Add Bitcoin Trading Signal System with MACD and News Sentiment Analysis
- Implement comprehensive Bitcoin trading signal system - Add MACD (Moving Average Convergence Divergence) indicator - Integrate news sentiment analysis from CryptoCompare - Combine technical analysis with market sentiment - Generate trading recommendations (Strong Buy, Buy, Hold, Sell, Strong Sell) Features: - Real-time Bitcoin price data from Binance and CoinGecko APIs - Historical data analysis with MACD indicator - News sentiment analysis with keyword-based scoring - Weighted signal combination (60% MACD, 40% Sentiment) - Confidence scoring for each recommendation - Detailed reasoning for trading signals - CLI interface with verbose and quick modes Components: - data_fetcher.py: Bitcoin price and market data retrieval - macd_indicator.py: MACD calculation and signal generation - news_sentiment.py: News analysis and sentiment scoring - signal_generator.py: Combined signal generation - bitcoin_trader.py: Main CLI application Usage: python bitcoin_trading/bitcoin_trader.py [--verbose] [--days N] [--quick] Documentation in bitcoin_trading/README.md
This commit is contained in:
Claude
@@ -0,0 +1,295 @@
|
||||
"""
|
||||
Trading Signal Generator
|
||||
Kombiniert MACD-Indikatoren und News-Sentiment für Trading-Empfehlungen
|
||||
"""
|
||||
|
||||
from typing import Dict, Tuple
|
||||
from enum import Enum
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime
|
||||
|
||||
from macd_indicator import MACDIndicator, MACDSignal
|
||||
from news_sentiment import NewsSentimentAnalyzer, SentimentScore
|
||||
|
||||
|
||||
class TradingAction(Enum):
|
||||
"""Trading-Empfehlungs-Typen"""
|
||||
STRONG_BUY = "🟢 STARKER KAUF"
|
||||
BUY = "🟢 KAUF"
|
||||
HOLD = "🟡 HALTEN"
|
||||
SELL = "🔴 VERKAUF"
|
||||
STRONG_SELL = "🔴 STARKER VERKAUF"
|
||||
|
||||
|
||||
@dataclass
|
||||
class TradingSignal:
|
||||
"""Datenklasse für Trading-Signale"""
|
||||
action: TradingAction
|
||||
confidence: int # 0-100
|
||||
price: float
|
||||
timestamp: datetime
|
||||
macd_signal: MACDSignal
|
||||
sentiment: SentimentScore
|
||||
reasons: list
|
||||
technical_details: dict
|
||||
sentiment_details: dict
|
||||
|
||||
def __str__(self):
|
||||
return f"""
|
||||
╔══════════════════════════════════════════════════════════════════╗
|
||||
║ BITCOIN TRADING SIGNAL - {self.timestamp.strftime('%Y-%m-%d %H:%M')} ║
|
||||
╚══════════════════════════════════════════════════════════════════╝
|
||||
|
||||
📊 EMPFEHLUNG: {self.action.value}
|
||||
💯 KONFIDENZ: {self.confidence}%
|
||||
💰 AKTUELLER PREIS: ${self.price:,.2f}
|
||||
|
||||
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
|
||||
📈 TECHNISCHE ANALYSE (MACD)
|
||||
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
|
||||
|
||||
Signal: {self.macd_signal.value}
|
||||
MACD: {self.technical_details.get('macd', 0):.2f}
|
||||
Signal Line: {self.technical_details.get('signal', 0):.2f}
|
||||
Histogram: {self.technical_details.get('histogram', 0):.2f}
|
||||
Preis-Änderung (10 Tage): {self.technical_details.get('price_change_10d', 0):.2f}%
|
||||
|
||||
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
|
||||
📰 SENTIMENT-ANALYSE
|
||||
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
|
||||
|
||||
Markt-Sentiment: {self.sentiment.value}
|
||||
Sentiment-Score: {self.sentiment_details.get('average_sentiment', 0):.3f}
|
||||
Analysierte Artikel: {self.sentiment_details.get('articles_analyzed', 0)}
|
||||
├─ Positiv: {self.sentiment_details.get('positive_articles', 0)}
|
||||
├─ Neutral: {self.sentiment_details.get('neutral_articles', 0)}
|
||||
└─ Negativ: {self.sentiment_details.get('negative_articles', 0)}
|
||||
|
||||
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
|
||||
📋 BEGRÜNDUNG
|
||||
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
|
||||
"""
|
||||
|
||||
def format_reasons(self):
|
||||
"""Formatiert die Gründe"""
|
||||
output = ""
|
||||
for i, reason in enumerate(self.reasons, 1):
|
||||
output += f" {i}. {reason}\n"
|
||||
return output
|
||||
|
||||
|
||||
class SignalGenerator:
|
||||
"""
|
||||
Generiert Trading-Signale durch Kombination von MACD und Sentiment
|
||||
"""
|
||||
|
||||
def __init__(self, newsapi_key: str = None):
|
||||
"""
|
||||
Args:
|
||||
newsapi_key: Optional NewsAPI-Schlüssel für erweiterte News
|
||||
"""
|
||||
self.macd_indicator = MACDIndicator()
|
||||
self.sentiment_analyzer = NewsSentimentAnalyzer(api_key=newsapi_key)
|
||||
|
||||
# Gewichtungen für Signal-Berechnung
|
||||
self.macd_weight = 0.6 # 60% Gewichtung für technische Analyse
|
||||
self.sentiment_weight = 0.4 # 40% Gewichtung für Sentiment
|
||||
|
||||
def calculate_combined_score(self, macd_signal: MACDSignal,
|
||||
sentiment: SentimentScore,
|
||||
macd_confidence: int,
|
||||
sentiment_confidence: int) -> Tuple[float, int]:
|
||||
"""
|
||||
Berechnet kombinierten Score aus MACD und Sentiment
|
||||
|
||||
Returns:
|
||||
Tuple aus (Score -1 bis +1, Gesamt-Konfidenz)
|
||||
"""
|
||||
# Konvertiere Signale zu Scores (-1 bis +1)
|
||||
macd_score_map = {
|
||||
MACDSignal.STRONG_BUY: 1.0,
|
||||
MACDSignal.BUY: 0.5,
|
||||
MACDSignal.NEUTRAL: 0.0,
|
||||
MACDSignal.SELL: -0.5,
|
||||
MACDSignal.STRONG_SELL: -1.0
|
||||
}
|
||||
|
||||
sentiment_score_map = {
|
||||
SentimentScore.VERY_POSITIVE: 1.0,
|
||||
SentimentScore.POSITIVE: 0.5,
|
||||
SentimentScore.NEUTRAL: 0.0,
|
||||
SentimentScore.NEGATIVE: -0.5,
|
||||
SentimentScore.VERY_NEGATIVE: -1.0
|
||||
}
|
||||
|
||||
macd_score = macd_score_map.get(macd_signal, 0)
|
||||
sentiment_score = sentiment_score_map.get(sentiment, 0)
|
||||
|
||||
# Gewichteter kombinierter Score
|
||||
combined_score = (macd_score * self.macd_weight +
|
||||
sentiment_score * self.sentiment_weight)
|
||||
|
||||
# Gewichtete kombinierte Konfidenz
|
||||
combined_confidence = int(
|
||||
macd_confidence * self.macd_weight +
|
||||
sentiment_confidence * self.sentiment_weight
|
||||
)
|
||||
|
||||
# Bonus für übereinstimmende Signale
|
||||
if (macd_score > 0 and sentiment_score > 0) or \
|
||||
(macd_score < 0 and sentiment_score < 0):
|
||||
combined_confidence = min(100, combined_confidence + 10)
|
||||
|
||||
return combined_score, combined_confidence
|
||||
|
||||
def generate_signal(self, price_df, current_price: float) -> TradingSignal:
|
||||
"""
|
||||
Generiert Trading-Signal
|
||||
|
||||
Args:
|
||||
price_df: DataFrame mit historischen Preisen
|
||||
current_price: Aktueller Bitcoin-Preis
|
||||
|
||||
Returns:
|
||||
TradingSignal mit Empfehlung
|
||||
"""
|
||||
# Hole MACD-Signal
|
||||
macd_signal, macd_details = self.macd_indicator.get_signal(price_df)
|
||||
|
||||
# Hole Sentiment
|
||||
sentiment, sentiment_details = self.sentiment_analyzer.analyze_news_sentiment(
|
||||
days=1, limit=30
|
||||
)
|
||||
|
||||
# Berechne kombinierten Score
|
||||
combined_score, confidence = self.calculate_combined_score(
|
||||
macd_signal,
|
||||
sentiment,
|
||||
macd_details['confidence'],
|
||||
sentiment_details['confidence']
|
||||
)
|
||||
|
||||
# Bestimme Trading-Action
|
||||
if combined_score >= 0.6:
|
||||
action = TradingAction.STRONG_BUY
|
||||
elif combined_score >= 0.2:
|
||||
action = TradingAction.BUY
|
||||
elif combined_score <= -0.6:
|
||||
action = TradingAction.STRONG_SELL
|
||||
elif combined_score <= -0.2:
|
||||
action = TradingAction.SELL
|
||||
else:
|
||||
action = TradingAction.HOLD
|
||||
|
||||
# Sammle Gründe
|
||||
reasons = []
|
||||
|
||||
# MACD-Gründe
|
||||
reasons.append(f"MACD-Signal: {macd_signal.value} (Konfidenz: {macd_details['confidence']}%)")
|
||||
reasons.extend(macd_details.get('reasons', []))
|
||||
|
||||
# Sentiment-Gründe
|
||||
reasons.append(
|
||||
f"Markt-Sentiment: {sentiment.value} "
|
||||
f"(Konfidenz: {sentiment_details['confidence']}%, "
|
||||
f"Score: {sentiment_details['average_sentiment']:.3f})"
|
||||
)
|
||||
|
||||
# Zusätzliche Hinweise
|
||||
if macd_signal in [MACDSignal.STRONG_BUY, MACDSignal.BUY] and \
|
||||
sentiment in [SentimentScore.VERY_POSITIVE, SentimentScore.POSITIVE]:
|
||||
reasons.append("✅ MACD und Sentiment stimmen überein → Starkes Signal")
|
||||
elif macd_signal in [MACDSignal.STRONG_SELL, MACDSignal.SELL] and \
|
||||
sentiment in [SentimentScore.VERY_NEGATIVE, SentimentScore.NEGATIVE]:
|
||||
reasons.append("✅ MACD und Sentiment stimmen überein → Starkes Signal")
|
||||
elif (macd_signal in [MACDSignal.STRONG_BUY, MACDSignal.BUY] and
|
||||
sentiment in [SentimentScore.NEGATIVE, SentimentScore.VERY_NEGATIVE]) or \
|
||||
(macd_signal in [MACDSignal.STRONG_SELL, MACDSignal.SELL] and
|
||||
sentiment in [SentimentScore.POSITIVE, SentimentScore.VERY_POSITIVE]):
|
||||
reasons.append("⚠️ MACD und Sentiment widersprechen sich → Vorsicht geboten")
|
||||
confidence = max(30, confidence - 20) # Reduziere Konfidenz
|
||||
|
||||
# Erstelle Trading-Signal
|
||||
signal = TradingSignal(
|
||||
action=action,
|
||||
confidence=confidence,
|
||||
price=current_price,
|
||||
timestamp=datetime.now(),
|
||||
macd_signal=macd_signal,
|
||||
sentiment=sentiment,
|
||||
reasons=reasons,
|
||||
technical_details=macd_details,
|
||||
sentiment_details=sentiment_details
|
||||
)
|
||||
|
||||
return signal
|
||||
|
||||
def get_recommendation_text(self, signal: TradingSignal) -> str:
|
||||
"""
|
||||
Generiert Empfehlungstext
|
||||
|
||||
Args:
|
||||
signal: Trading-Signal
|
||||
|
||||
Returns:
|
||||
Formatierter Empfehlungstext
|
||||
"""
|
||||
recommendation = str(signal)
|
||||
recommendation += signal.format_reasons()
|
||||
|
||||
# Füge Handlungsempfehlung hinzu
|
||||
recommendation += "\n━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━\n"
|
||||
recommendation += "💡 HANDLUNGSEMPFEHLUNG\n"
|
||||
recommendation += "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━\n\n"
|
||||
|
||||
if signal.action == TradingAction.STRONG_BUY:
|
||||
recommendation += " 🟢 STARKE KAUFGELEGENHEIT\n"
|
||||
recommendation += " → Erwäge einen Einstieg oder Aufstockung der Position\n"
|
||||
recommendation += " → Setze Stop-Loss ca. 5-7% unter Einstiegspreis\n"
|
||||
elif signal.action == TradingAction.BUY:
|
||||
recommendation += " 🟢 KAUFGELEGENHEIT\n"
|
||||
recommendation += " → Erwäge einen Einstieg mit kleiner Position\n"
|
||||
recommendation += " → Warte ggf. auf Bestätigung durch weitere Signale\n"
|
||||
elif signal.action == TradingAction.HOLD:
|
||||
recommendation += " 🟡 ABWARTEN\n"
|
||||
recommendation += " → Keine klare Richtung erkennbar\n"
|
||||
recommendation += " → Behalte den Markt im Auge für klarere Signale\n"
|
||||
elif signal.action == TradingAction.SELL:
|
||||
recommendation += " 🔴 VERKAUFSSIGNAL\n"
|
||||
recommendation += " → Erwäge Teilverkauf oder Gewinnmitnahme\n"
|
||||
recommendation += " → Ziehe Stop-Loss nach, um Gewinne zu sichern\n"
|
||||
elif signal.action == TradingAction.STRONG_SELL:
|
||||
recommendation += " 🔴 STARKES VERKAUFSSIGNAL\n"
|
||||
recommendation += " → Erwäge Ausstieg aus Position\n"
|
||||
recommendation += " → Sichere Gewinne oder begrenze Verluste\n"
|
||||
|
||||
recommendation += f"\n ⚠️ Risiko-Hinweis: Diese Analyse hat eine Konfidenz von {signal.confidence}%\n"
|
||||
recommendation += " ⚠️ Keine Anlageberatung - Trading auf eigenes Risiko!\n"
|
||||
|
||||
recommendation += "\n╚══════════════════════════════════════════════════════════════════╝\n"
|
||||
|
||||
return recommendation
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
# Test
|
||||
from data_fetcher import BitcoinDataFetcher
|
||||
|
||||
print("=== Bitcoin Trading Signal Generator ===\n")
|
||||
print("Lade Daten...\n")
|
||||
|
||||
# Hole Preisdaten
|
||||
fetcher = BitcoinDataFetcher()
|
||||
price_df = fetcher.get_historical_data(days=30)
|
||||
current_price = fetcher.get_current_price()
|
||||
|
||||
if price_df.empty or not current_price:
|
||||
print("Fehler beim Laden der Daten!")
|
||||
else:
|
||||
# Generiere Signal
|
||||
generator = SignalGenerator()
|
||||
signal = generator.generate_signal(price_df, current_price)
|
||||
|
||||
# Zeige Empfehlung
|
||||
recommendation = generator.get_recommendation_text(signal)
|
||||
print(recommendation)
|
||||
Reference in New Issue
Block a user