o @h'@srdZddlmZmZmZddlZeeZGdddZ e Z deededefd d Z deedefd d Z dS) z Position Bias Analyzer - Enrichit les signaux avec le contexte des positions ouvertes Utilise les positions actuelles pour confirmer ou ajuster les signaux de trading )DictListTupleNc@seZdZdZddZdeededefddZdeedefd d Zd ed edefd dZ deedefddZ d ede fddZ dS)PositionBiasAnalyzerzK Analyse le biais des positions ouvertes pour enrichir les signaux cCs d|_dS)N)min_positions_for_analysis)selfr A/var/www/html/HyperOracle/crypto_trader/position_bias_analyzer.py__init__s zPositionBiasAnalyzer.__init__ positions new_signalreturncCs0|r t||jkr |S||}|||}|S)u8 Analyse le biais des positions et ajuste le signal en conséquence Args: positions: Liste des positions ouvertes new_signal: Signal à analyser et potentiellement ajuster Returns: Signal ajusté avec contexte de position )lenr_calculate_bias_metrics_adjust_signal_with_bias)rr r bias_metricsadjusted_signalr r r analyze_position_biass    z*PositionBiasAnalyzer.analyze_position_biasc Csdd|D}dd|D}t|}t|}t|}|dkr)tdd|D|nd}|dkr:tdd|D|nd}tdd|D|} ||} t| d krTd } n ||kr[d } nd } td t| d } | d krl|n|} t|||}|||| | ||| | ||dk| dkd S)u,Calcule les métriques de biais du portfoliocSg|] }|ddkr|qS)sideLONGr .0pr r r -z@PositionBiasAnalyzer._calculate_bias_metrics..cSr)rSHORTr rr r r r.rrcs|]}|dVqdS pnl_percentNr rr r r 5z?PositionBiasAnalyzer._calculate_bias_metrics..csrrr rr r r r!6r"csrrr rr r r r!7r"?NEUTRALrrg$@g?) total_positions long_count short_countdirectional_bias bias_strength long_pnl_avg short_pnl_avg total_pnl_avgdominant_side_performanceconcentration_ratiois_concentrated is_profitable)rsumabsminmax)rr long_positionsshort_positions total_countr&r'long_pnl short_pnl total_pnlperformance_differentialr(r)r-max_side_ratior r r r*s<"" z,PositionBiasAnalyzer._calculate_bias_metricssignalrc Cs|}|dd}g}|dd}|dkrdn|dkrdnd }|d kr&|S||d kr[|d d kr[d |dd}td|||d<|d|d d|d dd|dddn||d kr|d dkrd|dd}td|||d<|d|d d|d dd|dddn||d kr|d dkrd|dd} td|| |d<|d|d d|d dd| dddn|d r||d krt|d d!krd} td|| |d<|d"|d d#| dddnb|d$d%kr ||d kr d } td|| |d<|d&|d$dd'| dddn6||d krV|d d(krVd|dd} td|| |d<|d)|d d*|d dd| ddd|rn|d+d,} d-|} | d.| d/|d+<|S)0u.Ajuste le signal selon les métriques de biais confidenceg? signal_typeHOLDBUYrSELLrr$r(r-g@g?r)g333333?r#zSTRONG_MOMENTUM: z bias very profitable (+.1fz%) +d.0f%g?zPROFITABLE_TREND: z bias profitable (gg?zLOSING_TREND_STOP: z bias losing (z%) -r/g@zDIVERSIFICATION: High z3 concentration but neutral performance, diversify +r,gz'CAPITULATION_SIGNAL: Portfolio losing (z%), potential reversal +g@z'COUNTER_TREND_RISK: Against profitable z ( reasoningz | z [POSITION_BIAS: ])copygetr3appendr4r2join)rr=rroriginal_confidencereasoning_additionsr? signal_sideboost reductiondiversification_boostcapitulation_boostexisting_reasoningbias_reasoningr r r r]s                z-PositionBiasAnalyzer._adjust_signal_with_biasc Csx|sddiS||}|d|dd|dd|d|d d d d |d dd |dd d d ||dS)u+Résumé du portfolio pour logging et debugstatusemptyr%r&zL/r'Sr(r)rDrErFr,rCr.)r%directional_splitbiasr) performance concentration risk_level)r_assess_risk_level)rr rr r r get_portfolio_summarys z*PositionBiasAnalyzer.get_portfolio_summarycCs<|dr |ddkr dS|drdSt|ddkrdSdS) u(Évalue le niveau de risque du portfolior/r-HIGHMEDIUMr, LOW)r2)rrr r r r_sz'PositionBiasAnalyzer._assess_risk_levelN) __name__ __module__ __qualname____doc__r rrrrrr`strr_r r r r r s3Xrr r=rcCs t||S)z?Fonction helper pour analyser un signal avec contexte positions)position_bias_analyzerr)r r=r r r analyze_signal_with_positionss rlcCs t|S)z2Fonction helper pour obtenir le contexte portfolio)rkr`)r r r r get_portfolio_contexts rm) ritypingrrrlogging getLoggerrfloggerrrkrlrmr r r r s G