Stefan
153 lines
4.8 KiB
Python
153 lines
4.8 KiB
Python
"""
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ranker.py — Asset ranker
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Combineert: technische analyse score + sentiment score
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Geeft top 6 tradeable assets terug uit het universe
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"""
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import asyncio
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import logging
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from dataclasses import dataclass
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from exchange import fetch_ohlcv, fetch_tickers, TRADING_UNIVERSE
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from analysis import calculate_indicators, score_asset, AssetScore
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from sentiment import fetch_all_sentiments, SentimentResult
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logger = logging.getLogger(__name__)
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# Gewichten voor gecombineerde score
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TA_WEIGHT = 0.70 # Technische analyse weegt zwaarder
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SENTIMENT_WEIGHT = 0.30 # Sentiment is bevestigend, niet leidend
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@dataclass
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class RankedAsset:
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symbol: str
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rank: int
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combined_score: float # 0-100
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ta_score: float # 0-100 (AssetScore.opportunity_score)
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sentiment_score: float # -1.0 tot +1.0
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sentiment_label: str
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sentiment_news: int
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rsi: float
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rsi_signal: str
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ema_signal: str
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vwap_signal: str
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trend_strength: str
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atr_pct: float
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volume_score: float
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price: float
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change_24h: float
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volume_24h: float
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tradeable: bool
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reason: str # Mensleesbare reden voor ranking
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async def rank_assets(top_n: int = 6) -> list[RankedAsset]:
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"""
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Rangschik alle assets in het universe op combined score.
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Geeft top_n tradeable assets terug.
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"""
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logger.info(f"Start ranking van {len(TRADING_UNIVERSE)} assets")
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# 1. Ticker data ophalen (prijs, volume, 24h change)
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tickers = fetch_tickers(TRADING_UNIVERSE)
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# 2. OHLCV + TA berekeningen — sequentieel om rate limits te respecteren
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ta_scores: dict[str, AssetScore] = {}
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for symbol in TRADING_UNIVERSE:
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try:
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df = fetch_ohlcv(symbol, timeframe="5m", limit=100)
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indicators = calculate_indicators(df)
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ta_scores[symbol] = score_asset(symbol, indicators)
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except Exception as e:
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logger.warning(f"TA berekening mislukt voor {symbol}: {e}")
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# 3. Sentiment — parallel ophalen
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coin_codes = [s.split("/")[0] for s in TRADING_UNIVERSE]
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sentiments = await fetch_all_sentiments(coin_codes)
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# 4. Combineer scores
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ranked = []
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for symbol in TRADING_UNIVERSE:
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ta = ta_scores.get(symbol)
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coin_code = symbol.split("/")[0]
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sent: SentimentResult = sentiments.get(coin_code)
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ticker = tickers.get(symbol, {})
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if not ta or not sent:
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continue
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# Sentiment score omzetten naar 0-100 schaal
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sent_normalized = (sent.score + 1) * 50 # -1→0, 0→50, +1→100
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combined = (
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ta.opportunity_score * TA_WEIGHT +
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sent_normalized * SENTIMENT_WEIGHT
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)
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# Reden genereren
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reason = _build_reason(ta, sent)
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ranked.append(RankedAsset(
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symbol=symbol,
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rank=0, # Wordt hieronder ingevuld
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combined_score=round(combined, 1),
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ta_score=ta.opportunity_score,
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sentiment_score=sent.score,
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sentiment_label=sent.label,
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sentiment_news=sent.news_count,
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rsi=ta.rsi,
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rsi_signal=ta.rsi_signal,
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ema_signal=ta.ema_signal,
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vwap_signal=ta.vwap_signal,
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trend_strength=ta.trend_strength,
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atr_pct=ta.atr_pct,
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volume_score=ta.volume_score,
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price=ticker.get("price", 0),
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change_24h=ticker.get("change_24h", 0),
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volume_24h=ticker.get("volume_24h", 0),
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tradeable=ta.tradeable and sent.score >= 0,
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reason=reason,
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))
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# Sorteer op combined score
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ranked.sort(key=lambda x: x.combined_score, reverse=True)
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# Ken rang toe
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for i, asset in enumerate(ranked):
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asset.rank = i + 1
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# Geef top_n terug
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logger.info(f"Ranking klaar. Top asset: {ranked[0].symbol if ranked else 'geen'}")
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return ranked[:top_n]
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def _build_reason(ta: AssetScore, sent: SentimentResult) -> str:
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"""Genereer een mensleesbare reden voor de ranking."""
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parts = []
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if ta.rsi_signal == "koopzone":
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parts.append("RSI in koopzone")
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elif ta.rsi_signal == "oversold":
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parts.append("RSI oversold")
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if ta.ema_signal == "bullish":
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parts.append("EMA bullish")
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if ta.vwap_signal == "onder_vwap":
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parts.append("prijs onder VWAP")
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if ta.bb_position < 0.3:
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parts.append("dicht bij BB lower band")
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if sent.score > 0.2:
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parts.append(f"sterk positief nieuws ({sent.news_count} items)")
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elif sent.score > 0:
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parts.append("neutraal-positief nieuws")
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elif sent.score < -0.1:
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parts.append("negatief sentiment")
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if not parts:
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return "Geen duidelijk signaal"
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return " · ".join(parts)
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