dsyoon
b52d61b777
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>
73 lines
2.0 KiB
Python
73 lines
2.0 KiB
Python
"""
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general_analysis 하모닉 패턴 (Gartley, Bat 근사).
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"""
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from __future__ import annotations
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import numpy as np
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from deepcoin.analysis.general_analysis_core import find_pivots, ga_col
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def _ratio(a: float, b: float) -> float:
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if abs(b) < 1e-12:
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return 0.0
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return abs(a / b)
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def _near(x: float, target: float, tol: float = 0.08) -> bool:
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return abs(x - target) <= tol
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def general_analysis_harmonic_snapshot(win) -> dict[str, object]:
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"""
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최근 5개 피벗으로 Gartley·Bat 유사 비율 검사.
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Args:
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win: OHLCV DataFrame.
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Returns:
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ga_harmonic_* dict.
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"""
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res: dict[str, object] = {
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"harmonic_gartley": 0,
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"harmonic_bat": 0,
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"harmonic_label": "none",
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}
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if win is None or len(win) < 30:
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return {ga_col(k): v for k, v in res.items()}
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h = win["High"].astype(float).values
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l = win["Low"].astype(float).values
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peaks, troughs = find_pivots(h, l, order=2)
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pivots = sorted([(i, "H", h[i]) for i in peaks] + [(i, "L", l[i]) for i in troughs])
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if len(pivots) < 5:
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return {ga_col(k): v for k, v in res.items()}
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pts = pivots[-5:]
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prices = [p[2] for p in pts]
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xa = abs(prices[1] - prices[0])
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ab = abs(prices[2] - prices[1])
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bc = abs(prices[3] - prices[2])
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cd = abs(prices[4] - prices[3])
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if xa < 1e-9:
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return {ga_col(k): v for k, v in res.items()}
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r_ab = _ratio(ab, xa)
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r_bc = _ratio(bc, ab) if ab > 1e-9 else 0.0
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r_cd = _ratio(cd, bc) if bc > 1e-9 else 0.0
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if _near(r_ab, 0.618) and 0.35 <= r_bc <= 0.95 and 1.1 <= r_cd <= 1.75:
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res["harmonic_gartley"] = 1
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res["harmonic_label"] = "gartley"
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if _near(r_ab, 0.382) and 0.35 <= r_bc <= 0.95 and 1.5 <= r_cd <= 2.1:
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res["harmonic_bat"] = 1
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res["harmonic_label"] = "bat"
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return {ga_col(k): v for k, v in res.items()}
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def general_analysis_harmonic_columns() -> list[str]:
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return ["harmonic_gartley", "harmonic_bat", "harmonic_label"]
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