#!/usr/bin/env python3 """ Weekend Pattern Trading Strategy Exploite les patterns récurrents du weekend dans le crypto trading """ from datetime import datetime, timezone from typing import Dict, Tuple class WeekendPatternStrategy: """ Stratégie basée sur les patterns weekend observés : - Vendredi : Bias LONG (accumulation avant weekend) - Samedi/Dimanche : Bias SHORT (volumes faibles, dérive baissière) - Lundi : Bias LONG (retour des institutionnels) """ def __init__(self): self.day_bias = { 0: 'LONG', # Lundi - Retour après weekend 1: 'NEUTRAL', # Mardi 2: 'NEUTRAL', # Mercredi 3: 'NEUTRAL', # Jeudi 4: 'LONG', # Vendredi - Accumulation pré-weekend 5: 'SHORT', # Samedi - Faibles volumes 6: 'SHORT' # Dimanche - Faibles volumes } self.confidence_boost = { 0: 0.15, # +15% confiance le lundi pour LONG 1: 0.00, 2: 0.00, 3: 0.00, 4: 0.10, # +10% confiance le vendredi pour LONG 5: 0.20, # +20% confiance le samedi pour SHORT 6: 0.20 # +20% confiance le dimanche pour SHORT } self.leverage_adjustment = { 0: 1.0, # Leverage normal lundi 1: 1.0, 2: 1.0, 3: 1.0, 4: 0.8, # Réduire leverage vendredi (avant volatilité weekend) 5: 0.6, # Leverage réduit weekend (faibles volumes = risque) 6: 0.6 # Leverage réduit weekend } def get_current_bias(self) -> Tuple[str, float]: """Retourne le bias actuel et le boost de confiance""" now = datetime.now(timezone.utc) weekday = now.weekday() bias = self.day_bias[weekday] boost = self.confidence_boost[weekday] # Ajustements horaires supplémentaires hour = now.hour # Vendredi soir (après 18h UTC) : renforcer SHORT if weekday == 4 and hour >= 18: bias = 'SHORT' boost = 0.15 # Dimanche soir (après 20h UTC) : anticiper LONG du lundi elif weekday == 6 and hour >= 20: bias = 'LONG' boost = 0.10 # Lundi matin (avant 8h UTC) : opportunité LONG forte elif weekday == 0 and hour < 8: boost = 0.25 # Boost maximal return bias, boost def adjust_signal(self, signal: Dict) -> Dict: """ Ajuste un signal de trading selon le pattern weekend Args: signal: Signal original avec 'signal_type', 'confidence', etc. Returns: Signal ajusté avec bias weekend appliqué """ bias, boost = self.get_current_bias() weekday = datetime.now(timezone.utc).weekday() adjusted_signal = signal.copy() original_confidence = signal.get('confidence', 0.5) # Appliquer le bias si aligné avec le signal if bias != 'NEUTRAL': signal_type = signal.get('signal_type', 'HOLD') # Signal aligné avec le bias : booster la confiance if (bias == 'LONG' and signal_type == 'BUY') or \ (bias == 'SHORT' and signal_type == 'SELL'): adjusted_signal['confidence'] = min(1.0, original_confidence + boost) adjusted_signal['reasoning'] = signal.get('reasoning', '') + \ f' [WEEKEND_PATTERN: {bias} bias, +{boost*100:.0f}% confidence]' # Signal opposé au bias : réduire la confiance elif (bias == 'LONG' and signal_type == 'SELL') or \ (bias == 'SHORT' and signal_type == 'BUY'): adjusted_signal['confidence'] = max(0.0, original_confidence - boost/2) adjusted_signal['reasoning'] = signal.get('reasoning', '') + \ f' [WEEKEND_PATTERN: Against {bias} bias, -{boost*50:.0f}% confidence]' # Ajuster le leverage selon le jour if 'leverage' in adjusted_signal: leverage_mult = self.leverage_adjustment[weekday] adjusted_signal['leverage'] = int(adjusted_signal['leverage'] * leverage_mult) if leverage_mult != 1.0: adjusted_signal['reasoning'] += f' [Leverage adjusted x{leverage_mult:.1f} for weekend]' return adjusted_signal def should_close_before_weekend(self, position: Dict) -> bool: """ Détermine si une position devrait être fermée avant le weekend Args: position: Position avec 'pnl_percent', 'side', etc. Returns: True si la position devrait être fermée """ now = datetime.now(timezone.utc) weekday = now.weekday() hour = now.hour # Vendredi après-midi : fermer les positions profitables if weekday == 4 and hour >= 14: pnl = position.get('pnl_percent', 0) # Fermer les LONG profitables avant weekend if position.get('side') == 'LONG' and pnl > 5: return True # Fermer les SHORT perdants (risque de pump vendredi soir) if position.get('side') == 'SHORT' and pnl < -3: return True # Dimanche soir : fermer les SHORT profitables if weekday == 6 and hour >= 20: pnl = position.get('pnl_percent', 0) if position.get('side') == 'SHORT' and pnl > 3: return True return False def get_strategy_status(self) -> Dict: """Retourne le statut actuel de la stratégie""" bias, boost = self.get_current_bias() weekday = datetime.now(timezone.utc).weekday() day_names = ['Monday', 'Tuesday', 'Wednesday', 'Thursday', 'Friday', 'Saturday', 'Sunday'] return { 'current_day': day_names[weekday], 'current_bias': bias, 'confidence_boost': f'+{boost*100:.0f}%', 'leverage_multiplier': self.leverage_adjustment[weekday], 'strategy': 'WEEKEND_PATTERN', 'description': self._get_day_description(weekday) } def _get_day_description(self, weekday: int) -> str: """Description de la stratégie pour chaque jour""" descriptions = { 0: "Monday bounce - Institutional return after weekend", 1: "Neutral day - Follow technical signals", 2: "Mid-week - No specific bias", 3: "Thursday - Monitor for Friday setup", 4: "Friday accumulation - Long bias before weekend", 5: "Saturday low volume - Short bias on weak hands", 6: "Sunday drift - Short bias, prepare Monday long" } return descriptions.get(weekday, "Unknown") # Singleton instance weekend_strategy = WeekendPatternStrategy() def apply_weekend_pattern(signal: Dict) -> Dict: """Fonction helper pour appliquer le pattern weekend à un signal""" return weekend_strategy.adjust_signal(signal) def should_close_for_weekend(position: Dict) -> bool: """Fonction helper pour déterminer si fermer avant weekend""" return weekend_strategy.should_close_before_weekend(position)