tradusai/analysis/indicators.py

"""
Technical indicator calculation engine
"""
import logging
import pandas as pd
import numpy as np
from ta import trend, momentum, volatility, volume

from .config import config


logger = logging.getLogger(__name__)


class TechnicalIndicators:
    """Calculate technical indicators for market analysis"""

    @staticmethod
    def add_all_indicators(df: pd.DataFrame) -> pd.DataFrame:
        """
        Add all technical indicators to DataFrame

        Args:
            df: DataFrame with OHLCV data

        Returns:
            DataFrame with all indicators added
        """
        # Minimum data needed for indicators is ~60 candles
        # (based on EMA_SLOW=50 + some buffer)
        MIN_CANDLES = 60
        if df.empty or len(df) < MIN_CANDLES:
            logger.warning(f"Insufficient data for indicators: {len(df)} candles (min: {MIN_CANDLES})")
            return df

        df = df.copy()

        # Trend indicators
        df = TechnicalIndicators.add_trend_indicators(df)

        # Momentum indicators
        df = TechnicalIndicators.add_momentum_indicators(df)

        # Volatility indicators
        df = TechnicalIndicators.add_volatility_indicators(df)

        # Volume indicators
        df = TechnicalIndicators.add_volume_indicators(df)

        return df

    @staticmethod
    def add_trend_indicators(df: pd.DataFrame) -> pd.DataFrame:
        """Add trend-following indicators"""

        # EMAs
        df[f'ema_{config.EMA_FAST}'] = trend.EMAIndicator(
            df['close'], window=config.EMA_FAST
        ).ema_indicator()
        df[f'ema_{config.EMA_SLOW}'] = trend.EMAIndicator(
            df['close'], window=config.EMA_SLOW
        ).ema_indicator()

        # MACD
        macd = trend.MACD(
            df['close'],
            window_slow=config.MACD_SLOW,
            window_fast=config.MACD_FAST,
            window_sign=config.MACD_SIGNAL
        )
        df['macd'] = macd.macd()
        df['macd_signal'] = macd.macd_signal()
        df['macd_hist'] = macd.macd_diff()

        # ADX (trend strength)
        adx = trend.ADXIndicator(
            df['high'], df['low'], df['close'], window=config.ADX_PERIOD
        )
        df['adx'] = adx.adx()
        df['dmp'] = adx.adx_pos()  # +DI
        df['dmn'] = adx.adx_neg()  # -DI

        return df

    @staticmethod
    def add_momentum_indicators(df: pd.DataFrame) -> pd.DataFrame:
        """Add momentum indicators"""

        # RSI
        df['rsi'] = momentum.RSIIndicator(
            df['close'], window=config.RSI_PERIOD
        ).rsi()

        # Stochastic
        stoch = momentum.StochasticOscillator(
            df['high'],
            df['low'],
            df['close'],
            window=14,
            smooth_window=3
        )
        df['stoch_k'] = stoch.stoch()
        df['stoch_d'] = stoch.stoch_signal()

        # Williams %R
        df['willr'] = momentum.WilliamsRIndicator(
            df['high'], df['low'], df['close'], lbp=14
        ).williams_r()

        return df

    @staticmethod
    def add_volatility_indicators(df: pd.DataFrame) -> pd.DataFrame:
        """Add volatility indicators"""

        # ATR (Average True Range)
        df['atr'] = volatility.AverageTrueRange(
            df['high'], df['low'], df['close'], window=config.ATR_PERIOD
        ).average_true_range()

        # Bollinger Bands
        bbands = volatility.BollingerBands(
            df['close'],
            window=config.BB_PERIOD,
            window_dev=config.BB_STD
        )
        df['bb_upper'] = bbands.bollinger_hband()
        df['bb_middle'] = bbands.bollinger_mavg()
        df['bb_lower'] = bbands.bollinger_lband()
        df['bb_width'] = bbands.bollinger_wband()

        # Historical Volatility (20-period)
        df['hist_vol'] = df['close'].pct_change().rolling(20).std() * np.sqrt(24 * 365) * 100

        return df

    @staticmethod
    def add_volume_indicators(df: pd.DataFrame) -> pd.DataFrame:
        """Add volume-based indicators"""

        # Volume SMA
        df['volume_ma'] = df['volume'].rolling(window=config.VOLUME_MA_PERIOD).mean()

        # Volume ratio
        df['volume_ratio'] = df['volume'] / df['volume_ma']

        # OBV (On-Balance Volume)
        df['obv'] = volume.OnBalanceVolumeIndicator(
            df['close'], df['volume']
        ).on_balance_volume()

        # VWAP (Volume Weighted Average Price) - for intraday
        if 'quote_volume' in df.columns:
            df['vwap'] = (df['quote_volume'].cumsum() / df['volume'].cumsum())

        return df

    @staticmethod
    def calculate_price_changes(df: pd.DataFrame) -> dict:
        """
        Calculate price changes over various periods

        Returns:
            Dict with price change percentages
        """
        if df.empty:
            return {}

        latest_close = df['close'].iloc[-1]

        changes = {}
        for periods, label in [(1, '1candle'), (5, '5candles'), (20, '20candles')]:
            if len(df) > periods:
                old_close = df['close'].iloc[-periods - 1]
                change_pct = ((latest_close - old_close) / old_close) * 100
                changes[label] = round(change_pct, 2)

        return changes

    @staticmethod
    def get_latest_indicators(df: pd.DataFrame) -> dict:
        """
        Extract latest indicator values for analysis

        Returns:
            Dict with latest indicator values
        """
        if df.empty:
            return {}

        latest = df.iloc[-1]

        indicators = {
            # Trend
            'ema_20': round(latest.get(f'ema_{config.EMA_FAST}', 0), 2),
            'ema_50': round(latest.get(f'ema_{config.EMA_SLOW}', 0), 2),
            'macd': round(latest.get('macd', 0), 4),
            'macd_signal': round(latest.get('macd_signal', 0), 4),
            'macd_hist': round(latest.get('macd_hist', 0), 4),
            'adx': round(latest.get('adx', 0), 1),

            # Momentum
            'rsi': round(latest.get('rsi', 0), 1),
            'stoch_k': round(latest.get('stoch_k', 0), 1),
            'willr': round(latest.get('willr', 0), 1),

            # Volatility
            'atr': round(latest.get('atr', 0), 2),
            'bb_upper': round(latest.get('bb_upper', 0), 2),
            'bb_lower': round(latest.get('bb_lower', 0), 2),
            'bb_width': round(latest.get('bb_width', 0), 4),
            'hist_vol': round(latest.get('hist_vol', 0), 2),

            # Volume
            'volume_ratio': round(latest.get('volume_ratio', 0), 2),
            'obv': int(latest.get('obv', 0)),

            # Price
            'close': round(latest['close'], 2),
            'high': round(latest['high'], 2),
            'low': round(latest['low'], 2),
        }

        return indicators