added swing point detection & market structure labeling

backend/indicators/market_structure.py

@@ -0,0 +1,52 @@
+def find_swing_points(candles, lookback=5):
+    swings = []
+
+    for i in range(lookback, len(candles) - lookback):
+        high = candles[i].high
+        low = candles[i].low
+        #check if higher
+        is_swing_high = all(
+            high > candles[i + j].high
+            for j in range(-lookback, lookback + 1)
+            if j != 0
+        )
+
+        # check if lower
+        is_swing_low = all(
+            low < candles[i + j].low
+            for j in range(-lookback, lookback + 1)
+            if j != 0
+        )
+
+        if is_swing_high:
+            swings.append({"index": i, "price": high, "type": "high"})
+        if is_swing_low:
+            swings.append({"index": i, "price": low, "type": "low"})
+
+    return swings
+
+def detect_structure(swings):
+    last_high = None
+    last_low = None
+    structure = []
+
+    for swing in swings:
+        if swing["type"] == "high":
+            if last_high is not None:
+                if swing["price"] > last_high["price"]:
+                    label = "HH"
+                else:
+                    label = "LH"
+                structure.append({**swing, "label": label})
+            last_high = swing
+
+        elif swing["type"] == "low":
+            if last_low is not None:
+                if swing["price"] > last_low["price"]:
+                    label = "HL"
+                else:
+                    label = "LL"
+                structure.append({**swing, "label": label})
+            last_low = swing
+
+    return structure

backend/run.py

@@ -1,11 +1,12 @@
 from data.loader import load_candles
-from engine.backtester import run_backtest
+from indicators.market_structure import find_swing_points, detect_structure
 
 candles = load_candles("data/data.csv")
 print(f"Loaded {len(candles)} candles")
 
-trades = run_backtest(candles, starting_balance=10000.0)
+swings = find_swing_points(candles)
-print(f"Completed {len(trades)} trades")
+structure = detect_structure(swings)
+print(f"Structure points: {len(structure)}")
 
-for trade in trades[:5]:
+for s in structure[:10]:
-    print(trade)
+    print(s)