):
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"""Refresh live signal on dashboard."""
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if self.dashboard_tab:
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self.dashboard_tab.update_live_signal()
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def _fetch_rates(self):
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"""
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Trigger background FRED rate fetch.
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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
@@ -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
@@ -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:
|
||||
|
||||
@@ -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"))
|
||||
|
||||
Reference in New Issue
Block a user