feat: Add Phase 4 advanced metrics and components

- Add advanced metrics dashboard with trade analytics
- Add new trading components (EntryTypeAnalysis, MultiDayPositionTracker, NewsEventTracker, etc.)
- Add strategy mode selector and trend confirmation
- Add risk automation panel and slippage correlation analysis
- Add daily trading plan enhancements with modal components
- Add custom hooks (useApi, useLocalStorage, useAdvancedTradeMetrics)
- Add broker service integration and trading API
- Add test setup and vitest configuration
- Include parquet data files for live market data
- Add comprehensive documentation in docs/ folder
This commit is contained in:
Krikorios
2025-11-27 10:23:58 +02:00
parent b5e2b02cb8
commit 48e60d015f
2019 changed files with 39793 additions and 257 deletions
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from __future__ import annotations
"""MetaTrader-powered price feed (scaffold).
The actual MT5 integration lives here so we can keep the rest of the app agnostic.
Implement the ``_connect`` and ``_fetch`` routines once MetaTrader 5 is available
on the host machine.
"""
import asyncio
from dataclasses import dataclass
from datetime import datetime
from typing import Any, Dict, Tuple
try:
import MetaTrader5 as mt5 # type: ignore
except Exception: # pragma: no cover - MetaTrader library not always installed
mt5 = None
from app.streaming.live_store import live_store
@dataclass(frozen=True)
class MTKey:
symbol: str
timeframe: str
class MetaTraderFeed:
def __init__(self) -> None:
self._tasks: Dict[MTKey, asyncio.Task] = {}
self._pinned: set[MTKey] = set()
self._lock = asyncio.Lock()
self._active_counts: Dict[MTKey, int] = {}
def get_status(self) -> list[dict]:
out: list[dict] = []
for key, task in self._tasks.items():
hist = live_store.get_history(key.symbol, key.timeframe)
last_ts = hist[-1]["time"] if hist else None
last_iso = None
if isinstance(last_ts, (int, float)):
last_iso = datetime.utcfromtimestamp(int(last_ts)).isoformat() + "Z"
out.append(
{
"symbol": key.symbol,
"timeframe": key.timeframe,
"subscribers": self._active_counts.get(key, 0),
"last_event_time": last_iso,
"connected": mt5 is not None and mt5.terminal_info() is not None,
"poller_running": not task.done(),
}
)
return out
async def subscribe(self, symbol: str, timeframe: str = "1m") -> Tuple[asyncio.Queue, Any]:
key = MTKey(symbol.upper().replace("/", ""), timeframe)
queue: asyncio.Queue = asyncio.Queue(maxsize=100)
live_store.subscribe(key.symbol, key.timeframe, queue)
async with self._lock:
self._active_counts[key] = self._active_counts.get(key, 0) + 1
if key not in self._tasks:
self._tasks[key] = asyncio.create_task(self._run_mt_poller(key))
async def _unsubscribe() -> None:
live_store.unsubscribe(key.symbol, key.timeframe, queue)
async with self._lock:
self._active_counts[key] = max(0, self._active_counts.get(key, 0) - 1)
if self._active_counts.get(key, 0) == 0 and key not in self._pinned:
task = self._tasks.pop(key, None)
if task:
task.cancel()
self._active_counts.pop(key, None)
return queue, _unsubscribe
async def ensure_stream(self, symbol: str, timeframe: str = "1m") -> None:
key = MTKey(symbol.upper().replace("/", ""), timeframe)
async with self._lock:
self._pinned.add(key)
self._active_counts.setdefault(key, 0)
if key not in self._tasks:
self._tasks[key] = asyncio.create_task(self._run_mt_poller(key))
async def release_stream(self, symbol: str, timeframe: str = "1m") -> None:
"""Allow external callers to drop pinning once no longer needed."""
key = MTKey(symbol.upper().replace("/", ""), timeframe)
async with self._lock:
self._pinned.discard(key)
if self._active_counts.get(key, 0) == 0:
task = self._tasks.pop(key, None)
if task:
task.cancel()
self._active_counts.pop(key, None)
async def _run_mt_poller(self, key: MTKey) -> None:
if mt5 is None:
raise RuntimeError("MetaTrader5 package not installed. Install to enable MT feed.")
if not mt5.initialize():
raise RuntimeError(f"Unable to initialize MetaTrader5: {mt5.last_error()}")
interval = self._resolve_timeframe(key.timeframe)
last_ts: int | None = None
poll_interval = 5
while True:
try:
rates = mt5.copy_rates_from_pos(key.symbol, interval, 0, 1)
if not rates:
await asyncio.sleep(poll_interval)
continue
row = rates[0]
tsec = int(row["time"])
if last_ts is not None and tsec <= last_ts:
await asyncio.sleep(poll_interval)
continue
last_ts = tsec
evt = {
"symbol": key.symbol,
"timeframe": key.timeframe,
"open_time": datetime.utcfromtimestamp(tsec).isoformat(),
"close_time": datetime.utcfromtimestamp(tsec).isoformat(),
"open": float(row["open"]),
"high": float(row["high"]),
"low": float(row["low"]),
"close": float(row["close"]),
"volume": float(row.get("tick_volume", 0.0)),
"is_closed": True,
"source": "metatrader",
}
live_store.ingest_bar(
symbol=key.symbol,
timeframe=key.timeframe,
bar={
"time": tsec,
"open": evt["open"],
"high": evt["high"],
"low": evt["low"],
"close": evt["close"],
"volume": evt["volume"],
},
)
await asyncio.sleep(poll_interval)
except asyncio.CancelledError:
break
except Exception:
await asyncio.sleep(poll_interval)
def _resolve_timeframe(self, name: str):
if mt5 is None:
raise RuntimeError("MetaTrader5 package not available")
mapping = {
"1m": mt5.TIMEFRAME_M1,
"5m": mt5.TIMEFRAME_M5,
"15m": mt5.TIMEFRAME_M15,
"30m": mt5.TIMEFRAME_M30,
"60m": mt5.TIMEFRAME_H1,
"1h": mt5.TIMEFRAME_H1,
}
return mapping.get(name.lower(), mt5.TIMEFRAME_M1)
metatrader_feed = MetaTraderFeed()