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fvg and ob indicators

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This commit is contained in:
moen0
2026-04-10 19:54:56 +02:00
parent ce62de88f9
commit bcf6348756
10 changed files with 394 additions and 9 deletions
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.idea/material_theme_project_new.xml
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+12
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<?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="MaterialThemeProjectNewConfig">
<option name="metadata">
<MTProjectMetadataState>
<option name="migrated" value="true" />
<option name="pristineConfig" value="false" />
<option name="userId" value="1a039ef7:19cde2699a1:-7ff9" />
</MTProjectMetadataState>
</option>
</component>
</project>
.idea/misc.xml
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<?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="Black">
<option name="sdkName" value="Python 3.12 (noteQuant-backtest)" />
</component>
<component name="ProjectRootManager" version="2" project-jdk-name="Python 3.12 (noteQuant-backtest)" project-jdk-type="Python SDK">
<output url="file://$PROJECT_DIR$/out" />
</component>
</project>
.idea/modules.xml
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+8
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<?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="ProjectModuleManager">
<modules>
<module fileurl="file://$PROJECT_DIR$/noteQuant-backtest.iml" filepath="$PROJECT_DIR$/noteQuant-backtest.iml" />
</modules>
</component>
</project>
backend/api/__init__.py
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backend/api/routes.py
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from fastapi import FastAPI
from fastapi.middleware.cors import CORSMiddleware
from data.loader import load_candles, resample_candles
from indicators.market_structure import find_swing_points, detect_structure
from indicators.liquidity import find_liquidity_levels
from indicators.fvg import find_fvgs
from indicators.order_blocks import find_order_blocks
import sys
import os
sys.path.insert(0, os.path.dirname(os.path.dirname(__file__)))
app = FastAPI()
app.add_middleware(
CORSMiddleware,
allow_origins=["*"],
allow_methods=["*"],
allow_headers=["*"],
)
@app.get("/api/candles")
def get_candles(timeframe: int = 5):
candles_1m = load_candles("data/data.csv")
candles = resample_candles(candles_1m, period=timeframe)
return {
"candles": [
{
"time": c.time_open.isoformat(),
"open": c.open,
"high": c.high,
"low": c.low,
"close": c.close
}
for c in candles
]
}
@app.get("/api/indicators")
def get_indicators(timeframe: int = 5):
candles_1m = load_candles("data/data.csv")
candles = resample_candles(candles_1m, period=timeframe)
swings = find_swing_points(candles)
structure = detect_structure(swings)
levels = find_liquidity_levels(swings)
fvgs = find_fvgs(candles)
obs = find_order_blocks(candles, structure)
return {
"swings": swings,
"structure": structure,
"liquidity": levels,
"fvgs": fvgs,
"order_blocks": obs
}
backend/indicators/fvg.py
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def find_fvgs(candles):
fvgs = []
for i in range(2, len(candles)):
c1 = candles[i - 2]
c2 = candles[i - 1]
c3 = candles[i]
# Bullish
if c1.high < c3.low:
fvgs.append({
"index": i - 1,
"type": "bullish",
"top": c3.low,
"bottom": c1.high
})
# bearish
elif c1.low > c3.high:
fvgs.append({
"index": i - 1,
"type": "bearish",
"top": c1.low,
"bottom": c3.high
})
return fvgs
backend/indicators/order_blocks.py
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def find_order_blocks(candles, structure, min_impulse=0.10):
obs = []
for point in structure:
if point["label"] == "HH":
# Bullish break of structure, look back for last bearish candle
idx = point["index"]
for j in range(idx - 1, max(idx - 20, 0), -1):
if candles[j].close < candles[j].open:
obs.append({
"index": j,
"type": "bullish",
"top": candles[j].open,
"bottom": candles[j].close
})
break
elif point["label"] == "LL":
# Bearish break of structure, look back for last bullish candle
idx = point["index"]
for j in range(idx - 1, max(idx - 20, 0), -1):
if candles[j].close > candles[j].open:
obs.append({
"index": j,
"type": "bearish",
"top": candles[j].close,
"bottom": candles[j].open
})
break
return obs
backend/run.py
+14 -9
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@@ -1,10 +1,8 @@
from data.loader import load_candles
from data.loader import load_candles, resample_candles
from indicators.market_structure import find_swing_points, detect_structure
from indicators.liquidity import find_liquidity_levels
candles = load_candles("data/data.csv")
print(f"Loaded {len(candles)} candles")
from data.loader import load_candles, resample_candles
from indicators.fvg import find_fvgs
from indicators.order_blocks import find_order_blocks
candles_1m = load_candles("data/data.csv")
candles_3m = resample_candles(candles_1m, period=3)
@@ -15,9 +13,16 @@ print(f"3m: {len(candles_3m)} candles")
print(f"5m: {len(candles_5m)} candles")
swings = find_swing_points(candles_5m)
structure = detect_structure(swings)
levels = find_liquidity_levels(swings)
print(f"Swing points: {len(swings)}")
print(f"Liquidity levels: {len(levels)}")
for l in levels[:5]:
print(l)
fvgs = find_fvgs(candles_5m)
obs = find_order_blocks(candles_5m, structure)
print(f"Swing points: {len(swings)}")
print(f"Structure points: {len(structure)}")
print(f"Liquidity levels: {len(levels)}")
print(f"FVGs: {len(fvgs)}")
print(f"Order blocks: {len(obs)}")
for o in obs[:5]:
print(o)
frontend/src/App.css
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.counter {
font-size: 16px;
padding: 5px 10px;
border-radius: 5px;
color: var(--accent);
background: var(--accent-bg);
border: 2px solid transparent;
transition: border-color 0.3s;
margin-bottom: 24px;
&:hover {
border-color: var(--accent-border);
}
&:focus-visible {
outline: 2px solid var(--accent);
outline-offset: 2px;
}
}
.hero {
position: relative;
.base,
.framework,
.vite {
inset-inline: 0;
margin: 0 auto;
}
.base {
width: 170px;
position: relative;
z-index: 0;
}
.framework,
.vite {
position: absolute;
}
.framework {
z-index: 1;
top: 34px;
height: 28px;
transform: perspective(2000px) rotateZ(300deg) rotateX(44deg) rotateY(39deg)
scale(1.4);
}
.vite {
z-index: 0;
top: 107px;
height: 26px;
width: auto;
transform: perspective(2000px) rotateZ(300deg) rotateX(40deg) rotateY(39deg)
scale(0.8);
}
}
#center {
display: flex;
flex-direction: column;
gap: 25px;
place-content: center;
place-items: center;
flex-grow: 1;
@media (max-width: 1024px) {
padding: 32px 20px 24px;
gap: 18px;
}
}
#next-steps {
display: flex;
border-top: 1px solid var(--border);
text-align: left;
& > div {
flex: 1 1 0;
padding: 32px;
@media (max-width: 1024px) {
padding: 24px 20px;
}
}
.icon {
margin-bottom: 16px;
width: 22px;
height: 22px;
}
@media (max-width: 1024px) {
flex-direction: column;
text-align: center;
}
}
#docs {
border-right: 1px solid var(--border);
@media (max-width: 1024px) {
border-right: none;
border-bottom: 1px solid var(--border);
}
}
#next-steps ul {
list-style: none;
padding: 0;
display: flex;
gap: 8px;
margin: 32px 0 0;
.logo {
height: 18px;
}
a {
color: var(--text-h);
font-size: 16px;
border-radius: 6px;
background: var(--social-bg);
display: flex;
padding: 6px 12px;
align-items: center;
gap: 8px;
text-decoration: none;
transition: box-shadow 0.3s;
&:hover {
box-shadow: var(--shadow);
}
.button-icon {
height: 18px;
width: 18px;
}
}
@media (max-width: 1024px) {
margin-top: 20px;
flex-wrap: wrap;
justify-content: center;
li {
flex: 1 1 calc(50% - 8px);
}
a {
width: 100%;
justify-content: center;
box-sizing: border-box;
}
}
}
#spacer {
height: 88px;
border-top: 1px solid var(--border);
@media (max-width: 1024px) {
height: 48px;
}
}
.ticks {
position: relative;
width: 100%;
&::before,
&::after {
content: '';
position: absolute;
top: -4.5px;
border: 5px solid transparent;
}
&::before {
left: 0;
border-left-color: var(--border);
}
&::after {
right: 0;
border-right-color: var(--border);
}
}
frontend/src/App.jsx
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import { useEffect, useRef } from "react";
import { createChart } from "lightweight-charts";
function App() {
const chartRef = useRef(null);
useEffect(() => {
const chart = createChart(chartRef.current, {
width: window.innerWidth - 40,
height: 600,
layout: {
background: { color: "#1a1a2e" },
textColor: "#e0e0e0",
},
grid: {
vertLines: { color: "#2a2a3e" },
horzLines: { color: "#2a2a3e" },
},
});
const candleSeries = chart.addCandlestickSeries({
upColor: "#26a69a",
downColor: "#ef5350",
borderVisible: false,
wickUpColor: "#26a69a",
wickDownColor: "#ef5350",
});
fetch("http://localhost:8000/api/candles?timeframe=5")
.then((res) => res.json())
.then((data) => {
const formatted = data.candles.map((c) => ({
time: Math.floor(new Date(c.time).getTime() / 1000),
open: c.open,
high: c.high,
low: c.low,
close: c.close,
}));
candleSeries.setData(formatted);
});
return () => chart.remove();
}, []);
return (
<div style={{ padding: "20px", background: "#1a1a2e", minHeight: "100vh" }}>
<h1 style={{ color: "#e0e0e0", marginBottom: "10px" }}>noteQuant Backtester</h1>
<div ref={chartRef} />
</div>
);
}
export default App;