liquidity level finder

2026-04-09 16:27:55 +02:00
parent 245eca4155
commit ce62de88f9
3 changed files with 75 additions and 10 deletions
@@ -0,0 +1,46 @@
+def find_liquidity_levels(swings, tolerance=0.015, max_distance=100):
+    levels = []
+    highs = [s for s in swings if s["type"] == "high"]
+    lows = [s for s in swings if s["type"] == "low"]
+
+    used = set()
+    for i, h1 in enumerate(highs):
+        if i in used:
+            continue
+        cluster = [h1]
+        for j, h2 in enumerate(highs):
+            if j != i and j not in used:
+                if abs(h1["price"] - h2["price"]) <= tolerance and abs(h1["index"] - h2["index"]) <= max_distance:
+                    cluster.append(h2)
+                    used.add(j)
+        if len(cluster) >= 2:
+            avg_price = sum(s["price"] for s in cluster) / len(cluster)
+            levels.append({
+                "price": avg_price,
+                "type": "equal_highs",
+                "count": len(cluster),
+                "indexes": [s["index"] for s in cluster]
+            })
+        used.add(i)
+
+    used = set()
+    for i, l1 in enumerate(lows):
+        if i in used:
+            continue
+        cluster = [l1]
+        for j, l2 in enumerate(lows):
+            if j != i and j not in used:
+                if abs(h1["price"] - h2["price"]) <= tolerance and abs(h1["index"] - h2["index"]) <= max_distance:
+                    cluster.append(l2)
+                    used.add(j)
+        if len(cluster) >= 2:
+            avg_price = sum(s["price"] for s in cluster) / len(cluster)
+            levels.append({
+                "price": avg_price,
+                "type": "equal_lows",
+                "count": len(cluster),
+                "indexes": [s["index"] for s in cluster]
+            })
+        used.add(i)
+
+    return levels