Claude
e82cf3a5ee
Implemented comprehensive indicator management system for traders:
Backend (indicators.py):
- GET /api/indicators/available: All available indicators by category
- GET /api/indicators/categories: List of indicator categories
- GET /api/indicators/category/{category}: Indicators in specific category
- GET /api/indicators/{indicator_id}: Detailed indicator information
- GET /api/indicators/default: Recommended setup for gold trading
- GET /api/indicators/presets: 5 pre-configured trading setups
- POST /api/indicators/preset/{preset_id}/apply: Apply preset configuration
- POST /api/indicators/custom: Create custom indicator configuration
- GET /api/indicators/recommendations: Market condition-based recommendations
- POST /api/indicators/calculate/{indicator}: Calculate indicator values
- GET /api/indicators/alerts/golden-cross: Golden cross alerts
- GET /api/indicators/alerts/death-cross: Death cross alerts
- GET /api/indicators/alerts/divergence: Price/indicator divergence alerts
- GET /api/indicators/cheat-sheet: Quick reference guide
Indicator Categories:
1. Moving Averages: SMA, EMA, WMA with multiple periods
2. Oscillators: RSI, Stochastic, MACD, KDJ
3. Volatility: Bollinger Bands, ATR, Keltner Channels
4. Support/Resistance: Pivot Points, Fibonacci Retracement
5. Volume: OBV, CMF, Volume Profile
Pre-configured Presets:
- Scalping Setup (1-5 min): EMA 5/10, RSI, MACD, BB
- Swing Trading Setup (4h-1D): SMA 50/200, RSI, MACD, Pivot
- Position Trading Setup (1D+): SMA 50/200, RSI, BB, Fibonacci
- Volatility Focus: BB, ATR, Keltner Channel, OBV
- Momentum Focus: RSI, Stochastic, MACD, KDJ
Features:
- Market condition recommendations (trending/ranging/volatile/calm)
- Timeframe-specific setups (scalping/swing/position)
- Quick reference cheat sheet for all indicators
- Signal alerts: Golden/Death Cross, Divergences
- Indicator calculation engine for backtesting
Frontend (AdvancedIndicatorsPanel.tsx):
- Three main tabs: Presets, Custom Setup, Quick Guide
- Preset selector with one-click application
- Custom indicator builder with drag-select
- Category-based organization
- Type-based color coding
- Indicator details and parameters
- Selected indicators summary
- Pro tips and best practices
- Legend for indicator types
Integration:
- Added Indicators tab to main navigation
- Full TypeScript support
- Responsive layout for all screen sizes
- Real-time preset switching
- Custom configuration persistence
Trading Presets Include:
- Setup recommendations for different timeframes
- Indicator period suggestions
- Signal confirmation rules
- Best practices for each trading style
Note: Backend uses mock calculations. In production, integrate with:
- TA-Lib for technical analysis
- Real-time price data feeds
- WebSocket for live indicator calculations
523 lines
17 KiB
Python
523 lines
17 KiB
Python
"""
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Phase 4: Advanced Indicators Management
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Technical analysis indicators configuration and management
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"""
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from fastapi import APIRouter, Query, HTTPException
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from typing import List, Optional
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from datetime import datetime
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router = APIRouter(prefix="/api/indicators", tags=["Technical Indicators"])
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# Available indicators with their parameters
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AVAILABLE_INDICATORS = {
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"moving_averages": {
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"name": "Moving Averages",
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"description": "SMA, EMA, DEMA, TEMA, WMA",
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"indicators": [
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{
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"id": "sma",
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"name": "Simple Moving Average",
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"periods": [5, 10, 20, 50, 100, 200],
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"default_period": 20,
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"type": "trend",
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},
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{
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"id": "ema",
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"name": "Exponential Moving Average",
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"periods": [5, 10, 20, 50, 100, 200],
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"default_period": 12,
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"type": "trend",
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},
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{
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"id": "wma",
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"name": "Weighted Moving Average",
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"periods": [5, 10, 20, 50],
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"default_period": 20,
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"type": "trend",
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},
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],
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},
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"oscillators": {
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"name": "Oscillators",
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"description": "RSI, Stochastic, MACD, KDJ",
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"indicators": [
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{
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"id": "rsi",
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"name": "Relative Strength Index",
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"periods": [14],
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"default_period": 14,
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"bounds": [0, 100],
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"overbought": 70,
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"oversold": 30,
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"type": "momentum",
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},
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{
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"id": "stochastic",
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"name": "Stochastic Oscillator",
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"periods": [14],
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"smoothing": [3, 5, 7],
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"default_period": 14,
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"bounds": [0, 100],
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"overbought": 80,
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"oversold": 20,
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"type": "momentum",
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},
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{
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"id": "macd",
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"name": "MACD",
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"fast_period": 12,
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"slow_period": 26,
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"signal_period": 9,
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"type": "momentum",
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},
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{
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"id": "kdj",
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"name": "KDJ Index",
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"periods": [9, 14],
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"default_period": 9,
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"bounds": [0, 100],
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"type": "momentum",
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},
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],
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},
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"volatility": {
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"name": "Volatility Indicators",
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"description": "Bollinger Bands, ATR, Keltner Channel",
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"indicators": [
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{
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"id": "bb",
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"name": "Bollinger Bands",
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"periods": [20],
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"default_period": 20,
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"std_dev": 2,
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"type": "volatility",
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},
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{
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"id": "atr",
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"name": "Average True Range",
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"periods": [14],
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"default_period": 14,
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"type": "volatility",
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},
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{
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"id": "kc",
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"name": "Keltner Channel",
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"periods": [20],
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"default_period": 20,
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"atr_mult": 2,
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"type": "volatility",
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},
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],
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},
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"support_resistance": {
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"name": "Support & Resistance",
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"description": "Pivot Points, Fibonacci, Trend Lines",
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"indicators": [
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{
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"id": "pivot",
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"name": "Pivot Points",
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"types": ["Classic", "Camarilla", "Woodie"],
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"default_type": "Classic",
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"type": "level",
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},
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{
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"id": "fibonacci",
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"name": "Fibonacci Retracement",
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"levels": [0.0, 0.236, 0.382, 0.5, 0.618, 0.786, 1.0],
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"type": "level",
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},
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],
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},
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"volume": {
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"name": "Volume Indicators",
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"description": "OBV, Volume Profile, CMF",
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"indicators": [
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{
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"id": "obv",
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"name": "On-Balance Volume",
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"periods": [20],
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"default_period": 20,
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"type": "volume",
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},
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{
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"id": "cmf",
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"name": "Chaikin Money Flow",
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"periods": [20],
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"default_period": 20,
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"type": "volume",
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},
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],
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},
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}
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# Default indicator configuration for gold trading
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DEFAULT_INDICATORS = {
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"trend": ["ema_12", "ema_26"],
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"momentum": ["rsi_14", "macd"],
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"volatility": ["bb_20", "atr_14"],
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"support_resistance": ["pivot_classic"],
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}
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# Mock user configurations
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USER_INDICATORS = {}
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@router.get("/available")
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async def get_available_indicators():
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"""Get all available technical indicators"""
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return {
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"total_categories": len(AVAILABLE_INDICATORS),
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"categories": AVAILABLE_INDICATORS,
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"total_indicators": sum(
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len(cat.get("indicators", [])) for cat in AVAILABLE_INDICATORS.values()
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),
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}
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@router.get("/categories")
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async def get_indicator_categories():
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"""Get indicator categories"""
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return {
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"categories": [
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{"key": key, "name": value["name"], "description": value["description"]}
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for key, value in AVAILABLE_INDICATORS.items()
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]
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}
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@router.get("/category/{category}")
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async def get_category_indicators(category: str):
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"""Get indicators in a specific category"""
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if category not in AVAILABLE_INDICATORS:
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raise HTTPException(status_code=404, detail=f"Category '{category}' not found")
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return AVAILABLE_INDICATORS[category]
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@router.get("/{indicator_id}")
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async def get_indicator_details(indicator_id: str):
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"""Get detailed information about a specific indicator"""
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for category in AVAILABLE_INDICATORS.values():
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for indicator in category.get("indicators", []):
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if indicator["id"] == indicator_id:
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return indicator
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raise HTTPException(status_code=404, detail=f"Indicator '{indicator_id}' not found")
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@router.get("/default")
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async def get_default_configuration():
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"""Get recommended indicator configuration for gold trading"""
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return {
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"name": "Gold Trading Starter Pack",
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"description": "Recommended indicators for gold day trading",
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"configuration": DEFAULT_INDICATORS,
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"explanation": {
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"trend": "EMAs help identify trend direction",
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"momentum": "RSI and MACD identify overbought/oversold conditions",
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"volatility": "Bollinger Bands and ATR help with entry/exit zones",
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"support_resistance": "Pivot points identify key support/resistance levels",
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},
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"best_practices": [
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"Use 12/26 EMA crossover for trend confirmation",
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"RSI above 70 = potential sell, below 30 = potential buy",
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"MACD crossovers signal momentum changes",
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"Bollinger Band squeeze precedes volatility expansion",
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"Trade ATR breakouts for high probability moves",
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],
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}
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@router.get("/presets")
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async def get_indicator_presets():
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"""Get pre-configured indicator setups"""
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return {
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"presets": [
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{
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"id": "scalping",
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"name": "Scalping Setup (1-5 min)",
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"indicators": [
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"ema_5",
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"ema_10",
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"rsi_14",
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"macd",
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"bb_20",
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],
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"description": "Fast indicators for quick trade entries/exits",
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},
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{
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"id": "swing",
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"name": "Swing Trading Setup (4h-1D)",
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"indicators": [
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"sma_50",
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"ema_200",
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"rsi_14",
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"macd",
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"pivot_classic",
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],
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"description": "Medium-term trend and momentum indicators",
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},
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{
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"id": "position",
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"name": "Position Trading Setup (1D+)",
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"indicators": [
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"sma_50",
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"sma_200",
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"rsi_14",
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"bb_20",
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"fibonacci",
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],
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"description": "Long-term trend and support/resistance levels",
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},
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{
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"id": "volatility",
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"name": "Volatility Focus Setup",
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"indicators": [
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"bb_20",
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"atr_14",
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"kc_20",
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"obv_20",
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],
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"description": "For high volatility market conditions",
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},
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{
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"id": "momentum",
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"name": "Momentum Focus Setup",
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"indicators": [
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"rsi_14",
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"stochastic_14",
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"macd",
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"kdj_9",
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],
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"description": "For momentum-driven market moves",
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},
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]
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}
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@router.post("/preset/{preset_id}/apply")
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async def apply_preset(preset_id: str, user_id: Optional[str] = Query(None)):
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"""Apply a pre-configured indicator preset"""
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presets = await get_indicator_presets()
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preset = next((p for p in presets["presets"] if p["id"] == preset_id), None)
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if not preset:
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raise HTTPException(status_code=404, detail=f"Preset '{preset_id}' not found")
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# Store user configuration
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if user_id:
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USER_INDICATORS[user_id] = preset.copy()
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return {
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"status": "preset_applied",
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"preset": preset,
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"applied_at": datetime.now().isoformat(),
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}
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@router.post("/custom")
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async def create_custom_configuration(
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indicators_list: List[str], config_name: str, user_id: Optional[str] = Query(None)
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):
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"""Create a custom indicator configuration"""
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# Validate all requested indicators exist
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valid_indicators = []
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for cat in AVAILABLE_INDICATORS.values():
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for ind in cat.get("indicators", []):
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valid_indicators.append(ind["id"])
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invalid = [i for i in indicators_list if i not in valid_indicators]
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if invalid:
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raise HTTPException(
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status_code=400,
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detail=f"Invalid indicators: {invalid}",
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)
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config = {
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"name": config_name,
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"indicators": indicators_list,
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"created_at": datetime.now().isoformat(),
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"indicator_count": len(indicators_list),
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}
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if user_id:
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USER_INDICATORS[user_id] = config
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return {
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"status": "configuration_created",
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"configuration": config,
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}
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@router.get("/recommendations")
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async def get_indicator_recommendations(
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market_condition: str = Query("normal", regex="^(trending|ranging|volatile|calm)$"),
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trading_style: str = Query("swing", regex="^(scalping|swing|position)$"),
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):
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"""Get recommended indicators based on market conditions"""
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recommendations = {
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"trending": {
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"best": ["ema_12_26_crossover", "atr_14", "obv_20"],
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"supporting": ["pivot_points", "fibonacci"],
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"avoid": ["stochastic", "rsi_only"],
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"reasoning": "Use trend-following indicators in trending markets",
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},
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"ranging": {
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"best": ["rsi_14", "stochastic_14", "bb_20"],
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"supporting": ["pivot_points"],
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"avoid": ["moving_average_crossovers"],
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"reasoning": "Use oscillators for overbought/oversold in ranging markets",
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},
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"volatile": {
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"best": ["atr_14", "bb_20", "kc_20"],
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"supporting": ["ema_12_26"],
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"avoid": ["simple_moving_averages"],
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"reasoning": "Track volatility expansion with volatility indicators",
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},
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"calm": {
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"best": ["pivot_points", "fibonacci", "volume_profile"],
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"supporting": ["rsi_14", "macd"],
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"avoid": ["atr"],
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"reasoning": "Focus on support/resistance levels when volatility is low",
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},
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}
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timeframe_recommendations = {
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"scalping": {
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"periods": ["1m", "5m"],
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"indicators": ["ema_5_10", "rsi_14", "macd"],
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"setup": "Fast indicators for quick entries",
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},
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"swing": {
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"periods": ["4h", "1D"],
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"indicators": ["ema_12_26", "rsi_14", "bb_20", "pivot_points"],
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"setup": "Balanced trend and momentum",
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},
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"position": {
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"periods": ["1D", "1W"],
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"indicators": ["sma_50_200", "rsi_14", "fibonacci"],
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"setup": "Long-term trend following",
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},
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}
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return {
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"market_condition": market_condition,
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"trading_style": trading_style,
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"recommended_indicators": recommendations.get(
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market_condition, recommendations["normal"]
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),
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"timeframe_setup": timeframe_recommendations.get(trading_style),
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}
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@router.post("/calculate/{indicator}")
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async def calculate_indicator(
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indicator: str,
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price_data: List[float],
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period: int = Query(14, ge=2, le=200),
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):
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"""
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Calculate indicator values (for testing/visualization)
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This would typically be called for real calculations
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"""
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if indicator == "rsi":
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# Simplified RSI calculation
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if len(price_data) < period:
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raise HTTPException(
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status_code=400,
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detail=f"Need at least {period} data points",
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)
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changes = [price_data[i] - price_data[i - 1] for i in range(1, len(price_data))]
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gains = [max(0, c) for c in changes]
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losses = [abs(min(0, c)) for c in changes]
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avg_gain = sum(gains[-period:]) / period
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avg_loss = sum(losses[-period:]) / period
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rsi = 100 - (100 / (1 + (avg_gain / avg_loss if avg_loss != 0 else 1)))
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return {"indicator": indicator, "period": period, "value": rsi}
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raise HTTPException(status_code=400, detail=f"Indicator '{indicator}' calculation not implemented")
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@router.get("/alerts/golden-cross")
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async def get_golden_cross_alerts():
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"""Get alerts for golden cross (50-day SMA crosses above 200-day SMA)"""
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return {
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"alert_type": "golden_cross",
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"description": "50-day SMA crosses above 200-day SMA (bullish signal)",
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"current_status": "monitoring",
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"last_occurrence": "2024-11-10",
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"signal_strength": "strong",
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"recommended_action": "Consider long positions",
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}
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@router.get("/alerts/death-cross")
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async def get_death_cross_alerts():
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"""Get alerts for death cross (50-day SMA crosses below 200-day SMA)"""
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return {
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"alert_type": "death_cross",
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"description": "50-day SMA crosses below 200-day SMA (bearish signal)",
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"current_status": "monitoring",
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"last_occurrence": None,
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"signal_strength": None,
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"recommended_action": "Monitor for potential bearish reversal",
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}
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@router.get("/alerts/divergence")
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async def get_divergence_alerts():
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"""Get alerts for price/indicator divergences"""
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return {
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"divergence_alerts": [
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{
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"type": "bullish_divergence",
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"indicator": "rsi",
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"description": "Price makes lower low but RSI makes higher low",
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"signal": "potential_uptrend_reversal",
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"strength": "medium",
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},
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{
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"type": "bearish_divergence",
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"indicator": "macd",
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"description": "Price makes higher high but MACD makes lower high",
|
|
"signal": "potential_downtrend_reversal",
|
|
"strength": "high",
|
|
},
|
|
]
|
|
}
|
|
|
|
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@router.get("/cheat-sheet")
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async def get_indicator_cheat_sheet():
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|
"""Get quick reference guide for all indicators"""
|
|
return {
|
|
"moving_averages": {
|
|
"ema_crossover": "Golden Cross (50 > 200) = bullish, Death Cross = bearish",
|
|
"price_cross_ma": "Price above MA = uptrend, Below = downtrend",
|
|
"ma_bounce": "Price bounces off MA = trend continuation",
|
|
},
|
|
"oscillators": {
|
|
"rsi_above_70": "Overbought - look for reversals",
|
|
"rsi_below_30": "Oversold - look for bounces",
|
|
"rsi_divergence": "Price higher but RSI lower = bearish signal",
|
|
"macd_cross": "MACD above signal line = bullish",
|
|
},
|
|
"volatility": {
|
|
"bb_squeeze": "Low volatility - breakout coming soon",
|
|
"bb_expansion": "High volatility - expect big moves",
|
|
"atr_low": "Low volatility period",
|
|
"atr_high": "High volatility period",
|
|
},
|
|
"support_resistance": {
|
|
"pivot_s1": "First support level",
|
|
"pivot_r1": "First resistance level",
|
|
"fibonacci_618": "Most important retracement level",
|
|
},
|
|
}
|