Spaces:
Running
Running
Update utils/forex_signals.py
Browse files- utils/forex_signals.py +68 -50
utils/forex_signals.py
CHANGED
@@ -1,63 +1,81 @@
|
|
1 |
import requests
|
2 |
-
import
|
3 |
-
|
4 |
|
5 |
API_KEY = "89SEdLScHxHk6j8J9OoH4sLFS3Mri4oW"
|
6 |
-
BASE_URL = "https://financialmodelingprep.com/api/v3/forex"
|
7 |
|
8 |
-
|
9 |
-
"""
|
|
|
|
|
|
|
|
|
|
|
|
|
10 |
try:
|
11 |
-
|
|
|
|
|
12 |
response = requests.get(url)
|
|
|
|
|
|
|
13 |
|
14 |
-
if
|
15 |
-
|
16 |
-
if not data or "historical" not in data:
|
17 |
-
return None # No data available for this pair
|
18 |
-
return data["historical"]
|
19 |
else:
|
20 |
-
print(f"
|
21 |
return None
|
22 |
except Exception as e:
|
23 |
-
print(f"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24 |
return None
|
25 |
|
26 |
-
|
27 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28 |
signals = []
|
29 |
-
|
30 |
-
|
31 |
-
|
32 |
-
|
33 |
-
|
34 |
-
|
35 |
-
continue
|
36 |
-
|
37 |
-
|
38 |
-
|
39 |
-
|
40 |
-
|
41 |
-
|
42 |
-
|
43 |
-
|
44 |
-
|
45 |
-
"
|
46 |
-
|
47 |
-
|
48 |
-
"signal_strength": signal_strength,
|
49 |
-
})
|
50 |
-
|
51 |
-
# Sort signals by ROI (descending) to recommend the best signal
|
52 |
-
signals.sort(key=lambda x: x["roi"], reverse=True)
|
53 |
-
|
54 |
-
if signals:
|
55 |
-
return {
|
56 |
-
"best_signal": signals[0],
|
57 |
-
"all_signals": signals,
|
58 |
-
}
|
59 |
-
else:
|
60 |
-
return {
|
61 |
-
"best_signal": None,
|
62 |
-
"all_signals": [],
|
63 |
-
}
|
|
|
1 |
import requests
|
2 |
+
import pandas as pd
|
3 |
+
import numpy as np
|
4 |
|
5 |
API_KEY = "89SEdLScHxHk6j8J9OoH4sLFS3Mri4oW"
|
|
|
6 |
|
7 |
+
CURRENCY_PAIRS = [
|
8 |
+
"EUR/USD", "GBP/USD", "USD/JPY", "AUD/USD",
|
9 |
+
"CAD/JPY", "NZD/USD", "CHF/JPY", "AUD/JPY",
|
10 |
+
"GBP/CHF", "EUR/GBP"
|
11 |
+
]
|
12 |
+
|
13 |
+
|
14 |
+
def fetch_forex_data(currency_pair):
|
15 |
try:
|
16 |
+
# Convert the pair into the format required by the API (EURUSD, GBPUSD, etc.)
|
17 |
+
formatted_pair = currency_pair.replace("/", "")
|
18 |
+
url = f"https://financialmodelingprep.com/api/v3/forex/{formatted_pair}?apikey={API_KEY}"
|
19 |
response = requests.get(url)
|
20 |
+
response.raise_for_status()
|
21 |
+
|
22 |
+
data = response.json()
|
23 |
|
24 |
+
if "historical" in data and len(data["historical"]) > 0:
|
25 |
+
return pd.DataFrame(data["historical"])
|
|
|
|
|
|
|
26 |
else:
|
27 |
+
print(f"No data available for {currency_pair}.")
|
28 |
return None
|
29 |
except Exception as e:
|
30 |
+
print(f"Error fetching data for {currency_pair}: {e}")
|
31 |
+
return None
|
32 |
+
|
33 |
+
|
34 |
+
def calculate_indicators(df):
|
35 |
+
if df is None or df.empty:
|
36 |
+
return None
|
37 |
+
|
38 |
+
try:
|
39 |
+
df["SMA_50"] = df["close"].rolling(window=50).mean()
|
40 |
+
df["SMA_200"] = df["close"].rolling(window=200).mean()
|
41 |
+
df["RSI"] = compute_rsi(df["close"])
|
42 |
+
return df
|
43 |
+
except Exception as e:
|
44 |
+
print(f"Error calculating indicators: {e}")
|
45 |
return None
|
46 |
|
47 |
+
|
48 |
+
def compute_rsi(series, period=14):
|
49 |
+
delta = series.diff(1)
|
50 |
+
gain = delta.where(delta > 0, 0)
|
51 |
+
loss = -delta.where(delta < 0, 0)
|
52 |
+
|
53 |
+
avg_gain = gain.rolling(window=period).mean()
|
54 |
+
avg_loss = loss.rolling(window=period).mean()
|
55 |
+
|
56 |
+
rs = avg_gain / avg_loss
|
57 |
+
rsi = 100 - (100 / (1 + rs))
|
58 |
+
return rsi
|
59 |
+
|
60 |
+
|
61 |
+
def generate_forex_signals():
|
62 |
signals = []
|
63 |
+
|
64 |
+
for pair in CURRENCY_PAIRS:
|
65 |
+
print(f"Processing currency pair: {pair}")
|
66 |
+
|
67 |
+
df = fetch_forex_data(pair)
|
68 |
+
if df is None:
|
69 |
+
continue
|
70 |
+
|
71 |
+
df = calculate_indicators(df)
|
72 |
+
if df is None or df.empty:
|
73 |
+
continue
|
74 |
+
|
75 |
+
# Check for crossover signals
|
76 |
+
if df["SMA_50"].iloc[-1] > df["SMA_200"].iloc[-1] and df["RSI"].iloc[-1] < 70:
|
77 |
+
signals.append({"pair": pair, "signal": "Buy"})
|
78 |
+
elif df["SMA_50"].iloc[-1] < df["SMA_200"].iloc[-1] and df["RSI"].iloc[-1] > 30:
|
79 |
+
signals.append({"pair": pair, "signal": "Sell"})
|
80 |
+
|
81 |
+
return signals
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|