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
2025-11-27 10:23:58 +02:00
parent b5e2b02cb8
commit 48e60d015f
2019 changed files with 39793 additions and 257 deletions
@@ -0,0 +1,105 @@
+from datetime import datetime, timezone
+
+import httpx
+import pytest
+
+from app.services.metals.bullionvault_service import BullionVaultService
+
+
+def _csv_response(rows: list[str]) -> str:
+	header = (
+		'"Date","High (kg)","Low (kg)","Close (kg)",,"High (troy oz)","Low (troy oz)","Close (troy oz)",\n'
+	)
+	return header + "".join(f"{row}\n" for row in rows)
+
+
+def _mock_client(handler):
+	transport = httpx.MockTransport(handler)
+	return httpx.AsyncClient(transport=transport)
+
+
+@pytest.mark.asyncio
+async def test_get_current_gold_price_parses_csv() -> None:
+	csv = _csv_response(
+		[
+			'"12:00:00 23-Nov-2025",130702.99,130600.11,130650.10,,4065.32,4040.32,4050.55,',
+			'"11:50:00 23-Nov-2025",130600.99,130500.11,130550.10,,4055.32,4030.32,4040.55,',
+		]
+	)
+
+	async def handler(request: httpx.Request) -> httpx.Response:
+		return httpx.Response(200, text=csv)
+
+	async with _mock_client(handler) as client:
+		service = BullionVaultService(client=client, base_url="https://chart-data.bullionvault.com")
+		result = await service.get_current_gold_price("usd")
+
+	assert result["currency"] == "USD"
+	assert result["price"] == pytest.approx(4050.55, rel=0.001)
+	assert result["price_kg"] == pytest.approx(130650.10, rel=0.001)
+	assert result["data_points"] == 2
+	assert datetime.fromisoformat(result["timestamp"]).tzinfo == timezone.utc
+
+
+@pytest.mark.asyncio
+async def test_get_current_gold_price_raises_on_empty_data() -> None:
+	async def handler(_: httpx.Request) -> httpx.Response:
+		return httpx.Response(200, text='"Date",\n')
+
+	async with _mock_client(handler) as client:
+		service = BullionVaultService(client=client)
+
+		with pytest.raises(ValueError, match="No price data available"):
+			await service.get_current_gold_price()
+
+
+@pytest.mark.asyncio
+async def test_get_gold_history_applies_limit() -> None:
+	csv = _csv_response(
+		[
+			'"12:00:00 23-Nov-2025",130702.99,130600.11,130650.10,,4065.32,4040.32,4050.55,',
+			'"11:50:00 23-Nov-2025",130600.99,130500.11,130550.10,,4055.32,4030.32,4040.55,',
+			'"11:40:00 23-Nov-2025",130500.99,130400.11,130450.10,,4045.32,4020.32,4030.55,',
+		]
+	)
+
+	async def handler(_: httpx.Request) -> httpx.Response:
+		return httpx.Response(200, text=csv)
+
+	async with _mock_client(handler) as client:
+		service = BullionVaultService(client=client)
+		history = await service.get_gold_history(limit=2)
+
+	assert len(history) == 2
+	assert history[0]["close"] == pytest.approx(4050.55, rel=0.001)
+	assert history[1]["close"] == pytest.approx(4040.55, rel=0.001)
+
+
+@pytest.mark.asyncio
+async def test_get_multi_currency_prices_skips_failures() -> None:
+	csv = _csv_response(
+		[
+			'"12:00:00 23-Nov-2025",130702.99,130600.11,130650.10,,4065.32,4040.32,4050.55,',
+		]
+	)
+
+	retry_counts: dict[str, int] = {}
+
+	async def handler(request: httpx.Request) -> httpx.Response:
+		currency = request.url.path.split("/")[4]
+		retry_counts[currency] = retry_counts.get(currency, 0) + 1
+
+		if currency == "GBP":
+			return httpx.Response(500, text="error")
+
+		return httpx.Response(200, text=csv)
+
+	async with _mock_client(handler) as client:
+		service = BullionVaultService(client=client, max_retries=1)
+		prices = await service.get_multi_currency_prices()
+
+	# Only currencies served by successful responses should be included
+	assert "USD" in prices
+	assert "EUR" in prices
+	assert "GBP" not in prices
+	assert retry_counts["GBP"] == 1
@@ -0,0 +1,90 @@
+import math
+
+from app.schemas.schemas import PriceData
+from app.services.ai_context_builder import AIContextBuilder
+
+
+def _build_sample_price_data(bars: int = 220) -> list[PriceData]:
+    base_price = 1950.0
+    price_data: list[PriceData] = []
+    for i in range(bars):
+        drift = i * 0.25
+        wave = math.sin(i / 7.0) * 3.0
+        close = base_price + drift + wave
+        high = close + 0.8
+        low = close - 0.8
+        open_price = close - math.sin(i / 11.0) * 0.5
+        price_data.append(
+            PriceData(
+                time=i,
+                open=open_price,
+                high=high,
+                low=low,
+                close=close,
+                volume=1000 + i,
+            )
+        )
+    return price_data
+
+
+def test_build_metrics_includes_enhanced_indicators():
+    price_data = _build_sample_price_data()
+    builder = AIContextBuilder()
+
+    metrics = builder.build_metrics("XAUUSD", "1m", price_data)
+
+    assert metrics.bb_basis is not None
+    assert metrics.bb_upper is not None
+    assert metrics.bb_lower is not None
+    assert metrics.rsi3 is not None
+    assert metrics.zlsma is not None
+    assert metrics.chandelier_long_stop is not None
+    assert metrics.chandelier_short_stop is not None
+    assert metrics.chandelier_signal in {None, "LONG", "SHORT", "NEUTRAL"}
+    assert metrics.bb_signal in {None, "LONG", "SHORT"}
+
+
+def test_indicator_payload_emits_enhanced_metrics():
+    price_data = _build_sample_price_data()
+    builder = AIContextBuilder()
+    bars = [
+        {
+            "time": item.time,
+            "open": item.open,
+            "high": item.high,
+            "low": item.low,
+            "close": item.close,
+            "volume": item.volume,
+        }
+        for item in price_data
+    ]
+
+    indicator_payload = builder._build_indicators(bars)  # type: ignore[attr-defined]
+    indicator_names = {entry["name"] for entry in indicator_payload}
+
+    assert "RSI_3" in indicator_names
+    assert "BB_20_BASIS" in indicator_names
+    assert "BB_20_UPPER" in indicator_names
+    assert "BB_20_LOWER" in indicator_names
+    assert "ZLSMA_50" in indicator_names
+    assert "CHAND_22_LONG" in indicator_names
+    assert "CHAND_22_SHORT" in indicator_names
+
+
+def test_candlestick_patterns_detected():
+    candles = [
+        PriceData(time=0, open=100.0, high=101.0, low=99.0, close=99.0, volume=1000),
+        PriceData(time=1, open=99.2, high=100.0, low=95.2, close=95.5, volume=1005),
+    PriceData(time=2, open=95.0, high=101.2, low=94.8, close=100.8, volume=1010),  # Bullish engulfing candle
+    PriceData(time=3, open=100.1, high=100.4, low=99.9, close=100.12, volume=1015),  # Doji
+        PriceData(time=4, open=99.8, high=100.2, low=95.5, close=99.7, volume=1020),  # Long lower shadow
+    ]
+
+    builder = AIContextBuilder()
+    metrics = builder.build_metrics("XAUUSD", "1m", candles)
+
+    names = {signal.pattern for signal in metrics.pattern_signals}
+
+    assert "Bullish Engulfing" in names
+    assert "Doji" in names
+    assert "Long Lower Shadow" in names