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build 051: switch HTF analysis to canonical candles

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This commit is contained in:
Sergey
2026-07-16 08:24:53 +03:00
parent c8d33f8baa
commit 0b2187dac4
3 changed files with 1180 additions and 13 deletions
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37
app/src/trading/market_analysis/htf.py
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@@ -2,6 +2,8 @@
from __future__ import annotations
from math import isfinite
from src.core.numbers import safe_float
from src.core.types import JsonDict
from src.integrations.exchange.service import ExchangeService
@@ -52,7 +54,7 @@ def htf_volatility_context(
}
try:
batch = ExchangeService().get_klines(
candles = ExchangeService().get_candles(
symbol=symbol,
interval=service._htf_interval,
limit=service._htf_limit,
@@ -67,10 +69,7 @@ def htf_volatility_context(
"htf_reason": f"HTF_KLINES_ERROR: {exc}",
}
candles = batch.candles
closes = [item.close_price for item in candles]
if len(candles) < service._min_candles or not closes:
if len(candles) < service._min_candles:
return {
"htf_interval": service._htf_interval,
"htf_atr_percent": None,
@@ -80,10 +79,15 @@ def htf_volatility_context(
"htf_reason": "HTF_NOT_ENOUGH_CANDLES",
}
close_price = safe_float(closes[-1])
close_price = safe_float(candles[-1].close_price)
atr_value = atr(candles, service._atr_period)
if close_price is None or close_price <= 0 or atr_value is None:
if (
close_price is None
or not isfinite(close_price)
or close_price <= 0
or atr_value is None
):
return {
"htf_interval": service._htf_interval,
"htf_atr_percent": None,
@@ -150,7 +154,7 @@ def htf_trend_context(
}
try:
batch = ExchangeService().get_klines(
candles = ExchangeService().get_candles(
symbol=symbol,
interval=service._htf_interval,
limit=service._htf_limit,
@@ -158,12 +162,19 @@ def htf_trend_context(
except Exception as exc:
return _htf_unknown_context(f"HTF_KLINES_ERROR: {exc}")
candles = batch.candles
closes = [item.close_price for item in candles]
if len(candles) < service._min_candles:
return _htf_unknown_context("HTF_NOT_ENOUGH_CANDLES")
closes: list[float] = []
for candle in candles:
close_value = safe_float(candle.close_price)
if close_value is None or not isfinite(close_value):
return _htf_unknown_context("HTF_INDICATORS_UNAVAILABLE")
closes.append(close_value)
close_price = closes[-1] if closes else None
ema_fast = ema(closes, service._fast_ema_period)
ema_slow = ema(closes, service._slow_ema_period)
@@ -369,7 +380,7 @@ def safe_volatility_state(value: object) -> VolatilityState | None:
return VolatilityState(str(value))
except Exception:
return None
def _htf_unknown_context(reason: str) -> JsonDict:
return {
@@ -484,4 +495,4 @@ def _htf_confirmation_score(
if trend_efficiency is not None:
score += (trend_efficiency - 0.3) * 0.15
return max(0.0, min(1.0, score))
return max(0.0, min(1.0, score))