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layer one v5

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saber
2026-06-18 10:16:51 +01:00
parent 5d4ffb1da5
commit 08f047adb5
9 changed files with 299 additions and 283 deletions
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layer2_technical.py
+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: