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Update data_processor.py
Browse files- data_processor.py +11 -17
data_processor.py
CHANGED
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@@ -10,12 +10,13 @@ class DataProcessor:
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def get_market_data(self, ticker="GC=F", interval="1d"):
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"""Fetch market data from Yahoo Finance for a given ticker"""
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try:
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interval_map = {
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"5m": "5m",
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"15m": "15m",
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"30m": "30m",
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"1h": "
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"4h": "
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"1d": "1d",
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"1wk": "1wk",
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"1mo": "1mo",
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@@ -34,10 +35,15 @@ class DataProcessor:
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period = "max"
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ticker_obj = yf.Ticker(ticker)
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df = ticker_obj.history(interval=yf_interval, period=period)
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if df.empty:
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df.columns = [col.capitalize() for col in df.columns]
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@@ -48,41 +54,33 @@ class DataProcessor:
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return pd.DataFrame()
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def calculate_indicators(self, df):
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"""Calculate technical indicators"""
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if df.empty:
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return df
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# Simple Moving Averages (5, 20 as requested)
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df['SMA_5'] = df['Close'].rolling(window=5).mean()
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df['SMA_20'] = df['Close'].rolling(window=20).mean()
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# Exponential Moving Averages
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df['EMA_12'] = df['Close'].ewm(span=12, adjust=False).mean()
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df['EMA_26'] = df['Close'].ewm(span=26, adjust=False).mean()
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# MACD (12, 26, 9)
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df['MACD'] = df['EMA_12'] - df['EMA_26']
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df['MACD_signal'] = df['MACD'].ewm(span=9, adjust=False).mean()
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df['MACD_histogram'] = df['MACD'] - df['MACD_signal']
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# Split histogram into positive and negative for plotting
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df['MACD_bar_positive'] = df['MACD_histogram'].where(df['MACD_histogram'] > 0, 0)
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df['MACD_bar_negative'] = df['MACD_histogram'].where(df['MACD_histogram'] < 0, 0)
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# RSI
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delta = df['Close'].diff()
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gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
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loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean()
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rs = gain / loss
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df['RSI'] = 100 - (100 / (1 + rs))
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# Bollinger Bands
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df['BB_middle'] = df['Close'].rolling(window=20).mean()
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bb_std = df['Close'].rolling(window=20).std()
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df['BB_upper'] = df['BB_middle'] + (bb_std * 2)
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df['BB_lower'] = df['BB_middle'] - (bb_std * 2)
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# Average True Range (ATR)
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high_low = df['High'] - df['Low']
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high_close = np.abs(df['High'] - df['Close'].shift())
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low_close = np.abs(df['Low'] - df['Close'].shift())
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@@ -90,23 +88,20 @@ class DataProcessor:
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true_range = ranges.max(axis=1)
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df['ATR'] = true_range.rolling(window=14).mean()
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# Volume indicators
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df['Volume_SMA'] = df['Volume'].rolling(window=20).mean()
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df['Volume_ratio'] = df['Volume'] / df['Volume_SMA']
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# Stochastic Oscillator (14, 3)
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low_14 = df['Low'].rolling(window=14).min()
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high_14 = df['High'].rolling(window=14).max()
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df['%K'] = 100 * (df['Close'] - low_14) / (high_14 - low_14)
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df['%D'] = df['%K'].rolling(window=3).mean()
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df['%SD'] = df['%D'].rolling(window=3).mean()
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df['UL'] = 70
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df['DL'] = 30
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return df
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def get_fundamental_data(self, ticker="GC=F"):
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"""Get fundamental gold market data (now generalized/mocked)"""
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try:
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if ticker == "BTC-USD":
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fundamentals = {
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@@ -135,7 +130,6 @@ class DataProcessor:
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return {"Error": str(e)}
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def prepare_for_chronos(self, df, lookback=100):
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"""Prepare data for Chronos model"""
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if df.empty or len(df) < lookback:
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return None
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def get_market_data(self, ticker="GC=F", interval="1d"):
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"""Fetch market data from Yahoo Finance for a given ticker"""
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try:
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# FIX: Gunakan string interval yang didukung langsung oleh Yahoo/yfinance
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interval_map = {
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"5m": "5m",
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"15m": "15m",
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"30m": "30m",
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"1h": "1h",
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"4h": "4h",
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"1d": "1d",
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"1wk": "1wk",
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"1mo": "1mo",
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period = "max"
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ticker_obj = yf.Ticker(ticker)
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# Mengatasi masalah data kripto yang mungkin tidak tersedia dalam periode lama
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if ticker == "BTC-USD" and period == "max":
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period = "5y"
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df = ticker_obj.history(interval=yf_interval, period=period)
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if df.empty:
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# Perbarui pesan error untuk memperjelas log
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raise ValueError(f"No data retrieved from Yahoo Finance for {ticker} at interval {interval}. Check if ticker/interval is supported.")
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df.columns = [col.capitalize() for col in df.columns]
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return pd.DataFrame()
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def calculate_indicators(self, df):
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if df.empty:
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return df
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df['SMA_5'] = df['Close'].rolling(window=5).mean()
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df['SMA_20'] = df['Close'].rolling(window=20).mean()
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df['EMA_12'] = df['Close'].ewm(span=12, adjust=False).mean()
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df['EMA_26'] = df['Close'].ewm(span=26, adjust=False).mean()
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df['MACD'] = df['EMA_12'] - df['EMA_26']
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df['MACD_signal'] = df['MACD'].ewm(span=9, adjust=False).mean()
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df['MACD_histogram'] = df['MACD'] - df['MACD_signal']
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df['MACD_bar_positive'] = df['MACD_histogram'].where(df['MACD_histogram'] > 0, 0)
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df['MACD_bar_negative'] = df['MACD_histogram'].where(df['MACD_histogram'] < 0, 0)
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delta = df['Close'].diff()
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gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
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loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean()
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rs = gain / loss
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df['RSI'] = 100 - (100 / (1 + rs))
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df['BB_middle'] = df['Close'].rolling(window=20).mean()
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bb_std = df['Close'].rolling(window=20).std()
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df['BB_upper'] = df['BB_middle'] + (bb_std * 2)
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df['BB_lower'] = df['BB_middle'] - (bb_std * 2)
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high_low = df['High'] - df['Low']
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high_close = np.abs(df['High'] - df['Close'].shift())
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low_close = np.abs(df['Low'] - df['Close'].shift())
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true_range = ranges.max(axis=1)
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df['ATR'] = true_range.rolling(window=14).mean()
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df['Volume_SMA'] = df['Volume'].rolling(window=20).mean()
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df['Volume_ratio'] = df['Volume'] / df['Volume_SMA']
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low_14 = df['Low'].rolling(window=14).min()
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high_14 = df['High'].rolling(window=14).max()
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df['%K'] = 100 * (df['Close'] - low_14) / (high_14 - low_14)
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df['%D'] = df['%K'].rolling(window=3).mean()
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df['%SD'] = df['%D'].rolling(window=3).mean()
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df['UL'] = 70
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df['DL'] = 30
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return df
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def get_fundamental_data(self, ticker="GC=F"):
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try:
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if ticker == "BTC-USD":
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fundamentals = {
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return {"Error": str(e)}
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def prepare_for_chronos(self, df, lookback=100):
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if df.empty or len(df) < lookback:
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return None
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