WLD DeepCoin 단계별 구조 재편 및 설정·문서 통합

로고스/루트 레거시를 제거하고 deepcoin 패키지·scripts 01~05 CLI·docs/reference로
데이터·GT·분석·매칭·운영 단계를 정리했다. config와 .env 기반 설정, trade_anaysis.html 동기화 포함.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
2026-05-30 22:58:25 +09:00
parent e631a5701f
commit b52d61b777
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"""
모든 봉(1~1440분)에 BB·일목 위치·캔들 형태 특징을 계산하고
기준 타임라인(3분)에 맞춰 정렬합니다.
"""
from __future__ import annotations
import numpy as np
import pandas as pd
from config import (
ALL_INTERVALS,
BB_MIN_WIDTH_PCT,
DISPARITY_PERIODS,
ENTRY_INTERVAL,
INTERVAL_PREFIX,
STOCH_OVERBOUGHT,
STOCH_OVERSOLD,
)
from deepcoin.common.indicators import apply_bar_indicators, disparity_column
def interval_prefix(interval: int) -> str:
"""컬럼 접두사 (예: m3, d1)."""
return INTERVAL_PREFIX.get(interval, f"m{interval}")
def interval_display(interval: int) -> str:
if interval >= 1440:
return "일봉"
return f"{interval}"
# BB 위치 (밴드 내 %B 구간)
BB_ZONE_FEATURES: tuple[str, ...] = (
"bb_zone_bottom",
"bb_zone_low",
"bb_zone_mid",
"bb_zone_high",
"bb_zone_top",
)
# 일목 위치
ICHI_FEATURES: tuple[str, ...] = (
"ichi_above_cloud",
"ichi_below_cloud",
"ichi_in_cloud",
"ichi_cloud_bull",
"ichi_cloud_bear",
"ichi_tk_bull",
"ichi_tk_bear",
"ichi_price_above_tenkan",
"ichi_price_below_kijun",
"ichi_tk_cross_up",
"ichi_tk_cross_down",
)
# BB 이벤트·캔들 형태
BB_EVENT_FEATURES: tuple[str, ...] = (
"cross_up_lower",
"cross_up_upper",
"cross_down_lower",
"below_lower",
"above_upper",
"inside_band",
"bb_pos_low",
"bb_pos_high",
"squeeze",
)
MACD_STOCH_FEATURES: tuple[str, ...] = (
"macd_hist_positive",
"macd_hist_negative",
"macd_cross_up",
"macd_cross_down",
"stoch_oversold",
"stoch_overbought",
"stoch_cross_up",
"stoch_cross_down",
)
def _disparity_feature_names() -> tuple[str, ...]:
"""기간별 이격도 과매수·과매도 불리언 컬럼명."""
names: list[str] = []
for p in DISPARITY_PERIODS:
names.append(f"disparity_{p}_oversold")
names.append(f"disparity_{p}_overbought")
return tuple(names)
DISPARITY_FEATURES: tuple[str, ...] = _disparity_feature_names()
CANDLE_SHAPE_FEATURES: tuple[str, ...] = (
"body_strong",
"body_weak",
"hammer",
"shooting_star",
"bullish",
"bearish",
)
FEATURE_BOOL_COLS: tuple[str, ...] = (
BB_EVENT_FEATURES
+ BB_ZONE_FEATURES
+ ICHI_FEATURES
+ MACD_STOCH_FEATURES
+ DISPARITY_FEATURES
+ CANDLE_SHAPE_FEATURES
)
def compute_bar_features(df: pd.DataFrame) -> pd.DataFrame:
"""단일 봉 DataFrame에 BB·일목·MACD·스토캐스틱·캔들 위치 특징을 추가합니다."""
out = apply_bar_indicators(df.copy())
if len(out) < 2:
return out
o = out["Open"].astype(float)
h = out["High"].astype(float)
l = out["Low"].astype(float)
c = out["Close"].astype(float)
prev_c = c.shift(1)
upper = out["Upper"].astype(float)
lower = out["Lower"].astype(float)
prev_upper = upper.shift(1)
prev_lower = lower.shift(1)
rng = (h - l).replace(0, np.nan)
body = (c - o).abs()
out["range_pct"] = (rng / c.replace(0, np.nan)) * 100
out["body_ratio"] = (body / rng).fillna(0).clip(0, 1)
out["upper_wick_ratio"] = ((h - np.maximum(o, c)) / rng).fillna(0).clip(0, 1)
out["lower_wick_ratio"] = ((np.minimum(o, c) - l) / rng).fillna(0).clip(0, 1)
out["ret_pct"] = ((c - prev_c) / prev_c.replace(0, np.nan)) * 100
pos = out["bb_pos"].astype(float)
out["bb_zone_bottom"] = (pos < 0.15).astype(int)
out["bb_zone_low"] = ((pos >= 0.15) & (pos < 0.35)).astype(int)
out["bb_zone_mid"] = ((pos >= 0.35) & (pos < 0.65)).astype(int)
out["bb_zone_high"] = ((pos >= 0.65) & (pos < 0.85)).astype(int)
out["bb_zone_top"] = (pos >= 0.85).astype(int)
out["cross_up_lower"] = ((prev_c <= prev_lower) & (c > lower)).astype(int)
out["cross_up_upper"] = ((prev_c < prev_upper) & (c >= upper)).astype(int)
out["cross_down_lower"] = ((prev_c >= prev_lower) & (c < lower)).astype(int)
out["below_lower"] = (c < lower).astype(int)
out["above_upper"] = (c > upper).astype(int)
out["inside_band"] = ((c >= lower) & (c <= upper)).astype(int)
out["bb_pos_low"] = (pos < 0.2).astype(int)
out["bb_pos_high"] = (pos > 0.8).astype(int)
out["squeeze"] = (out["BB_Width"] < BB_MIN_WIDTH_PCT).astype(int)
ct = out["ichi_cloud_top"].astype(float)
cb = out["ichi_cloud_bottom"].astype(float)
ten = out["ichi_tenkan"].astype(float)
kij = out["ichi_kijun"].astype(float)
prev_ten = ten.shift(1)
prev_kij = kij.shift(1)
out["ichi_above_cloud"] = (c > ct).astype(int)
out["ichi_below_cloud"] = (c < cb).astype(int)
out["ichi_in_cloud"] = ((c >= cb) & (c <= ct)).astype(int)
out["ichi_cloud_bull"] = (out["ichi_span_a"] > out["ichi_span_b"]).astype(int)
out["ichi_cloud_bear"] = (out["ichi_span_a"] < out["ichi_span_b"]).astype(int)
out["ichi_tk_bull"] = (ten > kij).astype(int)
out["ichi_tk_bear"] = (ten < kij).astype(int)
out["ichi_price_above_tenkan"] = (c > ten).astype(int)
out["ichi_price_below_kijun"] = (c < kij).astype(int)
out["ichi_tk_cross_up"] = ((prev_ten <= prev_kij) & (ten > kij)).astype(int)
out["ichi_tk_cross_down"] = ((prev_ten >= prev_kij) & (ten < kij)).astype(int)
out["body_strong"] = (out["body_ratio"] > 0.55).astype(int)
out["body_weak"] = (out["body_ratio"] < 0.25).astype(int)
out["hammer"] = ((out["lower_wick_ratio"] > 0.45) & (out["body_ratio"] < 0.35)).astype(int)
out["shooting_star"] = ((out["upper_wick_ratio"] > 0.45) & (out["body_ratio"] < 0.35)).astype(int)
out["bullish"] = (c > o).astype(int)
out["bearish"] = (c < o).astype(int)
if "macd_hist" in out.columns:
mh = out["macd_hist"].astype(float)
prev_mh = mh.shift(1)
ml = out["macd_line"].astype(float)
ms = out["macd_signal"].astype(float)
prev_ml = ml.shift(1)
prev_ms = ms.shift(1)
out["macd_hist_positive"] = (mh > 0).astype(int)
out["macd_hist_negative"] = (mh < 0).astype(int)
out["macd_cross_up"] = ((prev_ml <= prev_ms) & (ml > ms)).astype(int)
out["macd_cross_down"] = ((prev_ml >= prev_ms) & (ml < ms)).astype(int)
if "stoch_k" in out.columns:
sk = out["stoch_k"].astype(float)
sd = out["stoch_d"].astype(float)
prev_sk = sk.shift(1)
prev_sd = sd.shift(1)
out["stoch_oversold"] = (sk <= STOCH_OVERSOLD).astype(int)
out["stoch_overbought"] = (sk >= STOCH_OVERBOUGHT).astype(int)
out["stoch_cross_up"] = ((prev_sk <= prev_sd) & (sk > sd)).astype(int)
out["stoch_cross_down"] = ((prev_sk >= prev_sd) & (sk < sd)).astype(int)
from config import DISPARITY_OVERBOUGHT, DISPARITY_OVERSOLD
for p in DISPARITY_PERIODS:
col = disparity_column(p)
if col not in out.columns:
continue
d = out[col].astype(float)
out[f"disparity_{p}_oversold"] = (d <= DISPARITY_OVERSOLD).astype(int)
out[f"disparity_{p}_overbought"] = (d >= DISPARITY_OVERBOUGHT).astype(int)
return out
def describe_latest_position(df: pd.DataFrame, interval: int) -> dict:
"""한 봉의 최신 BB·일목 위치 요약."""
feat = compute_bar_features(df)
if feat.empty:
return {"interval": interval, "label": interval_display(interval)}
row = feat.iloc[-1]
pos = float(row.get("bb_pos", 0.5))
bb_zone = "mid"
for z in BB_ZONE_FEATURES:
if int(row.get(z, 0)) == 1:
bb_zone = z.replace("bb_zone_", "")
break
ichi_pos = "in_cloud"
if int(row.get("ichi_above_cloud", 0)):
ichi_pos = "above_cloud"
elif int(row.get("ichi_below_cloud", 0)):
ichi_pos = "below_cloud"
snap: dict = {
"interval": interval,
"label": interval_display(interval),
"close": float(row["Close"]),
"bb_pos": round(pos, 3),
"bb_zone": bb_zone,
"bb_state": _bb_event_label(row),
"ichi_position": ichi_pos,
"ichi_tk": "bull" if int(row.get("ichi_tk_bull", 0)) else "bear",
"ichi_cloud": "bull" if int(row.get("ichi_cloud_bull", 0)) else "bear",
}
if "macd_hist" in row.index and pd.notna(row["macd_hist"]):
snap["macd_hist"] = round(float(row["macd_hist"]), 4)
snap["macd_state"] = "bull" if float(row["macd_hist"]) > 0 else "bear"
if "stoch_k" in row.index and pd.notna(row["stoch_k"]):
sk = float(row["stoch_k"])
snap["stoch_k"] = round(sk, 1)
snap["stoch_d"] = round(float(row["stoch_d"]), 1)
if sk <= STOCH_OVERSOLD:
snap["stoch_zone"] = "oversold"
elif sk >= STOCH_OVERBOUGHT:
snap["stoch_zone"] = "overbought"
else:
snap["stoch_zone"] = "mid"
disp_vals: dict[int, float] = {}
for p in DISPARITY_PERIODS:
col = disparity_column(p)
if col in row.index and pd.notna(row[col]):
disp_vals[p] = round(float(row[col]), 2)
if disp_vals:
snap["disparity"] = disp_vals
primary_p = 20 if 20 in DISPARITY_PERIODS else DISPARITY_PERIODS[0]
snap["disparity_primary"] = disp_vals.get(
primary_p, next(iter(disp_vals.values()))
)
return snap
def _bb_event_label(row: pd.Series) -> str:
for name in (
"cross_up_lower",
"cross_up_upper",
"cross_down_lower",
"below_lower",
"above_upper",
"squeeze",
"inside_band",
):
if int(row.get(name, 0)) == 1:
return name
return "neutral"
def _merge_interval_features(
master_index: pd.DatetimeIndex,
feat: pd.DataFrame,
prefix: str,
) -> pd.DataFrame:
"""master_index 길이와 동일한 간격 특징만 반환."""
pick = [c for c in FEATURE_BOOL_COLS if c in feat.columns]
numeric_cols = (
"bb_pos",
"body_ratio",
"lower_wick_ratio",
"ret_pct",
"bb_width_pct",
"macd_line",
"macd_signal",
"macd_hist",
"stoch_k",
"stoch_d",
"RSI",
) + tuple(disparity_column(p) for p in DISPARITY_PERIODS)
extra = [c for c in numeric_cols if c in feat.columns]
if "bb_width_pct" not in feat.columns and "BB_Width" in feat.columns:
feat = feat.copy()
feat["bb_width_pct"] = feat["BB_Width"]
extra.append("bb_width_pct")
sub = feat[pick + extra].copy()
sub.columns = [f"{prefix}_{c}" for c in sub.columns]
left = pd.DataFrame({"ts": master_index})
right = sub.reset_index()
time_col = right.columns[0]
right = right.rename(columns={time_col: "ts"})
merged = pd.merge_asof(
left.sort_values("ts"),
right.sort_values("ts"),
on="ts",
direction="backward",
)
merged.index = master_index
return merged.drop(columns=["ts"])
def build_master_feature_matrix(frames: dict[int, pd.DataFrame]) -> pd.DataFrame:
"""3분 타임라인에 모든 봉의 BB·일목·캔들 특징을 붙인 행렬."""
entry = frames.get(ENTRY_INTERVAL)
if entry is None or entry.empty:
raise ValueError(f"{ENTRY_INTERVAL}분봉(ENTRY_INTERVAL) 데이터가 없습니다.")
entry_feat = compute_bar_features(entry)
entry_feat = entry_feat[~entry_feat.index.duplicated(keep="last")].sort_index()
p0 = interval_prefix(ENTRY_INTERVAL)
ohlc = ["Open", "High", "Low", "Close", "Volume", "Upper", "Lower", "MA"]
master = entry_feat[[c for c in ohlc if c in entry_feat.columns]].copy()
for col in FEATURE_BOOL_COLS:
if col in entry_feat.columns:
master[f"{p0}_{col}"] = entry_feat[col]
for col in ("bb_pos", "body_ratio", "lower_wick_ratio", "ret_pct", "bb_width_pct", "BB_Width"):
if col in entry_feat.columns:
master[f"{p0}_{col}"] = entry_feat[col]
for interval in ALL_INTERVALS:
if interval == ENTRY_INTERVAL:
continue
df = frames.get(interval)
if df is None or df.empty:
continue
feat = compute_bar_features(df)
feat = feat[~feat.index.duplicated(keep="last")].sort_index()
prefix = interval_prefix(interval)
merged = _merge_interval_features(master.index, feat, prefix)
master = pd.concat([master, merged], axis=1)
return master.loc[:, ~master.columns.duplicated()]

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"""
볼린저 밴드·일목·MACD·스토캐스틱·RSI·이격도 계산 (모든 봉 간격 공용).
"""
from __future__ import annotations
import numpy as np
import pandas as pd
from config import (
BB_PERIOD,
BB_STD,
DISPARITY_OVERBOUGHT,
DISPARITY_OVERSOLD,
DISPARITY_PERIODS,
MACD_FAST,
MACD_SIGNAL,
MACD_SLOW,
RSI_PERIOD,
STOCH_D_PERIOD,
STOCH_K_PERIOD,
STOCH_OVERBOUGHT,
STOCH_OVERSOLD,
STOCH_SMOOTH_K,
TREND_RANGE_MA_GAP_PCT,
)
Trend = str # "up" | "down" | "range"
def add_bollinger(
df: pd.DataFrame,
period: int = BB_PERIOD,
std_mult: float = BB_STD,
) -> pd.DataFrame:
"""
볼린저 밴드 컬럼을 추가합니다.
Args:
df: OHLCV DataFrame.
period: 중심선 기간.
std_mult: 표준편차 배수.
Returns:
MA, Upper, Lower, STD, bb_pos, BB_Width 가 추가된 DataFrame.
"""
out = df.copy()
if "MA" not in out.columns:
out["MA"] = out["Close"].rolling(period).mean()
if "Upper" not in out.columns or "Lower" not in out.columns:
std = out["Close"].rolling(period).std()
out["STD"] = std
out["Upper"] = out["MA"] + std_mult * std
out["Lower"] = out["MA"] - std_mult * std
ma = out["MA"].replace(0, np.nan)
band = (out["Upper"] - out["Lower"]).replace(0, np.nan)
out["bb_pos"] = ((out["Close"] - out["Lower"]) / band).clip(0, 1)
out["BB_Width"] = band / ma * 100
return out
def add_macd(
df: pd.DataFrame,
fast: int = MACD_FAST,
slow: int = MACD_SLOW,
signal_period: int = MACD_SIGNAL,
) -> pd.DataFrame:
"""
MACD(12,26,9) 라인·시그널·히스토그램을 추가합니다.
Args:
df: OHLCV (Close 필요).
fast: 단기 EMA 기간.
slow: 장기 EMA 기간.
signal_period: 시그널 EMA 기간.
Returns:
macd_line, macd_signal, macd_hist 컬럼이 추가된 DataFrame.
"""
out = df.copy()
close = out["Close"].astype(float)
ema_fast = close.ewm(span=fast, adjust=False).mean()
ema_slow = close.ewm(span=slow, adjust=False).mean()
out["macd_line"] = ema_fast - ema_slow
out["macd_signal"] = out["macd_line"].ewm(span=signal_period, adjust=False).mean()
out["macd_hist"] = out["macd_line"] - out["macd_signal"]
return out
def disparity_column(period: int) -> str:
"""이격도 컬럼명 (예: disparity_20)."""
return f"disparity_{period}"
def add_disparity(
df: pd.DataFrame,
periods: tuple[int, ...] | None = None,
) -> pd.DataFrame:
"""
이격도 = (종가 / SMA(n)) × 100. 100이면 이평선과 동일 위치.
Args:
df: OHLCV (Close 필요).
periods: SMA 기간 목록. None이면 config.DISPARITY_PERIODS.
Returns:
disparity_{n} 컬럼이 추가된 DataFrame.
"""
out = df.copy()
close = out["Close"].astype(float)
for p in periods or DISPARITY_PERIODS:
ma = close.rolling(p).mean()
out[disparity_column(p)] = (close / ma.replace(0, np.nan)) * 100.0
return out
def disparity_zone(value: float | None) -> str:
"""이격도 구간 라벨 (oversold / mid / overbought)."""
if value is None:
return "mid"
if value <= DISPARITY_OVERSOLD:
return "oversold"
if value >= DISPARITY_OVERBOUGHT:
return "overbought"
return "mid"
def add_stochastic(
df: pd.DataFrame,
k_period: int = STOCH_K_PERIOD,
d_period: int = STOCH_D_PERIOD,
smooth_k: int = STOCH_SMOOTH_K,
) -> pd.DataFrame:
"""
스토캐스틱 %%D를 추가합니다 (Slow Stochastic).
Args:
df: OHLCV (High, Low, Close 필요).
k_period: %K lookback.
d_period: %D SMA 기간.
smooth_k: %K SMA 평활 기간.
Returns:
stoch_k, stoch_d 컬럼이 추가된 DataFrame.
"""
out = df.copy()
h = out["High"].astype(float)
l = out["Low"].astype(float)
c = out["Close"].astype(float)
lowest = l.rolling(k_period).min()
highest = h.rolling(k_period).max()
denom = (highest - lowest).replace(0, np.nan)
raw_k = ((c - lowest) / denom) * 100.0
out["stoch_k"] = raw_k.rolling(smooth_k).mean()
out["stoch_d"] = out["stoch_k"].rolling(d_period).mean()
return out
def add_ichimoku(
df: pd.DataFrame,
tenkan: int = 9,
kijun: int = 26,
senkou_b_period: int = 52,
) -> pd.DataFrame:
"""
일목균형표 라인·구름 위치 컬럼 추가 (해당 봉 시점, 미래 데이터 미사용).
Returns:
ichi_tenkan, ichi_kijun, ichi_span_a, ichi_span_b,
ichi_cloud_top, ichi_cloud_bottom
"""
out = df.copy()
h = out["High"].astype(float)
l = out["Low"].astype(float)
c = out["Close"].astype(float)
out["ichi_tenkan"] = (h.rolling(tenkan).max() + l.rolling(tenkan).min()) / 2
out["ichi_kijun"] = (h.rolling(kijun).max() + l.rolling(kijun).min()) / 2
out["ichi_span_a"] = (out["ichi_tenkan"] + out["ichi_kijun"]) / 2
out["ichi_span_b"] = (h.rolling(senkou_b_period).max() + l.rolling(senkou_b_period).min()) / 2
out["ichi_cloud_top"] = np.maximum(out["ichi_span_a"], out["ichi_span_b"])
out["ichi_cloud_bottom"] = np.minimum(out["ichi_span_a"], out["ichi_span_b"])
return out
def prepare_entry_df(data: pd.DataFrame) -> pd.DataFrame:
"""
RSI·거래량 MA·BB 폭 등 보조 컬럼을 추가합니다.
Args:
data: BB(MA/Upper/Lower)가 계산된 OHLCV.
Returns:
RSI 등 컬럼이 추가된 DataFrame.
"""
df = data.copy()
delta = df["Close"].diff()
gain = delta.where(delta > 0, 0.0).rolling(RSI_PERIOD).mean()
loss = (-delta.where(delta < 0, 0.0)).rolling(RSI_PERIOD).mean()
rs = gain / loss.replace(0, np.nan)
df["RSI"] = 100 - (100 / (1 + rs))
df["VolMA5"] = df["Volume"].rolling(5).mean()
if "MA" in df.columns and "Upper" in df.columns and "Lower" in df.columns:
ma = df["MA"].replace(0, np.nan)
df["BB_Width"] = (df["Upper"] - df["Lower"]) / ma * 100
return df
def apply_bar_indicators(df: pd.DataFrame) -> pd.DataFrame:
"""
봉 분석·차트용 표준 지표 일괄 적용 (BB, 일목, RSI, MACD, 스토캐스틱, 이격도).
Args:
df: OHLCV DataFrame (datetime index).
Returns:
모든 지표 컬럼이 붙은 DataFrame.
"""
out = add_bollinger(df)
out = add_ichimoku(out)
out = prepare_entry_df(out)
out = add_disparity(out)
out = add_macd(out)
out = add_stochastic(out)
return out
def latest_indicator_snapshot(df: pd.DataFrame) -> dict[str, float | str | None]:
"""
최신 봉의 BB·RSI·MACD·스토캐스틱 요약 (모니터·로그용).
Args:
df: apply_bar_indicators 적용된 DataFrame.
Returns:
지표명→값 dict.
"""
if df.empty:
return {}
row = df.iloc[-1]
def _f(col: str) -> float | None:
if col not in row.index or pd.isna(row[col]):
return None
return round(float(row[col]), 4)
macd_hist = _f("macd_hist")
stoch_k = _f("stoch_k")
stoch_d = _f("stoch_d")
stoch_zone = "mid"
if stoch_k is not None:
if stoch_k <= STOCH_OVERSOLD:
stoch_zone = "oversold"
elif stoch_k >= STOCH_OVERBOUGHT:
stoch_zone = "overbought"
macd_state = "neutral"
if macd_hist is not None:
macd_state = "bull" if macd_hist > 0 else "bear"
disp: dict[str, float | None] = {}
for p in DISPARITY_PERIODS:
col = disparity_column(p)
disp[col] = _f(col)
primary = disparity_column(DISPARITY_PERIODS[0]) if DISPARITY_PERIODS else None
disp_primary = disp.get(primary) if primary else None
return {
"bb_pos": _f("bb_pos"),
"rsi": _f("RSI"),
"disparity": disp,
"disparity_primary": disp_primary,
"disparity_zone": disparity_zone(disp_primary),
"macd_line": _f("macd_line"),
"macd_signal": _f("macd_signal"),
"macd_hist": macd_hist,
"macd_state": macd_state,
"stoch_k": stoch_k,
"stoch_d": stoch_d,
"stoch_zone": stoch_zone,
}
def get_trend(df_1d: pd.DataFrame, df_1h: pd.DataFrame) -> Trend:
"""
일봉·1시간봉 기준 추세(up/down/range)를 반환합니다.
Args:
df_1d: 일봉 OHLCV+지표.
df_1h: 1시간봉 OHLCV+지표.
Returns:
추세 문자열.
"""
if len(df_1d) < 20 or len(df_1h) < 40:
return "range"
d_close = float(df_1d["Close"].iloc[-1])
d_ma20 = float(df_1d["MA20"].iloc[-1])
h_close = float(df_1h["Close"].iloc[-1])
h_ma20 = float(df_1h["MA20"].iloc[-1])
h_ma40 = float(df_1h["MA40"].iloc[-1])
if h_ma40 == 0:
return "range"
ma_gap_pct = abs(h_ma20 - h_ma40) / h_ma40 * 100
if ma_gap_pct < TREND_RANGE_MA_GAP_PCT:
return "range"
if d_close > d_ma20 and h_ma20 > h_ma40 and h_close > h_ma20:
return "up"
if d_close < d_ma20 and h_ma20 < h_ma40 and h_close < h_ma20:
return "down"
return "range"