moen0
47 lines
1.6 KiB
Python
47 lines
1.6 KiB
Python
def find_liquidity_levels(swings, tolerance=0.015, max_distance=100):
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levels = []
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highs = [s for s in swings if s["type"] == "high"]
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lows = [s for s in swings if s["type"] == "low"]
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used = set()
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for i, h1 in enumerate(highs):
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if i in used:
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continue
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cluster = [h1]
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for j, h2 in enumerate(highs):
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if j != i and j not in used:
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if abs(h1["price"] - h2["price"]) <= tolerance and abs(h1["index"] - h2["index"]) <= max_distance:
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cluster.append(h2)
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used.add(j)
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if len(cluster) >= 2:
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avg_price = sum(s["price"] for s in cluster) / len(cluster)
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levels.append({
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"price": avg_price,
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"type": "equal_highs",
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"count": len(cluster),
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"indexes": [s["index"] for s in cluster],
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})
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used.add(i)
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used = set()
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for i, l1 in enumerate(lows):
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if i in used:
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continue
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cluster = [l1]
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for j, l2 in enumerate(lows):
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if j != i and j not in used:
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if abs(l1["price"] - l2["price"]) <= tolerance and abs(l1["index"] - l2["index"]) <= max_distance:
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cluster.append(l2)
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used.add(j)
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if len(cluster) >= 2:
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avg_price = sum(s["price"] for s in cluster) / len(cluster)
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levels.append({
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"price": avg_price,
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"type": "equal_lows",
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"count": len(cluster),
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"indexes": [s["index"] for s in cluster],
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})
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used.add(i)
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return levels
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